EX-99.2

2Q13 Earnings Conference Call

July 18, 2013

Please

refer

earnings

release

dated

July

18,

2013

for

further

information.

Exhibit 99.2

This

report

contains

statements

that

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

business.

They

usually

can

identified

the

use

forward-looking

language

such

“will

likely

result,”

“may,”

“are

expected to,”

“is anticipated,”

“estimate,”

“forecast,”

“projected,”

“intends to,”

or may include other similar words or phrases such as

“believes,”

“plans,”

“trend,”

“objective,”

“continue,”

“remain,”

similar

expressions,

future

conditional

verbs

such

“will,”

“would,”

“should,”

“could,”

“might,”

“can,”

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

uncertainties,

including

but

not

limited

the

risk

factors

set

forth

our

most

recent

Annual

Report

Form

10-K. 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

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

business,

are

less

favorable

than

expected;

(2)

deteriorating

credit

quality;

(3)

political

developments,

wars

other

hostilities

may

disrupt

increase

volatility

securities

markets

other

economic

conditions;

(4)

changes

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

maintain

required

capital

levels

and

adequate

sources

funding

and

liquidity;

(7)

maintaining

capital

requirements

may

limit

Fifth

Third’s

operations

and

potential

growth;

(8)

changes

and

trends

capital

markets;

(9)

problems

encountered

larger

similar

financial

institutions

may

adversely

affect

the

banking

industry

and/or

Fifth

Third;

(10)

competitive

pressures

among

depository

institutions

increase

significantly;

(11)

effects

critical

accounting

policies

and

judgments;

(12)

changes

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

the

businesses

which

Fifth

Third,

one

acquired

entities

and/or

the

combined

company

are

engaged,

including

the

Dodd-Frank

Wall

Street

Reform

and

Consumer

Protection

Act;

(14)

ability

maintain

favorable

ratings

from

rating

agencies;

(15)

fluctuation

Fifth

Third’s

stock

price;

(16)

ability

attract

and

retain

key

personnel;

(17)

ability

receive

dividends

from

its

subsidiaries;

(18)

potentially

dilutive

effect

future

acquisitions

current

shareholders’

ownership

Fifth

Third;

(19)

effects

accounting or financial results of one or more acquired entities; (20) difficulties from the separation of or the results of operations of Vantiv,

LLC; (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

secure

confidential

information

and

deliver

products

and

services

through

the

use

computer

systems

and

telecommunications

networks;

and

(23)

the

impact

reputational

risk

created

these

developments

such

matters

business

generation and retention, funding and liquidity.

You

should

refer

our

periodic

and

current

reports

filed

with

the

Securities

and

Exchange

Commission,

“SEC,”

for

further

information

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

statements.

Cautionary statement

2Q13 in review

* Capital ratios estimated; presented under current U.S. capital regulations. The pro forma Basel III Tier I common equity ratio is management’s estimate based upon its current interpretation

of recent prospective regulatory capital requirements approved in July 2013.

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

Significant items in 2Q13 results

$ in MM, except per share data

Net income impact

After tax EPS

impact

Pre-tax

After tax

Gain on sale of Vantiv shares

$242

$157

Valuation adjustment on Vantiv warrant

$76

$49

Bank-Owned Life Insurance (BOLI) settlement

$10

Valuation adjustment on Visa total return swap

($5)

($3)

Increase to litigation reserves

($33)

($27)

Total

$183

$0.20

Net income available to common shareholders of $594MM ($0.66 per

diluted share), vs. $413MM ($0.46 per share) in

1Q13 and $376MM ($0.40 per share) in 2Q12

—

Return on assets of 1.98%; return on average common equity of 17.6%; return on average tangible common equity** of 21.6%

Credit trends remain favorable

—

Net

charge-offs

(NCOs)

$112MM

(0.51%

loans

and

leases)

down

$21MM

(12

bps)

vs.

1Q13

—

Provision expense of $64MM, up $2MM vs. 1Q13

—

Loan loss allowance down $48MM sequentially; allowance to loan ratio of 1.99%, 151% of nonperforming assets (NPAs),

191% of nonperforming loans and leases (NPLs)

—

Total

NPAs

$1.2B

including

loans

held-for-sale

(HFS)

down

$64MM,

5%,

from

1Q13;

NPA

ratio

1.32%

down

bps from

1Q13, NPL ratio of 1.04% down 7 bps from 1Q13

Strong capital ratios*

—

Tier

common

ratio

9.44%**,

down

bps

sequentially

(Basel

III

pro

forma

estimate

~9.10%)

—

Tier 1 capital ratio 11.07%, Total capital ratio 14.35%, Leverage ratio 10.41%

—

Tangible common equity ratio** of 8.83% excluding unrealized gains/losses; 8.95% including them

—

Book value per share of $15.57; tangible book value per share** of $12.71 up 1% from 1Q13 and 7% from 2Q12

—

Repurchased ~26MM common shares in 2Q13; avg. diluted share count reduced by 13MM shares including impact from 1Q13

and 2Q13 share repurchases

Financial summary

•

2Q13

earnings

$0.66

per

included

net

$0.22

benefit

from

sale

Vantiv

and

warrant

valuation.

