Fifth Third Bancorp Presentation

Citi

2010 Financial Services Conference

Kevin T. Kabat

Chairman, President & Chief Executive Officer

March 11, 2010

Please refer to earnings release dated January 21, 2010 and 10-K dated

February 26, 2010 for further information, including full results reported on a U.S.

GAAP basis

Exhibit 99.1

4Q09 in review

Prudent management of credit position

•

Net charge-offs declined 6%

•

Early and late stage delinquencies declined

significantly from 3Q09

•

NPAs, excluding

loans

held-for-sale,

increased

from

the previous quarter

•

Reserve position remains strong, at 4.88% of loans and

127%

nonperforming

loans

•

Realized credit losses have been significantly below

SCAP scenarios

Strong capital levels

•

Tangible common equity ratio of 6.5%

•

Tier 1 common ratio of 7.0%

•

Tier 1 capital ratio of 13.3%

•

Exceeded $1.1 billion SCAP capital commitment by 80%

Continued core business momentum

•

Net loss of $98 million vs. 3Q09 net loss of $97 million

(3Q included Visa benefit of $206 million after-tax)

–

Pre-tax net loss of $210 million, vs. 3Q09 pre-tax

$420 million loss excluding Visa benefit

–

Currently expect further improvement in 1Q10

•

Net interest margin of 3.55%, up 12 bps sequentially

•

Average core deposits up 11%, wholesale funding

down 44% year-over-year

•

Extended $19 billion of new and renewed credit

LOGO

Net interest income

Core NII and NIM*

4.0% 3.5% 3.0% 2.5% 2.0%

$816 $746 $801 $847 $859

3.15% 2.92% 3.13% 3.33% 3.45%

$900 $800 $700 $600 $500 $400 $300 ($Ms)

4Q08 1Q09 2Q09 3Q09 4Q09

Net interest income (right axis) NIM

• Trends in net interest income and net interest margin favorably compare with peers

– NIM up 12 bps in 4Q09

• Expect continued expansion in NIM in 1Q10

– Approximately 5 bps

Reported NIM and YOY growth versus peers

3.55% 3.47% 9bps 4bps

NIM NIM growth

FITB Peer average

Yields and rates*

6.0% 5.0% 4.0% 3.0% 2.0% 1.0%

4Q08 1Q09 2Q09 3Q09 4Q09

400 300 200 100 0 (bps)

Spread (right axis) Asset yield Liability rate

Peers include: BBT, CMA, HBAN, KEY, MI, MTB, PNC, RF, STI, USB, WFC, ZION

Source: SNL and company reports

* Core results above exclude $6M charge related to leveraged lease litigation in 1Q09. Also excluded are $81M, $41M, $35M, $27M, and $23M in loan discount accretion from the First Charter acquisition in 4Q08, 1Q09, 2Q09, 3Q09, and 4Q09 respectively.

LOGO

Liability mix and pricing discipline drive strong net interest income/NIM results

Transaction Deposits / Liabilities

80% 75% 70% 65% 60% 55% 50% 45% 40% 35% 30%

76% 64% 62% 61% 60% 58% 54% 53% 52% 50% 49%

Peer average 58%

ZION MTB FITB CMA WFC STI HBAN RF USB MI BBT KEY

4Q09 Cost of Funds Peer Comparison

2.0% 1.5% 1.0% 0.5% 0.0%

1.53% 1.50% 1.47% 1.39% 1.30% 1.28% 1.26% 1.12% 1.12% 1.06% 0.89% 0.83%

Peer average 1.18%

MI KEY HBAN BBT ZION RF STI USB FITB PNC MTB WFC

C&I Spread to 1-month LIBOR

7.0% 6.0% 5.0% 4.0% 3.0% 2.0% 1.0% 0.0%

1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 3Q09 4Q09

Spread C&I Yield 1 Month Libor

• Strong, deposit rich core funding mix supports relatively low cost of funds

– Low reliance on wholesale funding

• Continued pricing discipline on commercial loans, consistent with market trends toward better risk-adjusted spreads

