Flagstar Bancorp (FBC) 10-Q 9 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	8-May-14
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'FLAGSTAR BANCORP INC	'
Entity Central Index Key	'0001033012	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	56,222,107

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Condition (Unaudited) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Cash and cash equivalents	'		'
Cash and cash items ($1,761 and $1,129 of consolidated VIEs, respectively)	$56,968	[1]	$55,913	[1]
Interest-earning deposits	162,229		224,592
Total cash and cash equivalents	219,197		280,505
Investment securities available-for-sale	1,207,430		1,045,548
Loans held-for-sale ($1,372,978 and $1,140,507 measured at fair value, respectively) (2)	1,673,763	[2]	1,480,418	[2]
Loans repurchased with government guarantees	1,266,702		1,273,690
Loans held-for-investment, net	'		'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	4,019,871	[1],[2],[3]	4,055,756	[1],[2]
Less: allowance for loan losses	-307,000		-207,000
Total loans held-for-investment, net	3,712,871		3,848,756
Mortgage servicing rights	320,231		284,678
Repossessed assets, net	31,076		36,636
Federal Home Loan Bank stock	209,737		209,737
Premises and equipment, net	233,195		231,350
Net deferred tax asset	451,392		414,681
Other assets	285,759		301,302
Total assets	9,611,353		9,407,301
Deposits	'		'
Noninterest bearing	983,348		930,060
Interest bearing	5,326,953		5,210,266
Total deposits	6,310,301		6,140,326
Federal Home Loan Bank advances	1,125,000		988,000
Long-term debt ($101,710 and $105,813 of consolidated VIEs at fair value, respectively) (1) (2)	349,145	[1],[2]	353,248	[1],[2]
Representation and warranty reserve	48,000		54,000
Other liabilities ($94,000 and $93,000 measured at fair value and $136 and $136 of consolidated VIEs, respectively) (1) (2)	427,627	[1],[2]	445,853	[1],[2]
Total liabilities	8,260,073		7,981,427
Stockholders’ Equity	'		'
Preferred stock $0.01 par value, liquidation value $1,000 per share, 25,000,000 shares authorized; 266,657 issued and outstanding, respectively	266,657		266,174
Common stock $0.01 par value, 70,000,000 shares authorized; 56,221,056 and 56,138,074 shares issued and outstanding, respectively	562		561
Additional paid in capital	1,479,459		1,479,265
Accumulated other comprehensive loss	-1,197		-4,831
Accumulated deficit	-394,201		-315,295
Total stockholders’ equity	1,351,280		1,425,874
Total liabilities and stockholders’ equity	$9,611,353		$9,407,301
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.

Consolidated_Statements_of_Fin1

Consolidated Statements of Financial Condition (Parenthetical) (Unaudited) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, except Share data, unless otherwise specified
Assets	'		'
Cash and cash items	$56,968	[1]	$55,913	[1]
Loans held-for-sale, fair value	1,372,978	[2]	1,140,507
Loans held-for-investment, fair value	233,854		238,322
Liabilities and Stockholders’ Equity	'		'
Long-term debt, fair value	101,710		105,813
Other liabilities, fair value	94,000		93,000
Stockholders' Equity	'		'
Preferred stock, par value per share	$0.01		$0.01
Preferred stock, liquidation value per share	$1,000		$1,000
Preferred stock, shares authorized	25,000,000		25,000,000
Preferred stock, shares issued	266,657		266,657
Preferred stock, shares outstanding	266,657		266,657
Common stock, par value per share	$0.01		$0.01
Common stock, shares authorized	70,000,000		70,000,000
Common stock, shares issued	56,221,056		56,138,074
Common stock, shares outstanding	56,221,056		56,138,074
Variable Interest Entity, Primary Beneficiary [Member]	'		'
Assets	'		'
Cash and cash items	1,761		1,129
Loans held-for-investment, fair value	150,595		155,012
Liabilities and Stockholders’ Equity	'		'
Long-term debt, fair value	101,710		105,813
Other liabilities, fair value	$136		$136
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (Unaudited) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest Income	'	'
Loans	$58,668	$91,950
Investment securities available-for-sale or trading	7,538	2,094
Interest-earning deposits and other	145	946
Total interest income	66,351	94,990
Interest Expense	'	'
Deposits	5,988	13,508
Federal Home Loan Bank advances	534	24,161
Other	1,628	1,652
Total interest expense	8,150	39,321
Net interest income	58,201	55,669
Provision for loan losses	112,321	20,415
Net interest (loss) income after provision for loan losses	-54,120	35,254
Noninterest Income	'	'
Loan fees and charges	12,311	33,360
Deposit fees and charges	4,764	5,146
Loan administration	19,584	20,356
Net gain on loan sales	45,342	137,540
Net transaction costs on sales of mortgage servicing rights	3,583	-4,219
Net gain on sale of assets	2,216	958
Representation and warranty reserve – change in estimate	1,672	-17,395
Other noninterest (loss) income	-14,519	9,197
Total noninterest income	74,953	184,943
Noninterest Expense	'	'
Compensation and benefits	65,572	77,208
Commissions	7,220	17,462
Occupancy and equipment	20,410	19,375
Asset resolution	11,508	16,445
Federal insurance premiums	5,010	11,240
Loan processing expense	7,735	17,111
Legal and professional expense	13,902	28,839
Other noninterest expense	7,895	8,910
Total noninterest expense	139,252	196,590
(Loss) income before income taxes	-118,419	23,607
Benefit for income taxes	-39,996	0
Net (Loss) Income	-78,423	23,607
Preferred stock dividend/accretion	-483	-1,438
Net (loss) income applicable to common stock	($78,906)	$22,169
(Loss) income per share	'	'
Basic (in dollars per share)	($1.51)	$0.33
Diluted (in dollars per share)	($1.51)	$0.33
Weighted average shares outstanding	'	'
Basic (in shares)	56,194,184	55,973,888
Diluted (in shares)	56,194,184	56,415,057

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Comprehensive Income (Loss)	'	'
Net (loss) income	($78,423)	$23,607
Investment securities available-for-sale	'	'
Unrealized gains on investment securities available-for-sale	5,869	1,002
Reclassification of gain on sale of investment securities available-for-sale	-223	0
Total investment securities available-for-sale, before tax	5,646	1,002
Other comprehensive income, deferred tax benefit	'	'
Deferred tax benefit related to other comprehensive income resulting from unrealized gains and losses on investment securities available-for-sale	-2,200	0
Deferred tax benefit related to other comprehensive income resulting from the dissolution and sales of investments securities available-for-sale	188	0
Other comprehensive income, net of tax	3,634	1,002
Comprehensive (loss) income	($74,789)	$24,609

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (Unaudited) (USD $)	Total	Preferred Stock	Common Stock	Additional Paid in Capital	Accumulated Other Comprehensive Income (Loss)	Retained Earnings (Accumulated Deficit)
In Thousands, unless otherwise specified
Beginning balance at Dec. 31, 2012	$1,159,362	$260,390	$559	$1,476,569	($1,658)	($576,498)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Net (loss) income	23,607	'	'	'	'	23,607
Total other comprehensive income	1,002	'	'	'	1,002	'
Restricted stock issued	0	'	1	-1	'	'
Accretion of preferred stock	0	1,438	'	'	'	-1,438
Stock-based compensation	57	'	1	56	'	'
Ending balance at Mar. 31, 2013	1,184,028	261,828	561	1,476,624	-656	-554,329
Beginning balance at Dec. 31, 2013	1,425,874	266,174	561	1,479,265	-4,831	-315,295
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Net (loss) income	-78,423	'	'	'	'	-78,423
Total other comprehensive income	3,634	'	'	'	3,634	'
Restricted stock issued	0	'	1	-1	'	'
Accretion of preferred stock	0	483	'	'	'	-483
Stock-based compensation	195	'	0	195	'	'
Ending balance at Mar. 31, 2014	$1,351,280	$266,657	$562	$1,479,459	($1,197)	($394,201)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Operating Activities	'	'
Net (loss) income	($78,423)	$23,607
Adjustments to reconcile net income to net cash used in operating activities:	'	'
Provision for loan losses	112,321	20,415
Depreciation and amortization	5,760	5,404
Loss on fair value of mortgage servicing rights	9,592	15,641
Loss of fair value of long-term debt	1,324	0
Net gain on the sale of assets	-2,974	-7,034
Net gain on loan sales	-45,342	-137,540
Net transaction costs on sales of mortgage servicing rights	-3,583	4,219
Net gain on investment securities	-223	0
Net gain on trading securities	0	51
Proceeds from sales of loans held-for-sale	3,555,682	13,850,730
Origination and repurchase of loans held-for-sale, net of principal repayments	-5,296,103	-12,623,530
Net change in:	'	'
Decrease in repurchase loans with government guarantees, net of claims received	6,989	236,436
(Increase) decrease in accrued interest receivable	-3,183	10,936
(Increase) decrease in other assets	-16,077	76,280
Increase in payable for mortgage repurchase option	-4,973	-13,966
Representation and warranty reserve - change in estimate	-1,672	17,395
Net charge-offs in representation and warranty reserve	-5,557	-31,213
Decrease in other liabilities	-41,189	-32,653
Net cash (used in) provided by operating activities	-1,807,631	1,415,076
Investing Activities	'	'
Proceeds received from the sale of investment securities available-for-sale	1,846,339	0
Repayment of investment securities available-for-sale	30,729	15,378
Purchase of investment securities available-for-sale	-205,497	0
Net change from sales of loans held-for-investment	-276,412	61,645
Principal repayments net of origination of loans held-for-investment	13,773	635,929
Proceeds from the disposition of repossessed assets	10,004	27,285
Acquisitions of premises and equipment, net of proceeds	-7,786	-9,379
Proceeds from the sale of mortgage servicing rights	5,690	89,928
Net cash provided by investing activities	1,416,840	820,786
Financing Activities	'	'
Net increase (decrease) in deposit accounts	169,975	-447,004
Net increase (decrease) in Federal Home Loan Bank advances	137,000	-280,000
Payment on long-term debt	-5,427	0
Net disbursement of payments of loans serviced for others	24,895	-234,846
Net receipt of escrow payments	3,040	3,881
Net cash provided by (used in) financing activities	329,483	-957,969
Net (decrease) increase in cash and cash equivalents	-61,308	1,277,893
Beginning cash and cash equivalents	280,505	952,793
Ending cash and cash equivalents	219,197	2,230,686
Supplemental disclosure of cash flow information	'	'
Loans held-for-investment transferred to repossessed assets	15,971	50,247
Interest paid on deposits and other borrowings	6,233	37,339
Income taxes paid	333	6,671
Reclassification of loans originated for investment to loans held-for-sale	281,040	1,129
Reclassification of mortgage loans originated held-for-sale then to loans held-for-investment	4,628	62,774
Mortgage servicing rights resulting from sale or securitization of loans	$51,043	$126,494

Nature_of_Business

Nature of Business	3 Months Ended
	Mar. 31, 2014
Nature of Business [Abstract]	'
Nature of Business	'
	Nature of Business
	Flagstar Bancorp, Inc. ("Flagstar" or the "Company"), the holding company for Flagstar Bank, FSB (the "Bank") is a Michigan-based savings and loan holding company founded in 1993. The Company's business is primarily conducted through its principal subsidiary, the Bank, a federally chartered stock savings bank founded in 1987. At March 31, 2014, the Company's total assets were $9.6 billion. The Company has the largest bank headquartered in Michigan and one of the top ten largest savings banks in the United States.
	In preparing these consolidated financial statements, subsequent events were evaluated through the time the financial statements were issued. The consolidated financial statements are considered issued when they are widely distributed to all stockholders and other financial statement users, or filed with the U.S. Securities and Exchange Commission ("SEC"). All material subsequent events have been either recognized in the Consolidated Financial Statements or disclosed in the Notes to the Consolidated Financial Statements.
	In January 2014, the Company reorganized the manner in which its operations are managed based on core operating functions. The segments are based on an internally-aligned segment leadership structure, which is also how the results are monitored and performance assessed. The Company's business model emphasizes the delivery of a complete set of mortgage and banking products and services, including originating, acquiring, selling and servicing one-to-four family residential first mortgage loans, which we believe is distinguished by timely processing and customer service.
	The Company's operations are conducted through four operating segments: Mortgage Originations, Mortgage Servicing, Community Banking and Other, which includes the remaining reported activities. The Mortgage Originations segment, in which the Company originates or purchases residential first mortgage loans throughout the country and sells them into securitization pools, primarily to Federal National Mortgage Association ("Fannie Mae"), Federal Home Loan Mortgage Corporation ("Freddie Mac") and Government National Mortgage Association ("Ginnie Mae") (collectively, the "Agencies") or as whole loans. The Mortgage Servicing segment services mortgage loans on a fee basis for others and residential mortgages held-for-investment by the Community Banking segment and mortgage servicing rights held by the Other segment. The Company has retained certain loan originations in the held-for-investment portfolio, which are held by the Community Banking segment. Mortgage loans are originated through 33 home loan centers located in 18 states, a direct to consumer call center, the Internet, wholesale brokers and correspondents.
	The Company also offers a range of products and services to consumers and businesses through the Community Banking segment. As of March 31, 2014, the Company operated 106 banking centers in Michigan. The Company offers consumer products including deposit accounts, commercial loans and personal loans, including auto and boat loans. The Company offers treasury management services. Commercial products offered include deposit and sweep accounts, telephone banking, term loans and lines of credit, lease financing, government banking products and treasury management services including remote deposit and merchant services.
	The Bank is subject to regulation, examination and supervision by the Office of the Comptroller of the Currency ("OCC") of the U.S. Department of the Treasury ("U.S. Treasury"). The Bank is also subject to regulation, examination and supervision by the Federal Deposit Insurance Corporation ("FDIC") and the Consumer Financial Protection Bureau (the "CFPB"). The Bank's deposits are insured by the FDIC through the Deposit Insurance Fund. The Company is subject to regulation, examination and supervision by the Board of Governors of the Federal Reserve ("Federal Reserve"). The Bank is also a member of the Federal Home Loan Bank ("FHLB") of Indianapolis.

Basis_of_Presentation_Accounti

Basis of Presentation, Accounting Policies and Recent Developments	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
Basis of Presentation and Accounting Policies and Recent Developments	'
	Basis of Presentation, Accounting Policies and Recent Developments
	The accompanying unaudited consolidated financial statements have been prepared pursuant to the rules and regulations of the SEC for interim financial information. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America ("U.S. GAAP") for complete financial statements. These interim financial statements include all adjustments, consisting of normal recurring accruals that management believes are necessary for a fair presentation of the results of operations, financial position and cash flows. The results of operations for the three months ended March 31, 2014, are not necessarily indicative of the results that may be expected for any other interim period or for the full year ending December 31, 2014. In addition, certain prior period amounts have been reclassified to conform to the current period presentation. These consolidated financial statements should be read in conjunction with the consolidated financial statements and footnotes thereto included in the Company's Annual Report on Form 10-K for the year ended December 31, 2013, which are available on the Company’s Investor Relations web page, at www.flagstar.com, and on the SEC website, at www.sec.gov.
	Variable Interest Entities
	The accompanying unaudited consolidated financial statements include variable interest entities ("VIEs") in which the Company has determined to have a controlling financial interest. The Company consolidates a VIE if it has: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly impact the entity's economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., the Company is considered to be the primary beneficiary).
	A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. On a quarterly basis, the Company will reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Company has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances.
	The reassessment also considers whether the Company has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Company is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying amounts of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements. The Company primarily uses VIEs for its securitization activities, in which the Company transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Company. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Company except in accordance with the Company's obligations under standard representations and warranties. When the Company is the servicer of whole loans held in a securitization trust, including home equity loans, the Company has the power to direct the most significant activities of the trust. The Company does not have the power to direct the most significant activities of a residential mortgage agency trust unless the Company holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The Company consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, which could potentially be significant to the trust.
	At June 30, 2013, the Company became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts because the Company obtained the power to direct the activities that most significantly impact the economic performance of the trusts (power to select or remove the servicer) and the obligation to absorb expected losses and receive residual returns (support of the guarantor and holder of residual interests in trusts), which is reflected in the Consolidated Financial Statements as a VIE. See Note 8 for information on VIEs.
	Recently Issued Accounting Pronouncements
	From time to time, new accounting pronouncements are issued by the Financial Accounting Standards Board ("FASB") or other standard setting bodies that are adopted by the Company as of the specified effective date. Unless otherwise discussed, the impact of recently issued standards that are not yet effective will not have a material impact on the Consolidated Financial Statements or the Notes thereto or results of operations upon adoption.
	In January 2014, the FASB issued ASU No. 2014-04, "Receivables-Troubled Debt Restructurings by Creditors (Topic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure." The guidance amends the guidance in the FASB Accounting Standards Codification Topic 310-40, "Receivables - Troubled Debt Restructurings by Creditors," in efforts to reduce diversity in practice through clarifying when an in substance repossession or foreclosure occurs. Essentially, the guidance addresses when a creditor should be considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan so that the loan should be derecognized and the real estate property recognized in the financial statements. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2014. The adoption of the guidance is not expected to have a material impact on the consolidated financial statements or the Notes thereto.
	Recent Developments
	Organizational Restructuring
	On January 16, 2014, the Company completed an organizational restructuring to reduce expenses consistent with its previously communicated strategy of optimizing its cost structure across all business lines. As part of this restructuring initiative, the Company has reduced full-time equivalents by approximately 350 during the first quarter 2014. Including the restructuring completed in the third quarter 2013, the Company has reduced staffing levels across the organization by approximately 600 full-time equivalents from its September 30, 2013 level.
	Sale of Mortgage Servicing Rights
	On December 18, 2013, the Company entered into a definitive agreement to sell $40.7 billion unpaid principal balance (net of write downs) of its MSR portfolio to Matrix Financial Services Corporation ("Matrix"), a wholly owned subsidiary of Two Harbors Investment Corp. Covered under the agreement are certain mortgage loans serviced for both Fannie Mae and Ginnie Mae, originated primarily after 2010. Simultaneously, the Company entered into an agreement with Matrix to subservice the residential mortgage loans sold to Matrix. As a result, the Company will receive subservicing income and retain a portion of the ancillary fees to be paid as the subservicer of the loans.

