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SECURITIES - OTHER THAN TEMPORARY IMPAIRMENT, CREDIT LOSSES RECOGNIZED IN EARNINGS (Details) - Non-agency
$ in Thousands
12 Months Ended
Jun. 30, 2017
USD ($)
security
Jun. 30, 2016
USD ($)
Jun. 30, 2015
USD ($)
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]      
Beginning balance $ (20,865) $ (20,503) $ (18,138)
Additions for the amounts related to the credit loss for which an other-than-temporary impairment was not previously recognized (342) (112) (742)
Increases to the amount related to the credit loss for which other-than-temporary impairment was previously recognized (1,622) (453) (1,623)
Credit losses realized for securities sold 7,301 203 0
Ending balance $ (15,528) (20,865) (20,503)
Number of securities with cumulative credit losses | security 22    
Carrying value of securities with cumulative credit losses $ 43,268    
OTTI recognized in earnings $ 1,964 $ 565 $ 2,365
Number of securities with other than temporary impairment | security 6    
Carrying value of securities with other than temporary impairment $ 13,126