Derivative Financial Instruments - Other Information (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Dec. 31, 2019
Derivative assets:
Margin deposits placed with counterparties					$ (4,375)	$ (5,000)
Derivative asset, before netting					493,621	187,397
Netting					(93,319)	(27,711)
Total derivative assets					400,302	159,686
Derivative liabilities:
Derivative liability, before netting					114,948	38,946
Netting					(93,794)	(16,616)
Net amounts of liabilities presented in the consolidated balance sheet					21,154	22,330
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	$ (15,764)	$ 203,180	$ 1,020,806	$ 337,737
Interest Expense. | Repurchase agreement derivative
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments		(1,143)		(1,700)
Net gains on loans held for sale at fair value | Interest rate lock commitments and loans held for sale
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	(101,115)	(67,154)	(326,672)	(101,822)
Net loan servicing fees | Mortgage servicing rights
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	(15,764)	203,180	1,020,806	337,737
Margin Deposits
Derivative assets:
Collateral placed with (received from) derivative counterparties					475	(11,095)
Interest rate lock commitments
Derivative assets:
Total derivative assets					369,455	138,511
Interest rate lock commitments | Net gains on loans held for sale at fair value
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	52,871	45,711	231,414	62,438
Forward contracts | Purchases
Derivative Instruments
Notional amount	20,709,914		13,618,361		20,709,914	13,618,361
Derivative assets:
Derivative asset, before netting					93,136	12,364
Derivative liabilities:
Derivative liability, before netting					4,184	19,040
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			13,618,361
Balance at end of period	20,709,914		20,709,914
Forward contracts | Sales
Derivative Instruments
Notional amount	25,302,147		16,220,526		25,302,147	16,220,526
Derivative assets:
Derivative asset, before netting					5,271	17,097
Derivative liabilities:
Derivative liability, before netting					109,371	18,045
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			16,220,526
Balance at end of period	25,302,147		25,302,147
MBS put options
Derivative Instruments
Notional amount	11,200,000		6,100,000		11,200,000	6,100,000
Derivative assets:
Derivative asset, before netting					8,543	3,415
Derivative liabilities:
Derivative liability, before netting					2
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			6,100,000
Balance at end of period	11,200,000		11,200,000
Swaptions | Purchases
Derivative Instruments
Notional amount	3,375,000		1,750,000		3,375,000	1,750,000
Derivative assets:
Derivative asset, before netting					5,318	2,409
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,750,000
Balance at end of period	3,375,000		3,375,000
Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	350,000		2,250,000		350,000	2,250,000
Derivative assets:
Derivative asset, before netting					273	3,945
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			2,250,000
Balance at end of period	350,000		350,000
Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,800,000		750,000		1,800,000	750,000
Derivative assets:
Derivative asset, before netting					3,438	1,469
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			750,000
Balance at end of period	1,800,000		1,800,000
Treasury future | Purchases
Derivative Instruments
Notional amount	925,000		1,276,000		925,000	1,276,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,276,000
Balance at end of period	925,000		925,000
Treasury future | Sales
Derivative Instruments
Notional amount	450,000		1,010,000		450,000	1,010,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,010,000
Balance at end of period	450,000		450,000
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	3,460,000		3,210,000		3,460,000	3,210,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			3,210,000
Balance at end of period	3,460,000		3,460,000
Not designated as hedging instrument | Repurchase agreement derivatives
Derivative assets:
Derivative asset, before netting					8,187	8,187
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	12,245,054		7,122,316		12,245,054	7,122,316
Derivative assets:
Derivative asset, before netting					369,455	138,511
Derivative liabilities:
Derivative liability, before netting					1,391	1,861
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			7,122,316
Balance at end of period	12,245,054		12,245,054
Not designated as hedging instrument | Forward contracts | Purchases
Derivative Instruments
Notional amount	20,709,914	19,497,698	13,618,361	19,497,698	20,709,914	13,618,361
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	20,480,331	9,313,389	13,618,361	6,657,026
