EX-99.1

Citi Financial Services Conference

Daniel T. Poston

Executive Vice President & Chief Financial Officer

March 5, 2013

Refer to earnings release dated January 17, 2013 and 10-K dated February 22,

2013 for further information.

Exhibit 99.1

0.64%

0.67%

1.15%

1.34%

2009

2010

2011

2012

3.20%

3.02%

1.49%

0.85%

2009

2010

2011

2012

$511

$503

$1,094

$1,541

2009

2010

2011

2012

6.99%

7.48%

9.35%

9.51%

2009

2010

2011

2012

127%

179%

157%

180%

2009

2010

2011

2012

23%

21%

2009

2010

2011

2012

Dividends

Share Repurchase

A strong franchise with strong momentum

Return on avg. assets

Net charge-off ratio

Net income to common ($MM)

Generated highest level of net

income to common since 2005.

Improving profitability approaching

target for normalized environment.

Problem assets are at the lowest

levels in five years.

Tier 1 common ratio

Total payout ratio

ALLL / NPLs

Coverage levels more than adequate

to protect against potential losses.

Capital ratios continue to be strong

and grow to record levels.

Payouts to shareholders

approached $1B in 2012.

31%

63%

11%

Vantiv

Other

•

Continued strong loan production

–

Expect relatively stable net income results

despite margin compression (primarily on fixed

rate securities and assets)

•

Continue to provide customers with products /

solutions they find valuable

•

Careful management of liability costs

–

Disciplined pricing on deposits

–

Continued evaluation of term liabilities and

capital instruments

•

Continued solid mortgage banking results and careful

management of related expenses

•

Mortgage risks manageable

–

Typical quarterly mortgage repurchase cost

~$20MM

–

No mortgage securitizations outstanding

•

Strong profitability and capital in excess of fully

phased-in

Basel

III

standards

today

–

Believe we are well positioned to maintain strong

capital while providing meaningful distributions

to shareholders*

Environment characterized by low growth

expectations and low interest rates

•

Prolonged low-rate environment, coupled

with modest economic growth

•

Lower securities reinvestment yields on

portfolio cash flows

•

Strong deposit flows

•

Competitive dynamics

•

Elevated mortgage refinance activity

expected to track down in 2013

•

Firms facing significant costs related to

mortgage securitizations, GSE

repurchases, private label mortgage

repurchases

•

Higher capital standards; limitations on

dividend payout ratios; capital building

beyond targeted / required levels

•

Economic uncertainty related to Federal

budget; concerns about European

financial system

Fifth Third is well-positioned to deal with current environmental challenges

Characteristics of current environment

Fifth Third’s response / position

* Subject to 2013 Comprehensive Capital Analysis & Review final rules; subject to Board of Directors and regulatory approval.

•

Low exposure to European banks

Strong revenue and profit generation

Peer med. 1.7%

2.1%

4Q12 returns strong relative to peers

ROAA

ROATCE

•

Business mix provides higher than

average diversity among spread and fee

revenues (40+% of revenue)

•

Relatively strong margin and relatively

high fee income contribution drives

strong revenue and PPNR generation

profitability despite interest rate

environment

PPNR trend

4Q12 PPNR* / Average Assets

1.41%

14.9%

PPNR is a Non-GAAP measure. See Reg. G reconciliation in the Appendix to the presentation.

Source: SNL Financial and Company Reports. Peer median includes: BBT, CMA, HBAN, KEY, MTB, PNC, RF, STI, USB, WFC, and ZION

* Excludes securities gains / losses for FITB and peers. Also excludes goodwill impairment charge for peers as applicable.

^ See Page 19 in the Appendix for adjustments

Significant purchase

accounting benefit

522

583

593

598

638

$100

$200

$300

$400

$500

$600

$700

$800

4Q11

1Q12

2Q12

3Q12

4Q12

PPNR $473 $694 $636 $568 $616

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

USB

MTB

WFC

BBT

FITB

HBAN

STI

PNC

KEY

CMA

ZION

14.1%

13.7%

FITB

Peer Median

ROATCE

Adjusted ROATCE^

0.95%

1.33%

FITB

Peer Median

ROAA

Adjusted ROAA^

Noninterest Expense Credit Items

Fee Income Credit Items

Adjusted^

+22%

YoY

+30%

YoY

NII results reflect continued moderate NIM

pressure offset by balance sheet growth

* Represents purchase accounting adjustments included in net interest income.

