{"schema_version":"secwatch.filing_event.v1","accession":"0001104659-22-085959","form_type":"8-K","ticker":"MFA","cik":"0001055160","company_name":"MFA FINANCIAL, INC.","filed_at":"2022-08-04T23:59:59+00:00","discovered_at":"2026-05-14T18:03:54.812137+00:00","generated_at":"2026-06-24T03:38:59.420659+00:00","sec_items":["2.02","7.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"MFA Financial reports Q2 GAAP loss of $108.6M; book value down 8.0% to $16.42","bullets":["GAAP net loss of $108.6M ($1.06 diluted EPS); Distributable Earnings of $47.2M ($0.46 EPS).","GAAP book value $16.42/sh, Economic book value $17.25/sh, down 8.0% and 8.3% QoQ respectively.","Net interest income $52.6M; interest income on residential whole loans $102.4M (+3% QoQ).","Loan originations $508.5M Business Purpose + $220.1M Non-QM acquisitions; securitizations $509.5M Q2 and $550.2M subsequent.","Provision for credit losses $1.8M; recorded $28.6M impairment charge on loan origination partner."],"urls":{"canonical":"https://secwatch.observer/filing/0001104659-22-085959","json":"https://secwatch.observer/filing/0001104659-22-085959.json","markdown":"https://secwatch.observer/filing/0001104659-22-085959.md","text":"https://secwatch.observer/filing/0001104659-22-085959.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1055160/000110465922085959/0001104659-22-085959-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1055160/000110465922085959/tm2222519d1_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-24T03:38:59.420659+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}