Consolidated Condensed Schedule of Investments Derivative Liabilities at Fair Value	12 Months Ended
	Dec. 31, 2024 USD ($)
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 10,661,000
Derivative liabilities, at fair value	$ 131,000
Open Futures Contract, Identifier [Axis]: Contract name Swaps American Airlines Group Inc. (AMR Corp), Notional amount of $160; $390; $550, respectively Type Credit Default Swaps Maturity 12/20/2029
Summary of Investment Holdings [Line Items]
Maturity	Dec. 20, 2029
Derivative liabilities, at fair value	$ (22,000)
Fair Value as a % of Net Assets	(0.01%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps American Airlines Group Inc. (AMR Corp), Notional amount of $160; $390; $550, respectively Type Credit Default Swaps Maturity 12/20/2029 Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (6,000)
Fair Value as a % of Net Assets	(0.01%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps American Airlines Group Inc. (AMR Corp), Notional amount of $160; $390; $550, respectively Type Credit Default Swaps Maturity 12/20/2029 Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (16,000)
Fair Value as a % of Net Assets	(0.01%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Forward Currency Contracts Type EUR/USD Forward
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 347,000
Fair Value as a % of Net Assets	0.13%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Forward Currency Contracts Type EUR/USD Forward Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 101,000
Fair Value as a % of Net Assets	0.13%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Forward Currency Contracts Type EUR/USD Forward Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 246,000
Fair Value as a % of Net Assets	0.13%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 1,150,000
Fair Value as a % of Net Assets	0.41%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures One
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (109,000)
Fair Value as a % of Net Assets	(0.04%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures One, Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (32,000)
Fair Value as a % of Net Assets	(0.04%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures One, Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (77,000)
Fair Value as a % of Net Assets	(0.04%)	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 334,000
Fair Value as a % of Net Assets	0.41%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 816,000
Fair Value as a % of Net Assets	0.42%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of $1,744; $4,256; $6,000, respectively Type Credit Default Swaps Maturity 8/19/2029
Summary of Investment Holdings [Line Items]
Maturity	Aug. 19, 2029
Derivative assets, at fair value	$ 6,000,000
Fair Value as a % of Net Assets	2.16%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of $1,744; $4,256; $6,000, respectively Type Credit Default Swaps Maturity 8/19/2029 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 1,744,000
Fair Value as a % of Net Assets	2.15%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of $1,744; $4,256; $6,000, respectively Type Credit Default Swaps Maturity 8/19/2029 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 4,256,000
Fair Value as a % of Net Assets	2.17%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of f $872; $2,128; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030
Summary of Investment Holdings [Line Items]
Maturity	Oct. 10, 2030
Derivative assets, at fair value	$ 3,000,000
Fair Value as a % of Net Assets	1.08%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of f $872; $2,128; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 872,000
Fair Value as a % of Net Assets	1.08%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps GS Bank USA CLO, Notional amount of f $872; $2,128; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 2,128,000
Fair Value as a % of Net Assets	1.08%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps USD Currency, Notional amount of $11,629; $28,371; $40,000, respectively Type Interest Rate Swap Maturity 12/2/2027
Summary of Investment Holdings [Line Items]
Maturity	Dec. 02, 2027
Derivative assets, at fair value	$ 164,000
Fair Value as a % of Net Assets	0.06%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps USD Currency, Notional amount of $11,629; $28,371; $40,000, respectively Type Interest Rate Swap Maturity 12/2/2027 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 48,000
Fair Value as a % of Net Assets	0.06%	[1]
Open Futures Contract, Identifier [Axis]: Contract name Swaps USD Currency, Notional amount of $11,629; $28,371; $40,000, respectively Type Interest Rate Swap Maturity 12/2/2027 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 116,000
Fair Value as a % of Net Assets	0.06%	[1]
Open Futures Contract, Identifier [Axis]: Derivative Assets at fair value
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 10,661,000
Fair Value as a % of Net Assets	3.84%	[1]
Open Futures Contract, Identifier [Axis]: Derivative Assets at fair value, Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 3,099,000
Fair Value as a % of Net Assets	3.83%	[1]
Open Futures Contract, Identifier [Axis]: Derivative Assets at fair value, Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value	$ 7,562,000
Fair Value as a % of Net Assets	3.86%	[1]
Open Futures Contract, Identifier [Axis]: Derivative Liabilities at fair value
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (131,000)
Fair Value as a % of Net Assets	(0.05%)	[1]
Open Futures Contract, Identifier [Axis]: Derivative Liabilities at fair value, Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (38,000)
Fair Value as a % of Net Assets	(0.05%)	[1]
Open Futures Contract, Identifier [Axis]: Derivative Liabilities at fair value, Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value	$ (93,000)
Fair Value as a % of Net Assets	(0.05%)	[1]

[1] Fair Value as a percentage of Net Assets shown as a percentage of Net Assets of the respective Series.