Uscb Financial Holdings, Inc. (USCB) Stock Analysis and Metrics

Uscb Financial Holdings

NASDAQ: USCB

$21.67 ▲ +1.30 (+6.38%)

At close: Jul 24, 2026 · 4:00 PM UTC

Financial Ratios

Market Cap423.00 Mn

P/E15.22

P/S5.33

Div. Yield0.02

Total Debt (Qtr)39.34 Mn

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About

USCB Financial Holdings, Inc. is a bank holding company headquartered in Miami, Florida, with U. S. Century Bank as its sole direct subsidiary. The company operates through the Bank to provide a wide range of personal and business banking products and services across 10 banking centers in South Florida. As of December 31, 2025, the Company had total consolidated assets of $2.8 billion. U. S. Century Bank commenced operations in October 2002 and is a Florida state-chartered, non-Federal Reserve System member bank.

The company generates revenue primarily through interest income from its lending activities, including commercial and industrial loans, real estate loans, and consumer loans. Additional revenue comes from non-interest sources such as service charges on deposit accounts, treasury and cash management services, and specialty banking offerings like Small Business Administration lending, yacht financing, Homeowner Association services, Private Client Group services, and correspondent banking. The Bank also earns income from title insurance services through its subsidiary, Florida Peninsula Title LLC, which provides title insurance policies for real estate transactions closed at the Bank.

The company operates through the following segments:

• Commercial Banking – This segment encompasses traditional lending and deposit services for small-to-medium sized businesses, including commercial real estate financing, working capital loans, and equipment financing. It also includes treasury, commercial payments, and cash management services tailored to business clients.

• Specialty Banking – This segment includes specialized lending and service offerings such as Small Business Administration (SBA) lending under Sections 7(a) and 504, yacht financing for vessels ranging from $750 thousand to $7.5 million, Homeowner Association (HOA) services providing deposit collection, lockbox, payment services, and lending products, Private Client Group services for professionals in law firms, medical practices, and other high-net-worth individuals, and correspondent banking services for banks in Latin America and the Caribbean.

• Title Services – This segment is operated through Florida Peninsula Title LLC, a subsidiary of the Bank, which provides title insurance policies for real estate transactions closed at the Bank. Licensed in Florida and approved by the Florida Department of Insurance Regulation, this business began operations in 2021 and contributes to non-interest income diversification.

USCB Financial Holdings, Inc. operates in a highly competitive banking environment in South Florida, competing with local, regional, national, and international commercial banks, credit unions, mortgage companies, brokerage firms, trust service providers, consumer finance companies, mutual funds, securities firms, insurance companies, third-party payment processors, and financial technology companies. The company differentiates itself through its relationship-based banking model, deep expertise in serving small-to-medium sized businesses and professional services firms, and its ability to offer specialty products such as SBA lending, yacht financing, and HOA services that are not widely available at other banks of its size in the region. Its long-standing client relationships, disciplined underwriting, and focus on personalized service contribute to its competitive position.

The company serves a diverse customer base including small-to-medium sized businesses, local business owners, entrepreneurs, and professionals in South Florida. It also serves homeowner associations, law firms, medical practices, dentists, veterinarians, and other high-net-worth individuals through its Private Client Group. Additionally, the Bank provides correspondent banking services to financial institutions in Latin America and the Caribbean, and offers title insurance services to clients involved in real estate transactions at the Bank.

