| Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis |
The following tables provide a summary of our assets and liabilities that are measured at fair value on a recurring basis at September 30, 2020 and December 31, 2019. | | | | | | | | | | | | | | | | | | | | | | | | | | | | September 30, 2020 | | (Level 1) | | (Level 2) | | (Level 3) | | Balance | | Assets at Fair Value: | | | | | | | | | | Agency Securities | | $ | — | | | $ | 5,545,765 | | | $ | — | | | $ | 5,545,765 | | |
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| Derivatives | | $ | — | | | $ | 10,557 | | | $ | — | | | $ | 10,557 | | | Liabilities at Fair Value: | | | | | | | | | | Derivatives | | $ | — | | | $ | 13,388 | | | $ | — | | | $ | 13,388 | | | | | | | | | | | | December 31, 2019 | | (Level 1) | | (Level 2) | | (Level 3) | | Balance | | Assets at Fair Value: | | | | | | | | | | Agency Securities | | $ | — | | | $ | 11,941,766 | | | $ | — | | | $ | 11,941,766 | | | Credit Risk and Non-Agency Securities | | $ | — | | | $ | 883,601 | | | $ | — | | | $ | 883,601 | | |
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| Derivatives | | $ | — | | | $ | 24,751 | | | $ | — | | | $ | 24,751 | | | Liabilities at Fair Value: | | | | | | | | | | Derivatives | | $ | — | | | $ | 71,974 | | | $ | — | | | $ | 71,974 | |
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