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; (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 to common shareholders of $421MM ($0.47 per

diluted share), vs. $582MM ($0.65 per share) in

2Q13 and $354MM ($0.38 per share) in 3Q12

Credit trends remain favorable

Strong capital ratios*

3Q13 in review

Significant

items

3Q13

results

$ in MM, except per share data

Net income impact

After tax EPS

impact

Pre-tax

After tax

Gain on sale of Vantiv shares

$85

$55

Mortgage representation & warranty reserve reduction

$15

Valuation adjustment on Vantiv warrant

Severance expense

($5)

($3)

Large bank assessment fee

($5)

($3)

Expense to increase litigation reserves

($30)

($19)

Total

$66

$43

$0.05

—

Net

charge-offs

$109MM

(0.49%

loans

and

leases)

down

$3MM

bps)

vs.

2Q13;

lowest

net-charge-off

ratio

since

1Q07

—

Provision expense of $51MM, up $13MM vs. 2Q13

—

Loan loss allowance down $58MM sequentially; allowance to loan ratio of 1.92%

—

Total nonperforming assets of $1.0B including loans held-for-sale, down $140MM, or 12%, from 2Q13; NPA ratio of 1.16%

down 16 bps from 2Q13, nonperforming loans ratio of 0.88% down 16 bps from 2Q13

—

Tier

common

ratio

9.89%**,

bps

sequentially,

includes

bps

benefit

from

conversion

Series

preferred

stock; Basel III pro forma estimate of ~9.5%**

—

Tier 1 risk-based capital ratio 11.15%, Total risk-based capital ratio 14.36%, Leverage ratio 10.58%

—

Tangible common equity ratio** of 9.27% excluding unrealized gains/losses; 9.42% including them

—

Book value per share of $15.84; tangible book value per share** of $13.09 up 3% from 2Q13 and 8% from 3Q12

—

Previously announced $539MM common stock repurchase agreement settled on October 1, 2013 with an additional

4.3MM shares repurchased upon completion of the agreement

—

Return on average assets of 1.35%; return on average common equity of 12.1%; return on average tangible common

equity** of 14.7%

* 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.

•

Financial summary

•

PPNR^ of $655 million, included $91 million in Vantiv-related gains, $30 million in charges to increase litigation reserves, and

$15 million reduction in mortgage representation and warranty reserve

•

ROAA of 1.4% including Vantiv-related gains, 1.2% excluding them; ROATCE^ of 14.7% including Vantiv-related gains, 12.6%

excluding them

•

consecutive

quarter

sequential

average

portfolio

loan

growth;

EOP

portfolio

loan

balances

highest

company

history

Actual

($ in millions)

3Q12

2Q13

3Q13

Average Balances

Commercial loans*

$46,901

$50,513

$50,771

$258

$3,870

Consumer loans*

35,987

36,194

36,501

307

514

Total loans & leases*

$82,888

$86,707

$87,272

$565

$4,384

Core deposits

$81,722

$85,537

$86,921

$1,384

$5,199

Income Statement Data

Net interest income (taxable equivalent)

$907

$885

$898

$13

($9)

(1%)

Provision for loan and lease losses

(13)

(20%)

(14)

(22%)

Noninterest income

671

1,060

721

(339)

(32%)

Noninterest expense

1,006

1,035

959

(76)

(7%)

(47)

(5%)

Net income attributable to Bancorp

$363

$591

$421

($170)

(29%)

$58

16%

Net income available to common shareholders

$354

$582

$421

($161)

(28%)

$67

19%

Pre-provision net revenue (PPNR)^

$568

$905

$655

($250)

(28%)

$87

15%

Earnings per share, diluted

$0.38

0.65

0.47

($0.18)

(28%)

$0.09

24%

Net interest margin

3.56%

3.33%

3.31%

(2bps)

(1%)

(25bps)

(7%)

Return on average assets

1.23%

1.94%

1.35%

(59bps)

(30%)

12bps

10%

Return on average common equity

10.4%

17.3%

12.1%

(520bps)

(30%)

170bps

15%

Return on average tangible common equity^

12.8%

21.1%

14.7%

(640bps)

(31%)

190bps

14%

* 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 and not the rounded dollar amounts.