Fair_Value_Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	The Company utilizes fair value measurements to record certain assets and liabilities at fair value and to determine fair value disclosures. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability through an orderly transaction between market participants at the measurement date. The determination of fair values of financial instruments often requires the use of estimates. In cases where quoted market values in an active market are not available, the Company uses present value techniques and other valuation methods to estimate the fair values of its financial instruments. These valuation models rely on market-based parameters when available, such as interest rate yield curves, credit spreads or unobservable inputs. Unobservable inputs may be based on management's judgment, assumptions and estimates related to credit quality, the Company's future earnings, interest rates and other relevant inputs. These valuation methods require considerable judgment and the resulting estimates of fair value can be significantly affected by the assumptions made and methods used.
	Valuation Hierarchy
	U.S. GAAP establishes a three-level valuation hierarchy for disclosure of fair value measurements that is based on the transparency of the inputs used in the valuation process. The three levels of the hierarchy, highest ranking to lowest, are as follows.
	Level 1 - Quoted prices (unadjusted) for identical assets or liabilities in active markets in which the Company can participate as of the measurement date;
	Level 2 - Quoted prices for similar instruments in active markets, and other inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument; and
	Level 3 - Unobservable inputs that reflect the Company's own assumptions about the expectations that market participants would use in pricing an asset or liability.
	A financial instrument's categorization within the valuation hierarchy is based upon the lowest level of input within the valuation hierarchy that is significant to the overall fair value measurement. Transfers between levels of the fair value hierarchy are recognized at the end of the reporting period.
	The following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.
	Assets
	Investment securities available-for-sale. These securities are comprised of U.S. government sponsored agencies and municipal obligations. The Company measures fair value using prices obtained from pricing services. A review is performed on the security prices received from the pricing services, which includes discussion and analysis of the inputs used by the pricing services to value our securities. Where possible, fair values are generated using market inputs including quoted prices (the closing price in an exchange markets), bid prices (the price at which a buyer stands ready to purchase) and other market information. For fixed income securities that are not actively traded, the pricing services use alternative methods to determine fair value for the securities, including; quotes for similar fixed-income securities, matrix pricing, discounted cash flow using benchmark curves or other factors to determine fair value. U.S. government sponsored agencies are classified within Level 1 of the valuation hierarchy and all other debt securities are classified as Level 2 of the valuation hierarchy.
	Loans held-for-sale. The Company generally estimates the fair value of loans held-for-sale based on quoted market prices for securities backed by similar types of loans. Where quoted market prices were available, such market prices were utilized as estimates for fair values. Otherwise, the fair value of loans was computed by discounting cash flows using observable inputs inclusive of interest rates, prepayment speeds and loss assumptions for similar collateral. These measurements are classified as Level 2.
	Loans held-for-investment. Loans held-for-investment are generally recorded at amortized cost. The Company does not record these loans at fair value on a recurring basis. However, from time to time, a loan becomes impaired when it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan agreement. Once a loan is identified as impaired, the fair value of the impaired loan is estimated using one of several methods, including collateral value, market value of similar debt, or discounted cash flows. The fair value of the underlying collateral is determined, where possible, using market prices derived from appraisals or broker price opinions which are considered to be Level 3. Fair value may also be measured using the present value of expected cash flows discounted at the loan's effective interest rate. The Company records the impaired loans as a non-recurring Level 3 valuation.
	Loans held-for-investment on a recurring basis are loans that were previously recorded as loans held-for-sale but subsequently transferred to the held-for-investment category. As the Company selected the fair value option for the held-for-sale loans, they continue to be reported at fair value and measured consistent with the Level 2 methodology for loans held-for-sale.
	The HELOC loans associated with the FSTAR 2005-1 and FSTAR 2006-2 securitization trusts have been recorded in the Consolidated Financial Statement as loans held-for-investment. These loans are recorded at fair value using the present value of expected cash flows discounted at market rates typical of assets with similar risk profiles. The Company records these loans as a recurring Level 3 valuation.
	Also, included in loans held-for-investment are the second mortgage loans associated with the previous FSTAR 2006-1 mortgage securitization trust. The loans are carried at fair value and valued using a discounted estimated net future cash flow model and therefore classified within the Level 3 valuation hierarchy as the model utilizes significant inputs which are unobservable. See Note 8 - Private-Label Securitization and Variable Interest Entities for additional information.
	Repossessed assets. Loans on which the underlying collateral has been repossessed are adjusted to fair value less costs to sell upon transfer to repossessed assets. Subsequently, repossessed assets are carried at the lower of carrying value or fair value, less anticipated marketing and selling costs. Fair value is generally based upon third-party appraisals or internal fair value estimates based on repossessed asset experience and considered a Level 3 classification.
	MSRs. The current market for MSRs is not sufficiently liquid to provide participants with quoted market prices. Therefore, the Company uses an option-adjusted spread valuation approach to determine the fair value of MSRs. This approach consists of projecting servicing cash flows under multiple interest rate scenarios and discounting these cash flows using risk-adjusted discount rates. The key assumptions used in the valuation of MSRs include mortgage prepayment speeds and discount rates. Management obtains third-party valuations of the MSR portfolio on a quarterly basis from independent valuation experts to assess the reasonableness of the fair value calculated by its internal valuation model. In certain circumstances, based on the probability of the completion of a sale of MSRs pursuant to a bona-fide purchase offer, the Company considers the bid price of that offer and identifiable transaction costs in comparison to the calculated fair value and may adjust the estimate of fair value to reflect the terms of the pending transaction. Due to the nature of the valuation inputs, MSRs are classified within Level 3 of the valuation hierarchy. See Note 9 - Mortgage Servicing Rights, for the key assumptions used in the residential MSR valuation process.
	Derivative financial instruments. Certain classes of derivative contracts are listed on an exchange and are actively traded, and they are therefore classified within Level 1 of the valuation hierarchy. These include U.S. Treasury futures and U.S. Treasury options. The Company's forward loan sale commitments and interest rate swaps are valued based on quoted prices for similar assets in an active market with inputs that are observable and are classified within Level 2 of the valuation hierarchy. Rate lock commitments are valued using internal models with significant unobservable market parameters and therefore are classified within Level 3 of the valuation hierarchy. The Company assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and determined that the credit valuation adjustments were not significant to the overall valuation of its derivatives. The derivatives are reported in either other assets or other liabilities on the Consolidated Statements of Financial Condition.
	Liabilities
	Warrants. Warrant liabilities are valued using a binomial lattice model and are classified within Level 2 of the valuation hierarchy. Significant observable inputs include expected volatility, a risk free rate and an expected life. Warrant liabilities are reported in "other liabilities" on the Consolidated Statements of Financial Condition.
	Long-term debt. The Company records the long-term debt associated with the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts at fair value. The fair value of the debt is estimated using quantitative models which incorporate observable and, in some instances, unobservable inputs including security prices, interest rate yield curves, option volatility, currency, commodity or equity rates and correlations between these inputs. The Company also considers the impact of its own credit spreads in determining the discount rate used to value these liabilities. The credit spread is determined by reference to observable spreads in the secondary bond markets, which are considered to be Level 3. The Company records this debt as a recurring Level 3 valuation.
	Litigation settlement. On February 24, 2012, the Company announced that the Bank had entered into an agreement (the "DOJ Agreement") with the U.S. Department of Justice ("DOJ") relating to certain underwriting practices associated with loans insured by the Federal Housing Administration ("FHA") of the Department of Housing and Urban Development ("HUD"). The Bank and the DOJ entered into the DOJ Agreement pursuant to which the Bank agreed to comply with all applicable HUD and FHA rules related to the continued participation in the direct endorsement lender program, make an initial payment of $15.0 million within 30 business days of the effective date of the DOJ Agreement, make payments of approximately $118.0 million contingent upon the occurrence of certain future events (the "Additional Payments"), and complete a monitoring period by an independent third party chosen by the Bank and approved by HUD. The Company made the initial payment of $15.0 million on April 3, 2012.
	The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of March 31, 2014, the Bank has accrued $94.0 million, which represents the fair value of the Additional Payments. The signed DOJ Agreement establishes a legally enforceable contract with a stipulated payment plan that meets the definition of a financial liability.
	At March 31, 2014 and December 31, 2013, the cash flows were discounted using a 9.5 percent and 9.9 percent, respectively, discount rate that is inclusive of the risk free rate based on the expected duration of the liability and an adjustment for non-performance risk that represents the Company's credit risk. The model assumes that the Company will have met substantially all of the stipulations required for the commencement of payments to the DOJ.
	The liability is classified within Level 3 of the valuation hierarchy given the projections of earnings and growth rate assumptions are unobservable inputs. The litigation settlement is included in other liabilities on the Consolidated Financial Statements and changes in the fair value of the litigation settlement will be recorded each quarter in other noninterest expense on the Consolidated Statements of Operations. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the DOJ litigation settlement.
	Assets and liabilities measured at fair value on a recurring basis
	The following tables present the financial instruments carried at fair value as of March 31, 2014 and December 31, 2013, by caption on the Consolidated Statement of Financial Condition and by level in the valuation hierarchy (as described above).
		Level 1				Level 2				Level 3				Total  Fair
														Value
	March 31, 2014	(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,195,066			$	—			$	—			$	1,195,066
	Municipal obligations	—				12,364				—				12,364
	Loans held-for-sale
	Residential first mortgage loans	—				1,372,978				—				1,372,978
	Loans held-for-investment
	Residential first mortgage loans	—				21,719				—				21,719
	Second mortgage loans	—				—				61,540				61,540
	HELOC loans	—				—				150,595				150,595
	Mortgage servicing rights	—				—				320,231				320,231
	Derivative assets
	U.S. Treasury futures	2,495				—				—				2,495
	Forward agency and loan sales	—				3,298				—				3,298
	Rate lock commitments	—				—				21,276				21,276
	Interest rate swaps	—				2,386				—				2,386
	Total derivative assets	2,495				5,684				21,276				29,455
	Total assets at fair value	$	1,197,561			$	1,412,745			$	553,642			$	3,163,948
	Derivative liabilities
	Agency forwards	$	(97	)		$	—			$	—			$	(97	)
	Interest rate swaps	—				(2,386		)		—				(2,386		)
	Total derivative liabilities	(97		)		(2,386		)		—				(2,483		)
	Warrant liabilities	—				(11,577		)		—				(11,577		)
	Long-term debt	—				—				(101,710		)		(101,710		)
	Litigation settlement	—				—				(94,000		)		(94,000		)
	Total liabilities at fair value	$	(97	)		$	(13,963	)		$	(195,710	)		$	(209,770	)
		Level 1				Level 2				Level 3				Total  Fair
														Value
	December 31, 2013	(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,028,248			$	—			$	—			$	1,028,248
	Municipal obligations	—				17,300				—				17,300
	Loans held-for-sale
Residential first mortgage loans	—				1,140,507				—				1,140,507
Loans held-for-investment
Residential first mortgage loans	—				18,625				—				18,625
Second mortgage loans	—				—				64,685				64,685
HELOC loans	—				—				155,012				155,012
Mortgage servicing rights	—				—				284,678				284,678
Derivative assets
U.S. Treasury futures	1,221				—				—				1,221
Forward agency and loan sales	—				19,847				—				19,847
Rate lock commitments	—				—				10,329				10,329
Interest rate swaps	—				1,797				—				1,797
Total derivative assets	1,221				21,644				10,329				33,194
Total assets at fair value	$	1,029,469			$	1,198,076			$	514,704			$	2,742,249
Derivative liabilities
Agency forwards	$	(1,665	)		$	—			$	—			$	(1,665	)
Interest rate swaps	—				(1,797		)		—				(1,797		)
Total derivative liabilities	(1,665		)		(1,797		)		—				(3,462		)
Warrant liabilities	—				(10,802		)		—				(10,802		)
Long-term debt	—				—				(105,813		)		(105,813		)
Litigation settlement	—				—				(93,000		)		(93,000		)
Total liabilities at fair value	$	(1,665	)		$	(12,599	)		$	(198,813	)		$	(213,077	)
A determination to classify a financial instrument within Level 3 of the valuation hierarchy is based upon the significance of the unobservable inputs to the overall fair value measurement. However, Level 3 financial instruments typically include, in addition to the unobservable or Level 3 inputs, observable inputs (that is, inputs that are actively quoted and can be validated to external sources). Also, the Company manages the risk associated with the observable components of Level 3 financial instruments using securities and derivative positions that are classified within Level 1 or Level 2 of the valuation hierarchy; these Level 1 and Level 2 risk management instruments are not included in the Level 3 rollforward table below, and therefore the gains and losses in the tables do not reflect the effect of the Company's risk management activities related to such Level 3 instruments. If the market for an instrument becomes more liquid or active and pricing models become available which allow for readily observable inputs, the Company will transfer the instruments from Level 3 to Level 2 valuation hierarchy.
The Company had no transfers of assets or liabilities recorded at fair value between the fair value Levels for the three months ended March 31, 2014 and 2013.
Fair value measurements using significant unobservable inputs
The tables below include a roll forward of the Consolidated Statement of Financial Condition amounts for the three months ended March 31, 2014 and 2013 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
				Recorded in Earnings						Recorded in OCI
Three Months Ended March 31, 2014	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Balance at			Unrealized Gains / (Losses) Held at End of Period (4)
	Beginning of																					End of
	Period																					Period
Assets	(Dollars in thousands)
Loans held-for-investment
Second mortgage loans	$	64,685		$	(417	)	$	444		$	—		$	—		$	—		$	(3,172	)	$	61,540		$	27
HELOC loans	155,012			(1,940		)	1,513			—			57			—			(4,047		)	150,595			7,257
Mortgage servicing rights	284,678			(9,592		)	—			—			51,043			(5,898		)	—			320,231			(4,099		)
Derivative financial instruments
Rate lock commitments	10,329			32,989			—			—			59,090			(64,887		)	(16,245		)	21,276			(637		)
Totals	$	514,704		$	21,040		$	1,957		$	—		$	110,190		$	(70,785	)	$	(23,464	)	$	553,642		$	2,548
Liabilities
Long-term debt	$	(105,813	)	$	—		$	(1,324	)	$	—		$	—		$	—		$	5,427		$	(101,710	)	$	1,321
Litigation settlement	(93,000		)	—			(1,000		)	—			—			—			—			(94,000		)	—
Totals	$	(198,813	)	$	—		$	(2,324	)	$	—		$	—		$	—		$	5,427		$	(195,710	)	$	1,321
Three Months Ended March 31, 2013
Investment securities available-for-sale (1)(2)(3)
Mortgage securitization	$	91,117		$	—		$	—		$	1,227		$	—		$	—		$	(4,988	)	$	87,356		$	—
Loans held-for-investment
Transferors' interest	7,103			(174		)	—			—			—			—			(57		)	6,872			(174		)
Mortgage servicing rights	710,791			(15,641		)	—			—			126,494			(94,437		)	—			727,207			17,540
Derivative financial instruments
Rate lock commitments	86,200			(30,828		)	—			—			139,514			(118,815		)	(24,682		)	51,389			3,230
Totals	$	895,211		$	(46,643	)	$	—		$	1,227		$	266,008		$	(213,252	)	$	(29,727	)	$	872,824		$	20,596
Liabilities
Litigation settlement	$	(19,100	)	$	—		$	—		$	—		$	—		$	—		$	—		$	(19,100	)	$	—
-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income.
-2	U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.
-3	Reflects the changes in the unrealized gains (losses) related to financial instruments held at the end of the period.
The following tables present the quantitative information about recurring Level 3 fair value financial instruments and the fair value measurements as of March 31, 2014 and December 31, 2013.
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
March 31, 2014	(Dollars in thousands)
Assets
Second mortgage loans	$	61,540		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
					Prepay rate - 12 month historical average	8.8% - 13.1% (11.0%)
					CDR rate - 12 month historical average	2.2% - 3.3% (2.7%)
FSTAR 2005-1 HELOC loans	$	75,998		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	6.4% - 9.6% (8.0%)
					Cumulative loss rate	11.7% - 17.5% (14.6%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 HELOC loans	$	74,597		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	8.0% - 12.0% (10.0%)
					Cumulative loss rate	40.0% - 60.1% (50.1%)
					Loss severity	80.0% - 120.0% (100.0%)
Mortgage servicing rights	$	320,231		Discounted cash flows	Option adjusted spread	7.6% - 11.3% (9.4%)
					Constant prepayment rate	7.5% - 10.9% (9.3%)
					Weighted average cost to service per loan	59.0% - 88.5% (73.8%)
Rate lock commitments	$	21,276		Consensus pricing	Origination pull-through rate	65.7% - 98.5% (82.1%)
Liabilities
FSTAR 2005-1 Long-term debt	$	(53,354	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	6.4% - 9.6% (8.0%)
					Cumulative loss rate	11.7% - 17.5% (14.6%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 Long-term debt	$	(48,356	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	8.0% - 12.0% (10.0%)
					Cumulative loss rate	40.0% - 60.1% (50.1%)
					Loss severity	80.0% - 120.0% (100.0%)
Litigation settlement	$	(94,000	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
					MSR growth rate	0.9% - 1.4% (1.2%)
					Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
					Peer group ROA	0.5% - 0.8% (0.7%)
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
December 31, 2013	(Dollars in thousands)
Assets
Second mortgage loans	$	64,685		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
					Prepay rate - 12 month historical average	10.5% - 15.7% (13.1%)
					CDR rate - 12 month historical average	2.2% - 3.2% (2.7%)
FSTAR 2005-1 HELOC loans	$	78,009		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 HELOC loans	$	77,003		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	39.9% - 59.8% (49.9%) 80.0% - 120.0% (100.0%)
					Loss severity
Mortgage servicing rights	$	284,678		Discounted cash flows	Origination adjusted spread	5.9% - 8.9% (7.7%)
					Constant prepayment rate	9.7% - 14.0% (11.9%)
					Weighted average cost to service per loan	59.1% - 88.6% (73.8%)
Rate lock commitments	$	10,329		Consensus pricing	Origination pull-through rate	65.9% - 98.8% (82.3%)
Liabilities
FSTAR 2005-1 Long-term debt	$	(55,172	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 Long-term debt	$	(50,641	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	39.9% - 59.9% (49.9%) 80.0% - 120.0% (100.0%)
					Loss severity
Litigation settlement	$	(93,000	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
					MSR growth rate	0.9% - 1.4% (1.2%)
					Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
					Peer group ROA	0.5% - 0.8% (0.7%)
The significant unobservable inputs used in the fair value measurement of the second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust are discount rates, prepayment rates and default rates. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and default rates in isolation result in a higher fair value; however, generally a change in the assumption used for the probability of default is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change.
The significant unobservable inputs used in the fair value measurement of the HELOC loans and long-term debt associated with the FSTAR 2005-1 and FSTAR 2006-2 securitization trusts are discount rates, prepayment rates, loss rates and loss severity. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases (decreases) in prepay rates in isolation would result in a higher (lower) fair value measurement while increases (decreases) in loss rates in isolation would result in a lower (higher) fair value. Significant increases (decreases) in the loss severity rate in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable inputs used in the fair value measurement of the MSRs are option adjusted spreads, prepayment rates, and cost to service. Significant increases (decreases) in all the assumptions in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable input used in the fair value measurement of the rate lock commitments is the pull through rate. The pull through rate is a statistical analysis of the Company's actual rate lock fallout history to determine the sensitivity of the residential mortgage loan pipeline compared to interest rate changes and other deterministic values. New market prices are applied based on updated loan characteristics and new fall out ratios (i.e., the inverse of the pull through rate) are applied accordingly. Significant increases (decreases) in the pull through rate in isolation would result in a significantly higher (lower) fair value measurement. Generally, a change in the assumption utilized for the probability of default is accompanied by a directionally similar change in the assumption utilized for the loss severity and a directionally opposite change in assumption utilized for prepayment rates.
The significant unobservable inputs used in the fair value measurement of the DOJ litigation settlement are future balance sheet and growth rate assumptions for overall asset growth, MSR growth, peer group return on assets and return on assets improvement. The current assumptions are based on management's approved, strategic performance targets beyond the current strategic modeling horizon (2014). The Bank's target asset growth rate post 2014 is based off of growth in the balance sheet. Significant increases (decreases) in the bank's growth rate in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in the bank's MSR growth rate in isolation would result in a marginally lower (higher) fair value measurement. Significant increases (decreases) in the peer group's return on assets improvement in isolation would result in a marginally higher (lower) fair value measurement. Significant increases (decreases) in the bank's return on assets improvement in isolation would result in a marginally higher (lower) fair value measurement.
The Company also has assets that under certain conditions are subject to measurement at fair value on a non-recurring basis. These assets are measured at the lower of cost or fair value and had a fair value below cost at the end of the period as summarized below.
Assets Measured at Fair Value on a Non-recurring Basis
		Level 3
		(Dollars in thousands)
March 31, 2014
Impaired loans held-for-investment (1)
Residential first mortgage loans		$	50,585
Commercial real estate loans		1,500
Repossessed assets (2)		31,076
Totals		$	83,161
December 31, 2013
Impaired loans held-for-investment (1)
Residential first mortgage loans		$	68,252
Commercial real estate loans		1,500
Repossessed assets (2)		36,636
Totals		$	106,388
-1	The Company recorded $9.9 million and $37.5 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively.
-2	The Company recorded $0.5 million and $0.8 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $0.8 million and $4.4 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively.
The following tables present the quantitative information about non-recurring Level 3 fair value financial instruments and the fair value measurements as of March 31, 2014 and December 31, 2013.
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
March 31, 2014	(Dollars in thousands)
Impaired loans held-for-investment
Residential first mortgage loans	$	50,585		Fair value of collateral	Loss severity discount	0% - 100% (46.2%)
Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
Repossessed assets	$	31,076		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
December 31, 2013	(Dollars in thousands)
Impaired loans held-for-investment
Residential first mortgage loans	$	68,252		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
Repossessed assets	$	36,636		Fair value of collateral	Loss severity discount	0% - 100% (45.3%)
The Company has certain impaired residential first mortgage and commercial real estate loans that are measured at fair value on a nonrecurring basis. Such amounts are generally based on the fair value of the underlying collateral supporting the loan. Appraisals or other third party price opinions are generally obtained to support the fair value of the collateral and incorporate measures such as recent sales prices for comparable properties. In cases where the carrying value exceeds the fair value of the collateral less cost to sell, an impairment charge is recognized.
Repossessed assets are measured and reported at fair value through a charge-off to the allowance for loan losses based upon the fair value of the repossessed asset. The fair value of repossessed assets, upon initial recognition, are estimated using Level 3 inputs based on customized discounting criteria. The significant unobservable inputs used in the Level 3 fair value measurements of the Company's impaired loans and repossessed assets included in the table above primarily relate to internal valuations or analysis.
Fair Value of Financial Instruments
The accounting guidance for financial instruments requires disclosures of the estimated fair value of certain financial instruments and the methods and significant assumptions used to estimate their fair values. Certain financial instruments and all non-financial instruments are excluded from the scope of this guidance. Accordingly, the fair value disclosures required by this guidance are only indicative of the value of individual financial instruments as of the dates indicated and should not be considered an indication of the fair value of the Company.
The following table presents the carrying amount and estimated fair value of certain financial instruments that are carried either at fair value or cost.
	March 31, 2014
					Estimated Fair Value
	Carrying				Total				Level 1				Level 2				Level 3
	Value
	(Dollars in thousands)
Financial Instruments
Assets
Cash and cash equivalents	$	56,968			$	56,968			$	56,968			$	—			$	—
Investment securities available-for-sale	1,207,430				1,207,430				1,195,066				12,364				—
Loans held-for-sale	1,673,763				1,676,432				—				1,676,432				—
Loans repurchased with government guarantees	1,266,702				1,229,970				—				1,229,970				—
Loans held-for-investment, net	3,712,871				3,616,402				—				21,719				3,594,683
Repossessed assets	31,076				31,076				—				—				31,076
Federal Home Loan Bank stock	209,737				209,737				209,737				—				—
Mortgage servicing rights	320,231				320,231				—				—				320,231
Customer initiated derivative interest rate swaps	2,386				2,386				—				2,386				—
Liabilities
Retail deposits
Demand deposits and savings accounts	(4,027,068		)		(3,883,336		)		—				(3,883,336		)		—
Certificates of deposit	(959,241		)		(966,493		)		—				(966,493		)		—
Government deposits	(731,192		)		(724,124		)		—				(724,124		)		—
Wholesale deposits	(275		)		(235		)		—				(235		)		—
Company controlled deposits	(592,525		)		(586,501		)		—				(586,501		)		—
Federal Home Loan Bank advances	(1,125,000		)		(1,124,931		)		(1,124,931		)		—				—
Long-term debt	(349,145		)		(195,188		)		—				(93,478		)		(101,710		)
Warrant liabilities	(11,577		)		(11,577		)		—				(11,577		)		—
Litigation settlement	(94,000		)		(94,000		)		—				—				(94,000		)
Customer initiated derivative interest rate swaps	(2,386		)		(2,386		)		—				(2,386		)		—
Derivative Financial Instruments
Forward agency and loan sales	3,298				3,298				—				3,298				—
Rate lock commitments	21,276				21,276				—				—				21,276
U.S. Treasury and agency futures/forwards	2,398				2,398				2,398				—				—
	31-Dec-13
					Estimated Fair Value
	Carrying				Total				Level 1				Level 2				Level 3
	Value
	(Dollars in thousands)
Financial Instruments
Assets
Cash and cash equivalents	$	280,505			$	280,505			$	280,505			$	—			$	—
Investment securities available-for-sale	1,045,548				1,045,548				1,028,248				17,300				—
Loans held-for-sale	1,480,418				1,469,820				—				1,469,820				—
Loans repurchased with government guarantees	1,273,690				1,212,799				—				1,212,799				—
Loans held-for-investment, net	3,848,756				3,653,292				—				18,625				3,634,667
Repossessed assets	36,636				36,636				—				—				36,636
Federal Home Loan Bank stock	209,737				209,737				209,737				—				—
Mortgage servicing rights	284,678				284,678				—				—				284,678
Customer initiated derivative interest rate swaps	1,797				1,797				—				1,797				—
Liabilities
Retail deposits
Demand deposits and savings accounts	(3,919,937		)		(3,778,890		)		—				(3,778,890		)		—
Certificates of deposit	(1,026,129		)		(1,034,599		)		—				(1,034,599		)		—
Government accounts	(602,398		)		(596,778		)		—				(596,778		)		—
Wholesale deposits	(8,717		)		(8,716		)		—				(8,716		)		—
Company controlled deposits	(583,145		)		(577,662		)		—				(577,662		)		—
Federal Home Loan Bank advances	(988,000		)		(988,102		)		(988,102		)		—				—
Long-term debt	(353,248		)		(202,887		)		—				(97,074		)		(105,813		)
Warrant liabilities	(10,802		)		(10,802		)		—				(10,802		)		—
Litigation settlement	(93,000		)		(93,000		)		—				—				(93,000		)
Customer initiated derivative interest rate swaps	(1,797		)		(1,797		)		—				(1,797		)		—
Derivative Financial Instruments
Forward agency and loan sales	19,847				19,847				—				19,847				—
Rate lock commitments	10,329				10,329				—				—				10,329
U.S. Treasury and agency futures/forwards	(444		)		(444		)		(444		)		—				—
The methods and assumptions used by the Company in estimating fair value of financial instruments that were not previously disclosed, are as follows:
Cash and cash equivalents. Due to their short-term nature, the carrying amount of cash and cash equivalents approximates fair value.
Loans repurchased with government guarantees. The fair value of loans is estimated by using internally developed discounted cash flow models using market interest rate inputs as well as management’s best estimate of spreads for similar collateral.
Loans held-for-investment. The fair value of loans is estimated by using internally developed discounted cash flow models using market interest rate inputs as well as management’s best estimate of spreads for similar collateral.
Federal Home Loan Bank stock. No secondary market exists for Federal Home Loan Bank stock. The stock is bought and sold at par by the Federal Home Loan Bank. Management believes that the recorded value is the fair value.
Deposit accounts. The fair value of demand deposits and savings accounts approximates the carrying amount. The fair value of fixed-maturity certificates of deposit is estimated using the rates currently offered for certificates of deposit with similar remaining maturities.
Federal Home Loan Bank advances. Rates currently available to the Company for debt with similar terms and remaining maturities are used to estimate the fair value of the existing debt.
Long-term debt. The fair value of the long-term debt is estimated based on a discounted cash flow model that incorporates the Company’s current borrowing rates for similar types of borrowing arrangements.
Fair Value Option
The Company elected to measure at fair value certain financial assets and financial liabilities. The Company elected fair value option for the following items to mitigate a divergence between accounting losses and economic exposure.
The Company elected the fair value option for held-for-sale loans, originated post 2009, and the litigation settlement liability to better reflect the management of these financial instruments on a fair value basis. Loan held-for-investment include loans that were originated as loans held-for-sale and later transferred to loans held-for-investment at fair value. Interest income on loans held-for-sale is accrued on the principal outstanding primarily using the "simple-interest" method. Interest expense on the litigation settlement will be included in the overall change in fair value of the liability each quarter. Direct loan origination cost and fees on loans held-for-sale are recognized in income at origination.
As of June 30, 2013, the Company dissolved the FSTAR 2006-1 mortgage securitization trust and transferred the second mortgage loans, underlying the collapsed FSTAR 2006-1 mortgage securitization which were carried at fair value in available-for-sale investment securities. The change in fair value relating to the loans is recorded in other noninterest income.
As of June 30, 2013, the Company elected the fair value option for the assets and liabilities of reconsolidated VIEs related to the HELOC securitization trusts. This option is generally elected for newly consolidated VIEs for which predominantly all of the Company's interests, prior to consolidation, are carried at fair value with changes in fair value recorded to earnings. The change in fair value relating to the assets and liabilities of these transactions is recorded in other noninterest income. Accordingly, such an election allows the Company to continue fair value accounting through earnings for those interests and eliminate income statement mismatch otherwise caused by differences in the measurement basis of the consolidated VIEs assets and liabilities.
The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. The signed DOJ Agreement establishes a legally enforceable contract with a stipulated payment plan that meets the definition of a financial liability. The Company made the fair value election as of December 31, 2011, the date the Company first recognized the financial instrument in its financial statements.
The following table reflects the change in fair value included in earnings (and the account recorded in) for the assets and liabilities for which the fair value option has been elected.
		Three Months Ended March 31,
		2014				2013
Assets		(Dollars in thousands)
Loans held-for-sale
	Net gain on loan sales	$	63,001			$	87,643
Loans held-for-investment
	Interest income on loans	$	—			$	(779	)
	Other noninterest income	(4,269		)		—
Liabilities
Long-term debt
	Other noninterest income	$	4,107			$	—
Litigation settlement
	Legal and professional expense	$	(1,000	)		$	—
The following table reflects the difference between the aggregate fair value and aggregate remaining contractual principal balance outstanding as of March 31, 2014 and December 31, 2013 for assets and liabilities for which the fair value option has been elected.
		March 31, 2014										December 31, 2013
		(Dollars in thousands)
		Unpaid Principal Balance			Fair Value			Fair Value Over / (Under) Unpaid Principal Balance			Unpaid Principal Balance				Fair Value			Fair Value Over / (Under) Unpaid Principal Balance
Assets
	Nonaccrual loans
	Loans held-for-sale	$	—		$	—		$	—			$	—		$	—		$	—
Loans held-for-investment		9,769			3,748			(6,021		)		10,764			4,014			(6,750		)
Total non-accrual loans		$	9,769		$	3,748		(6,021		)		$	10,764		$	4,014		$	(6,750	)
Other performing loans
Loans held-for-sale		$	1,321,719		$	1,372,978		$	51,259			$	1,109,517		$	1,140,507		$	30,990
Loans held-for-investment		252,840			230,106			(22,734		)		257,665			234,308			(23,357		)
Total other performing loans		$	1,574,559		$	1,603,084		$	28,525			$	1,367,182		$	1,374,815		$	7,633
Total loans
Loans held-for-sale		$	1,321,719		$	1,372,978		$	51,259			$	1,109,517		$	1,140,507		$	30,990
Loans held-for-investment		262,609			233,854			(28,755		)		268,429			238,322			(30,107		)
Total loans		$	1,584,328		$	1,606,832		$	22,504			$	1,377,946		$	1,378,829		$	883
Liabilities
Long-term debt		$	(111,077	)	$	(101,710	)	$	(9,367	)		$	(116,504	)	$	(105,813	)	$	(10,691	)
Litigation settlement		N/A (1)			(94,000		)	N/A (1)				N/A (1)			(93,000		)	N/A (1)
-1	Remaining principal outstanding is not applicable to the litigation settlement because it does not obligate the Company to return a stated amount of principal at maturity, but instead return an amount based upon performance on the underlying terms in the Agreement.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	As of March 31, 2014 and December 31, 2013, investment securities were comprised of the following.
			Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gains				Losses
			(Dollars in thousands)
	March 31, 2014
	Available-for-sale securities
	U.S. government sponsored agencies		$	1,198,397		$	2,790			$	(6,121	)		$	1,195,066
	Municipal obligations		12,364			—				—				12,364
	Total available-for-sale securities		$	1,210,761		$	2,790			$	(6,121	)		$	1,207,430
	December 31, 2013
	Available-for-sale securities
	U.S. government sponsored agencies		$	1,037,289		$	1,546			$	(10,587	)		$	1,028,248
	Municipal obligations		17,300			—				—				17,300
	Total available-for-sale securities		$	1,054,589		$	1,546			$	(10,587	)		$	1,045,548
	Available-for-sale securities
	Securities available-for-sale are carried at fair value, with unrealized gains and losses reported as a component of other comprehensive loss to the extent they are temporary in nature. Credit related declines in the securities are classified as other-than-temporary impairments ("OTTI") and are reported as a separate component of noninterest income within the Consolidated Statement of Operations. OTTI is considered to have occurred if (1) if the Company intends to sell the security; (2) if it is more likely than not the Company will be required to sell the security before recovery of its amortized cost basis; or (3) the present value of expected cash flows is not sufficient to recover all contractually required principal and interest payments.
	The Company purchased $206.9 million and zero U.S. government sponsored agencies during the three months ended March 31, 2014 and 2013, respectively. There were no municipal obligations purchased during the three months ended March 31, 2014 and 2013, respectively.
	The Company has pledged available-for-sale securities, primarily U.S. government sponsored agencies, to collateralize lines of credit and/or borrowings with Fannie Mae. At March 31, 2014, the Company pledged $4.1 million of available-for-sale securities, compared to $7.8 million at December 31, 2013.
	The following table summarizes by duration the unrealized loss positions on investment securities available-for-sale.
		Unrealized Loss Position with										Unrealized Loss Position with
		Duration 12 Months and Over										Duration Under 12 Months
		Fair Value			Number of			Unrealized				Fair				Number of	Unrealized
					Securities			Loss				Value				Securities	Loss
	Type of Security	(Dollars in thousands)
	March 31, 2014
	U.S. government sponsored agencies	$	—		—			$	—			$	828,973			66	$	(6,121	)
	December 31, 2013
	U.S. government sponsored agencies	$	—		—			$	—			$	825,308			63	$	(10,587	)
	The credit losses in the portfolio reflect the economic conditions present in the United States over the course of the last several years and the forecasted effect of changes in such conditions, including changes in the forecast level of home prices. The continued decline in the delinquency rates of the mortgages in the underlying securitization suggest a stabilization of expected future defaults and reflect the recent improvements in the housing market.
	At March 31, 2014, the Company had no OTTI due to credit losses. At March 31, 2013, the cumulative amount of OTTI due to credit losses totaled $2.8 million on one mortgage securitization.
	Gains (losses) on sales for available-for-sale securities are reported in net gain on securities available-for-sale in the Consolidated Statements of Operations. During the three months ended March 31, 2014, there were $18.7 million sales of U.S. government sponsored agencies, resulting in a gain of $0.2 million, compared to no sales of U.S. government sponsored agencies during the three months ended March 31, 2013.

Loans_HeldforSale

Loans Held-for-Sale	3 Months Ended
	Mar. 31, 2014
Receivables Held-for-sale [Abstract]	'
Loans Held-for-sale	'
	Loans Held-for-Sale
	At March 31, 2014 and December 31, 2013, loans held-for-sale totaled $1.7 billion and $1.5 billion, which includes residential first mortgage loans. The increase in the balance of loans held-for-sale was primarily due to loan originations exceeding loan sales during the three months ended March 31, 2014.
	At March 31, 2014 and December 31, 2013, $1.4 billion and $1.1 billion of loans held-for-sale were recorded at fair value, respectively, under the fair value option. Such loans will be reported at fair value with any adjustments in fair value recorded through the income statement. The Company estimates the fair value of mortgage loans based on quoted market prices for securities backed by similar types of loans for which quoted market prices were available. The fair values of loans were estimated by discounting estimated cash flows using management’s best estimate of market interest rates for similar collateral.
	At March 31, 2014 and December 31, 2013, $300.9 million and $340.0 million of loans held-for-sale were recorded at lower of cost or fair value based on a decision to sell the loans. Certain loans were transferred into the held-for-sale portfolio from the held-for-investment portfolio. After the transfer, any amount by which cost exceeded fair value was recorded as a valuation allowance.
	The following table sets forth the activity related to residential first mortgage loans held-for-sale.
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands)
	Balance at beginning of period	$	1,480,418		$	3,939,720
	Net loan originations	4,741,872			12,682,793
	Net loans sold, servicing retained	(4,554,735		)	(13,129,712		)
	Net loans sold, servicing released	(23,045		)	(111,777		)
	Other loan sales	(303,495		)	(859,025		)
	Loan amortization and prepayments	56,335			216,885
	Loans transferred from (to) other loan portfolios	276,413			(61,645		)
	Balance at end of period	$	1,673,763		$	2,677,239
	The Company has pledged certain loans held-for-sale to collateralize lines of credit and/or borrowings with the Federal Home Loan Bank of Indianapolis. At March 31, 2014 and December 31, 2013, the Company pledged $1.4 billion and $1.2 billion, respectively, of loans held-for-sale.

Loans_Repurchased_with_Governm

Loans Repurchased with Government Guarantees	3 Months Ended
	Mar. 31, 2014
Notes [Abstract]	'
Loans Repurchased with Government Guarantees	'
	Loans Repurchased with Government Guarantees
	Pursuant to Ginnie Mae servicing guidelines, the Company has the unilateral option to repurchase certain delinquent loans (loans past due 90 days or more) securitized in Ginnie Mae pools, if the loans meet defined delinquent loan criteria. As a result of this unilateral option, once the delinquency criteria have been met, and regardless of whether the repurchase option has been exercised, the Company must treat the loans as having been repurchased and recognize the loans as loans held-for-sale on the Consolidated Statement of Financial Condition and also recognize a corresponding liability for a similar amount recorded in other liabilities on the Consolidated Statement of Financial Condition. If the loans are actually repurchased, the Company transfers the loans to loans repurchased with government guarantees and eliminates the corresponding liability. At March 31, 2014, the amount of such loans actually repurchased totaled $1.3 billion and were classified as loans repurchased with government guarantees, and those loans which the Company had not yet repurchased but had the unilateral right to repurchase totaled $15.8 million and were classified as loans held-for-sale. At December 31, 2013, the amount of such loans actually repurchased totaled $1.3 billion and were classified as loans repurchased with government guarantees, and those loans which the Company had not yet repurchased but had the unilateral right to repurchase totaled $20.8 million and were classified as loans held-for-sale.
	Substantially all of these loans continue to be insured or guaranteed by the FHA, and the Company's management believes that the reimbursement process is proceeding appropriately. These repurchased loans earn interest at a statutory rate, which varies and is based upon the 10-year U.S. Treasury note rate at the time the underlying loan becomes delinquent.
	The Company has pledged certain loans repurchased with government guarantees to collateralize lines of credit and/or borrowings with the Federal Home Loan Bank of Indianapolis. At March 31, 2014 and December 31, 2013, the Company pledged $812.1 million and $787.1 million, respectively, of loans repurchased with government guarantees.
	During the three months ended March 31, 2013, the Company participated in a HUD-coordinated market auction, which resulted in the conveyance in an accelerated fashion of $131.9 million unpaid principal balance (net of write downs) of loans to HUD.

Loans_HeldforInvestment

Loans Held-for-Investment	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
Loans Held-for-Investment	'
	Loans Held-for-Investment
	Loans held-for-investment are summarized as follows.
		March 31,				December 31,
		2014				2013
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,348,691			$	2,508,968
	Second mortgage	164,627				169,525
	Warehouse lending	408,874				423,517
	HELOC	273,454				289,880
	Other	34,875				37,468
	Total consumer loans	3,230,521				3,429,358
	Commercial loans
	Commercial real estate	512,994				408,870
	Commercial and industrial	266,176				207,187
	Commercial lease financing	10,180				10,341
	Total commercial loans	789,350				626,398
	Total loans held-for-investment	4,019,871				4,055,756
	Less allowance for loan losses	(307,000		)		(207,000		)
	Loans held-for-investment, net	$	3,712,871			$	3,848,756
	At March 31, 2014 and December 31, 2013, the loans held-for-investment include $233.9 million and $238.3 million of loans accounted for under the fair value option. During the three months ended March 31, 2014, the Company recorded a $21.1 million adjustment to the originally recorded fair value of performing repurchased residential first mortgage loans.
	During the three months ended March 31, 2014, the Company transferred $4.6 million in loans held-for-sale to loans held-for-investment. During the three months ended March 31, 2013, the Company transferred $62.8 million in loans held-for-sale to loans held-for-investment. The loans transferred were carried at fair value, and will continue to be reported at fair value while classified as held-for-investment.
	During the three months ended March 31, 2014, we sold nonperforming and TDR residential first mortgage loans with a carrying value in the amount of $25.6 million.
	During the three months ended March 31, 2014, residential first mortgage jumbo loans with a carrying value in the amount of $254.1 million were transferred to loans available-for-sale and subsequently sold during the second quarter 2014.
	The Company has pledged certain loans held-for-investment to collateralize lines of credit and/or borrowings with the Federal Reserve Bank of Chicago and the Federal Home Loan Bank of Indianapolis. At March 31, 2014 and December 31, 2013, the Company pledged $2.4 billion and $2.5 billion, respectively, of loans held-for-investment.
	The Company’s commercial leasing activities consist primarily of equipment leases. Generally, lessees are responsible for all maintenance, taxes, and insurance on leased properties. The following table lists the components of the net investment in financing leases.
		March 31,				December 31,
		2014				2013
		(Dollars in thousands)
	Total minimum lease payment to be received	$	10,374			$	10,613
	Estimated residual values of lease properties	530				503
	Unearned income	(704		)		(755		)
	Net deferred fees and other	(20		)		(20		)
	Net investment in commercial financing leases	$	10,180			$	10,341
	The allowance for loan losses by class of loan is summarized in the following tables.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial Lease			Total
		First				Mortgage				Lending							Consumer			Real Estate			and Industrial			Financing
		Mortgage
		(Dollars in thousands)
	Three Months Ended March 31, 2014
	Beginning balance allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	Charge-offs	(10,863		)		(1,068		)		—				(2,689		)	(461		)	—			—			—			(15,081		)
	Recoveries	1,116				84				—				49			320			1,115			29			47			2,760
	Provision	104,896				2,298				73				6,340			(833		)	(1,524		)	1,116			(45		)	112,321
	Ending balance allowance for loan losses	$	256,291			$	13,455			$	1,465			$	11,593		$	1,438		$	18,131		$	4,477		$	150		$	307,000
	Three Months Ended March 31, 2013
	Beginning balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94		$	305,000
	Charge-offs	(25,692		)		(1,955		)		—				(2,061		)	(699		)	(13,162		)	—			—			(43,569		)
	Recoveries	5,353				390				—				105			454			1,843			9			—			8,154
	Provision	15,185				2,047				(367		)		1,726			420			2,729			(1,315		)	(10		)	20,415
	Ending balance allowance for loan losses	$	214,076			$	20,683			$	532			$	18,118		$	2,215		$	32,720		$	1,572		$	84		$	290,000
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial			Total
		First				Mortgage				Lending							Consumer			Real Estate			and  Industrial			Lease
		Mortgage																								Financing
		(Dollars in thousands)
	March 31, 2014
	Loans held-for-investment
	Individually evaluated	$	396,038			$	26,107			$	—			$	262		$	—		$	2,212		$	—		$	—		$	424,619
	Collectively evaluated (1)	1,930,934				76,980				408,874				122,597			34,875			510,782			266,176			10,180			3,361,398
	Total loans	$	2,326,972			$	103,087			$	408,874			$	122,859		$	34,875		$	512,994		$	266,176		$	10,180		$	3,786,017
	Allowance for loan losses
	Individually evaluated	$	81,209			$	4,625			$	—			$	262		$	—		$	102		$	—		$	—		$	86,198
	Collectively evaluated (1)	175,082				8,830				1,465				11,331			1,438			18,029			4,477			150			220,802
Total allowance for loan losses	$	256,291			$	13,455			$	1,465			$	11,593		$	1,438		$	18,131		$	4,477		$	150		$	307,000
December 31, 2013
Loans held-for-investment
Individually evaluated	$	419,703			$	24,356			$	—			$	406		$	—		$	1,956		$	—		$	—		$	446,421
Collectively evaluated (1)	2,070,640				80,484				423,517				134,462			37,468			406,914			207,187			10,341			3,371,013
Total loans	$	2,490,343			$	104,840			$	423,517			$	134,868		$	37,468		$	408,870		$	207,187		$	10,341		$	3,817,434
Allowance for loan losses
Individually evaluated	$	81,765			$	4,566			$	—			$	405		$	—		$	—		$	—		$	—		$	86,736
Collectively evaluated (1)	79,377				7,575				1,392				7,488			2,412			18,540			3,332			148			120,264
Total allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
-1	Excludes loans carried under the fair value option.
The allowance for loan losses for consumer loans, other than those that have been identified for individual evaluation for impairment, is determined on a loan pool basis utilizing forecasted losses that represent management’s best estimate of inherent loss. Loans are pooled by loan types with similar risk characteristics. The Company utilizes a historical loss model for each pool. Management evaluates the results of the allowance for loan losses model and makes qualitative adjustments to the results of the model when it is determined that model results do not reflect all losses inherent in the loan portfolios due to changes in recent economic trends and conditions, or other relevant factors.
During the three months ended March 31, 2014, the Company recorded a provision for loan losses of $112.3 million. The increase in the provision for loan losses as compared to the three months ended March 31, 2013, was primarily driven by two changes in estimates: the evaluation of current data related to the loss emergence period and the evaluation of the risk associated with payment resets relating to the interest-only loans.
The loss emergence period is an assumption within our model and represents the average amount of time between when the loss event first occurs and when the specific loan is charged-off. The time period starts when the borrower first begins to experience financial difficulty (generally, the initial occurrence of a 30 day delinquency) and continues until the actual loss becomes visible to the Company (generally, upon charge-off). The Company analyzed its recent data including early stage delinquency, the increase in charge-offs during the three months ended March 31, 2014, continued emergence of non-performing loans and its assessment of the time from first delinquency to charge-off. As a result, the Company qualitatively determined that the estimate of the average loss emergence period has lengthened. This change resulted in an increase to the allowance for loan losses that reflects the updated estimate of probable losses inherent in the portfolio.
In addition, during the three months ended March 31, 2014, certain loans in our interest-only residential first mortgage and HELOC loan portfolios began to reset. At the point of reset, the borrower’s monthly payment increases upon inclusion of repayments of principal and may increase as a result of changes in interest rates. The payment reset increases could give rise to a "payment shock" i.e. a sudden and significant increase in the borrower’s monthly payment. For instance, as of March 31, 2014 the Company estimated an average payment shock for borrowers with resets in 2014 of approximately 70 percent (i.e. their total monthly payments increase by 70 percent). The extent of the payment shock may increase the likelihood that a borrower could default.
The allowance for loan losses considers the probable loss inherent in the loan portfolio both before and after the payment reset date. Prior to December 31, 2013, the Company had experienced an insignificant volume of resets. The first significant volume of resets occurred during the three months ended March 31, 2014 and in the first half of April 2014. Data the Company reviewed from those periods, as well as data the Company reviewed for the 15 months ended March 31, 2014, indicated that delinquency was greater than estimated at December 31, 2013. Additionally, loans that have recently reset or are expected to reset in the near future are refinancing at levels below what was previously estimated, which the Company believes may indicate an increase in future delinquency and charge-off. Based on its review of these initial indicators, the Company increased the allowance for loan losses based on its qualitative analysis of the recent data. The portion of the allowance for loan losses related to certain interest-only included in residential first mortgage and HELOC loan portfolios increased primarily due to the estimates of the average loss emergence period and reset risk to approximately $112.8 million at March 31, 2014 from $52.3 million at December 31, 2013.
The following table sets forth the loans held-for-investment aging analysis as of March 31, 2014 and December 31, 2013, of past due and current loans.
	30-59 Days				60-89 Days				90 Days or				Total			Current			Total
	Past Due				Past Due				Greater Past				Past Due						Investment
									Due										Loans
	(Dollars in thousands)
March 31, 2014
Consumer loans
Residential first mortgage	$	44,141			$	14,409			$	101,346			$	159,896		$	2,188,795		$	2,348,691
Second mortgage	1,128				378				2,805				4,311			160,316			164,627
Warehouse lending	—				—				—				—			408,874			408,874
HELOC	3,722				576				4,668				8,966			264,488			273,454
Other	310				134				164				608			34,267			34,875
Total consumer loans	49,301				15,497				108,983				173,781			3,056,740			3,230,521
Commercial loans
Commercial real estate	2,130				—				1,766				3,896			509,098			512,994
Commercial and industrial	—				—				—				—			266,176			266,176
Commercial lease financing	—				—				—				—			10,180			10,180
Total commercial loans	2,130				—				1,766				3,896			785,454			789,350
Total loans (1)	$	51,431			$	15,497			$	110,749			$	177,677		$	3,842,194		$	4,019,871
December 31, 2013
Consumer loans
Residential first mortgage	$	36,526			$	19,096			$	134,340			$	189,962		$	2,319,006		$	2,508,968
Second mortgage	1,997				271				2,820				5,088			164,437			169,525
Warehouse lending	—				—				—				—			423,517			423,517
HELOC	2,197				1,238				6,826				10,261			279,619			289,880
Other	293				127				199				619			36,849			37,468
Total consumer loans	41,013				20,732				144,185				205,930			3,223,428			3,429,358
Commercial loans
Commercial real estate	—				—				1,500				1,500			407,370			408,870
Commercial and industrial	—				—				—				—			207,187			207,187
Commercial lease financing	—				—				—				—			10,341			10,341
Total commercial loans	—				—				1,500				1,500			624,898			626,398
Total loans (1)	$	41,013			$	20,732			$	145,685			$	207,430		$	3,848,326		$	4,055,756
-1	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.
Loans on which interest accruals have been discontinued totaled approximately $117.6 million and $146.5 million at March 31, 2014 and December 31, 2013, respectively, and $369.7 million at March 31, 2013. Interest income is recognized on impaired loans using a cost recovery method unless amounts contractually due are not in doubt. Interest that would have been accrued on impaired loans totaled approximately $1.8 million and $4.4 million during the three months ended March 31, 2014 and 2013, respectively. At March 31, 2014 and December 31, 2013, the Company had no loans 90 days past due and still accruing.
Troubled Debt Restructuring
The Company may modify certain loans in both consumer and commercial loan portfolios to retain customers or to maximize collection of the outstanding loan balance. The Company has maintained several programs designed to assist borrowers by extending payment dates or reducing the borrower's contractual payments. All loan modifications are made on a case-by-case basis. The Company's standards relating to loan modifications consider, among other factors, minimum verified income requirements, cash flow analysis, and collateral valuations. All loan modifications, including those classified as TDRs, are reviewed and approved. Loan modification programs for borrowers have resulted in a significant increase in restructured loans. TDRs result in those instances in which a borrower demonstrates financial difficulty and for which a concession has been granted, which includes reductions of interest rate, extensions of amortization period, principal and/or interest forgiveness and other actions intended to minimize the economic loss and to avoid foreclosure or repossession of collateral. These loans are classified as TDRs and are included in non-accrual loans if the loan was nonperforming prior to the restructuring. These loans will continue on non-accrual status until the borrower has established a willingness and ability to make the restructured payments for at least six months, after which they will begin to accrue interest.
The following table provides a summary of TDRs outstanding by type and performing status.
	TDRs
	Performing				Nonperforming				Total
31-Mar-14	(Dollars in thousands)
Consumer loans (1)
Residential first mortgage	$	322,037			$	22,470			$	344,507
Second mortgage	32,197				1,484				33,681
HELOC	20,043				2,408				22,451
Total consumer loans	374,277				26,362				400,639
Commercial loans (2)
Commercial real estate	446				—				446
Total TDRs (3)	$	374,723			$	26,362			$	401,085
31-Dec-13
Consumer loans (1)
Residential first mortgage	$	332,285			$	42,633			$	374,918
Second mortgage	30,352				1,631				31,983
Other consumer	19,892				2,445				22,337
Total consumer loans	382,529				46,709				429,238
Commercial loans (2)
Commercial real estate	456				—				456
Total TDRs (3)	$	382,985			$	46,709			$	429,694
-1	The allowance for loan losses on consumer TDR loans totaled $84.7 million and $82.3 million at March 31, 2014 and December 31, 2013, respectively.
-2	The allowance for loan losses on commercial TDR loans was zero at both March 31, 2014 and December 31, 2013, respectively.
-3	Includes $31.5 million and $8.9 million of TDR loans accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.
TDRs returned to performing, or accrual, status totaled $2.2 million and $17.2 million during the three months ended March 31, 2014 and 2013, respectively, and are excluded from nonperforming loans. TDRs that have demonstrated a period of at least six months of consecutive performance under the modified terms, are returned to performing (i.e., accrual) status and are excluded from nonperforming loans. Although these TDRs have returned to performing status, they will still continue to be classified as impaired until they are repaid in full, or foreclosed and sold, and included as such in the tables within "repossessed assets." Although many of the TDRs continue to be performing, the full collection of principal and interest on some TDRs may not occur. The resulting potential incremental losses are measured through impairment analysis on all TDRs and have been factored into our allowance for loan losses. At March 31, 2014 and December 31, 2013, remaining commitments to lend additional funds to debtors whose terms have been modified in a commercial or consumer TDR were immaterial.
Some loan modifications classified as TDRs may not ultimately result in the full collection of principal and interest, as modified, but may give rise to potential incremental losses. Such losses are factored into the Company's allowance for loan losses estimate. Management evaluates loans for impairment both collectively and individually depending on the risk characteristics underlying the loan and the availability of data. The Company measures impairment using the discounted cash flow method for performing TDRs and measure impairment based on collateral values for re-defaulted TDRs.
The following table presents the three months ended March 31, 2014 and 2013 number of accounts, pre-modification unpaid principal balance (net of write downs), and post-modification unpaid principal balance (net of write downs) that were new modified TDRs during the three months ended March 31, 2014 and 2013. In addition, the table presents the number of accounts and unpaid principal balance (net of write downs) of loans that have subsequently defaulted during the three months ended March 31, 2014 and 2013 that had been modified in a TDR during the 12 months preceding each period. All TDR classes within consumer and commercial loan portfolios are considered subsequently defaulted when greater than 90 days past due.
	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
Three Months Ended March 31, 2014				(Dollars in thousands)
Residential first mortgages	25			$	7,044			$	6,671			$	632
Second mortgages	94			3,002				2,883				(19		)
HELOC (2)	9			414				320				—
Total TDR loans	128			$	10,460			$	9,874			$	613
TDRs that subsequently defaulted in previous 12 months (3)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
								(Dollars in thousands)
Residential first mortgages	1							$	169			$	—
Second mortgages	3							5				—
HELOC (2)	5							24				—
Total TDR loans	9							$	198			$	—
	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
Three Months Ended March 31, 2013				(Dollars in thousands)
Residential first mortgages	156			$	46,144			$	39,677			$	331
Second mortgages	120			3,928				3,752				176
HELOC	3			45				—				(1		)
Total TDR loans	279			$	50,117			$	43,429			$	506
TDRs that subsequently defaulted in previous 12 months (3)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
								(Dollars in thousands)
Residential first mortgages	14							$	3,681			$	1,015
Second mortgages	3							169				193
Total TDR loans	17							$	3,850			$	1,208
-1	Post-modification balances include past due amounts that are capitalized at modification date.
-2	HELOC post-modification unpaid principal balance reflects write downs.
-3	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
The following table presents impaired loans with no related allowance and with an allowance recorded.
	March 31, 2014												December 31, 2013
	Recorded				Unpaid				Related				Recorded			Unpaid			Related
	Investment				Principal				Allowance				Investment			Principal			Allowance
					Balance											Balance
	(Dollars in thousands)
With no related allowance recorded
Consumer loans
Residential first mortgage loans	$	54,290			$	83,132			$	—			$	78,421		$	130,520		$	—
Second mortgage	—				3,670				—				1			3,592			—
HELOC	—				1,289				—				1			1,544			—
Commercial loans
Commercial real estate	1,946				6,418				—				1,956			6,427			—
	$	56,236			$	94,509			$	—			$	80,379		$	142,083		$	—
With an allowance recorded
Consumer loans
Residential first mortgage	$	341,748			$	360,244			$	81,209			$	341,283		$	345,293		$	81,764
Second mortgage	26,107				26,166				4,625				24,355			24,355			4,566
HELOC	262				459				262				405			405			405
Commercial loans
Commercial real estate	266				266				102				—			—			—
	$	368,383			$	387,135			$	86,198			$	366,043		$	370,053		$	86,735
Total
Consumer loans
Residential first mortgage	$	396,038			$	443,376			$	81,209			$	419,704		$	475,813		$	81,764
Second mortgage	26,107				29,836				4,625				24,356			27,947			4,566
HELOC	262				1,748				262				406			1,949			405
Commercial loans
Commercial real estate	2,212				6,684				102				1,956			6,427			—
Total impaired loans	$	424,619			$	481,644			$	86,198			$	446,422		$	512,136		$	86,735
The following table presents average impaired loans and the interest income recognized.
	Three Months Ended March 31,
	2014								2013
	Average Recorded Investment				Interest Income Recognized				Average Recorded Investment				Interest Income Recognized
	(Dollars in thousands)
Consumer loans
Residential first mortgage	$	413,171			$	2,567			$	804,357			$	6,102
Second mortgage	25,159				223				18,920				281
HELOC	220				(46		)		881				40
Commercial loans
Commercial real estate	2,040				7				80,709				280
Commercial and industrial	—				—				41				—
Total impaired loans	$	440,590			$	2,751			$	904,908			$	6,703
The Company utilizes an internal risk rating system which is applied to all commercial and commercial real estate credits. Management conducts periodic examinations which serve as an independent verification of the accuracy of the ratings assigned. Loan grades are based on different factors within the borrowing relationship: entity sales, debt service coverage, debt/total net worth, liquidity, balance sheet and income statement trends, management experience, business stability, financing structure of the deal and financial reporting requirements. The underlying collateral is also rated based on the specific type of collateral and corresponding LTV. The combination of the borrower and collateral risk ratings result in the final rating for the borrowing relationship. Descriptions of the Company's internal risk ratings as they relate to credit quality follow the ratings used by the U.S. bank regulatory agencies as listed below.
Pass. Pass assets are not impaired nor do they have any known deficiencies that could impact the quality of the asset.
Watch. Watch assets are defined as pass rated assets that exhibit elevated risk characteristics or other factors that deserve management’s close attention and increased monitoring. However, the asset does not exhibit a potential or well defined weakness that would warrant a downgrade to criticized or adverse classification.
Special mention. Assets identified as special mention possess credit deficiencies or potential weaknesses deserving management's close attention. Special mention assets have a potential weakness or pose an unwarranted financial risk that, if not corrected, could weaken the assets and increase risk in the future. Special mention assets are criticized, but do not expose an institution to sufficient risk to warrant adverse classification.
Substandard. Assets identified as substandard are inadequately protected by the current net worth and paying capacity of the obligor or of the collateral pledged, if any. Assets so classified must have a well-defined weakness or weaknesses. They are characterized by the distinct possibility that the Company will sustain some loss if the deficiencies are not corrected. For HELOC loans and other consumer loans, the Company evaluates credit quality based on the aging and status of payment activity and includes all nonperforming loans.
Doubtful. Assets identified as doubtful have all the weaknesses inherent in those classified as substandard, with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of current existing facts, conditions and values, highly questionable and improbable. The possibility of a loss on a doubtful asset is high. However, due to important and reasonably specific pending factors, which may work to strengthen (or weaken) the asset, its classification as an estimated loss is deferred until its more exact status can be determined.
Loss. An asset classified loss is considered uncollectible and of such little value that the continuance as bankable asset is not warranted. This classification does not mean that an asset has absolutely no recovery or salvage value, but, rather that it is not practical or desirable to defer writing off this basically worthless asset even though partial recovery may be affected in the future.
Commercial Credit Exposure	31-Mar-14
	Commercial Real Estate				Commercial and				Commercial Lease				Total
					Industrial				Financing				Commercial
	(Dollars in thousands)
Grade
Pass	$	398,931			$	235,704			$	10,180			$	644,815
Watch	69,641				21,085				—				90,726
Special mention	4,523				8,877				—				13,400
Substandard	39,899				510				—				40,409
Total loans	$	512,994			$	266,176			$	10,180			$	789,350
Consumer Credit Exposure	31-Mar-14
	Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
	Mortgage				Mortgage														Consumer
	(Dollars in thousands)
Grade
Pass	$	1,915,979			$	129,434			$	332,819			$	248,252		$	34,577		$	2,661,061
Watch	331,366				32,388				51,418				20,534			134			435,840
Special Mention	—				—				24,637				—			—			24,637
Substandard	101,346				2,805				—				4,668			164			108,983
Total loans	$	2,348,691			$	164,627			$	408,874			$	273,454		$	34,875		$	3,230,521
Commercial Credit Exposure	31-Dec-13
	Commercial  Real				Commercial and				Commercial Lease Financing				Total
	Estate				Industrial								Commercial
	(Dollars in thousands)
Grade
Pass	$	296,983			$	192,013			$	10,341			$	499,337
Watch	26,041				5,534				—				31,575
Special mention	3,802				9,097				—				12,899
Substandard	82,044				543				—				82,587
Total loans	$	408,870			$	207,187			$	10,341			$	626,398
Consumer Credit Exposure	31-Dec-13
	Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
	Mortgage				Mortgage														Consumer
	(Dollars in thousands)
Grade
Pass	$	2,031,536			$	136,224			$	243,017			$	262,138		$	37,142		$	2,710,057
Watch	343,092				30,482				157,500				20,916			127			552,117
Special mention	—				—				23,000				—			—			23,000
Substandard	134,340				2,819				—				6,826			199			144,184
Total loans	$	2,508,968			$	169,525			$	423,517			$	289,880		$	37,468		$	3,429,358

