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part 1 of 4
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Rank Mortgage-Backed Securities
Dec-96 9/30/97 9/30/96
1 Chase Manhattan Bank NA, New York $19,186,000 $18,227,000
2 NationsBank NA, Charlotte (m) 14,352,965 13,772,644
3 Morgan Guaranty Trust Co., New York 14,276,417 10,972,665
4 Republic National Bank of New York 11,778,583 10,005,598
5 First Union National Bank, Charlotte (m 8,807,127 8,705,840
6 Bank of America NT&SA, San Francisco 6,376,000 5,173,216
7 Fleet National Bank, Springfield, Ma. 4,453,508 5,499,688
8 Mellon Bank NA, Pittsburgh 4,109,742 4,191,332
9 Texas Commerce Bank NA, Houston 3,183,608 3,051,963
10 Wells Fargo Bank NA, San Francisco 3,132,309 4,170,866
11 KeyBank NA, Cleveland (m) 3,105,346 3,308,015
12 First Bank, St. Paul, Minn. (m) 3,087,785 2,093,962
13 NationsBank of Texas NA, Dallas, Tx. (m 2,997,565 3,511,769
14 First Union National Bank, Avondale, Pa 2,738,664 1,387,402
15 European American Bank, New York* 2,254,213 1,808,549
16 Comerica Bank, Detroit, Mich. 2,254,152 2,543,310
17 AmSouth Bank, Birmingham, Ala. (m) 2,199,072 2,861,805
18 Crestar Bank, Richmond, Va. (m) 2,171,173 2,679,757
19 Norwest Bank Colorado NA, Denver 2,043,460 2,579,408
20 Norwest Bank Texas NA, Lubbock 1,889,472 1,225,710
21 Signet Bank Virginia, Richmond 1,881,474 1,997,194
22 BankBoston NA (m) 1,849,292 808,556
23 Wachovia Bk NA, Winston-Salem, N.C. (m) 1,790,089 2,057,364
24 International Bank of Commerce, Laredo, 1,763,826 1,107,133
25 SouthTrust Bank NA, Birmingham, Ala. (m 1,617,951 982,803
26 La Salle National Bank, Chicago * (m) 1,616,710 1,158,624
27 Amalgamated Bank of New York 1,599,932 1,589,275
28 Fifth Third Bank, Cincinnati, Ohio (m) 1,584,454 1,344,065
29 Branch Banking & Trust Co., Winston-Sal 1,472,102 1,449,020
30 Norwest Bank Arizona NA, Phoenix 1,376,946 1,462,169
31 Huntington National Bank, Columbus, Ohi 1,374,823 1,204,298
32 Bank of America Texas NA, Irving 1,309,574 1,525,712
33 First USA Bank, Wilmington, Del. 1,222,749 2,924,107
34 Commerce Bank NA, Cherry Hill, N.J. 1,217,344 888,426
35 National City Bank of Pennsylvania, Pit 1,215,680 1,431,595
36 Frost National Bank, San Antonio, Tx. 1,184,741 1,213,303
37 Fleet Bank of New York, Albany 1,154,683 1,556,740
38 Summit Bank, Hackensack, N.J. 1,114,610 891,442
39 North Fork Bank, Mattituck, N.Y. (m) 1,111,866 1,347,483
40 LaSalle Bank NA, Chicago* (m) 1,103,430 395,376
41 NBD Bank, Detroit 1,086,673 1,012,670
42 Hibernia National Bank, New Orleans 1,052,953 1,236,619
43 Safra National Bank, New York* 992,419 476,263
44 First National Bank of Maryland, Baltim 953,979 1,076,238
45 Barnett Bank NA, Jacksonville, Fla. 946,393 805,516
46 Bank of Hawaii, Honolulu 944,942 1,112,586
47 Central Fidelity National Bank, Richmon 896,877 1,182,356
48 Norwest Bank Iowa NA, Des Moines 882,843 997,029
49 Harris T&S Bank, Chicago* 869,886 791,213
50 Fifth Third Bank of North West Ohio NA, 862,966 734,998
Total for Top 50 Banks (in billions) $152.45 $144.53
Totals for all Banks (in billions) $269.51 $246.17
part 2 of 4
MBS Pass Throughf
Rank Market Value Held to Available
Rank as a % of Book Value maturity for sale
