EX-99.2

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 and deliver products and services 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.

Net

income

available

common

shareholders

$413MM

($0.46

per

diluted

share),

vs.

$390MM

($0.43

per

share)

4Q12

and

$421MM ($0.45 per share) in 1Q12

—

Return on assets of 1.41%; return on average common equity of 12.5%; return on average tangible common equity** of 15.4%

Credit trends remain favorable

—

Net charge-offs (NCOs) of $133MM (0.63% of loans and leases) down $14MM (7 bps) vs. 4Q12; lowest since 2Q07

—

Provision expense of $62MM, down $14MM vs. 4Q12; loan loss allowance down $71MM sequentially; allowance to loan ratio of

2.08%, 147% of nonperforming assets (NPAs), 187% of nonperforming loans and leases (NPLs), and 3.3 times 1Q13 annualized

NCOs

—

Total

NPAs

$1.2B

including

loans

held-for-sale

(HFS)

down

$86MM,

7%,

from

4Q12;

NPA

ratio

1.41%

down

bps

from

4Q12, NPL ratio of 1.11% down 8 bps from 4Q12

—

Total delinquencies (loans 30-89 days past due and

90 days past due) lowest since 1Q01

Strong capital ratios*

—

Tier 1 common ratio 9.70%**, up 19 bps sequentially (Basel III pro forma estimate of ~8.9%)

—

Tier 1 capital ratio 10.83%, Total capital ratio 14.35%, Leverage ratio 10.03%

—

Tangible common equity ratio** of 9.03% excluding unrealized gains/losses; 9.28% including them

—

Book

value

per

$15.42;

tangible

book

value

per

share**

$12.62

from

4Q12

and

from

1Q12

—

Repurchased

~8MM

common

1Q13;

avg.

count

reduced

14MM

including

impact

from

4Q12

and

1Q13

repurchases;

new

100MM

repurchase

authorization

March

1Q13 in review

* Capital

ratios

estimated;

presented

under

current

U.S.

capital

regulations.

The

pro

forma

Tier

common

equity

ratio

management’s

estimate

based

upon

its

current

interpretation

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 revisions to the agencies’

final rules.

** Non-GAAP measure; see Reg. G reconciliation in appendix.

Significant items in 1Q13 results

$ in MM, except per share data

Net income impact

After tax EPS

impact

Pre-tax

After tax

Valuation adjustment on Vantiv warrant

$34

$22

Securities gains, net

$17

$11

Gain on sale of certain FTAM advisory contracts

Valuation adjustment on Visa total return swap

($7)

($5)

Expiration of employee stock options

N/A

($12)

Total

$20

$0.02

Financial summary

•

1Q13 earnings of $0.46 per share included a pre-tax benefit of $34MM ($0.02 per share after-tax) on valuation

adjustments

Vantiv

warrants,

$7MM

pre-tax

gain

the

sale

certain

FTAM

advisory

contracts,

$7MM

charges

related to the valuation of the Visa total return swap, and a $9MM benefit from the sale of affordable housing

investments. 1Q13 results also included seasonally higher income tax expense of $12MM related to expiration of

employee stock options and investment securities gains of $17MM.

* Excluding loans held-for-sale

Non-GAAP measure; See Reg. G reconciliation in appendix

Note: Numbers may not sum due to rounding and percentages are calculated on actual dollar amounts not the rounded dollar amounts

Actual

Seq.

YOY

($ in millions, except per share data)

1Q12

4Q12

1Q13

Average Balances

Commercial loans*

$45,913

$47,689

$49,611

$1,922

$3,698

Consumer loans*

35,587

36,254

36,292

705

Total loans & leases*

$81,500

$83,943

$85,903

$1,960

$4,403

Core deposits

$81,686

$84,289

$84,920

$631

$3,234

Income Statement Data

Net interest income (taxable equivalent)

$903

$893

($10)

(1%)

($10)

(1%)

Provision for loan and lease losses

(14)

(18%)

(29)

(31%)

Noninterest income

769

880

743

(137)

(16%)

(26)

(3%)

Noninterest expense

973

1,163

978

(185)

(16%)

Net income attributable to Bancorp

$430

$399

$422

$23

($8)

(2%)

Net income available to common shareholders

$421

$390

$413

$23

($8)

(2%)

Pre-provision net revenue^

$693

$616

$653

$37

($40)

(6%)

Earnings per share, diluted

0.45

0.43

0.46

$0.03

$0.01

Net interest margin

3.61%

3.49%

3.42%

(7bps)

(2%)

(19bps)

(5%)

Return on average assets

1.49%

1.33%

1.41%

8bps

(8bps)

(5%)

Return on average common equity

13.1%

11.5%

12.5%

100bps

(60bps)

(4%)

Return on average tangible common equity^

16.2%

14.1%

15.4%

130bps

(80bps)

(5%)

Net interest income

NII and NIM (FTE)

•

Net interest income down $10MM from 4Q12 and 1Q12

–

Sequential decline reflected lower day count, as well as the effects of loan repricing and lower reinvestment

rates on the securities portfolio, partially offset by the benefit of net loan growth and lower interest expense.