^ Estimate; funding (DDAs + interest-bearing liabilities); liabilities attributed to fixed or floating using terms and expected beta

Fixed / Floating Portfolio

•

Negative impact of lower rates on net interest

income generally offset by loan growth

•

Spreads on new originations of variable rate

assets consistent with historical spreads

•

Coupons on new fixed rate loan originations

converging with portfolio average coupons

Interest-Earning

Assets

Funding^

Fixed

~55-60%

NII and NIM (FTE)

($MM)

Loans

51%

Loans

32%

Investment

Portfolio 4%

Trend: fixed rate loan origination coupons

relative to fixed portfolio weighted avg

Floating

~40-45%

Floating

Fixed

45%

Floating

55%

Investment

Portfolio

13%

3.67%

3.61%

3.56%

3.49%

$450

$550

$650

$750

$850

$950

2.0%

2.5%

3.0%

3.5%

4.0%

4Q11

1Q12

2Q12

3Q12

4Q12

Net Interest Income (right axis)

PAA*

NIM

$920

$903

$899

$907

$903

–

Emphasis on variable rate C&I lending

Larger portfolio repricing effects

Loan growth excelled in 2012,

ample opportunities for ongoing growth

Loan balances ($B)

Loan composition

$81.0

$85.8

46% C&I / lease

11% Commercial real estate

Commercial

26% Resi. mtg. / home equity

14% Auto

3% Card / other

Consumer

•

Solid loan growth with

disciplined lending standards

throughout 2012

•

C&I and residential mortgage

balance growth more than

offset run-off in both home

equity and commercial real

estate loans (CRE run-off

continues to slow)

$79.9

$81.5

$82.6

$82.9

$83.9

4Q11

1Q12

2Q12

3Q12

4Q12

EOP loans HFI

Avg loans HFI

Strengthened deposit profile

and increased value proposition to customers

Average deposit balances ($B)

Lower avg cost of total deposits

Source: SNL Financial. Peer average includes: BBT, CMA, HBAN, KEY, MTB, PNC, RF, STI, USB, WFC, ZION

Simplified deposit products

Conversion progress

Deposit growth benefited from

focus on full customer relationship

$75.6

$77.1

$77.6

$77.5

$80.2

4Q11

1Q12

2Q12

3Q12

4Q12

Transaction deposits

Other time deposits

1.19%

0.25%

1.10%

0.27%

2009

2010

2011

2012

FITB

Peer Average

50%

100%

By Account

By Market

Completed

Remaining

$80.6

$84.3

Strong mortgage banking results

•

Record origination fees and gain on

loan sales in FY12

–

Driven by record gain on sales

margin and origination volumes

–

2012 origination fees and gain on

loan sales increased 108% to

$822MM from 2011

–

Originations increased 35% to

$25.2B in 2012 versus $18.6B in

2011

Maintained mortgage market share

position in Top 20

Looking forward into 2013:

•

Expect solid mortgage revenue,

although lower than recent quarters

due to:

–

Pressure on industry margins

(competitive / market)

–

Waning of refinance boom

–

Partially offset by better mortgage

servicing results

Mortgage originations and gain-on-sale margins*

Mortgage Banking Revenue ($MM)

* Gain-on-sale margin represents margin on loans originated for sale.

•

Maintained mortgage market share

position in Top 20

152

174

183

226

239

(47)

(46)

(41)

(48)

(52)

(7)

(22)

(40)

4Q11

1Q12

2Q12

3Q12

4Q12

Orig fees and gains on loan sales

Gross servicing fees

Servicing rights amortization

MSR valuation adjustments

$156

$204

$183

$258

$200

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%

4Q11

1Q12

2Q12

3Q12

4Q12

Originations for sale

Originations HFI

Margins*

($B)

Corporate banking business generating growth

•

Reflects investments in mid-

corporate space (businesses

that generate $200MM to $2B

in revenue)

•

C&I production broad based

across industries and

sectors

–

Strength in

manufacturing and

healthcare industries

•

Launch of Energy Lending

concentration contributed to

4Q12 production and

expected to contribute to

future growth in C&I

C&I Portfolio^ ($B)

^ Presented on an average basis; Excluding held-for-sale loans.

