EX-99.1

A strong franchise with strong momentum

Return on avg. assets

Net charge-off ratio

Net income available to

common shareholders ($MM)

Generated highest level of net income

to common shareholders 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

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

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

Net

income

available

common

shareholders

$413MM

($0.46

per

diluted

share),

vs.

$390MM

($0.43 per share) in 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 15.5%

Credit trends remain favorable

—

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

—

Total NPAs of $1.2B including loans held-for-sale (HFS) down $86MM, or 7%, from 4Q12; NPA

ratio of 1.41% down 8 bps from 4Q12, NPL ratio of 1.11% down 8 bps from 4Q12

—

Total

delinquencies

(loans

30-89

days

past

due

and

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; 9.29% including

them

—

Repurchased ~8MM common shares in 1Q13; new 100MM share repurchase authorization in

March

1Q13 highlights

* Capital

ratios

presented

under

current

U.S.

capital

regulations.

The

pro

forma

Tier

common

equity

ratio

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

common

equity

ratio

may

change

significantly

due

revisions

the

agencies’

final

rules.

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

Strong revenue and profit generation

Peer med. 1.7%

2.1%

1Q13 returns strong relative to peers

ROAA

ROATCE

•

Business mix provides higher than

average diversity among spread and fee

revenues (45+% of revenue)

•

Relatively strong margin and relatively

high fee income contribution drives

strong profitability despite interest rate

environment

Pre-provision net revenue (PPNR) trend

1Q13 PPNR* / Average Assets

Source: SNL Financial and Company Reports. Data as of 1Q13. Peer median includes: BBT, CMA, HBAN, KEY, MTB, PNC, RF, STI, USB, WFC, and ZION.PPNR and

ROATCE are Non-GAAP measures. See Reg. G reconciliation in the Appendix to the presentation.

^ See Page 19 in the Appendix for adjustments

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

Significant purchase

accounting benefit

PPNR $694 $636 $568

$616 $653

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

52%

Loans

32%

Investment

Portfolio 3%

Trend: fixed rate loan origination coupons

relative to fixed portfolio weighted avg

Larger portfolio repricing effects

Investment

Portfolio

13%

Floating

55%

–

Emphasis on variable rate C&I lending

Floating

~40-45%

Fixed

45%

Diverse revenue stream

45% Fee income

NII

Fee income as % of 1Q13 revenue

1Q13 Fee income distribution

Economic trends should support long-term improvement in results through

balance sheet growth and higher business activity

^ Includes other noninterest income and securities gains.

Strong momentum in key businesses:

•

Corporate banking: recent investments in capital markets capabilities, increased syndication

and business lending fees

•

Investment advisors: 1Q13 strongest in company history due to increased brokerage

production, seasonal trust tax preparation fees and higher market values

•

Retail banking: listening to voice of customer and enhancing channels and products to meet

consumer preferences

•

Consumer lending: record mortgage originations and strong auto lending supporting business

Deposit

Fees

18%

Corporate

Banking

13%

Investment

Advisors

13%

Other^

17%

Mortgage

30%

Card and

Processing

55%

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

Unofficial CCAR supervisory reference minimum

1Q13 Pro forma Tier 1 common / RWA

U.S. proposed Basel III**

1Q13 Tier 1 common / RWA

Basel I

2019 Basel III buffered minimum

2015 Basel III minimum

Source: SNL Financial and Company Reports. Data as of 1Q13.

* In 2Q12, HBAN stated Basel III Tier 1 common ratio would be negatively impacted by approximately 150 basis points and in their 1Q13 Earning Conference Call, they stated this again. In 2Q12,

ZION stated Tier 1 common ratio would be in the 7.75% area.

