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Transactions with Affiliates - Financing Activities (Details) - USD ($)
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Dec. 31, 2019
Feb. 01, 2013
Financing activities:            
Issuance pursuant to recapture agreement     $ 862,000 $ 950,000    
Repayments     17,430,000 21,082,000    
PMT            
Financing activities:            
Interest expense $ 2,372,000 $ 2,767,000 4,346,000 5,833,000    
Change in fair value 636,000 3,604,000 15,158,000 7,655,000    
Excess servicing spread financing at fair value payable to affiliate 151,206,000   151,206,000   $ 178,586,000  
PMT | 2/1/13 Spread Acquisition Agreement            
Financing activities:            
Maximum ESS recapture obligation           $ 200,000
Excess servicing spread financing | PMT            
Financing activities:            
Balance at the beginning of the period 157,109,000 205,081,000 178,586,000 216,110,000    
Issuance pursuant to recapture agreement 483,000 442,000 862,000 950,000    
Interest expense 2,372,000 2,767,000 4,346,000 5,833,000    
Repayments (8,122,000) (10,530,000) (17,430,000) (21,082,000)    
Change in fair value (636,000) (3,604,000) (15,158,000) (7,655,000)    
Balance at the end of the period 151,206,000 194,156,000 151,206,000 194,156,000    
Excess servicing spread recapture recognized $ 535,000 $ 393,000 $ 916,000 $ 882,000