PrivateLabel_Securitization_an

Private-Label Securitization and Variable Interest Entities	3 Months Ended
	Mar. 31, 2014
Disclosure of Transfer of Securitizations or Asset-backed Financing Financial Assets Accounted for as Sale [Abstract]	'
Private-Label Securitization and Variable Interest Entities	'
	Private-Label Securitization and Variable Interest Entities
	The Company previously participated in four private-label securitizations of financial assets involving two HELOC loan transactions and two second mortgage loan transactions. Three of the four private-label securitizations have been reconsolidated or dissolved as a result of settlement agreements. The Company has not engaged in any private-label securitization activity except for these four securitizations completed from 2005 to 2007.
	In December 2005, the Company completed the $600.0 million FSTAR 2005-1 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $26.1 million in residual interests. The offered securities in the FSTAR 2005-1 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2005-1 HELOC securitization trust's assets and liabilities. The Company became the primary beneficiary of the FSTAR 2005-1 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2005-1 HELOC securitization trust. At March 31, 2014, the Company has a fair value of HELOC loans of $76.0 million and long-term debt of $53.4 million recorded as a VIE associated with the FSTAR 2005-1 HELOC securitization trust.
	In December 2006, the Company completed the $302.2 million FSTAR 2006-2 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $11.2 million in residual interests. The offered securities in the 2006-2 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2006-2 HELOC securitization trust's assets and liabilities. The Company became the primary beneficiary of the FSTAR 2006-2 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2006-2 HELOC securitization trust. At March 31, 2014, the Company has a fair value of HELOC loan of $74.6 million and long-term debt of $48.4 million recorded as a VIE associated with the FSTAR 2006-2 HELOC securitization trust.
	In April 2006, the Company completed the $400.0 million FSTAR 2006-1 mortgage securitization trust involving fixed second mortgage loans that the Company held at the time in its investment securities portfolio. The offered securities in the FSTAR 2006-1 mortgage securitization trust were insured by MBIA. Due to the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization trust was collapsed and the Company transferred the loans associated with the FSTAR 2006-1 mortgage securitization trust. The Company elected the fair value option for the assets associated with the FSTAR 2006-1 mortgage securitization trust. At March 31, 2014, the Company recorded a fair value of $61.5 million of second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust.
	In March 2007, the Company completed the $620.9 million FSTAR 2007-1 mortgage securitization trust transaction involving closed-ended, fixed and adjustable rate second mortgage loans and recorded $22.6 million in residual interests and servicing assets. The financial assets were derecognized by the Company upon transfer to the FSTAR 2007-1 mortgage securitization trust, which then issued and sold mortgage-backed securities to third party investors. The Company relinquished control over the loans at the time the financial assets were transferred to the FSTAR 2007-1 mortgage securitization trust and the Company recognized a gain on the sale of the transferred assets. In June 2007, the Company completed a secondary closing for $98.2 million and recorded an additional $4.2 million in residual interests. The offered securities in the FSTAR 2007-1 mortgage securitization trust were insured by MBIA. In accordance with the MBIA Settlement Agreement, MBIA will be required to satisfy all of its obligation under the FSTAR 2007-1 insurance policy and related FSTAR 2007-1 obligations without further recourse to the Company.
	Consolidated VIEs
	Consolidated VIEs at March 31, 2014 consisted of the HELOC securitization trusts formed in 2005 and 2006. The Company has determined the trusts are VIEs and has concluded that the Company is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity's economic performance and has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE. The change in the consolidated VIE was a result of the Assured Settlement Agreement as of June 30, 2013. Under the terms of the Assured Settlement Agreement, Assured terminated its pending lawsuit against the Company and will not pursue any related claims at any time in the future. In exchange, the Company paid Assured $105.0 million and assumed responsibility for future claims associated with the two HELOC securitization trusts, including the right to receive from Assured all future reimbursements for claims paid to which Assured would have been entitled. Upon effecting the settlement, the Company reversed the transferor's interest, as this interest would represent an equity interest in the trust which would be reversed upon consolidation of the trusts.
	The beneficial owners of the trusts can look only to the assets of the HELOC securitization trusts for satisfaction of the debt issued by the HELOC securitization trusts and have no recourse against the assets of the Company.
	The following table provides a summary of the classifications of consolidated VIE assets and liabilities included in the Consolidated Financial Statements.
		2005-1			2006-2			Total
	March 31, 2014	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	1,761		$	—		$	1,761
	Loans held-for-investment	75,998			74,597			150,595
	Liabilities
	Long-term debt	$	53,354		$	48,356		$	101,710
	Other liabilities	136			—			136
		2005-1			2006-2			Total
	December 31, 2013	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	1,129		$	—		$	1,129
	Loans held-for-investment	78,009			77,003			155,012
	Liabilities
	Long-term debt	$	55,172		$	50,641		$	105,813
	Other liabilities	136			—			136
	The economic performance of the VIEs is most significantly impacted by the performance of the underlying loans. The principal risks to which the entities were exposed include credit risk and interest rate risk. Credit risk was managed through credit enhancement in the form of reserve accounts, over collateralization, excess interest on the loans, the subordination of certain classes of asset-backed securities to other classes, and in the case of the home equity transaction, an insurance policy with a third party guaranteeing payment of accrued and unpaid interest and principal on the securities. Interest rate risk was managed by interest rate swaps between the VIEs and third parties.
	Unconsolidated VIEs
	The following table provides a summary of the unconsolidated VIE (the FSTAR 2007-1 mortgage securitization trust) with which the Company has a significant continuing involvement, but is not the primary beneficiary. The following table sets forth certain characteristics of each of the fixed rate second mortgage underlying the FSTAR 2007-1 mortgage securitization trust at its inception and the current characteristics as of and for the three months ended March 31, 2014.
		2007-1 at			2007-1
		Inception			Current Levels
		(Dollars in thousands)
	FSTAR 2007-1 mortgage securitization trust
	Number of loans	12,416			4,084
	Aggregate principal balance	$	622,100		$	162,915
	Average principal balance	$	50		$	40
	Weighted average fully indexed interest rate	8.22		%	7.09		%
	Weighted average original term	194 months			195 months
	Weighted average remaining term	185 months			103 months
	Weighted average original credit score	726			712

Mortgage_Servicing_Rights

Mortgage Servicing Rights	3 Months Ended
	Mar. 31, 2014
Transfers and Servicing [Abstract]	'
Mortgage Servicing Rights	'
	Mortgage Servicing Rights
	The Company recognizes MSR assets, at fair value, related to residential first mortgage loans sold when it retains the obligation to service these loans. MSRs are subject to changes in value from, among other things, changes in interest rates, prepayments of the underlying loans and changes in credit quality of the underlying portfolio. The Company subsequently measures its servicing assets for residential first MSRs, at fair value, as elected, each reporting date with any changes in fair value recorded in earnings in the period in which the changes occur. As such, the Company currently hedges certain risks of fair value changes of MSRs using derivative instruments that are intended to change in value inversely to part or all of the changes in the components underlying the fair value of MSRs.
	The Company invests in MSRs to support mortgage strategies and to deploy capital at acceptable returns. The Company also deploys derivatives and other fair value assets as economic hedges to offset changes in fair value of the MSRs resulting from the actual or anticipated changes in prepayments stemming from changing interest rate environments. The Company's portfolio of MSRs is highly sensitive to movements in interest rates, and hedging activities related to the portfolio. The primary risk associated with MSRs is they will lose a substantial portion of value as a result of higher than anticipated prepayments due to loan refinancing prompted, in part, by declining interest rates. Conversely, these assets generally increase in value in a rising interest rate environment to the extent that prepayments are slower than anticipated. There is also a risk of valuation decline due to higher than expected increases in default rates, but the Company does not believe such risk can be sufficiently quantified to effectively hedge. See Note 10 of the Notes to the Consolidated Financial Statements, herein, for additional information regarding the instruments utilized to hedge the risks of MSRs.
	The following table presents the unpaid principal balance of residential loans serviced for other and the number of accounts associated with those loans.
		March 31, 2014							December 31, 2013
		Amount				Number of accounts			Amount		Number of accounts
	Residential mortgage servicing
	Serviced for others	$	28,998,897			146,339			$	25,743,396	131,413
	Subserviced for others (1)	39,554,373				195,448			40,431,867		198,256
	Total residential loans serviced for others (1)	$	68,553,270			341,787			$	66,175,263	329,669
	-1	Does not include temporary short-term subservicing performed as a result of some sales of servicing.
	Changes in the carrying value of residential first mortgage MSRs, accounted for at fair value, were as follows.
		Three Months Ended March 31,
		2014				2013
		(Dollars in thousands)
	Balance at beginning of period	$	284,678			$	710,791
	Additions from loans sold with servicing retained	51,043				126,494
	Reductions from bulk sales (1)	(5,898		)		(94,437		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(4,909		)		(37,481		)
	All other changes in valuation inputs or assumptions (4)	(4,683		)		21,840
	Fair value of MSRs at end of period	$	320,231			$	727,207
	Unpaid principal balance of residential mortgage loans serviced for others (period end)	$	28,998,897			$	73,993,296
	Unpaid principal balance of residential mortgage loans subserviced for others (period end)	$	39,554,373			$	—
	-1	Includes flow sales related to underlying serviced loans totaling $470.2 million for the three months ended March 31, 2014, compared to bulk sales of $10.7 billion for the three months ended March 31, 2013, respectively.
	-2	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
	(3)    Represents decrease in MSR value associated with loans that were paid-off during the period.
	-4	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.
	The fair value of residential MSRs is estimated using a valuation model that calculates the present value of estimated future net servicing cash flows, taking into consideration expected mortgage loan prepayment rates, discount rates, servicing costs, and other economic factors, which are determined based on current market conditions. The Company periodically obtains third-party valuations of its residential MSRs to assess the reasonableness of the fair value calculated by the valuation model. In certain circumstances, based on the probability of the completion of a sale of MSRs pursuant to a bona-fide purchase offer, the Company considers the bid price of that offer and identifiable transaction costs in comparison to the calculated fair value and may adjust the estimate of fair value to reflect the terms of the pending transaction.
	The key economic assumptions used in determining the fair value of those MSRs capitalized during the three months ended March 31, 2014 and 2013 periods were as follows.
		Three Months Ended March 31,
		2014			2013
	Weighted-average life (in years)	7.8			5.4
	Weighted-average constant prepayment rate	12.2	%		15.5	%
	Weighted-average discount rate	11.8	%		7.9	%
	The key economic assumptions reflected in the overall fair value of the entire portfolio of MSRs were as follows.
		March 31,			December 31,
		2014			2013
	Weighted-average life (in years)	8.4			7.3
	Weighted-average constant prepayment rate	9.3	%		11.9	%
	Weighted-average discount rate	12.3	%		10.2	%
	Contractual servicing fees. Contractual servicing and subservicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing and subservicing fees are included within loan administration income on the Consolidated Statements of Operations. Subservicing fee income is recorded for fees earned, net of third party subservicing costs, for loans subserviced.
		Three Months Ended March 31,
		2014				2013
		(Dollars in thousands)
	Residential first mortgage loans serviced for others	$	18,447			$	54,078
	Residential first mortgage loans subserviced for others	5,810				—
	Other consumer loans serviced for others	45				198
	Total	$	24,302			$	54,276

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	The Company recognizes all derivative instruments on the Consolidated Statements of Financial Condition at fair value. Derivative instruments are contracts between two or more parties that have a notional amount and an underlying variable, require a small or no net investment, and allow for the net settlement of positions. A derivative's notional amount serves as the basis for the payment provision of the contract, and takes the form of units, such as shares or dollars. A derivative's underlying variable is a specified interest rate, security price, commodity price, foreign exchange rate, index, or other variable. The interaction between the notional amount and the underlying variable determines the number of units to be exchanged between the parties and influences the fair value of the derivative contract. Generally, these instruments help the Company manage exposure to interest rate risk, mitigate the credit risk inherent in the loan portfolio, hedge against changes in foreign currency exchange rates, and meet client financing and hedging needs. The following derivative financial instruments were identified and recorded at fair value as of March 31, 2014 and December 31, 2013:
	•	Fannie Mae, Freddie Mac, Ginnie Mae and other forward loan sale contracts;
	•	Rate lock commitments;
	•	Interest rate swaps;
	•	Foreign exchanges swaps; and
	•	U.S. Treasury and euro dollar futures and options.
	Derivative assets and liabilities are recorded at fair value on the balance sheet, after taking into account the effects of legally enforceable bilateral collateral and master netting agreements. Gross positive fair values are netted with gross negative fair values by counterparty pursuant to a valid master netting agreement. In addition, payables and receivables in respect of collateral received from or paid to a given counterparty are considered in this netting. These agreements allow the Company to settle all derivative contracts held with a single counterparty on a net basis in a single currency, and to offset net derivative positions with related collateral, where applicable.
	Counterparty credit risk. The Bank is exposed to credit loss in the event of nonperformance by the counterparties to its various derivative financial instruments. The Company manages this risk by selecting only well-established, financially strong counterparties, spreading the credit risk among such counterparties, and by placing contractual limits on the amount of unsecured credit risk from any single counterparty.
	Collateral agreements require the counterparty to post, on a daily basis, collateral (typically cash or investment securities) equal to the Company’s net derivative receivable. For highly-rated counterparties, the agreements may include minimum dollar posting thresholds, but allow for the Company to call for immediate, full collateral coverage when credit-rating thresholds are triggered by counterparties. The Company’s collateral agreements contain provisions that require collateralization of the Company’s net liability derivative positions. Required collateral coverage is based on certain net liability thresholds. Under circumstances which constitute default under the agreements, the counterparties to the derivatives could request immediate full collateral coverage for derivatives in net liability positions. The Company's collateral agreements in which the collateral is restricted include provisions requiring unilateral funding of coverage for derivatives in net liability positions, as well as minimum collateral positions.
	Derivatives Not Designated in Hedge Relationships
	The Company originates loans and extends credit, both of which expose the Company to interest rate risk. The Company actively manages the overall loan portfolio and the associated interest rate risk in a manner consistent with asset quality objectives. This objective is accomplished primarily through the use of an investment-grade diversified dealer-traded basket of swaps. These transactions may generate fee income, and diversify and reduce overall portfolio interest rate risk volatility. Although the Company utilizes swaps for risk management purposes, they are not treated as or do not qualify as hedging instruments.
	The Company hedges the risk of overall changes in fair value of loans held-for-sale and rate lock commitments generally by selling forward contracts on securities of Agencies. The forward contracts used to economically hedge the loan commitments are accounted for as non-designated hedges and naturally offset rate lock commitment mark-to-market gains and losses recognized as a component of gain on loan sale. The Company recognized pre-tax losses of $5.6 million for the three months ended March 31, 2014, compared to pre-tax loss of $39.7 million for the three months ended March 31, 2013, on hedging activity relating to loan commitments and loans held-for-sale. Additionally, the Company hedges the risk of overall changes in fair value of MSRs through the use of various derivatives including purchases of forward contracts on securities of Fannie Mae and Freddie Mac, the purchase/sale of U.S. Treasury futures contracts and the purchase/sale of euro dollar future contracts. These derivatives are accounted for as non-designated hedges against changes in the fair value of MSRs and recognized as a component of loan administration. The Company recognized a gain of $4.9 million for the three months ended March 31, 2014, compared to a loss of $18.3 million for the three months ended March 31, 2013, on MSR fair value hedging activities.
	The Company uses a combination of derivatives (U.S. Treasury futures, euro dollar futures, swap futures, and "to be announced" forwards) and certain trading securities to hedge the MSRs. For accounting purposes, these hedges represent economic hedges of the MSR asset with both the hedges and the MSR asset carried at fair value on the balance sheet. Certain derivative strategies that the Company uses to manage its investment in MSRs may not to fully offset changes in the fair value of such asset due to changes in interest rates and market liquidity.
	The Company writes and purchases interest rate swaps to accommodate the needs of customers requesting such services. Customer-initiated trading derivatives are used primarily to provide derivative products to customers enabling them to manage interest rate risk exposure. Customer-initiated trading derivatives are tailored to meet the needs of the counterparties involved and, therefore, contain a greater degree of credit risk and liquidity risk than exchange-traded contracts, which have standardized terms and readily available price information. The Company mitigates most of the inherent market risk of customer-initiated interest rate swap contracts by entering into offsetting derivative contracts with other counterparties. The offsetting derivative contracts have nearly identical notional values, terms and indices. These limits are established annually and reviewed quarterly. The Company's interest rate swap agreements are structured such that variable payments are primarily based on LIBOR (one-month, three-month or six-month) or prime. Fee income on customer-initiated trading derivatives are earned from entering into various transactions at the request of the customer, primarily interest rate swap contracts. Changes in fair value are recognized in "other noninterest income" on the Consolidated Statements of Income. There were no significant net gains (losses) recognized in income on customer-initiated derivative instruments for the three months ended March 31, 2014 and 2013, respectively.
	The Company had the following derivative financial instruments.
		Notional Amount		Fair Value		Expiration Dates
		(Dollars in thousands)
	March 31, 2014
	Assets (1)
	U.S. Treasury and euro dollar futures	$	3,874,900	$	2,495	2015
	Rate lock commitments	2,090,253		21,276		2015
	Forward agency and loan sales	3,192,161		3,298		2015
	Interest rate swaps	157,595		2,386		Various
	Total derivative assets	$	9,314,909	$	29,455
	Liabilities (2)
	Mortgage backed securities forwards	$	78,472	$	97	2015
	Interest rate swaps	157,595		2,386		Various
	Total derivative liabilities	$	236,067	$	2,483
	December 31, 2013
	Assets (1)
	U.S. Treasury and euro dollar futures	$	4,300,100	$	1,221	2014
	Rate lock commitments	1,857,775		10,329		2014
	Forward agency and loan sales	2,819,896		19,847		2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative assets	$	9,080,219	$	33,194
	Liabilities (2)
	Mortgage backed securities forwards	$	95,000	$	1,665	2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative liabilities	$	197,448	$	3,462
	-1	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
	-2	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.
	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		March 31, 2014
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments		Cash Collateral			Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	7,327	$	220	$	7,107	$	—	$	4,612		$	2,495
	Mortgage backed securities forwards	6		6		—		—		—			—
	Rate lock commitments	21,772		496		21,276		—		—			21,276
	Forward agency and loan sales	6,226		2,928		3,298		—		—			3,298
	Interest rate swaps	3,604		—		3,604		—		1,218			2,386
	Total derivative assets	$	38,935	$	3,650	$	35,285	$	—	$	5,830		$	29,455
	Liabilities
	U.S. Treasury and euro dollar futures	$	220	$	220	$	—	$	—	$	—		$	—
	Mortgage backed securities forwards	14,587		6		14,581		24		14,460			97
	Rate lock commitments	496		496		—		—		—			—
	Forward agency and loan sales	2,928		2,928		—		—		—			—
	Interest rate swaps	2,386		—		2,386		—		—			2,386
	Total derivative liabilities	$	20,617	$	3,650	$	16,967	$	24	$	14,460		$	2,483
		December 31, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments		Cash Collateral			Net Amount
	(Dollars in thousands)
Assets
U.S. Treasury and euro dollar futures	$	7,074	$	1,701	$	5,373	$	—	$	4,152		$	1,221
Rate lock commitments	14,510		4,181		10,329		—		—			10,329
Forward agency and loan sales	20,326		479		19,847		—		—			19,847
Interest rate swaps	3,045		—		3,045		—		1,248			1,797
Total derivative assets	$	44,955	$	6,361	$	38,594	$	—	$	5,400		$	33,194
Liabilities
U.S. Treasury and euro dollar futures	$	1,701	$	1,701	$	—	$	—	$	—		$	—
Mortgage backed securities forwards	13,837		—		13,837		—		(12,172		)	1,665
Rate lock commitments	4,181		4,181		—		—		—			—
Forward agency and loan sales	479		479		—		—		—			—
Interest rate swaps	1,797		—		1,797		—		—			1,797
Total derivative liabilities	$	21,995	$	6,361	$	15,634	$	—	$	(12,172	)	$	3,462
The Company pledged a total of $20.3 million and $6.8 million of investment securities and cash collateral to counterparties at March 31, 2014 and December 31, 2013, respectively, for derivative activities. The Company pledged $20.3 million and $6.8 million in cash collateral to counterparties at March 31, 2014 and December 31, 2013, respectively, and less than $0.1 million and zero in investment securities at March 31, 2014 and December 31, 2013, respectively. The cash pledged was restricted and is included in other assets on the Consolidated Statements of Financial Condition. The total collateral pledged is included in assets on the Consolidated Statements of Financial Condition.

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	3 Months Ended
	Mar. 31, 2014
Advances from Federal Home Loan Banks [Abstract]	'
Federal Home Loan Bank Advances	'
	Federal Home Loan Bank Advances
	The portfolio of Federal Home Loan Bank advances includes floating rate short-term daily adjustable advances and long-term fixed rate advances. The following is a breakdown of the advances outstanding.
		March 31, 2014						December 31, 2013
		Amount			Rate			Amount		Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	—		—	%		$	216,000	0.5	%
	Fixed rate putable advances	1,125,000			0.22	%		772,000		0.3	%
	Total	$	1,125,000		0.22	%		$	988,000	0.34	%
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands)
	Maximum outstanding at any month end	$	1,125,000		$	2,900,000
	Average outstanding balance	885,870			3,105,556
	Average remaining borrowing capacity	1,802,000			1,148,000
	Weighted-average interest rate	0.24		%	3.16		%
	At March 31, 2014, the Company had the authority and approval from the Federal Home Loan Bank to utilize a line of credit of up to $7.0 billion and the Company may access that line to the extent that collateral is provided. At March 31, 2014, the Company had $1.1 billion of advances outstanding and an additional $1.7 billion of collateralized borrowing capacity available at the Federal Home Loan Bank. The advances are collateralized by non-delinquent single-family residential first mortgage loans, loans repurchased with government guarantees, certain other loans and investment securities.

LongTerm_Debt

Long-Term Debt	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Long-Term Debt
	The Company sponsored nine trust subsidiaries, including the consolidated VIEs, which issued trust preferred securities to third party investors and loaned the proceeds to the Company in the form of junior subordinated notes included in long-term debt. The following table presents the outstanding balance on each junior subordinated note and related interest rates of the long-term debt as of the dates indicated.
		March 31, 2014				December 31, 2013
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR (1)
	Plus 3.25%, matures 2032	$	25,774	3.49	%	$	25,774	3.5	%
	Plus 3.25%, matures 2033	25,774		3.49	%	25,774		3.49	%
	Plus 3.25%, matures 2033	25,780		3.48	%	25,780		3.5	%
	Plus 2.00%, matures 2035	25,774		2.24	%	25,774		2.24	%
	Plus 2.00%, matures 2035	25,774		2.24	%	25,774		2.24	%
	Plus 1.75%, matures 2035	51,547		1.98	%	51,547		2	%
	Plus 1.50%, matures 2035	25,774		1.74	%	25,774		1.74	%
	Plus 1.45%, matures 2037	25,774		1.68	%	25,774		1.69	%
	Plus 2.50%, matures 2037	15,464		2.73	%	15,464		2.74	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	53,354				55,172
	Plus 0.16% (3), matures 2019	48,356				50,641
	Total long-term debt	$	349,145			$	353,248
	-1	The securities are currently callable by the Company.
	-2	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 0.16 percent.
	-3	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 0.16 percent.
	Interest on all junior subordinated notes related to trust preferred securities is payable quarterly. At March 31, 2014 and December 31, 2013 the three-month LIBOR interest rate was 0.23 percent and 0.25 percent, respectively. At March 31, 2014, the one-month LIBOR interest rate was 0.15 percent, compared to 0.17 percent at December 31, 2013.
	Trust Preferred Securities
	The trust preferred securities outstanding mature 30 years from issuance and are callable by the Company. Interest on all junior subordinated notes related to trust preferred securities is payable quarterly. Under the terms of the related indentures, the Company may defer interest payments for up to 20 consecutive quarters without default or penalty. In January 2012, the Company exercised its contractual rights to defer its interest payments with respect to trust preferred securities. The payments are periodically evaluated and will be reinstated when appropriate, subject to the provisions of the Company's Supervisory Agreement and Consent Order.
	Notes Associated with Consolidated VIEs
	As previously discussed in Note 8 - Private-Label Securitization and Variable Interest Entities, the Company determined it was the primary beneficiary of VIEs associated with HELOC securitizations and such VIEs are therefore consolidated in the Consolidated Financial Statements. As of June 30, 2013, the Company reconsolidated the assets and liabilities associated with the HELOC securitization trusts, the proceeds of which were used by the trust to repay outstanding debt.
	The final legal maturities of the long-term debt associated with the VIEs are June 2018 and June 2019, respectively, however these debt agreements have contractual provisions that allow for the debt to be paid off based on the cash flows of the collateral. As of March 31, 2014, the Company's cash flow analysis indicated that the notes are estimated to be paid off by July 2015 for FSTAR 2005-1 (0.23 percent) and June 2016 for FSTAR 2006-2 (0.16 percent). The estimated maturity dates may change going forward as the inputs used (prepayments, defaults, etc.) for the cash flow analysis will likely change. The debt pays interest based on a spread over the 30-day LIBOR interest rate.

