On February 12, 2013, Hatteras Financial Corp. (the "Company") issued a press release announcing its financial position as of December 31, 2012, and results of operations for the three and 12 months ended December 31, 2012, and other related information. A copy of such press release is furnished as Exhibit 99.1 to this report.

As previously announced and as further detailed in the press release furnished with this report, the Company will conduct a conference call at 10:00 a.m. eastern time on Wednesday, February 13, 2013, to discuss its financial results for the quarter ended December 31, 2012.

The information in Item 2.02 of this report, including the information in the press release attached as Exhibit 99.1 to this report, is furnished pursuant to Item 2.02 of Form 8-K and shall not be deemed "filed" for the purposes of
Section 18 of the Securities Exchange Act of 1934 or otherwise subject to the liabilities of that section. Furthermore, the information in Item 2.02 of this report, including the information in the press release attached as Exhibit 99.1 to this report, shall not be deemed to be incorporated by reference in the filings of the registrant under the Securities Act of 1933.

(d) Exhibits.

Exhibit No.   Description

   99.1       Press release, dated February 12, 2013, issued by Hatteras Financial
              Corp., providing its financial position as of December 31, 2012, and
              results of operations for the three and 12 months ended December 31,
              2012.

The information contained in the press release attached as Exhibit 99.1 to this report shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934 or otherwise subject to the liabilities of that section. Furthermore, the information contained in the press release attached as Exhibit 99.1 to this report shall not be deemed to be incorporated by reference in the filings of the registrant under the Securities Act of 1933.