Consolidated Condensed Schedule of Investments Derivative Liabilities at Fair Value (Unaudited) - USD ($) $ in Thousands		6 Months Ended		12 Months Ended
		Jun. 30, 2025		Dec. 31, 2024
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 44,371		$ 10,661
Derivative liabilities, at fair value		$ (11,960)		$ (131)
Fair Value as a % of Net Assets		5.93%	[1]	3.84%	[2]
Derivative liabilities % of net assets		(1.60%)	[1]	(0.05%)	[2]
Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 10,823		$ 3,099
Derivative liabilities, at fair value		$ (2,917)		$ (38)
Fair Value as a % of Net Assets		5.93%	[1]	3.83%	[2]
Derivative liabilities % of net assets		(1.60%)	[1]	(0.05%)	[2]
Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 33,548		$ 7,562
Derivative liabilities, at fair value		$ (9,043)		$ (93)
Fair Value as a % of Net Assets		5.93%	[1]	3.86%	[2]
Derivative liabilities % of net assets		(1.60%)	[1]	(0.05%)	[2]
Open Futures Contract, Identifier [Axis]: Contract name American Airlines Group Inc. (AMR Corp), Notional amount of $134; $416; $550, respectively Type Credit Default Swaps Maturity 12/20/2029
Summary of Investment Holdings [Line Items]
Derivative Asset, Counterparty Name [Extensible Enumeration]		American Airlines Group Inc [Member]
Derivative Asset, Type [Extensible Enumeration]		Credit Default Swap [Member]
Maturity		Dec. 20, 2029
Derivative assets, at fair value		$ 8
Open Futures Contract, Identifier [Axis]: Contract name American Airlines Group Inc. (AMR Corp), Notional amount of $134; $416; $550, respectively Type Credit Default Swaps Maturity 12/20/2029 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 2
Fair Value as a % of Net Assets	[1]	0.00%
Open Futures Contract, Identifier [Axis]: Contract name American Airlines Group Inc. (AMR Corp), Notional amount of $134; $416; $550, respectively Type Credit Default Swaps Maturity 12/20/2029 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 6
Fair Value as a % of Net Assets	[1]	0.00%
Open Futures Contract, Identifier [Axis]: Contract name Forward Currency Contracts Type EUR/USD Forward
Summary of Investment Holdings [Line Items]
Derivative Liability, Type [Extensible Enumeration]		EUR USD Forward Currency Contract [Member]
Derivative liabilities, at fair value		$ (4,050)
Derivative liabilities % of net assets	[1]	(0.54%)
Open Futures Contract, Identifier [Axis]: Contract name Forward Currency Contracts Type EUR/USD Forward Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ (988)
Derivative liabilities % of net assets	[1]	(0.54%)
Open Futures Contract, Identifier [Axis]: Contract name Forward Currency Contracts Type EUR/USD Forward Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ (3,062)
Derivative liabilities % of net assets	[1]	(0.54%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Future
Summary of Investment Holdings [Line Items]
Derivative Liability, Type [Extensible Enumeration]		Secured Overnight Financing Rate Futures [Member]
Derivative liabilities, at fair value		$ 7,910
Derivative liabilities % of net assets	[1]	(1.06%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Futures Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ 1,929
Derivative liabilities % of net assets	[1]	(1.06%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Futures Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ (5,981)
Derivative liabilities % of net assets	[1]	(1.06%)
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $10,000; $31,000; $41,000, respectively Type Credit Default Swaps Maturity 8/19/2029
Summary of Investment Holdings [Line Items]
Derivative Asset, Counterparty Name [Extensible Enumeration]		GS Bank USA CLO [Member]
Derivative Asset, Type [Extensible Enumeration]		Credit Default Swap [Member]
Maturity		Aug. 19, 2029
Derivative assets, at fair value		$ 41,170
Fair Value as a % of Net Assets	[1]	5.50%
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $10,000; $31,000; $41,000, respectively Type Credit Default Swaps Maturity 8/19/2029 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 10,042
Fair Value as a % of Net Assets	[1]	5.50%
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $10,000; $31,000; $41,000, respectively Type Credit Default Swaps Maturity 8/19/2029 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 31,128
Fair Value as a % of Net Assets	[1]	5.50%
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $732; $2,268; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030
Summary of Investment Holdings [Line Items]
Derivative Asset, Counterparty Name [Extensible Enumeration]		GS Bank USA CLO [Member]
Derivative Asset, Type [Extensible Enumeration]		Credit Default Swap [Member]
Maturity		Oct. 10, 2030
Derivative assets, at fair value		$ 3,044
Fair Value as a % of Net Assets	[1]	0.41%
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $732; $2,268; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 743
Fair Value as a % of Net Assets	[1]	0.41%
