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Derivative Financial Instruments - Other Information (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Dec. 31, 2019
Derivative assets:            
Margin deposits placed with counterparties         $ (4,375) $ (5,000)
Derivative asset, before netting         683,082 187,397
Netting         (104,828) (27,711)
Total derivative assets         578,254 159,686
Derivative liabilities:            
Derivative liability, before netting         117,374 38,946
Netting         (92,837) (16,616)
Net amounts of liabilities presented in the consolidated balance sheet         24,537 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 $ 6,521 $ 250,146 $ 1,027,327 $ 587,883    
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 83 92 83 (1,608)    
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 (77,320) (55,540) (403,992) (157,362)    
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 6,521 250,146 1,027,327 587,883    
Margin Deposits            
Derivative assets:            
Collateral placed with (received from) derivative counterparties         (11,991) (11,095)
Interest rate lock commitments            
Derivative assets:            
Total derivative assets         544,151 138,511
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 173,381 33,347 404,795 95,785    
Forward contracts | Purchases            
Derivative Instruments            
Notional amount 31,443,783   13,618,361   31,443,783 13,618,361
Derivative assets:            
Derivative asset, before netting         72,640 12,364
Derivative liabilities:            
Derivative liability, before netting         15,903 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 31,443,783   31,443,783      
Forward contracts | Sales            
Derivative Instruments            
Notional amount 42,438,243   16,220,526   42,438,243 16,220,526
Derivative assets:            
Derivative asset, before netting         21,652 17,097
Derivative liabilities:            
Derivative liability, before netting         98,765 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 42,438,243   42,438,243      
MBS put options            
Derivative Instruments            
Notional amount 12,950,000   6,100,000   12,950,000 6,100,000
Derivative assets:            
Derivative asset, before netting         27,336 3,415
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 12,950,000   12,950,000      
MBS call options            
Derivative Instruments            
Notional amount 1,850,000   1,850,000   1,850,000  
Derivative assets:            
Derivative asset, before netting         4,255  
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value            
Balance at end of period 1,850,000   1,850,000      
Swaptions | Purchases            
Derivative Instruments            
Notional amount 3,125,000   1,750,000   3,125,000 1,750,000
Derivative assets:            
Derivative asset, before netting         5,568 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 3,125,000   3,125,000      
Put options on interest rate futures | Purchases            
Derivative Instruments            
Notional amount 2,275,000   2,250,000   2,275,000 2,250,000
Derivative assets:            
Derivative asset, before netting         5,910 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 2,275,000   2,275,000      
Call options on interest rate futures | Purchases            
Derivative Instruments            
Notional amount 950,000   750,000   950,000 750,000
Derivative assets:            
Derivative asset, before netting         1,570 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 950,000   950,000      
Treasury future | Purchases            
Derivative Instruments            
Notional amount 1,000,000   1,276,000   1,000,000 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 1,000,000   1,000,000      
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 3,585,000   3,210,000   3,585,000 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 3,585,000   3,585,000      
Not designated as hedging instrument | Repurchase agreement derivatives            
Derivative assets:            
Derivative asset, before netting           8,187
Not designated as hedging instrument | Interest rate lock commitments            
Derivative Instruments            
Notional amount 18,873,579   7,122,316   18,873,579 7,122,316
Derivative assets:            
Derivative asset, before netting         544,151 138,511
Derivative liabilities:            
Derivative liability, before netting         2,706 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 18,873,579   18,873,579      
Not designated as hedging instrument | Forward contracts | Purchases            
Derivative Instruments            
Notional amount 31,443,783 15,829,825 31,443,783 6,657,026 31,443,783 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 20,709,914 19,497,698 13,618,361 6,657,026    
Additions 143,902,517 100,139,970 370,704,328 237,370,321    
