Fifth Third Bancorp (FITB) 10-Q 4 May 18 2018 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2018	Apr. 30, 2018
Document Entity Information
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q1
Trading Symbol	FITB
Entity Registrant Name	FIFTH THIRD BANCORP
Entity Central Index Key	35,527
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		685,495,676
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Well-known Seasoned Issuer	Yes

CONDENSED CONSOLIDATED BALANCE

CONDENSED CONSOLIDATED BALANCE SHEETS Unaudited - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017
Assets
Cash and due from banks		$ 2,038		$ 2,514
Other short-term investments	[1]	1,747		2,753
Available-for-sale debt and other securities	[2]	31,819		31,751
Held-to-matury securities	[3]	23		24
Trading debt securities		571		492
Equity securities		418		439
Loans and leases held for sale	[4]	717		492
Portfolio loans and leases	[1],[5]	91,970		91,970
ALLL	[1]	(1,138)	[6]	(1,196)	[7]
Portfolio loans and leases, net		90,832		90,774
Bank premises and equipment	[8]	1,966		2,003
Operating lease equipment		625		646
Goodwill		2,462		2,445
Intangible assets		30		27
Servicing rights		926		858
Other assets	[1]	7,326		6,975
Total Assets		141,500		142,193
Deposits
Noninterest-bearing deposits		34,066		35,276
Interest-bearing deposits		71,395		67,886
Total deposits		105,461		103,162
Federal funds purchased		178		174
Other short-term borrowings		1,335		4,012
Accrued taxes, interest and expenses		1,104		1,412
Other liabilities	[1]	2,418		2,144
Long-term debt	[1]	14,800		14,904
Total liabilities		125,296		125,808
Equity
Common stock	[9]	2,051		2,051
Preferred stock	[10]	1,331		1,331
Capital surplus		2,828		2,790
Retained earnings		15,707		15,122
Accumulated other comprehensive income		(389)		73
Treasury stock	[9]	(5,344)		(5,002)
Total Bancorp Shareholders' Equity		16,184		16,365
Noncontrolling interests		20		20
Total Equity		16,204		16,385
Total Liabilities and Equity		$ 141,500		$ 142,193
[1]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[2]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.
[3]	Fair value of $ 23 and $ 24 at March 31, 2018 and December 31, 2017 , respectively.
[4]	Includes $ 650 and $ 399 of residential mortgage loans held for sale measured at fair value and $ 16 and $ 0 of commercial loans held for sale measured at fair value at March 31, 2018 and December 31, 2017 , respectively.
[5]	Includes $ 136 and $ 137 of residential mortgage loans measur ed at fair value at March 31, 2018 and December 31, 2017 , respectively.
[6]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[7]	Includes $ 1 related to leveraged leases at December 31, 2017 .
[8]	Includes $ 20 and $ 27 of bank premises and equipment held for sale at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 7 .
[9]	Common shares: Stated value $2.22 per share; authorized 2,000,000,000 ; outstanding at March 31, 2018 – 684,941,986 (excludes 238,950,595 treasury shares), Decemb er 31, 2017 – 693,804,893 (excludes 230,087,688 treasury shares).
[10]	446,000 shares of undesignated no par value preferred stock are authorized and unissued at March 31, 2018 and December 31, 2017 ; fixed-to-floating rate non-cumulative Series H perpetual preferred stock with a $25,000 liquidat ion preference: 24,000 authorized shares, issued and outstanding at March 31, 2018 and December 31, 2017 ; fixed-to-floating rate non-cumulative Series I perpetual preferred stock with a $25,000 liquidation preference; 18,000 authorized shares, issued and outstanding at March 31, 2018 and December 31, 2017 ; and fixed-to-floating rate non-cumulative Series J perpetual preferred stock with a $25,000 liquidation preference: 12,000 authorized shares, issued and outstanding at March 31, 2018 and December 31, 2017 .

CONDENSED CONSOLIDATED BALANCE3

CONDENSED CONSOLIDATED BALANCE SHEETS Unaudited (Parenthetical) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017
Other short-term investments	[1]	$ 1,747		$ 2,753
Portfolio loans and leases	[1],[2]	91,970		91,970
ALLL	[1]	(1,138)	[3]	(1,196)	[4]
Other assets	[1]	7,326		6,975
Other liabilities	[1]	2,418		2,144
Long-term debt	[1]	14,800		14,904
Available-for-sale debt securities, amortized cost		32,230		31,577
Held-to-maturity securities, fair value		23		24
Commercial loans held for sale measured at FV		650		399
Bank premises and equipment held for sale		$ 20		$ 27
Common stock, stated value		$ 2.22		$ 2.22
Common stock, authorized		2,000,000,000		2,000,000,000
Common stock, outstanding		684,941,986		693,804,893
Common stock, treasury shares		238,950,595		230,087,688
Residential Mortgage
Loans measured at FV		$ 136		$ 137
Commercial
Portfolio loans and leases		56,829		56,395
ALLL		(713)	[3]	(753)	[4]
Commercial loans held for sale measured at FV		16		0
Variable Interest Entities
Other short-term investments		66		62
Portfolio loans and leases		1,135		1,297
ALLL		(6)		(6)
Other assets		6		7
Other liabilities		2		2
Long-term debt		$ 1,031		$ 1,190
Preferred Stock
Preferred stock, authorized		446,000		446,000
Preferred stock Series H
Preferred stock, authorized		24,000		24,000
Preferred stock, liquidation preference		$ 25,000		$ 25,000
Preferred stock, issued		24,000		24,000
Preferred stock, outstanding		24,000		24,000
Preferred stock Series I
Preferred stock, authorized		18,000		18,000
Preferred stock, liquidation preference		$ 25,000		$ 25,000
Preferred stock, issued		18,000		18,000
Preferred stock, outstanding		18,000		18,000
Preferred stock Series J
Preferred stock, authorized		12,000		12,000
Preferred stock, liquidation preference		$ 25,000		$ 25,000
Preferred stock, issued		12,000		12,000
Preferred stock, outstanding		12,000		12,000
[1]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[2]	Includes $ 136 and $ 137 of residential mortgage loans measur ed at fair value at March 31, 2018 and December 31, 2017 , respectively.
[3]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[4]	Includes $ 1 related to leveraged leases at December 31, 2017 .

CONDENSED CONSOLIDATED STATEMEN

CONDENSED CONSOLIDATED STATEMENTS OF INCOME Unaudited - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest Income
Interest and fees on loans and leases	$ 938	$ 839
Interest on securities	263	245
Interest on other short-term investments	5	2
Total interest income	1,206	1,086
Interest Expense
Interest on deposits	95	59
Interest on federal funds purchased	2	1
Interest on other short-term borrowings	8	3
Interest on long-term debt	105	90
Total interest expense	210	153
Net Interest Income	996	933
Provision for loan and lease losses	23	74
Net Interest Income After Provision for Loan and Lease Losses	973	859
Noninterest Income
Service charges on deposits	137	138
Wealth and asset management revenue	113	108
Corporate banking revenue	88	74
Card and processing revenue	79	74
Mortgage banking net revenue	56	52
Other noninterest income	460	77
Securities gains (losses), net	(11)	0
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights	(13)	0
Total noninterest income	909	523
Noninterest Expense
Salaries, wages and incentives	447	411
Employee benefits	110	111
Net occupancy expense	75	78
Technology and communications	68	58
Equipment expense	31	28
Card and processing expense	29	30
Other noninterest expense	286	270
Total noninterest expense	1,046	986
Income (Loss) Before Income Taxes	836	396
Applicable income tax expense	132	91
Net Income (loss)	704	305
Less: Net income attributable to noncontrolling interests	0	0
Net income attributable to Bancorp	704	305
Dividends on preferred stock	15	15
Net income (loss) available to common shareholders	$ 689	$ 290
Earnings per share - basic	$ 0.99	$ 0.38
Earnings per share - diluted	$ 0.97	$ 0.38
Average common shares outstanding- basic	689,820,295	747,667,521
Average common shares oustanding - diluted	704,100,936	760,809,239
Common stock dividends declared per share	$ 0.16	$ 0.14

CONDENSED CONSOLIDATED STATEME5

CONDENSED CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME Unaudited - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Statement Of Income And Comprehensive Income
Net income (loss)	$ 704	$ 305
Other Comprehensive Income (Loss), Net of Tax
Unrealized holding gains (losses) on available-for-sale securities arising during period	(460)	15
Reclassification adjustment for net (gains) losses included in net income	7	1
Unrealized holding gains (losses) on cash flow hedge derivatives arising during period	(7)	(3)
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	(1)	(5)
Reclassification of amounts to net periodic benefit costs	1	1
Other comprehensive income (loss), Net of Tax	(460)	9
Comprehensive income	244	314
Comprehensive income attributable to noncontrolling interests	0	0
Comprehensive income attributable to Bancorp	$ 244	$ 314

