Consolidated Condensed Schedule of Investments Derivative Liabilities at Fair Value (Unaudited) - USD ($)		9 Months Ended		12 Months Ended
		Sep. 30, 2025		Dec. 31, 2024
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 45,815,000		$ 10,661,000
Derivative liabilities, at fair value		$ (6,565,000)		$ (131,000)
Fair Value as a % of Net Assets		3.87%	[1]	3.84%	[2]
Derivative liabilities % of net assets		(0.56%)	[1]	(0.05%)	[2]
Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 9,980,000		$ 3,099,000
Derivative liabilities, at fair value		$ (1,430,000)		$ (38,000)
Fair Value as a % of Net Assets		3.87%	[1]	3.83%	[2]
Derivative liabilities % of net assets		(0.56%)	[1]	(0.05%)	[2]
Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 35,835,000		$ 7,562,000
Derivative liabilities, at fair value		$ (5,135,000)		$ (93,000)
Fair Value as a % of Net Assets		3.87%	[1]	3.86%	[2]
Derivative liabilities % of net assets		(0.56%)	[1]	(0.05%)	[2]
Open Futures Contract, Identifier [Axis]: Contract name CDS (Multiple), Notional amount of $9,705; $34,845; $44,550, respectively Type Credit Default Swaps Maturity 10/10/2030
Summary of Investment Holdings [Line Items]
Maturity		Oct. 10, 2030
Open Futures Contract, Identifier [Axis]: Contract name CDS (Multiple), Notional amount of $9,705; $34,845; $44,550, respectively Type Credit Default Swaps Maturity 8/19/2029
Summary of Investment Holdings [Line Items]
Maturity		Aug. 19, 2029
Open Futures Contract, Identifier [Axis]: Contract name CDS (Multiple), Notional amount of $9,705; $34,845; $44,550, respectively Type Credit Default Swaps Maturity 8/19/2029 - 10/10/2030
Summary of Investment Holdings [Line Items]
Derivative Asset, Counterparty Name [Extensible Enumeration]		CDS Multiple [Member]
Derivative Asset, Type [Extensible Enumeration]		Credit Default Swap [Member]
Derivative assets, at fair value		$ 44,665,000
Fair Value as a % of Net Assets	[1]	3.77%
Open Futures Contract, Identifier [Axis]: Contract name CDS (Multiple), Notional amount of $9,705; $34,845; $44,550, respectively Type Credit Default Swaps Maturity 8/19/2029 - 10/10/2030 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 9,730,000
Fair Value as a % of Net Assets	[1]	3.77%
Open Futures Contract, Identifier [Axis]: Contract name CDS (Multiple), Notional amount of $9,705; $34,845; $44,550, respectively Type Credit Default Swaps Maturity 8/19/2029 - 10/10/2030 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 34,935,000
Fair Value as a % of Net Assets	[1]	3.77%
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		$ (423,000)
Derivative liabilities % of net assets	[1]	(0.04%)
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		$ (92,000)
Derivative liabilities % of net assets	[1]	(0.04%)
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		$ (331,000)
Derivative liabilities % of net assets	[1]	(0.04%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Futures
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]		Futures Contracts
Derivative Liability, Type [Extensible Enumeration]		Secured Overnight Financing Rate Futures [Member]
Derivative assets, at fair value		$ 38,000
Derivative liabilities, at fair value		$ (6,136,000)
Fair Value as a % of Net Assets	[1]	0.00%
Derivative liabilities % of net assets	[1]	(0.52%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Futures Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 8,000
Derivative liabilities, at fair value		$ (1,337,000)
Fair Value as a % of Net Assets	[1]	0.00%
Derivative liabilities % of net assets	[1]	(0.52%)
Open Futures Contract, Identifier [Axis]: Contract name Futures Type SOFR Futures Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 30,000
Derivative liabilities, at fair value		$ (4,799,000)
Fair Value as a % of Net Assets	[1]	0.00%
Derivative liabilities % of net assets	[1]	(0.52%)
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				$ (22,000)
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				$ (6,000)
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				$ (16,000)
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				$ 347,000
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				$ 101,000
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				$ 246,000
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				$ 1,150,000
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				$ (109,000)
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				$ (32,000)
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				$ (77,000)
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				$ 334,000
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				$ 816,000
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				$ 6,000,000
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				$ 1,744,000
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				$ 4,256,000
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				$ 3,000,000
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				$ 872,000
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 II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value				$ 2,128,000
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				$ 164,000
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				$ 48,000
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				$ 116,000
Fair Value as a % of Net Assets	[2]			0.06%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $16,338; $58,662; $75,000, respectively Type Interest Rate Swaps Maturity 9/3/2027
Summary of Investment Holdings [Line Items]
Derivative Liability, Type [Extensible Enumeration]		Interest Rate Swap [Member]
Maturity		Sep. 03, 2027
Derivative liabilities, at fair value		$ (6,000)
Derivative liabilities % of net assets	[1]	0.00%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $16,338; $58,662; $75,000, respectively Type Interest Rate Swaps Maturity 9/3/2027 Series I
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ (1,000)
Derivative liabilities % of net assets	[1]	0.00%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $16,338; $58,662; $75,000, respectively Type Interest Rate Swaps Maturity 9/3/2027 Series II
Summary of Investment Holdings [Line Items]
Derivative liabilities, at fair value		$ (5,000)
Derivative liabilities % of net assets	[1]	0.00%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $52,280; $187,720; $240,000, respectively Type Interest Rate Swaps Maturity 03/07/2027
Summary of Investment Holdings [Line Items]
Maturity		Mar. 07, 2027
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $52,280; $187,720; $240,000, respectively Type Interest Rate Swaps Maturity 03/07/2027 - 8/4/2027
Summary of Investment Holdings [Line Items]
Derivative Asset, Type [Extensible Enumeration]		Interest Rate Swap [Member]
Derivative assets, at fair value		$ 1,112,000
Fair Value as a % of Net Assets	[1]	0.10%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $52,280; $187,720; $240,000, respectively Type Interest Rate Swaps Maturity 03/07/2027 - 8/4/2027 Series I
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 242,000
Fair Value as a % of Net Assets	[1]	0.10%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $52,280; $187,720; $240,000, respectively Type Interest Rate Swaps Maturity 03/07/2027 - 8/4/2027 Series II
Summary of Investment Holdings [Line Items]
Derivative assets, at fair value		$ 870,000
Fair Value as a % of Net Assets	[1]	0.10%
Open Futures Contract, Identifier [Axis]: Contract name USD Currency, Notional amount of $52,280; $187,720; $240,000, respectively Type Interest Rate Swaps Maturity 8/4/2027
Summary of Investment Holdings [Line Items]
Maturity		Aug. 04, 2027

[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.