– C&I spreads over 1-month LIBOR have increased more than 150 bps in the past two years

Cost of Funds defined as interest incurred on interest-bearing liabilities as a percentage of average noninterest-bearing deposits and interest-bearing liabilities; Transaction deposits defined as DDA, NOW and Savings/MMDA accounts; PNC excluded from transaction deposit comparison due to lack of 10-K data

LOGO

Balance sheet:

Continued growth in core funding

Average loan growth ($B)

86 84 82 80 78

33 34 33 33 32

53 50 49 47 46

4Q08 1Q09 2Q09 3Q09 4Q09

Commercial Loan Consumer Loans

Average core deposit growth ($B)

+11%

64 67 69 70 72

15 16 16 17 16

21 21 21 21 22

28 30 32 32 34

4Q08 1Q09 2Q09 3Q09 4Q09

Demand/IBT Savings/MMDA Consumer CD/Core foreign

Average wholesale funding ($B)

(44%)

40 35 31 26 22

13 13 11 10 10

13 10 8 6 4

14 12 12 10 8

4Q08 1Q09 2Q09 3Q09 4Q09

LT debt ST borrowings Non-core deposits

Extended nearly $75B of new and renewed credit in 2009

• CRE loans down 4% sequentially and 17% year-over-year

– Reduced exposure to homebuilder/developer and other non-owner occupied loans; sale or transfer to held-for-sale of $1.3B in 4Q08

– New homebuilder/developer, non-owner occupied CRE suspended 2008

• C&I loans down 6% sequentially and 15% from 4Q08 largely due to lower line utilization and soft demand

• Strong mortgage originations - $2.0B in residential mortgage loans held-for-sale warehouse (not carried in loans held-for investment)

• Core deposit to loan ratio of 93%, up from 75% in 4Q08

• Everyday Great Rates strategy continues to drive core deposit growth

– DDAs up 6% sequentially and 24% from the previous year

– Commercial core deposits up 12% sequentially and 28% from the previous year

– Retail core deposits were flat sequentially and up 6% from the previous year

• Reduced wholesale funding by $3.8 billion sequentially and $17.5 billion from the previous year

– Non-core deposits down 19% sequentially and 39% from the previous year

– Short term borrowings down 39% sequentially and 73% from the previous year

– Long-term debt up 3% sequentially and down 21% from the previous year

• Portion of excess core funding invested in agency mortgage-backed securities (balance sheet hedges added to mitigate interest rate risk)

Deposit share momentum

•

Continued focus on

customer satisfaction

and building full

relationships has

given strong

momentum to the

retail network

•

Fifth Third grew

deposits in 15 of 16

affiliate markets in

2009

–

Modest attrition in

North Carolina

acquisition market

•

Fifth Third grew

deposit market share

in 75% of affiliate

markets in 2009

Affiliate

5/3

Deposit

(08-09)

5/3 Market Share

Name

Deposit

($)

(%)

2009

2008

Chicago

788,601

9.8%

4.0%

3.8%

Northeastern Ohio

606,708

17.0%

4.2%

3.8%

South Florida

579,342

21.1%

3.1%

2.8%

Eastern Michigan

418,525

11.9%

5.4%

5.0%

Central Florida

338,091

28.9%

3.0%

2.5%

Tampa

334,080

24.5%

3.5%

3.1%

Central Ohio

213,971

5.6%

11.1%

11.2%

Cincinnati

212,656

2.2%

21.5%

21.9%

Southern Indiana

195,169

8.6%

4.1%

4.0%

Louisville

194,593

13.0%

8.9%

8.2%

Northwestern Ohio

177,122

7.5%

16.2%

15.4%

Western Michigan

149,252

2.1%

18.4%

Tennessee

142,615

12.8%

3.5%

3.3%

Central Indiana

139,354

4.7%

8.4%

8.3%

Central Kentucky

2,608

0.3%

8.1%

8.7%

North Carolina

(113,631)

-4.4%

4.8%

5.3%

Source: FDIC, SNL Financial; branches included are full service retail / brick and mortar; data excludes headquarters branches with over $250 million in deposits.