CONDENSED CONSOLIDATED STATEME6

CONDENSED CONSOLIDATED STATEMENTS OF CHANGES IN EQUITY Unaudited - USD ($) $ in Millions		Total	Common Stock	Preferred Stock	Capital Surplus	Retained Earnings		Accumulated Other Comprehensive Income(Loss)		Treasury Stock	Total Bancorp Shareholders' Equity		Non- Controlling Interest
Beginning Balance at Dec. 31, 2016		$ 16,232	$ 2,051	$ 1,331	$ 2,756	$ 13,441		$ 59		$ (3,433)	$ 16,205		$ 27
Net income (loss)		305				305					305
Other comprehensive income (loss), Net of Tax		9						9			9
Cash dividends declared:
Common stock at $0.16 in 2018 and $0.14 in 2017 per share		106				106					(106)
Preferred stock	[1]	(15)				(15)					(15)
Shares acquired for treasury		0			23					(23)	0
Impact of stock transactions under stock compensation plans, net		32			24					8	32
Other		0
Ending Balance at Mar. 31, 2017		16,457	2,051	1,331	2,803	13,625		68		(3,448)	16,430		27
Beginning Balance at Dec. 31, 2017		16,385	2,051	1,331	2,790	15,122		73		(5,002)	16,365		20
Net income (loss)		704
Other comprehensive income (loss), Net of Tax		(460)
Ending Balance at Mar. 31, 2018		16,204	2,051	1,331	2,828	15,707		(389)		(5,344)	16,184		20
Impact of cumulative effect of change in accounting principles		4				6	[2]	(2)	[2]		4	[2]
Beginning Balance at Jan. 01, 2018		16,389	2,051	1,331	2,790	15,128		71		(5,002)	16,369		20
Net income (loss)		704				704					704
Other comprehensive income (loss), Net of Tax		(460)						(460)			(460)
Cash dividends declared:
Common stock at $0.16 in 2018 and $0.14 in 2017 per share		110				110					110
Preferred stock	[1]	(15)				(15)					(15)
Shares acquired for treasury		(318)			(41)					(359)	(318)
Impact of stock transactions under stock compensation plans, net		14			(3)					17	14
Ending Balance at Mar. 31, 2018		$ 16,204	$ 2,051	$ 1,331	$ 2,828	$ 15,707		$ (389)		$ (5,344)	$ 16,184		$ 20
[1]	For both the three months ended March 31, 2018 and 2017 , dividends were $ 414.06 per preferred share for Perpetual Preferred Stock, Series I and $ 612.5 0 per preferred share for Perpetual Preferred Stock, Series J.
[2]	Related to the adopt ion as of January 1, 2018 of ASU 2016-01, ASU 2017-12 and ASU 2018-02 . Refer to Note 3 for additional information.

CONDENSED CONSOLIDATED STATEME7

CONDENSED CONSOLIDATED STATEMENTS OF CHANGES IN EQUITY Unaudited (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Common stock, per share	$ 0.16	$ 0.14
Preferred stock Series I
Preferred stock, per share	414.06	414.06
Preferred stock Series J
Preferred stock, per share	$ 612.5	$ 612.5

CONDENSED CONSOLIDATED STATEME8

CONDENSED CONSOLIDATED STATEMENTS OF CASH FLOWS Unaudited - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Operating Activities
Net income		$ 704	$ 305
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for (benefit from) loan and lease losses		23	74
Depreciation, amortization and accretion		93	89
Stock-based compensation expense		45	45
Provision for (benefit from) deferred income taxes		24	(11)
Securities gains (losses), net		12	(1)
Securities gains (losses), net - non-qualifying hedges on mortgage servicing rights		13	0
MSR Fair Value Adjustment	[1]	(28)	23
Net gains on sales of loans and fair value adjustments on loans held for sale		(16)	(34)
Net losses (gains) on disposition and impairment of bank premises and equipment		(8)	(1)
Net losses on disposition and impairment of operating lease equipment		(2)	(20)
Gain on Vantiv and Worldpay transaction		(414)	0
Proceeds from sales of loans held for sale		1,055	1,627
Loans originated for sale, net of repayments		(1,293)	(1,483)
Dividends representing return on equity method investments		3	9
Net change in:
Trading securities		(74)	(277)
Other assets		244	109
Accrued taxes, interest and expenses		(195)	(142)
Other liabilities		59	176
Net Cash Provided by (Used in) Operating Activities		265	530
Proceeds from sales:
Available-for-sale securities		7,345	2,191
Loans		57	21
Bank premises and equipment		18	6
Proceeds from repayments / maturities:
Available-for-sale securities		543	604
Purchases:
Available-for-sale securities		(8,605)	(2,975)
Bank premises and equipment		(48)	(52)
MSRs		(24)	(29)
Proceeds from sale and dividends representing return of equity method investments		11	69
Proceeds from settlement of BOLI		3	6
Net cash paid on acquisitions		(20)	0
Net change in:
Other short-term investments		1,006	1,110
Loans and leases		(122)	368
Operating lease equipment		(1)	(6)
Net Cash Provided by (Used in) Investing Activities		163	1,313
Net change in:
Deposits		2,299	335
Federal funds purchased		4	23
Other short-term borrowings		(2,677)	(1,520)
Dividends paid on common stock		(112)	(106)
Dividends paid on preferred stock		(23)	(38)
Proceeds from issuance of long-term debt		645	0
Repayment of long-term debt		(686)	(714)
Repurchase of treasury stock and related forward contract		318	0
Other		(36)	(10)
Net Cash Provided by (Used in) Financing Activities		(904)	(2,030)
Increase (Decrease) in Cash and Due from Banks		(476)	(187)
Cash and Due from Banks at Beginning of Period		2,514	2,392	[2]
Cash and Due from Banks at End of Period		$ 2,038	$ 2,205
[1]	(a) Included in mortgage banking net revenue in the Condensed Consolidated Statements of Income.
[2]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .

Basis of Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2018
Basis of Presentation
Basis of Presentation	1 . Basis of Presentation The Condensed Consolidated Financial Statements include the accounts of the Bancorp and its majority-owned subsidiaries and VIEs in which the Bancorp has been determined to be the primary beneficiary. Other entities, including certain joint ventures, in which the Bancorp has the ability to exercise significant influence over operating and financial policies of the investee, but upon which the Bancorp does not possess control, are accounted for by the equity method and not consolidated. Those entities in which the Bancorp does not have the ability to exercise significant influence are generally accounted for utilizing the measurement alternative to fair value which permits carrying the investment at its cost basis, as adjusted for impairments and observable price changes . Intercompany transactions and balances have been eliminated. In the opinion of mana gement, the unaudited Condensed Consolidated Financial Statements include all adjustments, which consist of normal recurring accruals, necessary to present fairly the results for the periods presented. In accordance with U.S. GAAP and the rules and regulat ions of the SEC for interim financial information, these statements do not include certain information and footnote disclosures required for complete annual financial statements and it is suggested that these Condensed Consolidated Financial Statements be read in conjunction with the Bancorp’s Annual Report on Form 10-K. The results of operations, comprehensive income , cash flows and changes in equity for the three months ended March 31, 2018 and 2017 are not necessarily indicative of the results to b e expected for the full year. Financial information as of December 31, 2017 has been derived from the Bancorp’s Annual Report on Form 10-K . The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. Actual results could differ from those estimates.

Supplemental Cash Flow Informat

Supplemental Cash Flow Information	3 Months Ended
	Mar. 31, 2018
Supplemental Cash Flow
Supplemental Cash Flow Information	2 . Supplemental Cash Flow Information Cash payments related to interest and income taxes in addition to non-cash investing and financing activities are presented in the following table for the three months ended March 31: ($ in millions) 2018 2017 Cash Payments: Interest $ 200 208 Income taxes 19 18 Transfers: Portfolio loans to loans held for sale 64 5 Loans held for sale to portfolio loans 34 3 Portfolio loans to OREO 12 12

