"Out of the blue I got a phone call saying that HBO was going to significantly raise my salary. I am going to be totally honest here: The first feeling I had was, I felt kind of guilty," the actress tells SiriusXM Insight host John Fugelsang. "Like I thought, 'I just had this windfall? Wait, that's not fair.' That's where I'm brainwashed. I'm like, 'I don't deserve this.'" Explaining the previous pay disparity, Gyllenhaal says she always thought James was "way more bankable" than her.