The same thing happened last June after I bought. Cannot explain why it happened then or now. I was going to buy more this June to average my purchase price but decided to wait. Still like this stock and will buy more after the dust settles.
To reiterate the first response, the stock falls on x-div day, usually by the amount of the divvy. This is neither an anomaly or unique to MFA. Smart traders sell at a high point just before x-div, and then repurchase after x-div at a lower price anticipating the next run up. MFA has done well since January of this year.