FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2014	Dec. 31, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Other-than-temporary impairment	$ (286)	$ (873)	$ (1,497)	$ (1,445)
Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	44,050	52,836	46,912	58,617
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Total gains or losses for the period - Included in earnings	(322)	733	(251)	(1,167)
Total gains or losses for the period - Included in other comprehensive income	(981)	(1,362)	(1,119)	(918)
Purchases	326	0	510	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(1,099)	(2,576)	(4,150)	(7,524)
Other-than-temporary impairment	(165)	(1)	(214)	(1)
Closing balance	41,484	49,442	41,484	49,442
Change in unrealized gains and losses for the period included in earnings for assets held at the end of the reporting period	(647)	545	(455)	(732)
Recurring | Level 3 | Collateralized Debt Obligations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	8,187	7,734	8,066	7,111
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Total gains or losses for the period - Included in earnings	(325)	(188)	(204)	435
Total gains or losses for the period - Included in other comprehensive income	0	0		0
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Other-than-temporary impairment	0	0	0	0
Closing balance	7,862	7,546	7,862	7,546
Change in unrealized gains and losses for the period included in earnings for assets held at the end of the reporting period	(325)	(188)	(204)	435
Recurring | Level 3 | Non-agency RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	34,171	44,780	37,409	49,284
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Total gains or losses for the period - Included in earnings	0	0	0	0
Total gains or losses for the period - Included in other comprehensive income	(981)	(1,362)	(1,119)	(918)
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(1,099)	(2,576)	(4,150)	(7,524)
Other-than-temporary impairment	(165)	(1)	(214)	(1)
Closing balance	31,926	40,841	31,926	40,841
Change in unrealized gains and losses for the period included in earnings for assets held at the end of the reporting period	0	0	0	0
Recurring | Level 3 | Mortgage Servicing Rights
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	749		562
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Total gains or losses for the period - Included in earnings	(38)		(35)
Purchases	326		510
Issuances	0		0
Sales	0		0
Settlements	0		0
Other-than-temporary impairment	0		0
Closing balance	1,037		1,037
Change in unrealized gains and losses for the period included in earnings for assets held at the end of the reporting period	(38)		(35)
Recurring | Level 3 | Derivative Instruments, net
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Opening balance	943	322	875	2,222
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Total gains or losses for the period - Included in earnings	(284)	733	(216)	(1,167)
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Other-than-temporary impairment	0	0	0	0
Closing balance	659	1,055	659	1,055
Change in unrealized gains and losses for the period included in earnings for assets held at the end of the reporting period	$ (284)	$ 733	$ (216)	$ (1,167)