FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - Recurring - Level 3 - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	$ 25,066	$ 26,105	$ 24,055	$ 29,148
Total gains or losses for the period - Included in other comprehensive income	(548)	(108)	292	442
Purchases, originations, issues, sales and settlements:
Purchases/originations	1,297	339	4,047	1,656
Sales				(2,058)
Settlements	(533)	(370)	(1,611)	(1,751)
Other-than-temporary impairment		(821)		(821)
Closing balance	24,316	24,099	24,316	24,099
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	(966)	(1,046)	(2,467)	(2,517)
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	(966)	(1,046)	(2,467)	(2,384)
Non-Agency RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	12,787	14,421	13,025	17,443
Total gains or losses for the period - Included in other comprehensive income	(548)	(108)	292	442
Purchases, originations, issues, sales and settlements:
Purchases/originations	0	0	0	0
Sales				(2,058)
Settlements	(533)	(370)	(1,611)	(1,751)
Other-than-temporary impairment		(821)		(821)
Closing balance	11,706	13,122	11,706	13,122
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	0	0	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	0	0
Mortgage Servicing Rights
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	11,262	11,215	9,784	10,752
Total gains or losses for the period - Included in other comprehensive income	0	0	0	0
Purchases, originations, issues, sales and settlements:
Purchases/originations	1,297	339	4,047	1,656
Sales				0
Settlements	0	0	0	0
Other-than-temporary impairment		0		0
Closing balance	9,962	10,355	9,962	10,355
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	(2,597)	(1,199)	(3,869)	(2,053)
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	(2,597)	(1,199)	(3,869)	(2,053)
Derivative Instruments, net
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening Balance	1,017	469	1,246	953
Total gains or losses for the period - Included in other comprehensive income	0	0	0	0
Purchases, originations, issues, sales and settlements:
Purchases/originations	0	0	0	0
Sales				0
Settlements	0	0	0	0
Other-than-temporary impairment		0		0
Closing balance	2,648	622	2,648	622
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	1,631	153	1,402	(331)
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	$ 1,631	$ 153	$ 1,402	$ (331)