Consolidated Balance Sheets - USD ($) $ in Thousands		Dec. 31, 2015	Dec. 31, 2014
Assets
Mortgage-backed securities, at fair value (including pledged assets of $13,932,415 and $16,538,214, respectively)		$ 14,302,230	$ 17,587,010
Agency CRT securities, at fair value		109,387
Mortgage loans held for investment, at fair value (including pledged assets of $50,143 and $0, respectively)		116,857	31,460
Mortgage loans held for investment in securitization trusts, at fair value		226,908
Mortgage loans held for sale, at fair value (including pledged assets of $17,542 and $0, respectively)		17,542
Mortgage servicing rights, at fair value		269,926
Cash and cash equivalents (including pledged cash of $376,081 and $323,791, respectively)		816,715	627,595
Unsettled purchased mortgage-backed securities, at fair value		12,582	24,792
Receivable for securities sold			5,197
Accrued interest receivable		45,008	54,274
Principal payments receivable		108,201	111,439
Other investments		51,930	41,252
Derivative assets, at fair value		2,914	27,151
Other assets		57,326	6,630
Total assets	[1]	16,137,526	18,516,800
Borrowings:
Repurchase agreements		13,443,883	15,759,831
Warehouse lines of credit		60,096
Federal Home Loan Bank advances		14,132
Collateralized borrowings in securitization trusts, at fair value		57,611
Total borrowings		13,575,722	15,759,831
Payable for unsettled securities		12,582	24,750
Accrued interest payable		4,938	6,968
Derivative liabilities, at fair value		325,233	244,591
Dividends payable		47,824	53,014
Other liabilities		27,870	6,850
Total liabilities	[1]	13,994,169	16,096,004
Shareholders’ equity:
7.625% Series A Cumulative Redeemable Preferred stock, $.001 par value, 25,000,000 shares authorized, 11,500,000 shares issued and outstanding, respectively ($287,500 aggregate liquidation preference)		278,252	278,252
Common stock, $.001 par value, 200,000,000 shares authorized, 95,773,767 and 96,771,158 shares issued and outstanding, respectively		96	97
Additional paid-in capital		2,438,223	2,454,718
Accumulated deficit		(671,872)	(518,036)
Accumulated other comprehensive income		98,658	205,765
Total shareholders’ equity		2,143,357	2,420,796
Total liabilities and shareholders’ equity		$ 16,137,526	$ 18,516,800

[1] The consolidated balance sheet as of December 31, 2015 includes $227,444 of assets of a consolidated collateralized financing entity (“CFE”) that can only be used to settle obligations of the CFE as well as liabilities of $57,784 of the CFE for which creditors do not have recourse to Hatteras Financial Corp