Dec-96 % Change 9/30/97 9/30/96 9/30/97 9/30/97
1 Chase Manh 5.26 100.03 97.64 $907,000 $18,279,000
2 NationsBan 4.21 100.95 100.33 0 14,352,965
3 Morgan Gua 30.11 99.96 99.52 0 14,276,417
4 Republic N 17.72 100.41 98.588,489,76 3,288,821
5 First Unio 1.16 101.37 102.38 772,868 8,034,259
6 Bank of Am 23.25 101.85 99.941,386,00 4,990,000
7 Fleet Nati -19.02 101.3 99.83 0 4,453,508
8 Mellon Ban -1.95 101.17 98.61,988,28 2,121,455
9 Texas Comm 4.31 100.8 99.09 485,582 2,698,026
10 Wells Farg -24.9 101.11 99.39 0 3,132,309
11 KeyBank NA -6.13 101.14 97.44 0 3,105,346
12 First Bank 47.46 100.92 99.41 0 3,087,785
13 NationsBan -14.64 100.41 99.02 0 2,997,565
14 First Unio*** 101.48 98.96 185,347 2,553,317
15 European A 24.64 100.36 99.45 67,027 2,187,186
16 Comerica B -11.37 99.91 98.01 0 2,254,152
17 AmSouth Ba -23.16 102.39 100.95 951,669 1,247,403
18 Crestar Ba -18.98 99.12 96.84 29,047 2,142,126
19 Norwest Ba -20.78 101.54 98.95 0 2,043,460
20 Norwest Ba 54.15 101.26 99.12 0 1,889,472
21 Signet Ban -5.79 102.22 100.07 0 1,881,474
22 BankBoston*** 101.27 99.25 169,247 1,680,045
23 Wachovia B -12.99 103.09 100.58 718,885 1,071,204
24 Internatio 59.31 101.35 100.09 0 1,763,826
25 SouthTrust 64.63 101.82 100.68 465,714 1,152,237
26 La Salle N 39.54 101.2 100.16 69,653 1,547,057
27 Amalgamate 0.67 100.63 98.81 898,171 701,761
28 Fifth Thir 17.89 100.98 99.14 0 1,584,454
29 Branch Ban 1.59 102.26 100.58 0 1,472,102
30 Norwest Ba -5.83 101.51 99.4 0 1,376,946
31 Huntington 14.16 99.88 98.75 0 1,374,823
32 Bank of Am -14.17 101.48 99.37 537,508 772,066
33 First USA *** 101.12 99.15 0 1,222,749
34 Commerce B 37.02 99.19 96.36 587,288 630,056
35 National C -15.08 100.27 98.53 0 1,215,680
36 Frost Nati -2.35 101.51 100.08 151,550 1,033,191
37 Fleet Bank -25.83 101.51 99.38 0 1,154,683
38 Summit Ban 25.03 101.2 99.89 664,701 449,909
39 North Fork -17.49 100.6 98.5 412,767 699,099
40 LaSalle Ba*** 101.3 99.67 9,023 1,094,407
41 NBD Bank, 7.31 100.41 98.99 0 1,086,673
42 Hibernia N -14.85 100.59 99.49 0 1,052,953
43 Safra Nati*** 100.93 99.24 446,849 545,570
44 First Nati -11.36 101.14 98.84 0 953,979
45 Barnett Ba 17.49 100.76 99.67 0 946,393
46 Bank of Ha -15.07 100.77 99.72 599,545 345,397
47 Central Fi -24.14 101.08 100.05 0 896,877
48 Norwest Ba -11.45 102.25 99.91 0 882,843
49 Harris T&S 9.94 99.95 97.08 0 869,886
50 Fifth Thir 17.41 100.83 98.39 0 862,966
Total for 5.48 101.02 99.27 $20.99 $131.46
Totals for 9.48 100.93 99.25 $49.33 $220.18
part 3 of 4
Rank Total MBS as a % of
Rank GNMA FNMA Other Securities
Dec-96 9/30/97 9/30/97 9/30/97 9/30/97
1 Chase Manh$8,118,000 $11,068,000 0 $40,589,000
2 NationsBan 240,677 14,112,288 0 29,683,645
3 Morgan Gua11,993,971 2,282,446 0 21,067,180
4 Republic N 9,457,882 2,236,935 83,766 21,835,322
5 First Unio 1,037,211 7,769,916 0 14,380,553
6 Bank of Am 1,982,000 4,386,000 8,000 13,983,000
7 Fleet Nati 214,784 4,238,724 0 5,553,794
8 Mellon Ban 3,612,438 497,304 0 5,388,351
9 Texas Comm 990,335 2,193,273 0 4,514,578
10 Wells Farg 92,937 3,038,883 489 10,083,784
11 KeyBank NA 1,914,355 1,190,991 0 8,368,609
12 First Bank 297,464 2,665,231 125,090 6,844,905
13 NationsBan 16,364 2,981,201 0 4,163,830
