Derivative Financial Instruments - Other Information (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Derivative assets:
Derivative asset, before netting	$ 485,656,000		$ 485,656,000		$ 398,672,000
Netting	(321,496,000)		(321,496,000)		(64,977,000)
Total derivative assets	164,160,000		164,160,000		333,695,000
Derivative liabilities:
Derivative liability, before netting	315,845,000		315,845,000		54,702,000
Netting	(190,358,000)		(190,358,000)		(32,096,000)
Net amounts of liabilities presented in the consolidated balance sheet	125,487,000		125,487,000		22,606,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Gains (losses) recognized on derivative financial instruments	(164,749,000)	$ (86,459,000)	(558,614,000)	$ (437,492,000)
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	363,272,000	(19,294,000)	1,360,341,000	275,510
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	(164,749,000)	(86,459,000)	(558,614,000)	(437,492)
Margin Deposits
Derivative assets:
Collateral placed with (received from) derivative counterparties	131,138,000		131,138,000		32,881,000
Interest rate lock commitments
Derivative assets:
Total derivative assets	12,195,000		12,195,000		323,473,000
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	(121,353,000)	$ 17,313,000	(378,396,000)	$ (316,103)
Forward contracts | Purchases
Derivative Instruments
Notional amount	9,477,520,000		9,477,520,000		22,007,383,000
Derivative assets:
Derivative asset, before netting	5,042,000		5,042,000		20,485,000
Derivative liabilities:
Derivative liability, before netting	226,369,000		226,369,000		18,007,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			22,007,383,000
Balance at end of period	9,477,520,000		9,477,520,000
Forward contracts | Sales
Derivative Instruments
Notional amount	14,995,779,000		14,995,779,000		34,429,676,000
Derivative assets:
Derivative asset, before netting	375,955,000		375,955,000		40,215,000
Derivative liabilities:
Derivative liability, before netting	8,819,000		8,819,000		35,415,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			34,429,676,000
Balance at end of period	14,995,779,000		14,995,779,000
MBS put options
Derivative Instruments
Notional amount	700,000,000		700,000,000		9,550,000,000
Derivative assets:
Derivative asset, before netting	17,152,000		17,152,000		7,655,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			9,550,000,000
Balance at end of period	700,000,000		700,000,000
MBS call options
Derivative assets:
Derivative asset, before netting	55,000		55,000
Derivative liabilities:
Derivative liability, before netting	118,000		118,000
Swaptions | Purchases
Derivative Instruments
Notional amount					5,375,000,000
Derivative assets:
Derivative asset, before netting					1,625,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			5,375,000,000
Put options on Eurodollar futures | Purchases
Derivative Instruments
Notional amount	4,335,000,000		4,335,000,000		2,450,000,000
Derivative assets:
Derivative asset, before netting	70,577,000		70,577,000		3,141,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			2,450,000,000
Balance at end of period	4,335,000,000		4,335,000,000
Put options on Eurodollar futures | Sales
Derivative Instruments
Notional amount	300,000,000		300,000,000
Derivative liabilities:
Derivative liability, before netting	11,766,000		11,766,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at end of period	300,000,000		300,000,000
Call options on Eurodollar futures | Purchases
Derivative Instruments
Notional amount	2,675,000,000		2,675,000,000		1,250,000,000
Derivative assets:
Derivative asset, before netting	4,680,000		4,680,000		2,078,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,250,000,000
Balance at end of period	2,675,000,000		2,675,000,000
Call options on Eurodollar futures | Sales
Derivative Instruments
Notional amount	400,000,000		400,000,000
Derivative liabilities:
Derivative liability, before netting	375,000		375,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at end of period	400,000,000		400,000,000
Treasury future | Purchases
Derivative Instruments
Notional amount	4,143,200,000		4,143,200,000		1,544,800,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,544,800,000
Balance at end of period	4,143,200,000		4,143,200,000
Treasury future | Sales
Derivative Instruments
Notional amount	3,491,400,000		3,491,400,000		1,925,000,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			1,925,000,000
Balance at end of period	3,491,400,000		3,491,400,000
Interest rate swap futures | Purchases
Derivative Instruments
Notional amount					3,010,600,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			3,010,600,000
Interest rate swap futures | Sales
Derivative Instruments
Notional amount					2,187,200,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			2,187,200,000
Not designated as hedging instrument | Interest rate lock commitments
Derivative Instruments
Notional amount	7,070,065,000		7,070,065,000		14,111,795,000
Derivative assets:
Derivative asset, before netting	12,195,000		12,195,000		323,473,000
Derivative liabilities:
Derivative liability, before netting	68,398,000		68,398,000		$ 1,280,000
Activity for derivative contracts used to hedge the IRLCs and inventory of mortgage loans at notional value
Balance at beginning of period			14,111,795,000
Balance at end of period	$ 7,070,065,000		$ 7,070,065,000