ORGANIZATION AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Tables)

12 Months Ended

Dec. 31, 2023

ORGANIZATION AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES [Abstract]

Investments Accounted for at Fair Value on a Recurring Basis

The following tables set forth by level within the fair value hierarchy the Trust’s investments accounted for at fair value on a recurring basis as of December 31, 2023 and December 31, 2022.

	Fair Value at December 31, 2023
Description	Level 1			Level 2			Level 3		Total
Investments
Short term investments	$	514,524		$	0		$	0	$	514,524
Fixed income securities		0			330,758,807			0		330,758,807
Other Financial Instruments
Exchange-traded futures contracts		(10,071,795	)		0			0		(10,071,795	)
Forward currency contracts		0			(2,485,131	)		0		(2,485,131	)
Credit default index swap contracts		0			11,078,458			0		11,078,458
Interest rate swap contracts		0			(12,982	)		0		(12,982	)
Total	$	(9,557,271	)	$	339,339,152		$	0	$	329,781,881

	Fair Value at December 31, 2022
Description	Level 1		Level 2		Level 3		Total
Investments
Short term investments	$	3,954,316	$	0	$	0	$	3,954,316
Fixed income securities		0		353,170,435		0		353,170,435
Other Financial Instruments
Exchange-traded futures contracts		2,626,404		0		0		2,626,404
Forward currency contracts		0		1,967,750		0		1,967,750
Credit default index swap contracts		0		381,247		0		381,247
Interest rate swap contracts		0		3,287,237		0		3,287,237
Total	$	6,580,720	$	358,806,669	$	0	$	365,387,389