Investment Thesis

▲ Bull case

USCB's expansion into Broward and Palm Beach counties represents a high-conviction growth catalyst that the market is underestimating. The bank has already built substantial loan and deposit relationships in these markets—$445 million in loans and $415 million in deposits with just one physical branch—proving strong demand exists without traditional branch infrastructure. Management's plan to open two to four new branches over the next three years is not speculative but grounded in demonstrated success, leveraging their relationship-driven, branch-light model to capture market share efficiently. This expansion targets high-growth regions with affluent demographics and limited competition from regional peers, allowing USCB to deploy its proven underwriting and relationship banking strengths at scale. The opportunity is amplified by the bank's ability to attract customers through referrals and direct outreach, reducing reliance on costly branch foot traffic. By extending physical presence where organic demand already exists, USCB can accelerate loan and deposit growth beyond current run rates while maintaining its disciplined efficiency ratio in the low-50s, directly enhancing long-term profitability and shareholder returns through improved operating leverage.
The bank's specialized deposit verticals—private client group, correspondent banking, and association (HOA) banking—are underappreciated sources of stable, low-cost funding that provide a structural advantage in rising or volatile rate environments. These segments collectively account for 30% of total deposits ($747 million) and exhibit significantly lower costs: private client group just over 2%, correspondent banking at 1.65%, and HOA deposits similarly low. This funding mix insulates USCB from margin compression even if competitors are forced to raise rates aggressively to attract deposits, as the bank can grow its book without materially increasing its overall cost of funds. Management's emphasis on growing these verticals—evidenced by targeted hiring and resource allocation—suggests a deliberate strategy to deepen this advantage. Furthermore, correspondent banking brings dual benefits: low-cost deposits and short-duration, asset-sensitive loans tied to SOFR, which enhance balance sheet flexibility and hedge against rate volatility. This structural funding edge is not fully reflected in current valuation metrics, as investors may overlook the sustainability of these niche relationships in favor of headline loan growth figures.
The normalization of noninterest income, particularly swap fees, presents a more sustainable and predictable revenue stream than the market anticipates, supporting durable profitability beyond the current quarter's strength. While Q1 featured record swap fees of $1.6 million due to heightened rate volatility and client hedging activity, management explicitly guided that these would normalize to approximately $700,000 per quarter, implying a run-rate fee base of around $3.07 million when combined with stable service charge income. This implies a normalized noninterest income contribution of roughly 11.5% of revenue, which is resilient and less volatile than commonly assumed for regional banks. Crucially, this fee base is driven by scalable capabilities—such as interest rate hedging solutions for commercial clients—that are inherently tied to the bank's growing loan book and relationship depth. As loan production continues at double-digit pace, the cross-sell opportunity for fee-based products like swaps and treasury services will grow organically, creating a self-reinforcing cycle where balance sheet expansion directly fuels higher-margin revenue. The market may be focusing too heavily on net interest income volatility while underestimating the durability and scalability of this fee-driven component, which provides a buffer against interest rate swings and supports consistent operating leverage.
USCB's capital strength and internal capital generation capacity are significantly underappreciated, providing a powerful foundation for both growth and shareholder returns that exceeds current expectations. With a total risk-based capital ratio of 14.09% and tangible book value per share growing at 8.9% year-over-year despite AOCI headwinds, the bank operates with a capital buffer far above regulatory minimums. More importantly, management highlighted that they are compounding equity at 16–17% annually through retained earnings, a rate that vastly exceeds typical peer performance and indicates superior internal capital generation. This allows the bank to fund its branch expansion, technology investments, and hiring plans organically without relying on dilutive external capital or sacrificing dividend sustainability. The current quarterly dividend of $0.125 per share was explicitly called out as sustainable, and the strength of internal capital generation suggests room for future dividend growth or increased share repurchases as the balance sheet scales. Investors may be overly focused on near-term earnings volatility from loan timing or swap fee normalization, missing the fact that USCB's capital engine is a durable, compounding asset that supports long-term intrinsic value creation independent of short-term earnings fluctuations.
The bank's disciplined approach to credit risk, particularly in its specialty lending verticals, is a quieter but critical strength that the market overlooks when assessing regional bank vulnerability in a changing economic cycle. Nonperforming loans remained exceptionally low at 0.16% of total loans, with net charge-offs at zero for the quarter, even as the loan book grew at 10.1% year-over-year. This performance reflects rigorous underwriting standards applied consistently across commercial, residential, and niche lending categories, including the rapidly growing association and correspondent banking segments. Management's emphasis on collateral quality—evidenced by their discussion of nonperforming loans being well collateralized and expected to incur no loss—suggests a culture of prudence that persists despite growth ambitions. In an environment where regional banks face scrutiny over commercial real estate exposure, USCB's focus on income-producing real estate, professional firms, and closely held businesses—combined with its low-leverage, relationship-based model—may position it to navigate credit stress more resiliently than peers. The market may be applying broad sector risks to USCB without recognizing that its loan book is skewed toward higher-quality, cash-flow-driven assets rather than speculative or overleveraged segments, providing a hidden buffer against downturns that is not apparent in aggregate loan growth statistics.