Fee income and expenses –

core trends*

556

620

645

605

629

650

659

653

623

578

$100

$200

$300

$400

$500

$600

$700

4Q08

1Q09

2Q09

3Q09

4Q09

Core

Fee Income Excluding the Effect from Credit

Core fee income ($M)

Core expenses ($M)

998

913

912

939

945

892

826

866

839

890

$200

$400

$600

$800

$1,000

$1,200

4Q08

1Q09

2Q09

3Q09

4Q09

Core

Noninterest Expense Excluding the Effect from Credit

•

Strong mortgage banking results continued in 4Q09,

resulting in $4.4B of originations and $132M in net revenue

•

Investment advisory revenue up 4% from the previous

quarter driven by higher market values

•

Card and processing revenue increased 3% sequentially and

9% from the previous year (excluding divested EPP revenue)

•

Corporate banking revenue up 15% sequentially driven by

growth in institutional sales, interest rate derivative sales

revenue, and business lending fees

•

Equity income from the FTPS JV was $8M in the fourth

quarter versus $7M the previous quarter

•

Credit related cost affected fee income by $30M in 4Q09

compared with $45M the previous quarter

•

Declines in core expenses driven by broad-based,

disciplined expense control

•

Core efficiency ratio of 62.5% in 4Q09, an improvement from

63.5% in 3Q09 and 68.7% in 4Q08

•

Credit related costs affected non-interest expenses by $55M

in 4Q09 compared with $100M the previous quarter

•

Total credit losses on mortgage repurchases ~$65M in 2009

(~$20M in 4Q09)

* Refer to slide 6 for itemized effects of non-core fees and expenses

LOGO

Pre-tax pre-provision earnings

Core PPNR trend

$700

$600

$500

$400

$300

$200

$100

106 87 46 100 55

22 3 8 45 30

450 483 564 535 562

4Q08 1Q09 2Q09 3Q09 4Q09

Noninterest Expense Effect from Credit

Fee Income Effect from Credit

Core

4Q09 core PPNR / average loans (annualized)*

Credit adjusted PPNR

/ Average Loans

Peer average: 2.7%

3.3%

4.8% 4.7% 4.1% 3.5% 2.9% 2.9% 2.4% 1.8% 1.6% 1.6% 1.5% 1.4% 1.4%

WFC

USB

PNC

BBT

FITB

MTB

HBAN

ZION

CMA

KEY

STI

Fifth Third’s pre-tax, pre-provision net revenue (PPNR) to loans higher than most regional bank peers

Source: sales, goodwill SNL and impairment company charges, reports. Core divested PPNR fees excludes and expenses securities related gains/losses, to FTPS, gains/losses and other from non-recurring debt extinguishments, items where appropriate. leveraged lease gains/losses, gains from asset

Portfolio performance drivers

Performance largely driven by

No participation in exotic mortgages

Discontinued or suspended lending

* Residential construction-related consumer mortgages intended to be held in portfolio until permanent financing complete. Jumbo mortgage originations currently

being held due to market conditions.

Geography

•

Florida and Michigan most stressed

•

Remaining Midwest and Southeast performance

reflect economic trends

Products

•

Homebuilder/developer charge-offs $110 million in

4Q09

–

Total charge-off ratio 3.6% (3.1% ex-HBs)

–

Commercial charge-off ratio 4.1% (3.2% ex-

HBs)

•

Brokered home equity charge-offs 7.0% in 4Q09

–

Direct home equity portfolio 1.9%

4Q09 NCO Ratios

Coml

Cons

Total

FL/MI

8.4%

5.3%

7.1%

Other

2.5%

2.1%

2.3%

•

Subprime

•

Option ARMs

Discontinued in 2007

•

Brokered home equity ($2.9B down to $1.9B)

Suspended in 2008

•

Homebuilder/residential development ($3.3B down

to $1.6B)

•

Other non-owner occupied commercial RE

excluding homebuilder/developer ($9.2B down to

$8.0B)