–

Year-over-year decline reflected lower asset yields partially offset by higher average loan balances, lower long-

term debt expense, run-off in higher-priced CDs and mix shift to lower cost deposit products.

•

NIM declined 7 bps sequentially primarily due to lower loan and securities yields, partially offset by the benefit of

the

full

quarter

impact

the

FHLB

debt

termination

4Q12

and

lower

day

count

1Q13.

* Represents purchase accounting adjustments included in net interest income.

($MM)

Yield Analysis

1Q12

4Q12

1Q13

Seq.

(bps)

YoY

(bps)

Commercial and industrial loans

4.20%

4.01%

3.90%

(11)

(30)

Commercial mortgage loans

3.95%

3.69%

3.63%

(6)

(32)

Commercial construction loans

3.04%

3.01%

3.21%

Commercial leases

3.79%

3.42%

3.38%

(4)

(41)

Residential mortgage loans

4.17%

3.94%

3.98%

(19)

Home equity

3.85%

3.72%

3.74%

(11)

Automobile loans

3.99%

3.46%

3.29%

(17)

(70)

Credit card

9.43%

9.96%

9.67%

(29)

Other consumer loans and leases

40.13%

50.06%

46.77%

(329)

664

Total loans and leases

4.34%

4.13%

4.04%

(9)

(30)

Taxable securities

3.68%

3.23%

2.98%

(25)

(70)

Tax exempt securities

5.60%

2.91%

5.44%

253

(16)

Other short-term investments

0.26%

0.28%

0.26%

(2)

Total interest-earning assets

4.18%

3.94%

3.84%

(10)

(34)

Total interest-bearing liabilities

0.79%

0.65%

0.59%

(6)

(20)

Net interest spread

3.39%

3.29%

3.25%

(4)

(14)

3.61%

3.56%

3.49%

3.42%

$450

$550

$650

$750

$850

$950

2.0%

2.5%

3.0%

3.5%

4.0%

1Q12

2Q12

3Q12

4Q12

1Q13

Net Interest Income (right axis)

PAA*

NIM

$903

$899

$907

$903

$893

Balance sheet

•

C&I loans up 6% sequentially and 16% from 1Q12

–

Commercial line utilization of 31%; potential

source of future growth

•

CRE loans down 2% sequentially and 12% from 1Q12

•

Consumer loans were flat sequentially and up 2%

year-over-year

•

Average warehoused residential mortgage loans

held-for-sale were $2.8B in 1Q13 versus $2.2B in

4Q12

•

Core deposit to loan ratio of 99%

–

DDAs down 2% sequentially and up 10% from

1Q12

–

Consumer average transaction deposits up 4%

sequentially and 7% year-over-year

–

Commercial average transaction deposits down

2% sequentially and up 3% year-over-year

Average loan growth ($B)^

Average core deposit growth ($B)

^ Excludes loans held-for-sale

Note: Numbers may not sum due to rounding

•

Short-term wholesale borrowings represent only 7%

of total funding

Noninterest income

•

1Q13 results included a $34MM positive valuation adjustment on Vantiv warrant, $7MM in gains on the sale of certain

FTAM advisory contracts, and a $7MM negative valuation on Visa total return swap.

•

4Q12

included

$157MM

gains

the

sale

Vantiv

stock,

$19MM

negative

valuation

adjustment

Vantiv

warrant

and $15MM

negative valuation adjustment on Visa total return swap; 1Q12 included $115MM of gains from Vantiv’s IPO, $34MM in charges

recorded in equity method earnings related to Vantiv debt refinancing and related termination charges, $46MM positive

valuation adjustment on Vantiv warrant & put option, and $19MM negative valuation adjustment on Visa total return swap.

•

Credit costs recorded in noninterest income:

Noninterest income

Note: Numbers may not sum due to rounding

Actual

($ in millions)

1Q12

4Q12

1Q13

Gain / (loss) on sale of loans

Commercial loans HFS FV adjustment

(1)

(3)

(1)

Gain / (loss) on sale of OREO properties

(17)

(10)

Mortgage repurchase costs

(2)

(3)

(2)

Total credit-related revenue impact

($14)

($13)

($10)

Actual

Seq.

YOY

1Q12

4Q12

1Q13

($ in millions)

Service charges on deposits

$129

$134

$131

($3)

(3%)

Corporate banking revenue

114

(15)

(13%)

Mortgage banking net revenue

204

258

220

(38)

(15%)

Investment advisory revenue

100

Card and processing revenue

(1)

(1%)

11%

Other noninterest income

175

215

109

(106)

(48%)

(66)

(37%)

Securities gains, net

92%

Securities gains (losses), net -

(2)

non-qualifying hedges on MSRs

Total noninterest income

$769

$880

$743

($137)

(16%)

($26)

(3%)

Noninterest expense

•

1Q13 results included a $9 million benefit from the sale of affordable housing investments and $9 million in charges

to increase litigation reserves

•

4Q12 results included $134MM in extinguishment costs associated with the termination of FHLB debt, $26MM of

additional expense to increase mortgage rep and warranty reserve

and $13MM in charges to increase litigation

reserves

•

Credit costs recorded in noninterest expense:

Note: Numbers may not sum due to rounding

Actual

Seq.