USCB's expansion into Broward and Palm Beach counties represents a high-conviction growth catalyst that the market is underestimating. The bank has already built substantial loan and deposit relationships in these markets—$445 million in loans and $415 million in deposits with just one physical branch—proving strong demand exists without traditional branch infrastructure. Management's plan to open two to four new branches over the next three years is not speculative but grounded in demonstrated success, leveraging their relationship-driven, branch-light model to capture market share efficiently. This expansion targets high-growth regions with affluent demographics and limited competition from regional peers, allowing USCB to deploy its proven underwriting and relationship banking strengths at scale. The opportunity is amplified by the bank's ability to attract customers through referrals and direct outreach, reducing reliance on costly branch foot traffic. By extending physical presence where organic demand already exists, USCB can accelerate loan and deposit growth beyond current run rates while maintaining its disciplined efficiency ratio in the low-50s, directly enhancing long-term profitability and shareholder returns through improved operating leverage.
The bank's specialized deposit verticals—private client group, correspondent banking, and association (HOA) banking—are underappreciated sources of stable, low-cost funding that provide a structural advantage in rising or volatile rate environments. These segments collectively account for 30% of total deposits ($747 million) and exhibit significantly lower costs: private client group just over 2%, correspondent banking at 1.65%, and HOA deposits similarly low. This funding mix insulates USCB from margin compression even if competitors are forced to raise rates aggressively to attract deposits, as the bank can grow its book without materially increasing its overall cost of funds. Management's emphasis on growing these verticals—evidenced by targeted hiring and resource allocation—suggests a deliberate strategy to deepen this advantage. Furthermore, correspondent banking brings dual benefits: low-cost deposits and short-duration, asset-sensitive loans tied to SOFR, which enhance balance sheet flexibility and hedge against rate volatility. This structural funding edge is not fully reflected in current valuation metrics, as investors may overlook the sustainability of these niche relationships in favor of headline loan growth figures.
The normalization of noninterest income, particularly swap fees, presents a more sustainable and predictable revenue stream than the market anticipates, supporting durable profitability beyond the current quarter's strength. While Q1 featured record swap fees of $1.6 million due to heightened rate volatility and client hedging activity, management explicitly guided that these would normalize to approximately $700,000 per quarter, implying a run-rate fee base of around $3.07 million when combined with stable service charge income. This implies a normalized noninterest income contribution of roughly 11.5% of revenue, which is resilient and less volatile than commonly assumed for regional banks. Crucially, this fee base is driven by scalable capabilities—such as interest rate hedging solutions for commercial clients—that are inherently tied to the bank's growing loan book and relationship depth. As loan production continues at double-digit pace, the cross-sell opportunity for fee-based products like swaps and treasury services will grow organically, creating a self-reinforcing cycle where balance sheet expansion directly fuels higher-margin revenue. The market may be focusing too heavily on net interest income volatility while underestimating the durability and scalability of this fee-driven component, which provides a buffer against interest rate swings and supports consistent operating leverage.
USCB's capital strength and internal capital generation capacity are significantly underappreciated, providing a powerful foundation for both growth and shareholder returns that exceeds current expectations. With a total risk-based capital ratio of 14.09% and tangible book value per share growing at 8.9% year-over-year despite AOCI headwinds, the bank operates with a capital buffer far above regulatory minimums. More importantly, management highlighted that they are compounding equity at 16–17% annually through retained earnings, a rate that vastly exceeds typical peer performance and indicates superior internal capital generation. This allows the bank to fund its branch expansion, technology investments, and hiring plans organically without relying on dilutive external capital or sacrificing dividend sustainability. The current quarterly dividend of $0.125 per share was explicitly called out as sustainable, and the strength of internal capital generation suggests room for future dividend growth or increased share repurchases as the balance sheet scales. Investors may be overly focused on near-term earnings volatility from loan timing or swap fee normalization, missing the fact that USCB's capital engine is a durable, compounding asset that supports long-term intrinsic value creation independent of short-term earnings fluctuations.
The bank's disciplined approach to credit risk, particularly in its specialty lending verticals, is a quieter but critical strength that the market overlooks when assessing regional bank vulnerability in a changing economic cycle. Nonperforming loans remained exceptionally low at 0.16% of total loans, with net charge-offs at zero for the quarter, even as the loan book grew at 10.1% year-over-year. This performance reflects rigorous underwriting standards applied consistently across commercial, residential, and niche lending categories, including the rapidly growing association and correspondent banking segments. Management's emphasis on collateral quality—evidenced by their discussion of nonperforming loans being well collateralized and expected to incur no loss—suggests a culture of prudence that persists despite growth ambitions. In an environment where regional banks face scrutiny over commercial real estate exposure, USCB's focus on income-producing real estate, professional firms, and closely held businesses—combined with its low-leverage, relationship-based model—may position it to navigate credit stress more resiliently than peers. The market may be applying broad sector risks to USCB without recognizing that its loan book is skewed toward higher-quality, cash-flow-driven assets rather than speculative or overleveraged segments, providing a hidden buffer against downturns that is not apparent in aggregate loan growth statistics.