Accounting and Reporting Develo

Accounting and Reporting Developments	3 Months Ended
	Mar. 31, 2018
Accounting and Reporting Developments
Accounting and Reporting Developments	3 . Accounting and Reporting Developments Standards Adopted in 2018 The Bancorp adopted the following new accounting standards effective January 1, 2018: ASU 2014-09 – Revenue from Contracts with Customers (Topic 606) In May 2014, the FASB issued ASU 2014-09 which outlines a single comprehensive model for entities to use in accounting for revenue arising from contracts with customers and supersedes most contract revenue recognition guidance, including industry-specific guidance. The core principle of the amended guidance is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or service s. Subsequent to the issuance of ASU 2014-09, the FASB has issued additional guidance to clarify certain implementation issues, including ASUs 2016-08 (Principal versus Agent Considerations), 2016-10 (Identifying Performance Obligations and Licensing), 201 6-12 (Narrow-Scope Improvements and Practical Expedients), and 2016-20 (Technical Corrections and Improvements) in March, April, May and December 2016, respectively. These amendments do not change the core principles in ASU 2014-09 and follow the same effective date a nd transition requirements . The Bancorp adopted the amended guidance on January 1, 2018, using a modified retrospective approach. Because the amended guidance does not apply to revenue associated with financial instruments, including loans and securities that are accounted for under other U.S. GAAP, the adoption of this amended guidance did not have a material impact on the Bancorp’s Condensed Consolidated Financial Statements. However, the Bancorp is subject to expanded disclosure requirements and has updated its revenue recognition policies and procedures. While the Bancorp has concluded the following changes are not material to its Condensed Consolidated Financial Statements, upon adoption the Bancorp changed its presentation of certain underwriting expenses incurred by its broker-dealer subsidiary from net to gross presentation and also changed its presentation of certain credit card rewards program expenses from gross to net presentation. Neither change impac ts income before income taxes or net income. In conjunction with adoption of ASU 2014-09, the Bancorp is providing the following additional disclosures about its significant accounting and reporting policies related to revenue recognition. Revenue Recognition The Bancorp generally measures revenue based on the amount of consideration the Bancorp expects to be entitled for the transfer of goods or services to a customer, then recognizes this revenue when or as the Bancorp satisfies its performance ob ligations under the contract, except in transactions where U.S. GAAP provides other applicable guidance. When the amount of consideration is variable, the Bancorp will only recognize revenue to the extent that it is probable that the cumulative amount rec ognized will not be subject to a significant reversal in the future. Substantially all of the Bancorp’s contracts with customers have expected durations of one year or less and payments are typically due when or as the services are rendered or shortly ther eafter. When third parties are involved in providing goods or services to customers, the Bancorp recognizes revenue on a gross basis when it has control over those goods or services prior to transfer to the customer; otherwise, revenue is recognized for th e net amount of any fee or commission. The Bancorp excludes sales taxes from the recognition of revenue and recognizes the incremental costs of obtaining contracts as an expense if the period of amortization for those costs would be one year or less. The Bancorp’s interest income is derived from loans and leases, securities and other short-term investments. The Bancorp recognizes interest income in accordance with the applicable guidance in U.S. GAAP for these assets. Refer to the Portfolio Loans and Lease s and Securities sections in Note 1 of the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for further information. The following provides additional information about the components of noninterest income: Service charges on depos its consist primarily of treasury management fees for commercial clients, monthly service charges on consumer deposit accounts, transaction-based fees (such as overdraft fees and wire transfer fees), and other deposit account-related charges. The Bancorp’s performance obligations for treasury management fees and consumer deposit account service charges are typically satisfied over time, while performance obligations for transaction-based fees are typically satisfied at a point in time. Revenues are recogniz ed on an accrual basis when or as the services are provided to the customer, net of applicable discounts, waivers and reversals. Payments are typically collected from customers directly from the related deposit account at the time the transaction is proces sed and/or at the end of the customer’s statement cycle (typically monthly). Wealth and asset management revenue consists primarily of service fees for investment management, custody, and trust administration services provided to commercial and consumer cl ients. The Bancorp’s performance obligations for these services are generally satisfied over time and revenues are recognized monthly based on the fee structure outlined in individual contracts. Transaction prices are most commonly based on the market valu e of assets under management or care and/or a fee per transaction processed. The Bancorp offers certain services, like tax return preparation, for which the performance obligations are satisfied and revenue is recognized at a point in time, when the servic es are performed. Wealth and asset management revenue also includes trailing commissions received from investments and annuities held in customer accounts, which are recognized in revenue when the Bancorp determines it is probable that the commission will be received. Corporate banking revenue consists primarily of service fees and other income related to loans and leases to commercial clients, underwriting revenue recognized by the Bancorp’s broker-dealer subsidiary and fees for other services provided to commercial clients. Revenue related to loans and leases is recognized in accordance with the Bancorp’s policies for portfolio loans and leases. Underwriting revenue is generally recognized on the trade date, which is when the Bancorp’s performance obligati ons are satisfied. Card and processing revenue consists primarily of ATM fees and interchange fees earned when the Bancorp’s credit and debit cards are processed through card association networks. The Bancorp’s performance obligations are generally comple te when the transactions generating the fees are processed. Revenue is recognized on an accrual basis as such services are performed, net of certain costs not controlled by the Bancorp (primarily interchange fees charged by credit card associations and exp enses of certain transaction-based rewards programs offered to customers). These costs reduced card and processing revenue by approximately $ 29 million for the three months ended March 31, 2018. Mortgage banking net revenue consists primarily of originatio n fees and gains on loan sales, mortgage servicing fees and the impact of MSRs. Refer to the Loans and Leases Held for Sale and Loan Sales and Securitizations sections in Note 1 of the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 20 17 for further information. Other noninterest income includes income from operating leases, certain fees derived from loans and leases, BOLI income, gains and losses on other assets, and other miscellaneous revenues and gains. ASU 2016-01 – Financial Ins truments—Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB issued ASU 2016-01 which revises an entity’s accounting related to 1) the classification and measurement of investments in equity securities, 2) the presentation of certain fair value changes for financial liabilities measured at fair value, and 3) certain disclosure requirements associated with the fair value of financial instruments. The amendments require equity investments (except those accounted for under the equity method of accounting or those that result in consolidation of the investee) to be measured at fair value with changes in fair value recognized in net income. However, an entity may choose to measure equity investments that do not have readily determinable fair values at cost minus impairment, if any, plus or minus c hanges as a result of an observable price change. The amendments also simplify the impairment assessment of equity investments for which fair value is not readily determinable by requiring an entity to perform a qualitative assessment to identify impairmen t. If qualitative indicators are identified, the entity will be required to measure the investment at fair value. For financial liabilities that an entity has elected to measure at fair value, the amendments require an entity to present separately in OCI t he portion of the change in fair value that results from a change in instrument-specific credit risk. For public business entities, the amendments 1) eliminate the requirement to disclose the method(s) and significant assumptions used to estimate fair valu e for financial instruments measured at amortized cost and 2) require, for disclosure purposes, the use of an exit price notion in the determination of the fair value of financial instruments. In February 2018, the FASB also issued ASU 2018-03 which makes technical corrections and improvements to the amendments in ASU 2016-01. The Bancorp adopted the amended guidance on January 1, 2018. As permitted, the Bancorp elected to early adopt ASU 2018-03 on January 1, 2018, concurrent with the adoption of ASU 2016- 01. The adoption did not have a material impact on the Condensed Consolidated Financial Statements. However, equity securities affected by the amended guidance which were previously classified as trading or available-for-sale have been reclassified in the Condensed Consolidated Balance Sheets as equity securities. For certain equity securities without a readily determinable fair value that are not accounted for using the equity method, the Bancorp has elected to use the permitted measurement alternative, wh ich is to adjust the cost basis of the investment upon either the occurrence of an observable price change or the identification of an impairment. For these securities, the amended guidance was applied prospectively to investments that existed on or after January 1, 2018. The other portions of the amended guidance were applied on a modified retrospective basis. ASU 2016-04 – Liabilities—Extinguishments of Liabilities (Subtopic 405-20): Recognition of Breakage for Certain Prepaid Stored-Value Products In March 2016, the FASB issued ASU 2016-04 which permits proportional derecognition of the liability for unused funds on certain prepaid stored-value products (known as breakage) to the extent that it is probable that a significant reversal of the recognized breakage amount will not subsequently occur. The amendments do not apply to any prepaid stored-value products that are attached to a segregated customer deposit account or products for which unused funds are subject to unclaimed property remittance laws. T he Bancorp adopted the amended guidance on January 1, 2018 using a modified retrospective approach. The adoption did not have a material impact on the Condensed Consolidated Financial Statements. ASU 2016-15 – Statement of Cash Flows (Topic 230): Classifi cation of Certain Cash Receipts and Cash Payments In August 2016, the FASB issued ASU 2016-15 to clarify the classification of certain cash receipts and payments within an entity’s statement of cash flows. These items include debt prepayment or extinguishm ent costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of BOLI policies, distributions received from equity method investees, and beneficial interests in securitization transactions. The amended guidance also specifies how to address classification of cash receipts and payments that have aspects of more than one class of cash flows. The Bancorp adopted the amend ed guidance retrospectively on January 1, 2018. The adoption did not have a material impact on the Condensed Consolidated Financial Statements. ASU 2016-16 – Income Taxes (Topic 740): Intra-Entity Transfers of Assets Other Than Inventory In October 2016, the FASB issued ASU 2016-16 which requires an entity to recognize the income tax consequences of an intra-entity transfer of an asset other than inventory when the transfer occurs. Current U.S. GAAP prohibits the recognition of current and deferred income taxes for an intra-entity asset transfer until the asset has been sold to an outside party. The Bancorp adopted the amended guidance on January 1, 2018 using a modified retrospective approach. The adoption did not have a material impact on the Condensed Co nsolidated Financial Statements. ASU 2017-01 – Business Combinations (Topic 805): Clarifying the Definition of a Business In January 2017, the FASB issued ASU 2017-01 which clarifies the definition of a business in order to assist entities with evaluating whether transactions should be accounted for as acquisitions (or disposals) of assets or businesses. The amended guidance provides a screen which states that when substantially