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Schedule of Carrying Amounts and Classifications of CFE's Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Collateralized Securities Transactions [Line Items]    
Mortgage loans held for investment in securitization trusts, at fair value $ 226,908  
Total assets [1] 16,137,526 $ 18,516,800
Collateralized borrowings in securitization trusts 57,611  
Accrued interest payable 4,938 6,968
Other liabilities 27,870 6,850
Total liabilities [1] 13,994,169 $ 16,096,004
CFE    
Collateralized Securities Transactions [Line Items]    
Mortgage loans held for investment in securitization trusts, at fair value 225,285  
Accrued interest receivable and other assets 2,955  
Total assets 228,240  
Collateralized borrowings in securitization trusts 57,611  
Accrued interest payable 133  
Other liabilities 40  
Total liabilities $ 57,784  
[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