▼ Bear case

USCB's planned branch expansion in Broward and Palm Beach counties carries significant execution risk that the market may be underestimating, despite management's confidence in the opportunity. While the bank has demonstrated success in building relationships without physical branches, transitioning to a multi-branch model introduces operational complexity, including higher fixed costs, potential inefficiencies in staffing, and the challenge of maintaining the tight cost discipline that has driven its strong efficiency ratio. The plan to open two to four branches over three years implies a meaningful increase in occupancy, technology, and personnel expenses, which could pressure the efficiency ratio if deposit and loan growth do not scale proportionally or if new branches underperform initially. Management acknowledged they will be making investments and expects expenses to tick up, but did not provide specific guidance on how the efficiency ratio will evolve, leaving uncertainty about whether operating leverage will truly materialize. Moreover, the success of their branch-light model in these markets so far has relied heavily on referral networks and direct outreach—factors that may not scale linearly with physical branches, potentially diluting the unique value proposition that has driven their growth. If the new branches fail to attract sufficient relationship-based customers or become overly dependent on traditional walk-in traffic, the bank could end up with a higher-cost structure without the proportional revenue upside, undermining the very efficiency that has been a hallmark of its performance.
The bank's reliance on specialized deposit verticals for low-cost funding, while currently beneficial, may face headwinds as these niches become more competitive or as rate-sensitive clients migrate to higher-yielding alternatives, posing a risk to margin stability that is not fully appreciated. Although private client group, correspondent banking, and HOA deposits currently offer costs well below the overall 2.2% average, these segments are not immune to competitive pressures—especially if larger banks or fintechs begin targeting the same affluent or institutional clients with more aggressive pricing or superior digital offerings. The private client group, in particular, depends on deep relationships with high-net-worth individuals who may be swayed by better yields elsewhere if rate volatility persists. Similarly, correspondent banking relationships with foreign institutions could be disrupted by shifting geopolitical dynamics, regulatory changes, or the banks' own liquidity needs, potentially reducing both low-cost deposit inflows and loan opportunities. Management's emphasis on growing these segments suggests awareness of their importance, but the bank has not disclosed specific retention rates, churn metrics, or competitive defenses, making it difficult to assess the durability of this funding advantage. If these verticals fail to maintain their cost edge or begin to reprice higher, USCB's overall deposit cost could rise faster than anticipated, compressing net interest margin despite efforts to maintain discipline.
The normalization of swap-related fee income, while expected, may create a more pronounced drag on profitability than management has signaled, particularly if loan growth slows or if the cross-sell success of fee-based products proves less durable than assumed. Management guided that swap fees would normalize to approximately $700,000 per quarter from the record $1.6 million in Q1, implying a decline of nearly $900,000 quarter-over-quarter. While they cited a stable service fee base to offset some of this, the transition could still result in a meaningful quarterly drag on pre-tax income—roughly equivalent to a 10–12% hit to quarterly earnings if not offset by other factors. More concerningly, the bank's ability to replace this lost fee income depends on sustained success in selling interest rate hedges and treasury services to commercial clients, a process that requires both sales expertise and client demand. If loan pipeline strength wanes or if competitors offer more competitive pricing on derivatives, the fee income recovery could stall, leaving a persistent gap in noninterest revenue. The market may be assuming a smooth transition to a new fee baseline, but any delay or shortfall in this recovery—combined with potential pressure on net interest income from rate volatility or loan mix shifts—could create a compounding earnings headwind that is not fully priced in.
USCB's credit quality metrics, while currently strong, may be vulnerable to a deterioration in specific loan segments that are not transparently disclosed, creating a hidden risk that could emerge if economic conditions worsen in South Florida. Although overall nonperforming loans remain low at 0.16%, the increase during the quarter was tied to two past-due residential real estate loans, and classified loans rose to $6.8 million (0.3% of the portfolio), driven by the same credits. This suggests that even in a strong quarter, stress is appearing in the residential segment, which could be a leading indicator of broader vulnerability if unemployment rises or property values soften in the region. The bank's concentration in income-producing real estate and professional lending may offer some protection, but residential exposure—particularly in South Florida's volatile condo and single-family markets—remains a material risk. Management did not break down loan performance by geography or product type in sufficient detail to assess whether stresses are isolated or spreading, nor did they provide guidance on how underwriting standards might evolve in a deteriorating environment. If residential delinquencies were to increase beyond isolated cases, or if commercial loan performance in key markets like Broward and Palm Beach began to show signs of stress, the allowance for credit losses could need to rise meaningfully, impacting profitability and capital ratios despite the current strong starting point.
The bank's capital strength, while currently robust, may be less supportive of long-term shareholder returns than implied if dividend sustainability or growth is challenged by the capital demands of its expansion plan, creating a tension between reinvestment and payout that is not fully resolved. Although management affirmed the current $0.125 quarterly dividend is sustainable and highlighted internal capital generation of 16–17% on equity, they also acknowledged that executing the three-year plan involves meaningful investments in branches, technology, and personnel. The transition from a branch-light model to one with additional physical locations will require upfront capital outlays that may not be immediately offset by earnings, potentially slowing the pace of capital accumulation. If the expansion requires more investment than anticipated—due to construction delays, higher-than-expected costs, or slower-than-expected revenue ramp-up—the bank could face a choice between maintaining dividend growth, preserving capital ratios for safety, or reinvesting in growth. While they have not signaled any intent to cut the dividend, the lack of specificity around how capital will be allocated between growth initiatives and shareholder returns leaves room for uncertainty. In a scenario where expansion costs exceed expectations or revenue lags, the market's assumption of durable, growing dividends supported by strong internal capital generation could prove optimistic, particularly if regulatory capital needs or unexpected credit provisions arise to further constrain flexibility.