•

ROAA of 1.98% including Vantiv-related gains, 1.30% excluding them; ROATCE^ of 21.6% including Vantiv-related gains, 14.1%

excluding them.

•

10th

consecutive quarter of sequential average portfolio loan growth.

Actual

Seq.

YOY

($ in millions)

2Q12

1Q13

2Q13

Average Balances

Commercial loans*

$46,886

$49,611

$50,513

$902

$3,627

Consumer loans*

35,700

36,292

36,194

(98)

494

Total loans & leases*

$82,586

$85,903

$86,707

$804

$4,121

Core deposits

$81,980

$84,920

$85,537

$617

$3,557

Income Statement Data

Net interest income (taxable equivalent)

$899

$893

$885

($8)

(1%)

($14)

(2%)

Provision for loan and lease losses

(7)

(11%)

Noninterest income

678

743

1,060

317

43%

382

56%

Noninterest expense

937

978

1,017

Net income attributable to Bancorp

$385

$422

$603

$181

43%

$218

57%

Net income available to common shareholders

$376

$413

$594

$181

44%

$218

58%

Pre-provision net revenue^

$636

$653

$923

$270

41%

$287

45%

Earnings per share, diluted

0.40

0.46

0.66

$0.20

43%

$0.26

65%

Net interest margin

3.56%

3.42%

3.33%

(9bps)

(3%)

(23bps)

(6%)

Return on average assets

1.32%

1.41%

1.98%

57bps

40%

66bps

50%

Return on average common equity

11.4%

12.5%

17.6%

510bps

41%

620bps

54%

Return on average tangible common equity^

14.1%

15.4%

21.6%

620bps

40%

750bps

53%

* Excluding loans held-for-sale

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

Note: Numbers may not sum due to rounding and percentages in all of the tables in this presentation are calculated on actual dollar amounts not the rounded dollar amounts.

Net interest income

NII and NIM (FTE)

•

Net interest income down $8MM from 1Q13 and $14MM from 2Q12

–

Sequential decline reflected loan repricing and maturities of interest rate floors, partially offset by the benefit

of higher day count, 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 and run-off in higher-priced CDs.

•

NIM declined 9 bps sequentially primarily due to lower loan yields and the maturity of interest rate floors, partially

offset by higher securities yields and debt maturity in 2Q13.

* Represents purchase accounting adjustments included in net interest income.

($MM)

Yield Analysis

2Q12

1Q13

2Q13

Seq.

(bps)

YoY

(bps)

Commercial and industrial loans

4.13%

3.90%

3.58%

(32)

(55)

Commercial mortgage loans

3.81%

3.63%

3.65%

(16)

Commercial construction loans

3.05%

3.21%

3.41%

Commercial leases

3.68%

3.38%

3.36%

(2)

(32)

Residential mortgage loans

4.12%

3.98%

3.91%

(7)

(21)

Home equity

3.80%

3.74%

3.76%

(4)

Automobile loans

3.76%

3.29%

3.16%

(13)

(60)

Credit card

9.92%

9.67%

9.97%

Other consumer loans and leases

42.87%

46.77%

39.49%

(728)

(338)

Total loans and leases

4.26%

4.04%

3.89%

(15)

(37)

Taxable securities

3.48%

2.98%

3.09%

(39)

Tax exempt securities

5.02%

5.44%

5.01%

(43)

(1)

Other short-term investments

0.24%

0.26%

0.24%

(2)

Total interest-earning assets

4.08%

3.84%

3.73%

(11)

(35)

Total interest-bearing liabilities

0.73%

0.59%

0.57%

(2)

(16)

Net interest spread

3.35%

3.25%

3.16%

(9)

(19)

3.56%

3.49%

3.42%

3.33%

$450

$550

$650

$750

$850

$950

2.0%

2.5%

3.0%

3.5%

4.0%

2Q12

3Q12

4Q12

1Q13

2Q13

Net Interest Income (right axis)

PAA*

NIM

$899

$907

$903

$893

$885

Balance sheet

•

C&I loans up 3% sequentially and 15% from 2Q12

–

Commercial line utilization of 31%; potential

source of future growth

•

CRE loans down 3% sequentially and 13% from 2Q12

•

Consumer loans were flat sequentially and up 1%

year-over-year; reflect securitization of ~$500MM of

auto loans in 1Q13

•

Average warehoused residential mortgage loans

held-for-sale were $2.7B in 2Q13 versus $2.8B in

1Q13

•

Core deposit to loan ratio of 99%

–

DDAs up 4% sequentially and up 13% from 2Q12

–

Consumer average transaction deposits up 1%

sequentially and 6% year-over-year

–

Commercial average transaction deposits up 1%

sequentially and up 4% 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

Commercial Loans

Consumer Loans

2Q12

3Q12

4Q12

1Q13

2Q13

2Q12

3Q12

4Q12

1Q13

2Q13

Demand

IBT/Savings/MMDA

Consumer CD/Core foreign

•

Short-term wholesale borrowings represent only 4%

of total funding

Actual

Seq.