Corporate banking

revenue ($MM)

Commercial deposit fees

YoY % growth

•

Growth in corporate banking

revenue driven by:

–

Investments in capital

markets capabilities

–

Increased syndication

and business lending

fees

•

Led or co-led ~80% of

syndications in 2012 versus

~60% in 2011

•

Broad product set and

capabilities to deliver

solutions that meet client

needs

•

Growth from investments in

treasury management

business

•

Remote Currency Manager

(RCM) contributed ~$13MM in

revenue in 2012

–

Remote cash management

solution that simplifies

cash handling and

improves cash flow

•

Specialized healthcare

industry products including

RevLink Solutions platform;

~20% increase in accounts

from a year ago

+7%

28.5

32.9

$20

$22

$24

$26

$28

$30

$32

$34

2011

2012

350

413

2011

2012

+2%

2011

2012

$270

$290

$310

$330

$350

$370

$390

$410

$430

$250

Momentum building in consumer bank as a

result of investments and strategic changes

Consumer deposit activity

More distribution channels for customers to access our products and services

Online banking

Mobile banking

Alternative channel delivery

Consumer deposit accounts

4.6MM

5.2MM

4Q12 consumer deposit account average balance

increased 16% compared with 4Q09

Indirect auto lending footprint

Expanded footprint

Card innovation

New products that fit the way

customers choose to bank

% of checking households with

Transaction volume by channel

2009

2012

47%

50%

2011

2012

16%

2009

2012

DDA & IBT accounts

Savings / Money Market accounts

2009

2012

36 states

45 states

79%

19%

Branch

ATM

Mobile

Disciplined expense management

•

Long-term target for mid-50% efficiency

ratio in normalized environment (with

higher interest rate environment)

2012 expense trend ($MM)

* Non-recurring items described on page 19 in the appendix to this presentation.

Reported expense

Increasing expense

Non-recurring items*:

Adjusted expense

Decreasing expense

$973

$937

$1,006

$23

$18

($29)

($55)

$967

$955

$956

Managing expenses carefully in response to revenue

environment; continuous process of expense evaluation

Efficiency ratio trend

($173)

$990

$1,163

$600

$700

$800

$900

$1,000

$1,100

$1,200

1Q12

2Q12

3Q12

4Q12

68%

58%

59%

64%

65%

62%

61%

60%

4Q11

1Q12

2Q12

3Q12

4Q12

Efficiency Ratio

Adjusted*

–

Current impact of credit costs on

revenue and expenses; impact of

regulatory reforms (e.g., debit

interchange) not fully mitigated

–

Reflects below-capacity balance sheet

and lower revenue than we expect and

can support longer term

–

~60% for year end 2013

Credit trends continue to improve

with strong reserve coverage levels

Source: SNL Financial and Company Reports. Data as of 4Q12. HFI NPLs exclude loans held-for-sale and also exclude covered assets for BBT, USB, and ZION

Continued

decline

problem

assets

and

corresponding

decline

charge-offs

combined

with strong reserves on an absolute and relative basis

Loan loss reserves / Loans

Peer average: 1.9%

Net charge-off ratio

Peer average: 0.7%

0.2%

0.3%

0.4%

0.7%

0.8%

1.0%

1.1%

1.3%

ZION

MTB

CMA

KEY

PNC

HBAN

FITB

USB

BBT

WFC

STI

2.6%

2.4%

2.2%

2.1%

1.9%

1.8%

1.7%

1.4%

ZION

PNC

FITB

WFC

USB

HBAN

STI

BBT

KEY

MTB

CMA

0.8%

1.0%

1.2%

1.3%

1.5%

1.7%

2.3%

2.6%

USB

HBAN

CMA

FITB

BBT

STI

KEY

MTB

ZION

PNC

WFC

261%

189%

180%

146%

142%

141%

132%

124%

116%

114%

91%

83%

USB

HBAN

FITB

BBT

ZION

STI

KEY

PNC

CMA

MTB

WFC

NPLs / Loans

Peer average: 1.5%

Reserves / NPLs

Peer average: 140%

Fifth Third’s balance sheet and business model

relatively advantaged under new capital standards

Fifth Third’s capital position already well in excess of any established standards, likely standards, and most peers

5.0%

7.0%

4.5%

Unofficial CCAR supervisory reference minimum

4Q12 Pro forma Tier 1 common / RWA

U.S. proposed Basel III**

4Q12 Tier 1 common / RWA

Basel I

Source: SNL Financial and company reports (financial data as of 4Q12).

** Note: Fifth Third’s pro forma Tier I common equity ratio is management’s estimate based upon its current interpretation of the three draft Federal Register notices proposing

enhancements to regulatory capital requirements published in June 2012. The actual impact to the Bancorp’s Tier I common equity ratio may change significantly due to further clarification

of the agencies proposals or revisions to the agencies final rules, which remain subject to public comment. Not adjusted for potential mitigation efforts.

