UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
______________

FORM 8-K

CURRENT REPORT
PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934

Date of Report (Date of earliest event reported):
March 19, 2013

CHIMERA INVESTMENT CORPORATION
(Exact name of registrant as specified in its charter)

Registrant’s telephone number, including area code:  (646) 454-3759

No Change
(Former Name or Former Address, if Changed Since Last Report)

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions:

⃞ Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

⃞ Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

⃞ Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

⃞ Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))

Item 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing.

On March 19, 2013, Chimera Investment Corporation (the “Company”) received a letter from the New York Stock Exchange (the “NYSE”) notifying the Company that because it had not timely filed its Annual Report for the year ended December 31, 2012 (the “2012 Form 10-K”) pursuant to Section 203.01 of the NYSE Listed Company Manual, the Company is subject to the late filing procedures as they pertain to annual reports, as set forth in Section 802.01E of the NYSE Listed Company Manual.  On March 15, 2013, the Company notified the NYSE that the Company is working diligently to complete the 2012 Form 10-K.

The NYSE noted that it will closely monitor the status of the Company’s late filing and related public disclosures for up to a six month period from its due date.  If the Company fails to file its annual report within six months from the filing due date, the NYSE may, in its sole discretion, allow the Company’s securities to trade for up to an additional six months depending on specific circumstances, as outlined in the rule. It is expected that the Company would need to submit an official request to the NYSE for the NYSE’s consideration at the appropriate time.

Although the Company is working diligently to complete the 2012 Form 10-K, no assurance can be given that the 2012 Form 10-K will be filed within the six month period from its due date.

Forward-Looking Statements

This Form 8-K and the Company’s public documents to which it refers contain or incorporate by reference certain forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 and Section 21E of the Exchange Act. Forward-looking statements which are based on various assumptions (some of which are beyond the Company’s control) may be identified by reference to a future period or periods or by the use of forward-looking terminology, such as “believe,” “expect,” “anticipate,” “estimate,” “plan,” “continue,” “intend,” “should,” “may,” “would,” “will” or similar expressions, or variations on those terms or the negative of those terms.  The Company’s forward-looking statements are subject to numerous risks, uncertainties and other factors, including the impact of the transition to a new independent registered public accounting firm and the Company’s ability to timely complete the process necessary to file its quarterly and annual reports for the quarters and year subsequent to December 31, 2011.  The Company does not undertake, and specifically disclaims all obligation, to publicly release the result of any revisions which may be made to any forward-looking statements to reflect the occurrence of anticipated or unanticipated events or circumstances after the date of such statements.

Item 9.01  Financial Statements and Exhibits.

(c)     Exhibits

          99.1      Press Release of the Company, dated March 20, 2013.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.