SECURITIES - SCHEDULE OF UNREALIZED LOSS ON INVESTMENTS (Details) - USD ($) $ in Thousands	Jun. 30, 2018	Jun. 30, 2017
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	$ 11,277	$ 60,829
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(49)	(901)
Available-for-sale securities in loss position for more than 12 months, Fair Value	41,181	29,202
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(3,180)	(1,377)
Available-for-sale securities in loss position, Total, Fair Value	52,458	90,031
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(3,229)	(2,278)
Mortgage-backed securities (RMBS)
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	48	19,648
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(2)	(390)
Available-for-sale securities in loss position for more than 12 months, Fair Value	22,692	27,445
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(2,383)	(1,373)
Available-for-sale securities in loss position, Total, Fair Value	22,740	47,093
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(2,385)	(1,763)
U.S Agencies
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	12	17,161
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(1)	(374)
Available-for-sale securities in loss position for more than 12 months, Fair Value	6,825	2,348
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(327)	(85)
Available-for-sale securities in loss position, Total, Fair Value	6,837	19,509
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(328)	(459)
Non-Agency RMBS
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	36	2,487
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(1)	(16)
Available-for-sale securities in loss position for more than 12 months, Fair Value	15,867	25,097
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(2,056)	(1,288)
Available-for-sale securities in loss position, Total, Fair Value	15,903	27,584
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(2,057)	(1,304)
Non-RMBS
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	11,229	41,181
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(47)	(511)
Available-for-sale securities in loss position for more than 12 months, Fair Value	18,489	1,757
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(797)	(4)
Available-for-sale securities in loss position, Total, Fair Value	29,718	42,938
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(844)	(515)
Municipal
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	1,740	13,431
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(17)	(420)
Available-for-sale securities in loss position for more than 12 months, Fair Value	12,326	1,757
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(726)	(4)
Available-for-sale securities in loss position, Total, Fair Value	14,066	15,188
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	(743)	(424)
Asset-backed securities and structured notes
Debt Securities, Available-for-sale, Unrealized Loss Position [Abstract]
Available-for-sale securities in loss position for less than 12 months, Fair Value	9,489	27,750
Available-for-sale securities in loss position for less than 12 months, Gross Unrealized Losses	(30)	(91)
Available-for-sale securities in loss position for more than 12 months, Fair Value	6,163	0
Available-for-sale securities in loss position for more than 12 months, Gross Unrealized Losses	(71)	0
Available-for-sale securities in loss position, Total, Fair Value	15,652	27,750
Available-for-sale securities in loss position, Total, Gross Unrealized Losses	$ (101)	$ (91)