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FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - Recurring - Level 3 - USD ($)
$ in Thousands
3 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 24,055 $ 29,148
Total gains or losses for the period - Included in other comprehensive income 689 442
Purchases, originations, issues, sales and settlements:    
Purchases/originations 1,531 753
Sales   (2,058)
Settlements (582) (724)
Closing balance 25,491 27,178
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (202) (383)
Included in earnings—Sale of securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings   (133)
Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings (202) (250)
Non-Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 13,025 17,443
Total gains or losses for the period - Included in other comprehensive income 689 442
Purchases, originations, issues, sales and settlements:    
Purchases/originations 0 0
Sales   (2,058)
Settlements (582) (724)
Closing balance 13,132 14,970
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 0 (133)
Non-Agency RMBS | Included in earnings—Sale of securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings   (133)
Non-Agency RMBS | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings 0 0
Mortgage Servicing Rights    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 9,784 10,752
Total gains or losses for the period - Included in other comprehensive income 0 0
Purchases, originations, issues, sales and settlements:    
Purchases/originations 1,531 753
Sales   0
Settlements 0 0
Closing balance 10,632 11,216
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (683) (289)
Mortgage Servicing Rights | Included in earnings—Sale of securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings   0
Mortgage Servicing Rights | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings (683) (289)
Derivative Instruments, net    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 1,246 953
Total gains or losses for the period - Included in other comprehensive income 0 0
Purchases, originations, issues, sales and settlements:    
Purchases/originations 0 0
Sales   0
Settlements 0 0
Closing balance 1,727 992
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period 481 39
Derivative Instruments, net | Included in earnings—Sale of securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings   0
Derivative Instruments, net | Included in earnings—Mortgage banking income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Total gains or losses for the period - Included in earnings $ 481 $ 39