YOY

2Q12

1Q13

2Q13

($ in millions)

Service charges on deposits

$130

$131

$136

Corporate banking revenue

102

106

Mortgage banking net revenue

183

220

233

28%

Investment advisory revenue

100

(2)

(2%)

Card and processing revenue

Other noninterest income

103

109

414

305

311

Securities gains, net

(17)

(99%)

(3)

(96%)

Securities gains, net -

non-qualifying hedges on MSRs

Total noninterest income

$678

$743

$1,060

$317

43%

$382

56%

Noninterest income

Actual

($ in millions)

2Q12

1Q13

2Q13

Gain / (loss) on sale of loans

($0)

Commercial loans HFS FV adjustment

(5)

(1)

Gain / (loss) on sale of OREO properties

(19)

(10)

(5)

Mortgage repurchase costs

(2)

(1)

Total credit-related revenue impact

($17)

($10)

($6)

Note: Numbers may not sum due to rounding

•

2Q13 results included a $242MM gain on the sale of Vantiv shares, a $76MM positive valuation adjustment on the Vantiv

warrant, a $10MM benefit from a settlement related to a previously surrendered (BOLI) policy and a $5MM negative

valuation on the Visa total return swap.

•

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

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

•

Credit costs recorded in noninterest income:

Noninterest expense

•

2Q13 results included $33 million in charges to increase litigation reserves and a $2 million benefit from the sale of

affordable housing investments.

•

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

to increase litigation reserves.

•

Credit costs recorded in noninterest expense:

Note: Numbers may not sum due to rounding

Actual

Seq.

YOY

2Q12

1Q13

2Q13

($ in millions)

Salaries, wages and incentives

$393

$399

$404

Employee benefits

114

(31)

(27%)

(1)

(1%)

Net occupancy expense

(3)

(3%)

Technology and communications

Equipment expense

(1%)

Card and processing expense

10%

Other noninterest expense

281

278

343

23%

22%

Total Noninterest expense

$937

$978

$1,017

$39

$80

Actual

($ in millions)

2Q12

1Q13

2Q13

Mortgage repurchase expense

$18

$20

Provision for unfunded commitments

(1)

(11)

(2)

Derivative valuation adjustments

(0)

(1)

OREO expense

Other problem asset related expenses

Total credit-related operating expenses

$40

$24

$35

Pre-tax pre-provision earnings*

PPNR trend

* 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.

PPNR of $923MM up 41% from 1Q13 levels and up 45% from

prior year

Adjusted PPNR of $631MM, up 5% sequentially and up 6%

from prior year

PPNR reconciliation

Efficiency ratio

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

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

$565

$503

$540

$591

$859

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

PPNR (a) + (b)

$636

$568

$616

$653

$923

Adjustments

remove

(benefit)

detriment^:

noninterest

income:

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

(157)

(242)

Valuation of 2009 Visa total return swap

Vantiv warrant & puts

(56)

(34)

(76)

Valuation of bank premises moved to HFS

Litigation reserve additions in revenue

Sale of certain Fifth Third funds

(13)

(7)

BOLI settlement

(10)

Securities (gains) / losses

(3)

(2)

(17)

noninterest

expense:

Debt extinguishment (gains) / losses

134

Sale of certain Fifth Third funds

FDIC insurance expense

(9)

Gain on sale of affordable housing

(8)

(5)

(9)

(2)

Litigation reserve additions in expense

(1)

Adjusted PPNR

$593

$598

$638

$602

$631

Credit-related

items^^:

In noninterest income

In noninterest expense

Credit-adjusted PPNR**

$650

$671

$719

$636

$672

59%

62%

60%

62%

52%

61%

2Q12

1Q13

2Q13

Efficiency Ratio

Adjusted

$800

$700

$600

$500

$400

$300

$200

$100

2Q12

3Q12

4Q12

1Q13

2Q13

PPNR

$636

$568

$616

$653

$923

Noninterest Expense Credit Items

Fee Income Credit Items

Adjusted

593

598

638

602

631

Net charge-offs

Net charge-offs by loan type

Net charge-offs by geography

$133

Net charge-offs ($MM)

$112

$181

$MM

Commercial

$45

41%

Consumer

$67

59%

Total

$112

100%

$156

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

$MM

Florida

$13

12%

Michigan

14%

Subtotal

$28

26%

Other

74%

Total

$112

100%

Actual

Seq.