YOY

1Q12

4Q12

1Q13

($ in millions)

Salaries, wages and incentives

$399

$416

$399

($17)

(4%)

Employee benefits

112

114

18%

Net occupancy expense

Technology and communications

(3)

(5%)

Equipment expense

Card and processing expense

Other noninterest expense

281

465

278

(187)

(40%)

(3)

(2%)

Total Noninterest expense

$973

$1,163

$978

($185)

(16%)

Actual

($ in millions)

1Q12

4Q12

1Q13

Mortgage repurchase expense

$15

$44

$20

Provision for unfunded commitments

(2)

(11)

Derivative valuation adjustments

(4)

(2)

(1)

OREO expense

Other problem asset related expenses

Total credit-related operating expenses

$34

$68

$24

Pre-tax pre-provision earnings*

PPNR trend

•

PPNR of $653MM up 6% from 4Q12 levels and down 6% from

prior year

•

Adjusted PPNR of $602MM, down 6% sequentially and up 3%

from prior year

–

Sequential change due primarily to lower mortgage

revenue and seasonal increase in FICA and

unemployment expense, partially offset by lower credit

costs

PPNR reconciliation

Efficiency ratio

58%

65%

60%

62%

61%

62%

1Q12

4Q12

1Q13

Efficiency Ratio

Adjusted

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

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

$603

$565

$503

$540

$591

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

PPNR (a) + (b)

$694

$636

$568

$616

$653

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

(46)

(56)

(34)

Valuation of bank premises moved to HFS

Litigation reserve additions in revenue

Sale of certain Fifth Third funds

(13)

(7)

Securities (gains) / losses

(9)

(3)

(2)

(17)

In noninterest expense:

Debt extinguishment (gains) / losses

134

Non-income tax related assessment resolution

(23)

Sale of certain Fifth Third funds

Severance expense

FDIC insurance expense

(9)

Gain on sale of affordable housing

(8)

(5)

(9)

Litigation reserve additions in expense

(1)

Adjusted PPNR

$583

$593

$598

$638

$602

Credit-related

items^^:

In noninterest income

In noninterest expense

Credit-adjusted PPNR**

$631

$650

$671

$719

$636

* Non-GAAP measure. See Reg. G reconciliation in appendix.

** There

are

limitations

the

usefulness

credit-adjusted

PPNR,

including

the

significant

degree

which

changes

credit

and

fair

value

are

integral,

recurring

components

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 7 and Slide 8 for detailed breakout of credit-related items.

# 60% also excluding

4Q12 mortgage repurchase reserve build

583

593

598

638

602

$100

$200

$300

$400

$500

$600

$700

$800

1Q12

2Q12

3Q12

4Q12

1Q13

Noninterest Expense Credit Items

Fee Income Credit Items

Adjusted

PPNR $694 $636 $568 $616 $653

Net charge-offs

Net charge-offs by loan type

Net charge-offs by geography

$147

Net charge-offs ($MM)

$133

$220

$MM

Commercial

$54

41%

Consumer

$79

59%

Total

$133

100%

$181

Year-over-year charge-offs down significantly due to improving credit trends

$MM

Florida

$26

20%

Michigan

14%

Subtotal

$44

33%

Other

67%

Total

$133

100%

Actual

Seq.

YOY

($ in millions)

1Q12

4Q12

1Q13

C&I

$54

$36

$25

($11)

(32%)

($29)

(54%)

Commercial mortgage

62%

(4)

(12%)

Commercial construction

(1)

(25%)

(15)

(86%)

Commercial lease

(1)

Commercial

$102

$56

$54

($2)

(3%)

($48)

(47%)

Residential mortgage loans

(3)

(10%)

(17)

(45%)

Home equity

(4)

(13%)

(16)

(35%)

Automobile

(5)

(44%)

(5)

(54%)

Credit card

(3%)

Other consumer

(1)

(37%)

(1)

Consumer

$118

$91

$79

($12)

(14%)

($39)

(33%)

Total net charge-offs

$220

$147

$133

($14)

(10%)

($87)

(39%)

NCO ratio 1.08% 0.88% 0.75%

0.70% 0.63%

Nonperforming assets

•

NPAs of $1.2B excluding held-for-sale down

28% year-over-year

•

Commercial NPAs of $828MM, down 32% from

the previous year

–

Homebuilder / developer NPAs of

$79MM; represent 10% of total

commercial NPAs

•

Consumer NPAs of $382MM, down 15% from

the previous year

•

NPAs in held-for-sale of $19MM

C&I / Lease

$340MM, 28%

CRE

$488MM, 40%

Residential Mortgage

$333MM, 28%

Other Consumer

$49MM, 4%

ILLINOIS

INDIANA

FLORIDA

TENNESSEE

KENTUCKY

OHIO

MICHIGAN

NORTH

CAROLINA

OTHER /

NATIONAL

NPAs exclude loans held-for-sale.

