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FAIR VALUE - QUANTITATIVE INFORMATION ABOUT LEVEL 3 FAIR VALUE MEASURMENTS (RECURRING) (Details) $ in Thousands | Sep. 30, 2022 USD ($) year | Jun. 30, 2022 USD ($) year
--- | --- | ---
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | $ 257,634 | $ 262,518
Securities – Available-for-Sale: Non-Agency RMBS |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | 184,012 | 186,814
Level 3 |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | 184,012 | 186,814
Mortgage servicing rights | 26,373 | 25,213
Recurring |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | 257,634 | 262,518
Mortgage servicing rights | 26,373 | 25,213
Recurring | Securities – Available-for-Sale: Non-Agency RMBS |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | 184,012 | 186,814
Recurring | Level 3 |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | 184,012 | 186,814
Mortgage servicing rights | 26,373 | 25,213
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Available-for-sale | $ 184,012 | $ 186,814
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Prepayment Rate | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.000 | 0.000
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Prepayment Rate | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.300 | 0.300
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Prepayment Rate | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.214 | 0.214
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Default Rate | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.000 | 0.000
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Default Rate | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.159 | 0.079
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Constant Default Rate | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.023 | 0.022
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Loss Severity | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.000 | 0.000
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Loss Severity | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.686 | 0.684
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Projected Loss Severity | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.266 | 0.267
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Discount Rate | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.027 | 0.027
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Discount Rate | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.088 | 0.093
Recurring | Level 3 | Securities – Available-for-Sale: Non-Agency RMBS | Discount Rate | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Securities available-for-sale, measurement input | 0.027 | 0.028
Recurring | Level 3 | Mortgage Servicing Rights |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing rights | $ 26,373 | $ 25,213
Recurring | Level 3 | Mortgage Servicing Rights | Projected Constant Prepayment Rate | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.038 | 0.079
Recurring | Level 3 | Mortgage Servicing Rights | Projected Constant Prepayment Rate | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.380 | 0.563
Recurring | Level 3 | Mortgage Servicing Rights | Projected Constant Prepayment Rate | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.093 | 0.110
Recurring | Level 3 | Mortgage Servicing Rights | Discount Rate | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.095 | 0.095
Recurring | Level 3 | Mortgage Servicing Rights | Discount Rate | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.110 | 0.115
Recurring | Level 3 | Mortgage Servicing Rights | Discount Rate | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | 0.095 | 0.095
Recurring | Level 3 | Mortgage Servicing Rights | Life (in years) | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | year | 0.9 | 1.2
Recurring | Level 3 | Mortgage Servicing Rights | Life (in years) | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | year | 13.0 | 9.9
Recurring | Level 3 | Mortgage Servicing Rights | Life (in years) | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Mortgage servicing right, measurement input | year | 9.4 | 8.4
Recurring | Level 3 | Derivative Instruments, net |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Derivative Instruments | $ 535 | $ 464
Recurring | Level 3 | Derivative Instruments, net | Projected Sales Profit of Underlying Loans | Minimum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Derivative instruments, net, measurement input | (0.031) | (0.031)
Recurring | Level 3 | Derivative Instruments, net | Projected Sales Profit of Underlying Loans | Maximum |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Derivative instruments, net, measurement input | 0.012 | 0.008
Recurring | Level 3 | Derivative Instruments, net | Projected Sales Profit of Underlying Loans | Weighted Average |  |
Fair Value, Option, Quantitative Disclosures [Line Items] |  |
Derivative instruments, net, measurement input | (0.012) | (0.012)

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