On October 27, 2009, Hatteras Financial Corp. issued a press release announcing its financial position as of September 30, 2009, and results of operations for the three months and nine months ended September 30, 2009, 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, Hatteras will conduct a conference call at 10:00 a.m. eastern time on Wednesday, October 28, 2009, to discuss its financial results for the quarter ended September 30, 2009.

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 October 27, 2009, issued by Hatteras
                  Financial Corp., providing its financial position as of September
                  30, 2009, and results of operations for the three months and nine
                  months ended September 30, 2009.

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.