Seq.

YOY

Net interest income

NII and NIM (FTE)

•

Net interest income up $13MM from 2Q13 and down $9MM from 3Q12

–

Sequential increase due to higher balances and higher yields in investment securities, lower interest expense,

and

the

benefit

extra

day

the

quarter,

partially

offset

the

effects

loan

repricing,

lower

held-for-

sale loans, and the 2Q13 maturity of interest rate floors.

–

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 2 bps sequentially due to lower loan yields, the 2Q13 maturity of interest rate floors, and the impact

of one extra day in the quarter, partially offset by the effects of lower funding rates and higher securities yields.

* Represents purchase accounting adjustments included in net interest income.

($MM)

Yield Analysis

3Q12

2Q13

3Q13

Seq.

(bps)

YoY

(bps)

Commercial and industrial loans

4.08%

3.58%

3.49%

(9)

(59)

Commercial mortgage loans

3.76%

3.65%

3.60%

(5)

(16)

Commercial construction loans

2.83%

3.41%

3.71%

Commercial leases

3.62%

3.36%

3.22%

(14)

(40)

Residential mortgage loans

4.03%

3.91%

3.87%

(4)

(16)

Home equity

3.78%

3.76%

3.74%

(2)

(4)

Automobile loans

3.61%

3.16%

3.02%

(14)

(59)

Credit card

9.82%

9.97%

9.93%

(4)

Other consumer loans and leases

49.00%

39.49%

42.84%

335

(616)

Total loans and leases

4.21%

3.89%

3.83%

(6)

(38)

Taxable securities

3.41%

3.09%

3.20%

(21)

Tax exempt securities

3.29%

5.01%

5.08%

179

Other short-term investments

0.25%

0.24%

0.26%

Total interest-earning assets

4.03%

3.73%

3.68%

(5)

(35)

Total interest-bearing liabilities

0.67%

0.57%

0.54%

(3)

(13)

Net interest spread

3.36%

3.16%

3.14%

(2)

(22)

3.56%

3.49%

3.42%

3.33%

3.31%

$450

$550

$650

$750

$850

$950

2.0%

2.5%

3.0%

3.5%

4.0%

3Q12

4Q12

1Q13

2Q13

3Q13

Net Interest Income (right axis)

PAA*

NIM

$907

$903

$893

$885

$898

Balance sheet

•

C&I loans up 1% sequentially and 15% from 3Q12

–

Commercial line utilization 30%; potential source

of future growth

•

CRE loans down 3% sequentially and 12% from 3Q12

–

Commercial construction balances up $100MM+

year-to-date

•

Consumer loans up 1% sequentially and year-over-

year

•

Lower production reduced average warehoused

residential mortgage loans held-for-sale to $1.8B in

3Q13 versus $2.7B in 2Q13

•

Core deposit to loan ratio of 100%

–

DDAs up 3% sequentially and up 13% from 3Q12

–

Consumer average transaction deposits down 1%

sequentially and up 5% year-over-year

–

Commercial average transaction deposits up 6%

sequentially and up 10% 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

3Q12

4Q12

1Q13

2Q13

3Q13

Commercial Loans

Consumer Loans

3Q12

4Q12

1Q13

2Q13

3Q13

Demand

IBT/Savings/MMDA

Consumer CD/Core foreign

•

Short-term wholesale borrowings represent only 2%

of total funding

Noninterest income

•

3Q13 results included an $85MM gain on the sale of Vantiv shares, a $6MM positive valuation adjustment on the Vantiv

warrant,

and

$2MM

negative

valuation

the

Visa

total

return

swap.

•

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.

•

Credit costs recorded in noninterest income:

Noninterest income

Note: Numbers may not sum due to rounding

Actual

($ in millions)

3Q12

2Q13

3Q13

Gain / (loss) on sale of loans

($0)

Commercial loans HFS FV adjustment

(3)

(1)

Gain / (loss) on sale of OREO properties

(11)

(5)

Mortgage repurchase costs

(2)

(1)

Total credit-related revenue impact

($14)

($6)

($5)

Actual

Seq.