YOY

($ in millions)

2Q12

1Q13

2Q13

C&I

$46

$25

$33

32%

($13)

(28%)

Commercial mortgage

(16)

(58%)

(15)

(57%)

Commercial construction

(3)

Commercial lease

(5)

(78%)

Commercial

$78

$54

$45

($9)

(15%)

($33)

(42%)

Residential mortgage loans

(5)

(29%)

(21)

(59%)

Home equity

(7)

(23%)

(16)

(41%)

Automobile

(2)

(22%)

Credit card

(1)

(3%)

Other consumer

(8%)

37%

Consumer

$103

$79

$67

($12)

(17%)

($36)

(36%)

Total net charge-offs

$181

$133

$112

($21)

(16%)

($69)

(39%)

NCO ratio

0.88%

0.75%

0.70%

0.63%

0.51%

Note: Numbers may not sum due to rounding.

C&I

30%

Home

equity

21%

Auto

Card

17%

Other

consumer

Coml.

mortgage

10%

Coml lease

Residential

mortgage

13%

14%

24%

17%

Other /

National

21%

12%

$147

Nonperforming assets

•

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

29% year-over-year

•

Commercial NPAs of $794MM, down 33% from

the previous year

–

Homebuilder / developer NPAs of

$63MM; represent 8% of total

commercial NPAs

•

Consumer NPAs of $356MM, down 18% from

the previous year

•

NPAs in held-for-sale of $15MM

C&I / Lease

$370MM, 32%

CRE

$424MM, 37%

Residential Mortgage

$312MM, 27%

Other Consumer

$44MM, 4%

ILLINOIS

INDIANA

FLORIDA

TENNESSEE

KENTUCKY

OHIO

MICHIGAN

NORTH

CAROLINA

OTHER /

NATIONAL

NPAs exclude loans held-for-sale.

Nonperforming assets ($MM)

$1,286

$1,210

Nonperforming assets continue to improve

$1,150

$1,619

$1,446

$500

$1,000

$1,500

$2,000

2Q12

3Q12

4Q12

1Q13

2Q13

NPA ratio 1.96% 1.73% 1.49%

1.41% 1.32%

437

429

403

382

356

1,182

1,017

883

828

794

Commercial

Consumer

12%

25%

14%

<1%

25%

<1%

13%

28%

10%

20%

24%

40%

12%

18%

11%

18%

10%

29%

16%

NPL Rollforward

Significant improvement in NPL inflows over past year

Note: Numbers may not sum due to rounding

NPL HFI Rollforward

Commercial

2Q12

3Q12

4Q12

1Q13

2Q13

988

983

806

697

639

Transfers to performing

(17)

(4)

(1)

(6)

Transfers to performing (restructured)

(4)

(20)

(5)

(4)

(7)

Transfers to held-for-sale

(3)

(7)

(1)

(2)

Loans sold from portfolio

(4)

(18)

(6)

(3)

(2)

Loan paydowns/payoffs

(123)

(159)

(89)

(53)

(80)

Transfers to other real estate owned

(15)

(35)

(22)

(27)

(28)

Charge-offs

(79)

(62)

(55)

(54)

(45)

Draws/other extensions of credit

983

806

697

639

623

Consumer

2Q12

3Q12

4Q12

1Q13

2Q13

364

359

347

332

312

Transfers to nonperforming

182

161

146

124

116

Transfers to performing

(26)

(29)

(28)

(26)

(31)

Transfers to performing (restructured)

(40)

(37)

(34)

(29)

(28)

Transfers to held-for-sale

Loans sold from portfolio

Loan paydowns/payoffs

(32)

(38)

(36)

(27)

(32)

Transfers to OREO/other repossessed property

(18)

(17)

(18)

(17)

(21)

Charge-offs

(72)

(53)

(47)

(46)

(30)

Draws/other extensions of credit

(1)

359

347

332

312

285

Total NPL

1,342

1,153

1,029

951

909

Total new nonaccrual loans -

HFI

385

281

214

204

267

Beginning NPL amount

Ending Commercial NPL

Beginning NPL amount

Ending Consumer NPL

Transfers to nonperforming

203

120

151

Strong reserve position

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

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

2Q13 coverage ratios strong

relative to peers (1Q13)

Industry leading reserve levels

Fifth Third

(2Q13)

Peer Median

(1Q13)

($150)

($100)

($50)

$50

$100

$150

$200

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

2Q12

3Q12

4Q12

1Q13

2Q13

$181

$156

$147

$133

$112

($110)

($91)

($71)

($48)

2.45%

2.32%

2.16%

2.08%

1.99%

Additional Provision

Reserves

191%

151%

389%

137%

126%

290%

Reserves / NPLs

Reserves / NPAs

Reserves / Annualized NCOs

Net Charge-

offs

Mortgage repurchase overview

—

Within recent range of quarterly volatility

—

99% of outstanding balance of loans sold

—

89% of current quarter outstanding claims

—

Preponderance of private sales prior to 2006

Repurchase Reserves* ($ in millions)

