2. What are the trends in the composition of banks investment portfolios during the sample period? In particular, how did the average HTM percentage change during the sample period?

Q1 Ave HTM and AFS - ALL 01 Ave HTM and AFS - BANKS LARGE BANKS Q1 Ave HTM and AFS - SMALL BANKS Date Date Date 200K 100M 400K 80M 150K 300K 60M Average of AFS Average of AFS Average of AFS 100K 200K 40M 50K 100K 20M OM OK 200K OK 80K 40M 150K 60K 30M Average of HTM 100K Average of HTM Average of HTM 40K 20M 50K 20K 10M OK OM OK 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 NN Q1 Ave HTM and AFS - ALL 01 Ave HTM and AFS - BANKS LARGE BANKS Q1 Ave HTM and AFS - SMALL BANKS Date Date Date 200K 100M 400K 80M 150K 300K 60M Average of AFS Average of AFS Average of AFS 100K 200K 40M 50K 100K 20M OM OK 200K OK 80K 40M 150K 60K 30M Average of HTM 100K Average of HTM Average of HTM 40K 20M 50K 20K 10M OK OM OK 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 NN