YOY

3Q12

2Q13

3Q13

($ in millions)

Service charges on deposits

$128

$136

$140

10%

Corporate banking revenue

101

106

102

(4)

(4%)

Mortgage banking net revenue

200

233

121

(112)

(48%)

(79)

(40%)

Investment advisory revenue

(1)

(2%)

Card and processing revenue

Other noninterest income

414

185

(229)

(55%)

107

Securities gains, net

56%

Securities gains, net -

(1)

non-qualifying hedges on MSRs

Total noninterest income

$671

$1,060

$721

($339)

(32%)

$50

(12%)

Noninterest expense

•

3Q13 results included $30MM in charges to increase litigation reserves, $5MM in severance expense, $5MM in large

bank assessment fees, and a $4MM seasonal pension settlement charge. Results also included a $15MM reduction in

the mortgage representation and warranty reserve.

•

2Q13 results included $51MM in charges to increase litigation reserves and $1MM in severance expense. Results also

included $9MM of charges to increase the mortgage representation

and warranty reserve.

•

Credit costs recorded in noninterest expense:

Note: Numbers may not sum due to rounding

Actual

Seq.

YOY

3Q12

2Q13

3Q13

($ in millions)

Salaries, wages and incentives

$399

$404

$389

($15)

(4%)

(10)

(2%)

Employee benefits

Net occupancy expense

(1)

(2%)

(1)

(1%)

Technology and communications

Equipment expense

Card and processing expense

(2%)

Other noninterest expense

345

361

298

(63)

(18%)

(47)

(14%)

Total noninterest expense

$1,006

$1,035

$959

($76)

(7%)

($47)

(5%)

Actual

($ in millions)

3Q12

2Q13

3Q13

Mortgage repurchase expense

$36

$20

($4)

Provision for unfunded commitments

(2)

Derivative valuation adjustments

(2)

OREO expense

Other problem asset related expenses

Total credit-related operating expenses

$59

$35

$16

($ in millions)

3Q12

4Q12

1Q13

2Q13

3Q13

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

$503

$540

$591

$841

$605

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

PPNR (a) + (b)

$568

$616

$653

$905

$655

Adjustments

remove

(benefit)

detriment^:

In noninterest income:

Gain from sales of Vantiv shares

(157)

(242)

(85)

Valuation of 2009 Visa total return swap

Vantiv warrant & puts

(34)

(76)

(6)

Sale of certain Fifth Third funds

(13)

(7)

BOLI settlement

(10)

Securities (gains) / losses

(2)

(17)

(2)

In noninterest expense:

Debt extinguishment (gains) / losses

134

Severance expense

Sale of certain Fifth Third funds

Large bank assessment fees

Gain on sale of affordable housing

(5)

(9)

(2)

(1)

Litigation reserve additions

Adjusted PPNR

$600

$640

$605

$632

$603

Credit-related items^^:

In noninterest income

In noninterest expense

Credit-adjusted PPNR**

$673

$721

$639

$673

$624

Pre-tax pre-provision earnings*

PPNR trend

•

PPNR of $655MM down 28% from 2Q13 levels and

up 15% from prior year

•

Adjusted PPNR of $603MM, down 5% sequentially

and up 1% from prior year

PPNR reconciliation

Efficiency ratio

64%

53%

59%

60%

61%

3Q12

2Q13

3Q13

Efficiency Ratio

Adjusted #

600

640

605

632

603

$100

$200

$300

$400

$500

$600

$700

$800

3Q12

4Q12

1Q13

2Q13

3Q13

Noninterest Expense Credit Items

Fee Income Credit Items

Adjusted

PPNR $568 $616 $653 $905 $655

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

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

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

^ Prior quarters include similar adjustments.

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

# 3Q13 also included a $15 million reduction in the mortgage representation and warranty reserve; 2Q13, and 3Q12 also included mortgage repurchase reserve builds of $9 million and $24

million, respectively related to additional guidance received from Freddie Mac. These impacts are reflected in “Credit-related items in noninterest expense” listed above.

