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FAIR VALUE - LEVEL 3 ASSETS MEASURED ON RECURRING BASIS (Details) - USD ($)
$ in Thousands
12 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2013
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Other-than-temporary-impairment $ (2,365) $ (2,802) $ (3,501)
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3)      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Opening balance 46,912 58,617  
Transfers into Level 3 0 0  
Transfers out of Level 3 0 0  
Total gains or losses for the period - Included in other comprehensive income (1,325) (125)  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Purchases 1,801 0  
Issues 0 529  
Sales 0 0  
Settlements (8,518) (11,546)  
Other-than-temporary-impairment (933) (216)  
Closing balance 38,824 46,912 58,617
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (438) (347)  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Fair Value Gain On Trading Securities      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Total gains or losses for the period - Included in earnings (234) 955  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Mortgage Banking      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Total gains or losses for the period - Included in earnings 1,121 (1,302)  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Collateralized Debt Obligations      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Opening balance 8,066 7,111  
Transfers into Level 3 0 0  
Transfers out of Level 3 0 0  
Total gains or losses for the period - Included in earnings (234) 955  
Total gains or losses for the period - Included in other comprehensive income 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Purchases 0 0  
Issues 0 0  
Sales 0 0  
Settlements 0 0  
Other-than-temporary-impairment 0 0  
Closing balance 7,832 8,066 7,111
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (234) 955  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Non-Agency RMBS      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Opening balance 37,409 49,284  
Transfers into Level 3 0 0  
Transfers out of Level 3 0 0  
Total gains or losses for the period - Included in other comprehensive income (1,325) (125)  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Purchases 0 0  
Issues 0 0  
Sales 0 0  
Settlements (8,518) (11,534)  
Other-than-temporary-impairment (933) (216)  
Closing balance 26,633 37,409 49,284
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (1,325) 0  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Mortgage Servicing Rights      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Opening balance 562    
Total gains or losses for the period - Included in earnings (265) 45  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Purchases 1,801 0  
Issues 0 529  
Sales 0 0  
Settlements 0 (12)  
Other-than-temporary-impairment 0 0  
Closing balance 2,098 562  
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period (265) 45  
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Derivative Instruments, net      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Opening balance 875 2,222  
Transfers into Level 3 0 0  
Transfers out of Level 3 0 0  
Total gains or losses for the period - Included in earnings 1,386 (1,347)  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases, Sales, Issues, Settlements [Abstract]      
Purchases 0 0  
Issues 0 0  
Sales 0 0  
Settlements 0 0  
Other-than-temporary-impairment 0 0  
Closing balance 2,261 875 $ 2,222
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period $ 1,386 $ (1,347)