Dispositions/expirations (133,168,648) (103,807,843) (352,878,906) (228,197,522)    
Balance at end of period 31,443,783 15,829,825 31,443,783 15,829,825    
Not designated as hedging instrument | Forward contracts | Sales            
Derivative Instruments            
Notional amount 42,438,243 15,116,810 16,220,526 6,890,046 42,438,243 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 25,302,147 14,276,156 16,220,526 6,890,046    
Additions 175,642,745 122,174,329 444,965,072 275,749,351    
Dispositions/expirations (158,506,649) (121,333,675) (418,747,355) (267,522,587)    
Balance at end of period 42,438,243 15,116,810 42,438,243 15,116,810    
Not designated as hedging instrument | MBS put options            
Derivative Instruments            
Notional amount 12,950,000 10,050,000 6,100,000 4,635,000 12,950,000 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 11,200,000 12,775,000 6,100,000 4,635,000    
Additions 29,850,000 29,575,000 79,600,000 77,185,000    
Dispositions/expirations (28,100,000) (32,300,000) (72,750,000) (71,770,000)    
Balance at end of period 12,950,000 10,050,000 12,950,000 10,050,000    
Not designated as hedging instrument | MBS call options            
Derivative Instruments            
Notional amount 1,850,000 2,250,000 1,850,000 1,450,000 1,850,000  
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   1,450,000    
Additions 1,850,000   1,850,000 6,750,000    
Dispositions/expirations   (2,250,000)   (8,200,000)    
Balance at end of period 1,850,000   1,850,000      
Not designated as hedging instrument | Swaptions | Purchases            
Derivative Instruments            
Notional amount 3,125,000   3,125,000   3,125,000 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 3,375,000   1,750,000      
Additions 3,625,000   14,700,000      
Dispositions/expirations (3,875,000)   (13,325,000)      
Balance at end of period 3,125,000   3,125,000      
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 3,875,000   13,325,000      
Dispositions/expirations (3,875,000)   (13,325,000)      
Not designated as hedging instrument | Put options on interest rate futures | Purchases            
Derivative Instruments            
Notional amount 2,275,000 4,350,000 2,250,000 3,085,000 2,275,000 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 350,000 2,835,000 2,250,000 3,085,000    
Additions 3,325,000 9,850,000 12,025,000 19,422,500    
Dispositions/expirations (1,400,000) (8,335,000) (12,000,000) (18,157,500)    
Balance at end of period 2,275,000 4,350,000 2,275,000 4,350,000    
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 1,400,000 8,335,000 12,000,000 27,297,800    
Dispositions/expirations (1,400,000) (8,335,000) (12,000,000) (27,297,800)    
Not designated as hedging instrument | Call options on interest rate futures | Purchases            
Derivative Instruments            
Notional amount 950,000 600,000 750,000 1,512,500 950,000 750,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value            
Balance at beginning of period 1,800,000 3,687,500 750,000 1,512,500    
Additions 1,200,000 1,750,000 9,740,000 13,127,800    
Dispositions/expirations (2,050,000) (4,837,500) (9,540,000) (14,040,300)    
Balance at end of period 950,000 600,000 950,000 600,000    
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 2,050,000 4,837,500 9,540,000 4,837,500    
Dispositions/expirations (2,050,000) (4,837,500) (9,540,000) (4,837,500)    
Not designated as hedging instrument | Treasury future | Purchases            
Derivative Instruments            
Notional amount 1,000,000 1,408,500 1,000,000 835,000 1,000,000 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 925,000 486,100 1,276,000 835,000    
Additions 1,561,500 5,132,000 5,516,700 11,943,400    
Dispositions/expirations (1,486,500) (4,209,600) (5,792,700) (11,369,900)    
Balance at end of period 1,000,000 1,408,500 1,000,000 1,408,500    
Not designated as hedging instrument | Treasury future | Sales            
Derivative Instruments            
Notional amount 450,000 1,132,500 1,010,000 1,450,000 450,000 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 450,000 1,550,000 1,010,000 1,450,000    
Additions 1,486,500 3,792,100 5,232,700 11,052,400    
Dispositions/expirations (1,486,500) (4,209,600) (5,792,700) (11,369,900)    
Balance at end of period 450,000 1,132,500 450,000 1,132,500    
Not designated as hedging instrument | Interest rate swap futures | Purchases            
Derivative Instruments            
Notional amount 3,585,000 3,910,000 3,210,000 625,000 $ 3,585,000 $ 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 3,460,000 2,900,000 3,210,000 625,000    
Additions 1,200,000 1,800,000 4,150,000 4,075,000    
Dispositions/expirations (1,075,000) (790,000) (3,775,000) (790,000)    
Balance at end of period 3,585,000 3,910,000 3,585,000 3,910,000    
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 1,075,000 790,000 3,775,000 790,000    
Dispositions/expirations $ (1,075,000) $ (790,000) $ (3,775,000) $ (790,000)