Net charge-offs

Net charge-offs by loan type

Net charge-offs by geography

$112

Net charge-offs ($MM)

$109

$156

$MM

Commercial

$44

41%

Consumer

$65

59%

Total

$109

100%

$147

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

$MM

Florida

$18

17%

Michigan

11%

Subtotal

$30

28%

Other

72%

Total

$109

100%

Actual

Seq.

YOY

($ in millions)

3Q12

2Q13

3Q13

C&I

$29

$33

$44

$11

33%

$15

52%

Commercial mortgage

(8)

(80%)

(26)

(93%)

Commercial construction

(2)

(6)

(150%)

Commercial lease

(2) (100%)

(1)

(100%)

Commercial

$62

$45

$44

($1)

(2%)

($18)

(29%)

Residential mortgage loans

(3)

(14)

(54%)

Home equity

(4)

(17%)

(18)

(49%)

Automobile

20%

(1)

(14%)

Credit card

Other consumer

(80%)

50%

Consumer

$94

$67

$65

($2)

(3%)

($29)

(31%)

Total net charge-offs

$156

$112

$109

($3)

(2%)

($47)

(31%)

NCO ratio

0.75%

0.70%

0.63%

0.51%

0.49%

Note: Numbers may not sum due to rounding.

$133

$25

$50

$75

$100

$125

$150

$175

3Q12

4Q12

1Q13

2Q13

3Q13

Commercial

Consumer

C&I / Lease

40%

CRE

Residential

mortgage

11%

Home

equity

17%

Auto

Card

18%

Other

consumer

11%

21%

Other /

National

30%

TN 2%

NC 1%

17%

(20%)

Nonperforming assets

•

NPAs of $1.0B excluding held-for-sale down

30% year-over-year

•

Commercial NPAs of $680MM, down 33% from

the previous year

–

Homebuilder / developer NPAs of

$53MM; represent 8% of total

commercial NPAs

•

Consumer NPAs of $334MM, down 22% from

the previous year

•

NPAs in held-for-sale of $11MM

C&I / Lease

$322MM, 32%

CRE

$358MM, 35%

Residential Mortgage

$292MM, 29%

Other Consumer

$42MM, 4%

ILLINOIS

INDIANA

FLORIDA

TENNESSEE

KENTUCKY

OHIO

MICHIGAN

NORTH

CAROLINA

OTHER /

NATIONAL

NPAs exclude loans held-for-sale.

Nonperforming assets ($MM)

$1,210

$1,150

Nonperforming assets continue to improve

$1,014

$1,446

$1,286

1,017

883

828

794

680

$250

$500

$750

$1,000

$1,250

$1,500

$1,750

3Q12

4Q12

1Q13

2Q13

3Q13

Commercial

Consumer

11%

25%

14%

<1%

34%

24%

20%

28%

12%

18%

14%

36%

16%

29%

20%

429

403

382

356

334

NPA ratio

1.16%

1.32%

1.41%

1.49%

1.73%

NPL Rollforward

Significant improvement in NPL inflows over past year

Note: Numbers may not sum due to rounding

NPL HFI Rollforward

Commercial

3Q12

4Q12

1Q13

2Q13

3Q13

983

806

697

639

623

Transfers to nonperforming

120

151

Transfers to performing

(17)

(4)

(1)

(6)

(1)

Transfers to performing (restructured)

(20)

(5)

(4)

(7)

(2)

Transfers to held-for-sale

(7)

(1)

(2)

Loans sold from portfolio

(18)

(6)

(3)

(2)

(14)

Loan paydowns/payoffs

(159)

(89)

(53)

(80)

(101)

Transfers to other real estate owned

(35)

(22)

(27)

(28)

(14)

Charge-offs

(62)

(55)

(54)

(45)

(44)

Draws/other extensions of credit

806

697

639

623

521

Consumer

3Q12

4Q12

1Q13

2Q13

3Q13

359

347

332

314

286

Transfers to nonperforming

161

146

124

116

Transfers to performing

(29)

(28)

(26)

(31)

(30)

Transfers to performing (restructured)

(37)

(34)

(29)

(28)

(24)