Outstanding Counterparty Claims ($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

Beginning balance

$71

$75

$99

$131

$133

Net reserve additions

Repurchase losses

(16)

(15)

(20)

(14)

Ending balance

$75

$99

$131

$133

$139

* Includes reps and warranty reserve ($117MM) and reserve for loans sold with recourse ($21MM)

Note: Numbers may not sum due to rounding

% Current 41% 29% 19% 26% 27%

Outstanding Balance of Sold Loans ($ in millions)

Fannie

Freddie

GNMA

Private

Total

2003 and Prior

$422

$1,876

$131

$141

$2,570

2004

177

679

103

985

2005

170

806

104

1,116

2006

230

644

169

1,075

2007

330

1,059

140

1,572

2008

407

794

315

1,517

2009

969

4,661

2,414

8,045

2010

2,298

5,204

2,288

9,790

2011

2,962

5,518

1,854

10,333

2012

5,274

10,058

4,376

19,760

2013

2,425

4,325

3,504

151

10,405

Grand Total

$15,663

$35,625

$15,017

$862

$67,167

1.2%

$120

$100

$80

$60

$40

$20

2Q12

3Q12

4Q12

1Q13

2Q13

$96

$73

$66

$47

$53

Agencies

Private

Total Claims

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

of $422MM from sold portfolio

$9 increase in representation & warranty reserve resulting from

new Freddie Mac guidance regarding potential for 2004-2006

repurchase claims

•

2Q13 balances of outstanding claims increased 13% from 1Q13

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

agencies

Approximately 87% 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)

Strong capital position

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

Capital

ratios

estimated;

presented

under

current

U.S.

capital

regulations.

The

pro

forma

Basel

III

Tier

common

equity

ratio

management’s

estimate

based

upon

its

current

interpretation

recent prospective regulatory capital requirements approved in July 2013.

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

Regulatory

capital

ratios

for

Fifth

Third

September

30,

2012,

excluding

the

~135

bps

impact

Fifth

Third’s

call

$1.4B

TruPS

3Q12

Current period regulatory capital data ratios are estimated.

Capital ratios remained strong during the quarter

Tangible common equity ratio^*

Tier I capital ratio

Total risk-based capital ratio

Tier 1 common equity*

12.2%

16.1%

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 1 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 Vantiv share sale and warrant

gains

totaling

$352

million

potential

but

currently

unforecasted

items,

such

any

potential

additional

Vantiv

gains,

future

capital

actions,

change

regulatory

guidance

for

treatment

Chapter 7 bankrupt borrowers.

* Presented on a fully-taxable equivalent basis.

** Non-GAAP measure. See Reg. G reconciliation on slides 30-31.

^ 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

common

equity

ratio

outlook

assumes

stable

common

equity

levels

managed through

asset

growth

and

repurchases.

Repurchases

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

2012-Adjusted

Outlook as of July 18, 2013;

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

Mid single digit positive growth

Down ~$200MM-$225MM (~0.55%

)

Lower vs. 4Q12

Down ~20% vs. 4Q12

$3.6B

3.55% (3.33% 2Q13)

$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%

Consistent with FY2012

~1.25% +/-

~28.5%

Appendix

Strong mortgage banking results

•

Record origination fees and gain on loan

sales in FY12

–

Driven by record gain on sale margins

and origination volumes

–

MSR valuation adjustments of positive

$72 million offset lower gains on sale

–

Gains down $19MM due to lower gain

on sale margins

–

Gain on sale margins declined

significantly in June due to rising

mortgage rates

–

Impact of higher mortgage rates

–

Waning of refinance boom

–

Competitive pressure on industry

margins

–

Lower HARP 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

$183

$200

$258

$233

$220

183

226

239

169

150

(41)

(22)

(48)

(40)

(52)

(53)

(51)

2Q12

3Q12

4Q12

1Q13

2Q13

Orig fees and gains on loan sales

Gross servicing fees

Servicing rights amortization

MSR valuation adjustments

5.0%

4.5%

4.0%

3.5%

3.0%

2.5%

2.0%

1.5%

1.0%

0.5%

0.0%

2Q12

3Q12

4Q12

1Q13

2Q13

Originations for sale

Originations HFI

Margin*

•

2Q13 mortgage volume a record

•

Expect lower mortgage gain on sale

revenue on lower volume due to:

•

Potential for better mortgage servicing

results as rates increase

($B)

European Exposure

Sovereigns

Financial

Institutions

Non-Financial

Institutions

Total

Funded

Total

Funded

Total

Funded

Total

Funded

($ in millions)

Exposure Exposure

Exposure

(a)

Exposure

Peripheral

Europe

(b)

190

123

200

123

Other

Eurozone

(c)