2019 Basel III buffered minimum

2015 Basel III minimum

Not

disclosed

12.7%

11.2%

11.1%

11.0%

10.8%

10.6%

10.5%

10.1%

10.0%

9.8%

9.7%

9.6%

9.5%

9.0%

7.6%

KEY

BAC

COF

JPM

FHN

HBAN

WFC

CMA

STI

ZION

BBT

PNC

FITB

USB

MTB

10.2%

9.3%

9.0%

8.9%

8.8%

8.7%

8.2%

8.1%

8.0%

7.8%

7.3%

KEY

BAC

CMA

HBAN*

FITB

JPM

FHN*

STI

WFC

USB

BBT

COF

ZION*

PNC

MTB

~9%

* In 2Q12, HBAN stated Basel III Tier 1 common ratio would be negatively impacted by approximately 150 basis points. In 2Q12, ZION stated Tier 1 common ratio would be in the 7.75%

area. In 3Q12 FHN stated Basel III Tier 1 common ratio would be negatively impacted by approximately 240 basis points.

Capital management philosophy

* Subject to Board of Directors and regulatory approval

Organic growth opportunities

•

Support growth of core banking franchise

•

Continued loan growth despite sluggish

economy

Strategic opportunities

•

Prudently evaluate opportunities to increase

density of franchise via disciplined

acquisitions or selective de novos

•

Expect future acquisition opportunities

although activity likely to remain muted in

near-term

•

Attain top 3 market position in 65% of

markets or more longer term

Dividends*

•

As previously indicated, move towards levels

more consistent with Fed’s near-term payout

ratio guidance of 30%

•

Strong levels of profitability would support

higher dividend than current level

•

Quarterly dividend increased to $0.10 in 3Q12

Repurchases / Redemptions

•

As previously indicated, maintain consistent

program for common share repurchases to

limit / manage growth of excess capital levels

•

2012 capital plan submission included

$600MM of repurchases over five quarters

ended 1Q13 ($125MM quarterly average)

Consistent and prudent capital management philosophy

Capital Deployment

Capital Return

Other considerations: regulatory

environment, alternatives, maintenance of

desired / required buffers, stock price

Repurchased $175MM in shares related to

after-tax Vantiv gains

Redeemed $1.4bn in TruPS in 3Q12

2013 CCAR timeline

FRB disclosures of supervisory estimates of BHC capital plan results

•

Federal Reserve will announce 2013 CCAR / Stress Test-related results for all CCAR BHCs in two

steps

–

FRB Dodd-Frank Act Stress Test (DFAST) results: On March 7 (after market close), the FRB will

announce results for each BHC, under the Supervisory Severely Adverse Scenario with the

common assumption for each BHC that dividends are maintained no other capital actions are

conducted

–

These are not the FRB’s CCAR capital results governing each BHC’s 2013 capital plan

–

FRB CCAR results: On March 14 (after market close), the FRB will announce results for each

BHC, under the Supervisory Severely Adverse Scenario with the firm’s own baseline scenario

capital actions (“CCAR planned capital actions”)

–

The FRB’s objection or non-objection to a BHC’s capital plan will be based on these results

FITB disclosures following FRB’s March 14 CCAR announcement

•

Fifth Third CCAR press release

that includes the FRB’s CCAR response and our capital management

plans for 2Q13-1Q14

•

Publication of internal DFAST results

under the Supervisory Severely Adverse Scenario (this

disclosure is required to be made no later than March 31). These results will be based on the same

assumption noted earlier that dividends are maintained and there are no other capital actions.

–

Required by Dodd-Frank Act (new disclosure for 2013): description of the types of risk included

in the stress test; summary description of methodologies used in stress testing; estimates of

certain financial results and pro forma capital ratios; explanation of the most significant causes

of changes in regulatory capital ratios

Well-positioned for the future

•

Cash currently sufficient to satisfy all fixed obligations in a stressed environment for approximately 2 years (debt

maturities, common and preferred dividends, interest and other expenses) without accessing capital markets; relying

on dividends from subsidiaries or any other discretionary actions.