Transfers to held-for-sale

Loans sold from portfolio

Loan paydowns/payoffs

(38)

(36)

(27)

(33)

(39)

Transfers to OREO/other repossessed property

(17)

(18)

(17)

(21)

(28)

Charge-offs

(53)

(47)

(46)

(30)

(13)

Draws/other extensions of credit

(1)

347

332

312

286

248

Total NPL

1,153

1,029

951

909

769

Total new nonaccrual loans -

HFI

281

214

204

267

166

Beginning NPL amount

Ending Commercial NPL

Beginning NPL amount

Ending Consumer NPL

Mortgage repurchase overview

3Q13 balances of outstanding claims decreased 7.5% from

2Q13

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

agencies

—

99% of outstanding balance of loans sold

—

92% of current quarter outstanding claims

Approximately 88% 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)

3Q12

4Q12

1Q13

2Q13

3Q13

Beginning balance

$75

$99

$131

$133

$139

Net reserve additions

(4)

Repurchase losses

(15)

(20)

(14)

(13)

Ending balance

$99

$131

$133

$139

$121

* Includes representation and warranty reserve ($103MM) and reserve for loans sold with recourse ($18MM)

Note: Numbers may not sum due to rounding

% Current 29% 19% 26% 27% 38%

Outstanding Balance of Sold Loans ($ in millions)

Fannie

Freddie

GNMA

Private

Total

2003 and Prior

$387

$1,704

$122

$132

$2,345

2004

162

623

906

2005

148

736

1,014

2006

198

580

158

965

2007

291

962

134

1,425

2008

357

707

281

1,346

2009

901

4,356

2,273

7,529

2010

2,167

4,921

2,189

9,278

2011

2,831

5,270

1,777

9,878

2012

5,144

9,815

4,261

19,269

2013

3,299

6,397

5,049

286

15,031

Grand Total

$15,886

$36,072

$16,073

$956

$68,987

1.4%

$73

$66

$47

$53

$49

$10

$20

$30

$40

$50

$60

$70

$80

$90

$100

3Q12

4Q12

1Q13

2Q13

3Q13

Agencies

Private

Total Claims

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

$440MM from sold portfolio

$18MM decrease in repurchase reserves resulting from

improvements in the underlying repurchase metrics

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

Current period regulatory capital data ratios are estimated.

Capital ratios remained strong during the quarter

Tangible common equity ratio^*

Tier I risk-based capital ratio

Total risk-based capital ratio

Tier 1 common equity*

Including securities gains/losses

9.1%

8.8%

9.0%

8.8%

9.3%

9.5%

9.1%

9.3%

8.9%

9.4%

10%

3Q12

4Q12

1Q13

2Q13

3Q13

10.9%

10.7%

10.8%

11.1%

11.2%

10%

12%

14%

3Q12

4Q12

1Q13

2Q13

3Q13

14.8%

14.4%

14.3%

14.4%

10%

12%

14%

16%

3Q12

4Q12

1Q13

2Q13

3Q13

9.7%

9.5%

9.7%

9.4%

9.9%

10%

3Q12

4Q12

1Q13

2Q13

3Q13

Basel III

Est.

9.1%**

Basel III

Est.

9.5%**

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

Category

Fifth Third: Outlook

2013 Outlook

$82.7B

$78.1B

2012-Adjusted

Outlook as of October 17, 2013;

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

Mid single digit growth

Down ~$225MM-250MM (<0.55%

)

Lower vs. 4Q12

Down ~25% vs. 4Q12

$3.6B

3.55% (3.31% 3Q13)

$2.7B

$3.9B

$2.4B

~1.25%

~28.5%

9.51%

$704MM (0.85%

)

$1.9B (2.16%)

$1.3B (1.49%)

Consistent with 4Q12

~3.33% +/-

Consistent with FY2012

~1.25% +/-

~29%

Consistent with FY2012

Tier

common

equity**

^^^

# 2012 results exclude a net $305 million benefit from gains on Vantiv share issuance, Vantiv warrants, and Vantiv debt refinancing costs as well as $169 million in FHLB and TruPS

debt extinguishment costs. 2013 outlook does not include Vantiv share sale and warrant gains totaling $443 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 28-29.

