SUMMARY OF PER SHARE INFORMATION (Details) (USD $)	3 Months Ended				9 Months Ended
	Dec. 31, 2012		Dec. 31, 2011		Dec. 31, 2012		Dec. 31, 2011
SUMMARY OF PER SHARE INFORMATION [Abstract]
Investment income (in dollars per share)	$ 1.84		$ 1.50		$ 2.57		$ 2.15
Operating expenses (in dollars per share)	$ (0.74)		$ (0.32)		$ (1.5)		$ (0.96)
Income taxes (in dollars per share)	$ (0.01)		$ (0.01)		$ (0.01)		$ (0.01)
Net investment income (in dollars per share)	$ 1.09		$ 1.17		$ 1.06		$ 1.18
Distributions from undistributed net investment income (in dollars per share)	$ (0.4)		$ (0.4)		$ (0.8)		$ (0.8)
Net realized gain/(loss) net of tax (in dollars per share)	$ 0.17		$ (0.64)		$ 17.78		$ 2.68
Net increase (decrease) in unrealized appreciation of investments (in dollars per share)	$ 5.87		$ 13.00		$ (1.56)		$ 0.04
Dividends from capital gains (in dollars per share)	$ 0				$ (17.59)
Exercise of employee stock options (in dollars per share)	$ (0.04)		$ 0		$ (0.76)		$ (0.03)
Stock option expense (in dollars per share)	$ 0.02		$ 0.07		$ 0.09		$ 0.20
Other (in dollars per share)	$ 0	[1]	$ 0	[1]	$ (0.31)	[1]	$ 0	[1]
Increase (decrease) in net asset value (in dollars per share)	$ 6.71		$ 13.20		$ (2.09)		$ 3.27
Net asset value, Beginning of period (in dollars per share)	$ 158.65		$ 133.75		$ 167.45		$ 143.68
Net asset value, End of period (in dollars per share)	$ 165.36		$ 146.95		$ 165.36		$ 146.95

[1] Reflects impact of the different share amounts as a result of issuance or forfeiture of restricted stock during the period.