Segments (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020 USD ($) segment	Mar. 31, 2019 USD ($)	Dec. 31, 2019 USD ($)
Segments and Related Information
Number of segments | segment	3
Revenues:
Net gains on loans held for sale at fair value	$ 344,282	$ 84,776
Loan origination fees	57,571	23,930
Net loan servicing fees	257,808	80,571
Net interest income (expense):
Interest income	72,564	58,333
Interest expense, before non-segment activities	61,512	37,543
Net interest expense, before non-segment activities	11,052	20,790
Management fees	9,055	7,248
Other	117	2,816
Total net revenues, before non-segment activities	721,825	247,705
Expenses	307,095	187,414
Income before provision for income taxes	414,730	60,291
Assets:
Segment assets at period end	10,891,133		$ 10,204,017
PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	41,940	27,574
Net interest income (expense):
Management fees	$ 9,055	7,248
Mortgage banking
Segments and Related Information
Number of segments | segment	2
Operating segment
Assets:
Segment assets at period end	$ 10,891,133	7,819,000
Operating segment | Investment management
Net interest income (expense):
Interest expense, before non-segment activities	9	7
Net interest expense, before non-segment activities	(9)	(7)
Management fees	9,055	7,248
Other	807	1,563
Total net revenues, before non-segment activities	9,853	8,804
Expenses	6,096	6,682
Income before provision for income taxes	3,757	2,122
Assets:
Segment assets at period end	18,067	17,719
Operating segment | Mortgage banking
Revenues:
Net gains on loans held for sale at fair value	344,282	84,776
Loan origination fees	57,571	23,930
Net loan servicing fees	257,808	80,571
Net interest income (expense):
Interest income	72,564	58,333
Interest expense, before non-segment activities	61,503	37,536
Net interest expense, before non-segment activities	11,061	20,797
Other	(690)	1,253
Total net revenues, before non-segment activities	711,972	238,901
Expenses	300,999	180,732
Income before provision for income taxes	410,973	58,169
Assets:
Segment assets at period end	10,873,066	7,801,281
Operating segment | Mortgage banking | PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	41,940	27,574
Operating segment | Mortgage banking Production
Revenues:
Net gains on loans held for sale at fair value	316,635	66,721
Loan origination fees	57,571	23,930
Net interest income (expense):
Interest income	26,585	14,369
Interest expense, before non-segment activities	20,157	3,915
Net interest expense, before non-segment activities	6,428	10,454
Other	(10)	488
Total net revenues, before non-segment activities	422,564	129,167
Expenses	182,433	82,161
Income before provision for income taxes	240,131	47,006
Assets:
Segment assets at period end	5,686,878	2,501,468
Operating segment | Mortgage banking Production | PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	41,940	27,574
Operating segment | Mortgage banking Servicing
Revenues:
Net gains on loans held for sale at fair value	27,647	18,055
Net loan servicing fees	257,808	80,571
Net interest income (expense):
Interest income	45,979	43,964
Interest expense, before non-segment activities	41,346	33,621
Net interest expense, before non-segment activities	4,633	10,343
Other	(680)	765
Total net revenues, before non-segment activities	289,408	109,734
Expenses	118,566	98,571
Income before provision for income taxes	170,842	11,163
Assets:
Segment assets at period end	$ 5,186,188	$ 5,299,813