^ 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 generally stable common equity levels managed through asset growth and share repurchases.

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

Mortgage banking results

–

MSR valuation adjustments of positive

$23 million partially offset by lower gains

on sale

–

Gains down 50% due to lower gain on

sale margins and lower origination

volumes

–

Gain on sale margins declined

significantly due to rising mortgage

rates; pressure moderated in second half

of the quarter

–

Impact of higher mortgage rates

–

Competitive pressure on industry

margins

–

Lower HARP volumes

Mortgage originations and gain-on-sale margin*

Mortgage Banking Net Revenue ($MM)

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

Note: numbers may not sum due to rounding

$233

$200

$258

$220

$121

•

3Q13 mortgage components

•

Expect lower mortgage gain on sale

revenue on lower volume due to:

0.0%

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

3.5%

4.0%

4.5%

5.0%

3Q12

4Q12

1Q13

2Q13

3Q13

Originations for sale

Originations HFI

Margin*

($B)

•

Potential for better mortgage servicing

results as rates increase

226

239

169

150

(48)

(52)

(53)

(51)

(39)

(40)

3Q12

4Q12

1Q13

2Q13

3Q13

Orig fees and gains on loan sales

Gross servicing fees

Servicing rights amortization

MSR valuation adjustments

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)

183

107

193

107

Other

Eurozone

(c)

1,847

1,107

1,892

1,132

Total Eurozone

2,030

1,214

2,085

1,239

Other Europe

(d)

118

879

522

997

536

Total Europe

173

2,909

1,736

3,082

1,775

European Exposure

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

(b) Peripheral

Europe

includes

Greece,

Ireland,

Italy,

Portugal

and

Spain

includes

countries

participating

the

European

common

currency

(Euro)

(d) 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

•

~$1.2B in funded exposure to Eurozone-related companies (~1% of total loan portfolio)

Available and contingent borrowing capacity (3Q13):

–

FHLB ~$9B available, ~$11B total

–

Federal Reserve ~$28B

Holding Company cash at 9/30/13: $1.9B

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

Holding company unsecured debt maturities ($MM)

Bank

unsecured

debt

maturities

($MM

–

excl.

Brokered

CDs)

Heavily core funded

Strong liquidity profile

S-T

wholesale

$1,458

$62

$500

$700

$600

2013

2014

2015

2016

2017

2018

2019 on

Demand

24%

Interest

checking

19%

Savings/

MMDA

22%

Consumer

time

Foreign

Office

Non-Core

Deposits

S-T

borrowings

Other

liabilities

Equity

12%

L-T debt

$1,250

$500

$2,312

2013

2014

2015

2016

2017

2018

2019 on

Fifth Third Bancorp

Fifth Third Capital Trust (Bancorp)

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 $138MM 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

Source: Fifth Third and OCC/OTS data through 1Q13

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

$1.4B current consumer TDRs (%)

$1.2

billion

10%

12%

59%

< 6 months

6-12 months

12-18 months

18-24 months

24+ months

TDR performance has improved in newer vintages

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

22%

36%

17%

12%

10%

2008

2009

2010

2011

2012

2013

10%

15%

20%

25%

30%

35%

Months Since Modification

2008

2009

2010

2011

2012

Mortgage TDR Volume by Vintage

Commercial & industrial

Loans by geography

Credit trends

Loans by industry

Comments

•

Commercial & industrial loans represented 44% of total loans

and 40% of net charge-offs

•

FL represented 6% of loans, 25% of 3Q13 losses

* Excludes loans held-for-sale.