Representation_and_Warranty_Re

Representation and Warranty Reserve	3 Months Ended
	Mar. 31, 2014
Representation and Warranty Reserve Disclosures [Abstract]	'
Representation and Warranty Reserve	'
	Representation and Warranty Reserve
	The following table shows the activity in the representation and warranty reserve.
			Three Months Ended March 31,
			2014			2013
			(Dollars in thousands)
	Balance, beginning of period,		$	54,000		$	193,000
	Provision
		Charged to gain on sale for current loan sales	1,229			5,818
		Charged to representation and warranty reserve - change in estimate	(1,672		)	17,395
		Total	(443		)	23,213
	Charge-offs, net		(5,557		)	(31,213		)
	Balance, end of period		$	48,000		$	185,000
	The liability for representation and warranty reserve reflects management's best estimate of probable losses with respect to the Bank's representation and warranty on the mortgage loans it originates and sells into the secondary market. At the time a loan is sold, an estimate of the fair value of such loss associated with the mortgage loans is recorded in representation and warranty reserve in the Consolidated Statements of Financial Condition and charged against the net gain on loan sales in the Consolidated Statement of Operations at the time of the sale. The Company recognizes changes afterwards in the liability when additional relevant information becomes available. Changes in the estimate are recorded in representation and warranty reserve - change in estimate on the Consolidated Statement of Operations. Charge-offs are recorded in representation and warranty reserve on the Consolidated Statements of Financial Condition.
	The Company routinely obtains information from the Agencies regarding the historical trends of demand requests, and occasionally obtains information on anticipated future loan reviews and potential repurchase demand projections. The Company believes this information provides helpful but limited insight in anticipating Agency behavior, thus helping to better estimate future repurchase requests and validate representation and warranty assumptions. Estimating the balance of the representation and warranty reserve involves using assumptions regarding future repurchase request volumes, probable loss severity on these requests and claims appeal success rates. To assess the sensitivity of the representation and warranty reserve model to adverse changes, management periodically runs a sensitivity analysis using its reserve model by assuming hypothetical increases in the level of repurchase volume.
	Reserve levels are a function of expected losses based on actual pending and expected claims and repurchase requests, historical experience and loan volume. To the extent actual outcomes differ from management estimates, additional provisions could be required that could adversely affect operations or financial position in future periods.

Stockholders_Equity

Stockholders' Equity	3 Months Ended
	Mar. 31, 2014
Stockholders' Equity Note [Abstract]	'
Stockholders' Equity	'
	Stockholders’ Equity
	Preferred Stock
	Preferred stock with a par value of $0.01 and a liquidation value of $1,000 and additional paid in capital attributable to preferred stock at March 31, 2014 is summarized as follows.
		Rate			Earliest		Shares	Preferred			Additional
					Redemption Date		Outstanding	Shares			Paid in
											Capital
		(Dollars in thousands)
	Series C Preferred Stock	9	%		January 31, 2012		266,657	$	3		$	266,654
	Accumulated Other Comprehensive Loss
	The following table sets forth the components in accumulated other comprehensive income (loss) for each type of available-for-sale security.
		Pre-tax Amount				Income Tax (Expense) Benefit		After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive loss
	31-Mar-14
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(3,397	)		$	2,200	$	(1,197	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(3,397	)		$	2,200	$	(1,197	)
	31-Dec-13
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(9,042	)		$	4,211	$	(4,831	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(9,042	)		$	4,211	$	(4,831	)

Loss_Earnings_Per_Share

(Loss) Earnings Per Share	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
(Loss) Earnings Per Share	'
	(Loss) Earnings Per Share
	Basic (loss) earnings per share, excluding dilution, is computed by dividing (loss) earnings available to common stockholders by the weighted average number of shares of Common Stock outstanding during the period. Diluted earnings per share reflects the potential dilution that could occur if securities or other contracts to issue Common Stock were exercised and converted into Common Stock or resulted in the issuance of Common Stock that could then share in the earnings of the Company.
	The following table sets forth the computation of basic and diluted (loss) earnings per share of Common Stock.
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands, except per share data)
	Net (loss) income	$	(78,423	)	$	23,607
	Less: preferred stock dividend/accretion	(483		)	(1,438		)
	Net (loss) income from continuing operations	(78,906		)	22,169
	Deferred cumulative preferred stock dividends	(5,692		)	(3,525		)
	Net (loss) income applicable to Common Stock	$	(84,598	)	$	18,644
	Weighted average shares
	Weighted average common shares outstanding	56,194			55,974
	Effect of dilutive securities
	Warrants	—			252
	Stock-based awards	—			189
	Weighted average diluted common shares	56,194			56,415
	(Loss) Earnings per common share
	Net (loss) income applicable to Common Stock	$	(1.51	)	$	0.33
	Effect of dilutive securities
	Warrants	—			—
	Stock-based awards	—			—
	Diluted (loss) earnings per share	$	(1.51	)	$	0.33
	Due to the loss attributable to common stockholders for the three months ended March 31, 2014, the diluted loss per share calculation excludes all Common Stock equivalents, including 1,334,045 shares pertaining to warrants 295,179 shares pertaining to stock based awards. The inclusion of these securities would be anti-dilutive.

StockBased_Compensation

Stock-Based Compensation	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock-Based Compensation	'
	Stock‑Based Compensation
	Stock-Based Compensation
	During the three months ended March 31, 2014, the Company recorded stock-based compensation expense of $1.0 million compared to $1.5 million for the three months ended March 31, 2013.
	Incentive Compensation Plans
	The Incentive Compensation Plans are administered by the compensation committee of the Company's board of directors. Each year, the compensation committee decides which employees of the Company will be eligible to participate in the plans. The Company had an expense of $6.3 million for the three months ended March 31, 2014, compared to expenses of $9.1 million for the three months ended March 31, 2013.

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2014
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	Income Taxes
	The provision for income taxes in interim periods requires the Company to make a best estimate of the effective tax rate expected to be applicable for the full year. This estimated effective tax rate is then applied to interim consolidated pre-tax operating income to determine the interim provision for income taxes.
	During the three months ended March 31, 2014, the benefit for income taxes was $40.0 million, or an effective tax benefit rate of 33.8 percent, compared to a benefit and effective tax rate of zero for the three months ended March 31, 2013. The effective rate for the three months ended March 31, 2014 is below the combined federal and state statutory tax rate of 35.2 percent primarily due to certain nondeductible expenses. The effective rate during the three months ended March 31, 2013 is below the combined statutory rate principally due the change in valuation allowance for net deferred taxes.
	As of each reporting date, the Company considers both positive and negative evidence that could impact the view with regard to realization of deferred tax assets. The Company continues to believe it is more likely than not that the benefit for certain state deferred tax assets will not be realized. In recognition of this risk, the Company continues to provide a partial valuation allowance on the deferred tax assets relating to state deferred tax assets.
	The Company believes that it is unlikely that the unrecognized tax benefits will change by a material amount during the next 12 months. As permitted under applicable accounting guidance for income taxes, the Company recognizes interest and penalties related to unrecognized tax benefits in income tax expense.

Regulatory_Matters

Regulatory Matters	3 Months Ended
	Mar. 31, 2014
Regulatory Capital Requirements [Abstract]	'
Regulatory Capital Requirements	'
	Regulatory Matters
	Regulatory Capital
	The Bank is subject to various regulatory capital requirements administered by the U.S. bank regulatory agencies. Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional discretionary actions by regulators that, if undertaken, could have a direct material effect on the Consolidated Financial Statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Bank must meet specific capital guidelines that involve quantitative measures of the Bank’s assets, liabilities, and certain off-balance-sheet items as calculated under regulatory accounting practices. The Bank’s capital amounts and classification are also subject to qualitative judgments by regulators about components, risk weightings, and other factors.
	Quantitative measures that have been established by regulation to ensure capital adequacy require the Bank to maintain minimum capital amounts and ratios (set forth in the table below). The Bank’s primary regulatory agency, the OCC, requires that the Bank maintain minimum ratios of tangible capital (as defined in the regulations) of 1.5 percent, Tier 1 capital to adjusted tangible assets and Tier 1 capital to risk-weighted assets of 4.0 percent, and total risk-based capital to risk-weighted assets of 8.0 percent. The Bank is also subject to prompt corrective action capital requirement regulations set forth by the FDIC. The FDIC requires the Bank to maintain minimum ratios of Tier 1 capital to adjusted tangible assets of 4.0 percent, Tier 1 capital to risk-weighted assets of 4.0 percent, and total risk-based capital to risk-weighted assets of 8.0 percent.
	To be categorized as "well capitalized," the Bank must maintain minimum total risk-based, Tier 1 risk-based, and Tier 1 leverage ratios as set forth in the table below, as of the date of filing of its quarterly report with the OCC. The Bank is considered “well capitalized” at both March 31, 2014 and December 31, 2013. There are no conditions or events since that notification that management believes have changed the Bank’s category.
	The following table shows the regulatory capital ratios as of the dates indicated. These ratios are applicable to the Bank only.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	31-Mar-14
	Tangible capital (to tangible assets)	$	1,139,810	12.44	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,139,810		12.44	%	$	366,437	4	%	$	458,046	5	%
	Tier 1 capital (to risk weighted assets)	1,139,810		23.62	%	193,041		4	%	289,561		6	%
	Total capital (to risk weighted assets)	1,203,098		24.93	%	386,082		8	%	482,602		10	%
	31-Dec-13
	Tangible capital (to tangible assets)	$	1,257,608	13.97	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,257,608		13.97	%	$	360,196	4	%	$	450,245	5	%
	Tier 1 capital (to risk weighted assets)	1,257,608		26.82	%	187,542		4	%	281,313		6	%
	Total capital (to risk weighted assets)	1,317,964		28.11	%	375,084		8	%	468,855		10	%
	N/A - Not applicable.
	Consent Order
	Effective October 23, 2012, the Bank's board of directors executed a Stipulation and Consent (the "Stipulation"), accepting the issuance of a Consent Order (the "Consent Order") by the OCC. The Consent Order replaces the supervisory agreement entered into between the Bank and the Office of Thrift Supervision (the "OTS") on January 27, 2010, which the OCC terminated simultaneous with issuance of the Consent Order. The Company is still subject to the Supervisory Agreement with the Federal Reserve (discussed below).
	Under the Consent Order, the Bank is required to adopt or review and revise various plans, policies and procedures related to, among other things, regulatory capital, enterprise risk management and liquidity. Specifically, under the terms of the Consent Order, the Bank's board of directors has agreed to, among other things, which include but not limited to the following:
	•	Review, revise, and forward to the OCC a written capital plan for the Bank covering at least a three-year period and establishing projections for the Bank's overall risk profile, earnings performance, growth expectations, balance sheet mix, off-balance sheet activities, liability and funding structure, capital and liquidity adequacy, as well as a contingency capital funding process and plan that identifies alternative capital sources should the primary sources not be available;
	•	Adopt and forward to the OCC a comprehensive written liquidity risk management policy that systematically requires the Bank to reduce liquidity risk; and
	•	Develop, adopt, and forward to the OCC a written enterprise risk management program that is designed to ensure that the Bank effectively identifies, monitors, and controls its enterprise-wide risks, including by developing risk limits for each line of business.
	Each of the plans, policies and procedures referenced above in the Consent Order, as well as any subsequent amendments or changes thereto, must be submitted to the OCC for a determination that the OCC has no supervisory objection to them. Upon receiving a determination of no supervisory objection from the OCC, the Bank must implement and adhere to the respective plan, policy or procedure. The foregoing summary of the Consent Order does not purport to be a complete description of all of the terms of the Consent Order, and is qualified in its entirety by reference to the copy of the Consent Order filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on October 24, 2012.
	The Bank intends to address the banking issues identified by the OCC in the manner required for compliance by the OCC. There can be no assurance that the OCC will not provide substantive comments on the capital plan or other submissions that the Bank makes pursuant to the Consent Order that will have a material impact on the Company. The Company believes that the actions taken, or to be taken, to address the banking issues set forth in the Consent Order should, over time, improve its enterprise risk management practices and risk profile. For further information regarding the risks related to the Consent Order, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2013.
	Supervisory Agreement
	The Company is subject to the Supervisory Agreement, which will remain in effect until terminated, modified, or suspended in writing by the Federal Reserve. The failure to comply with the Supervisory Agreement could result in the initiation of further enforcement action by the Federal Reserve, including the imposition of further operating restrictions, and could result in additional enforcement actions against the Company. The Company has taken actions which it believes are appropriate to comply with, and intends to maintain compliance with, all of the requirements of the Supervisory Agreement.
	Pursuant to the Supervisory Agreement, the Company submitted a capital plan to the OTS, predecessor in interest to the Federal Reserve. In addition, the Company agreed to request prior non-objection of the Federal Reserve to pay dividends or other capital distributions; purchase, repurchase or redeem certain securities; and incur, issue, renew, roll over or increase any debt and enter into certain affiliate transactions. The Company also agreed to comply with restrictions on the payment of severance and indemnification payments, director and management changes and employment contracts and compensation arrangements. A complete description of all of the terms of the Supervisory Agreement and is qualified in its entirety by reference to the copy of the Supervisory Agreement filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on January 28, 2010. For further information regarding the risks related to the Supervisory Agreement, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2013.
	Regulatory Developments
	In July 2013, U.S. banking regulators approved final Basel III Regulatory Capital rules ("Basel III"). The Basel III rules will be effective January 1, 2014 for advanced approaches banking organizations that are not savings and loan holding companies and January 1, 2015 for all other covered banking organizations. Various aspects of Basel III will be subject to multi-year transition periods ending December 31, 2018. Basel III generally continues to be subject to interpretation by the U.S. banking regulators. Basel III will materially change our Leverage, Tier 1 and Total capital calculations. In addition, the final rule implements a new regulatory component, Common Equity Tier 1 capital. It introduces new minimum capital ratios and buffer requirements, proposes a supplementary leverage ratio, changes the composition of regulatory capital, expands and modifies the calculation of risk-weighted assets for credit and market risk (the Advanced Approach), revises the adequately capitalized minimum requirements under the Prompt Corrective Action framework and introduces a Standardized Approach for the calculation of risk-weighted assets, which will replace the current rules (Basel I - 2013 Rules) effective January 1, 2015. Under Basel III, we will calculate regulatory capital ratios and risk-weighted assets under the Standardized Approach. This approach will be used to assess capital adequacy under the Prompt Corrective Action framework. The Prompt Corrective Action framework establishes categories of capitalization, including "well capitalized," based on regulatory ratio requirements. In October 2013, the OCC and Federal Reserve published a final rule that replaces their existing risk-based and leverage capital rules. The final rule is consistent with the interim final rule.

Legal_Proceedings_Contingencie

Legal Proceedings, Contingencies and Commitments	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Legal Proceedings, Contingencies and Commitments	'
	Legal Proceedings, Contingencies and Commitments
	Legal Proceedings
	The Company and certain subsidiaries are subject to various pending or threatened legal proceedings arising out of the normal course of business or operations. Although there can be no assurance as to the ultimate outcome of these proceedings, the Company, together with its subsidiaries, believes it has meritorious defenses to the claims presently asserted against the Company, including the matters described below. With respect to such legal proceedings, the Company intends to continue to defend itself vigorously, litigating or settling cases according to management's judgment as to the best interests of the Company and its stockholders.
	On at least a quarterly basis, the Company assesses the liabilities and loss contingencies in connection with pending or threatened legal proceedings utilizing the latest information available. The Company establishes reserves for legal claims and regulatory matters when the Company believes it is probable that a loss may be incurred and the amount of such loss can be reasonably estimated. Once established, accrued reserves are adjusted from time to time, as appropriate, in light of additional information.
	Resolutions of legal claims are inherently dependent on the specific facts and circumstances of each specific case; therefore the actual costs of resolving these claims may be substantially higher or lower than the amounts reserved. Based on current knowledge, and after consultation with legal counsel, management believes that current reserves are adequate and the amount of any incremental liability that may arise is not expected to have a material adverse effect on the Consolidated Financial Statements. Certain legal claims considered by the Company in its analysis of the sufficiency of its related reserves include the following.
	DOJ Litigation Settlement
	In February 2012, the Company announced that the Bank had entered into the DOJ Agreement for $133.0 million relating to certain underwriting practices associated with loans insured by FHA. Pursuant to the DOJ Agreement, the Bank agreed to:
	•	Comply with all applicable HUD and FHA rules related to the continued participation in the direct endorsement lender program;
	•	Make an initial payment of $15.0 million within 30 business days of the effective date of the DOJ Agreement (which was paid on April 3, 2012);
	•	Make the Additional Payments of approximately $118.0 million, the payment of which is contingent only upon the occurrence of certain future events; and
	•	Complete a monitoring period by an independent third party chosen by the Bank and approved by HUD.
	Subject to the Bank's full compliance with the terms of the DOJ Agreement, the government agreed to:
	•	Immediately release the Bank and all of the current and former officers, directors, employees, affiliates and assigns from any civil or administrative claim it has or may have under various federal laws, the common law or equitable theories of fraud or mistake of fact in connection with the mortgage loans the Bank endorsed for FHA insurance during the period January 1, 2002 to the date of the DOJ Agreement (the "Covered Period");
	•	Not refuse to pay any insurance claim or seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period but for which no claims have yet been paid on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement; and
	•	Not seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period and for which HUD has paid insurance claims on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement.
	The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of March 31, 2014, the Bank has accrued $94.0 million, which represents the fair value of the Additional Payments. See Note 3 - Fair Value Measurements, for further information on the fair value of the DOJ litigation settlement. Other than as set forth above, the DOJ Agreement does not have any effect on FHA insured loans in the Company's portfolio, including loans classified as loans repurchased with government guarantees as discussed in Note 6 - Loans Repurchased with Government Guarantees. The Company believes that such loans retain FHA insurance, and the Company continues to process such loans for insurance claims in the normal course and to receive payments thereon from the FHA. Based on the experience subsequent to the Bank's agreement with the DOJ, the Company believes that such claims are not subject to denial or dispute other than in the normal course of processing insurance claims.
	Mortgage-Related Litigation, Regulatory and Other Matters
	Regulatory Matters
	From time to time, governmental agencies conduct investigations or examinations of various mortgage related practices of the Bank. Ongoing investigations relate to whether the Bank has properly complied with laws or regulations relating to mortgage origination or mortgage servicing practices and to whether its practices with regard to servicing residential first mortgage loans are adequate. The Bank is cooperating with such agencies and providing information as requested. In addition, the Bank has routinely been named in civil actions throughout the country by borrowers and former borrowers relating to the origination, purchase, sale and servicing of mortgage loans.
	Other Matters
	In May 2012, the Bank and its subsidiary, Flagstar Reinsurance Company, were named as defendants in a putative class action lawsuit filed in the U.S. District Court for the Eastern District of Pennsylvania, alleging a violation of Section 2607 of the Real Estate Settlement Procedures Act ("RESPA"). Section 2607(a) of RESPA generally prohibits anyone from "accept[ing] any fee, kickback or thing of value pursuant to any agreement or understanding, oral or otherwise, that business related incident to or part of a real estate settlement service involving a federally related mortgage loan shall be referred to any person." Section 2607(b) of RESPA also prohibits anyone from "accept[ing] any portion, split, or percentage of any charge made or received for the rendering of a real estate settlement service in connection with a federally related mortgage loan other than for services actually performed." The lawsuit specifically alleges that the Bank and Flagstar Reinsurance Company violated Section 2607 of RESPA through a captive reinsurance arrangement involving (i) allegedly illegal payments to Flagstar Reinsurance Company for the referral of private mortgage insurance business from the Bank to private mortgage insurers to Flagstar Reinsurance Company and (ii) Flagstar Reinsurance Company's purported receipt of an unlawful split of private mortgage insurance premiums. On January13, 2014, the Bank and Flagstar Reinsurance filed a motion to dismiss the First Amended Complaint based upon the statute of limitations and equitable tolling.
	On August 15, 2013, shareholder Kenneth Taylor filed a derivative action in the Circuit Court of Oakland County, Michigan against several current and former members of the Company's Board of Directors and executive officers, including Joseph Campanelli, Michael Tierney, Paul Borja, Todd McGowan, Daniel Landers, Matthew Kerin, Walter Carter, Gregory Eng, Jay Hansen, David Matlin, James Ovenden, Mark Patterson, Michael Shonka, and David Treadwell. The lawsuit requests unspecified monetary damages and purports to seek to remedy defendants’ alleged breaches of fiduciary duties and unjust enrichment from 2011 to present, focusing on the events leading up to the Company's February 24, 2012 settlement with the U.S. Department of Justice, as well as the settlement itself. On October 23, 2013, Joel Rosenfeld filed a second derivative action in the same court alleging similar claims against the same defendants based on the February 24, 2012 settlement, as well as Flagstar’s prior litigation with Assured Guaranty. The Court consolidated the matters and appointed Rosenfeld as lead plaintiff and Rosenfeld’s counsel and lead plaintiffs’ counsel. The plaintiffs then filed a consolidated complaint. The parties have been facilitating the matter and the litigation has been stayed while they do so. A parallel action was filed by Kenneth Taylor on January 24, 2014 in the Federal Court for the Eastern District of Michigan. A motion to dismiss hearing is scheduled for May 22, 2014.
	Litigation Accruals and Other Possible Contingent Liabilities
	When establishing an accrual for contingent liabilities, the Company determines a range of potential losses for each matter that is probable to result in a loss and where the amount of the loss can be reasonably estimated. The Company then records the amount it considers to be the best estimate within the range. As of March 31, 2014, the Company's total accrual for contingent liabilities was $97.7 million, which includes the accruals for the DOJ Agreement and pending cases. There may be further losses that could arise, the occurrence of which is not probable (but is reasonably possible), or the amount of which is not reasonably estimable; in either case, such losses are not included in the accrual for contingent liabilities. It is possible that the ultimate resolution of those matters, or one or more other unexpected future developments, could result in a loss or losses that, individually or in the aggregate, may be material to the Company's results of operations, or cash flows, for the relevant period(s).
	Contingencies and Commitments
	A summary of the contractual amount of significant commitments is as follows.
		March 31, 2014		December 31, 2013
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	2,090,253	$	1,857,775
	HELOC trust commitments	74,165		67,060
	Other consumer commitments	7,488		7,430
	Standby and commercial letters of credit	6,398		7,982
	Other commercial commitments	360,422		296,713
	Commitments to extend credit are agreements to lend. Since many of these commitments expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements.
	The Company enters into forward contracts for the future delivery or purchase of agency and loan sale contracts. These contracts are considered to be derivative instruments under U.S. GAAP. Changes to the fair value of these forward loan sales as a result of changes in interest rates are recorded on the Consolidated Statements of Financial Condition as an other asset. Further discussion on derivative instruments is included in Note 10 - Derivative Financial Instruments.
	The Company has unfunded commitments under its contractual arrangement with the HELOC securitization trusts to fund future advances on the underlying HELOC.
	Standby and commercial letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Standby letters of credit generally are contingent upon the failure of the customer to perform according to the terms of the underlying contract with the third party, while commercial letters of credit are issued specifically to facilitate commerce and typically result in the commitment being drawn on when the underlying transaction is consummated between the customer and the third party.
	For information regarding the representation and warranty reserve, see Note 13 - Representation and Warranty Reserve.

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Segment Information	'
	Segment Information
	The Company's operations are conducted through four operating segments: Mortgage Originations, Mortgage Servicing, Community Banking and Other, which includes the remaining reported activities. Operating segments are defined as components of an enterprise that engage in business activity from which revenues are earned and expenses incurred for which discrete financial information is available that is evaluated regularly by executive management in deciding how to allocate resources and in assessing performance. The operating segments have been determined based on the products and services offered and reflect the manner in which financial information is currently evaluated by management. Each segment operates under the same banking charter, but is reported on a segmented basis for this report. Each of the operating segments is complementary to each other and because of the interrelationships of the segments, the information presented is not indicative of how the segments would perform if they operated as independent entities. Certain prior period amounts have been reclassified to conform to current year presentation.
	In January 2014, the Company reorganized the way its operations are managed based on core functions. The segments are based on an internally-aligned segment leadership structure, which is also how the results are monitored and performance assessed. The Company expects that the combination of the business model and the services that the operating segments provide will result in a competitive advantage that supports revenue and earnings. The Company's business model emphasizes the delivery of a complete set of mortgage and banking products and services, including originating, acquiring, selling and servicing one-to-four family residential first mortgage loans, which we believe is distinguished by timely processing and customer service.
	Revenues are comprised of net interest income (before the provision for loan losses) and noninterest income. Noninterest expenses are fully allocated to each operating segment. Allocation methodologies maybe subject to periodic adjustment as the internal management accounting system is revised and the business or product lines within the segments change. Also, because the development and application of these methodologies is a dynamic process, the financial results presented may be periodically revised.
	The Mortgage Originations segment originates, acquires and sells one-to-four family residential first mortgage loans. The origination and acquisition of mortgage loans comprises the majority of the lending activity. Mortgage loans are originated through home loan centers, national call centers, the Internet and unaffiliated banks and mortgage banking and brokerage companies, where the net interest income and the gains from sales associated with these loans are recognized in the Mortgage Originations segment.
	The Mortgage Servicing segment services and subservices mortgage loans, on a fee basis, for others. Also, the Mortgage Servicing segment services, on a fee basis, residential mortgages held-for-investment by the Community Banking segment and mortgage servicing rights held by the Other segment. The Mortgage Servicing segment may also collect ancillary fees, such as late fees and earn income through the use of non-interest bearing escrows.
	The Community Banking segment originates loans, provides deposits and fee based services to consumer, business and mortgage lending customers through its Branch Banking, Business and Commercial Banking, Government Banking, Warehouse Lending and Held-for-Investment Portfolio groups. Products offered through these teams include checking accounts, savings accounts, money market accounts, certificates of deposit, investment and insurance services, consumer loans, commercial loans and warehouse lines of credit. Other financial services available to consumer and commercial customers include lines of credit, revolving credit, customized treasury management solutions, equipment leasing, inventory and accounts receivable lending and capital markets services such as interest rate risk protection products.
	The Other segment includes the Treasury functions, funding revenue associated with stockholders' equity, the impact of interest rate risk management, the impact of balance sheet funding activities, changes or credits of an unusual or infrequent nature that are not reflective of the normal operations of the operating segments and miscellaneous other expenses of a corporate nature. Treasury functions include administering the investment securities portfolios, balance sheet funding, interest rate risk management and MSR asset valuation, hedging and sales into the secondary market. In addition, the Other segment includes revenue and expenses related to treasury and corporate assets and liabilities and equity not directly assigned or allocated to the Mortgage Originations, Mortgage Servicing or Community Banking operating segments.
	The following table presents financial information by business segment for the periods indicated.
		Three Months Ended March 31, 2014
		Mortgage Origination			Mortgage Servicing			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income	$	12,092		$	5,446		$	34,719		$	5,944		$	58,201
	Net gain (loss) on loan sales	47,437			—			(2,095		)	—			45,342
	Representation and warranty reserve - change in estimate	—			1,672			—			—			1,672
	Other noninterest income (loss)	11,978			13,140			(13,548		)	16,369			27,939
	Total net interest income and noninterest income	71,507			20,258			19,076			22,313			133,154
	Provision for loan losses	—			—			(112,321		)	—			(112,321		)
	Asset resolution	(17		)	(10,798		)	(693		)	—			(11,508		)
	Depreciation and amortization expense	(244		)	(1,573		)	(1,053		)	(2,890		)	(5,760		)
	Other noninterest expense	(53,490		)	(22,861		)	(42,113		)	(3,520		)	(121,984		)
	Total noninterest expense	(53,751		)	(35,232		)	(156,180		)	(6,410		)	(251,573		)
	Income (loss) before federal income taxes	17,756			(14,974		)	(137,104		)	15,903			(118,419		)
	Benefit for federal income taxes	—			—			—			39,996			39,996
	Net income (loss)	$	17,756		$	(14,974	)	$	(137,104	)	$	55,899		$	(78,423	)
	Average balances
	Loans held-for-sale	$	1,219,183		$	—		$	77,935		$	—		$	1,297,118
	Loans repurchased with government guarantees	—			1,269,781			—			—			1,269,781
	Loans held-for-investment	215			—			3,863,895			—			3,864,110
	Total assets	1,363,467			1,414,762			3,927,294			2,602,305			9,307,828
	Interest-bearing deposits	—			—			5,230,154			—			5,230,154
		Three Months Ended March 31, 2013
		Mortgage Origination			Mortgage Servicing			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	21,657		$	12,027		$	43,151		$	(21,166	)	$	55,669
	Net gain (loss) on loan sales	143,207			(5,817		)	150			—			137,540
	Representation and warranty reserve - change in estimate	—			(17,395		)	—			—			(17,395		)
	Other noninterest income	30,522			15,950			9,848			8,478			64,798
	Total net interest income (loss) and noninterest income	195,386			4,765			53,149			(12,688		)	240,612
	Provision for loan losses	—			—			(20,415		)	—			(20,415		)
	Asset resolution	(60		)	(19,064		)	2,679			—			(16,445		)
	Depreciation and amortization expense	(137		)	(1,556		)	(940		)	(2,771		)	(5,404		)
	Other noninterest expense	(104,039		)	(9,726		)	(54,313		)	(6,663		)	(174,741		)
	Total noninterest expense	(104,236		)	(30,346		)	(72,989		)	(9,434		)	(217,005		)
	Income (loss) before federal income taxes	91,150			(25,581		)	(19,840		)	(22,122		)	23,607
	Provision for federal income taxes	—			—			—			—			—
	Net income (loss)	$	91,150		$	(25,581	)	$	(19,840	)	$	(22,122	)	$	23,607
	Average balances
	Loans held-for-sale	$	2,993,998		$	—		$	622,197		$	—		$	3,616,195
	Loans repurchased with government guarantees	—			1,774,235			—			—			1,774,235
	Loans held-for-investment	82			—			4,827,542			7,065			4,834,689
	Total assets	3,081,173			2,070,051			5,439,939			3,101,408			13,692,571
	Interest-bearing deposits	—			—			6,915,974			69,679			6,985,653

