Wednesday, February 20, 2013

Chimera Receives Its Final NYSE Filing Extension


Last week, Chimera Investment Corporation (CIM) announced that the New York Stock Exchange (NYSE) gave the company a final 30-day extension for continued listing and trading of the company's stock on the exchange. This final extension provides the company until March 15, 2013, to file its 2011 annual report with the Securities and Exchange Commission (SEC). This is the third extension that Chimera has received. In September of 2012, the company obtained a four-month extension, until January 15, 2013, and a subsequent one-month extension to February 15, 2013, while its report should have been filed in about February of 2011.


Chimera has not filed its 2011 annual report or any subsequent quarterly report due to the reconsideration of how to appropriately treat its junk-rated non-agency residential mortgage-backed securities portfolio under accounting standards. The company first indicated that it needed to adjust its accounting practices in late 2011, and has subsequently only expanded the scope of its self-proclaimed needed revisions.

Chimera also indicated that the issues relate to accounting of other than temporary impairment (OTTI) of non-agency residential mortgage-backed securities that are rated as junk. Much of this accounting problem likely comes from the fact that a large percentage of junk-rated non-agency RMBS paper that existed before 2008 initially traded with exceptionally high credit ratings. Chimera complicated the matter by repackaging and selling portions of securities.



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