1,737

1,140

1,780

1,167

Total Eurozone

1,927

1,263

1,980

1,290

Other

Europe

(d)

142

787

478

929

542

Total Europe

195

2,714

1,741

2,909

1,832

European Exposure

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

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

•

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 <$200MM

•

Total exposure to five peripheral Europe countries ~$200MM

•

~$1.3B in funded exposure to Eurozone-related companies (~1% of total loan portfolio)

Available and contingent borrowing capacity (2Q13):

–

FHLB ~$11B available, ~$12B total

–

Federal Reserve ~$29B

Holding Company cash at 6/30/13: $1.8B

Cash currently sufficient to satisfy all fixed obligations

in a stressed environment for over 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

Expected cash obligations over the next 24 months

—

~$783MM common dividends

—

~$74MM Series G preferred dividends

—

~$639MM interest and other expenses

Holding company unsecured debt maturities ($MM)

Bank

unsecured

debt

maturities

($MM

–

excl.

Brokered

CDs)

Heavily core funded

Strong liquidity profile

S-T

wholesale

Fifth Third Bancorp

Fifth Third Capital Trust (Bancorp)

2013

2014

2015

2016

2017

2018

2019 on

$1,250

$500

$2,312

2013

2014

2015

2016

2017

2018

2019 on

$1,447

$500

$700

$600

Equity

12%

Demand

24%

Interest

checking

19%

Consumer

time

Foreign

Office

Non-Core

Deposits

S-T

borrowings

Other

liabilities

L-T debt

Savings/

MMDA

22%

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 $162MM 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 4Q12

Mortgage TDRs that are past due 60 days or more trend 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)

22%

37%

18%

12%

10%

Mortgage TDR Volume by Vintage

2008

2009

2010

2011

2012

2013

10%

15%

20%

25%

30%

35%

40%

45%

Months Since Modification

2008

2009

2010

2011

2012

58%

10%

12%

11%

6 months

6-12 months

12-18 months

18-24 months

24+ months

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$32,612

$33,344

$36,038

$36,757

$37,856

Avg Loans*

$32,734

$33,111

$34,301

$36,395

$37,630

90+ days delinquent

as % of loans

0.01%

NPAs*

$479

$406

$352

$332

$361

as % of loans

1.47%

1.22%

0.98%

0.90%

0.95%

Net charge-offs

$46

$29

$36

$25

$33

as % of loans

0.57%

0.36%

0.42%

0.28%

0.35%

C&I

Commercial & industrial

Loans by geography

Credit trends

Loans by industry

Comments

•

Commercial & industrial loans represented 43% of total loans

and 29% of net charge-offs

•

FL represented 6% of loans, 10% of 2Q13 losses

Excludes loans held-for-sale.

14%

13%

Other /

National

42%

Auto

Manufacturing

Accommodation

Construction

Finance &

Insurance

14%

Manufacturing

23%

Real Estate

Retail Trade

Auto Retailers

Wholesale

Trade

10%

Other

36%

Commercial mortgage

Loans by geography

Credit trends

Loans by industry

Comments

Commercial

mortgage

loans

represented

10%

total

loans

and

net

charge-offs

Owner

occupied

2Q13

NCO

ratio

0.3%,

non-owner

occupied

2Q13 NCO ratio of 0.7%

Loans

from

FL/MI

represented

37%

portfolio

loans,

49%

portfolio losses in 2Q13

* Excludes loans held-for-sale.

27%

24%

Wholesale

Trade

Auto Retailers

Retail Trade

Real Estate

38%

Manufacturing

Accommodation

Other

28%

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$9,662

$9,348

$9,103

$8,766

$8,443

Avg Loans*

$9,810

$9,567

$9,193

$8,965

$8,618

90+ days delinquent

$22

as % of loans

0.23%

0.24%

NPAs*

$555

$489

$434

$409

$355

as % of loans

5.66%

5.15%

4.69%

4.59%

4.15%

Net charge-offs

$25

$28

$17

$26

$10

as % of loans

1.04%

1.15%

0.70%

1.18%

0.50%

Commercial mortgage

Finance &

Insurance

Construction

Auto

Manufacturing

<1%

13%

Other /

National

11%

10%

Commercial construction

Loans by geography

Credit trends

Loans by industry

Comments

•

Commercial construction loans represented 1% of total loans

and increased 9% from 1Q13

•

Loans from FL/MI represented 22% of portfolio loans

Excludes loans held-for-sale.

