CREDIT DERIVATIVES AND CREDIT-RELATED CONTINGENCY FEATURES (Details) - Credit Default Index Swaps [Member] - USD ($) |
3 Months Ended | 12 Months Ended |
|---|---|---|
Mar. 31, 2026 |
Dec. 31, 2025 |
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| Credit Derivatives and Credit-Related Contingency Features [Abstract] | ||
| Carrying value of credit derivative contracts | $ (5,386,413) | $ 26,945,598 |
| Maturity date | Jun. 30, 2031 | Dec. 31, 2030 |
| Notional amount | $ (206,860,670) | |
| Notional amount | $ 914,649,080 | |
| Investment Grade [Member] | ||
| Credit Derivatives and Credit-Related Contingency Features [Abstract] | ||
| Notional amount | (244,611,675) | |
| Notional amount | 667,773,760 | |
| Non-Investment Grade [Member] | ||
| Credit Derivatives and Credit-Related Contingency Features [Abstract] | ||
| Notional amount | $ 37,751,005 | $ 246,875,320 |
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- Definition Fair value of credit risk derivative asset after deduction of credit risk derivative liability. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Nominal or face amount used to calculate payments on the derivative asset. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Nominal or face amount used to calculate payments on the derivative liability. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Date derivative contract ends, in YYYY-MM-DD format. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- References No definition available.
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