Basis_of_Presentation_Accounti1

Basis of Presentation, Accounting Policies and Recent Developments (Policies)	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
Variable Interest Entities	'
	Variable Interest Entities
	The accompanying unaudited consolidated financial statements include variable interest entities ("VIEs") in which the Company has determined to have a controlling financial interest. The Company consolidates a VIE if it has: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly impact the entity's economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., the Company is considered to be the primary beneficiary).
	A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. On a quarterly basis, the Company will reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Company has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances.
	The reassessment also considers whether the Company has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Company is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying amounts of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements. The Company primarily uses VIEs for its securitization activities, in which the Company transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Company. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Company except in accordance with the Company's obligations under standard representations and warranties. When the Company is the servicer of whole loans held in a securitization trust, including home equity loans, the Company has the power to direct the most significant activities of the trust. The Company does not have the power to direct the most significant activities of a residential mortgage agency trust unless the Company holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The Company consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, which could potentially be significant to the trust.
	At June 30, 2013, the Company became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts because the Company obtained the power to direct the activities that most significantly impact the economic performance of the trusts (power to select or remove the servicer) and the obligation to absorb expected losses and receive residual returns (support of the guarantor and holder of residual interests in trusts), which is reflected in the Consolidated Financial Statements as a VIE.
Recently Issued Accounting Pronouncements	'
	Recently Issued Accounting Pronouncements
	From time to time, new accounting pronouncements are issued by the Financial Accounting Standards Board ("FASB") or other standard setting bodies that are adopted by the Company as of the specified effective date. Unless otherwise discussed, the impact of recently issued standards that are not yet effective will not have a material impact on the Consolidated Financial Statements or the Notes thereto or results of operations upon adoption.
	In January 2014, the FASB issued ASU No. 2014-04, "Receivables-Troubled Debt Restructurings by Creditors (Topic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure." The guidance amends the guidance in the FASB Accounting Standards Codification Topic 310-40, "Receivables - Troubled Debt Restructurings by Creditors," in efforts to reduce diversity in practice through clarifying when an in substance repossession or foreclosure occurs. Essentially, the guidance addresses when a creditor should be considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan so that the loan should be derecognized and the real estate property recognized in the financial statements. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2014. The adoption of the guidance is not expected to have a material impact on the consolidated financial statements or the Notes thereto.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	'
	The following tables present the financial instruments carried at fair value as of March 31, 2014 and December 31, 2013, by caption on the Consolidated Statement of Financial Condition and by level in the valuation hierarchy (as described above).
		Level 1				Level 2				Level 3				Total  Fair
														Value
	March 31, 2014	(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,195,066			$	—			$	—			$	1,195,066
	Municipal obligations	—				12,364				—				12,364
	Loans held-for-sale
	Residential first mortgage loans	—				1,372,978				—				1,372,978
	Loans held-for-investment
	Residential first mortgage loans	—				21,719				—				21,719
	Second mortgage loans	—				—				61,540				61,540
	HELOC loans	—				—				150,595				150,595
	Mortgage servicing rights	—				—				320,231				320,231
	Derivative assets
	U.S. Treasury futures	2,495				—				—				2,495
	Forward agency and loan sales	—				3,298				—				3,298
	Rate lock commitments	—				—				21,276				21,276
	Interest rate swaps	—				2,386				—				2,386
	Total derivative assets	2,495				5,684				21,276				29,455
	Total assets at fair value	$	1,197,561			$	1,412,745			$	553,642			$	3,163,948
	Derivative liabilities
	Agency forwards	$	(97	)		$	—			$	—			$	(97	)
	Interest rate swaps	—				(2,386		)		—				(2,386		)
	Total derivative liabilities	(97		)		(2,386		)		—				(2,483		)
	Warrant liabilities	—				(11,577		)		—				(11,577		)
	Long-term debt	—				—				(101,710		)		(101,710		)
	Litigation settlement	—				—				(94,000		)		(94,000		)
	Total liabilities at fair value	$	(97	)		$	(13,963	)		$	(195,710	)		$	(209,770	)
		Level 1				Level 2				Level 3				Total  Fair
														Value
	December 31, 2013	(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,028,248			$	—			$	—			$	1,028,248
	Municipal obligations	—				17,300				—				17,300
	Loans held-for-sale
	Residential first mortgage loans	—				1,140,507				—				1,140,507
	Loans held-for-investment
	Residential first mortgage loans	—				18,625				—				18,625
	Second mortgage loans	—				—				64,685				64,685
	HELOC loans	—				—				155,012				155,012
	Mortgage servicing rights	—				—				284,678				284,678
	Derivative assets
	U.S. Treasury futures	1,221				—				—				1,221
	Forward agency and loan sales	—				19,847				—				19,847
	Rate lock commitments	—				—				10,329				10,329
	Interest rate swaps	—				1,797				—				1,797
	Total derivative assets	1,221				21,644				10,329				33,194
	Total assets at fair value	$	1,029,469			$	1,198,076			$	514,704			$	2,742,249
	Derivative liabilities
	Agency forwards	$	(1,665	)		$	—			$	—			$	(1,665	)
	Interest rate swaps	—				(1,797		)		—				(1,797		)
	Total derivative liabilities	(1,665		)		(1,797		)		—				(3,462		)
	Warrant liabilities	—				(10,802		)		—				(10,802		)
	Long-term debt	—				—				(105,813		)		(105,813		)
	Litigation settlement	—				—				(93,000		)		(93,000		)
	Total liabilities at fair value	$	(1,665	)		$	(12,599	)		$	(198,813	)		$	(213,077	)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	'
	The tables below include a roll forward of the Consolidated Statement of Financial Condition amounts for the three months ended March 31, 2014 and 2013 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
					Recorded in Earnings						Recorded in OCI
	Three Months Ended March 31, 2014	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Balance at			Unrealized Gains / (Losses) Held at End of Period (4)
		Beginning of																					End of
		Period																					Period
	Assets	(Dollars in thousands)
	Loans held-for-investment
	Second mortgage loans	$	64,685		$	(417	)	$	444		$	—		$	—		$	—		$	(3,172	)	$	61,540		$	27
	HELOC loans	155,012			(1,940		)	1,513			—			57			—			(4,047		)	150,595			7,257
	Mortgage servicing rights	284,678			(9,592		)	—			—			51,043			(5,898		)	—			320,231			(4,099		)
	Derivative financial instruments
	Rate lock commitments	10,329			32,989			—			—			59,090			(64,887		)	(16,245		)	21,276			(637		)
	Totals	$	514,704		$	21,040		$	1,957		$	—		$	110,190		$	(70,785	)	$	(23,464	)	$	553,642		$	2,548
	Liabilities
	Long-term debt	$	(105,813	)	$	—		$	(1,324	)	$	—		$	—		$	—		$	5,427		$	(101,710	)	$	1,321
	Litigation settlement	(93,000		)	—			(1,000		)	—			—			—			—			(94,000		)	—
	Totals	$	(198,813	)	$	—		$	(2,324	)	$	—		$	—		$	—		$	5,427		$	(195,710	)	$	1,321
	Three Months Ended March 31, 2013
	Investment securities available-for-sale (1)(2)(3)
	Mortgage securitization	$	91,117		$	—		$	—		$	1,227		$	—		$	—		$	(4,988	)	$	87,356		$	—
	Loans held-for-investment
	Transferors' interest	7,103			(174		)	—			—			—			—			(57		)	6,872			(174		)
	Mortgage servicing rights	710,791			(15,641		)	—			—			126,494			(94,437		)	—			727,207			17,540
	Derivative financial instruments
	Rate lock commitments	86,200			(30,828		)	—			—			139,514			(118,815		)	(24,682		)	51,389			3,230
	Totals	$	895,211		$	(46,643	)	$	—		$	1,227		$	266,008		$	(213,252	)	$	(29,727	)	$	872,824		$	20,596
	Liabilities
	Litigation settlement	$	(19,100	)	$	—		$	—		$	—		$	—		$	—		$	—		$	(19,100	)	$	—
	-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income.
	-2	U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.
	-3	Reflects the changes in the unrealized gains (losses) related to financial instruments held at the end of the period.
Fair Value Inputs, Assets and Liabilities Measured on Recurring Basis, Quantitative Information	'
	The following tables present the quantitative information about recurring Level 3 fair value financial instruments and the fair value measurements as of March 31, 2014 and December 31, 2013.
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	March 31, 2014	(Dollars in thousands)
	Assets
	Second mortgage loans	$	61,540		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
						Prepay rate - 12 month historical average	8.8% - 13.1% (11.0%)
						CDR rate - 12 month historical average	2.2% - 3.3% (2.7%)
	FSTAR 2005-1 HELOC loans	$	75,998		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	6.4% - 9.6% (8.0%)
						Cumulative loss rate	11.7% - 17.5% (14.6%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 HELOC loans	$	74,597		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	8.0% - 12.0% (10.0%)
						Cumulative loss rate	40.0% - 60.1% (50.1%)
						Loss severity	80.0% - 120.0% (100.0%)
	Mortgage servicing rights	$	320,231		Discounted cash flows	Option adjusted spread	7.6% - 11.3% (9.4%)
						Constant prepayment rate	7.5% - 10.9% (9.3%)
						Weighted average cost to service per loan	59.0% - 88.5% (73.8%)
	Rate lock commitments	$	21,276		Consensus pricing	Origination pull-through rate	65.7% - 98.5% (82.1%)
	Liabilities
	FSTAR 2005-1 Long-term debt	$	(53,354	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	6.4% - 9.6% (8.0%)
						Cumulative loss rate	11.7% - 17.5% (14.6%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 Long-term debt	$	(48,356	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	8.0% - 12.0% (10.0%)
						Cumulative loss rate	40.0% - 60.1% (50.1%)
						Loss severity	80.0% - 120.0% (100.0%)
	Litigation settlement	$	(94,000	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
						MSR growth rate	0.9% - 1.4% (1.2%)
						Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
						Peer group ROA	0.5% - 0.8% (0.7%)
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	December 31, 2013	(Dollars in thousands)
	Assets
	Second mortgage loans	$	64,685		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
						Prepay rate - 12 month historical average	10.5% - 15.7% (13.1%)
						CDR rate - 12 month historical average	2.2% - 3.2% (2.7%)
	FSTAR 2005-1 HELOC loans	$	78,009		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 HELOC loans	$	77,003		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	39.9% - 59.8% (49.9%) 80.0% - 120.0% (100.0%)
						Loss severity
	Mortgage servicing rights	$	284,678		Discounted cash flows	Origination adjusted spread	5.9% - 8.9% (7.7%)
						Constant prepayment rate	9.7% - 14.0% (11.9%)
						Weighted average cost to service per loan	59.1% - 88.6% (73.8%)
	Rate lock commitments	$	10,329		Consensus pricing	Origination pull-through rate	65.9% - 98.8% (82.3%)
	Liabilities
	FSTAR 2005-1 Long-term debt	$	(55,172	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 Long-term debt	$	(50,641	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	39.9% - 59.9% (49.9%) 80.0% - 120.0% (100.0%)
						Loss severity
	Litigation settlement	$	(93,000	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
						MSR growth rate	0.9% - 1.4% (1.2%)
						Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
						Peer group ROA	0.5% - 0.8% (0.7%)
Fair Value Measurements, Nonrecurring	'
	Assets Measured at Fair Value on a Non-recurring Basis
			Level 3
			(Dollars in thousands)
	March 31, 2014
	Impaired loans held-for-investment (1)
	Residential first mortgage loans		$	50,585
	Commercial real estate loans		1,500
	Repossessed assets (2)		31,076
	Totals		$	83,161
	December 31, 2013
	Impaired loans held-for-investment (1)
	Residential first mortgage loans		$	68,252
	Commercial real estate loans		1,500
	Repossessed assets (2)		36,636
	Totals		$	106,388
	-1	The Company recorded $9.9 million and $37.5 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively.
	-2	The Company recorded $0.5 million and $0.8 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $0.8 million and $4.4 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Valuation Techniques	'
	The following tables present the quantitative information about non-recurring Level 3 fair value financial instruments and the fair value measurements as of March 31, 2014 and December 31, 2013.
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	March 31, 2014	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential first mortgage loans	$	50,585		Fair value of collateral	Loss severity discount	0% - 100% (46.2%)
	Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
	Repossessed assets	$	31,076		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	December 31, 2013	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential first mortgage loans	$	68,252		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
	Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
	Repossessed assets	$	36,636		Fair value of collateral	Loss severity discount	0% - 100% (45.3%)
Fair Value, by Balance Sheet Grouping	'
	The following table presents the carrying amount and estimated fair value of certain financial instruments that are carried either at fair value or cost.
		March 31, 2014
						Estimated Fair Value
		Carrying				Total				Level 1				Level 2				Level 3
		Value
		(Dollars in thousands)
	Financial Instruments
	Assets
	Cash and cash equivalents	$	56,968			$	56,968			$	56,968			$	—			$	—
	Investment securities available-for-sale	1,207,430				1,207,430				1,195,066				12,364				—
	Loans held-for-sale	1,673,763				1,676,432				—				1,676,432				—
	Loans repurchased with government guarantees	1,266,702				1,229,970				—				1,229,970				—
	Loans held-for-investment, net	3,712,871				3,616,402				—				21,719				3,594,683
	Repossessed assets	31,076				31,076				—				—				31,076
	Federal Home Loan Bank stock	209,737				209,737				209,737				—				—
	Mortgage servicing rights	320,231				320,231				—				—				320,231
	Customer initiated derivative interest rate swaps	2,386				2,386				—				2,386				—
	Liabilities
	Retail deposits
	Demand deposits and savings accounts	(4,027,068		)		(3,883,336		)		—				(3,883,336		)		—
	Certificates of deposit	(959,241		)		(966,493		)		—				(966,493		)		—
	Government deposits	(731,192		)		(724,124		)		—				(724,124		)		—
	Wholesale deposits	(275		)		(235		)		—				(235		)		—
	Company controlled deposits	(592,525		)		(586,501		)		—				(586,501		)		—
	Federal Home Loan Bank advances	(1,125,000		)		(1,124,931		)		(1,124,931		)		—				—
	Long-term debt	(349,145		)		(195,188		)		—				(93,478		)		(101,710		)
	Warrant liabilities	(11,577		)		(11,577		)		—				(11,577		)		—
	Litigation settlement	(94,000		)		(94,000		)		—				—				(94,000		)
	Customer initiated derivative interest rate swaps	(2,386		)		(2,386		)		—				(2,386		)		—
	Derivative Financial Instruments
	Forward agency and loan sales	3,298				3,298				—				3,298				—
	Rate lock commitments	21,276				21,276				—				—				21,276
	U.S. Treasury and agency futures/forwards	2,398				2,398				2,398				—				—
		31-Dec-13
						Estimated Fair Value
		Carrying				Total				Level 1				Level 2				Level 3
		Value
		(Dollars in thousands)
	Financial Instruments
	Assets
	Cash and cash equivalents	$	280,505			$	280,505			$	280,505			$	—			$	—
	Investment securities available-for-sale	1,045,548				1,045,548				1,028,248				17,300				—
	Loans held-for-sale	1,480,418				1,469,820				—				1,469,820				—
	Loans repurchased with government guarantees	1,273,690				1,212,799				—				1,212,799				—
	Loans held-for-investment, net	3,848,756				3,653,292				—				18,625				3,634,667
	Repossessed assets	36,636				36,636				—				—				36,636
	Federal Home Loan Bank stock	209,737				209,737				209,737				—				—
	Mortgage servicing rights	284,678				284,678				—				—				284,678
	Customer initiated derivative interest rate swaps	1,797				1,797				—				1,797				—
	Liabilities
	Retail deposits
	Demand deposits and savings accounts	(3,919,937		)		(3,778,890		)		—				(3,778,890		)		—
	Certificates of deposit	(1,026,129		)		(1,034,599		)		—				(1,034,599		)		—
	Government accounts	(602,398		)		(596,778		)		—				(596,778		)		—
	Wholesale deposits	(8,717		)		(8,716		)		—				(8,716		)		—
	Company controlled deposits	(583,145		)		(577,662		)		—				(577,662		)		—
	Federal Home Loan Bank advances	(988,000		)		(988,102		)		(988,102		)		—				—
	Long-term debt	(353,248		)		(202,887		)		—				(97,074		)		(105,813		)
	Warrant liabilities	(10,802		)		(10,802		)		—				(10,802		)		—
	Litigation settlement	(93,000		)		(93,000		)		—				—				(93,000		)
	Customer initiated derivative interest rate swaps	(1,797		)		(1,797		)		—				(1,797		)		—
	Derivative Financial Instruments
	Forward agency and loan sales	19,847				19,847				—				19,847				—
Rate lock commitments	10,329				10,329				—				—				10,329
U.S. Treasury and agency futures/forwards	(444		)		(444		)		(444		)		—				—
Fair Value, Option, Quantitative Disclosures	'
	The following table reflects the difference between the aggregate fair value and aggregate remaining contractual principal balance outstanding as of March 31, 2014 and December 31, 2013 for assets and liabilities for which the fair value option has been elected.
			March 31, 2014										December 31, 2013
			(Dollars in thousands)
			Unpaid Principal Balance			Fair Value			Fair Value Over / (Under) Unpaid Principal Balance			Unpaid Principal Balance				Fair Value			Fair Value Over / (Under) Unpaid Principal Balance
	Assets
		Nonaccrual loans
		Loans held-for-sale	$	—		$	—		$	—			$	—		$	—		$	—
	Loans held-for-investment		9,769			3,748			(6,021		)		10,764			4,014			(6,750		)
	Total non-accrual loans		$	9,769		$	3,748		(6,021		)		$	10,764		$	4,014		$	(6,750	)
	Other performing loans
	Loans held-for-sale		$	1,321,719		$	1,372,978		$	51,259			$	1,109,517		$	1,140,507		$	30,990
	Loans held-for-investment		252,840			230,106			(22,734		)		257,665			234,308			(23,357		)
	Total other performing loans		$	1,574,559		$	1,603,084		$	28,525			$	1,367,182		$	1,374,815		$	7,633
	Total loans
	Loans held-for-sale		$	1,321,719		$	1,372,978		$	51,259			$	1,109,517		$	1,140,507		$	30,990
	Loans held-for-investment		262,609			233,854			(28,755		)		268,429			238,322			(30,107		)
	Total loans		$	1,584,328		$	1,606,832		$	22,504			$	1,377,946		$	1,378,829		$	883
	Liabilities
	Long-term debt		$	(111,077	)	$	(101,710	)	$	(9,367	)		$	(116,504	)	$	(105,813	)	$	(10,691	)
	Litigation settlement		N/A (1)			(94,000		)	N/A (1)				N/A (1)			(93,000		)	N/A (1)
	-1	Remaining principal outstanding is not applicable to the litigation settlement because it does not obligate the Company to return a stated amount of principal at maturity, but instead return an amount based upon performance on the underlying terms in the Agreement.

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Schedule of Trading and Available-for-sale Securities	'
	As of March 31, 2014 and December 31, 2013, investment securities were comprised of the following.
			Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gains				Losses
			(Dollars in thousands)
	March 31, 2014
	Available-for-sale securities
	U.S. government sponsored agencies		$	1,198,397		$	2,790			$	(6,121	)		$	1,195,066
	Municipal obligations		12,364			—				—				12,364
	Total available-for-sale securities		$	1,210,761		$	2,790			$	(6,121	)		$	1,207,430
	December 31, 2013
	Available-for-sale securities
	U.S. government sponsored agencies		$	1,037,289		$	1,546			$	(10,587	)		$	1,028,248
	Municipal obligations		17,300			—				—				17,300
	Total available-for-sale securities		$	1,054,589		$	1,546			$	(10,587	)		$	1,045,548
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	'
	The following table summarizes by duration the unrealized loss positions on investment securities available-for-sale.
		Unrealized Loss Position with										Unrealized Loss Position with
		Duration 12 Months and Over										Duration Under 12 Months
		Fair Value			Number of			Unrealized				Fair				Number of	Unrealized
					Securities			Loss				Value				Securities	Loss
	Type of Security	(Dollars in thousands)
	March 31, 2014
	U.S. government sponsored agencies	$	—		—			$	—			$	828,973			66	$	(6,121	)
	December 31, 2013
	U.S. government sponsored agencies	$	—		—			$	—			$	825,308			63	$	(10,587	)

Loans_HeldforSale_Loans_Heldfo

Loans Held-for-Sale Loans Held-for-Sale (Tables) (Residential First Mortgage [Member])	3 Months Ended
	Mar. 31, 2014
Residential First Mortgage [Member]	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Loans Held for Sale	'
	The following table sets forth the activity related to residential first mortgage loans held-for-sale.
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands)
	Balance at beginning of period	$	1,480,418		$	3,939,720
	Net loan originations	4,741,872			12,682,793
	Net loans sold, servicing retained	(4,554,735		)	(13,129,712		)
	Net loans sold, servicing released	(23,045		)	(111,777		)
	Other loan sales	(303,495		)	(859,025		)
	Loan amortization and prepayments	56,335			216,885
	Loans transferred from (to) other loan portfolios	276,413			(61,645		)
	Balance at end of period	$	1,673,763		$	2,677,239

Loans_HeldforInvestment_Tables

Loans Held-for-Investment (Tables)	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
Schedule of Loans Held-for-investment	'
	Loans held-for-investment are summarized as follows.
		March 31,				December 31,
		2014				2013
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,348,691			$	2,508,968
	Second mortgage	164,627				169,525
	Warehouse lending	408,874				423,517
	HELOC	273,454				289,880
	Other	34,875				37,468
	Total consumer loans	3,230,521				3,429,358
	Commercial loans
	Commercial real estate	512,994				408,870
	Commercial and industrial	266,176				207,187
	Commercial lease financing	10,180				10,341
	Total commercial loans	789,350				626,398
	Total loans held-for-investment	4,019,871				4,055,756
	Less allowance for loan losses	(307,000		)		(207,000		)
	Loans held-for-investment, net	$	3,712,871			$	3,848,756
Components of Net Investment in Commercial Lease Financing Receivables	'
	The following table lists the components of the net investment in financing leases.
		March 31,				December 31,
		2014				2013
		(Dollars in thousands)
	Total minimum lease payment to be received	$	10,374			$	10,613
	Estimated residual values of lease properties	530				503
	Unearned income	(704		)		(755		)
	Net deferred fees and other	(20		)		(20		)
	Net investment in commercial financing leases	$	10,180			$	10,341
Allowance for Loan Losses	'
	The allowance for loan losses by class of loan is summarized in the following tables.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial Lease			Total
		First				Mortgage				Lending							Consumer			Real Estate			and Industrial			Financing
		Mortgage
		(Dollars in thousands)
	Three Months Ended March 31, 2014
	Beginning balance allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	Charge-offs	(10,863		)		(1,068		)		—				(2,689		)	(461		)	—			—			—			(15,081		)
	Recoveries	1,116				84				—				49			320			1,115			29			47			2,760
	Provision	104,896				2,298				73				6,340			(833		)	(1,524		)	1,116			(45		)	112,321
	Ending balance allowance for loan losses	$	256,291			$	13,455			$	1,465			$	11,593		$	1,438		$	18,131		$	4,477		$	150		$	307,000
	Three Months Ended March 31, 2013
	Beginning balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94		$	305,000
	Charge-offs	(25,692		)		(1,955		)		—				(2,061		)	(699		)	(13,162		)	—			—			(43,569		)
	Recoveries	5,353				390				—				105			454			1,843			9			—			8,154
	Provision	15,185				2,047				(367		)		1,726			420			2,729			(1,315		)	(10		)	20,415
	Ending balance allowance for loan losses	$	214,076			$	20,683			$	532			$	18,118		$	2,215		$	32,720		$	1,572		$	84		$	290,000
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial			Total
		First				Mortgage				Lending							Consumer			Real Estate			and  Industrial			Lease
		Mortgage																								Financing
		(Dollars in thousands)
	March 31, 2014
	Loans held-for-investment
	Individually evaluated	$	396,038			$	26,107			$	—			$	262		$	—		$	2,212		$	—		$	—		$	424,619
	Collectively evaluated (1)	1,930,934				76,980				408,874				122,597			34,875			510,782			266,176			10,180			3,361,398
	Total loans	$	2,326,972			$	103,087			$	408,874			$	122,859		$	34,875		$	512,994		$	266,176		$	10,180		$	3,786,017
	Allowance for loan losses
	Individually evaluated	$	81,209			$	4,625			$	—			$	262		$	—		$	102		$	—		$	—		$	86,198
	Collectively evaluated (1)	175,082				8,830				1,465				11,331			1,438			18,029			4,477			150			220,802
	Total allowance for loan losses	$	256,291			$	13,455			$	1,465			$	11,593		$	1,438		$	18,131		$	4,477		$	150		$	307,000
	December 31, 2013
	Loans held-for-investment
	Individually evaluated	$	419,703			$	24,356			$	—			$	406		$	—		$	1,956		$	—		$	—		$	446,421
	Collectively evaluated (1)	2,070,640				80,484				423,517				134,462			37,468			406,914			207,187			10,341			3,371,013
	Total loans	$	2,490,343			$	104,840			$	423,517			$	134,868		$	37,468		$	408,870		$	207,187		$	10,341		$	3,817,434
	Allowance for loan losses
	Individually evaluated	$	81,765			$	4,566			$	—			$	405		$	—		$	—		$	—		$	—		$	86,736
	Collectively evaluated (1)	79,377				7,575				1,392				7,488			2,412			18,540			3,332			148			120,264
	Total allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	-1	Excludes loans carried under the fair value option.
Past Due Loans	'
		30-59 Days				60-89 Days				90 Days or				Total			Current			Total
		Past Due				Past Due				Greater Past				Past Due						Investment
										Due										Loans
		(Dollars in thousands)
	March 31, 2014
	Consumer loans
	Residential first mortgage	$	44,141			$	14,409			$	101,346			$	159,896		$	2,188,795		$	2,348,691
	Second mortgage	1,128				378				2,805				4,311			160,316			164,627
	Warehouse lending	—				—				—				—			408,874			408,874
	HELOC	3,722				576				4,668				8,966			264,488			273,454
	Other	310				134				164				608			34,267			34,875
	Total consumer loans	49,301				15,497				108,983				173,781			3,056,740			3,230,521
	Commercial loans
	Commercial real estate	2,130				—				1,766				3,896			509,098			512,994
	Commercial and industrial	—				—				—				—			266,176			266,176
	Commercial lease financing	—				—				—				—			10,180			10,180
	Total commercial loans	2,130				—				1,766				3,896			785,454			789,350
	Total loans (1)	$	51,431			$	15,497			$	110,749			$	177,677		$	3,842,194		$	4,019,871
	December 31, 2013
	Consumer loans
	Residential first mortgage	$	36,526			$	19,096			$	134,340			$	189,962		$	2,319,006		$	2,508,968
	Second mortgage	1,997				271				2,820				5,088			164,437			169,525
	Warehouse lending	—				—				—				—			423,517			423,517
	HELOC	2,197				1,238				6,826				10,261			279,619			289,880
	Other	293				127				199				619			36,849			37,468
	Total consumer loans	41,013				20,732				144,185				205,930			3,223,428			3,429,358
	Commercial loans
	Commercial real estate	—				—				1,500				1,500			407,370			408,870
	Commercial and industrial	—				—				—				—			207,187			207,187
	Commercial lease financing	—				—				—				—			10,341			10,341
	Total commercial loans	—				—				1,500				1,500			624,898			626,398
	Total loans (1)	$	41,013			$	20,732			$	145,685			$	207,430		$	3,848,326		$	4,055,756
	-1	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.
Troubled Debt Restructurings	'
	The following table provides a summary of TDRs outstanding by type and performing status.
		TDRs
		Performing				Nonperforming				Total
	31-Mar-14	(Dollars in thousands)
	Consumer loans (1)
	Residential first mortgage	$	322,037			$	22,470			$	344,507
	Second mortgage	32,197				1,484				33,681
	HELOC	20,043				2,408				22,451
	Total consumer loans	374,277				26,362				400,639
	Commercial loans (2)
	Commercial real estate	446				—				446
	Total TDRs (3)	$	374,723			$	26,362			$	401,085
	31-Dec-13
	Consumer loans (1)
	Residential first mortgage	$	332,285			$	42,633			$	374,918
	Second mortgage	30,352				1,631				31,983
	Other consumer	19,892				2,445				22,337
	Total consumer loans	382,529				46,709				429,238
	Commercial loans (2)
	Commercial real estate	456				—				456
	Total TDRs (3)	$	382,985			$	46,709			$	429,694
	-1	The allowance for loan losses on consumer TDR loans totaled $84.7 million and $82.3 million at March 31, 2014 and December 31, 2013, respectively.
	-2	The allowance for loan losses on commercial TDR loans was zero at both March 31, 2014 and December 31, 2013, respectively.
	-3	Includes $31.5 million and $8.9 million of TDR loans accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.
	The following table presents the three months ended March 31, 2014 and 2013 number of accounts, pre-modification unpaid principal balance (net of write downs), and post-modification unpaid principal balance (net of write downs) that were new modified TDRs during the three months ended March 31, 2014 and 2013. In addition, the table presents the number of accounts and unpaid principal balance (net of write downs) of loans that have subsequently defaulted during the three months ended March 31, 2014 and 2013 that had been modified in a TDR during the 12 months preceding each period. All TDR classes within consumer and commercial loan portfolios are considered subsequently defaulted when greater than 90 days past due.
		Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	Three Months Ended March 31, 2014				(Dollars in thousands)
	Residential first mortgages	25			$	7,044			$	6,671			$	632
	Second mortgages	94			3,002				2,883				(19		)
	HELOC (2)	9			414				320				—
	Total TDR loans	128			$	10,460			$	9,874			$	613
	TDRs that subsequently defaulted in previous 12 months (3)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
									(Dollars in thousands)
	Residential first mortgages	1							$	169			$	—
	Second mortgages	3							5				—
	HELOC (2)	5							24				—
	Total TDR loans	9							$	198			$	—
		Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	Three Months Ended March 31, 2013				(Dollars in thousands)
	Residential first mortgages	156			$	46,144			$	39,677			$	331
	Second mortgages	120			3,928				3,752				176
	HELOC	3			45				—				(1		)
	Total TDR loans	279			$	50,117			$	43,429			$	506
	TDRs that subsequently defaulted in previous 12 months (3)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
									(Dollars in thousands)
	Residential first mortgages	14							$	3,681			$	1,015
	Second mortgages	3							169				193
	Total TDR loans	17							$	3,850			$	1,208
	-1	Post-modification balances include past due amounts that are capitalized at modification date.
	-2	HELOC post-modification unpaid principal balance reflects write downs.
	-3	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
Impaired Loans	'
	The following table presents impaired loans with no related allowance and with an allowance recorded.
		March 31, 2014												December 31, 2013
		Recorded				Unpaid				Related				Recorded			Unpaid			Related
		Investment				Principal				Allowance				Investment			Principal			Allowance
						Balance											Balance
		(Dollars in thousands)
	With no related allowance recorded
	Consumer loans
	Residential first mortgage loans	$	54,290			$	83,132			$	—			$	78,421		$	130,520		$	—
	Second mortgage	—				3,670				—				1			3,592			—
	HELOC	—				1,289				—				1			1,544			—
	Commercial loans
	Commercial real estate	1,946				6,418				—				1,956			6,427			—
		$	56,236			$	94,509			$	—			$	80,379		$	142,083		$	—
	With an allowance recorded
	Consumer loans
	Residential first mortgage	$	341,748			$	360,244			$	81,209			$	341,283		$	345,293		$	81,764
	Second mortgage	26,107				26,166				4,625				24,355			24,355			4,566
	HELOC	262				459				262				405			405			405
	Commercial loans
	Commercial real estate	266				266				102				—			—			—
		$	368,383			$	387,135			$	86,198			$	366,043		$	370,053		$	86,735
	Total
	Consumer loans
	Residential first mortgage	$	396,038			$	443,376			$	81,209			$	419,704		$	475,813		$	81,764
	Second mortgage	26,107				29,836				4,625				24,356			27,947			4,566
	HELOC	262				1,748				262				406			1,949			405
	Commercial loans
	Commercial real estate	2,212				6,684				102				1,956			6,427			—
	Total impaired loans	$	424,619			$	481,644			$	86,198			$	446,422		$	512,136		$	86,735
Loan Credit Quality Indicators	'
	Commercial Credit Exposure	31-Mar-14
		Commercial Real Estate				Commercial and				Commercial Lease				Total
						Industrial				Financing				Commercial
		(Dollars in thousands)
	Grade
	Pass	$	398,931			$	235,704			$	10,180			$	644,815
	Watch	69,641				21,085				—				90,726
	Special mention	4,523				8,877				—				13,400
	Substandard	39,899				510				—				40,409
	Total loans	$	512,994			$	266,176			$	10,180			$	789,350
	Consumer Credit Exposure	31-Mar-14
		Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
		Mortgage				Mortgage														Consumer
		(Dollars in thousands)
	Grade
	Pass	$	1,915,979			$	129,434			$	332,819			$	248,252		$	34,577		$	2,661,061
	Watch	331,366				32,388				51,418				20,534			134			435,840
	Special Mention	—				—				24,637				—			—			24,637
	Substandard	101,346				2,805				—				4,668			164			108,983
	Total loans	$	2,348,691			$	164,627			$	408,874			$	273,454		$	34,875		$	3,230,521
	Commercial Credit Exposure	31-Dec-13
		Commercial  Real				Commercial and				Commercial Lease Financing				Total
		Estate				Industrial								Commercial
		(Dollars in thousands)
	Grade
	Pass	$	296,983			$	192,013			$	10,341			$	499,337
	Watch	26,041				5,534				—				31,575
	Special mention	3,802				9,097				—				12,899
	Substandard	82,044				543				—				82,587
	Total loans	$	408,870			$	207,187			$	10,341			$	626,398
	Consumer Credit Exposure	31-Dec-13
		Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
		Mortgage				Mortgage														Consumer
		(Dollars in thousands)
	Grade
	Pass	$	2,031,536			$	136,224			$	243,017			$	262,138		$	37,142		$	2,710,057
	Watch	343,092				30,482				157,500				20,916			127			552,117
	Special mention	—				—				23,000				—			—			23,000
	Substandard	134,340				2,819				—				6,826			199			144,184
	Total loans	$	2,508,968			$	169,525			$	423,517			$	289,880		$	37,468		$	3,429,358

PrivateLabel_Securitization_an1

Private-Label Securitization and Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2014
Variable Interest Entity, Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Summary of Classifications of Consolidated VIEs	'
	The following table provides a summary of the classifications of consolidated VIE assets and liabilities included in the Consolidated Financial Statements.
		2005-1			2006-2			Total
	March 31, 2014	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	1,761		$	—		$	1,761
	Loans held-for-investment	75,998			74,597			150,595
	Liabilities
	Long-term debt	$	53,354		$	48,356		$	101,710
	Other liabilities	136			—			136
		2005-1			2006-2			Total
	December 31, 2013	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	1,129		$	—		$	1,129
	Loans held-for-investment	78,009			77,003			155,012
	Liabilities
	Long-term debt	$	55,172		$	50,641		$	105,813
	Other liabilities	136			—			136
Variable Interest Entity, Not Primary Beneficiary [Member]	'
Variable Interest Entity [Line Items]	'
Summary of Classifications of Consolidated VIEs	'
	The following table provides a summary of the unconsolidated VIE (the FSTAR 2007-1 mortgage securitization trust) with which the Company has a significant continuing involvement, but is not the primary beneficiary. The following table sets forth certain characteristics of each of the fixed rate second mortgage underlying the FSTAR 2007-1 mortgage securitization trust at its inception and the current characteristics as of and for the three months ended March 31, 2014.
		2007-1 at			2007-1
		Inception			Current Levels
		(Dollars in thousands)
	FSTAR 2007-1 mortgage securitization trust
	Number of loans	12,416			4,084
	Aggregate principal balance	$	622,100		$	162,915
	Average principal balance	$	50		$	40
	Weighted average fully indexed interest rate	8.22		%	7.09		%
	Weighted average original term	194 months			195 months
	Weighted average remaining term	185 months			103 months
	Weighted average original credit score	726			712

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	3 Months Ended
	Mar. 31, 2014
Transfers and Servicing [Abstract]	'
Schedule of Unpaid Principal Balance and Number of Residential Loans Serviced for Others	'
	The following table presents the unpaid principal balance of residential loans serviced for other and the number of accounts associated with those loans.
		March 31, 2014							December 31, 2013
		Amount				Number of accounts			Amount		Number of accounts
	Residential mortgage servicing
	Serviced for others	$	28,998,897			146,339			$	25,743,396	131,413
	Subserviced for others (1)	39,554,373				195,448			40,431,867		198,256
	Total residential loans serviced for others (1)	$	68,553,270			341,787			$	66,175,263	329,669
	-1	Does not include temporary short-term subservicing performed as a result of some sales of servicing.
Schedule of Servicing Assets at Fair Value	'
		Three Months Ended March 31,
		2014				2013
		(Dollars in thousands)
	Balance at beginning of period	$	284,678			$	710,791
	Additions from loans sold with servicing retained	51,043				126,494
	Reductions from bulk sales (1)	(5,898		)		(94,437		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(4,909		)		(37,481		)
	All other changes in valuation inputs or assumptions (4)	(4,683		)		21,840
	Fair value of MSRs at end of period	$	320,231			$	727,207
	Unpaid principal balance of residential mortgage loans serviced for others (period end)	$	28,998,897			$	73,993,296
	Unpaid principal balance of residential mortgage loans subserviced for others (period end)	$	39,554,373			$	—
	-1	Includes flow sales related to underlying serviced loans totaling $470.2 million for the three months ended March 31, 2014, compared to bulk sales of $10.7 billion for the three months ended March 31, 2013, respectively.
	-2	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
	(3)    Represents decrease in MSR value associated with loans that were paid-off during the period.
	-4	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.
Schedule of Fair Value Assumptions, Servicing Assets Capitalized during Period	'
	The key economic assumptions used in determining the fair value of those MSRs capitalized during the three months ended March 31, 2014 and 2013 periods were as follows.
		Three Months Ended March 31,
		2014			2013
	Weighted-average life (in years)	7.8			5.4
	Weighted-average constant prepayment rate	12.2	%		15.5	%
	Weighted-average discount rate	11.8	%		7.9	%
Schedule of Fair Value Assumptions, Servicing Assets	'
	The key economic assumptions reflected in the overall fair value of the entire portfolio of MSRs were as follows.
		March 31,			December 31,
		2014			2013
	Weighted-average life (in years)	8.4			7.3
	Weighted-average constant prepayment rate	9.3	%		11.9	%
	Weighted-average discount rate	12.3	%		10.2	%
Schedule of Servicing Assets at Fair Value, Servicing Fees	'
	Contractual servicing fees. Contractual servicing and subservicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing and subservicing fees are included within loan administration income on the Consolidated Statements of Operations. Subservicing fee income is recorded for fees earned, net of third party subservicing costs, for loans subserviced.
		Three Months Ended March 31,
		2014				2013
		(Dollars in thousands)
	Residential first mortgage loans serviced for others	$	18,447			$	54,078
	Residential first mortgage loans subserviced for others	5,810				—
	Other consumer loans serviced for others	45				198
	Total	$	24,302			$	54,276