all of the fair value of assets acquired (or disposed) is concentrated in a si ngle asset or group of similar assets, then the set of assets and activities would not be considered a business. The Bancorp adopted the amended guidance prospectively on January 1, 2018 and will apply this amended guidance to future transactions to determ ine if they should be accounted for as acquisitions (or disposals) of assets or businesses. ASU 2017-05 – Other Income—Gains and Losses from the Derecognition of Nonfinancial Assets (Subtopic 610-20): Clarifying the Scope of Asset Derecognition Guidance a nd Accounting for Partial Sales of Nonfinancial Assets In February 2017, the FASB issued ASU 2017-05 which clarifies the scope of Subtopic 610-20 and defines the term “in substance nonfinancial asset.” The amendments require that an entity should initially identify each distinct nonfinancial asset or in substance nonfinancial asset promised to a counterparty and derecognize each asset when a counterparty obtains control of it. The amendments provide specific guidance on accounting for partial sales of nonfi nancial assets, which require an entity to derecognize a distinct nonfinancial asset or in substance nonfinancial asset in a partial sale transaction when it 1) does not have (or ceases to have) a controlling financial interest in the legal entity that hol ds the asset and 2) transfers control of the asset. Once an entity transfers control of a distinct nonfinancial asset or distinct in substance nonfinancial asset, it is required to measure any noncontrolling interest it receives (or retains) at fair value. The Bancorp adopted the amended guidance on January 1, 2018 using a modified retrospective approach. The adoption did not have a material impact on the Condensed Consolidated Financial Statements. ASU 2017-09 Compensation—Stock Compensation (Topic 718): Scope of Modification Accounting In May 2017, the FASB issued ASU 2017-09 which provides guidance about which changes to the terms or conditions of a share-based payment award require the application of modification accounting in Topic 718. The amendments specify that an entity should account for the effects of such changes as a modification unless the fair value, vesting conditions and classification (as an equity or liability) of the awards are all unaffected by the change. The Bancorp adopted the amended guidance prospectively on January 1, 2018. The adoption did not have a material impact on the Condensed Consolidated Financial Statements. ASU 2017-12 Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities In Augu st 2017, the FASB issued ASU 2017-12 which makes several amendments to existing guidance for hedge accounting. As permitted, the Bancorp elected to early adopt the amended guidance on January 1, 2018. For certain fair value hedges of interest rate risk, th e Bancorp elected to modify the measurement methodology for the hedged item to be the benchmark rate component of the contractual coupon cash flows and also elected to de-designate a portion of the existing hedging relationship, as permitted. Upon adoption , changes in the fair value of cash flow hedges are recorded in AOCI and then subsequently reclassified into earnings when the hedged item affects earnings. Also, for both fair value hedges and cash flow hedges, changes in the fair value of the derivative instrument are recorded in the same income statement line item as the effects of the hedged item, eliminating the separate measurement of hedge ineffectiveness. The Bancorp recorded a cumulative-effect adjustment to retained earnings for the impact of thes e elections as well as the elimination of the separate measurement of ineffectiveness from AOCI for cash flow hedges existing at January 1, 2018, the amount of which was not material. The amended presentation and disclosure guidance was applied prospective ly. ASU 2018-02 Income Statement—Reporting Comprehensive Income (Topic 220): Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income In February 2018, the FASB issued ASU 2018-02 which allows for reclassification from AOCI to r etained earnings of stranded tax effects resulting from the TCJA. Stranded tax effects result from the reduction in the top federal statutory income tax rate from 35 percent to 21 percent as deferred tax assets and liabilities are adjusted for the impact o f a change in tax rate through income tax expense, even in situations when the related items giving rise to the deferred taxes are components of AOCI, which are carried net of tax. As permitted, the Bancorp elected to early adopt this amended guidance and recorded a reclassification adjustment from AOCI to retained earnings as of January 1, 2018, the amount of which was not material. Standards Issued but Not Yet Adopted The following accounting standards were issued but not yet adopted by the Bancorp as of March 31, 2018: ASU 2016-02 – Leases (Topic 842) In February 2016, the FASB issued ASU 2016-02 which establishes a new accounting model for leases. The amended guidance requires lessees to record lease liabilities on the lessees’ balance sheets along wit h corresponding right-of-use assets for all leases with terms longer than twelve months. Leases will be classified as either finance or operating, with classification affecting the pattern of expense recognition in the lessee’s statements of income. From a lessor perspective, the accounting model is largely unchanged, except that the amended guidance includes certain targeted improvements to align, where necessary, lessor accounting with the lessee accounting model and the revenue recognition guidance in AS C Topic 606. The amendments also modify disclosure requirements for an entity’s lease arrangements. The amended guidance is effective for the Bancorp on January 1, 2019, with early adoption permitted. The amendments should be applied to each prior reportin g period presented using a modified retrospective approach, although the amended guidance contains certain transition relief provisions that, among other things, permit an entity to elect not to reassess the classification of leases which existed or expire d as of the date the amendments are effective. In January 2018, the FASB issued ASU 2018-01 which provides a practical expedient for transition related to land easements. The FASB has also proposed additional amendments to the new guidance which, among oth er things, include an option to recognize a cumulative effect adjustment to retained earnings in the period of adoption instead of applying the guidance to prior comparative periods, but these additional amendments are not yet final. The Bancorp will adopt the amended guidance on the required effective date of January 1, 2019, and expects to elect the transition relief provisions. From a lessee perspective, the Bancorp is currently finalizing its inventory of all leases, accumulating the lease data necessar y to apply the amended guidance, and evaluating the business process and technology requirements which will be necessary after adoption. The Bancorp is continuing to evaluate the impact of the amended guidance on its Condensed Consolidated Financial Statem ents, but the effects of recognizing most operating leases on the Condensed Consolidated Balance Sheets are expected to be material. The Bancorp expects to recognize right-of-use assets and lease liabilities for substantially all of its operating lease com mitments based on the present value of unpaid lease payments as of the date of adoption, but does not expect a material impact to expense recognition. From a lessor perspective, given the limited changes, the Bancorp does not expect adoption of the amended guidance to have a material impact based on its preliminary analysis. However, the Bancorp is continuing to evaluate the impact of the amended guidance, particularly related to the deferral of costs incurred in originating leases. The Bancorp also expects to record a cumulative-effect adjustment to retained earnings upon adoption to recognize any remaining deferred gains on sale-leaseback transactions that occurred prior to the date of initial application. The Bancorp had approximately $ 13 million of such deferred gains recorded as of March 31, 2018. These expectations may change as the implementation process continues. ASU 2016-13 – Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments In June 2016, the FA SB issued ASU 2016-13 which establishes a new approach to estimate credit losses on certain types of financial instruments. The new approach changes the impairment model for most financial assets, and will require the use of an “expected credit loss” model for financial instruments measured at amortized cost and certain other instruments. This model applies to trade and other receivables, loans, debt securities, net investments in leases, and off-balance-sheet credit exposures (such as loan commitments, sta ndby letters of credit, and financial guarantees not accounted for as insurance). This model requires entities to estimate the lifetime expected credit loss on such instruments and record an allowance that represents the portion of the amortized cost basis that the entity does not expect to collect. This allowance is deducted from the financial asset’s amortized cost basis to present the net amount expected to be collected. The new expected credit loss model will also apply to purchased financial assets wit h credit deterioration, superseding current accounting guidance for such assets. The amended guidance also amends the impairment model for available-for-sale debt securities, requiring entities to determine whether all or a portion of the unrealized loss o n such securities is a credit loss, and also eliminating the option for management to consider the length of time a security has been in an unrealized loss position as a factor in concluding whether or not a credit loss exists. The amended model states tha t an entity will recognize an allowance for credit losses on available-for-sale debt securities as a contra account to the amortized cost basis, instead of a direct reduction of the amortized cost basis of the investment, as under current guidance. As a re sult, entities will recognize improvements to estimated credit losses on available-for-sale debt securities immediately in earnings as opposed to in interest income over time. There are also additional disclosure requirements included in this guidance. The amended guidance is effective for the Bancorp on January 1, 2020. Early adoption is permitted as soon as January 1, 2019, but the Bancorp currently expects to adopt on the mandatory effective date. The amended guidance is to be applied on a modified retro spective basis with the cumulative effect of initially applying the amendments recognized in retained earnings at the date of initial application. However, certain provisions of the guidance are only required to be applied on a prospective basis. While the Bancorp is currently in the process of evaluating the impact of the amended guidance on its Condensed Consolidated Financial Statements, it currently expects the ALLL to increase upon adoption given that the allowance will be required to cover the full re maining expected life of the portfolio upon adoption, rather than the incurred loss model under current U.S. GAAP. The extent of this increase is still being evaluated and will depend on economic conditions and the composition of the Bancorp’s loan and lea se portfolio at the time of adoption. ASU 2017-04 – Intangibles—Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment In January 2017, the FASB issued ASU 2017-04 which simplifies the test for goodwill impairment by removing the second step, which measures the amount of impairment loss, if any. Instead, the amended guidance states that an entity should recognize an impairment charge for the amount by which the carrying amount exceeds the reporting unit’s fair value, except that th e loss recognized should not exceed the total amount of goodwill allocated to that reporting unit. This would apply to all reporting units, including those with zero or negative carrying amounts of net assets. The amended guidance is effective for the Banc orp on January 1, 2020, with early adoption permitted, and is to be applied prospectively to all goodwill impairment tests performed after the adoption date. ASU 2017-08 Receivables—Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortizatio n on Purchased Callable Debt Securities In March 2017, the FASB issued ASU 2017-08 which shortens the amortization period for certain callable debt securities held at a premium. Specifically, the amendments require the premium to be amortized to the earlie st call date. The amendments do not require an accounting change for securities held at a discount; the discount continues to be amortized to maturity. The amended guidance is effective for the Bancorp on January 1, 2019, with early adoption permitted, and is to be applied on a modified retrospective basis through a cumulative-effect adjustment directly to retained earnings as of the beginning of the period of adoption. The Bancorp shall provide a disclosure regarding the change in accounting principle. The Bancorp plans to adopt the amended guidance on its required effective date of January 1, 2019 and is currently in the process of evaluating the impact of the amended guidance on its Condensed Consolidated Financial Statements. However, the Bancorp does no t currently expect the impact of adoption to be material.