Open Futures Contract, Identifier [Axis]: Contract name GS Bank USA CLO, Notional amount of $732; $2,268; $3,000, respectively Type Credit Default Swaps Maturity 10/10/2030 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 2,301
Fair Value as a % of Net Assets	[1]	0.41%
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]
Derivative Liability, Counterparty Name [Extensible Enumeration]				American Airlines Group Inc [Member]
Derivative Liability, Type [Extensible Enumeration]				Credit Default Swap [Member]
Maturity				Dec. 20, 2029
Derivative liabilities, at fair value				$ (22)
Derivative liabilities % of net assets	[2]			(0.01%)
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)
Derivative liabilities % of net assets	[2]			(0.01%)
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)
Derivative liabilities % of net assets	[2]			(0.01%)
Open Futures Contract, Identifier [Axis]: Contract name Swaps Forward Currency Contracts Type EUR/USD Forward
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]				EUR USD Forward Currency Contract [Member]
Derivative assets, at fair value				$ 347
Fair Value as a % of Net Assets	[2]			0.13%
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
Fair Value as a % of Net Assets	[2]			0.13%
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
Fair Value as a % of Net Assets	[2]			0.13%
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]				Secured Overnight Financing Rate Futures [Member]
Derivative assets, at fair value				$ 1,150
Fair Value as a % of Net Assets	[2]			0.41%
Open Futures Contract, Identifier [Axis]: Contract name Swaps Futures Type SOFR Futures One
Summary of Investment Holdings [Line Items]
Derivative Liability, Type [Extensible Enumeration]				Secured Overnight Financing Rate Futures [Member]
Derivative liabilities, at fair value				$ (109)
Derivative liabilities % of net assets	[2]			(0.04%)
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)
Derivative liabilities % of net assets	[2]			(0.04%)
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)
Derivative liabilities % of net assets	[2]			(0.04%)
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
Fair Value as a % of Net Assets	[2]			0.41%
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
Fair Value as a % of Net Assets	[2]			0.42%
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]
Derivative Asset, Counterparty Name [Extensible Enumeration]				GS Bank USA CLO [Member]
Derivative Asset, Type [Extensible Enumeration]				Credit Default Swap [Member]
Maturity				Aug. 19, 2029
Derivative assets, at fair value				$ 6,000
Fair Value as a % of Net Assets	[2]			2.16%
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
Fair Value as a % of Net Assets	[2]			2.15%
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
Fair Value as a % of Net Assets	[2]			2.17%
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]
Derivative Asset, Counterparty Name [Extensible Enumeration]				GS Bank USA CLO [Member]
Derivative Asset, Type [Extensible Enumeration]				Credit Default Swap [Member]
Maturity				Oct. 10, 2030
Derivative assets, at fair value				$ 3,000
Fair Value as a % of Net Assets	[2]			1.08%
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
Fair Value as a % of Net Assets	[2]			1.08%
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
Fair Value as a % of Net Assets	[2]			1.08%
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]
Derivative Asset, Type [Extensible Enumeration]				Interest Rate Swap [Member]
Maturity				Dec. 02, 2027
Derivative assets, at fair value				$ 164
Fair Value as a % of Net Assets	[2]			0.06%
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
Fair Value as a % of Net Assets	[2]			0.06%
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
Fair Value as a % of Net Assets	[2]			0.06%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/07/2027
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]		Interest Rate Swap [Member]
Maturity		Mar. 07, 2027
Derivative assets, at fair value		$ 78
Fair Value as a % of Net Assets	[1]	0.01%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/07/2027 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 19
Fair Value as a % of Net Assets	[1]	0.01%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/07/2027 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 59
Fair Value as a % of Net Assets	[1]	0.01%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/11/2027
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]		Interest Rate Swap [Member]
Maturity		Mar. 11, 2027
Derivative assets, at fair value		$ 71
Fair Value as a % of Net Assets	[1]	0.01%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/11/2027 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 17
Fair Value as a % of Net Assets	[1]	0.01%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $4,878; $15,122; $20,000, respectively Type Interest Rate Swaps Maturity 03/11/2027 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 54
Fair Value as a % of Net Assets	[1]	0.01%

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

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