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Financial Instruments	'
	The Company had the following derivative financial instruments.
		Notional Amount		Fair Value		Expiration Dates
		(Dollars in thousands)
	March 31, 2014
	Assets (1)
	U.S. Treasury and euro dollar futures	$	3,874,900	$	2,495	2015
	Rate lock commitments	2,090,253		21,276		2015
	Forward agency and loan sales	3,192,161		3,298		2015
	Interest rate swaps	157,595		2,386		Various
	Total derivative assets	$	9,314,909	$	29,455
	Liabilities (2)
	Mortgage backed securities forwards	$	78,472	$	97	2015
	Interest rate swaps	157,595		2,386		Various
	Total derivative liabilities	$	236,067	$	2,483
	December 31, 2013
	Assets (1)
	U.S. Treasury and euro dollar futures	$	4,300,100	$	1,221	2014
	Rate lock commitments	1,857,775		10,329		2014
	Forward agency and loan sales	2,819,896		19,847		2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative assets	$	9,080,219	$	33,194
	Liabilities (2)
	Mortgage backed securities forwards	$	95,000	$	1,665	2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative liabilities	$	197,448	$	3,462
	-1	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
	-2	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.
Offsetting of Derivatives	'
	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		March 31, 2014
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments		Cash Collateral			Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	7,327	$	220	$	7,107	$	—	$	4,612		$	2,495
	Mortgage backed securities forwards	6		6		—		—		—			—
	Rate lock commitments	21,772		496		21,276		—		—			21,276
	Forward agency and loan sales	6,226		2,928		3,298		—		—			3,298
	Interest rate swaps	3,604		—		3,604		—		1,218			2,386
	Total derivative assets	$	38,935	$	3,650	$	35,285	$	—	$	5,830		$	29,455
	Liabilities
	U.S. Treasury and euro dollar futures	$	220	$	220	$	—	$	—	$	—		$	—
	Mortgage backed securities forwards	14,587		6		14,581		24		14,460			97
	Rate lock commitments	496		496		—		—		—			—
	Forward agency and loan sales	2,928		2,928		—		—		—			—
	Interest rate swaps	2,386		—		2,386		—		—			2,386
	Total derivative liabilities	$	20,617	$	3,650	$	16,967	$	24	$	14,460		$	2,483
		December 31, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments		Cash Collateral			Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	7,074	$	1,701	$	5,373	$	—	$	4,152		$	1,221
	Rate lock commitments	14,510		4,181		10,329		—		—			10,329
	Forward agency and loan sales	20,326		479		19,847		—		—			19,847
	Interest rate swaps	3,045		—		3,045		—		1,248			1,797
	Total derivative assets	$	44,955	$	6,361	$	38,594	$	—	$	5,400		$	33,194
	Liabilities
	U.S. Treasury and euro dollar futures	$	1,701	$	1,701	$	—	$	—	$	—		$	—
	Mortgage backed securities forwards	13,837		—		13,837		—		(12,172		)	1,665
	Rate lock commitments	4,181		4,181		—		—		—			—
	Forward agency and loan sales	479		479		—		—		—			—
	Interest rate swaps	1,797		—		1,797		—		—			1,797
	Total derivative liabilities	$	21,995	$	6,361	$	15,634	$	—	$	(12,172	)	$	3,462

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	3 Months Ended
	Mar. 31, 2014
Advances from Federal Home Loan Banks [Abstract]	'
Schedule of FHLB Advances, by Interest Rate Type	'
	The following is a breakdown of the advances outstanding.
		March 31, 2014						December 31, 2013
		Amount			Rate			Amount		Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	—		—	%		$	216,000	0.5	%
	Fixed rate putable advances	1,125,000			0.22	%		772,000		0.3	%
	Total	$	1,125,000		0.22	%		$	988,000	0.34	%
Schedule of FHLB Advances, Disclosures	'
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands)
	Maximum outstanding at any month end	$	1,125,000		$	2,900,000
	Average outstanding balance	885,870			3,105,556
	Average remaining borrowing capacity	1,802,000			1,148,000
	Weighted-average interest rate	0.24		%	3.16		%

LongTerm_Debt_Tables

Long-Term Debt (Tables)	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Schedule of Long-term Debt Instruments	'
	The following table presents the outstanding balance on each junior subordinated note and related interest rates of the long-term debt as of the dates indicated.
		March 31, 2014				December 31, 2013
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR (1)
	Plus 3.25%, matures 2032	$	25,774	3.49	%	$	25,774	3.5	%
	Plus 3.25%, matures 2033	25,774		3.49	%	25,774		3.49	%
	Plus 3.25%, matures 2033	25,780		3.48	%	25,780		3.5	%
	Plus 2.00%, matures 2035	25,774		2.24	%	25,774		2.24	%
	Plus 2.00%, matures 2035	25,774		2.24	%	25,774		2.24	%
	Plus 1.75%, matures 2035	51,547		1.98	%	51,547		2	%
	Plus 1.50%, matures 2035	25,774		1.74	%	25,774		1.74	%
	Plus 1.45%, matures 2037	25,774		1.68	%	25,774		1.69	%
	Plus 2.50%, matures 2037	15,464		2.73	%	15,464		2.74	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	53,354				55,172
	Plus 0.16% (3), matures 2019	48,356				50,641
	Total long-term debt	$	349,145			$	353,248
	-1	The securities are currently callable by the Company.
	-2	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 0.16 percent.
	-3	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 0.16 percent.

Representation_and_Warranty_Re1

Representation and Warranty Reserve (Tables)	3 Months Ended
	Mar. 31, 2014
Representation and Warranty Reserve Disclosures [Abstract]	'
Schedule of Representation and Warranty Reserve Activity	'
	The following table shows the activity in the representation and warranty reserve.
			Three Months Ended March 31,
			2014			2013
			(Dollars in thousands)
	Balance, beginning of period,		$	54,000		$	193,000
	Provision
		Charged to gain on sale for current loan sales	1,229			5,818
		Charged to representation and warranty reserve - change in estimate	(1,672		)	17,395
		Total	(443		)	23,213
	Charge-offs, net		(5,557		)	(31,213		)
	Balance, end of period		$	48,000		$	185,000

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	3 Months Ended
	Mar. 31, 2014
Stockholders' Equity Note [Abstract]	'
Schedule of Stock by Class	'
	Preferred stock with a par value of $0.01 and a liquidation value of $1,000 and additional paid in capital attributable to preferred stock at March 31, 2014 is summarized as follows.
		Rate			Earliest		Shares	Preferred			Additional
					Redemption Date		Outstanding	Shares			Paid in
											Capital
		(Dollars in thousands)
	Series C Preferred Stock	9	%		January 31, 2012		266,657	$	3		$	266,654
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	The following table sets forth the components in accumulated other comprehensive income (loss) for each type of available-for-sale security.
		Pre-tax Amount				Income Tax (Expense) Benefit		After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive loss
	31-Mar-14
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(3,397	)		$	2,200	$	(1,197	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(3,397	)		$	2,200	$	(1,197	)
	31-Dec-13
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(9,042	)		$	4,211	$	(4,831	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(9,042	)		$	4,211	$	(4,831	)

Loss_Earnings_Per_Share_Tables

(Loss) Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Schedule of Earnings Per Share, Basic and Diluted	'
	The following table sets forth the computation of basic and diluted (loss) earnings per share of Common Stock.
		Three Months Ended March 31,
		2014			2013
		(Dollars in thousands, except per share data)
	Net (loss) income	$	(78,423	)	$	23,607
	Less: preferred stock dividend/accretion	(483		)	(1,438		)
	Net (loss) income from continuing operations	(78,906		)	22,169
	Deferred cumulative preferred stock dividends	(5,692		)	(3,525		)
	Net (loss) income applicable to Common Stock	$	(84,598	)	$	18,644
	Weighted average shares
	Weighted average common shares outstanding	56,194			55,974
	Effect of dilutive securities
	Warrants	—			252
	Stock-based awards	—			189
	Weighted average diluted common shares	56,194			56,415
	(Loss) Earnings per common share
	Net (loss) income applicable to Common Stock	$	(1.51	)	$	0.33
	Effect of dilutive securities
	Warrants	—			—
	Stock-based awards	—			—
	Diluted (loss) earnings per share	$	(1.51	)	$	0.33

Regulatory_Matters_Tables

Regulatory Matters (Tables)	3 Months Ended
	Mar. 31, 2014
Regulated Operations [Abstract]	'
Schedule of Regulatory Capital Ratios	'
	The following table shows the regulatory capital ratios as of the dates indicated. These ratios are applicable to the Bank only.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	31-Mar-14
	Tangible capital (to tangible assets)	$	1,139,810	12.44	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,139,810		12.44	%	$	366,437	4	%	$	458,046	5	%
	Tier 1 capital (to risk weighted assets)	1,139,810		23.62	%	193,041		4	%	289,561		6	%
	Total capital (to risk weighted assets)	1,203,098		24.93	%	386,082		8	%	482,602		10	%
	31-Dec-13
	Tangible capital (to tangible assets)	$	1,257,608	13.97	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,257,608		13.97	%	$	360,196	4	%	$	450,245	5	%
	Tier 1 capital (to risk weighted assets)	1,257,608		26.82	%	187,542		4	%	281,313		6	%
	Total capital (to risk weighted assets)	1,317,964		28.11	%	375,084		8	%	468,855		10	%
	N/A - Not applicable.

Legal_Proceedings_Contingencie1

Legal Proceedings, Contingencies and Commitments (Tables)	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Summary of Contractual Amount of Significant Commitments	'
	A summary of the contractual amount of significant commitments is as follows.
		March 31, 2014		December 31, 2013
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	2,090,253	$	1,857,775
	HELOC trust commitments	74,165		67,060
	Other consumer commitments	7,488		7,430
	Standby and commercial letters of credit	6,398		7,982
	Other commercial commitments	360,422		296,713

Segment_Information_Tables

Segment Information (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Schedule of Segment Reporting Information, by Segment	'
	The following table presents financial information by business segment for the periods indicated.
		Three Months Ended March 31, 2014
		Mortgage Origination			Mortgage Servicing			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income	$	12,092		$	5,446		$	34,719		$	5,944		$	58,201
	Net gain (loss) on loan sales	47,437			—			(2,095		)	—			45,342
	Representation and warranty reserve - change in estimate	—			1,672			—			—			1,672
	Other noninterest income (loss)	11,978			13,140			(13,548		)	16,369			27,939
	Total net interest income and noninterest income	71,507			20,258			19,076			22,313			133,154
	Provision for loan losses	—			—			(112,321		)	—			(112,321		)
	Asset resolution	(17		)	(10,798		)	(693		)	—			(11,508		)
	Depreciation and amortization expense	(244		)	(1,573		)	(1,053		)	(2,890		)	(5,760		)
	Other noninterest expense	(53,490		)	(22,861		)	(42,113		)	(3,520		)	(121,984		)
	Total noninterest expense	(53,751		)	(35,232		)	(156,180		)	(6,410		)	(251,573		)
	Income (loss) before federal income taxes	17,756			(14,974		)	(137,104		)	15,903			(118,419		)
	Benefit for federal income taxes	—			—			—			39,996			39,996
	Net income (loss)	$	17,756		$	(14,974	)	$	(137,104	)	$	55,899		$	(78,423	)
	Average balances
	Loans held-for-sale	$	1,219,183		$	—		$	77,935		$	—		$	1,297,118
	Loans repurchased with government guarantees	—			1,269,781			—			—			1,269,781
	Loans held-for-investment	215			—			3,863,895			—			3,864,110
	Total assets	1,363,467			1,414,762			3,927,294			2,602,305			9,307,828
	Interest-bearing deposits	—			—			5,230,154			—			5,230,154
		Three Months Ended March 31, 2013
		Mortgage Origination			Mortgage Servicing			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	21,657		$	12,027		$	43,151		$	(21,166	)	$	55,669
	Net gain (loss) on loan sales	143,207			(5,817		)	150			—			137,540
	Representation and warranty reserve - change in estimate	—			(17,395		)	—			—			(17,395		)
	Other noninterest income	30,522			15,950			9,848			8,478			64,798
	Total net interest income (loss) and noninterest income	195,386			4,765			53,149			(12,688		)	240,612
	Provision for loan losses	—			—			(20,415		)	—			(20,415		)
	Asset resolution	(60		)	(19,064		)	2,679			—			(16,445		)
	Depreciation and amortization expense	(137		)	(1,556		)	(940		)	(2,771		)	(5,404		)
	Other noninterest expense	(104,039		)	(9,726		)	(54,313		)	(6,663		)	(174,741		)
	Total noninterest expense	(104,236		)	(30,346		)	(72,989		)	(9,434		)	(217,005		)
	Income (loss) before federal income taxes	91,150			(25,581		)	(19,840		)	(22,122		)	23,607
	Provision for federal income taxes	—			—			—			—			—
	Net income (loss)	$	91,150		$	(25,581	)	$	(19,840	)	$	(22,122	)	$	23,607
	Average balances
	Loans held-for-sale	$	2,993,998		$	—		$	622,197		$	—		$	3,616,195
	Loans repurchased with government guarantees	—			1,774,235			—			—			1,774,235
	Loans held-for-investment	82			—			4,827,542			7,065			4,834,689
	Total assets	3,081,173			2,070,051			5,439,939			3,101,408			13,692,571
	Interest-bearing deposits	—			—			6,915,974			69,679			6,985,653

Nature_of_Business_Details

Nature of Business (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
	segments
Branch Information [Line Items]	'	'	'
Assets	$9,611,353	$9,407,301	$13,692,571
Number of operating segments	4	'	'
Home loan center [Member]	'	'	'
Branch Information [Line Items]	'	'	'
Number of centers/offices	33	'	'
Number of states in which home loan centers operated	18	'	'
Banking center [Member] | Michigan [Member]	'	'	'
Branch Information [Line Items]	'	'	'
Number of centers/offices	106	'	'

Basis_of_Presentation_Accounti2

Basis of Presentation, Accounting Policies and Recent Developments Organizational Restructuring (Details)	3 Months Ended	9 Months Ended
	Mar. 31, 2014	Mar. 31, 2014
	full-time_position	full-time_position
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'	'
Reduction in number of full-time equivalents	350	600

Basis_of_Presentation_Accounti3

Basis of Presentation, Accounting Policies and Recent Developments Sale of Mortgage Servicing Rights (Details) (USD $)	0 Months Ended
In Billions, unless otherwise specified	Dec. 18, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Mortgage servicing rights, unpaid principal sold	$40.70

Fair_Value_Measurements_Litiga

Fair Value Measurements (Litigation Settlement) (Details) (USD $)	0 Months Ended	1 Months Ended		3 Months Ended	12 Months Ended	0 Months Ended		1 Months Ended	0 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Feb. 24, 2012	Feb. 29, 2012	Feb. 29, 2012	Mar. 31, 2014	Dec. 31, 2013	Apr. 03, 2012	Feb. 24, 2012	Feb. 29, 2012	Feb. 24, 2012	Feb. 29, 2012
			DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	Initial payment [Member]	Initial payment [Member]	Initial payment [Member]	Additional payments [Member]	Additional payments [Member]
						DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]
Loss Contingency, Settlement [Abstract]	'	'	'	'	'	'	'	'	'	'
Litigation settlement payment amount	'	'	$133	'	'	$15	$15	$15	$118	$118
DOJ litigation settlement liability	'	'	'	($94)	'	'	'	'	'	'
Maximum number of days payment is due pursuant to DOJ settlement	'30 days	'30 days	'	'	'	'	'	'	'	'
Discount rate	'	'	'	9.50%	9.90%	'	'	'	'	'

Fair_Value_Measurements_Assets

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)

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Dec. 31, 2012

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Dec. 31, 2012

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Mar. 31, 2014

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Dec. 31, 2012

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Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

DOJ Agreement [Member]

DOJ Agreement [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Reported Value Measurement [Member]

Reported Value Measurement [Member]

First Mortgage [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

HELOC [Member]

HELOC [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

HELOC [Member]

HELOC [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

HELOC [Member]

HELOC [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

HELOC [Member]

HELOC [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Assets and Liabilities Measured at Fair Value on Recurring Basis [Line Items]

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Assets, Fair Value Adjustment

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$21,100,000

Fair Value, Assets and Liabilities, Transfers Between Fair Value Levels

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0

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Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value

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553,642,000

514,704,000

872,824,000

895,211,000

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320,231,000

284,678,000

727,207,000

710,791,000

320,231,000

284,678,000

6,872,000

7,103,000

'

87,356,000

[1],[2],[3]

91,117,000

[1],[2],[3]

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21,276,000

10,329,000

51,389,000

86,200,000

21,276,000

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Fair Value Inputs, Discount Rate

'

'

9.50%

9.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.60%

5.90%

7.10%

'

'

5.60%

5.60%

7.20%

7.20%

'

'

11.30%

8.90%

10.70%

'

'

8.40%

8.40%

10.80%

10.80%

'

'

9.40%

7.70%

8.90%

'

'

7.00%

7.00%

9.00%

9.00%

'

'

'

'

'

Fair Value Inputs, Prepayment Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.50%

9.70%

10.50%

'

'

6.40%

12.80%

8.00%

9.60%

'

'

10.90%

14.00%

15.70%

'

'

9.60%

19.20%

12.00%

14.40%

'

'

9.30%

11.90%

13.10%

'

'

8.00%

16.00%

10.00%

12.00%

'

'

'

'

'

Assets, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities classified as available-for-sale

1,207,430,000

1,045,548,000

'

'

1,195,066,000

1,028,248,000

12,364,000

17,300,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,195,066,000

1,028,248,000

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

12,364,000

17,300,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,195,066,000

1,028,248,000

12,364,000

17,300,000

'

'

'

'

'

'

'

'

'

'

'

'

'

64,685,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,207,430,000

1,045,548,000

'

Loans held-for-sale

1,372,978,000

[4]

1,140,507,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,372,978,000

1,140,507,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,372,978,000

1,140,507,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,673,763,000

1,480,418,000

'

Loans held-for-investment

233,854,000

238,322,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

21,719,000

18,625,000

0

0

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

61,540,000

64,685,000

'

'

'

'

150,595,000

155,012,000

'

'

'

'

'

'

'

'

'

'

'

'

21,719,000

18,625,000

61,540,000

64,685,000

'

'

'

'

150,595,000

155,012,000

'

'

'

'

'

'

'

'

78,009,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,712,871,000

3,848,756,000

'

Residential mortgage servicing rights

320,231,000

284,678,000

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

320,231,000

284,678,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

320,231,000

284,678,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

77,003,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

320,231,000

284,678,000

'

Derivative assets

'

'

'

'

'

'

'

'

2,495,000

1,221,000

2,495,000

1,221,000

0

0

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

5,684,000

21,644,000

0

0

0

0

'

'

3,298,000

19,847,000

2,386,000

1,797,000

'

'

'

'

'

'

'

'

'

'

21,276,000

10,329,000

'

'

0

0

21,276,000

10,329,000

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

29,455,000

33,194,000

2,495,000

1,221,000

21,276,000

10,329,000

'

'

3,298,000

19,847,000

2,386,000

1,797,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10,329,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Assets at fair value

1,606,832,000

1,378,829,000

'

'

'

'

'

'

1,197,561,000

1,029,469,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,412,745,000

1,198,076,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

553,642,000

514,704,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,163,948,000

2,742,249,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative liabilities

'

'

'

'

'

'

'

'

-97,000

-1,665,000

'

'

'

'

-97,000

-1,665,000

'

'

0

0

'

'

'

'

'

'

'

'

'

'

-2,386,000

-1,797,000

'

'

'

'

0

0

'

'

-2,386,000

-1,797,000

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

0

0

'

'

0

0

'

'

'

'

'

'

'

'

'

'

-2,483,000

-3,462,000

'

'

'

'

-97,000

-1,665,000

'

'

-2,386,000

-1,797,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Warrant liabilities

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11,577,000

10,802,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11,577,000

10,802,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-11,577,000

-10,802,000

'

Long-term debt, fair value

-101,710,000

-105,813,000

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

101,710,000

105,813,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

101,710,000

105,813,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-349,145,000

-353,248,000

'

Litigation settlement

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

94,000,000

93,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

94,000,000

93,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total liabilities at fair value

'

'

'

'

'

'

'

'

97,000

1,665,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13,963,000

12,599,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

195,710,000

198,813,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

209,770,000

213,077,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Probability of Default

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.20%

'

'

11.70%

11.60%

40.00%

39.90%

'

'

'

'

3.20%

'

'

17.50%

17.40%

60.10%

59.90%

'

'

'

'

2.70%

'

'

14.60%

14.50%

50.10%

49.90%

'

'

'

'

'

Fair Value Inputs, Loss Severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80.00%

80.00%

80.00%

80.00%

'

'

'

'

'

'

'

120.00%

120.00%

120.00%

120.00%

'

'

'

'

'

'

'

100.00%

100.00%

100.00%

100.00%

'

'

'

'

'

Fair Value Inputs, Weighted Average Cost to Service per Loan

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

59.00%

59.10%

'

'

'

'

'

'

'

'

'

88.50%

88.60%

'

'

'

'

'

'

'

'

'

73.80%

73.80%

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Pull-through Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65.70%

65.90%

'

'

'

'

'

'

'

'

'

98.50%

98.80%

'

'

'

'

'

'

'

'

'

82.10%

82.30%

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Asset Growth Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4.40%

4.40%

'

'

'

'

'

'

'

'

'

6.60%

6.60%

'

'

'

'

'

'

'

'

'

5.50%

5.50%

'

'

'

Fair Value Inputs, Mortgage Servicing Right Growth Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.90%

0.90%

'

'

'

'

'

'

'

'

'

1.40%

1.40%

'

'

'

'

'

'

'

'

'

1.20%

1.20%

'

'

'

Fair Value Inputs, Return on Assets Improvement Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.02%

0.02%

'

'

'

'

'

'

'

'

'

0.04%

0.04%

'

'

'

'

'

'

'

'

'

0.03%

0.03%

'

'

'

Fair Value Inputs, Peer Group Return on Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.50%

0.50%

'

'

'

'

'

'

'

'

'

0.80%

0.80%

'

'

'

'

'

'

'

'

'

0.70%

0.70%

'

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

($195,710,000)

($198,813,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

($53,354,000)

($55,172,000)

($48,356,000)

($50,641,000)

($94,000,000)

($93,000,000)

($19,100,000)

($19,100,000)

($94,000,000)

($93,000,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

($94,000,000)

($93,000,000)

'

[1]

U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.

[2]

Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income.

[3]

hanges in the unrealized gains (losses) related to financial instruments held at the end of the period.

[4]

Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Measurements Using Significant Unobservable Inputs) (Details) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Level 3 [Member]

Level 3 [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Long-term debt [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Transferor's Interest [Member]

HELOC loans [Member]

Second mortgage [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Provision for Loan, Lease, and Other Losses [Member]

Provision for Loan, Lease, and Other Losses [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Assets and Liabilities, Unobservable Input Reconciliation [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Gain (Loss) on Loans and Leases

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

($9,900,000)

($37,500,000)

Fair Value Inputs, Discount Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5.60%

5.60%

7.20%

7.20%

'

'

7.10%

7.10%

5.60%

5.60%

7.20%

7.20%

7.60%

5.90%

'

'

8.40%

8.40%

10.80%

10.80%

'

'

10.70%

10.70%

8.40%

8.40%

10.80%

10.80%

11.30%

8.90%

'

'

7.00%

7.00%

9.00%

9.00%

'

'

8.90%

8.90%

7.00%

7.00%

9.00%

9.00%

9.40%

7.70%

'

'

'

'

Investment securities available-for-sale

1,207,430,000

1,045,548,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

64,685,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Assets, Unobservable Input Reconciliation [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Balance at beginning of period

'

'

514,704,000

895,211,000

'

'

'

91,117,000

[1],[2],[3]

7,103,000

155,012,000

64,685,000

284,678,000

710,791,000

10,329,000

86,200,000

'

'

'

'

'

'

'

61,540,000

75,998,000

74,597,000

320,231,000

284,678,000

21,276,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total unrealized gains/(losses) recorded in earnings

'

'

21,040,000

-46,643,000

'

'

'

0

[1],[2],[3]

-174,000

-1,940,000

-417,000

-9,592,000

-15,641,000

32,989,000

-30,828,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total unrealized gains/(losses) recorded in OCI

'

'

0

1,227,000

'

'

'

1,227,000

[1],[2],[3]

0

0

0

0

0

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total realized gains/(losses) recorded in earnings

'

'

1,957,000

0

'

'

'

0

[1],[2],[3]

0

1,513,000

444,000

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Purchases

'

'

110,190,000

266,008,000

'

'

'

0

[1],[2],[3]

0

57,000

0

51,043,000

126,494,000

59,090,000

139,514,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Sales

'

'

-70,785,000

-213,252,000

'

'

'

0

[1],[2],[3]

0

0

0

-5,898,000

-94,437,000

-64,887,000

-118,815,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Settlements

'

'

-23,464,000

-29,727,000

'

'

'

-4,988,000

[1],[2],[3]

-57,000

-4,047,000

-3,172,000

0

0

-16,245,000

-24,682,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Balance at end of period

'

'

553,642,000

872,824,000

'

'

'

87,356,000

[1],[2],[3]

6,872,000

150,595,000

61,540,000

320,231,000

727,207,000

21,276,000

51,389,000

'

'

'

'

'

'

'

61,540,000

75,998,000

74,597,000

320,231,000

284,678,000

21,276,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Changes in unrealized held at end of period

'

'

2,548,000

20,596,000

'

'

'

0

[1],[2],[3]

-174,000

7,257,000

27,000

-4,099,000

17,540,000

-637,000

3,230,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, Unobservable Input Reconciliation [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Balance at beginning of period

'

'

-198,813,000

'

-93,000,000

-19,100,000

-105,813,000

'

'

'

'

'

'

'

'

-53,354,000

-55,172,000

-48,356,000

-50,641,000

-94,000,000

-93,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total unrealized gains/(losses) recorded in earnings

'

'

0

'

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total realized gains/(losses) recorded in earnings

'

'

-2,324,000

'

-1,000,000

0

-1,324,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total unrealized gains/(losses) recorded in OCI

'

'

0

'

0

0

0

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Purchases

'

'

0

'

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Sales

'

'

0

'

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Settlements

'

'

5,427,000

'

0

0

5,427,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfer in (out)

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Balance at end of period

'

'

-195,710,000

'

-94,000,000

-19,100,000

-101,710,000

'

'

'

'

'

'

'

'

-53,354,000

-55,172,000

-48,356,000

-50,641,000

-94,000,000

-93,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Changes in unrealized held at end of period

'

'

$1,321,000

'

$0

$0

$1,321,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Prepayment Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6.40%

12.80%

8.00%

9.60%

'

'

10.50%

8.80%

6.40%

12.80%

8.00%

9.60%

7.50%

9.70%

'

'

9.60%

19.20%

12.00%

14.40%

'

'

15.70%

13.10%

9.60%

19.20%

12.00%

14.40%

10.90%

14.00%

'

'

8.00%

16.00%

10.00%

12.00%

'

'

13.10%

11.00%

8.00%

16.00%

10.00%

12.00%

9.30%

11.90%

'

'

'

'

Fair Value Inputs, Probability of Default

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11.70%

11.60%

40.00%

39.90%

'

'

2.20%

2.20%

11.70%

11.60%

40.00%

39.90%

'

'

'

'

17.50%

17.40%

60.10%

59.90%

'

'

3.20%

3.30%

17.50%

17.40%

60.10%

59.80%

'

'

'

'

14.60%

14.50%

50.10%

49.90%

'

'

2.70%

2.70%

14.60%

14.50%

50.10%

49.90%

'

'

'

'

'

'

Fair Value Inputs, Loss Severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80.00%

80.00%

80.00%

80.00%

'

'

'

'

80.00%

80.00%

80.00%

80.00%

'

'

'

'

120.00%

120.00%

120.00%

120.00%

'

'

'

'

120.00%

120.00%

120.00%

120.00%

'

'

'

'

100.00%

100.00%

100.00%

100.00%

'

'

'

'

100.00%

100.00%

100.00%

100.00%

'

'

'

'

'

'

Fair Value Inputs, Weighted Average Cost to Service per Loan

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

59.00%

59.10%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

88.50%

88.60%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

73.80%

73.80%

'

'

'

'

Fair Value Inputs, Pull-through Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65.70%

65.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

98.50%

98.80%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

82.10%

82.30%

'

'

Fair Value Inputs, Asset Growth Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4.40%

4.40%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6.60%

6.60%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5.50%

5.50%

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Mortgage Servicing Right Growth Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.90%

0.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.40%

1.40%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.20%

1.20%

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Return on Assets Improvement Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.02%

0.02%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.04%

0.04%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.03%

0.03%

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Peer Group Return on Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.50%

0.50%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.80%

0.80%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.70%

0.70%

'

'

'

'

'

'

'

'

'

'

'

'

[1]

U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.

[2]

Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income.

[3]

hanges in the unrealized gains (losses) related to financial instruments held at the end of the period.

Fair_Value_Measurements_Level_

Fair Value Measurements (Level 3 Quantitative Information) (Details) (USD $)

3 Months Ended

3 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

12 Months Ended

3 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

Second mortgage [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Document Period End Date

31-Mar-14

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Assets and Liabilities, Transfers Between Fair Value Levels

'

'

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities classified as available-for-sale

1,207,430,000

1,045,548,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

64,685,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value

'

'

872,824,000

553,642,000

514,704,000

895,211,000

'

'

'

'

87,356,000

[1],[2],[3]

91,117,000

[1],[2],[3]

61,540,000

64,685,000

320,231,000

284,678,000

727,207,000

710,791,000

21,276,000

10,329,000

51,389,000

86,200,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

61,540,000

'

'

'

75,998,000

'

'

'

'

'

'

74,597,000

'

'

'

'

'

'

320,231,000

284,678,000

'

'

'

'

'

'

21,276,000

'

'

'

'

'

'

'

Loans held-for-investment

233,854,000

238,322,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative assets

'

'

'

21,276,000

10,329,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10,329,000

'

'

'

'

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value

'

'

'

($195,710,000)

($198,813,000)

'

($94,000,000)

($93,000,000)

($19,100,000)

($19,100,000)

'

'

'

'

'

'

'

'

'

'

'

'

($53,354,000)

($55,172,000)

'

'

'

'

'

'

($48,356,000)

($50,641,000)

'

'

'

'

'

'

($94,000,000)

($93,000,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

Discount rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5.60%

5.60%

8.40%

8.40%

7.00%

7.00%

'

'

7.20%

7.20%

10.80%

10.80%

9.00%

9.00%

'

'

'

'

'

'

'

'

'

7.10%

10.70%

8.90%

'

7.10%

10.70%

8.90%

'

5.60%

5.60%

8.40%

8.40%

7.00%

7.00%

'

7.20%

7.20%

10.80%

10.80%

9.00%

9.00%

'

'

7.60%

5.90%

11.30%

8.90%

9.40%

7.70%

'

'

'

'

'

'

'

'

Prepay rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6.40%

12.80%

9.60%

19.20%

8.00%

16.00%

'

'

8.00%

9.60%

12.00%

14.40%

10.00%

12.00%

'

'

'

'

'

'

'

'

'

10.50%

15.70%

13.10%

'

8.80%

13.10%

11.00%

'

6.40%

12.80%

9.60%

19.20%

8.00%

16.00%

'

8.00%

9.60%

12.00%

14.40%

10.00%

12.00%

'

'

7.50%

9.70%

10.90%

14.00%

9.30%

11.90%

'

'

'

'

'

'

'

'

CDR rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11.70%

11.60%

17.50%

17.40%

14.60%

14.50%

'

'

40.00%

39.90%

60.10%

59.90%

50.10%

49.90%

'

'

'

'

'

'

'

'

'

2.20%

3.20%

2.70%

'

2.20%

3.30%

2.70%

'

11.70%

11.60%

17.50%

17.40%

14.60%

14.50%

'

40.00%

39.90%

60.10%

59.80%

50.10%

49.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80.00%

80.00%

120.00%

120.00%

100.00%

100.00%

'

'

80.00%

80.00%

120.00%

120.00%

100.00%

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80.00%

80.00%

120.00%

120.00%

100.00%

100.00%

'

80.00%

80.00%

120.00%

120.00%

100.00%

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Weighted average cost to service per loan

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

59.00%

59.10%

88.50%

88.60%

73.80%

73.80%

'

'

'

'

'

'

'

'

Origination pull-through rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65.70%

65.90%

98.50%

98.80%

82.10%

82.30%

Asset growth rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4.40%

4.40%

6.60%

6.60%

5.50%

5.50%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

MSR growth rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.90%

0.90%

1.40%

1.40%

1.20%

1.20%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Return on assets (ROA) improvement rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.02%

0.02%

0.04%

0.04%

0.03%

0.03%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value Inputs, Peer Group Return on Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.50%

0.50%

0.80%

0.80%

0.70%

0.70%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.

[2]

Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income.

[3]

hanges in the unrealized gains (losses) related to financial instruments held at the end of the period.

