SECURITIES - OTHER THAN TEMPORARY IMPAIRMENT, CREDIT LOSSES RECOGNIZED IN EARNINGS (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Dec. 31, 2015 USD ($) security	Dec. 31, 2014 USD ($)	Dec. 31, 2015 USD ($) security	Dec. 31, 2014 USD ($)	Jun. 30, 2015 security
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Number of securities in a continuous loss position | security	38		38		32
Non-agency RMBS
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Beginning balance	$ (20,621)	$ (19,351)	$ (20,503)	$ (18,139)
Additions for the amounts related to credit loss for which an other-than-temporary impairment was not previously recognized	0	0	(99)	(39)
Increases to the amount related to the credit loss for which other-than-temporary impairment was previously recognized	(23)	(285)	(42)	(1,458)
Credit losses realized for securities sold	116	0	116	0
Ending balance	(20,528)	$ (19,636)	(20,528)	$ (19,636)
Carrying amount of securities with cumulative credit losses	$ 96,249		$ 96,249
Number of securities with other than temporary impairment | security	2		2
Carrying value of securities with other than temporary impairment	$ 1,028		$ 1,028