Saleability

•

All mortgages originated for intended sale*

Total

4.1%

3.0%

3.6%

LOGO

Troubled debt restructurings (TDR) overview

Successive improvement in vintage performance during 2008 and 2009, even as volume of modification increased

Fifth Third’s mortgage portfolio TDRs have redefaulted at a lower rate than other bank held portfolio modifications

Fifth Third’s TDRs are about a third less likely to redefault than modifications on GSE mortgages

Mortgage TDR charge-offs in 2009 were ~$50 million (15% of mortgage charge-offs); expected to be ~$100 million in 2010 due to seasoning and growth in the TDR portfolio

Other mortgage charge-offs (unrelated to TDRs) are expected to decline in 2010 due to improving delinquency trends, lower severities and portfolio maturation

Included in 2010 charge-off outlook

Total charge-offs on consumer real estate (home equity and mortgage) TDRs expected to be ~$200 million in 2010 vs. $110 million in 2009

Included in 2010 charge-off outlook

TDR performance has improved in newer vintages

Mortgage TDR 60+ redefault trend by vintage

50%

40%

30%

20%

10%

4 5 6 7 8 9 10 11 12

Volume by

vintage

1Q08 $69M

2Q08 $135M

3Q08 $146M

4Q08 $176M

1Q09 $221M

2Q09 $257M

Months since modification

Outperforming redefault benchmarks

Mortgage TDR 60+ redefault rate: Fifth Third comparison (through June 2009)

Fannie Mae Freddie Mac Industry portfolio loans

Fifth Third

70%

60%

50%

40%

30%

20%

10%

months

9 months

12 months

Source: Fifth Third and OCC/OTS data; data through 2Q09; industry data cumulative through 2Q09

LOGO

Manageable commercial real estate exposure

CRE / Assets

Peer average: 19%

34% 30% 25% 24% 23% 16% 15% 14% 12% 12% 11% 11% 9%

MI MTB ZION RF CMA KEY HBAN FITB STI USB BBT WFC PNC

CRE / Loans

Peer average: 27%

44% 41% 38% 33% 32% 26% 21% 20% 19% 18% 18% 17% 15%

MI MTB RF CMA ZION KEY HBAN FITB STI USB BBT WFC PNC

CRE / TCE

Peer average: 309%

632% 420% 419% 148% 295% 264% 247% 218% 212% 206% 203% 197% 192%

MTB RF MI ZION CMA HBAN USB KEY FITB PNC WFC STI BBT

CRE / (TCE + Reserves)

Peer average: 229%

500% 316% 304% 249% 244% 181% 175% 160% 154% 151% 148% 142% 140%

MTB MI RF ZION CMA USB HBAN KEY STI BBT WFC PNC FITB

CRE exposure lower than peer average; problems relatively more manageable given capital and reserves

Source: SNL and company reports.

LOGO

4Q09 credit results

NPA ratio versus peers

4.5%

3.5%

2.5%

1.5%

0.5%

3Q07

4Q07

1Q08

2Q08

3Q08

4Q08

1Q09

2Q09

3Q09

4Q09

FITB

Peer Average

Year-over-year NPA growth versus peers

Peer average: 100%

27% 31% 36% 37% 62% 67% 75% 97% 105% 108% 192% 207% 216%

HBAN CMA MI STI FITB MTB KEY USB ZION BBT PNC WFC RF

Net charge-off ratio versus peers

3.2% 3.2%

1.4% 2.5%

2008 2009

FITB

Peer Average

Year-over-year NCO growth versus peers

Peer average: 122%

5% 34% 46% 49% 84% 95% 100% 107% 108% 113% 132% 198% 403%

FITB MTB RF MI CMA HBAN KEY STI BBT USB WFC ZION PNC

Source: SNL and company reports. NPAs exclude loans held-for-sale and covered assets.