Additions	113,942,362	84,608,506	226,801,811	137,230,351
Dispositions/expirations	(113,712,779)	(74,424,197)	(219,710,258)	(124,389,679)
Balance at end of period	20,709,914	19,497,698	20,709,914	19,497,698
Not designated as hedging instrument | Forward contracts | Sales
Derivative Instruments
Notional amount	25,302,147	14,276,156	16,220,526	14,276,156	25,302,147	16,220,526
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	20,196,818	7,583,005	16,220,526	6,890,046
Additions	138,886,096	93,901,535	269,322,327	153,575,022
Dispositions/expirations	(133,780,767)	(87,208,384)	(260,240,706)	(146,188,912)
Balance at end of period	25,302,147	14,276,156	25,302,147	14,276,156
Not designated as hedging instrument | MBS put options
Derivative Instruments
Notional amount	11,200,000	12,775,000	6,100,000	12,775,000	11,200,000	6,100,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	10,700,000	9,425,000	6,100,000	4,635,000
Additions	27,750,000	28,450,000	49,750,000	47,610,000
Dispositions/expirations	(27,250,000)	(25,100,000)	(44,650,000)	(39,470,000)
Balance at end of period	11,200,000	12,775,000	11,200,000	12,775,000
Not designated as hedging instrument | MBS call options
Derivative Instruments
Notional amount		2,250,000		2,250,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period		3,350,000		1,450,000
Additions		2,250,000		6,750,000
Dispositions/expirations		(3,350,000)		(5,950,000)
Balance at end of period		2,250,000		2,250,000
Not designated as hedging instrument | Swaptions | Purchases
Derivative Instruments
Notional amount	3,375,000		1,750,000		3,375,000	1,750,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	6,800,000		1,750,000
Additions	3,175,000		11,075,000
Dispositions/expirations	(6,600,000)		(9,450,000)
Balance at end of period	3,375,000		3,375,000
Not designated as hedging instrument | Swaptions | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	6,600,000		9,450,000
Dispositions/expirations	(6,600,000)		(9,450,000)
Not designated as hedging instrument | Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	350,000	2,835,000	2,250,000	3,085,000	350,000	2,250,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	4,925,000	3,350,000	2,250,000	3,085,000
Additions	1,100,000	2,897,500	8,700,000	9,572,500
Dispositions/expirations	(5,675,000)	(3,412,500)	(10,600,000)	(9,822,500)
Balance at end of period	350,000	2,835,000	350,000	2,835,000
Not designated as hedging instrument | Put options on interest rate futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	5,675,000	8,827,500	10,600,000	18,962,800
Dispositions/expirations	(5,675,000)	(8,827,500)	(10,600,000)	(18,962,800)
Not designated as hedging instrument | Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	1,800,000	3,687,500	750,000	1,512,500	1,800,000	750,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,925,000	2,250,000	750,000	1,512,500
Additions	5,000,000	6,915,000	8,540,000	11,377,800
Dispositions/expirations	(5,125,000)	(5,477,500)	(7,490,000)	(9,202,800)
Balance at end of period	1,800,000	3,687,500	1,800,000	3,687,500
Not designated as hedging instrument | Call options on interest rate futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	5,125,000		7,490,000
Dispositions/expirations	(5,125,000)		(7,490,000)
Not designated as hedging instrument | Treasury future | Purchases
Derivative Instruments
Notional amount	925,000	486,100	1,276,000	835,000	925,000	1,276,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	650,000	1,810,000	1,276,000	835,000
Additions	1,920,200	2,700,200	3,955,200	6,811,400
Dispositions/expirations	(1,645,200)	(4,024,100)	(4,306,200)	(7,160,300)
Balance at end of period	925,000	486,100	925,000	486,100
Not designated as hedging instrument | Treasury future | Sales
Derivative Instruments
Notional amount	450,000	1,550,000	1,010,000	1,550,000	450,000	1,010,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	810,000	1,075,000	1,010,000	1,450,000
Additions	1,285,200	4,499,100	3,746,200	7,260,300
Dispositions/expirations	(1,645,200)	(4,024,100)	(4,306,200)	(7,160,300)
Balance at end of period	450,000	1,550,000	450,000	1,550,000
Not designated as hedging instrument | Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	3,460,000	2,900,000	3,210,000	2,900,000	$ 3,460,000	$ 3,210,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	2,560,000	1,025,000	3,210,000	625,000
Additions	1,725,000	1,875,000	2,950,000	2,275,000
Dispositions/expirations	(825,000)		(2,700,000)
Balance at end of period	3,460,000	$ 2,900,000	3,460,000	$ 2,900,000
Not designated as hedging instrument | Interest rate swap futures | Sales
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Additions	825,000		2,700,000
Dispositions/expirations	$ (825,000)		$ (2,700,000)