($ in millions)

3Q12

4Q12

1Q13

2Q13

3Q13

EOP Balance*

$33,344

$36,038

$36,757

$37,856

$38,253

Avg Loans*

$33,111

$34,301

$36,395

$37,630

$38,133

90+ days delinquent

as % of loans

0.01%

NPAs*

$406

$352

$332

$361

$321

as % of loans

1.22%

0.98%

0.90%

0.95%

0.84%

Net charge-offs

$29

$36

$25

$33

$44

as % of loans

0.36%

0.42%

0.28%

0.35%

0.46%

C&I

14%

13%

Other /

National

42%

Accommodation

Auto

Manufacturing

Construction

Finance &

Insurance

14%

Manufacturing

22%

Real Estate

Retail Trade

Auto Retailers

Wholesale

Trade

10%

Other

38%

($ in millions)

3Q12

4Q12

1Q13

2Q13

3Q13

EOP Balance*

$9,348

$9,103

$8,766

$8,443

$8,052

Avg Loans*

$9,567

$9,193

$8,965

$8,618

$8,273

90+ days delinquent

$22

as % of loans

0.24%

NPAs*

$489

$434

$409

$355

$296

as % of loans

5.15%

4.69%

4.59%

4.15%

3.62%

Net charge-offs

$28

$17

$26

$10

as % of loans

1.15%

0.70%

1.18%

0.50%

0.14%

Commercial mortgage

Loans by geography

Credit trends

Loans by industry

Comments

•

Commercial mortgage loans represented 9% of total loans

and 2% of net charge-offs

•

Owner occupied 3Q13 NCO ratio of 0.3%, non-owner

occupied 3Q13 NCO ratio of (0.1%)

•

Loans from FL/MI represented 38% of portfolio loans, 53% of

portfolio losses in 3Q13

* Excludes loans held-for-sale.

24%

27%

10%

Other /

National

14%

Accommodation

Auto

Manufacturing

< 1%

Construction

Finance &

Insurance

Manufacturing

Real Estate

37%

Retail Trade

Auto Retailers

Wholesale

Trade

Other

28%

($ in millions)

3Q12

4Q12

1Q13

2Q13

3Q13

EOP Balance*

$11,708

$12,017

$12,091

$12,400

$12,534

Avg Loans*

$11,578

$11,846

$12,096

$12,260

$12,486

90+ days delinquent

$76

$75

$74

$71

$73

as % of loans

0.65%

0.62%

0.61%

0.57%

0.58%

NPAs*

$317

$290

$275

$255

$229

as % of loans

2.71%

2.41%

2.27%

2.06%

1.83%

Net charge-offs

$26

$23

$20

$15

$12

as % of loans

0.90%

0.77%

0.69%

0.48%

0.39%

Residential mortgage

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

Weighted average origination FICO: 753

Origination FICO distribution: <660 6%; 660-689 5%; 690-719 9%;

720-749 14%; 750+ 57%; Other^ 9%

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

Origination LTV distribution: <=70 39%; 70.1-80 36%; 80.1-90 7%;

90.1-95 4%; >95 14%

Vintage distribution: 2013: 19%; 2012 24%; 2011 16%; 2010 8%;

2009 4%; 2008 4%; 2007 5%; 2006 5%; 2005 7%; 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 11% of net charge-offs

•

FL portfolio 13% of residential mortgage loans and 23% of

portfolio losses; MI portfolio 15% of residential mortgage

loans and 15% of portfolio losses

Home equity loans represented 11% of total loans and 17% of net

charge-offs

Approximately 13% of portfolio in broker product generated 31% total

loss

Approximately

one

third

Fifth

Third

liens

are

behind

Fifth

Third

1 liens

2005/2006 vintages represent approximately 25% of portfolio; account

for 45% 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 12%;

720-749 17%; 750+ 53%; 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: 5%; 2012 5%; 2011 3%; 2010 3%; 2009

4%; 2008 10%; 2007 10%; 2006 13%; 2005 12%; 2004 and prior 35%

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

3Q12

4Q12

1Q13

2Q13

3Q13

EOP Balance*

$1,414

$1,366

$1,321

$1,275

$1,231

90+ days delinquent

$16

$14

$13

$11

as % of loans

1.16%

1.05%

1.02%

0.89%

0.88%

Net charge-offs

$13

$12

$10

as % of loans

3.62%

3.48%

3.08%

2.30%

1.91%

Home equity -

brokered

($ in millions)