LOGO

Strong reserve position

Industry leading reserve level

$2,500 $2,000 $1,500 $1,000 $500 $0

4Q08 1Q09 2Q09 3Q09 4Q09

Reserves / Total loans

1. FITB 4.88%

2. KEY 4.31%

3. HBAN 4.03%

4. ZION 3.81%

5. RF 3.43%

6. MI 3.36%

7. PNC 3.22%

8. WFC 3.13%

9. STI 2.74%

10. USB 2.66%

11. BBT 2.51%

12. CMA 2.34%

13. MTB 1.71%

Peer Average 3.11%

Coverage ratios are strong relative to peers

127% 90% 116% 78% 132% 113%

Reserves/NPLs Reserves/NPAs Reserves/Annualized NCOs

FITB Peer Average

Source: SNL and company reports. NPAs/NPLs exclude held-for-sale portion for all banks and covered assets for BBT, USB, and ZION.

Updated stress testing -

process overview

Similar process to that used in 2008 and SCAP processes; updated

for actual

performance and current economic expectations

Base and Stress case scenarios key economic assumptions (Moody’s Economy.com

“Base”

and

“Longer

Recession

and

Weaker

Recovery

Case”)

Commercial

—

33 geographic/industry sectors analyzed and regressed against economic and

performance drivers

—

Migration trends from criticized to nonaccrual and charge-off evaluated by

region and industry

Consumer

—

Portfolios subdivided into appropriate categories (i.e. liquidating vs. non-

liquidating home equity)

—

Results derived using combination of regression models, loss curves and roll

rates, and applied economic factors

–

Mortgage and home equity key correlation: HPI

–

Credit card key correlation: unemployment

–

Other consumer key correlations: unemployment and GDP

Economic Assumptions*

2010

2011

2010

2011

Peak Unemployment

10.4%

9.6%

11.5%

12.2%

GDP

2.3%

4.7%

0.8%

4.7%

Avg. change in quarterly HPI

(1.8%)

(0.2%)

(2.7%)

(1.8%)

Base

Adverse

* Moody’s Economy.com; as of year-end 2009

Updated credit loss expectations vs. SCAP scenarios

Realized

credit

losses

have

been

significantly

below

SCAP

submissions,

which

expected

continue

* Red SCAP line represents more adverse scenario as adjusted by supervisors for additional assumed two-year losses. Supervisory estimates of total two-year losses

under more adverse scenario were not allocated by period. Estimate allocates total two-year supervisory losses using the allocation under Fifth Third’s submission.

** Source for assumptions: Moody’s Economy.com. Assumptions as of year-end 2009.

Fifth Third’s realized credit losses

have been significantly below its

SCAP submitted baseline and

more adverse scenarios

–

In SCAP submissions, we

incorporated significant

conservatism, given then-

prevailing negative economic

and industry trends and

extreme uncertainty in

potential loss outcomes at

the time

–

Economic and credit market

conditions have been much

better than potential

downside expectations in

Spring 2009, benefitting

results vs. SCAP scenarios

Base and stress scenarios reflect

Moody’s Base Case and Moody’s

Longer Recession and Weaker

Recovery Case (as of December

2009)**

Our current expectation is for

2010 losses to be lower than 2009

Strong capital position

Source: SNL and company reports.

(TCE + reserves) / Loans

Tangible common equity ratio

Peer average: 6.2%

Peer average: 12.0%

Strong capital ratios relative to peers, particularly considering reserve levels

Tier 1 common ratio

Peer average: 7.1%

Peer average w/

TARP: 11.2%

Peer average

w/o TARP: 8.9%

Tier 1 capital ratio (with and without TARP)

8.6%

11.1%

10.5%

11.5%

12.0%

12.5%

13.0%

12.8%

13.3%

LOGO

Strong liquidity profile

Holding company unsecured debt maturities ($M)

$5, 018

0 0 0 $750 0

2010 2011 2012 2013 2014 2015 on

Fifth Third Bancorp

Fifth Third Capital Trust

Bank unsecured debt maturities ($M – excl. Brokered CDs)

$800 $500 $500

0 0 0

2010 2011 2012 2013 2014 2015 on

Holding Company cash at 12/31/09: $2.1B Expected cash obligations over the next 12 months (assuming no TARP repayment)