Nonperforming assets ($MM)

$1,446

$1,286

Nonperforming assets continue to improve

$1,210

$1,673

$1,619

1,224

1,182

1,017

883

828

449

437

429

403

382

$500

$1,000

$1,500

$2,000

1Q12

2Q12

3Q12

4Q12

1Q13

Commercial

Consumer

NPA ratio 2.03% 1.96% 1.73%

1.49% 1.41%

11%

17%

24%

16%

<1%

18%

11%

26%

20%

10%

23%

10%

17%

12%

41%

17%

30%

10%

17%

NPL HFI Rollforward

Commercial

1Q12

2Q12

3Q12

4Q12

1Q13

Beginning NPL Amount

1,058

988

983

806

697

Transfers to nonperforming

168

203

121

Transfers to performing

(1)

(17)

(4)

(1)

Transfers to performing (restructured)

(2)

(4)

(20)

(5)

(4)

Transfers from held for sale

Transfers to held for sale

(3)

(7)

(1)

Loans sold from portfolio

(8)

(4)

(18)

(6)

(3)

Loan paydowns/payoffs

(94)

(123)

(160)

(89)

(53)

Transfer to other real estate owned

(36)

(15)

(35)

(22)

(27)

Charge-offs

(101)

(79)

(62)

(55)

(54)

Draws/other extensions of credit

Ending Commercial NPL

988

983

806

697

639

Consumer

1Q12

2Q12

3Q12

4Q12

1Q13

Beginning NPL Amount

380

364

359

347

332

Transfers to nonperforming

184

182

161

145

124

Transfers to performing

(36)

(26)

(29)

(27)

(26)

Transfers to performing (restructured)

(36)

(40)

(37)

(34)

(29)

Transfers to held for sale

Loans sold from portfolio

(4)

Loan paydowns/payoffs

(28)

(32)

(38)

(35)

(27)

Transfer to other real estate owned

(18)

(17)

(18)

(17)

Charge-offs

(80)

(72)

(53)

(47)

(46)

Draws/other extensions of credit

Ending Consumer NPL

364

359

347

332

312

Total NPL

1,352

1,342

1,153

1,029

951

Total new nonaccrual loans -

HFI

352

385

282

213

204

NPL Rollforward

Significant improvement in NPL inflows over past year

Note: Numbers may not sum due to rounding

Continued improvement in credit trends

Peer average includes: BBT, CMA, HBAN, KEY, MTB, PNC, RF, STI, USB, WFC, and ZION

Source: SNL Financial and company filings. All ratios exclude loans held-for-sale and covered assets for peers where appropriate.

* 4Q08 NCOs included $800MM in NCOs related to commercial loans moved to held-for-sale, NCO ratio of 7.5%, 3.8% before credit actions; 3Q10 NCOs included $510MM in NCOs related to

loans sold or moved to held-for-sale

NPA ratio vs. peers

Net charge-off ratio vs. peers

Loans 90+ days delinquent % vs. peers

Loans 30-89 days delinquent % vs. peers

5.0%*

2.3%

before credit

actions

FITB credit metrics are in line with or better than peers

0.0%

0.2%

0.4%

0.6%

0.8%

1.0%

1.2%

1.4%

1.6%

1.8%

2.0%

4Q08

1Q09

2Q09

3Q09

4Q09

1Q10

2Q10

3Q10

4Q10

1Q11

2Q11

3Q11

4Q11

1Q12

2Q12

3Q12

4Q12

1Q13

FITB

Peer Average

0.0%

0.2%

0.4%

0.6%

0.8%

1.0%

1.2%

1.4%

4Q08

1Q09

2Q09

3Q09

4Q09

1Q10

2Q10

3Q10

4Q10

1Q11

2Q11

3Q11

4Q11

1Q12

2Q12

3Q12

4Q12

1Q13

FITB

Peer Average

0.5%

1.5%

2.5%

3.5%

4.5%

4Q08

1Q09

2Q09

3Q09

4Q09

1Q10

2Q10

3Q10

4Q10

1Q11

2Q11

3Q11

4Q111Q12

2Q12

3Q12

4Q12

1Q13

FITB

Peer Average

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

3.5%

4.0%

4.5%

5.0%

4Q08*

1Q09

2Q09

3Q09

4Q09

1Q10

2Q10

3Q10

4Q10

1Q11

2Q11

3Q11

4Q11

1Q12

2Q12

3Q12

4Q12

1Q13

FITB

Peer Average

Mortgage repurchase overview

1Q13 balances of outstanding claims decreased 29% from 4Q12

—

Within recent range of quarterly volatility

Virtually all sold loans and the majority of new claims relate to

agencies

—

99% of outstanding balance of loans sold

—

90% of current quarter outstanding claims

Approximately 84% of outstanding balances of the serviced for

others portfolio relates to origination activity in 2009 and later

Private claims and exposure relate to whole loan sales (no

outstanding first mortgage securitizations)