** 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.

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 $0.11 in 1Q13

(increase to $0.12 not objected to in 2013 CCAR)

Repurchases / Redemptions

•

Common share repurchases to limit / manage

growth of excess capital levels

•

2013 CCAR included:

–

Potential conversion of $398MM in outstanding

Series G 8.5% convertible preferred stock into

~35.5MM common shares

–

Potential repurchase of up to $984MM common

shares including any issued in a Series G

preferred stock conversion (up to $550MM)

–

Potential issuance of $500MM in preferred stock

Consistent and prudent capital management philosophy

Capital Deployment

Capital Return

–

Other considerations: regulatory environment,

alternatives, maintenance of desired / required

buffers, stock price

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 0.63%; 3.3x 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 ~45% of total revenue

Diversified traditional banking platform

•

PPNR has remained strong throughout the credit cycle

•

PPNR substantially exceeds annual net charge-offs (491% PPNR / NCOs^ in 1Q13)

•

1.4% ROAA; 15.5% return on average tangible common equity^

Industry leader in earnings power

^ Non-GAAP measure. See Reg. G reconciliation in Appendix.

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.

Financial summary

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%)

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

* Excluding loans held-for-sale

Non-GAAP measure; See Reg. G reconciliation on pages 36-38.

–

a pre-tax benefit of $34MM ($0.02 per share after-tax) on valuation adjustments on Vantiv warrants,

–

a $7MM pre-tax gain on the sale of certain FTAM advisory contracts,

–

$7MM in charges related to the valuation of the Visa total return swap,

–

a $9MM benefit from the sale of affordable housing investments,

–

seasonally higher income tax expense of $12MM related to expiration of employee stock options, and

–

investment securities gains of $17MM.

•

1Q13 earnings of $0.46 per share included:

($ 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 to remove (benefit) / detriment^:

In 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

Pre-tax pre-provision earnings*

PPNR trend

* Non-GAAP measure. See Reg. G reconciliation on page 36.

** There

are

limitations

the

usefulness

credit-adjusted

PNR

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 20 for detailed breakout of credit-related items.

# 60% also excluding 4Q12 mortgage repurchase reserve build

•

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

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

58%

65%

60%

62%

61%

62%

1Q12

4Q12

1Q13

Efficiency Ratio

Adjusted

Credit-related costs

In noninterest income ($MM)

In noninterest expense ($MM)

Actual

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

Mortgage repurchase expense

$15

$18

$36

$44

$20

Provision for unfunded commitments

(2)

(1)

(2)

(11)

Derivative valuation adjustments

(4)

(0)

(2)

(1)

OREO expense

Other problem asset related expenses

Total credit-related operating expenses

$34

$40

$59

$68

$24

Actual

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

Gain / (loss) on sale of loans

Commercial loans HFS FV adjustment

(1)

(5)

(3)

(1)

Gain / (loss) on sale of OREO

properties

(17)

(19)

(11)

(10)

Mortgage repurchase costs

(2)

(3)

(2)

Total credit-related revenue impact

($14)

($17)

($14)

($13)

($10)

Note: Numbers may not sum due to rounding

Total credit-related costs

$48

$57

$73

$81

$34

$10

$12

$14

$16

$18

1Q12

2Q12

3Q12

4Q12

1Q13

$10

$20

$30

$40

$50

$60

$70

$80

1Q12

2Q12

3Q12

4Q12

1Q13

Strong mortgage banking results

•

Record origination fees and gain on loan

sales in FY12

–

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

$43MM partially offset lower gains on

sale

•

Expect solid mortgage gain revenue in

near term on relatively stable volume and

margins, declining later in year reflecting:

–

Waning of refinance boom

–

Competitive pressure on industry

margins

–

Higher purchase volumes

Mortgage originations and gain-on-sale margin*

Mortgage Banking Revenue ($MM)

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

Note: numbers may not sum due to rounding

•

1Q13 mortgage volume a record

•

Potential for better mortgage servicing

results if rates increase

Corporate banking business generating growth

•

6 percent average C&I loan

growth in 1Q13 vs 4Q12; 2

percent end of period growth

1Q13 vs 4Q12

•

Reflects investments in mid-

corporate space (businesses

that generate $200MM to $2B in

revenue)

•

C&I production broad based

across industries and sectors;

reflects strength in healthcare

and manufacturing industries

•

Launch of Energy Lending

initiative in 2H12

C&I Portfolio^ ($B)