USCB's planned branch expansion in Broward and Palm Beach counties carries significant execution risk that the market may be underestimating, despite management's confidence in the opportunity. While the bank has demonstrated success in building relationships without physical branches, transitioning to a multi-branch model introduces operational complexity, including higher fixed costs, potential inefficiencies in staffing, and the challenge of maintaining the tight cost discipline that has driven its strong efficiency ratio. The plan to open two to four branches over three years implies a meaningful increase in occupancy, technology, and personnel expenses, which could pressure the efficiency ratio if deposit and loan growth do not scale proportionally or if new branches underperform initially. Management acknowledged they will be making investments and expects expenses to tick up, but did not provide specific guidance on how the efficiency ratio will evolve, leaving uncertainty about whether operating leverage will truly materialize. Moreover, the success of their branch-light model in these markets so far has relied heavily on referral networks and direct outreach—factors that may not scale linearly with physical branches, potentially diluting the unique value proposition that has driven their growth. If the new branches fail to attract sufficient relationship-based customers or become overly dependent on traditional walk-in traffic, the bank could end up with a higher-cost structure without the proportional revenue upside, undermining the very efficiency that has been a hallmark of its performance.
The bank's reliance on specialized deposit verticals for low-cost funding, while currently beneficial, may face headwinds as these niches become more competitive or as rate-sensitive clients migrate to higher-yielding alternatives, posing a risk to margin stability that is not fully appreciated. Although private client group, correspondent banking, and HOA deposits currently offer costs well below the overall 2.2% average, these segments are not immune to competitive pressures—especially if larger banks or fintechs begin targeting the same affluent or institutional clients with more aggressive pricing or superior digital offerings. The private client group, in particular, depends on deep relationships with high-net-worth individuals who may be swayed by better yields elsewhere if rate volatility persists. Similarly, correspondent banking relationships with foreign institutions could be disrupted by shifting geopolitical dynamics, regulatory changes, or the banks' own liquidity needs, potentially reducing both low-cost deposit inflows and loan opportunities. Management's emphasis on growing these segments suggests awareness of their importance, but the bank has not disclosed specific retention rates, churn metrics, or competitive defenses, making it difficult to assess the durability of this funding advantage. If these verticals fail to maintain their cost edge or begin to reprice higher, USCB's overall deposit cost could rise faster than anticipated, compressing net interest margin despite efforts to maintain discipline.
The normalization of swap-related fee income, while expected, may create a more pronounced drag on profitability than management has signaled, particularly if loan growth slows or if the cross-sell success of fee-based products proves less durable than assumed. Management guided that swap fees would normalize to approximately $700,000 per quarter from the record $1.6 million in Q1, implying a decline of nearly $900,000 quarter-over-quarter. While they cited a stable service fee base to offset some of this, the transition could still result in a meaningful quarterly drag on pre-tax income—roughly equivalent to a 10–12% hit to quarterly earnings if not offset by other factors. More concerningly, the bank's ability to replace this lost fee income depends on sustained success in selling interest rate hedges and treasury services to commercial clients, a process that requires both sales expertise and client demand. If loan pipeline strength wanes or if competitors offer more competitive pricing on derivatives, the fee income recovery could stall, leaving a persistent gap in noninterest revenue. The market may be assuming a smooth transition to a new fee baseline, but any delay or shortfall in this recovery—combined with potential pressure on net interest income from rate volatility or loan mix shifts—could create a compounding earnings headwind that is not fully priced in.