3Q12

4Q12

1Q13

2Q13

3Q13

EOP Balance*

$8,824

$8,652

$8,406

$8,256

$8,125

90+ days delinquent

$49

$44

$40

$37

$35

as % of loans

0.55%

0.50%

0.47%

0.44%

0.43%

Net charge-offs

$24

$22

$20

$16

$13

as % of loans

1.09%

1.01%

0.93%

0.76%

0.64%

Home equity -

direct

Regulation G Non-GAAP reconciliation

Fifth Third Bancorp and Subsidiaries

Regulation G Non-GAAP Reconcilation

$ and shares in millions

(unaudited)

September

June

March

December

September

2013

2012

Income before income taxes (U.S. GAAP)

$604

$841

$591

$540

$503

Add:

Provision expense (U.S. GAAP)

Pre-provision net revenue (a)

655

905

653

616

568

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

421

582

413

390

354

Add:

Intangible amortization, net of tax

Tangible net income available to common shareholders

422

583

414

392

356

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

1,674

2,338

1,679

1,559

1,416

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

14,440

14,221

13,779

13,855

13,887

Less:

Average preferred stock

(593)

(717)

(398)

Average goodwill

(2,416)

(2,417)

Average intangible assets

(22)

(24)

(26)

(28)

(31)

Average tangible common equity (c)

11,409

11,064

10,939

11,012

11,041

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

14,641

14,239

13,882

13,716

13,718

Less:

Preferred stock

(593)

(991)

(398)

Goodwill

(2,416)

(2,417)

Intangible assets

(21)

(23)

(25)

(27)

(30)

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

11,611

10,809

11,043

10,875

10,873

Less: Accumulated other comprehensive income / loss

(218)

(149)

(333)

(375)

(468)

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

11,393

10,660

10,710

10,500

10,405

Total assets (U.S. GAAP)

125,673

123,360

121,382

121,894

117,483

Less:

Goodwill

(2,416)

(2,417)

Intangible assets

(21)

(23)

(25)

(27)

(30)

Tangible assets, including unrealized gains / losses (f)

123,236

120,921

118,941

119,451

115,036

Less: Accumulated other comprehensive income / loss, before tax

(335)

(229)

(512)

(577)

(720)

Tangible assets, excluding unrealized gains / losses (g)

122,901

120,692

118,429

118,874

114,316

Common shares outstanding (h)

887

851

875

882

897

Ratios:

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

14.7%

21.1%

15.4%

14.1%

12.8%

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

9.27%

8.83%

9.03%

8.83%

9.10%

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

9.42%

8.94%

9.28%

9.10%

9.45%

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

13.09

12.69

12.62

12.33

12.12

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)

September

June

March

December

September

2013

2012

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

$14,641

$14,239

$13,882

$13,716

$13,718

Goodwill and certain other intangibles

(2,492)

(2,496)

(2,504)

(2,499)

(2,504)

Unrealized gains

(218)

(149)

(333)

(375)

(468)

Qualifying trust preferred securities

810

Other

Tier I capital

12,762

12,426

11,878

11,685

11,594

Less:

Preferred stock

(593)

(991)

(398)

Qualifying trust preferred securities

(810)

Qualifying noncontrolling interest in consolidated subsidiaries

(39)

(38)

(48)

(51)

Tier I common equity (a)

11,320

10,587

10,632

10,429

10,335

Risk-weighted assets, determined in accordance with

prescribed regulatory requirements (b)

114,472

112,285

109,626

109,699

106,858

Ratio:

Tier I common equity (a) / (b)

9.89%

9.43%

9.70%

9.51%

9.67%

Basel III - Estimated Tier 1 common equity ratio

September

June

2013

Tier 1 common equity (Basel I)

$11,320

$10,587

Add:

Adjustment related to Capital components

$88

$86

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

$11,408

$10,673

Add:

Adjustment related to AOCI

$218

$149

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

$11,626

$10,822

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

120,322

117,366

Estimated Tier 1 common equity ratio under final Basel III rules (opt out) (c) / (e)

9.48%

9.09%

Estimated Tier 1 common equity ratio under final Basel III rules (non opt out) (d) / (e)

9.66%

9.22%

(c), (d)

(e)

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.

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

securitizations, 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.

For the Three Months Ended