Fair_Value_Measurements_Assets1

Fair Value Measurements (Assets Measured at Fair Value on a Non-recurring Basis) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Document Period End Date	31-Mar-14		'	'
Assets at fair value	$1,606,832,000		'	$1,378,829,000
Gain (loss) on sale of repossessed assets	45,342,000		137,540,000	'
Nonrecurring [Member]	'		'	'
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Fair value losses on repossessed assets	500,000		-800,000	'
Gain (loss) on sale of repossessed assets	800,000		4,400,000	'
Nonrecurring [Member] | Provision for loan losses [Member]	'		'	'
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Fair value losses on loans	9,900,000		37,500,000	'
Nonrecurring [Member] | Level 3 [Member]	'		'	'
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Real Estate Acquired Through Foreclosure	31,076,000	[1],[2]	'	36,636,000	[1],[2]
Assets at fair value	83,161,000		'	106,388,000
First Mortgage [Member] | Nonrecurring [Member] | Level 3 [Member]	'		'	'
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Impaired loans held-for-investment	50,585,000	[1]	'	68,252,000	[1]
Commercial real estate loans [Member] | Nonrecurring [Member] | Level 3 [Member]	'		'	'
Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]	'		'	'
Impaired loans held-for-investment	$1,500,000	[1]	'	$1,500,000	[1]
[1]	The Company recorded $9.9 million and $37.5 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively.
[2]	The Company recorded $0.5 million and $0.8 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $0.8 million and $4.4 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively

Fair_Value_Measurements_Assets2

Fair Value Measurements (Assets Measured on a Nonrecurring Basis, Level 3 Quantitative Information) (Details) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Document Period End Date	31-Mar-14		'
Nonrecurring [Member] | Level 3 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Repossessed assets	31,076	[1],[2]	36,636	[1],[2]
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Nonrecurring [Member] | Level 3 [Member] | Lower range [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Nonrecurring [Member] | Level 3 [Member] | Maximum [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Nonrecurring [Member] | Level 3 [Member] | Weighted Average [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	39.60%		39.60%
Fair value of underlying collateral [Member] | First Mortgage [Member] | Nonrecurring [Member] | Level 3 [Member] | Lower range [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | First Mortgage [Member] | Nonrecurring [Member] | Level 3 [Member] | Maximum [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | First Mortgage [Member] | Nonrecurring [Member] | Level 3 [Member] | Weighted Average [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	46.20%		44.90%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Nonrecurring [Member] | Level 3 [Member] | Lower range [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Nonrecurring [Member] | Level 3 [Member] | Maximum [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Nonrecurring [Member] | Level 3 [Member] | Weighted Average [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Loss severity	44.90%		45.30%
First Mortgage [Member] | Nonrecurring [Member] | Level 3 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Impaired loans held-for-investment	50,585	[1]	68,252	[1]
Commercial real estate loans [Member] | Nonrecurring [Member] | Level 3 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Impaired loans held-for-investment	1,500	[1]	1,500	[1]
[1]	The Company recorded $9.9 million and $37.5 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively.
[2]	The Company recorded $0.5 million and $0.8 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $0.8 million and $4.4 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three months ended March 31, 2014 and 2013, respectively

Fair_Value_Measurements_Fair_V1

Fair Value Measurements (Fair Value of Financial Instruments) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Securities classified as available-for-sale	$1,207,430		$1,045,548
Loans held-for-sale	1,372,978	[1]	1,140,507
Loans held-for-investment	233,854		238,322
Mortgage servicing rights	320,231		284,678
Long-term debt, fair value	-101,710		-105,813
Carrying Value [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Cash and cash equivalents	56,968		280,505
Securities classified as available-for-sale	1,207,430		1,045,548
Loans held-for-sale	1,673,763		1,480,418
Loans repurchased with government guarantees	1,266,702		1,273,690
Loans held-for-investment	3,712,871		3,848,756
Repossessed assets	31,076		36,636
FHLB stock	209,737		209,737
Mortgage servicing rights	320,231		284,678
FHLB advances	-1,125,000		-988,000
Long-term debt, fair value	-349,145		-353,248
Warrant liabilities	-11,577		-10,802
Litigation settlement	-94,000		-93,000
Carrying Value [Member] | Demand deposits and savings accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-4,027,068		-3,919,937
Carrying Value [Member] | Certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-959,241		-1,026,129
Carrying Value [Member] | Government accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-731,192		-602,398
Carrying Value [Member] | National certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-275		-8,717
Carrying Value [Member] | Company controlled deposits [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-592,525		-583,145
Carrying Value [Member] | Customer initiated derivative interest-rate swaps [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,386		1,797
Derivative liabilities	-2,386		-1,797
Carrying Value [Member] | Forward delivery contracts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative liabilities	3,298		19,847
Carrying Value [Member] | Other	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	21,276		10,329
Carrying Value [Member] | U.S. Treasury and agency futures / forwards [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,398		-444
Estimated fair value [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Cash and cash equivalents	56,968		280,505
Securities classified as available-for-sale	1,207,430		1,045,548
Loans held-for-sale	1,676,432		1,469,820
Loans repurchased with government guarantees	1,229,970		1,212,799
Loans held-for-investment	3,616,402		3,653,292
Repossessed assets	31,076		36,636
FHLB stock	209,737		209,737
Mortgage servicing rights	320,231		284,678
FHLB advances	-1,124,931		-988,102
Long-term debt, fair value	-195,188		-202,887
Warrant liabilities	-11,577		-10,802
Litigation settlement	-94,000		-93,000
Estimated fair value [Member] | Demand deposits and savings accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-3,883,336		-3,778,890
Estimated fair value [Member] | Certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-966,493		-1,034,599
Estimated fair value [Member] | Government accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-724,124		-596,778
Estimated fair value [Member] | National certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-235		-8,716
Estimated fair value [Member] | Company controlled deposits [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-586,501		-577,662
Estimated fair value [Member] | Customer initiated derivative interest-rate swaps [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,386		1,797
Derivative liabilities	-2,386		-1,797
Estimated fair value [Member] | Forward delivery contracts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative liabilities	3,298		19,847
Estimated fair value [Member] | Other	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	21,276		10,329
Estimated fair value [Member] | U.S. Treasury and agency futures / forwards [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,398		-444
Estimated fair value [Member] | Level 1 [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Cash and cash equivalents	56,968		280,505
Securities classified as available-for-sale	1,195,066		1,028,248
Loans held-for-sale	0		0
Loans repurchased with government guarantees	0		0
Loans held-for-investment	0		0
Repossessed assets	0		0
FHLB stock	209,737		209,737
Mortgage servicing rights	0		0
FHLB advances	-1,124,931		-988,102
Long-term debt, fair value	0		0
Warrant liabilities	0		0
Litigation settlement	0		0
Estimated fair value [Member] | Level 1 [Member] | Demand deposits and savings accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Government accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | National certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Company controlled deposits [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Customer initiated derivative interest-rate swaps [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Estimated fair value [Member] | Level 1 [Member] | Forward delivery contracts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative liabilities	0		0
Estimated fair value [Member] | Level 1 [Member] | Other	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	0		0
Estimated fair value [Member] | Level 1 [Member] | U.S. Treasury and agency futures / forwards [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,398		-444
Estimated fair value [Member] | Level 2 [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Cash and cash equivalents	0		0
Securities classified as available-for-sale	12,364		17,300
Loans held-for-sale	1,676,432		1,469,820
Loans repurchased with government guarantees	1,229,970		1,212,799
Loans held-for-investment	21,719		18,625
Repossessed assets	0		0
FHLB stock	0		0
Mortgage servicing rights	0		0
FHLB advances	0		0
Long-term debt, fair value	-93,478		-97,074
Warrant liabilities	-11,577		-10,802
Litigation settlement	0		0
Estimated fair value [Member] | Level 2 [Member] | Demand deposits and savings accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-3,883,336		-3,778,890
Estimated fair value [Member] | Level 2 [Member] | Certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-966,493		-1,034,599
Estimated fair value [Member] | Level 2 [Member] | Government accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-724,124		-596,778
Estimated fair value [Member] | Level 2 [Member] | National certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-235		-8,716
Estimated fair value [Member] | Level 2 [Member] | Company controlled deposits [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	-586,501		-577,662
Estimated fair value [Member] | Level 2 [Member] | Customer initiated derivative interest-rate swaps [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	2,386		1,797
Derivative liabilities	-2,386		-1,797
Estimated fair value [Member] | Level 2 [Member] | Forward delivery contracts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative liabilities	3,298		19,847
Estimated fair value [Member] | Level 2 [Member] | Other	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	0		0
Estimated fair value [Member] | Level 2 [Member] | U.S. Treasury and agency futures / forwards [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	0		0
Estimated fair value [Member] | Level 3 [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Cash and cash equivalents	0		0
Securities classified as available-for-sale	0		0
Loans held-for-sale	0		0
Loans repurchased with government guarantees	0		0
Loans held-for-investment	3,594,683		3,634,667
Repossessed assets	31,076		36,636
FHLB stock	0		0
Mortgage servicing rights	320,231		284,678
FHLB advances	0		0
Long-term debt, fair value	-101,710		-105,813
Warrant liabilities	0		0
Litigation settlement	-94,000		-93,000
Estimated fair value [Member] | Level 3 [Member] | Demand deposits and savings accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Government accounts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | National certificates of deposit [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Company controlled deposits [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Customer initiated derivative interest-rate swaps [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Estimated fair value [Member] | Level 3 [Member] | Forward delivery contracts [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative liabilities	0		0
Estimated fair value [Member] | Level 3 [Member] | Other	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	21,276		10,329
Estimated fair value [Member] | Level 3 [Member] | U.S. Treasury and agency futures / forwards [Member]	'		'
Carrying and Fair Values of Financial Instruments [Abstract]	'		'
Derivative assets	$0		$0
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Fair_Value_Measurements_Fair_V2

Fair Value Measurements (Fair Value Option Disclosures) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Document Period End Date	31-Mar-14		'	'
Assets, unpaid principal balance (UPB)	$1,584,328		'	$1,377,946
Assets at fair value	1,606,832		'	1,378,829
Assets, fair value over/(under) UPB, assets	22,504		'	883
Long-term debt, fair value	-101,710		'	-105,813
Loans held-for-sale [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	1,321,719		'	1,109,517
Assets at fair value	1,372,978		'	1,140,507
Assets, fair value over/(under) UPB, assets	51,259		'	30,990
Loans held-for-sale [Member] | Gain (loss) on loan sales [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Changes in fair value, gain (loss)	63,001		87,643	'
Loans held-for-investment [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	262,609		'	268,429
Assets at fair value	233,854		'	238,322
Assets, fair value over/(under) UPB, assets	-28,755		'	-30,107
Loans held-for-investment [Member] | Interest income [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Changes in fair value, gain (loss)	0		-779	'
Loans held-for-investment [Member] | Other non-interest income [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Changes in fair value, gain (loss)	-4,269		0	'
Long-term debt [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Fair Value, Option, Contractual Principal Outstanding, Liabilities	-111,077		'	-116,504
Long-term debt, fair value	-101,710		'	-105,813
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	-9,367		'	-10,691
Long-term debt [Member] | Other non-interest income [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Changes in fair value, gain (loss)	4,107		0	'
Litigation settlement [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Changes in fair value, gain (loss)	-1,000		0	'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-94,000		'	-93,000
DOJ litigation settlement liability	'	[1]	'	'	[1]
DOJ litigation settlement, Aggregate Differences, Fair Value	'	[1]	'	'	[1]
Nonperforming Financing Receivable [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	9,769		'	10,764
Assets at fair value	3,748		'	4,014
Assets, fair value over/(under) UPB, assets	-6,021		'	-6,750
Nonperforming Financing Receivable [Member] | Loans held-for-sale [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	0		'	0
Assets at fair value	0		'	0
Assets, fair value over/(under) UPB, assets	0		'	0
Nonperforming Financing Receivable [Member] | Loans held-for-investment [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	9,769		'	10,764
Assets at fair value	3,748		'	4,014
Assets, fair value over/(under) UPB, assets	-6,021		'	-6,750
Performing Financing Receivable [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	1,574,559		'	1,367,182
Assets at fair value	1,603,084		'	1,374,815
Assets, fair value over/(under) UPB, assets	28,525		'	7,633
Performing Financing Receivable [Member] | Loans held-for-sale [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	1,321,719		'	1,109,517
Assets at fair value	1,372,978		'	1,140,507
Assets, fair value over/(under) UPB, assets	51,259		'	30,990
Performing Financing Receivable [Member] | Loans held-for-investment [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets, unpaid principal balance (UPB)	252,840		'	257,665
Assets at fair value	230,106		'	234,308
Assets, fair value over/(under) UPB, assets	-22,734		'	-23,357
Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Long-term debt, fair value	-349,145		'	-353,248
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-94,000		'	-93,000
Estimated fair value [Member] | Fair Value, Measurements, Recurring [Member]	'		'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'	'
Assets at fair value	3,163,948		'	2,742,249
Long-term debt, fair value	$101,710		'	$105,813
[1]	Remaining principal outstanding is not applicable to the litigation settlement because it does not obligate the Company to return a stated amount of principal at maturity, but instead return an amount based upon performance on the underlying terms in the Agreement.

Investment_Securities_Details

Investment Securities (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Document Period End Date	31-Mar-14	'
Available-for-sale securities, amortized cost	$1,210,761	$1,054,589
Available-for-sale Securities, Gross Unrealized Gain (1)	2,790	1,546
Available-for-sale Securities, Gross Unrealized Loss (1)	-6,121	-10,587
Available-for-sale securities, fair value	1,207,430	1,045,548
U.S. government sponsored agencies [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Available-for-sale securities, amortized cost	1,198,397	1,037,289
Available-for-sale Securities, Gross Unrealized Gain (1)	2,790	1,546
Available-for-sale Securities, Gross Unrealized Loss (1)	-6,121	-10,587
Available-for-sale securities, fair value	1,195,066	1,028,248
Municipal obligations [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Available-for-sale securities, amortized cost	12,364	17,300
Available-for-sale Securities, Gross Unrealized Gain (1)	0	0
Available-for-sale Securities, Gross Unrealized Loss (1)	0	0
Available-for-sale securities, fair value	$12,364	$17,300

Investment_Securities_Availabl

Investment Securities (Available-for-sale Securities, Unrealized Losses) (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	securities		securities
Schedule of Available-for-sale Securities [Line Items]	'	'	'
Purchase of investment securities available-for-sale	$205,497,000	$0	'
Available-for-sale Securities Pledged as Collateral	4,100,000	'	7,800,000
Sales of available-for-sale securities	1,846,339,000	0	'
US Government-sponsored Enterprises Debt Securities [Member]	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'
Purchase of investment securities available-for-sale	206,862,000	0	'
Unrealized loss position with duration 12 months and over, fair value	0	'	0
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions, Greater than or Equal to One Year	0	'	0
Unrealized loss position with duration 12 months and over, unrealized losses	0	'	0
Unrealized loss position with duration under 12 months, fair value	828,973,000	'	825,308,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	66	'	63
Unrealized loss position with duration under 12 months, unrealized losses	-6,121,000	'	-10,587,000
Municipal obligations [Member]	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'
Purchase of investment securities available-for-sale	0	0	'
Collateralized Mortgage Obligations [Member]	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'
Sales of available-for-sale securities	'	$0	'

Investment_Securities_Availabl1

Investment Securities (Available-for-sale Securities, OTTI Credit Loss Activity) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'
Purchase of investment securities available-for-sale	$205,497,000	$0
Sales of available-for-sale securities	1,846,339,000	0
Municipal obligations [Member]	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'
Purchase of investment securities available-for-sale	0	0
Non-agency CMOs [Member]	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'
Number of securities with OTTI recognized in earnings at period end	'	1
U.S. government sponsored agencies [Member]	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'
Sales of available-for-sale securities	18,700,000	'
Gain on available-for-sale securities	$200,000	'

Loans_HeldforSale_Details

Loans Held-for-Sale (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013		Mar. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Loans held-for-sale	$1,673,763,000	[1]	$1,480,418,000	[1]	'	'
Loans held-for-sale, fair value	1,372,978,000	[1]	1,140,507,000		'	'
Loans Held-for-sale, Other	300,900,000		340,000,000		'	'
Residential First Mortgage [Member]	'		'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Loans held-for-sale	1,673,763,000		1,480,418,000		2,677,239,000	3,939,720,000
Loans held-for-sale [Member]	'		'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Loans Pledged as Collateral	1,400,000,000		1,200,000,000		'	'
Consumer loans [Member] | Residential First Mortgage [Member]	'		'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Loans held-for-sale	$1,700,000,000		$1,480,418,000		'	'
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_HeldforSale_Residential_

Loans Held-for-Sale Residential First Mortgage (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Document Period End Date	31-Mar-14		'
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]	'		'
Balance at beginning of period	$1,480,418	[1]	'
Balance at end of period	1,673,763	[1]	'
First Mortgage [Member]	'		'
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]	'		'
Balance at beginning of period	1,480,418		3,939,720
Net loan originations	4,741,872		12,682,793
Net loans sold, servicing retained	-4,554,735		-13,129,712
Net loans sold, servicing released	-23,045		-111,777
Other loan sales	-303,495		-859,025
Loan amortization and prepayments	56,335		216,885
Loans transferred from (to) other loan portfolios	276,413		-61,645
Balance at end of period	$1,673,763		$2,677,239
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_Repurchased_with_Governm1

Loans Repurchased with Government Guarantees (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans repurchased with government guarantees	$1,266,702,000		'	$1,273,690,000
Loans held-for-sale	1,673,763,000	[1]	'	1,480,418,000	[1]
U.S. treasury note, term	'10 years		'	'
Loans repurchased with government guarantees, principal amount participated in auction	'		131,900,000	'
Loans Repurchased with Government Guarantees [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Pledged financial instruments, not separately reported, loans receivable pledged as collateral	812,100,000		'	787,100,000
Unilateral Right to Repurchase, but Not Yet Repurchased [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held-for-sale	$15,800,000		'	$20,800,000
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_HeldforInvestment_Detail

Loans Held-for-Investment (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held-for-investment, fair value	$233,854,000		'	$238,322,000
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	4,019,871,000	[1],[2],[3]	'	4,055,756,000	[1],[2]
Less allowance for loan losses	-307,000,000		'	-207,000,000
Loans held-for-investment, net	3,712,871,000		'	3,848,756,000
Transfer of loans held-for-sale to loan held-for-investment	4,628,000		62,774,000	'
Sale of nonperforming and TDR loans, carrying value	25,600,000		'	'
Transfer of loans held-for-investment to loans held-for-sale	281,040,000		1,129,000	'
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	4,019,871,000	[1],[2],[3]	'	4,055,756,000	[1],[2]
Residential First Mortgage Jumbo Loans [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Transfer of loans held-for-investment to loans held-for-sale	254,100,000		'	'
Consumer loans [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	3,230,521,000		'	3,429,358,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	3,230,521,000		'	3,429,358,000
Commercial loans [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	789,350,000		'	626,398,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	789,350,000		'	626,398,000
First Mortgage [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	2,348,691,000		'	2,508,968,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	2,348,691,000		'	2,508,968,000
Second mortgage [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	164,627,000		'	169,525,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	164,627,000		'	169,525,000
HELOC loans [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	273,454,000		'	289,880,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	273,454,000		'	289,880,000
Warehouse lending [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	408,874,000		'	423,517,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	408,874,000		'	423,517,000
Other consumer [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	34,875,000		'	37,468,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	34,875,000		'	37,468,000
Commercial real estate loans [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	512,994,000		'	408,870,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	512,994,000		'	408,870,000
Commercial and industrial [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	266,176,000		'	207,187,000
Leases Receivable, Gross [Abstract]	'		'	'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	266,176,000		'	207,187,000
Commercial Lease Financing [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans held-for-investment	10,180,000		'	10,341,000
Leases Receivable, Gross [Abstract]	'		'	'
Capital Leases, Net Investment in Sales Type Leases, Minimum Payments to be Received	10,374,000		'	10,613,000
Estimated residual values of lease properties	530,000		'	503,000
Capital Leases, Net Investment in Sales Type Leases, Deferred Income	704,000		'	'
Unearned income	'		'	-755,000
Net deferred fees and other	-20,000		'	-20,000
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	10,180,000		'	10,341,000
Loans held-for-investment [Member]	'		'	'
Loans and Leases Receivable, Net Amount [Abstract]	'		'	'
Loans Pledged as Collateral	$2,400,000,000		'	$2,500,000,000
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.

Loans_HeldforInvestment_Allowa

Loans Held-for-Investment (Allowance for Loan Losses Rollforward) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	$207,000	$305,000
Charge-offs	-15,081	-43,569
Recoveries	2,760	8,154
Provision for loan losses	112,321	20,415
Ending balance allowance for loan losses	307,000	290,000
Residential First Mortgage [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	161,142	219,230
Charge-offs	-10,863	-25,692
Recoveries	1,116	5,353
Provision for loan losses	104,896	15,185
Ending balance allowance for loan losses	256,291	214,076
Second mortgage [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	12,141	20,201
Charge-offs	-1,068	-1,955
Recoveries	84	390
Provision for loan losses	2,298	2,047
Ending balance allowance for loan losses	13,455	20,683
Warehouse lending [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	1,392	899
Charge-offs	0	0
Recoveries	0	0
Provision for loan losses	73	-367
Ending balance allowance for loan losses	1,465	532
HELOC [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	7,893	18,348
Charge-offs	-2,689	-2,061
Recoveries	49	105
Provision for loan losses	6,340	1,726
Ending balance allowance for loan losses	11,593	18,118
Other consumer [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	2,412	2,040
Charge-offs	-461	-699
Recoveries	320	454
Provision for loan losses	-833	420
Ending balance allowance for loan losses	1,438	2,215
Commercial real estate loans [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	18,540	41,310
Charge-offs	0	-13,162
Recoveries	1,115	1,843
Provision for loan losses	-1,524	2,729
Ending balance allowance for loan losses	18,131	32,720
Commercial and industrial [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	3,332	2,878
Charge-offs	0	0
Recoveries	29	9
Provision for loan losses	1,116	-1,315
Ending balance allowance for loan losses	4,477	1,572
Commercial Lease Financing [Member]	'	'
Allowance for Loan Losses [Roll Forward]	'	'
Beginning balance allowance for loan losses	148	94
Charge-offs	0	0
Recoveries	47	0
Provision for loan losses	-45	-10
Ending balance allowance for loan losses	$150	$84

Loans_HeldforInvestment_Allowa1

Loans Held-for-Investment (Allowance Additional Disclosure) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	$112,321	$20,415	'	'
Loans held-for-investment, individually evaluated	424,619	'	446,421	'
Loans held-for-investment, collectively evaluated	3,361,398	'	3,371,013	'
Total loans held-for-investment	3,786,017	'	3,817,434	'
Allowance for loan losses, individually evaluated	86,198	'	86,736	'
Allowance for loan losses, collectively evaluated	220,802	'	120,264	'
Total allowance for loan losses	307,000	290,000	207,000	305,000
Consumer loans [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Total loans held-for-investment	'	'	'	'
Total allowance for loan losses	'	'	'	'
First Mortgage [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	104,896	15,185	'	'
Loans held-for-investment, individually evaluated	396,038	'	419,703	'
Loans held-for-investment, collectively evaluated	1,930,934	'	2,070,640	'
Total loans held-for-investment	2,326,972	'	2,490,343	'
Allowance for loan losses, individually evaluated	81,209	'	81,765	'
Allowance for loan losses, collectively evaluated	175,082	'	79,377	'
Total allowance for loan losses	256,291	214,076	161,142	219,230
Second mortgage [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	2,298	2,047	'	'
Loans held-for-investment, individually evaluated	26,107	'	24,356	'
Loans held-for-investment, collectively evaluated	76,980	'	80,484	'
Total loans held-for-investment	103,087	'	104,840	'
Allowance for loan losses, individually evaluated	4,625	'	4,566	'
Allowance for loan losses, collectively evaluated	8,830	'	7,575	'
Total allowance for loan losses	13,455	20,683	12,141	20,201
Warehouse lending [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	73	-367	'	'
Loans held-for-investment, individually evaluated	0	'	0	'
Loans held-for-investment, collectively evaluated	408,874	'	423,517	'
Total loans held-for-investment	408,874	'	423,517	'
Allowance for loan losses, individually evaluated	0	'	0	'
Allowance for loan losses, collectively evaluated	1,465	'	1,392	'
Total allowance for loan losses	1,465	532	1,392	899
HELOC loans [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	6,340	1,726	'	'
Loans held-for-investment, individually evaluated	262	'	406	'
Loans held-for-investment, collectively evaluated	122,597	'	134,462	'
Total loans held-for-investment	122,859	'	134,868	'
Allowance for loan losses, individually evaluated	262	'	405	'
Allowance for loan losses, collectively evaluated	11,331	'	7,488	'
Total allowance for loan losses	11,593	18,118	7,893	18,348
Other consumer [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	-833	420	'	'
Loans held-for-investment, individually evaluated	0	'	0	'
Loans held-for-investment, collectively evaluated	34,875	'	37,468	'
Total loans held-for-investment	34,875	'	37,468	'
Allowance for loan losses, individually evaluated	0	'	0	'
Allowance for loan losses, collectively evaluated	1,438	'	2,412	'
Total allowance for loan losses	1,438	2,215	2,412	2,040
Commercial real estate loans [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	-1,524	2,729	'	'
Loans held-for-investment, individually evaluated	2,212	'	1,956	'
Loans held-for-investment, collectively evaluated	510,782	'	406,914	'
Total loans held-for-investment	512,994	'	408,870	'
Allowance for loan losses, individually evaluated	102	'	0	'
Allowance for loan losses, collectively evaluated	18,029	'	18,540	'
Total allowance for loan losses	18,131	32,720	18,540	41,310
Commercial and industrial [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	1,116	-1,315	'	'
Loans held-for-investment, individually evaluated	0	'	0	'
Loans held-for-investment, collectively evaluated	266,176	'	207,187	'
Total loans held-for-investment	266,176	'	207,187	'
Allowance for loan losses, individually evaluated	0	'	0	'
Allowance for loan losses, collectively evaluated	4,477	'	3,332	'
Total allowance for loan losses	4,477	1,572	3,332	2,878
Commercial Lease Financing [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Provision for loan losses	-45	-10	'	'
Loans held-for-investment, individually evaluated	0	'	0	'
Loans held-for-investment, collectively evaluated	10,180	'	10,341	'
Total loans held-for-investment	10,180	'	10,341	'
Allowance for loan losses, individually evaluated	0	'	0	'
Allowance for loan losses, collectively evaluated	150	'	148	'
Total allowance for loan losses	150	84	148	94
Interest-Only First Mortgage and HELOC Loans [Member]	'	'	'	'
Allowance for Loan Losses [Line Items]	'	'	'	'
Total allowance for loan losses	$112,800	'	$52,300	'
Average monthly payment shock increase, percentage	70.00%	'	'	'
Interest-only allowance for loan loss, period of review	'15 months	'	'	'

Loans_HeldforInvestment_Past_D

Loans Held-for-Investment (Past Due Loans) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	$51,431,000	[1]	'	$41,013,000
60 - 89 Days Past Due	15,497,000	[1]	'	20,732,000
90 Days or Greater Past Due	110,749,000	[1]	'	145,685,000
Total Past Due	177,677,000	[1]	'	207,430,000
Current	3,842,194,000	[1]	'	3,848,326,000
Loans held-for-investment	4,019,871,000	[1],[2],[3]	'	4,055,756,000	[2],[3]
90 Days and Still Accruing	'		'	0
Loans greater than 90 days past due accounted for under the fair value option	3,700,000		'	4,000,000
Nonaccrual status	117,600,000		369,700,000	146,500,000
Accrued interest on nonaccrual loans	1,800,000		4,400,000	'
Consumer loans [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	49,301,000		'	41,013,000
60 - 89 Days Past Due	15,497,000		'	20,732,000
90 Days or Greater Past Due	108,983,000		'	144,185,000
Total Past Due	173,781,000		'	205,930,000
Current	3,056,740,000		'	3,223,428,000
Loans held-for-investment	3,230,521,000		'	3,429,358,000
Commercial loans [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	2,130,000		'	0
60 - 89 Days Past Due	0		'	0
90 Days or Greater Past Due	1,766,000		'	1,500,000
Total Past Due	3,896,000		'	1,500,000
Current	785,454,000		'	624,898,000
Loans held-for-investment	789,350,000		'	626,398,000
Residential First Mortgage [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	44,141,000		'	36,526,000
60 - 89 Days Past Due	14,409,000		'	19,096,000
90 Days or Greater Past Due	101,346,000		'	134,340,000
Total Past Due	159,896,000		'	189,962,000
Current	2,188,795,000		'	2,319,006,000
Loans held-for-investment	2,348,691,000		'	2,508,968,000
Second mortgage [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	1,128,000		'	1,997,000
60 - 89 Days Past Due	378,000		'	271,000
90 Days or Greater Past Due	2,805,000		'	2,820,000
Total Past Due	4,311,000		'	5,088,000
Current	160,316,000		'	164,437,000
Loans held-for-investment	164,627,000		'	169,525,000
Warehouse lending [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	0		'	0
60 - 89 Days Past Due	0		'	0
90 Days or Greater Past Due	0		'	0
Total Past Due	0		'	0
Current	408,874,000		'	423,517,000
Loans held-for-investment	408,874,000		'	423,517,000
HELOC [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	3,722,000		'	2,197,000
60 - 89 Days Past Due	576,000		'	1,238,000
90 Days or Greater Past Due	4,668,000		'	6,826,000
Total Past Due	8,966,000		'	10,261,000
Current	264,488,000		'	279,619,000
Loans held-for-investment	273,454,000		'	289,880,000
Other consumer [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	310,000		'	293,000
60 - 89 Days Past Due	134,000		'	127,000
90 Days or Greater Past Due	164,000		'	199,000
Total Past Due	608,000		'	619,000
Current	34,267,000		'	36,849,000
Loans held-for-investment	34,875,000		'	37,468,000
Commercial real estate loans [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	2,130,000		'	0
60 - 89 Days Past Due	0		'	0
90 Days or Greater Past Due	1,766,000		'	1,500,000
Total Past Due	3,896,000		'	1,500,000
Current	509,098,000		'	407,370,000
Loans held-for-investment	512,994,000		'	408,870,000
Commercial and industrial [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	0		'	0
60 - 89 Days Past Due	0		'	0
90 Days or Greater Past Due	0		'	0
Total Past Due	0		'	0
Current	266,176,000		'	207,187,000
Loans held-for-investment	266,176,000		'	207,187,000
Commercial Lease Financing [Member]	'		'	'
Loans, Aging [Abstract]	'		'	'
30 - 59 Days Past Due	0		'	0
60 - 89 Days Past Due	0		'	0
90 Days or Greater Past Due	0		'	0
Total Past Due	0		'	0
Current	10,180,000		'	10,341,000
Loans held-for-investment	$10,180,000		'	$10,341,000
[1]	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.
[2]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[3]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_HeldforInvestment_Troubl

Loans Held-for-Investment (Troubled Debt Restructurings) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
	loans		loans
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	128		279		'
TDR Balance	$401,085,000		'		$429,694,000
Fair Value Option, Loans Held for Investment	31,500,000		'		8,900,000
TDRs returned to performing (accrual) status	2,200,000		17,200,000		'
Financing receivable modifications, minimum period in repayment to be considered for returning to accrual status	'6 months		'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	10,460,000		50,117,000		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	9,874,000	[1]	43,429,000	[1]	'
Allowance for Loan and Lease Losses, Adjustments, Net	613,000		506,000		'
Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	374,723,000		'		382,985,000
Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	26,362,000		'		46,709,000
First Mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	25		156		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	7,044,000		46,144,000		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	6,671,000	[1]	39,677,000	[1]	'
Allowance for Loan and Lease Losses, Adjustments, Net	632,000		331,000		'
Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	94		120		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	3,002,000		3,928,000		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	2,883,000	[1]	3,752,000	[1]	'
Allowance for Loan and Lease Losses, Adjustments, Net	-19,000		176,000		'
HELOC loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	9	[2]	3	[2]	'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	414,000	[2]	45,000	[2]	'
Financing Receivable, Modifications, Post-Modification Recorded Investment	320,000	[1],[2]	0	[1],[2]	'
Allowance for Loan and Lease Losses, Adjustments, Net	0	[2]	-1,000	[2]	'
Consumer loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	400,639,000	[3]	'		429,238,000	[3]
Allowance for loan losses on TDR loans	84,700,000		'		82,300,000
Consumer loans [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	374,277,000	[3]	'		382,529,000	[3]
Consumer loans [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	26,362,000	[3]	'		46,709,000	[3]
Consumer loans [Member] | First Mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	344,507,000	[3]	'		374,918,000	[3]
Consumer loans [Member] | First Mortgage [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	322,037,000	[3]	'		332,285,000	[3]
Consumer loans [Member] | First Mortgage [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	22,470,000	[3]	'		42,633,000	[3]
Consumer loans [Member] | Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	33,681,000	[3]	'		31,983,000	[3]
Consumer loans [Member] | Second mortgage [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	32,197,000	[3]	'		30,352,000	[3]
Consumer loans [Member] | Second mortgage [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	1,484,000	[3]	'		1,631,000	[3]
Consumer loans [Member] | HELOC loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	22,451,000	[3]	'		'
Consumer loans [Member] | HELOC loans [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	20,043,000	[3]	'		'
Consumer loans [Member] | HELOC loans [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	2,408,000	[3]	'		'
Consumer loans [Member] | Other consumer [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	'		'		22,337,000	[3]
Consumer loans [Member] | Other consumer [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	'		'		19,892,000	[3]
Consumer loans [Member] | Other consumer [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	'		'		2,445,000	[3]
Commercial loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Allowance for loan losses on TDR loans	0		'		'
Commercial loans [Member] | Commercial real estate loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	446,000	[4]	'		456,000	[4]
Commercial loans [Member] | Commercial real estate loans [Member] | Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	446,000	[4]	'		456,000	[4]
Commercial loans [Member] | Commercial real estate loans [Member] | Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR Balance	$0	[4]	'		$0	[4]
[1]	Post-modification balances include past due amounts that are capitalized at modification date.
[2]	HELOC post-modification unpaid principal balance reflects write downs.
[3]	The allowance for loan losses on consumer TDR loans totaled $84.7 million and $82.3 million at March 31, 2014 and December 31, 2013, respectively.
[4]	The allowance for loan losses on commercial TDR loans was zero at both March 31, 2014 and December 31, 2013, respectively.

Loans_HeldforInvestment_Troubl1

Loans Held-for-Investment (Troubled Debt Restructuring Detail) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
	loans		loans
Troubled Debt Restructurings [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	128		279
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	$10,460		$50,117
Financing Receivable, Modifications, Post-Modification Recorded Investment	9,874	[1]	43,429	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	613		506
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	9	[2],[3]	17	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	198	[2],[3]	3,850	[3]
Allowance for Loan and Lease Losses Write-offs, Net	0		1,208
Residential First Mortgage [Member]	'		'
Troubled Debt Restructurings [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	25		156
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	7,044		46,144
Financing Receivable, Modifications, Post-Modification Recorded Investment	6,671	[1]	39,677	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	632		331
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	[2],[3]	14	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	169	[2],[3]	3,681	[3]
Allowance for Loan and Lease Losses Write-offs, Net	0		1,015
Second mortgage [Member]	'		'
Troubled Debt Restructurings [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	94		120
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	3,002		3,928
Financing Receivable, Modifications, Post-Modification Recorded Investment	2,883	[1]	3,752	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	-19		176
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	3	[2],[3]	3	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	5	[2],[3]	169	[3]
Allowance for Loan and Lease Losses Write-offs, Net	0		193
HELOC loans [Member]	'		'
Troubled Debt Restructurings [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	9	[2]	3	[2]
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	414	[2]	45	[2]
Financing Receivable, Modifications, Post-Modification Recorded Investment	320	[1],[2]	0	[1],[2]
Allowance for Loan and Lease Losses, Adjustments, Net	0	[2]	-1	[2]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	5	[2],[3]	'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	24	[2],[3]	'
Allowance for Loan and Lease Losses Write-offs, Net	$0		'
[1]	Post-modification balances include past due amounts that are capitalized at modification date.
[2]	HELOC post-modification unpaid principal balance reflects write downs.
[3]	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.