12%

21%

14%

Other /

National

30%

10%

Accommodation

Construction

18%

Finance &

Insurance

Manufacturing

Real estate

58%

Retail Trade

Auto Retailers

Wholesale

Trade

Other

16%

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$822

$672

$698

$694

$754

Avg Loans*

$873

$742

$686

$695

$713

90+ days delinquent

as % of loans

0.14%

NPAs*

$141

$110

$88

$78

$69

as % of loans

16.57%

15.77%

12.37%

11.12%

8.88%

Net charge-offs

as % of loans

(0.12%)

2.29%

1.91%

1.44%

(0.04%)

Commercial construction

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

$253MM,

down

92%

from

peak

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

commercial loans

$63MM

NPAs

(60%

commercial

mortgage,

28%

commercial

construction, 12% C&I)

* Excludes loans held-for-sale.

Commercial

mortgage

43%

C&I

26%

Commercial

construction

31%

10%

44%

18%

Other /

National

<1%

10%

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$376

$318

$309

$285

90+ days delinquent

as % of loans

NPAs*

$114

$104

$88

$79

$63

as % of loans

26.52%

23.96%

24.19%

22.44%

22.00%

Net charge-offs

($1)

as % of loans

4.37%

2.85%

0.28%

1.57%

(0.84%)

Homebuilders/developers

Residential mortgage

1 liens: 100%; weighted average LTV: 72.6%

Weighted average origination FICO: 753

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

720-749 14%; 750+ 57%; Other^ 8%

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

Origination LTV distribution: <=70 39%; 70.1-80 37%; 80.1-90 7%;

90.1-95 4%; >95 13%

Vintage distribution: 2013: 14%; 2012 26%; 2011 17%; 2010 9%;

2009 4%; 2008 4%; 2007 5%; 2006 5%; 2005 8%; 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% of total loans

and 13% of net charge-offs

•

FL portfolio 13% of residential mortgage loans and 31% of

portfolio losses; MI portfolio 15% of residential mortgage

loans and 18% of portfolio losses

13%

15%

25%

13%

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$11,429

$11,708

$12,017

$12,091

$12,400

Avg Loans*

$11,274

$11,578

$11,846

$12,096

$12,260

90+ days delinquent

$80

$76

$75

$74

$71

as % of loans

0.70%

0.65%

0.62%

0.61%

0.57%

NPAs*

$322

$317

$290

$275

$255

as % of loans

2.82%

2.71%

2.41%

2.27%

2.06%

Net charge-offs

$36

$26

$23

$20

$15

as % of loans

1.28%

0.90%

0.77%

0.69%

0.48%

Residential mortgage

Other /

National

13%

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$1,458

$1,414

$1,366

$1,321

$1,275

90+ days delinquent

$17

$16

$14

$13

$11

as % of loans

1.15%

1.16%

1.05%

1.02%

0.89%

Net charge-offs

$14

$13

$12

$10

as % of loans

3.76%

3.62%

3.48%

3.08%

2.30%

Home equity - brokered

($ in millions)

2Q12

3Q12

4Q12

1Q13

2Q13

EOP Balance*

$8,919

$8,824

$8,652

$8,406

$8,256

90+ days delinquent

$50

$49

$44

$40

$37

as % of loans

0.56%

0.55%

0.50%

0.47%

0.44%

Net charge-offs

$25

$24

$22

$20

$16

as % of loans

1.14%

1.09%

1.01%

0.93%

0.76%

Home equity - direct

Home equity loans represented 11% of total loans and 21% of net

charge-offs

Approximately 13% of portfolio in broker product generated 32% total

loss

Approximately one third of Fifth Third 2 liens are behind Fifth Third

1 liens

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

for 43% of losses

Home equity

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

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: 3%; 2012 5%; 2011 3%; 2010 3%; 2009

4%; 2008 10%; 2007 10%; 2006 14%; 2005 13%; 2004 and prior 35%

% through broker channels: 13% WA FICO: 734 brokered, 754 direct;

WA CLTV: 88% brokered; 71% direct

Other

17%

13%

10%

25%

22%

Other

20%

32%

14%

Brokered loans by geography

Direct loans by geography

Credit trends

Portfolio details

Comments

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

11%

36%

24%

17%

<1%

14%

39%

32%

25%

22%

<1%

34%

Loans ($B)

% of

FITB

NPAs

($MM)

% of

FITB

NCOs

($MM)

% of

FITB

Commercial loans

2.4

11%

10%

Commercial mortgage

1.1

13%

26%

Commercial construction

0.1

10%

34%

Commercial lease

0.1

88%

Commercial

3.7

164

21%

Mortgage

1.7

13%

113

46%

31%

Home equity

0.7

19%

12%

Auto

0.6

Credit card

0.1

Other consumer

0.0

13%

Consumer

3.1

127

36%

14%

Total

6.8

291

25%

12%

Florida

Loans ($B)

% of

FITB

NPAs

($MM)

% of

FITB

NCOs

($MM)

% of

FITB

Commercial loans

3.2

Commercial mortgage

2.1

24%

26%

43%

Commercial construction

0.1

12%

Commercial lease

0.2

Commercial

5.5

11%

134

17%

Mortgage

1.9

15%

10%

18%

Home equity

1.9

20%

16%

20%

Auto

0.9

15%

Credit card

0.3

14%

18%

13%

Other consumer

0.1

20%

16%

Consumer

5.0

14%

12%

17%

Total

10.5

12%

176

15%

14%

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.

