Annaly Capital Management remained the top REIT in MBS holdings, though several other shops expanded their portfolios at higher rates during the third quarter. The REIT industry added roughly $40 billion to its combined portfolio over the past year. (Includes two data tables.)

JPMorgan Chase’s trading account held the largest combined inventory of MBS, ABS and commercial MBS at the end of the third quarter, though the total was down slightly from June. (Includes two data tables.)

Some large lenders are seeing their cash-window availability capped or being cut off altogether, according to trading advisors. Communications from the GSEs and FHFA on the matter are vague.