— $0 debt maturities

— ~$39M common dividends

— ~$205M preferred dividends

– ~$35M Series G dividend

– ~$170M TARP dividend

— ~$221M interest and other expenses Cash currently sufficient to satisfy all fixed obligations over the next 3+ years (debt maturities, common and preferred dividends, interest and other expenses) without accessing capital markets or relying on dividends from subsidiaries

Heavily core funded

Long Term Debt 9%

Equity 12%

Demand 16%

Other liabilities 4%

Interest Checking 15%

ST Borrowings 3%

Non-core Deposits 7%

Consumer Time 12%

Foreign Office 2%

Savings / MMDA 20%

Retail Brokered CD maturities: $839M in 2010; $31M in 2011

Institutional Brokered CD maturities: $370M in 2010

2/11/10 secured capacity $26B ($18.1B in Fed and $8.2B in FHLB)

FHLB borrowings $2.5B; Q4 avg core deposits $72B; equity $14B

Peer performance summary

Continue to outperform on key value drivers

FITB

4Q09

Large bank

peers

(1)

4Q09

Midwest

peers

(2)

4Q09

SEQ performance

vs. peers

Net

interest

margin

(bps)

3.55% (+12)

3.47% (+11)

3.19% (+16)

Outperformed

Operating fee growth^

-1%

Outperformed

Core pre-tax pre-provision earnings^ / loans

2.9%

2.7%

2.3%

Outperformed

Operating efficiency ratio^

63%

65%

67%

Outperformed

Average core deposits growth*

Outperformed

Average loan growth*

-3%

-4%

In line

NPA

ratio**

(bps)

4.21% (+12)

4.23% (+21)

4.07% (-5)

In line

Net

charge-off

ratio

(bps)

3.62% (-13)

2.94% (+19)

3.76% (+52)

In line

Large bank peer average consists of BBT, CMA, HBAN, KEY, MTB, MI, PNC, RF, STI, USB, WFC, and ZION, unless otherwise noted.

Midwest peer average consists of CMA, HBAN, KEY, MI, and USB, unless otherwise noted.

* Average loan and average core deposit growth excludes BBT and USB due to impact from acquisitions. Average loans include only loans held-for-

investment.

^ Operating fee growth, core pre-tax pre-provision earnings, and operating efficiency ratio exclude the following items where appropriate: securities

gains/losses, gains/losses from debt extinguishments, leveraged lease gains/losses, gains from asset sales, goodwill impairment charges, and other non-

recurring items where appropriate.

** NPAs exclude loans held-for-sale and covered assets.

Source: SNL and company reports.

(1)

(2)

2010 developments

Fifth Third response

Macro themes

•

Sluggish loan demand

•

Deposits to grow but

expect some diminution

as later liquidity drawn

down by deposits to

support expansion in

spending

•

Additional consumer

regulation

•

Higher interest rates

later in 2010

•

TARP repayment

•

Leverage existing customer relationships at the local level to

offer our full portfolio of products and services across all of our

lines of business

•

Invest in sales force expansion initiatives to increase resources

and branch hours while maintaining focus on a near-term return

to profitability

•

Reorient fee structure of products and services to offer a

clearer and higher value proposition to our clients and create

more sustainable, consistent growth

•

Maintain excess liquidity, neutral to modest asset sensitive

positioning

•

Remain committed to repayment in a manner that is in the best

interest of all constituents, including shareholders

Summary

Fifth Third continues to execute on its strategic initiatives and

is focused on being well-positioned for the turn of the cycle.

•

Dedicated to serving the needs

of families and businesses for

more than 150 years

•

Businesses creating new and

profitable opportunities to

enhance value

•

Trends in NII and NIM

favorably compare with peers

•

Ongoing expense control

•

Continued shift back toward

core funding

Core franchise remains strong

•

Strong reserve coverage of

problem loans

•

Aggressive management has

mitigated areas of highest risk

•

Significantly enhanced SAG

and workout resources, while

continuing prudent lending

practices

•

Some positive signs in 2H09

results, though challenges will

continue

Aggressive management of

credit issues

•

Successfully completed June

2008 capital plan and SCAP

capital actions

•

Actions exceeded SCAP Tier 1

common equity commitment

by 80%

•

Current capital levels able to

withstand significant additional

economic deterioration as

demonstrated by the SCAP

assessment

Robust capital levels

Cautionary statement

This report

may

contain

statements

that

believe

are

“forward-looking

statements”

