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Schedule of Carrying Amounts and Classifications of CFE's Assets and Liabilities (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Collateralized Securities Transactions [Line Items]    
Mortgage loans held for investment in securitization trusts, at fair value $ 209,418 $ 226,908
Total assets [1] 14,094,505 16,137,526
Collateralized borrowings in securitization trusts 60,550 57,611
Accrued interest payable 3,052 4,938
Other liabilities 30,632 27,870
Total liabilities [1] 12,049,134 13,994,169
CFE    
Collateralized Securities Transactions [Line Items]    
Mortgage loans held for investment in securitization trusts, at fair value 208,047 225,285
Accrued interest receivable and other assets 8,176 2,955
Total assets 216,223 228,240
Collateralized borrowings in securitization trusts 60,550 57,611
Accrued interest payable 125 133
Other liabilities 37 40
Total liabilities $ 60,712 $ 57,784
[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.