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FAIR VALUE - ASSETS AND LIABILITIES MEASURED ON RECURRING BASIS (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Jun. 30, 2022
ASSETS:    
Trading $ 400 $ 1,758
Fair Value 279,612 262,518
Loans held for sale, at fair value 7,920 4,973
Municipal    
ASSETS:    
Trading 400 1,758
Fair Value 3,384 3,248
Agency MBS    
ASSETS:    
Trading 0 0
Fair Value 22,782 25,325
Securities – Available-for-Sale: Non-Agency RMBS    
ASSETS:    
Trading 0 0
Fair Value 206,300 186,814
Significant Other Observable Inputs (Level 2)    
ASSETS:    
Trading 400 1,758
Fair Value 73,312 75,704
Loans held for sale, at fair value 7,920 4,973
Mortgage servicing rights 0 0
Significant Unobservable Inputs (Level 3)    
ASSETS:    
Trading 0 0
Fair Value 206,300 186,814
Loans held for sale, at fair value 0 0
Mortgage servicing rights 25,396 25,213
Recurring    
ASSETS:    
Fair Value 279,612 262,518
Loans held for sale, at fair value 7,920 4,973
Mortgage servicing rights 25,396 25,213
Other assets—Derivative instruments 381 464
LIABILITIES:    
Other liabilities—Derivative instruments 1,037 0
Recurring | Municipal    
ASSETS:    
Trading 400 1,758
Fair Value 3,384 3,248
Recurring | Agency MBS    
ASSETS:    
Fair Value 22,782 25,325
Recurring | Securities – Available-for-Sale: Non-Agency RMBS    
ASSETS:    
Fair Value 206,300 186,814
Recurring | Asset-backed securities and structured notes    
ASSETS:    
Fair Value 47,146 47,131
Recurring | Significant Other Observable Inputs (Level 2)    
ASSETS:    
Fair Value 73,312 75,704
Loans held for sale, at fair value 7,920 4,973
Mortgage servicing rights 0 0
Other assets—Derivative instruments 0 0
LIABILITIES:    
Other liabilities—Derivative instruments 0 0
Recurring | Significant Other Observable Inputs (Level 2) | Municipal    
ASSETS:    
Trading 400 1,758
Fair Value 3,384 3,248
Recurring | Significant Other Observable Inputs (Level 2) | Agency MBS    
ASSETS:    
Fair Value 22,782 25,325
Recurring | Significant Other Observable Inputs (Level 2) | Securities – Available-for-Sale: Non-Agency RMBS    
ASSETS:    
Fair Value 0 0
Recurring | Significant Other Observable Inputs (Level 2) | Asset-backed securities and structured notes    
ASSETS:    
Fair Value 47,146 47,131
Recurring | Significant Unobservable Inputs (Level 3)    
ASSETS:    
Fair Value 206,300 186,814
Loans held for sale, at fair value 0 0
Mortgage servicing rights 25,396 25,213
Other assets—Derivative instruments 381 464
LIABILITIES:    
Other liabilities—Derivative instruments 1,037 0
Recurring | Significant Unobservable Inputs (Level 3) | Municipal    
ASSETS:    
Trading 0 0
Fair Value 0 0
Recurring | Significant Unobservable Inputs (Level 3) | Agency MBS    
ASSETS:    
Fair Value 0 0
Recurring | Significant Unobservable Inputs (Level 3) | Securities – Available-for-Sale: Non-Agency RMBS    
ASSETS:    
Fair Value 206,300 186,814
Recurring | Significant Unobservable Inputs (Level 3) | Asset-backed securities and structured notes    
ASSETS:    
Fair Value $ 0 $ 0