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Borrowings - ESS (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
PMT        
Issuances of excess servicing spread to PennyMac Mortgage Investment Trust:        
Change in fair value $ 3,864 $ (1,109) $ 11,519 $ (9,026)
Excess servicing spread financing        
Roll forward of liabilities measured using Level 3 inputs on a recurring basis        
Balance at the beginning of the period 194,156 229,470 216,110 236,534
Issuances of excess servicing spread to PennyMac Mortgage Investment Trust:        
Accrual of interest 2,291 3,740 8,124 11,584
Repayment (9,819) (11,543) (30,901) (35,852)
Change in fair value (3,864) 1,109 (11,519) 9,026
Balance at the end of the period 183,141 223,275 183,141 223,275
Excess servicing spread financing | PMT        
Issuances of excess servicing spread to PennyMac Mortgage Investment Trust:        
Issuances 377 499 1,327 1,983
Change in fair value $ 3,864 $ (1,109) $ 11,519 $ (9,026)