within

the

meaning

Section

27A

the Securities

Act of 1933, as amended, and Rule 175 promulgated thereunder, and Section 21E of the Securities Exchange Act of 1934, as amended,

and Rule 3b-6 promulgated thereunder. These statements relate to our financial condition, results of

operations, plans, objectives, future

performance or

business.

They

usually

can

identified

the

use

forward-looking

language

such

“will

likely

result,”

“may,”

“are

expected to,”

“is anticipated,”

“estimate,”

“forecast,”

“projected,”

“intends to,”

or may include other similar words or phrases such as

“believes,”

“plans,”

“trend,”

“objective,”

“continue,”

“remain,”

similar

expressions,

future

conditional

verbs

such

“will,”

“would,”

“should,”

“could,”

“might,”

“can,”

or similar verbs. You should not place undue reliance on these statements, as they are subject to risks and

uncertainties, including

but

not

limited

the

risk

factors

set

forth

our

most

recent

Annual

Report

Form

10-K

and

our

most recent

quarterly report on Form 10-Q. When considering these forward-looking statements, you should keep in mind these risks and

uncertainties, as

well

any

cautionary

statements

may

make.

Moreover,

you

should

treat

these

statements

speaking

only

of the

date they are made and based only on information then actually known to us.

There are a number of important factors that could cause future results to differ materially from historical performance and these forward-

looking statements. Factors that might cause such a difference include, but are not limited to: (1) general economic conditions and

weakening in the economy, specifically the real estate market, either nationally or in the states in which Fifth Third, one or more acquired

entities and/or the combined company do business, are less favorable than expected; (2) deteriorating credit quality; (3) political

developments, wars or other hostilities may disrupt or increase volatility in securities markets or other economic conditions; (4) changes in

the interest rate environment reduce interest margins; (5) prepayment speeds, loan origination and sale volumes, charge-offs and loan

loss provisions; (6) Fifth Third’s ability to maintain required capital levels and adequate sources of funding and liquidity; (7) maintaining

capital requirements may limit Fifth Third’s operations and potential growth; (8) changes and trends in capital markets; (9) problems

encountered by larger or similar financial institutions may adversely affect the banking industry and/or Fifth Third (10) competitive

pressures among

depository

institutions

increase

significantly;

(11)

effects

critical

accounting

policies

and

judgments;

(12)

changes in

accounting policies or procedures as may be required by the Financial Accounting Standards Board (FASB) or other regulatory agencies;

(13)

legislative

regulatory

changes

actions,

significant

litigation,

adversely

affect

Fifth

Third,

one

acquired

entities and/or

the combined

company

the

businesses

which

Fifth

Third,

one

acquired

entities

and/or

the

combined

company

are engaged;

(14) ability

maintain

favorable

ratings

from

rating

agencies;

(15)

fluctuation

Fifth

Third’s

stock

price;

(16)

ability

attract

and retain

key personnel; (17) ability to receive dividends from its subsidiaries; (18) potentially dilutive effect of future acquisitions on current

shareholders’

ownership of Fifth Third; (19) effects of accounting or financial results of one or more acquired entities; (20) difficulties in

separating Fifth Third Processing Solutions from Fifth Third; (21) loss of income from any sale or potential sale of businesses that could

have an

adverse

effect

Fifth

Third’s

earnings

and

future

growth;(22)

ability

secure

confidential

information

through

the

use of

computer systems and telecommunications networks; and (23) the impact of reputational risk created by these developments on such

matters as business generation and retention, funding and liquidity.

You should

refer

our

periodic

and

current

reports

filed

with

the

Securities

and

Exchange

Commission,

“SEC,”

for

further information

on other factors, which could cause actual results to be significantly different from those expressed or implied by these forward-looking

statements.