Investment Securities

Investment Securities	3 Months Ended
	Mar. 31, 2018
Securities
Securities	4 . Investment Securities The following tables provide the amortized cost, unrealized gains and losses and fair value for the major categories of the available-for-sale debt and other securities and held-to-maturity investment securities portfolios as of: Amortized Unrealized Unrealized Fair March 31, 2018 ($ in millions) Cost Gains Losses Value Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - (2) 96 Obligations of states and political subdivisions securities 43 1 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities 15,456 37 (285) 15,208 Agency commercial mortgage-backed securities 10,612 13 (170) 10,455 Non-agency commercial mortgage-backed securities 3,219 16 (45) 3,190 Asset-backed securities and other debt securities 2,190 38 (14) 2,214 Other securities (a) 612 - - 612 Total available-for-sale debt and other securities $ 32,230 105 (516) 31,819 Held-to-maturity securities: Obligations of states and political subdivisions securities $ 21 - - 21 Asset-backed securities and other debt securities 2 - - 2 Total held-to-maturity securities $ 23 - - 23 Other securities consist of FHLB, FRB and DTCC restricted stock holdings of $ 248 , $ 362 and $ 2 , respectively, at March 31, 2018 , that are carried at cost. Amortized Unrealized Unrealized Fair December 31, 2017 ($ in millions) Cost Gains Losses Value Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - - 98 Obligations of states and political subdivisions securities 43 1 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities (a) 15,281 118 (80) 15,319 Agency commercial mortgage-backed securities 10,113 92 (38) 10,167 Non-agency commercial mortgage-backed securities 3,247 51 (5) 3,293 Asset-backed securities and other debt securities 2,183 46 (11) 2,218 Other securities (b) 612 - - 612 Total available-for-sale debt and other securities $ 31,577 308 (134) 31,751 Held-to-maturity securities: Obligations of states and political subdivisions securities $ 22 - - 22 Asset-backed securities and other debt securities 2 - - 2 Total held-to-maturity securities $ 24 - - 24 Includes interest-only mortgage-backed securities of $ 34 as of December 31, 2017 , recorded at fair value with fair value changes recorded in securities gains, net, in the Condensed Consolidated Statements of Income. Other securities consist of FHLB, FRB and DTCC restricted stock holdings of $ 248 , $ 362 and $ 2 , respectively, at December 31, 2017 , that are carried at cost. The following table provides the fair value of trading debt securities and equity securities as of: March 31, December 31, ($ in millions) 2018 2017 Trading debt securities $ 571 492 Equity securities 418 439 The following table presents net realized gains and losses that were recognized in income from available-for-sale debt and other securities as well as total (losses) gains that were recognized in income from trading debt securities and equity securities: For the three months ended March 31, ($ in millions) 2018 2017 Available-for-sale debt and other securities: Realized gains $ 34 9 Realized losses (43) (1) OTTI (a) - (10) Net realized losses on available-for sale debt and other securities (b) $ (9) (2) Total trading debt securities (losses) gains (c) $ (14) 1 Total equity securities (losses) gains (d)(e) $ (3) 1 Total gains and losses recognized in income from available-for-sale debt and other securities, trading debt securities, and equity securities $ (26) - Included in securities losses, net in the Condensed C onsolidated Statements of Income. Excludes net gains of $ 1 on interest-only mortgage-backed securities for both the three months ended March 31, 2018 and 2017 . Includes a net loss of $ 1 and a net gain of $ 1 for the three months ended March 31, 2018 and 2017 , respectively, recorded in corporate banking revenue and wealth and asset management revenue in the Condensed Consolidated Statements of Income. Includes an immaterial net loss and an immaterial net gain for the three months ended March 31, 2018 and 2017 , respectively, recorded in corporate banking revenue and wealth and asset management revenue in the Condensed Consolidated Statements of Income. Includes a net unrealized loss of $ 2 a nd a net unrealized gain of $ 1 for the three months ended March 31, 2018 and 2017 , respectively. A t March 31, 2018 and December 31, 2017 , investment securities with a fair value of $ 7.1 billion and $ 7.8 bi llion, respectively, were pledged to secure borrowings, public deposits, trust funds, derivative contracts and for other purposes as required or permitted by law. The expected maturity distribution of the Bancorp’s mortgage-backed securities and the contractual maturity distribution of the remainder of the Bancorp’s available-for-sale debt and other securities and held-to-maturity investment securities as of March 31, 2018 are shown in the following table: Available-for-Sale Debt and Other Held-to-Maturity ($ in millions) Amortized Cost Fair Value Amortized Cost Fair Value Debt securities: (a) Less than 1 year $ 234 225 5 5 1-5 years 8,664 8,562 15 15 5-10 years 17,352 17,135 1 1 Over 10 years 5,368 5,285 2 2 Other securities 612 612 - - Total $ 32,230 31,819 23 23 (a) Actual maturities may differ from contractual maturities when a right to call or prepay obligations exists with or without call or prepayment penalties . The following table provides the fair value and gross unrealized losses on available-for-sale debt and other securities in an unrealized loss position, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position as of: Less than 12 months 12 months or more Total Unrealized Unrealized Unrealized ($ in millions) Fair Value Losses Fair Value Losses Fair Value Losses March 31, 2018 U.S. Treasury and federal agencies $ 96 (2) - - 96 (2) Agency residential mortgage-backed securities 11,958 (256) 458 (29) 12,416 (285) Agency commercial mortgage-backed securities 8,115 (144) 512 (26) 8,627 (170) Non-agency commercial mortgage-backed securities 2,188 (38) 141 (7) 2,329 (45) Asset-backed securities and other debt securities 312 (3) 377 (11) 689 (14) Total $ 22,669 (443) 1,488 (73) 24,157 (516) December 31, 2017 U.S. Treasury and federal agencies $ 98 - - - 98 - Agency residential mortgage-backed securities 7,337 (59) 479 (21) 7,816 (80) Agency commercial mortgage-backed securities 2,900 (22) 526 (16) 3,426 (38) Non-agency commercial mortgage-backed securities 449 (2) 145 (3) 594 (5) Asset-backed securities and other debt securities 317 (2) 386 (9) 703 (11) Total $ 11,101 (85) 1,536 (49) 12,637 (134) At both March 31, 2018 and December 31, 2017 , an immaterial amount of unrealized losses in the available-for-sale debt and other securities portfolio were represented by non-rated secur ities.

Loans and Leases

Loans and Leases	3 Months Ended
	Mar. 31, 2018
Loans and Leases Receivable
Loans and Leases	6 . Loans and Leases The Bancorp diversifies its loan and lease portfolio by offering a variety of loan and lease products with various payment terms and rate structures. Lending activities are generally concentrated within those states in which the Bancorp has banking centers and are primarily located in the Midwestern and Southeastern regions of the U.S. The Bancorp’s commerc ial loan and lease portfolio consists of lending to various industry types. Management periodically reviews the performance of its loan and lease products to evaluate whether they are performing within acceptable interest rate and credit risk levels and changes are made to underwriting policies and procedures as needed. The Bancorp maintains an allowance to absorb loan and lease losses inh erent in the portfolio. For further information on credit quality and the ALLL, refer to Note 7 . The following table provides a summary of commercial loans and leases classified by primary purpose and consumer loans classified based upon product or collateral as of: March 31, December 31, ($ in millions) 2018 2017 Loans and leases held for sale: Commercial and industrial loans $ 43 - Commercial mortgage loans 6 6 Residential mortgage loans 668 486 Total loans and leases held for sale $ 717 492 Portfolio loans and leases: Commercial and industrial loans $ 41,635 41,170 Commercial mortgage loans 6,509 6,604 Commercial construction loans 4,766 4,553 Commercial leases 3,919 4,068 Total commercial loans and leases $ 56,829 56,395 Residential mortgage loans $ 15,563 15,591 Home equity 6,757 7,014 Automobile loans 9,018 9,112 Credit card 2,188 2,299 Other consumer loans 1,615 1,559 Total consumer loans $ 35,141 35,575 Total portfolio loans and leases $ 91,970 91,970 Total portfolio loans and leases are recorded net of unearned income, which totaled $ 507 million as of March 31, 2018 and $ 523 million as of December 31, 2017 . Additionally, portfolio loans and leases are recorded net of unamortized premiums and discounts, deferred direct loan origination fees and costs and fair value adjustments (associated with acquired loans or loans designated as fair value upon origination) which totaled a net premium of $ 289 million and $ 282 million as of March 31, 2018 and De cember 31, 2017 , respectively. The Bancorp’s FHLB and FRB advances are generally secured by loans. The Bancorp had loans of $ 13.2 billion and $ 13.0 billion at March 31, 2018 and December 31, 2017 , respectively, pledged at the FHLB, and loans of $ 40.7 billion and $ 39.8 billion at March 31, 2018 and December 31, 2017 , respectively, pledged at the FRB. The following table presents a summary of the total loans and leases owned by the Bancorp as of: 90 Days Past Due Carrying Value and Still Accruing March 31, December 31, March 31, December 31, ($ in millions) 2018 2017 2018 2017 Commercial and industrial loans $ 41,678 41,170 7 3 Commercial mortgage loans 6,515 6,610 1 - Commercial construction loans 4,766 4,553 - - Commercial leases 3,919 4,068 - - Residential mortgage loans 16,231 16,077 62 57 Home equity 6,757 7,014 - - Automobile loans 9,018 9,112 9 10 Credit card 2,188 2,299 28 27 Other consumer loans 1,615 1,559 - - Total loans and leases $ 92,687 92,462 107 97 Less: Loans and leases held for sale $ 717 492 Total portfolio loans and leases $ 91,970 91,970 The following table presents a summary of net charge-offs for the three months ended March 31: ($ in millions) 2018 2017 Commercial and industrial loans $ 28 36 Commercial mortgage loans 1 5 Commercial leases - 1 Residential mortgage loans 3 5 Home equity 5 6 Automobile loans 11 11 Credit card 25 22 Other consumer loans 8 3 Total net charge-offs $ 81 89

