While the net supply of non-agency mortgage-backed securities continues to run off, holdings by banks and thrifts actually increased in the third quarter of 2013, according to a new ranking and analysis by Inside Nonconforming Markets. The entities held $145.83 billion in non-agency MBS at the end of the third quarter of 2013, up 2.2 percent from the previous quarter. Banks and thrifts held 17.8 percent of non-agency MBS outstanding at the end of the third quarter. JPMorgan Chase is the ... [Includes one data chart]