C&I,

Commercial

Construction,

and

Commercial

Lease

net

charge-offs

resulted

~$0.5MM

net

recoveries,

which

are

excluded

from

this

graph.

Note: Numbers may not sum due to rounding

30%

19%

18%

<1%

15%

<1%

16%

29%

17%

53%

Regulation G Non-GAAP reconciliation

Fifth Third Bancorp and Subsidiaries

Regulation G Non-GAAP Reconcilation

$ and shares in millions

(unaudited)

June

March

December

September

June

2013

2012

Income before income taxes (U.S. GAAP)

$859

$591

$540

$503

$565

Add:

Provision expense (U.S. GAAP)

Pre-provision net revenue (a)

923

653

616

568

636

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

594

413

390

354

376

Add:

Intangible amortization, net of tax

Tangible net income available to common shareholders

595

414

392

356

378

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

2,387

1,679

1,559

1,416

1,520

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

14,221

13,779

13,855

13,887

13,628

Less:

Average preferred stock

(717)

(398)

Average goodwill

(2,416)

(2,417)

Average intangible assets

(24)

(26)

(28)

(31)

(34)

Average tangible common equity (c)

11,064

10,939

11,012

11,041

10,779

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

14,251

13,882

13,716

13,718

13,773

Less:

Preferred stock

(991)

(398)

Goodwill

(2,416)

(2,417)

Intangible assets

(23)

(25)

(27)

(30)

(33)

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

10,821

11,043

10,875

10,873

10,925

Less: Accumulated other comprehensive income / loss

(149)

(333)

(375)

(468)

(454)

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

10,672

10,710

10,500

10,405

10,471

Total assets (U.S. GAAP)

123,360

121,382

121,894

117,483

117,543

Less:

Goodwill

(2,416)

(2,417)

Intangible assets

(23)

(25)

(27)

(30)

(33)

Tangible assets, including unrealized gains / losses (f)

120,921

118,941

119,451

115,036

115,093

Less: Accumulated other comprehensive income / loss, before tax

(229)

(512)

(577)

(720)

(698)

Tangible assets, excluding unrealized gains / losses (g)

120,692

118,429

118,874

114,316

114,395

Common shares outstanding (h)

851

875

882

897

919

Ratios:

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

21.6%

15.4%

14.1%

12.8%

14.1%

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

8.83%

9.03%

8.83%

9.10%

9.15%

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

8.95%

9.28%

9.10%

9.45%

9.49%

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

12.71

12.62

12.33

12.12

11.89

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)

June

March

December

September

June

2013

2012

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

$14,251

$13,882

$13,716

$13,718

$13,773

Goodwill and certain other intangibles

(2,496)

(2,504)

(2,499)

(2,504)

(2,512)

Unrealized gains

(149)

(333)

(375)

(468)

(454)

Qualifying trust preferred securities

810

2,248

Other

Tier I capital

12,438

11,878

11,685

11,594

13,093

Less:

Preferred stock

(991)

(398)

Qualifying trust preferred securities

(810)

(2,248)

Qualifying noncontrolling interest in consolidated subsidiaries

(38)

(48)

(51)

Tier I common equity (a)

10,599

10,632

10,429

10,335

10,396

Risk-weighted assets, determined in accordance with

prescribed regulatory requirements (b)

112,330

109,626

109,699

106,858

106,398

Ratio:

Tier I common equity (a) / (b)

9.44%

9.70%

9.51%

9.67%

9.77%

Basel III -

Estimated Tier 1 common equity ratio

June

2013

Tier 1 common equity (Basel I)

$10,599

Add:

Adjustment related to Capital components

$86

Estimated Tier 1 common equity under final Basel III rules without AOCI (opt out)(c)

$10,685

Add:

Adjustment related to AOCI

$149

Estimated Tier 1 common equity under final Basel III rules with AOCI (non opt out)(d)

$10,834

Estimated risk-weighted assets under final Basel III rules (e)

117,383

Estimated Tier 1 common

equity

ratio

under

final

Basel

III

rules

(opt

out)

(c)

/ (e)

9.10%

Estimated Tier 1

common

equity

ratio

under

final

Basel

III

rules

(non

opt

out)

(d) / (e)

9.23%

For the Three Months Ended

(c), (d) Under the final Basel III rules, non-advanced approach banks are permitted to make a one-time election to opt out of the requirement to include AOCI in Tier 1 common equity.

Other adjustments include mortgage servicing rights and deferred tax assets subject to threshold limitations and deferred tax liabilities related to intangible assets.

(e) 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 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; and (4) Derivatives are differentiated between exchange clearing and over-the-counter and the 50% risk-weight cap is removed.