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.)

The growing securities holdings in Fannie’s retained mortgage portfolio include a large share of non-Fannie agency MBS.

Treasury researchers develop new measures to predict interest rates on mortgages using shifts in MBS prices.