{"schema_version":"secwatch.filing_event.v1","accession":"0001104659-22-114256","form_type":"8-K","ticker":"MFA","cik":"0001055160","company_name":"MFA FINANCIAL, INC.","filed_at":"2022-11-03T23:59:59+00:00","discovered_at":"2026-05-14T18:03:49.440414+00:00","generated_at":"2026-06-22T07:48:38.572878+00:00","sec_items":["2.02","7.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"MFA Financial reports Q3 GAAP loss of $63.2M; distributable earnings $28.2M","bullets":["GAAP net loss of $63.2M ($0.62/share); distributable earnings (non-GAAP) of $28.2M ($0.28/share).","Book value per share: GAAP $15.31, economic $15.82; recourse leverage 1.7x; unrestricted cash $434M.","$750M securitized debt issued in Q3, $160M in Oct; 71% of financing non-mark-to-market.","Net interest spread rose to 1.64% (+19.7% QoQ); net interest income $52.3M.","Loan acquisitions $710.4M: $519.6M funded Business Purpose originations, $178.7M Non-QM loans."],"urls":{"canonical":"https://secwatch.observer/filing/0001104659-22-114256","json":"https://secwatch.observer/filing/0001104659-22-114256.json","markdown":"https://secwatch.observer/filing/0001104659-22-114256.md","text":"https://secwatch.observer/filing/0001104659-22-114256.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1055160/000110465922114256/0001104659-22-114256-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1055160/000110465922114256/tm2229465d1_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-22T07:48:38.572878+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":[{"claim_id":"0bc5cb0b958a4f2d7714407ade957dddb64437a7","claim":"MFA FINANCIAL, INC. reported the third quarter ended September 30, 2022 results: net income ($63.2) million, EPS ($0.62) per common share.","evidence_excerpt":"MFA generated a GAAP loss for the third quarter of ($63.2) million, or ($0.62) per common share.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1055160/000110465922114256/0001104659-22-114256-index.htm","confidence":0.9,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the third quarter ended September 30, 2022"},{"label":"Net income","value":"($63.2) million"},{"label":"EPS","value":"($0.62) per common share"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}