14 First Unio 834,961 1,903,703 0 3,962,204
15 European A 611,496 1,575,690 67,027 4,900,946
16 Comerica B 12,403 2,225,080 16,669 3,707,674
17 AmSouth Ba 233,059 1,966,013 0 4,480,457
18 Crestar Ba 86,298 2,084,875 0 3,870,770
19 Norwest Ba 92,237 1,951,223 0 2,149,906
20 Norwest Ba 798,053 1,090,242 1,177 2,198,156
21 Signet Ban 0 1,881,474 0 2,233,475
22 BankBoston 549,187 1,300,105 0 8,426,212
23 Wachovia B 856,914 933,175 0 6,934,187
24 Internatio 337,182 1,426,644 0 1,897,001
25 SouthTrust 382,065 1,235,886 0 5,739,552
26 La Salle N 745,839 801,340 69,531 4,425,643
27 Amalgamate 142,788 1,457,144 0 1,681,843
28 Fifth Thir 123,715 1,321,104 139,635 2,151,982
29 Branch Ban 0 1,472,102 0 5,244,419
30 Norwest Ba 321,486 1,055,460 0 1,645,224
31 Huntington 63,999 1,310,824 0 5,433,823
32 Bank of Am 620,167 689,407 0 1,440,700
33 First USA 1,158,012 64,737 0 1,238,746
34 Commerce B 212,221 1,005,123 0 1,416,843
35 National C 470,589 745,091 0 3,483,448
36 Frost Nati 668,682 516,059 0 1,416,194
37 Fleet Bank 209,653 945,030 0 1,847,880
38 Summit Ban 387,357 727,253 0 5,747,350
39 North Fork 325,940 785,244 682 2,634,327
40 LaSalle Ba 373,170 721,237 9,023 1,852,170
41 NBD Bank, 612,007 474,666 0 1,960,127
42 Hibernia N 562,692 490,261 0 1,836,233
43 Safra Nati 444,681 547,738 0 1,347,547
44 First Nati 135,792 818,187 0 2,005,768
45 Barnett Ba 5,551 823,049 117,793 4,077,600
46 Bank of Ha 174,952 769,990 0 3,360,754
47 Central Fi 386,058 510,819 0 2,719,239
48 Norwest Ba 7,316 875,527 0 1,080,576
49 Harris T&S 641,425 228,461 0 3,685,983
50 Fifth Thir 82,707 745,465 34,794 1,071,602
Total for $53.64 $98.14 0.674 $301.76
Totals for $83.84 $177.66 2.882 $835.52
part 4 of 4
Rank Total Securities
Dec-96 9/30/97 9/30/96
1 Chase Manh 47.27 44.12
2 NationsBan 48.35 44.89
3 Morgan Gua 67.77 50.67
4 Republic N 53.94 55.18
5 First Unio 61.24 66.09
6 Bank of Am 45.6 41.08
7 Fleet Nati 80.19 72.36
8 Mellon Ban 76.27 66.52
9 Texas Comm 70.52 72.82
10 Wells Farg 31.06 33.18
11 KeyBank NA 37.11 98.74
12 First Bank 45.11 32.28
13 NationsBan 71.99 68.5
14 First Unio 69.12 47.97
15 European A 46 39.31
16 Comerica B 60.8 67.15
17 AmSouth Ba 49.08 52.66
18 Crestar Ba 56.09 57.15
19 Norwest Ba 95.05 96.69
20 Norwest Ba 85.96 92.51
21 Signet Ban 84.24 79.26
22 BankBoston 21.95 9.92
23 Wachovia B 25.82 23.32
24 Internatio 92.98 96
25 SouthTrust 28.19 21.64
26 La Salle N 36.53 33.22
27 Amalgamate 95.13 93.14
28 Fifth Thir 73.63 59.59
29 Branch Ban 28.07 27.21
30 Norwest Ba 83.69 97.11
31 Huntington 25.3 20.95
32 Bank of Am 90.9 65.06
33 First USA 98.71 96.79
34 Commerce B 85.92 86.05
35 National C 34.9 38.51
36 Frost Nati 83.66 84.9
37 Fleet Bank 62.49 54.99
38 Summit Ban 19.39 17.71
39 North Fork 42.21 48.29
40 LaSalle Ba 59.57 50.36
41 NBD Bank, 55.44 49.06
42 Hibernia N 57.34 64.85
43 Safra Nati 73.65 58.38
44 First Nati 47.56 48.06
45 Barnett Ba 23.21 15.9
46 Bank of Ha 28.12 32.31
47 Central Fi 32.98 37.55
48 Norwest Ba 81.7 83.11
49 Harris T&S 23.6 25.21
50 Fifth Thir 80.53 73.86
Total for 50.52 50.93
Totals for 32.26 30.79
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Source: Sheshunoff Information Services, Inc., Austin, Texas from its