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Fair Value - Summary of Changes in Items Measured Using Level 3 Inputs on Recurring Basis (Detail) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Assets:    
Servicing received as proceeds from sales of mortgage loans $ 3,300 $ 1,906
Recurring [Member]    
Assets:    
Beginning balance 2,584,642 2,453,768
Purchases and issuances 3,284 288,393
Repayments and sales (112,659) (58,613)
Capitalization of interest 30,309 10,209
Accrual of interest   3,752
ESS received pursuant to a recapture agreement with PFSI 1,911 1,246
Interest rate lock commitments issued, net 10,698 19,400
Servicing received as proceeds from sales of mortgage loans 3,300 1,906
Proceeds from CRT Agreements 2,536  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 12,466 7,206
Other factors (14,955) (7,360)
Total (2,489) (154)
Transfers of mortgage loans to REO and real estate held for investment (58,455)  
Transfers of mortgage loans to REO   (79,695)
Transfers of interest rate lock commitments to mortgage loans acquired for sale (26,675) (16,859)
Ending balance 2,436,402 2,623,353
Changes in fair value recognized during the period relating to assets (3,329) 15,527
CRT Agreements [Member] | Recurring [Member]    
Assets:    
Beginning balance 593  
Purchases and issuances 0  
Repayments and sales (668)  
Capitalization of interest 0  
ESS received pursuant to a recapture agreement with PFSI 0  
Interest rate lock commitments issued, net 0  
Servicing received as proceeds from sales of mortgage loans 0  
Proceeds from CRT Agreements 2,536  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 0  
Other factors (6,679)  
Total (6,679)  
Transfers of mortgage loans to REO and real estate held for investment 0  
Transfers of interest rate lock commitments to mortgage loans acquired for sale 0  
Ending balance (4,218)  
Changes in fair value recognized during the period relating to assets (6,679)  
Interest Rate Lock Commitments [Member] | Recurring [Member]    
Assets:    
Beginning balance 4,646 5,661
Purchases and issuances 0 0
Repayments and sales 0 0
Capitalization of interest 0 0
Accrual of interest   0
ESS received pursuant to a recapture agreement with PFSI 0 0
Interest rate lock commitments issued, net 10,698 19,400
Servicing received as proceeds from sales of mortgage loans 0 0
Proceeds from CRT Agreements 0  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 0 0
Other factors 20,666 12
Total 20,666 12
Transfers of mortgage loans to REO and real estate held for investment 0  
Transfers of mortgage loans to REO   0
Transfers of interest rate lock commitments to mortgage loans acquired for sale (26,675) (16,859)
Ending balance 9,335 8,214
Changes in fair value recognized during the period relating to assets 9,335 8,214
Interest-only security payable [Member] | Recurring [Member]    
Assets:    
Beginning balance 0  
Purchases and issuances 682  
Repayments and sales 0  
Capitalization of interest 0  
ESS received pursuant to a recapture agreement with PFSI 0  
Interest rate lock commitments issued, net 0  
Servicing received as proceeds from sales of mortgage loans 0  
Proceeds from CRT Agreements 0  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 0  
Other factors (7)  
Total (7)  
Transfers of mortgage loans to REO and real estate held for investment 0  
Transfers of interest rate lock commitments to mortgage loans acquired for sale 0  
Ending balance 675  
Changes in fair value recognized during the period relating to assets (7)  
Mortgage loans at fair value [Member] | Recurring [Member]    
Assets:    
Beginning balance 2,100,394 2,199,583
Purchases and issuances 0 241,981
Repayments and sales (32,065) (45,882)
Capitalization of interest 23,294 10,209
Accrual of interest   0
ESS received pursuant to a recapture agreement with PFSI 0 0
Interest rate lock commitments issued, net 0 0
Servicing received as proceeds from sales of mortgage loans 0 0
Proceeds from CRT Agreements 0  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 12,466 7,206
Other factors 1,929 9,980
Total 14,395 17,186
Transfers of mortgage loans to REO and real estate held for investment (58,455)  
Transfers of mortgage loans to REO   (79,695)
Transfers of interest rate lock commitments to mortgage loans acquired for sale 0 0
Ending balance 2,047,563 2,343,382
Changes in fair value recognized during the period relating to assets 17,676 24,665
Excess servicing spread [Member] | Recurring [Member]    
Assets:    
Beginning balance 412,425 191,166
Purchases and issuances 0 46,412
Repayments and sales (79,926) (12,731)
Capitalization of interest 7,015 0
Accrual of interest   3,752
ESS received pursuant to a recapture agreement with PFSI 1,911 1,246
Interest rate lock commitments issued, net 0 0
Servicing received as proceeds from sales of mortgage loans 0 0
Proceeds from CRT Agreements 0  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 0 0
Other factors (19,449) (7,536)
Total (19,449) (7,536)
Transfers of mortgage loans to REO and real estate held for investment 0  
Transfers of mortgage loans to REO   0
Transfers of interest rate lock commitments to mortgage loans acquired for sale 0 0
Ending balance 321,976 222,309
Changes in fair value recognized during the period relating to assets (12,239) (7,536)
Mortgage servicing rights [Member] | Recurring [Member]    
Assets:    
Beginning balance 66,584 57,358
Purchases and issuances 2,602 0
Repayments and sales 0 0
Capitalization of interest 0 0
Accrual of interest   0
ESS received pursuant to a recapture agreement with PFSI 0 0
Interest rate lock commitments issued, net 0 0
Servicing received as proceeds from sales of mortgage loans 3,300 1,906
Proceeds from CRT Agreements 0  
Changes in fair value included in income arising from:    
Changes in instrument-specific credit risk 0 0
Other factors (11,415) (9,816)
Total (11,415) (9,816)
Transfers of mortgage loans to REO and real estate held for investment 0  
Transfers of mortgage loans to REO   0
Transfers of interest rate lock commitments to mortgage loans acquired for sale 0 0
Ending balance 61,071 49,448
Changes in fair value recognized during the period relating to assets $ (11,415) $ (9,816)