•

Fifth Third has completely exited all crisis-era government support programs

Superior capital and liquidity position

•

NCOs of 0.70%; 3.2x reserves / annualized NCOs

•

Substantial reduction in exposure to CRE since 1Q09; relatively low CRE exposure versus peers

•

Very low relative exposure to areas of concern, e.g. European financials, mortgage repurchase risk

Proactive approach to risk management

•

Traditional commercial banking franchise built on customer-oriented localized operating model

•

Strong market share in key markets with focus on further improving density

•

Fee income ~49% of total revenue

Diversified traditional banking platform

•

PPNR remained strong throughout the credit cycle

•

PPNR substantially exceeds annual net charge-offs (419% PPNR / NCOs^ in 4Q12)

•

1.3% ROAA; 14% return on average tangible common equity^

Industry leader in earnings power

^ Non-GAAP measure. See Reg. G reconciliation on slides 21-22

Cautionary statement

This report contains statements that we believe are “forward-looking statements” within the meaning of Section 27A of 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 be identified by the use of forward-looking language such as “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,” or similar expressions, or future or conditional verbs

such as “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 to the risk factors set forth in our most recent Annual Report

on Form 10-K. When considering these forward-looking statements, you should keep in mind these risks and uncertainties, as well

as any cautionary statements we may make. Moreover, you should treat these statements as speaking only as 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 of 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 or regulatory changes or actions, or significant

litigation, adversely affect Fifth Third, one or more acquired entities and/or the combined company or the businesses in which Fifth

Third, one or more acquired entities and/or the combined company are engaged, including the Dodd-Frank Wall Street Reform and

Consumer Protection Act; (14) ability to maintain favorable ratings from rating agencies; (15) fluctuation of Fifth Third’s stock price;

(16) ability to 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 from the separation of or the results of operations of Vantiv, LLC from Fifth Third; (21) loss of

income from any sale or potential sale of businesses that could have an adverse effect on Fifth Third’s earnings and future growth;

(22) ability to 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 to our periodic and current reports filed with the Securities and Exchange Commission, or “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.

Appendix

522

583

593

598

638

$100

$200

$300

$400

$500

$600

$700

$800

4Q11

1Q12

2Q12

3Q12

4Q12

PPNR $473 $694 $636 $568 $616

Pre-tax pre-provision earnings*

PPNR trend

•

PPNR of $616MM up 8% from 3Q12 levels and 30% from

prior year

•

Adjusted PPNR of $638MM, up 7% sequentially and 22%

year-over-year

—

Including 4Q12 mortgage repurchase reserve build

of $29MM in adjustments, related to new Freddie

Mac guidance, adjusted PPNR of $667MM

PPNR reconciliation

Efficiency ratio

68%

64%

65%

62%

61%

4Q11

3Q12

4Q12

Efficiency Ratio

Adjusted

($ in millions)

4Q11

1Q12

2Q12

3Q12

4Q12

Income before income taxes (U.S. GAAP) (a)

$418

$603

$565

$503

$540

Add: Provision expense (U.S. GAAP) (b)

PPNR (a) + (b)

$473

$694

$636

$568

$616

Adjustments

remove

(benefit)

detriment^:

noninterest

income:

Gain from Vantiv IPO (1Q12) and sale of shares (4Q12)

(115)

(157)

Vantiv debt refinancing

Valuation of 2009 Visa total return swap

Vantiv warrant & puts

(10)

(46)

(56)

Valuation of bank premises moved to HFS

Litigation reserve additions in revenue

Sale of certain Fifth Third funds

(13)

Securities (gains) / losses

(5)

(9)

(3)

(2)

noninterest

expense:

Debt extinguishment (gains) / losses

134

Non-income tax related assessment resolution

(23)

Sale of certain Fifth Third funds

Termination of certain borrowing & hedging transactions

Severance expense

FDIC insurance expense

(9)

Gain on sale of affordable housing

(8)

(5)

Litigation reserve additions in expense

(1)

Adjusted PPNR

$522

$583

$593

$598

$638

Credit-related

items^^:

In noninterest income

In noninterest expense

Credit-adjusted PPNR**

$599

$631

$650

$671

$719

Noninterest Expense Credit Items

Fee Income Credit Items

Adjusted

* Non-GAAP measure. See Reg. G reconciliation on pages 21 and 22.

** There are limitations on the usefulness of credit-adjusted PPNR, including the significant degree to which changes in credit and fair value are integral, recurring components of the Bancorp’s

core operations as a financial institution. This measure has been included herein to facilitate a greater understanding of the Bancorp’s financial condition.

^ Prior quarters include similar adjustments.

^^ See Slide 20 for detailed breakout of credit-related items.

# 60% also excluding 4Q12 mortgage repurchase reserve build

Credit-related costs

In noninterest income ($MM)

In noninterest expense ($MM)

Actual

($ in millions)

4Q11

1Q12

2Q12

3Q12

4Q12

Mortgage repurchase expense

$18

$15

$18

$36

$44

Provision for unfunded commitments

(6)

(2)

(1)

(2)

Derivative valuation adjustments

(5)

(4)

(0)

(2)

OREO expense