Credit Quality and the Allowanc

Credit Quality and the Allowance for Loan and Lease Losses	3 Months Ended
	Mar. 31, 2018
Credit Quality and the Allowance for Loan and Leases Losses
Credit Quality and the Allowance for Loan and Lease Losses	6 . Credit Quality and the Allowance for Loan and Lease Losses The Bancorp disaggregates ALLL balances and transactions in the ALLL by portfolio segment. Credit quality related disclosures for loans and leases are further disaggregated by class . Allowance for Loan and Lease Losses The following tables summarize transactions in the ALLL by portfolio segment: Residential For the three months ended March 31, 2018 ($ in millions) Commercial Mortgage Consumer Unallocated Total Balance, beginning of period $ 753 89 234 120 1,196 Losses charged-off (35) (4) (64) - (103) Recoveries of losses previously charged-off 6 1 15 - 22 Provision for (benefit from) loan and lease losses (11) 3 37 (6) 23 Balance, end of period $ 713 89 222 114 1,138 Residential For the three months ended March 31, 2017 ($ in millions) Commercial Mortgage Consumer Unallocated Total Balance, beginning of period $ 831 96 214 112 1,253 Losses charged-off (46) (6) (55) - (107) Recoveries of losses previously charged-off 4 1 13 - 18 Provision for loan and lease losses 37 5 32 - 74 Balance, end of period $ 826 96 204 112 1,238 The following tables provide a summary of the ALLL and related loans and leases classified by portfolio segment: Residential As of March 31, 2018 ($ in millions) Commercial Mortgage Consumer Unallocated Total ALLL: (a) Individually evaluated for impairment $ 113 64 40 - 217 Collectively evaluated for impairment 600 25 182 - 807 Unallocated - - - 114 114 Total ALLL $ 713 89 222 114 1,138 Portfolio loans and leases: (b) Individually evaluated for impairment $ 573 666 308 - 1,547 Collectively evaluated for impairment 56,256 14,759 19,270 - 90,285 Loans acquired with deteriorated credit quality - 2 - - 2 Total portfolio loans and leases $ 56,829 15,427 19,578 - 91,834 Includes $ 1 related to leveraged leases at March 31, 2018 . Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 . Residential As of December 31, 2017 ($ in millions) Commercial Mortgage Consumer Unallocated Total ALLL: (a) Individually evaluated for impairment $ 94 64 42 - 200 Collectively evaluated for impairment 659 25 192 - 876 Unallocated - - - 120 120 Total ALLL $ 753 89 234 120 1,196 Portfolio loans and leases: (b) Individually evaluated for impairment $ 560 665 320 - 1,545 Collectively evaluated for impairment 55,835 14,787 19,664 - 90,286 Loans acquired with deteriorated credit quality - 2 - - 2 Total portfolio loans and leases $ 56,395 15,454 19,984 - 91,833 Includes $ 1 related to leveraged leases at December 31, 2017 . Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 . CREDIT RISK PROFILE Commercial Portfolio Segment For purposes of analyzing historical loss rates used in the determination of the ALLL and monitoring the credit quality and risk characteristics of its commercial portfolio segment, the Bancorp disaggregates the segment into the following classes: commercial and industrial, commercial mortgage owner-occupied, commercial mortgage non owner- occupi ed, commercial construction and commercial leas es . To facilitate the monitoring of credit quality within the commercial portfolio segment, and for purposes of analyzing historical loss rates used in the determination of the ALLL for the commercial portfo lio segment, the Bancorp utilizes the following categories of credit grades: pass, special mention, substandard, doubtful and loss. The five categories, which are derived from standard regulatory rating definitions, are assigned upon initial approval of cr edit to borrowers and updated periodically thereafter. Pass ratings, which are assigned to those borrowers that do not ha ve identified potential or well- defined weaknesses and for which there is a high likelihood of orderly repayment, are updated at leas t annually based on the size and credit characteristics of the borrower. All other categories are updated on a quarterly basis during the month preceding the end of the calendar quarter. The Bancorp assigns a special mention rating to loans and leases th at have potential weaknesses that deserve management’s close attention. If left uncorrected, these potential weaknesses may, at some future date, result in the deterioration of the repayment prospects for the loan or lease or the Bancorp’s credit position. The Bancorp assigns a substandard rating to loans and leases that are inadequately protected by the current sound worth and paying capacity of the borrower or of the collateral pledged. Substan dard loans and leases have well- defined weaknesses or weaknesses that could jeopardize the orderly repayment of the debt. Loans and leases in this grade also are characterized by the distinct possibility that the Bancorp will sustain some loss if the deficiencies noted are not addressed and corrected. The Ba ncorp assigns a doubtful rating to loans and leases that have all the attributes of a substandard rating with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of curre ntly existing facts, conditions and val ues, highly questionable and improbable. The possibility of loss is extremely high, b ut because of certain important and reasonable specific pending factors that may work to the advantage of and strengthen the credit quality of the loan or lease, its class ification as an estimated loss is deferred until its more exact status may be determined. Pending factors may include a proposed merger or acquisition, liquidation proceeding, capital injection, perfecting liens on additional collateral or refinancing plan s. Loans and leases classified as loss are considere d uncollectible and are charged- off in the period in which they are determined to be uncollectible. Because loans and leases in this category are fully charged-off , they are not included in the following tables. The following tables summarize the credit risk profile of the Bancorp’s commercial portfolio segment, by class: Special As of March 31, 2018 ($ in millions) Pass Mention Substandard Doubtful Total Commercial and industrial loans $ 39,385 1,074 1,173 3 41,635 Commercial mortgage owner-occupied loans 3,150 81 99 - 3,330 Commercial mortgage nonowner-occupied loans 3,079 8 92 - 3,179 Commercial construction loans 4,692 74 - - 4,766 Commercial leases 3,776 79 64 - 3,919 Total commercial loans and leases $ 54,082 1,316 1,428 3 56,829 Special As of December 31, 2017 ($ in millions) Pass Mention Substandard Doubtful Total Commercial and industrial loans $ 38,813 1,115 1,235 7 41,170 Commercial mortgage owner-occupied loans 3,207 75 80 - 3,362 Commercial mortgage nonowner-occupied loans 3,117 28 97 - 3,242 Commercial construction loans 4,553 - - - 4,553 Commercial leases 3,922 72 74 - 4,068 Total commercial loans and leases $ 53,612 1,290 1,486 7 56,395 Residential Mortgage and Consumer Portfolio Segment s For purposes of monitoring the credit quality and risk characteristics of its consumer portfolio segment, the Bancorp disaggregates the segment into the following classes: home equity, automobile loans, credi t card and other consumer loans. The Bancorp’s residential mortgage portfolio segment is also a separate class. The Bancorp considers repayment performance as the best indicator of credit quality for residential mortgage and consumer loans, which includes both the delinquency status and per forming versus nonperforming status of the loans. The delinquency status of all residential mortgage and consumer loans is presented by class i n the age analysis section while the performing versus nonperforming status is presented in the following table . Refer to the nonaccrual loans and leases section of Note 1 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for additional delinquency and nonperforming informati on. The following table presents a summary of the Bancorp’s residential mortgage and consumer portfolio segments, by class, disaggregated into performing versus nonperforming status as of: March 31, 2018 December 31, 2017 ($ in millions) Performing Nonperforming Performing Nonperforming Residential mortgage loans (a) $ 15,399 28 15,424 30 Home equity 6,683 74 6,940 74 Automobile loans 9,017 1 9,111 1 Credit card 2,162 26 2,273 26 Other consumer loans 1,614 1 1,559 - Total residential mortgage and consumer loans $ 34,875 130 35,307 131 (a) Excludes $ 136 and $ 137 of residential mortgage loans measured at fair value at March 31, 2018 and December 31, 2017 , respectively. Age Analysis of Past Due Loans and Leases The following tables summarize the Bancorp’s recorded investment in portfolio loans and leases, by age and class: Current Past Due 90 Days Past Loans and 30-89 90 Days Total Total Loans Due and Still As of March 31, 2018 ($ in millions) Leases (b)(c) Days (c) or More (c) Past Due and Leases Accruing Commercial loans and leases: Commercial and industrial loans $ 41,502 46 87 133 41,635 7 Commercial mortgage owner-occupied loans 3,316 6 8 14 3,330 1 Commercial mortgage nonowner-occupied loans 3,109 67 3 70 3,179 - Commercial construction loans 4,766 - - - 4,766 - Commercial leases 3,914 - 5 5 3,919 - Residential mortgage loans (a) 15,304 32 91 123 15,427 62 Consumer loans: Home equity 6,636 66 55 121 6,757 - Automobile loans 8,927 81 10 91 9,018 9 Credit card 2,115 39 34 73 2,188 28 Other consumer loans 1,605 9 1 10 1,615 - Total portfolio loans and leases $ 91,194 346 294 640 91,834 107 Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 . Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. A s of March 31, 2018 , $ 7 9 of these loans were 30-89 days past due and $ 317 were 90 days or more past due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2018 due to claim denials and curtailments associated with these insured or guaranteed loans. Includes accrual and nonaccrual loans and leases. Current Past Due 90 Days Past Loans and 30-89 90 Days Total Total Loans Due and Still As of December 31, 2017 ($ in millions) Leases (b)(c) Days (c) or More (c) Past Due and Leases Accruing Commercial loans and leases: Commercial and industrial loans $ 41,027 42 101 143 41,170 3 Commercial mortgage owner-occupied loans 3,351 3 8 11 3,362 - Commercial mortgage nonowner-occupied loans 3,235 - 7 7 3,242 - Commercial construction loans 4,552 1 - 1 4,553 - Commercial leases 4,065 3 - 3 4,068 - Residential mortgage loans (a) 15,301 66 87 153 15,454 57 Consumer loans: Home equity 6,888 70 56 126 7,014 - Automobile loans 8,992 107 13 120 9,112 10 Credit card 2,230 36 33 69 2,299 27 Other consumer loans 1,554 5 - 5 1,559 - Total portfolio loans and leases $ 91,195 333 305 638 91,833 97 Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 . Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. As of December 31, 2017 , $ 95 of these loa ns were 30-89 days past due and $ 290 were 90 days or more p ast due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2017 due to claim denials and cu rtailments asso ciated with these insured or guaranteed loans. Includes accrual and nonaccrual loans and leases. Impaired Portfolio Loans and Leases Larger commercial loans and leases included within aggregate borrower relationship balances exceeding $ 1 million that exhibit probable or observed credit weaknesses are subject to individual review for impairment. The Bancorp also performs an individual review on loans and leases that are restructured in a TDR . The Bancorp considers the current value of coll ateral, credit quality of any guarantees, the loan structure and other factors when evaluating whether an individual loan or lease is impaired. Other factors may include the geography and industry of the borrower, size and financial condition of the borrow er, cash fl ow and leverage of the borrower and the Bancorp’s evaluation of the borrower’s management. Smaller-balance homogenous loans or leases that are collectively evaluated for impairment are not included in the following tables. The following tables summarize the Bancorp’s impaired portfolio loans and leases, by class, that were subject to individual review, which includes all portfolio loans and leases restructured in a TDR: Unpaid Principal Recorded As of March 31, 2018 ($ in millions) Balance Investment ALLL With a related ALLL: Commercial loans and leases: Commercial and industrial loans $ 414 358 109 Commercial mortgage owner-occupied loans 4 3 1 Commercial mortgage nonowner-occupied loans 2 2 - Commercial leases 8 8 3 Restructured residential mortgage loans 460 457 64 Restructured consumer loans: Home equity 129 130 25 Automobile loans 6 5 1 Credit card 49 44 14 Total impaired portfolio loans and leases with a related ALLL $ 1,072 1,007 217 With no related ALLL: Commercial loans: Commercial and industrial loans $ 188 161 - Commercial mortgage owner-occupied loans 17 13 - Commercial mortgage nonowner-occupied loans 28 28 - Restructured residential mortgage loans 228 209 - Restructured consumer loans: Home equity 129 126 - Automobile loans 3 3 - Total impaired portfolio loans with no related ALLL $ 593 540 - Total impaired portfolio loans and leases $ 1,665 1,547 (a) 217 Includes $ 249 , $ 654 and $ 262 , respectively, of commercial, residential mortgage and consumer portfolio TDRs on accrual status and $ 154 , $ 12 an d $ 46 , respectively, of commercial, re sidential mortgage and consumer portfolio TDRs on nonaccrual status at March 31, 2018 . Unpaid Principal Recorded As of December 31, 2017 ($ in millions) Balance Investment ALLL With a related ALLL: Commercial loans and leases: Commercial and industrial loans $ 433 358 87 Commercial mortgage owner-occupied loans 16 14 7 Commercial mortgage nonowner-occupied loans 4 3 - Commercial leases 4 4 - Restructured residential mortgage loans 469 465 64 Restructured consumer loans: Home equity 172 172 27 Automobile loans 8 7 1 Credit card 52 45 14 Total impaired portfolio loans and leases with a related ALLL $ 1,158 1,068 200 With no related ALLL: Commercial loans: Commercial and industrial loans $ 151 131 - Commercial mortgage owner-occupied loans 18 15 - Commercial mortgage nonowner-occupied loans 35 35 - Restructured residential mortgage loans 218 200 - Restructured consumer loans: Home equity 97 94 - Automobile loans 2 2 - Total impaired portfolio loans with no related ALLL $ 521 477 - Total impaired portfolio loans and leases $ 1,679 1,545 a (a) 200 Includes $ 249 , $ 652 and $ 275 , respectively, of commercial, residential mortgage and consumer portfolio TDR s on accrual status and $ 150 , $ 13 and $ 45 , respectively , of commercial, residential mortgage and consumer portfolio TDRs on nonaccrual status at December 31, 2017 . The following tables summarize the Bancorp’s average impaired portfolio loans and leases, by class, and interest income, by class: For the three months ended For the three months ended March 31, 2018 March 31, 2017 Average Interest Average Interest Recorded Income Recorded Income ($ in millions) Investment Recognized Investment Recognized Commercial loans and leases: Commercial and industrial loans $ 497 5 683 1 Commercial mortgage owner-occupied loans (a) 22 - 43 - Commercial mortgage nonowner-occupied loans 34 - 89 1 Commercial leases 6 - 3 - Restructured residential mortgage loans 665 6 654 6 Restructured consumer loans: Home equity 258 3 298 3 Automobile loans 9 - 14 - Credit card 48 1 51 1 Total average impaired portfolio loans and leases $ 1,539 15 1,835 12 Excludes five restructured loans associated with a consolidated VIE in which the Bancorp had no continuing credit risk due to the risk being assumed by a third party, with an average recorded investment of $ 26 for the three months ended March 31, 2017. An immaterial amount of interest income was recognized during the three months ended March 31, 2017. Refer to Note 9 for further discussion on the deconsolidation of the VIE associated with these loans in the third quarter of 2017. Nonperforming Assets Nonperforming assets include nonaccrual loans and leases for which ultimate collectability of the full amount of the principal and/or interest is uncertain; restructured commercial and credit card loans which have not yet met the requirements to be classified as a performing asset; restructured consumer loans which are 90 days past due based on the restructured terms unless the loan is both well-secured and in the process of collection; and certain other assets, including OREO and other repossessed property. The following table presents the Bancorp’s nonaccrual loans and leases, by class, and OREO and other repossessed property as of: March 31, December 31, ($ in millions) 2018 2017 Commercial loans and leases: Commercial and industrial loans $ 299 276 Commercial mortgage owner-occupied loans 11 19 Commercial mortgage nonowner-occupied loans 4 7 Commercial leases 8 4 Total nonaccrual portfolio commercial loans and leases 322 306 Residential mortgage loans 28 30 Consumer loans: Home equity 74 74 Automobile loans 1 1 Credit card 26 26 Other consumer loans 1 - Total nonaccrual portfolio consumer loans 102 101 Total nonaccrual portfolio loans and leases (a)(b) $ 452 437 OREO and other repossessed property 52 52 Total nonperforming portfolio assets (a)(b) $ 504 489 Excludes $ 24 a nd $ 6 of nonaccrual loans held for sale at March 31, 2018 and December 31, 2017 , respectively. Includes $ 5 and $ 3 of nonaccrual government insured commercial loans whose repayments are insured by the SBA a t March 31, 2018 and Dec ember 31, 2017 , respectively, of which $ 2 and $ 3 are restructured nonaccrual government insured commercial loans at both March 31, 2018 and December 31, 2017 , respectively . The Bancorp’s recorded investment of consumer mortgage loans secured by residential real estate properties for which formal foreclosure proceedings are in process according to local requirements of the applicable jurisdiction was $ 213 million and $ 235 million as of March 31, 2018 and December 31, 2017 , respectively. Troubled Debt Restructurings If a borrower is experiencing financial difficulty, the Bancorp may consider, in certain circumstances, modifying the terms of their loan to maximize collect ion of amounts due. Within each of the Bancorp’s loan classes, TDRs typically involve either a reduction of the stated interest rate of the loan, an extension of the loan’s maturity date with a stated rate lower than the current market rate for a new loan with similar risk or , in limited circumstances, a reduction of the principal balance of the loan or the loan’s accrued interest. Modifying the terms of a loan may result in an increase or decrease to the ALLL depending upon the terms modified, the method u sed to measure the ALLL for a loan prior to modification and whether any charge-offs were recorded on the loan before or at the time of modification. Refer to the ALLL section of Note 1 of the Notes to Consolidated Financial Statements included in the Banc orp’s Annual Report on Form 10-K for the year ended December 31, 2017 for information on the Bancorp’s ALLL methodology. Upon modification of a loan, the Bancorp measures the related impairment as the difference between the estimated future cash flows e xpected to be collected on the modified loan , discounted at the original effective yield of the loan, and the carrying value of the loan . The resulting measurement may result in the need for minimal or no allowance because it is probable that all cash flow s will be collected under the modified terms of the loan. In addition, if the stated interest rate was increased in a TDR, the cash flows on the modified loan, using the pre-modification interest rate as the discount rate, often exceed the recorded investm ent of the loan. Conversely, upon a modification that reduces the stated interest rate on a loan, the Bancorp recognizes an impairment loss as an increase to the ALLL. I f a TDR involves a reduction of the principal balance of the loan or the loan’s accrue d interest, that amount is charged off to the ALLL . The Bancorp had commitments to lend additional funds to borrowers whose terms have been modified in a TDR, consisting of line of credit and let ter of credit commitments of $ 33 million and $ 79 million, respectively, as of March 31, 2018 compared with $ 53 million and $ 78 million, respectively, as of December 31, 2017 . The following tables provide a summary of loans and leases, by class, modified in a TDR by the Bancorp during the three months ended: Recorded Investment Number of Loans in Loans Modified Increase Charge-offs Modified in a TDR in a TDR to ALLL Upon Recognized Upon March 31, 2018 ($ in millions) (a) During the Period (b) During the Period Modification Modification Commercial loans: Commercial and industrial loans 12 $ 72 13 - Commercial mortgage owner-occupied loans 2 - - - Residential mortgage loans 247 33 1 - Consumer loans: Home equity 25 2 - - Automobile loans 20 - - - Credit card 1,965 10 2 - Total portfolio loans 2,271 $ 117 16 - Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool . Represents number of loans post-modification and excludes loans previously modified in a TDR . Recorded Investment Number of Loans in Loans Modified Increase Charge-offs Modified in a TDR in a TDR to ALLL Upon Recognized Upon March 31, 2017 ($ in millions) (a) During the Period (b) During the Period Modification Modification Commercial loans: Commercial and industrial loans 33 $ 97 1 2 Commercial mortgage owner-occupied loans 5 2 - - Commercial mortgage nonowner-occupied loans 1 - - - Residential mortgage loans 203 29 2 - Consumer loans: Home equity 31 2 - - Automobile loans 30 - - - Credit card 1,756 7 1 - Total portfolio loans 2,059 $ 137 4 2 Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool . Represents number of loans post-modification and excludes loans previously modified in a TDR . The Bancorp considers TDRs that become 90 days or more past due under the modified te rms as subsequently defaulted. For commercial loans not subject to individual review for impairment, loss rates that are applied for purposes of determining the ALLL include historical losses associated with subsequent defaults on loan s previously modified in a TDR . For consumer loans, the Bancorp performs a qualitative assessment of the adequacy of the consumer ALLL by comparing the consumer ALLL to forecasted consum er losses over the projected loss emergence period (the forecasted losses include the impact of subsequent defaults of consumer TDRs). When a residential mortgage, home equity, auto mobile or other consumer loan that has been modified in a TDR subsequently defaults, the present value of expected cash flows used in the measurement of the potential impairment loss is generally limited to the expected net proceeds from the sale of the loan’s underlying collateral and any resulting impairment loss is reflected a s a charge-off or an increase in ALLL. The Bancorp recognizes an ALLL for the entire balance of the credit card loans modified in a TDR that subsequently default . The following tables provide a summary of TDRs that subsequently defaulted during the three months ended March 31, 2018 and 2017 and were within twelve months of the restructuring date: Number of Recorded March 31, 2018 ($ in millions) (a) Contracts Investment Commercial loans: Commercial and industrial loans 1 $ 1 Commercial mortgage owner-occupied loans 2 - Residential mortgage loans 48 7 Consumer loans: Home equity 2 - Credit card 242 1 Total portfolio loans 295 $ 9 (a) Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality. Number of Recorded March 31, 2017 ($ in millions) (a) Contracts Investment Commercial loans: Commercial and industrial loans 2 $ 1 Residential mortgage loans 57 9 Consumer loans: Home equity 5 1 Credit card 450 2 Total portfolio loans 514 $ 13 (a) Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality.