—

Preponderance of private sales prior to 2006

2004-2008 vintages account for ~84% of total life to date

losses of $406MM from sold portfolio

$29MM increase in representation & warranty reserve

resulting from new Freddie Mac guidance regarding

potential for 2004-2006 repurchase claims

Repurchase Reserves* ($ in millions)

Outstanding Counterparty Claims ($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

Beginning balance

$72

$71

$75

$99

$131

Net reserve additions

Repurchase losses

(17)

(16)

(15)

(20)

Ending balance

$71

$75

$99

$131

$133

* Includes reps and warranty reserve ($112MM) and reserve for loans sold with recourse ($21MM)

Note: Numbers may not sum due to rounding

% Current 37% 41% 29% 19% 26%

Outstanding Balance of Sold Loans ($ in millions)

Fannie

Freddie

GNMA

Private

Total

2003 and Prior

$465

$2,123

$138

$154

$2,880

2004

202

776

109

1,115

2005

214

938

117

1,308

2006

286

752

185

1,258

11%

2007

418

1,224

148

1,839

2008

509

939

364

1,813

2009

1,084

5,165

2,637

8,886

2010

2,491

5,661

2,426

10,578

2011

3,174

5,918

1,978

11,070

2012

5,453

10,349

4,601

20,403

2013

759

1,714

1,151

3,624

Grand Total

$15,055

$35,559

$13,447

$714

$64,775

1.1%

Strong capital position

Capital ratios remained strong during the quarter

Tangible common equity ratio^*

Tier I capital ratio

Total risk-based capital ratio

Tier 1 common equity*

Including securities gains/losses

* Non-GAAP measure. See Reg. G reconciliation in appendix.

** The 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 revisions to the agencies’ final rules.

^ Tangible common equity ratio excluding (dark blue) and including (light blue) unrealized securities gains / losses after-tax

^^ Regulatory capital ratios for Fifth Third as of September 30, 2012, excluding the ~135 bps impact of Fifth Third’s call of $1.4B in TruPS in 3Q12

Current period regulatory capital data ratios are estimated.

Balance Sheet:

Average loans & leases (excl. HFS)

Average transaction deposits

Income Statement:

Net interest income*

Net interest margin*

Noninterest

income

Noninterest

expense

Pre-provision

net

revenue**

ROA

Effective tax rate

Asset Quality:

Net charge-offs

Loan

loss

allowance

Nonperforming

assets

Tier

common

equity**

^^^

Category

Fifth Third: Outlook

2013 Outlook

$82.7B

$78.1B

# 2012 fee income excludes a net $305 million in benefit from gains on Vantiv share issuance, Vantiv warrants, and Vantiv debt refinancing costs. 2012 expense excludes $169 million in FHLB

and TruPS debt extinguishment costs. 2012 PPNR and ROA exclude $136 million in net benefits from these items (ROA after tax). 2013 outlook does not include 1Q13 Vantiv warrant gains of

$34 million or potential but currently unforecasted items, such as any potential additional Vantiv gains, future capital actions, or change in regulatory guidance for treatment of Chapter 7

bankrupt borrowers.

* Presented on a fully-taxable equivalent basis.

** Non-GAAP measure. See Reg. G reconciliation on slides 31-32.

^ Ratio as a percent of loans excluding held-for-sale; allowance expectation assumes current expectation for credit and economic trends and is subject to review in each period.

^^ As a percentage of loans and leases.

^^^ Current period capital ratios estimated. Tier 1 common equity ratio outlook assumes stable common equity levels managed through asset growth and share repurchases.

Repurchases subject to ongoing evaluation under the Federal Reserve’s CCAR process.

2012-Adjusted

Outlook as of April 18, 2013;

please see cautionary statement on slide 2 for risk factors related to forward-looking statements

Mid-high single digit growth

Up modestly

Down

~$200MM-$225MM

(~0.55%

)

Lower vs. 4Q12

Down ~20-25% vs. 4Q12

$3.6B

3.55% (3.42% 1Q13)

$2.7B

$3.9B

$2.4B

~1.25%

~28.5%

9.51%

$704MM (0.85%

)

$1.9B (2.16%)

$1.3B (1.49%)

Relatively stable

Consistent

with

FY2012

~3.35-3.40%

Low

single

digit

growth

vs.

FY2012

Consistent

with

FY2012

Moderate

growth

vs.

FY2012

~1.25% +/-

~28.5%

Driven by record gain on sale margins

and origination volumes

Gains down $70MM due to lower gain

on sale margins, modestly lower HARP

volume, and channel mix

During quarter, gain margins declined

significantly in January, but recovered

in February and March

MSR valuation adjustments of positive

$43 million partially offset lower gains

on sale

Waning of refinance boom

Competitive pressure on industry

margins

Higher purchase volumes

174

183

226

239

169

(46)

(41)

(48)

(52)

(53)

(22)

(40)

1Q12

2Q12

3Q12

4Q12

1Q13

Orig fees and gains on loan sales

Gross servicing fees

Servicing rights amortization

MSR valuation adjustments

$204

$183

$200

Mortgage Banking Revenue ($MM)

$220

$258

Mortgage originations and gain-on-sale margin*

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

3.5%

4.0%

4.5%

5.0%

1Q12

2Q12

3Q12

4Q12

1Q13

Originations for sale

Originations HFI

Margin*

($B)

•Gain-on-sale margin represents gains on all loans originated for sale.

