Quarterly Net Interest Margins, Annualized

Report Date Assets > $100
Million
Assets < $100
Million
March 31, 2003 3.79% 4.08%
June 30, 2003 3.72% 4.10%
September 30, 2003 3.66% 4.11%
December 31, 2003 3.73% 4.13%
March 31, 2004 3.67% 4.07%
June 30, 2004 3.63% 4.10%
September 30, 2004 3.61% 4.19%
December 31, 2004 3.64% 4.26%
March 31, 2005 3.51% 4.14%
June 30, 2005 3.62% 4.22%
September 30, 2005 3.49% 4.25%
December 31, 2005 3.42% 4.24%
March 31, 2006 3.44% 4.18%
June 30, 2006 3.44% 4.18%
September 30, 2006 3.36% 4.24%
December 31, 2006 3.18% 4.18%
March 31, 2007 3.31% 4.07%