USCB's credit quality metrics, while currently strong, may be vulnerable to a deterioration in specific loan segments that are not transparently disclosed, creating a hidden risk that could emerge if economic conditions worsen in South Florida. Although overall nonperforming loans remain low at 0.16%, the increase during the quarter was tied to two past-due residential real estate loans, and classified loans rose to $6.8 million (0.3% of the portfolio), driven by the same credits. This suggests that even in a strong quarter, stress is appearing in the residential segment, which could be a leading indicator of broader vulnerability if unemployment rises or property values soften in the region. The bank's concentration in income-producing real estate and professional lending may offer some protection, but residential exposure—particularly in South Florida's volatile condo and single-family markets—remains a material risk. Management did not break down loan performance by geography or product type in sufficient detail to assess whether stresses are isolated or spreading, nor did they provide guidance on how underwriting standards might evolve in a deteriorating environment. If residential delinquencies were to increase beyond isolated cases, or if commercial loan performance in key markets like Broward and Palm Beach began to show signs of stress, the allowance for credit losses could need to rise meaningfully, impacting profitability and capital ratios despite the current strong starting point.
The bank's capital strength, while currently robust, may be less supportive of long-term shareholder returns than implied if dividend sustainability or growth is challenged by the capital demands of its expansion plan, creating a tension between reinvestment and payout that is not fully resolved. Although management affirmed the current $0.125 quarterly dividend is sustainable and highlighted internal capital generation of 16–17% on equity, they also acknowledged that executing the three-year plan involves meaningful investments in branches, technology, and personnel. The transition from a branch-light model to one with additional physical locations will require upfront capital outlays that may not be immediately offset by earnings, potentially slowing the pace of capital accumulation. If the expansion requires more investment than anticipated—due to construction delays, higher-than-expected costs, or slower-than-expected revenue ramp-up—the bank could face a choice between maintaining dividend growth, preserving capital ratios for safety, or reinvesting in growth. While they have not signaled any intent to cut the dividend, the lack of specificity around how capital will be allocated between growth initiatives and shareholder returns leaves room for uncertainty. In a scenario where expansion costs exceed expectations or revenue lags, the market's assumption of durable, growing dividends supported by strong internal capital generation could prove optimistic, particularly if regulatory capital needs or unexpected credit provisions arise to further constrain flexibility.

Peer Comparison

Companies in the Banks - Regional

S.No.	Ticker	Company	Market Cap	P/E	P/S	Total Debt (Qtr)
1	KB	KB Financial Group Inc.	42,090.38 Bn	0.00 Bn	0.01 Mn	56.66 Bn
2	SHG	Shinhan Financial Group Co Ltd	33,919.15 Bn	0.00 Bn	0.00 Mn	40.46 Bn
3	BCH	Bank Of Chile	4,123.52 Bn	368.17 Bn	1.57 Mn	0.00 Bn
4	LYG	Lloyds Banking Group plc	360.83 Bn	0.00 Bn	0.00 Mn	42.37 Bn
5	FCAP	First Capital Inc	204.17 Bn	0.00 Bn	0.03 Mn	-
6	LARK	Landmark Bancorp Inc	187.97 Bn	0.00 Bn	0.00 Mn	0.00 Bn
7	NWG	NatWest Group plc	144.82 Bn	0.00 Bn	0.00 Mn	94.66 Bn
8	PNC	Pnc Financial Services Group, Inc.	101.80 Bn	0.00 Bn	0.00 Mn	21.42 Bn

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