Strong mortgage banking results

Record origination fees and gain on loan

sales in FY12

Expect solid mortgage gain revenue in

near term on relatively stable volume and

margins, declining later in year reflecting:

1Q13 mortgage volume a record

Potential for better mortgage servicing

results if rates increase

Note: numbers may not sum due to rounding

European Exposure

Total

Funded

Total

Funded

Total

Funded

Total

Funded

exposure

(amounts in $MM)

Peripheral Europe

201

137

223

137

Other Eurozone

1,676

945

1,702

957

Total Eurozone

1,877

1,082

1,925

1,094

Other Europe

753

473

804

504

Total Europe

2,630

1,555

2,729

1,598

Sovereigns

Financial Institutions

Non-Financial Entities

Total

European Exposure

•

International exposure primarily related to trade finance and financing activities of U.S. companies with

foreign parent or overseas activities of U.S. customers

•

No European sovereign exposure (total international sovereign exposure $3MM)

•

Total exposure to European financial institutions <$100MM

•

Total exposure to five peripheral Europe countries ~$220MM

•

~$1B in funded exposure to Eurozone-related companies (~1% of total loan portfolio)

Total exposure includes funded and unfunded commitments, net of collateral; funded exposure excludes unfunded exposure

Peripheral Europe includes Greece, Ireland, Italy, Portugal and Spain

Eurozone includes countries participating in the European common currency (Euro)

Other Europe includes European countries not part of the Euro (primarily the United Kingdom and Switzerland)

Data above includes exposure to U.S. subsidiaries of Europe-domiciled companies

Note: Numbers may not sum due to rounding

Troubled debt restructurings overview

Successive improvement in vintage performance during

2008 and 2009 as volume of modification increased

Of $1.8B in consumer TDRs, $1.7B were on accrual

status and $174MM were nonaccruals

—

$1.2B of TDRs are current and have been on the

books 6 or more months; within that, ~$1B of

TDRs are current and have been on the books for

more than a year

As current TDRs season, their default propensity

declines significantly

—

We see much lower defaults on current loans after

a vintage approaches 12 months since

modification

TDR performance has improved in newer vintages

Source: Fifth Third and OCC/OTS data through 3Q12

Mortgage TDRs that are past due 60 days or more trend by vintage*

1Q08 3%

2Q08 6%

3Q08 6%

4Q08 7%

1Q09 10%

2Q09 11%

Months since modification

Volume by

vintage

3Q09 11%

$1.4B current consumer TDRs (%)

4Q09 7%

$1.2

billion

2008

2009-

2012

1Q10 6%

2Q10 4%

* Fifth Third data includes changes made to align with OCC/OTS methodology (i.e. excludes government loans, closed loans and OREO from calculations)

Commercial construction

Loans by geography

Credit trends

Loans by industry

Comments

*Excludes loans held-for-sale.

•

Commercial construction loans represented 1% of total loans

and 2% of net charge-offs

•

Loans from FL/MI represented 25% of portfolio loans

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

EOP Balance*

$901

$822

$672

$698

$694

Avg Loans*

$992

$873

$742

$686

$695

90+ days delinquent

as % of loans

0.05%

0.14%

NPAs*

$171

$141

$110

$88

$78

as % of loans

18.20%

16.57%

15.77%

12.37%

11.12%

Net charge-offs

$18

as % of loans

7.30%

(0.12%)

2.29%

1.91%

1.44%

Commercial construction

Accommodation

Construction

19%

Finance &

insurance

Manufacturing

Real estate

57%

Retail Trade

Auto Retailers

Wholesale

Trade

Other

16%

13%

18%

13%

Other /

National

27%

12%

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

EOP Balance*

$11,094

$11,429

$11,708

$12,017

$12,091

Avg Loans*

$10,828

$11,274

$11,578

$11,846

$12,096

90+ days delinquent

$73

$80

$76

$75

$74

as % of loans

0.66%

0.70%

0.65%

0.62%

0.61%

NPAs*

$331

$322

$317

$290

$276

as % of loans

2.98%

2.82%

2.71%

2.41%

2.28%

Net charge-offs

$37

$36

$26

$23

$20

as % of loans

1.39%

1.28%

0.90%

0.77%

0.69%

Residential mortgage

1 liens: 100%; weighted average LTV: 72.7%

Weighted average origination FICO: 752

Origination FICO distribution: <660 7%; 660-689 6%; 690-719 9%;

720-749 13%; 750+ 56%; Other^ 9%

(note: loans <660 includes CRA loans and FHA/VA loans)

Origination LTV distribution: <=70 38%; 70.1-80 37%; 80.1-90 7%;

