Fair Value of Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2022

Fair Value Disclosures [Abstract]

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 March 31, 2022 and December 31, 2021.

March 31, 2022	Level 1		Level 2		Level 3		Balance
Assets at Fair Value:
Agency Securities	$	—	$	6,399,346	$	—	$	6,399,346
U.S. Treasury Securities	$	1,258,020	$	—	$	—	$	1,258,020
Derivatives	$	—	$	543,229	$	—	$	543,229
Liabilities at Fair Value:
Derivatives	$	—	$	531	$	—	$	531
December 31, 2021	Level 1		Level 2		Level 3		Balance
Assets at Fair Value:
Agency Securities	$	—	$	4,406,521	$	—	$	4,406,521
U.S. Treasury Securities	$	198,833	$	—	$	—	$	198,833
Derivatives	$	—	$	199,073	$	—	$	199,073
Liabilities at Fair Value:
Derivatives	$	—	$	10,900	$	—	$	10,900