Derivative Financial Instruments - Other Information (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2021	Mar. 31, 2020	Mar. 31, 2021	Dec. 31, 2020
Derivative assets:
Derivative asset, before netting			$ 889,754	$ 847,831
Netting			(358,902)	(136,593)
Total derivative assets			530,852	711,238
Derivative liabilities:
Derivative liability, before netting			302,320	255,360
Netting			(233,763)	(212,722)
Net amounts of liabilities presented in the consolidated balance sheet			68,557	42,638
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	$ (442,151)	$ 1,036,570
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	462,538	(225,557)
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	(442,151)	1,036,570
Margin Deposits
Derivative assets:
Collateral placed with (received from) derivative counterparties			(125,139)	76,129
Interest rate lock commitments
Derivative assets:
Total derivative assets			362,923	679,961
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	(339,086)	$ 178,543
Forward contracts | Purchases
Derivative Instruments
Notional amount	31,689,543		34,644,744	31,689,543
Derivative assets:
Derivative asset, before netting			14,318	133,267
Derivative liabilities:
Derivative liability, before netting			192,793	1,276
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	31,689,543
Balance at end of period	34,644,744
Forward contracts | Sales
Derivative Instruments
Notional amount	50,438,967		52,739,511	50,438,967
Derivative assets:
Derivative asset, before netting			333,198	1,451
Derivative liabilities:
Derivative liability, before netting			32,729	251,149
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	50,438,967
Balance at end of period	52,739,511
MBS put options
Derivative Instruments
Notional amount	12,025,000		11,750,000	12,025,000
Derivative assets:
Derivative asset, before netting			99,670	14,302
Derivative liabilities:
Derivative liability, before netting			34,873
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	12,025,000
Balance at end of period	11,750,000
Swaptions | Purchases
Derivative Instruments
Notional amount	3,375,000		7,150,000	3,375,000
Derivative assets:
Derivative asset, before netting			50,973	11,939
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
Balance at end of period	7,150,000
Put options on interest rate futures | Purchases
Derivative Instruments
Notional amount	4,750,000		6,950,000	4,750,000
Derivative assets:
Derivative asset, before netting			27,133	5,520
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	4,750,000
Balance at end of period	6,950,000
Put options on interest rate futures | Sales
Derivative Instruments
Notional amount	4,100,000		4,100,000
Derivative liabilities:
Derivative liability, before netting			15,881
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at end of period	4,100,000
Call options on interest rate futures | Purchases
Derivative Instruments
Notional amount	850,000		2,500,000	850,000
Derivative assets:
Derivative asset, before netting			1,539	1,391
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	850,000
Balance at end of period	2,500,000
Call options on interest rate futures | Sales
Derivative Instruments
Notional amount	1,575,000		1,575,000
Derivative liabilities:
Derivative liability, before netting			1,061
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at end of period	1,575,000
Treasury future | Purchases
Derivative Instruments
Notional amount	1,065,000		830,000	1,065,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,065,000
Balance at end of period	830,000
Treasury future | Sales
Derivative Instruments
Notional amount	1,555,000		1,705,000	1,555,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	1,555,000
Balance at end of period	1,705,000
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount	4,801,700		4,240,000	4,801,700
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	4,801,700
Balance at end of period	4,240,000
Interest rate swap futures | Sales
Derivative Instruments
Notional amount	711,700		750,000	711,700
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	711,700
Balance at end of period	750,000
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	20,624,535		17,668,145	20,624,535
Derivative assets:
Derivative asset, before netting			362,923	679,961
Derivative liabilities:
Derivative liability, before netting			$ 24,983	$ 2,935
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period	20,624,535
Balance at end of period	$ 17,668,145