90.1-95 4%; >95 14%

Vintage distribution: 2013: 6%; 2012 27%; 2011 19%; 2010 10%;

2009 5%; 2008 5%; 2007 5%; 2006 5%; 2005 9%; 2004 and prior

13% originated through broker; performance similar to direct

Loans by geography

Credit trends

Portfolio details

Comments

^ Includes acquired loans where FICO at origination is not available

*Excludes loans held-for-sale

•

Residential

mortgage

loans

represented

14%

total

loans

and

15% of net charge-offs

•

portfolio

14%

residential

mortgage

loans

and

36%

portfolio losses

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

EOP Balance*

$8,986

$8,919

$8,824

$8,652

$8,406

90+ days delinquent

$55

$50

$49

$44

$40

as % of loans

0.62%

0.56%

0.55%

0.50%

0.47%

Net charge-offs

$31

$25

$24

$22

$20

as % of loans

1.39%

1.14%

1.09%

1.01%

0.93%

Home equity -

direct

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

EOP Balance*

$1,507

$1,458

$1,414

$1,366

$1,321

90+ days delinquent

$19

$17

$16

$14

$13

as % of loans

1.23%

1.15%

1.16%

1.05%

1.02%

Net charge-offs

$15

$14

$13

$12

$10

as % of loans

4.01%

3.76%

3.62%

3.48%

3.08%

Home

equity

brokered

Home equity loans represented 11% of total loans and 23% of net

charge-offs

Approximately 14% of portfolio in broker product generated 34% total

loss

Approximately one third of Fifth Third 2

liens are behind Fifth Third

liens

2005/2006 vintages represent approximately 27% of portfolio; account

for 54% of losses

Home equity

liens: 33%; 2nd liens: 67%

Weighted average origination FICO: 751

Origination FICO distribution^: <660 3%; 660-689 7%; 690-719 13%;

720-749 17%; 750+ 52%; Other 8%

Average CLTV: 73%; Origination CLTV distribution: <=70 40%; 70.1-

80 23%; 80.1-90 19%; 90.1-95 6%; >95 12%

Vintage distribution: 2013: 1%; 2012 5%; 2011 3%; 2010 3%; 2009

4%; 2008 10%; 2007 10%; 2006 14%; 2005 13%; 2004 and prior 37%

% through broker channels: 14% WA FICO: 734 brokered, 753 direct;

WA CLTV: 88% brokered; 71% direct

Portfolio details

Comments

Brokered loans by geography

Direct loans by geography

Credit trends

Note: Brokered and direct home equity net charge-off ratios are calculated based on end of period loan balances

^ Includes acquired loans where FICO at origination is not available

* Excludes loans held-for-sale

Loans ($B)

% of

FITB

NPAs

($MM)

% of

FITB

NCOs

($MM)

% of

FITB

Commercial loans

2.4

Commercial mortgage

1.1

13%

19%

31%

Commercial construction

0.1

12%

45%

Commercial lease

0.1

85%

Commercial

3.7

150

18%

23%

Mortgage

1.7

14%

126

46%

37%

Home equity

0.8

17%

13%

Auto

0.6

Credit card

0.1

Other consumer

14%

Consumer

3.1

139

36%

17%

Total

6.8

289

24%

19%

Florida

Florida market*

Deterioration in real estate values having effect on credit trends as evidenced by elevated NPA/NCOs in real estate related products

COML

MORTGAGE

C&I

RESI

MORTGAGE

OTHER

CONS

COML

CONST

COML

LEASE

HOME

EQUITY

AUTO

CREDIT

CARD

Total Loans

NPAs

NCOs

*NPAs exclude loans held-for-sale.

Note: Numbers may not sum due to rounding

Loans ($B)

% of

FITB

NPAs

($MM)

% of

FITB

NCOs

($MM)

% of

FITB

Commercial loans

3.2

11%

13%

Commercial mortgage

2.1

24%

116

28%

11%

Commercial construction

0.1

13%

11%

(1)

Commercial lease

0.2

Commercial

5.6

11%

162

20%

10%

Mortgage

1.8

15%

11%

Home equity

1.9

20%

16%

21%

Auto

0.9

Credit card

0.3

14%

19%

13%

Other consumer

0.1

25%

13%

Consumer

5.0

14%

11%

16%

Total

10.6

12%

203

17%

13%

Michigan

Michigan market*

Deterioration in home price values coupled with weak economy impacted credit results due to frequency of defaults and severity

COML

MORTGAGE

C&I

RESI

MORTGAGE

OTHER

CONS

COML

CONST

COML

LEASE

HOME

EQUITY

AUTO

CREDIT

CARD

Total Loans

NPAs

NCOs**

*NPAs exclude loans held-for-sale.

