Consolidated Balance Sheets - USD ($) $ in Thousands		Mar. 31, 2016	Dec. 31, 2015
Assets
Mortgage-backed securities, at fair value (including pledged assets of $11,540,366 and $13,932,415)		$ 12,045,571	$ 14,302,230
Agency CRT securities, at fair value		111,021	109,387
Mortgage loans held for investment, at fair value (including pledged assets of $47,176 and $50,143)		152,197	116,857
Mortgage loans held for investment in securitization trusts, at fair value		209,418	226,908
Mortgage loans held for sale, at fair value (including pledged assets of $25,919 and $17,542)		25,919	17,542
Mortgage servicing rights, at fair value		316,176	269,926
Cash and cash equivalents (including pledged cash of $469,690 and $376,081)		705,920	816,715
Unsettled purchased mortgage-backed securities, at fair value		5,536	12,582
Receivable for securities sold		274,127
Accrued interest receivable		38,826	45,008
Principal payments receivable		91,476	108,201
Other investments		51,464	51,930
Derivative assets, at fair value		20,207	2,914
Other assets		46,647	57,326
Total assets	[1]	14,094,505	16,137,526
Borrowings:
Repurchase agreements		11,419,354	13,443,883
Warehouse lines of credit		63,615	60,096
Federal Home Loan Bank advances			14,132
Collateralized borrowings in securitization trusts, at fair value		60,550	57,611
Total borrowings		11,543,519	13,575,722
Payable for unsettled securities		5,483	12,582
Accrued interest payable		3,052	4,938
Derivative liabilities, at fair value		419,282	325,233
Dividends payable		47,166	47,824
Other liabilities		30,632	27,870
Total liabilities	[1]	12,049,134	13,994,169
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 ($287,500 aggregate liquidation preference)		278,252	278,252
Common stock, $.001 par value, 200,000,000 shares authorized, 94,529,206 and 95,773,767 shares issued and outstanding		95	96
Additional paid-in capital		2,424,741	2,438,223
Accumulated deficit		(791,055)	(671,872)
Accumulated other comprehensive income		133,338	98,658
Total shareholders’ equity		2,045,371	2,143,357
Total liabilities and shareholders’ equity		$ 14,094,505	$ 16,137,526

[1] The consolidated balance sheet as of March 31, 2016 and December 31, 2015, respectively, include $216,224 and $228,240 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 $60,712 and $57,784 of the CFE for which creditors do not have recourse to Hatteras Financial Corp.