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

Corporate banking

revenue ($MM)

Commercial deposit fees

YoY % growth

•

1Q13 corporate banking revenue

down 13% from record 4Q12

levels

•

YOY growth in corporate

banking revenue driven by:

–

Investments in capital

markets capabilities

–

Increased syndication and

business lending fees

•

Led/co-led ~80% of syndications

in 2012 vs ~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 2012 vs

2011

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

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%

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

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*

Months since modification

Volume by

vintage

$1.4B current consumer TDRs (%)

$1.2

billion

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

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

Homebuilders/developers

(included in previous slides)

Loans by geography

Credit trends

Loans by industry

Comments

•

Originations of builder/developer loans suspended in 2007

•

Remaining portfolio balance of $309MM, down 91% from peak

of $3.3B in 2Q08; represents <1% of total loans and <1% of

commercial loans

•

$1MM of NCOs in 1Q13

•

$79MM of NPAs (60% commercial mortgage, 27% commercial

construction, 13% C&I)

* Excludes loans held-for-sale.

15%

43%

Other /

National

10%

C&I

23%

Commercial

construction

33%

Commercial

mortgage

44%

($ in millions)

1Q12

2Q12

3Q12

4Q12

1Q13

EOP Balance*

$423

$376

$318

$309

90+ days delinquent

as % of loans

0.15%

NPAs*

$123

$114

$104

$88

$79

as % of loans

29.06%

26.52%

23.96%

24.19%

22.44%

Net charge-offs

$21

as % of loans

18.49%

4.37%

2.85%

0.28%

1.57%

Homebuilders/developers

Residential mortgage

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 9%

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% of total loans

and 15% of net charge-offs

•

FL portfolio 14% of residential mortgage loans and 36% of

portfolio losses

($ 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

15%

25%

13%

Other /

National

12%

14%

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

Fifth

Third

liens

are

behind

Fifth

Third

1 liens

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

for 54% of losses

Home equity

1 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

($ 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

($ 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

Florida market*

Deterioration in real estate values have affected 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.

35%

17%

25%

11%

31%

11%

29%

15%

10%

27%

12%

44%

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

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

30%

20%

17%

18%

16%

<1%

13%

35%

13%

18%

57%

<1%

12%

<1%

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

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

Net charge-offs (i)

133

147

156

181

220

Ratios:

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

15.5%

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)

9.29%

9.10%

9.45%

9.49%

9.37%

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

12.63

12.33

12.12

11.89

11.64

PPNR / NCOs (a) / (i)

491%

419%

364%

351%

315%

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

(2,504)

(2,499)

(2,504)

(2,512)

(2,518)

Unrealized gains

(333)

(375)

(468)

(454)

(468)

Qualifying trust preferred securities

810

2,248

Other

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

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)

$123,696

$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. The estimated Basel III risk-weighted assets are based upon the Bancorp’s interpretations of the three draft Federal Register notices proposing enhancements to

the regulatory capital requirements that were published in June of 2012. These amounts are preliminary and subject to change depending on the adoption of final Basel III capital rules by the

Regulatory Agencies.

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)

2012

2011

2010

2009

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

$13,716

$13,201

$14,051

$13,497

Goodwill and certain other intangibles

(2,499)

(2,514)

(2,546)

(2,565)

Unrealized gains

(375)

(470)

(314)

(241)

Qualifying trust preferred securities

810

2,248

2,763

Other

(26)

Tier I capital

11,685

12,503

13,965

13,428

Less:

Preferred stock

(398)

(3,654)

(3,609)

Qualifying trust preferred securities

(810)

(2,248)

(2,763)

Qualifying noncontrolling interest in consolidated subsidiaries

(48)

(50)

(30)

Tier I common equity (a)

10,429

9,807

7,518

7,056

Risk-weighted assets, determined in accordance with

prescribed regulatory requirements (b)

109,699

104,945

100,561

100,933

Ratio:

Tier I common equity (a) / (b)

9.51%

9.35%

7.48%

6.99%

For the Year Ended