**Commercial construction net charge-offs resulted in a $1MM net

recovery, which is excluded from this graph

Note: Numbers may not sum due to rounding

Fifth Third Bancorp and Subsidiaries

Regulation G Non-GAAP Reconcilation

$ and shares in millions

(unaudited)

March

December

September

June

March

2013

2012

Income before income taxes (U.S. GAAP)

$591

$540

$503

$565

$603

Add:

Provision expense (U.S. GAAP)

Pre-provision net revenue (a)

653

616

568

636

694

Net income available to common shareholders (U.S. GAAP)

413

390

354

376

421

Add:

Intangible amortization, net of tax

Tangible net income available to common shareholders

414

392

356

378

424

Tangible net income available to common shareholders (annualized) (b)

1,679

1,559

1,416

1,520

1,705

Average Bancorp shareholders' equity (U.S. GAAP)

13,779

13,855

13,887

13,628

13,366

Less:

Average preferred stock

(398)

Average goodwill

(2,416)

(2,417)

Average intangible assets

(26)

(28)

(31)

(34)

(38)

Average tangible common equity (c)

10,939

11,012

11,041

10,779

10,513

Total Bancorp shareholders' equity (U.S. GAAP)

13,882

13,716

13,718

13,773

13,560

Less:

Preferred stock

(398)

Goodwill

(2,416)

(2,417)

Intangible assets

(25)

(27)

(30)

(33)

(36)

Tangible common equity, including unrealized gains / losses (d)

11,043

10,875

10,873

10,925

10,709

Less: Accumulated other comprehensive income / loss

(333)

(375)

(468)

(454)

(468)

Tangible common equity, excluding unrealized gains / losses (e)

10,710

10,500

10,405

10,471

10,241

Total assets (U.S. GAAP)

121,382

121,894

117,483

117,543

116,747

Less:

Goodwill

(2,416)

(2,417)

Intangible assets

(25)

(27)

(30)

(33)

(36)

Tangible assets, including unrealized gains / losses (f)

118,941

119,451

115,036

115,093

114,294

Less: Accumulated other comprehensive income / loss, before tax

(512)

(577)

(720)

(698)

(720)

Tangible assets, excluding unrealized gains / losses (g)

118,429

118,874

114,316

114,395

113,574

Common shares outstanding (h)

875

882

897

919

920

Ratios:

Return on average tangible common equity (b) / (c)

15.4%

14.1%

12.8%

14.1%

16.2%

Tangible common equity (excluding unrealized gains/losses) (e) / (g)

9.03%

8.83%

9.10%

9.15%

9.02%

Tangible common equity (including unrealized gains/losses) (d) / (f)

9.28%

9.10%

9.45%

9.49%

9.37%

Tangible book value per share (d) / (h)

12.62

12.33

12.12

11.89

11.64

For the Three Months Ended

Regulation G Non-GAAP reconciliation

Fifth Third Bancorp and Subsidiaries

Regulation G Non-GAAP Reconcilation

$ and shares in millions

(unaudited)

March

December

September

June

March

2013

2012

Total Bancorp shareholders' equity (U.S. GAAP)

$13,882

$13,716

$13,718

$13,773

$13,560

Goodwill and certain other intangibles

(2,427)

(2,499)

(2,504)

(2,512)

(2,518)

Unrealized gains

(333)

(375)

(468)

(454)

(468)

Qualifying trust preferred securities

810

2,248

Other

(54)

Tier I capital

11,878

11,685

11,594

13,093

12,860

Less:

Preferred stock

(398)

Qualifying trust preferred securities

(810)

(2,248)

Qualifying noncontrolling interest in consolidated subsidiaries

(38)

(48)

(51)

(50)

Tier I common equity (a)

10,632

10,429

10,335

10,396

10,164

Risk-weighted assets, determined in accordance with

prescribed regulatory requirements (b)

109,626

109,699

106,858

106,398

105,412

Ratio:

Tier I common equity (a) / (b)

9.70%

9.51%

9.67%

9.77%

9.64%

Basel III - Estimates (Amounts in billions)

March

December

September

June

2013

2012

Tier 1 common equity (Basel I)

$10,632

$10,429

$10,335

$10,396

Add:

Adjustment related to AOCI for AFS securities

$397

$429

$506

$551

Estimated Tier 1 common equity under Basel III rules (c)

$11,029

$10,858

$10,841

$10,947

Estimated risk-weighted assets under Basel III rules (d)

$123,720

$123,725

$120,308

$119,428

Estimated Tier 1 common equity ratio under Basel III rules

8.91%

8.78%

9.01%

9.17%

(c)

(d)

Tier 1 common equity under Basel III includes the unrealized gains and losses for AFS securities. Other adjustments include mortgage servicing rights and deferred tax assets subject to threshold

limitations and deferred tax liabilities related to intangible assets.

Key differences under Basel III in the calculation of risk-weighted assets compared to Basel I include: (1) Risk weighting for commitments under 1 year; (2) Higher risk weighting for exposures to

residential mortgage, home equity, past due loans, foreign banks and certain commercial real estate; (3) Higher risk weighting for mortgage servicing rights and deferred tax assets that are under

certain thresholds as a percent of Tier 1 capial; (4) Incremental capital requirements for stress VaR; and (5) Derivatives are differentiated between exchange clearing and over-the-counter and the

50% risk-weight cap is removed.

For the Three Months Ended

Regulation G Non-GAAP reconciliation