Loans_HeldforInvestment_Impair

Loans Held-for-Investment (Impaired Loans) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Impaired Loans [Line Items]	'	'	'
Document Period End Date	31-Mar-14	'	'
With no related allowance recorded, unpaid principal balance	$94,509	'	$142,083
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	56,236	'	80,379
With an allowance recorded, recorded investment	368,383	'	366,043
With an allowance recorded, unpaid principal balance	387,135	'	370,053
With an allowance recorded, related allowance	86,198	'	86,735
Total recorded investment	424,619	'	446,422
Total unpaid principal balance	481,644	'	512,136
Total related allowance	86,198	'	86,735
Average recorded investment	440,590	904,908	'
Interest income recognized	2,751	6,703	'
Residential First Mortgage [Member]	'	'	'
Impaired Loans [Line Items]	'	'	'
With no related allowance recorded, unpaid principal balance	83,132	'	130,520
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	54,290	'	78,421
With an allowance recorded, recorded investment	341,748	'	341,283
With an allowance recorded, unpaid principal balance	360,244	'	345,293
With an allowance recorded, related allowance	81,209	'	81,764
Total recorded investment	396,038	'	419,704
Total unpaid principal balance	443,376	'	475,813
Total related allowance	81,209	'	81,764
Average recorded investment	413,171	804,357	'
Interest income recognized	2,567	6,102	'
Second mortgage [Member]	'	'	'
Impaired Loans [Line Items]	'	'	'
With no related allowance recorded, unpaid principal balance	3,670	'	3,592
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	'	1
With an allowance recorded, recorded investment	26,107	'	24,355
With an allowance recorded, unpaid principal balance	26,166	'	24,355
With an allowance recorded, related allowance	4,625	'	4,566
Total recorded investment	26,107	'	24,356
Total unpaid principal balance	29,836	'	27,947
Total related allowance	4,625	'	4,566
Average recorded investment	25,159	18,920	'
Interest income recognized	223	281	'
HELOC [Member]	'	'	'
Impaired Loans [Line Items]	'	'	'
With no related allowance recorded, unpaid principal balance	1,289	'	1,544
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	'	1
With an allowance recorded, recorded investment	262	'	405
With an allowance recorded, unpaid principal balance	459	'	405
With an allowance recorded, related allowance	262	'	405
Total recorded investment	262	'	406
Total unpaid principal balance	1,748	'	1,949
Total related allowance	262	'	405
Average recorded investment	220	881	'
Interest income recognized	-46	40	'
Commercial real estate loans [Member]	'	'	'
Impaired Loans [Line Items]	'	'	'
With no related allowance recorded, unpaid principal balance	6,418	'	6,427
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	1,946	'	1,956
With an allowance recorded, recorded investment	266	'	0
With an allowance recorded, unpaid principal balance	266	'	0
With an allowance recorded, related allowance	102	'	0
Total recorded investment	2,212	'	1,956
Total unpaid principal balance	6,684	'	6,427
Total related allowance	102	'	0
Average recorded investment	2,040	80,709	'
Interest income recognized	7	280	'
Commercial and industrial [Member]	'	'	'
Impaired Loans [Line Items]	'	'	'
Average recorded investment	0	41	'
Interest income recognized	$0	$0	'

Loans_HeldforInvestment_Credit

Loans Held-for-Investment (Credit Quality Indicators) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	$3,786,017		$3,817,434
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	4,019,871	[1],[2],[3]	4,055,756	[1],[2]
Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	'		23,000
Commercial loans [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	789,350		626,398
Commercial loans [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	644,815		499,337
Commercial loans [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	90,726		31,575
Commercial loans [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	13,400		12,899
Commercial loans [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	40,409		82,587
Consumer loans [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	3,230,521		3,429,358
Consumer loans [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	2,661,061		2,710,057
Consumer loans [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	435,840		552,117
Consumer loans [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	24,637		'
Consumer loans [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	108,983		144,184
Residential First Mortgage [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	2,326,972		2,490,343
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	2,348,691		2,508,968
Residential First Mortgage [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	1,915,979		2,031,536
Residential First Mortgage [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	331,366		343,092
Residential First Mortgage [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
Residential First Mortgage [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	101,346		134,340
Second mortgage [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	103,087		104,840
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	164,627		169,525
Second mortgage [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	129,434		136,224
Second mortgage [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	32,388		30,482
Second mortgage [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
Second mortgage [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	2,805		2,819
Warehouse lending [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	408,874		423,517
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	408,874		423,517
Warehouse lending [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	332,819		243,017
Warehouse lending [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	51,418		157,500
Warehouse lending [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	24,637		23,000
Warehouse lending [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
HELOC [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	122,859		134,868
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	273,454		289,880
HELOC [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	248,252		262,138
HELOC [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	20,534		20,916
HELOC [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
HELOC [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	4,668		6,826
Other consumer [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	34,875		37,468
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	34,875		37,468
Other consumer [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	34,577		37,142
Other consumer [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	134		127
Other consumer [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
Other consumer [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	164		199
Commercial real estate loans [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	512,994		408,870
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	512,994		408,870
Commercial real estate loans [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	398,931		296,983
Commercial real estate loans [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	69,641		26,041
Commercial real estate loans [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	4,523		3,802
Commercial real estate loans [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	39,899		82,044
Commercial and industrial [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	266,176		207,187
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	266,176		207,187
Commercial and industrial [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	235,704		192,013
Commercial and industrial [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	21,085		5,534
Commercial and industrial [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	8,877		9,097
Commercial and industrial [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	510		543
Commercial Lease Financing [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	10,180		10,341
Loans held-for-investment ($233,854 and $238,322 measured at fair value which includes $150,595 and $155,012 of consolidated VIEs, respectively) (1) (2)	10,180		10,341
Commercial Lease Financing [Member] | Pass [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	10,180		10,341
Commercial Lease Financing [Member] | Watch [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
Commercial Lease Financing [Member] | Special Mention [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	0		0
Commercial Lease Financing [Member] | Substandard [Member]	'		'
Loans held-for-investment [Line Items]	'		'
Loans held-for-investment	$0		$0
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	Includes $3.7 million and $4.0 million of loans 90 days or greater past due accounted for under the fair value option at March 31, 2014 and December 31, 2013, respectively.

PrivateLabel_Securitization_an2

Private-Label Securitization and Variable Interest Entities (Details) (USD $)

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2005

Mar. 31, 2014

Dec. 31, 2006

Mar. 31, 2014

Dec. 31, 2007

Mar. 31, 2014

Apr. 30, 2006

Mar. 31, 2007

Jun. 30, 2007

Private Label Residential Mortgage Backed Securities [Member]

Private Label Residential Mortgage Backed Securities [Member]

HELOC loans [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

Second mortgage [Member]

Second mortgage [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2007-1 Mortgage Securitization [Member]

FSTAR 2007-1 Mortgage Securitization [Member]

securitizations

Reconsolidated or Dissolved [Member]

securitizations

securitizations

securitizations

Private-label Securitizations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securitizations

4

3

2

'

'

'

'

2

'

'

'

'

'

Aggregate principal balance

'

'

'

'

$600,000,000

'

$302,200,000

$162,915,000

$622,100,000

'

$400,000,000

$620,900,000

$98,200,000

Residual interests retained

'

'

'

'

26,100,000

'

11,200,000

'

'

'

'

22,600,000

4,200,000

Fair value of HELOC loans

'

'

'

76,000,000

'

74,600,000

'

'

'

'

'

'

'

Fair value of long-term debt

'

'

'

$53,400,000

'

$48,400,000

'

'

'

$61,500,000

'

'

'

PrivateLabel_Securitization_an3

Private-Label Securitization and Variable Interest Entities (Variable Interest Entities) (Details) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

HELOC Securitizations [Member]

HELOC Securitizations [Member]

HELOC Securitizations [Member]

HELOC Securitizations [Member]

HELOC Securitizations [Member]

HELOC Securitizations [Member]

Assured Litigation [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Payments for legal settlements

'

'

'

'

'

'

'

'

'

'

$105,000,000

Beneficial Interest Liability

0

'

'

'

'

'

'

'

'

'

'

Assets

'

'

'

'

'

'

'

'

'

'

'

Cash and cash items

56,968,000

[1]

55,913,000

[1]

1,761,000

1,129,000

1,761,000

1,129,000

1,761,000

1,129,000

0

0

'

Total loans held-for-investment, net

3,712,871,000

3,848,756,000

'

'

150,595,000

155,012,000

75,998,000

78,009,000

74,597,000

77,003,000

'

Liabilities

'

'

'

'

'

'

'

'

'

'

'

Long-term debt

349,145,000

[1],[2]

353,248,000

[1],[2]

'

'

101,710,000

105,813,000

53,354,000

55,172,000

48,356,000

50,641,000

'

Other liabilities

$427,627,000

[1],[2]

$445,853,000

[1],[2]

'

'

$136,000

$136,000

$136,000

$136,000

$0

$0

'

[1]

Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").

[2]

Amounts represent the assets and liabilities for which the Company has elected the fair value option.

PrivateLabel_Securitization_an4

Private-Label Securitization and Variable Interest Entities (Unconsolidated VIEs) (Details) (Second mortgage [Member], USD $)	3 Months Ended	6 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2007
	points	loans
	loans	points
Second mortgage [Member]	'	'
Servicing Assets at Fair Value [Line Items]	'	'
Number of loans	4,084,000	12,416,000
Aggregate principal balance	$162,915	$622,100
Average principal balance	$40	$50
Weighted average fully indexed interest rate	7.09%	8.22%
Weighted average original term	'195 months	'194 months
Weighted average remaining term	'103 months	'185 months
Weighted average original credit score	712	726

PrivateLabel_Securitization_an5

Private-Label Securitization and Variable Interest Entities (Credit Risk on Securitizations) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]	'	'
Loans serviced for others	$28,998,897	$25,743,396

Mortgage_Servicing_Rights_Deta

Mortgage Servicing Rights (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013		Mar. 31, 2014		Mar. 31, 2013
	account		account		First Mortgage [Member]		First Mortgage [Member]
Servicing Assets at Fair Value [Line Items]	'		'		'		'
Loans serviced for others	$28,998,897,000		$25,743,396,000		$28,998,897,000		$73,993,296,000
Servicing Assets, Subserviced, Unpaid Principal Balance	39,554,373,000	[1]	40,431,867,000	[1]	39,554,373,000		0
Servicing Assets, Number of Loans Serviced, Excluding Subserviced Loans	146,339		131,413		'		'
Servicing Assets, Number of Loans Serviced, Subserviced Loans	195,448	[1]	198,256	[1]	'		'
Servicing Asset at Amortized Cost	68,553,270,000	[1]	66,175,263,000	[1]	'		'
Servicing Assets, Number of Loans Serviced	341,787	[1]	329,669	[1]	'		'
Servicing Asset at Fair Value [Roll Forward]	'		'		'		'
Balance at beginning of period	320,231,000		284,678,000		284,678,000		710,791,000
Additions from loans sold with servicing retained	'		'		51,043,000		126,494,000
Reductions from bulk sales	'		'		-5,898,000	[2]	-94,437,000	[2]
Changes in Fair Value Due to Changes in Valuation Inputs or Assumptions [Abstract]	'		'		'		'
Decrease in MSR value	'		'		-4,909,000	[3],[4]	-37,481,000	[3],[4]
All other changes in valuation inputs or assumptions	'		'		-4,683,000	[4],[5]	21,840,000	[4],[5]
Fair value of MSRs at end of period	320,231,000		284,678,000		320,231,000		727,207,000
Underlying serviced loans sold in bulk sales	'		'		$470,200,000		$10,700,000,000
[1]	(1) Does not include temporary short-term subservicing performed as a result of some sales of servicing.
[2]	Includes flow sales related to underlying serviced loans totaling $470.2 million for the three months ended March 31, 2014, compared to bulk sales of $10.7 billion for the three months ended March 31, 2013, respectively.
[3]	Represents decrease in MSR value associated with loans that were paid-off during the period.
[4]	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
[5]	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.

Mortgage_Servicing_Rights_Fair

Mortgage Servicing Rights (Fair Value Assumptions) (Details)	3 Months Ended		12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Servicing Assets at Fair Value, Assumptions [Abstract]	'	'	'
MSRs capitalized during the period, weighted-average life, years	'7 years 9 months 18 days	'5 years 4 months 24 days	'
MSRs capitalized during the period, weighted-average constant prepayment speed	12.20%	15.50%	'
MSRs capitalized during the period, weighted-average discount rate	11.80%	7.90%	'
MSRs at period end, weighted-average life, years	'8 years 4 months 24 days	'	'7 years 3 months 18 days
MSRs at period end, weighted-average constant prepayment rate	9.30%	'	11.90%
MSRs at period end, weighted-average discount rate	12.30%	'	10.20%

Mortgage_Servicing_Rights_Cont

Mortgage Servicing Rights (Contractual Servicing Fees) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'
Contractual servicing fees	$24,302	$54,276
First Mortgage [Member]	'	'
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'
Contractual servicing fees	18,447	54,078
Residential first mortgage loans sub-serviced for others [Member]	'	'
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'
Contractual servicing fees	5,810	'
Other [Member]	'	'
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'
Contractual servicing fees	$45	$198

Derivative_Financial_Instrumen2

Derivative Financial Instruments (General) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Loan commitments and loans held-for-sale [Member]	'	'
Derivative [Line Items]	'	'
Pre-tax gain (loss) on hedging activity relating to loan commitments and loans held-for-sale	$5.60	$39.70
Residential Mortgage Servicing Rights [Member]	'	'
Derivative [Line Items]	'	'
Gain (loss) on MSR fair value hedging activities.	$4.90	$18.30

Derivative_Financial_Instrumen3

Derivative Financial Instruments (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Derivative [Line Items]	'		'	'
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	$20,300,000		'	$6,800,000
Derivative asset, Fair Value	29,455,000		'	33,194,000
Derivative liability, Fair Value	2,483,000		'	3,462,000
Net gain (loss) on derivatives	0		0	'
U.S. Treasury and euro dollar futures [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Fair Value	2,495,000		'	1,221,000
Derivative liability, Fair Value	0		'	0
Mortgage Backed Securities, Other [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Fair Value	0		'	'
Derivative liability, Fair Value	97,000		'	1,665,000
Rate lock commitments [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Fair Value	21,276,000		'	10,329,000
Derivative liability, Fair Value	0		'	0
Forward agency and loan sales [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Fair Value	3,298,000		'	19,847,000
Derivative liability, Fair Value	0		'	0
Interest rate swaps [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Fair Value	2,386,000		'	1,797,000
Derivative liability, Fair Value	2,386,000		'	1,797,000
Other assets [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Notional Amount	9,314,909,000	[1]	'	9,080,219,000	[1]
Other assets [Member] | U.S. Treasury and euro dollar futures [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Notional Amount	3,874,900,000	[1]	'	4,300,100,000	[1]
Other assets [Member] | Rate lock commitments [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Notional Amount	2,090,253,000	[1]	'	1,857,775,000	[1]
Other assets [Member] | Forward agency and loan sales [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Notional Amount	3,192,161,000	[1]	'	2,819,896,000
Derivative asset, Fair Value	'		'	19,847,000
Other assets [Member] | Interest rate swaps [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative asset, Notional Amount	157,595,000	[1]	'	102,448,000	[1]
Other liabilities [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative liability, Notional Amount	236,067,000	[2]	'	197,448,000	[2]
Other liabilities [Member] | Mortgage Backed Securities, Other [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative liability, Notional Amount	78,472,000		'	95,000,000
Derivative liability, Fair Value	97,000		'	1,665,000
Other liabilities [Member] | Interest rate swaps [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative liability, Notional Amount	157,595,000	[2]	'	102,448,000	[2]
U.S. Treasury bonds [Member]	'		'	'
Derivative [Line Items]	'		'	'
Derivative, Collateral, Right to Reclaim Securities	$100,000		'	$0
[1]	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
[2]	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.

Derivative_Financial_Instrumen4

Derivative Financial Instruments (Master Netting Schedule) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	$38,935	$44,955
Derivative liabilities, fair value	20,617	21,995
Derivative Asset, Fair Value, Amount Offset Against Collateral	3,650	6,361
Derivative Liability, Fair Value, Amount Offset Against Collateral	3,650	6,361
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	24	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	5,830	5,400
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	14,460	-12,172
Derivative asset, Fair Value	29,455	33,194
Derivative liability, Fair Value	2,483	3,462
Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	35,285	38,594
Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	16,967	15,634
U.S. Treasury and euro dollar futures [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	7,327	7,074
Derivative liabilities, fair value	220	1,701
Derivative Asset, Fair Value, Amount Offset Against Collateral	220	1,701
Derivative Liability, Fair Value, Amount Offset Against Collateral	220	1,701
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	4,612	4,152
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	0	0
Derivative asset, Fair Value	2,495	1,221
Derivative liability, Fair Value	0	0
U.S. Treasury and euro dollar futures [Member] | Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	7,107	5,373
U.S. Treasury and euro dollar futures [Member] | Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Mortgage Backed Securities, Other [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	6	'
Derivative liabilities, fair value	14,587	13,837
Derivative Asset, Fair Value, Amount Offset Against Collateral	6	'
Derivative Liability, Fair Value, Amount Offset Against Collateral	6	0
Derivative Asset, Fair Value of Collateral	0	'
Derivative Liability, Fair Value of Collateral	24	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	0	'
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	14,460	-12,172
Derivative asset, Fair Value	0	'
Derivative liability, Fair Value	97	1,665
Mortgage Backed Securities, Other [Member] | Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	'
Mortgage Backed Securities, Other [Member] | Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	14,581	13,837
Derivative liability, Fair Value	97	1,665
Rate lock commitments [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	21,772	14,510
Derivative liabilities, fair value	496	4,181
Derivative Asset, Fair Value, Amount Offset Against Collateral	496	4,181
Derivative Liability, Fair Value, Amount Offset Against Collateral	496	4,181
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	0	0
Derivative asset, Fair Value	21,276	10,329
Derivative liability, Fair Value	0	0
Rate lock commitments [Member] | Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	21,276	10,329
Rate lock commitments [Member] | Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Forward agency and loan sales [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	6,226	20,326
Derivative liabilities, fair value	2,928	479
Derivative Asset, Fair Value, Amount Offset Against Collateral	2,928	479
Derivative Liability, Fair Value, Amount Offset Against Collateral	2,928	479
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	0	0
Derivative asset, Fair Value	3,298	19,847
Derivative liability, Fair Value	0	0
Forward agency and loan sales [Member] | Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	3,298	19,847
Derivative asset, Fair Value	'	19,847
Forward agency and loan sales [Member] | Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Interest rate swaps [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	3,604	3,045
Derivative liabilities, fair value	2,386	1,797
Derivative Asset, Fair Value, Amount Offset Against Collateral	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, assets	1,218	1,248
Gross Amounts Not Offset in the Statement of Financial Position, Cash Collateral, liabilities	0	0
Derivative asset, Fair Value	2,386	1,797
Derivative liability, Fair Value	2,386	1,797
Interest rate swaps [Member] | Other assets [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	3,604	3,045
Interest rate swaps [Member] | Other liabilities [Member]	'	'
Derivative [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	$2,386	$1,797

Derivative_Financial_Instrumen5

Derivative Financial Instruments (Counterparty Credit Risk) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'
Investment securities and cash collateral posted with counterparties	$20,300,000	$6,800,000
Net amounts not offset in the statement of financial position, cash collateral, assets (liabilities)	$14,460,000	($12,172,000)

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Federal Home Loan Bank, Advances [Line Items]	'	'
Federal Home Loan Bank advances	$1,125,000	$988,000
Weighted average interest rate	0.22%	0.34%
Short-term floating rate daily adjustable advances [Member]	'	'
Federal Home Loan Bank, Advances [Line Items]	'	'
Short-term adjustable advances	0	216,000
Weighted average interest rate	0.00%	0.50%
Fixed rate putable advances [Member]	'	'
Federal Home Loan Bank, Advances [Line Items]	'	'
Fixed rate putable advances	$1,125,000	$772,000
Weighted average interest rate	0.22%	0.30%

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Disclosures) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Advances from Federal Home Loan Banks [Abstract]	'	'	'
Maximum outstanding at any month end	$1,125,000,000	$2,900,000,000	'
Average balance	885,870,000	3,105,556,000	'
Average remaining borrowing capacity	1,802,000,000	1,148,000,000	'
Average interest rate	0.24%	3.16%	'
Maximum amount available	7,000,000,000	'	'
Federal Home Loan Bank advances	1,125,000,000	'	988,000,000
Available collateral amount	$1,700,000,000	'	'

LongTerm_Debt_Details

Long-Term Debt (Details) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Debt Instrument [Line Items]	'		'
Number of trust subsidiaries	9		'
Junior subordinated notes	247,435		247,435
Long-term debt	349,145	[1],[2]	353,248	[1],[2]
Trust Preferred Securities [Abstract]	'		'
Maturity period of trust preferred securities (in years)	'30 years		'
One Month LIBOR [Member]	'		'
Trust Preferred Securities [Abstract]	'		'
Variable interest rate period	'30		'
Three Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.23%		0.25%
Debt instrument, term of variable interest rate	'3 months		'3 months
One Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.15%		0.17%
Debt instrument, term of variable interest rate	'1 month		'1 month
Junior subordinated notes [Member]	'		'
Trust Preferred Securities [Abstract]	'		'
Debt Instrument, Maximum Period for Interest Payment Deferment (in Quarters)	20		'
3ML plus 3.25% maturing 2032 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	3.25%		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	3.49%	[3]	3.50%	[3]
3ML plus 3.25% maturing 2033 A [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	3.25%		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	3.49%	[3]	3.49%	[3]
3ML plus 3.25% maturing 2033 B [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	3.25%		'
Junior subordinated notes	25,780	[3]	25,780	[3]
Interest rate	3.48%	[3]	3.50%	[3]
3ML plus 2.00% maturing 2035 A [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	2.00%		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	2.24%	[3]	2.24%	[3]
3ML plus 2.00% maturing 2035 B [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	2.00%		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	2.24%	[3]	2.24%	[3]
3ML plus 1.75% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	1.75%		'
Junior subordinated notes	51,547	[3]	51,547	[3]
Interest rate	1.98%	[3]	2.00%	[3]
3ML plus 1.50% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	1.50%		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	1.74%	[3]	1.74%	[3]
3ML plus 1.45% maturing 2037 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	1.45%		'
Junior subordinated notes	25,774		25,774
Interest rate	1.68%		1.69%
3ML plus 2.50% maturing 2037 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	2.50%		'
Junior subordinated notes	15,464	[3]	15,464	[3]
Interest rate	2.73%	[3]	2.74%	[3]
3ML plus 0.23% maturing 2018 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	0.23%		'
3ML plus 0.23% maturing 2018 [Member] | Rate Option 3 [Member] | One Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	0.23%		'
Interest rate	0.16%	[3]	'
3ML plus 0.23% maturing 2018 [Member] | Rate Fixed Cap [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.16%	[3]	'
3ML plus 0.23% maturing 2018 [Member] | HELOC Securitizations [Member]	'		'
Debt Instrument [Line Items]	'		'
Long-term debt	53,354	[4]	55,172	[4]
3ML plus 0.16% maturing 2019 [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate debt	0.16%		'
3ML plus 0.16% maturing 2019 [Member] | HELOC Securitizations [Member]	'		'
Debt Instrument [Line Items]	'		'
Long-term debt	48,356	[5]	50,641	[5]
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	The securities are currently callable by the Company.
[4]	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 0.16 percent.
[5]	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 0.16 percent.

Representation_and_Warranty_Re2

Representation and Warranty Reserve (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Representation and Warranty Reserve [Roll Forward]	'	'
Balance, beginning of period	$54,000	$193,000
Provision, charged to gain on sale for current loan sales	1,229	5,818
Representation and warranty reserve - change in estimate	-1,672	17,395
Total provision	-443	23,213
Charge-offs, net	-5,557	-31,213
Balance, end of period	$48,000	$185,000

Stockholders_Equity_Preferred_

Stockholders' Equity (Preferred Stock) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014
In Thousands, except Share data, unless otherwise specified			Series C Preferred Stock [Member]
Class of Stock [Line Items]	'	'	'
Preferred stock, par value per share	$0.01	$0.01	'
Preferred stock, liquidation value per share	$1,000	$1,000	'
Preferred stock, dividend rate per annum	'	'	9.00%
Preferred stock, shares outstanding	266,657	266,657	266,657
Preferred stock, value	'	'	$3
Preferred stock, additional paid in capital	'	'	$266,654

Stockholders_Equity_Accumulate

Stockholders' Equity (Accumulated Other Comprehensive Income) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Pre-tax amount	($3,397)	($9,042)
Income tax (expense) benefit	2,200	4,211
After-tax amount	-1,197	-4,831
U.S. government sponsored agencies [Member]	'	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
Pre-tax amount	-3,397	-9,042
Income tax (expense) benefit	2,200	4,211
After-tax amount	($1,197)	($4,831)

Loss_Earnings_Per_Share_Detail

(Loss) Earnings Per Share (Details) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Earnings Per Share [Abstract]	'	'
Net (Loss) Income	($78,423)	$23,607
Less: preferred stock dividend/accretion	-483	-1,438
Income (Loss) from Continuing Operations Attributable to Parent	-78,906	22,169
Deferred cumulative preferred stock dividends	-5,692	-3,525
Net (loss) income applicable to Common Stock	($84,598)	$18,644
Weighted average shares	'	'
Weighted average common shares outstanding	56,194,184	55,973,888
Effect of dilutive securities (in shares)	'	'
Warrants	0	252,000
Stock-based awards	0	189,000
Weighted average diluted common shares	56,194,184	56,415,057
(Loss) Earnings per common share	'	'
Net (loss) income applicable to Common Stock	($1.51)	$0.33
Effect of dilutive securities (in dollars per share)	'	'
Warrants	$0	$0
Stock-based awards	$0	$0
Diluted (loss) earnings per share	($1.51)	$0.33

Loss_Earnings_Per_Share_Antidi

(Loss) Earnings Per Share Anti-dilutive (Details)	3 Months Ended
	Mar. 31, 2014
Warrants [Member]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	1,334,045
Share-based awards [Member]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	295,179

StockBased_Compensation_Detail

Stock-Based Compensation (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based compensation expense	$1	$1.50
Deferred Bonus [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based compensation expense	$6.30	$9.10

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Income Tax Disclosure [Abstract]	'	'
Income tax expense (benefit)	($39,996)	$0
Net tax provision (benefit) as a percentage of pretax income	33.80%	0.00%
Federal statutory income tax rate	35.20%	'
Unrecognized tax benefits, recognition period	'P12M	'

Regulatory_Matters_Details

Regulatory Matters (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Regulatory Capital Requirements [Abstract]	'	'
Tangible Capital Required for Capital Adequacy to Tangible Assets	1.50%	'
Tangible Capital	$1,139,810	$1,257,608
Tangible Capital to Tangible Assets	12.44%	13.97%
Tier One Leverage Capital	1,139,810	1,257,608
Tier One Leverage Capital to Average Assets	12.44%	13.97%
Tier One Leverage Capital Required for Capital Adequacy	366,437	360,196
Tier One Leverage Capital Required to be Well Capitalized	458,046	450,245
Tier One Leverage Capital Required to be Well Capitalized to Average Assets	5.00%	5.00%
Tier One Leverage Capital Required to be Well Capitalized to Average Assets	4.00%	4.00%
Tier One Risk Based Capital	1,139,810	1,257,608
Tier One Risk Based Capital to Risk Weighted Assets	23.62%	26.82%
Tier One Risk Based Capital Required for Capital Adequacy	193,041	187,542
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.00%	4.00%
Tier One Risk Based Capital Required to be Well Capitalized	289,561	281,313
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	6.00%	6.00%
Capital	1,203,098	1,317,964
Capital to Risk Weighted Assets	24.93%	28.11%
Capital Required for Capital Adequacy	386,082	375,084
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	8.00%
Capital Required to be Well Capitalized	$482,602	$468,855
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%

Legal_Proceedings_Contingencie2

Legal Proceedings, Contingencies and Commitments (Details) (USD $)

0 Months Ended

1 Months Ended

1 Months Ended

0 Months Ended

1 Months Ended

0 Months Ended

1 Months Ended

Feb. 24, 2012

Feb. 29, 2012

Mar. 31, 2014

Feb. 29, 2012

Mar. 31, 2014

Apr. 03, 2012

Feb. 24, 2012

Feb. 29, 2012

Feb. 24, 2012

Feb. 29, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

DOJ Agreement [Member]

DOJ Agreement [Member]

Initial payment [Member]

Initial payment [Member]

Initial payment [Member]

Additional payments [Member]

Additional payments [Member]

Mortgage loans (interest-rate lock commitments)

Mortgage loans (interest-rate lock commitments)

HELOC [Member]

HELOC [Member]

Other [Member]

Other [Member]

Standby and commercial letters of credit [Member]

Standby and commercial letters of credit [Member]

Other Commercial Commitments [Member]

Other Commercial Commitments [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement payment amount

'

'

'

$133,000,000

'

$15,000,000

$15,000,000

$15,000,000

$118,000,000

$118,000,000

'

'

'

'

'

'

'

'

'

'

Maximum number of days payment is due pursuant to DOJ settlement

'30 days

'30 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

DOJ litigation settlement liability

'

'

'

'

-94,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Accrued reserve for contingent liabilities

'

'

97,700,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments to extend credit

'

'

'

'

'

'

'

'

'

'

$2,090,253,000

$1,857,775,000

$74,165,000

$67,060,000

$7,488,000

$7,430,000

$6,398,000

$7,982,000

$360,422,000

$296,713,000

Segment_Information_Details

Segment Information (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	segments
Segment Reporting Information [Line Items]	'	'	'
Number of operating segments	4	'	'
Net interest income	$58,201	$55,669	'
Net gain on loan sales	45,342	137,540	'
Representation and warranty reserve - change in estimate	1,672	-17,395	'
Other noninterest income (loss)	-14,519	9,197	'
Other Noninterest Income	27,939	64,798	'
Total net interest income and noninterest income	133,154	240,612	'
Provision for loan losses	-112,321	-20,415	'
Asset resolution	-11,508	-16,445	'
Depreciation and amortization expense	-5,760	-5,404	'
Other noninterest expense	-121,984	-174,741	'
Total noninterest expense	-251,573	-217,005	'
Income (loss) before federal income taxes	-118,419	23,607	'
Benefit for federal income taxes	39,996	0	'
Net (Loss) Income	-78,423	23,607	'
Average loans held-for-sale	1,297,118	3,616,195	'
Average Loans Repurchased With Government Guarantees	1,269,781	1,774,235	'
Average loans held-for-investment	3,864,110	4,834,689	'
Average total assets	9,611,353	13,692,571	9,407,301
Average interest-bearing deposits	5,230,154	6,985,653	'
Mortgage Origination Segment	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	12,092	21,657	'
Net gain on loan sales	47,437	143,207	'
Representation and warranty reserve - change in estimate	0	0	'
Other noninterest income (loss)	11,978	30,522	'
Total net interest income and noninterest income	71,507	195,386	'
Provision for loan losses	0	0	'
Asset resolution	-17	-60	'
Depreciation and amortization expense	-244	-137	'
Other noninterest expense	-53,490	-104,039	'
Total noninterest expense	-53,751	-104,236	'
Income (loss) before federal income taxes	17,756	91,150	'
Benefit for federal income taxes	0	0	'
Net (Loss) Income	17,756	91,150	'
Average loans held-for-sale	1,219,183	2,993,998	'
Average Loans Repurchased With Government Guarantees	0	0	'
Average loans held-for-investment	215	82	'
Average total assets	1,363,467	3,081,173	'
Average interest-bearing deposits	0	0	'
Mortgage Servicing	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	5,446	12,027	'
Net gain on loan sales	0	-5,817	'
Representation and warranty reserve - change in estimate	1,672	-17,395	'
Other noninterest income (loss)	13,140	15,950	'
Total net interest income and noninterest income	20,258	4,765	'
Provision for loan losses	0	0	'
Asset resolution	-10,798	-19,064	'
Depreciation and amortization expense	-1,573	-1,556	'
Other noninterest expense	-22,861	-9,726	'
Total noninterest expense	-35,232	-30,346	'
Income (loss) before federal income taxes	-14,974	-25,581	'
Benefit for federal income taxes	0	0	'
Net (Loss) Income	-14,974	-25,581	'
Average loans held-for-sale	0	0	'
Average Loans Repurchased With Government Guarantees	1,269,781	1,774,235	'
Average loans held-for-investment	0	0	'
Average total assets	1,414,762	2,070,051	'
Average interest-bearing deposits	0	0	'
Community Banking	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	34,719	43,151	'
Net gain on loan sales	-2,095	150	'
Representation and warranty reserve - change in estimate	0	0	'
Other noninterest income (loss)	-13,548	9,848	'
Total net interest income and noninterest income	19,076	53,149	'
Provision for loan losses	-112,321	-20,415	'
Asset resolution	-693	2,679	'
Depreciation and amortization expense	-1,053	-940	'
Other noninterest expense	-42,113	-54,313	'
Total noninterest expense	-156,180	-72,989	'
Income (loss) before federal income taxes	-137,104	-19,840	'
Benefit for federal income taxes	0	0	'
Net (Loss) Income	-137,104	-19,840	'
Average loans held-for-sale	77,935	622,197	'
Average Loans Repurchased With Government Guarantees	0	0	'
Average loans held-for-investment	3,863,895	4,827,542	'
Average total assets	3,927,294	5,439,939	'
Average interest-bearing deposits	5,230,154	6,915,974	'
Other	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	5,944	-21,166	'
Net gain on loan sales	0	0	'
Representation and warranty reserve - change in estimate	0	0	'
Other noninterest income (loss)	16,369	8,478	'
Total net interest income and noninterest income	22,313	-12,688	'
Provision for loan losses	0	0	'
Asset resolution	0	0	'
Depreciation and amortization expense	-2,890	-2,771	'
Other noninterest expense	-3,520	-6,663	'
Total noninterest expense	-6,410	-9,434	'
Income (loss) before federal income taxes	15,903	-22,122	'
Benefit for federal income taxes	39,996	0	'
Net (Loss) Income	55,899	-22,122	'
Average loans held-for-sale	0	0	'
Average Loans Repurchased With Government Guarantees	0	0	'
Average loans held-for-investment	0	7,065	'
Average total assets	2,602,305	3,101,408	'
Average interest-bearing deposits	0	69,679	'
Average Balances [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Average total assets	$9,307,828	'	'