Bank Premises and Equipment

Bank Premises and Equipment	3 Months Ended
	Mar. 31, 2018
Bank Premises and Equipment
Bank Premises and Equipment	8 . Bank Premises and Equipment The following table provides a summary of bank premises and equipment as of: ($ in millions) March 31, 2018 December 31, 2017 Land and improvements (a) $ 636 644 Buildings (a) 1,661 1,679 Equipment 1,921 1,876 Leasehold improvements 399 399 Construction in progress (a) 76 93 Bank premises and equipment held for sale: Land and improvements 12 17 Buildings 8 9 Equipment - 1 Accumulated depreciation and amortization (2,747) (2,715) Total bank premises and equipment $ 1,966 2,003 (a ) At March 31, 2018 and December 31, 2017 , land and improvements , buildings and construction in progress included $ 89 and $ 9 1 , respectively, associated w ith parcels of undeveloped land intended for future branch ex pansion. The Bancorp monitors changing customer preferences associated with the channels it uses for banking transactions to evaluate the efficiency, competitiveness and quality of the customer service experience in its consumer distribution network. As part of this ongoing assessment, the Bancorp may determine that it is no longer fully committed to maintaining full-service branches at certain of its existing banking center locations. Similarly, the Bancorp may also determine that it is no longer ful ly committed to building banking centers on certain parcels of land which had previously been held for future branch expansion. The Bancorp performs assessments of the recoverability of long-lived assets when events or changes in circumstances indicate t hat their carrying values may not be recoverable. Impairment losses associated with such assessments and lower of cost or market adjustments were $ 8 million and $3 million for the three months ended March 31, 2018 and 2017 , respectively . The recogniz ed impairment losses were recorded in other n oninterest income in the Condensed Consolidated Statements of Income.

Intangible Assets

Intangible Assets	3 Months Ended
	Mar. 31, 2018
Intangible Assets
Intangible Assets	8 . Intangible Assets Intangible assets consist of core deposit intangibles, customer relationships, non- compete agreements , trade names and rent intangibles . Intangible assets are amortized on either a straight-line or an accelerated basis over their estimated useful lives. The increase in gross carrying amount of intangible assets from the year ended December 31, 2017 reflects acquisition activity during the first quarter of 2018 . The details of the Bancorp’s intangible assets are shown in the following table: Gross Carrying Accumulated Net Carrying ($ in millions) Amount Amortization Amount As of March 31, 2018 Core deposit intangibles $ 34 (29) 5 Customer relationships 19 (1) 18 Non-compete agreements 14 (11) 3 Other 6 (2) 4 Total intangible assets $ 73 (43) 30 As of December 31, 2017 Core deposit intangibles $ 34 (29) 5 Customer relationships 16 - 16 Non-compete agreements 13 (10) 3 Other 6 (3) 3 Total intangible assets $ 69 (42) 27 As of March 31, 2018 , all of the Bancorp’s intangible assets were being amortized. Amortization expense recognized on intangible assets was $ 1 million and immaterial for the three months ended March 31, 2018 and 2017 , respectively. The Bancorp’s projections of amortization expense shown in the following table is based on existing balances as of March 31, 2018 . Future amortization expense may vary from these projections. Estimated amortization expense for the remainder of 2018 through 2022 is as follows: ($ in millions) Total Remainder of 2018 $ 4 2019 5 2020 3 2021 2 2022 2

VIE

VIE	3 Months Ended
	Mar. 31, 2018
Variable Interest Entities
Variable Interest Entities	10 . Variable Interest Entities The Bancorp, in the normal course of business, engages in a variety of activities that involve VIEs, which are legal entities that lack sufficient equity at risk to finance their activities without additional subordinated financial support or the equity investors of the entities as a group lack any of the characteristics of a controlling interest. The Bancorp evaluates its inte rest in certain entities to determine if these entities meet the definition of a VIE and whether the Bancorp is the primary beneficiary and should consolidate the entity based on the variable interests it held both at inception and when there is a change i n circumstances that requires a reconsideration. If the Bancorp is determined to be the primary beneficiary of a VIE, it must account for the VIE as a consolidated subsidiary. If the Bancorp is determined not to be the primary beneficiary of a VIE but hold s a variable interest in the entity, such variable interests are accounted for under the equity method of accounting or other accounting standards as appropriate. Consolidated VIEs The following tables provide a summary of the classifications of consolidated VIE assets, liabilities and noncontrolling interests included in the Condensed Consolidated Balance Sheets as of: Automobile Loan CDC March 31, 2018 ($ in millions) Securitizations Investments Total Assets: Other short-term investments $ 66 - 66 Commercial mortgage loans - 20 20 Automobile loans 1,115 - 1,115 ALLL (6) - (6) Other assets 6 - 6 Total assets $ 1,181 20 1,201 Liabilities: Other liabilities $ 2 - 2 Long-term debt 1,031 - 1,031 Total liabilities $ 1,033 - 1,033 Noncontrolling interests $ - 20 20 Automobile Loan CDC December 31, 2017 ($ in millions) Securitizations Investments Total Assets: Other short-term investments $ 62 - 62 Commercial mortgage loans - 20 20 Automobile loans 1,277 - 1,277 ALLL (6) - (6) Other assets 7 - 7 Total assets $ 1,340 20 1,360 Liabilities Other liabilities $ 2 - 2 Long-term debt 1,190 - 1,190 Total liabilities $ 1,192 - 1,192 Noncontrolling interests $ - 20 20 Automobile loan securitizations In a securitization transaction that occurred in the third quarter of 2017, the Bancorp transferred an aggregate amount of $ 1.1 billion in consumer automobile loans to a bankruptcy remote trust which was deemed to be a VIE. This trust then subsequently issued approximately $ 1.0 billion of asset-backed notes, of which approximately $ 261 million were retained by the Bancorp. Addition ally, in prior years the Bancorp completed securitization transactions in which the Bancorp transferred certain consumer automobile loans to bankruptcy remote trusts which were also deemed to be VIEs. The primary purposes of the VIEs were to issue asset-ba cked securities with varying levels of credit subordination and payment priority, as well as residual interests, and to provide the Bancorp with access to liquidity for its originated loans. The Bancorp retained residual interests in the VIEs and, therefor e, has an obligation to absorb losses and a right to receive benefits from the VIEs that could potentially be significant to the VIEs. In addition, the Bancorp retained servicing rights for the underlying loans and, therefore, holds the power to direct the activities of the VIEs that most significantly impact the economic performance of the VIEs. As a result, the Bancorp concluded that it is the primary beneficiary of the VIEs and has consolidated these VIEs. The assets of the VIEs are restricted to the set tlement of the asset-backed securities and other obligations of the VIEs. Third-party holders of the notes do not have recourse to the general assets of the Bancorp. The economic performance of the VIEs is most significantly impacted by the performance of the underlying loans. The principal risks to which the VIEs are exposed include credit risk and prepayment risk. The credit and prepayment risks are managed through credit enhancements in the form of reserve accounts, overcollateralization, excess inte rest on the loans and the subordination of certain classes of asset-backed securities to other classes. CDC i nvestments CDC, a wholly-owned indirect subsidiary of the Bancorp, was created to invest in projects to create affordable housing, revitalize business and residential areas and preserve historic landmarks. CDC generally co-invests with other unrelated companies and/o r individuals and typically makes investments in a separate legal entity that owns the property under development. The entities are usually formed as limited partnerships and LLCs and CDC typically invests as a limited partner/investor member in the form o f equity contributions. The economic performance of the VIEs is driven by the performance of their underlying investment projects as well as the VIEs’ ability to operate in compliance with the rules and regulations necessary for the qualification of tax cr edits generated by equity investments. The Bancorp’s subsidiaries serve as the managing member of certain LLCs invested in business revitalization projects and have the right to make decisions that most significantly impact the economic performance of the LLCs. Additionally, the investor members do not hold substantive kick-out rights or substantive participating rights over the managing member . The Bancorp has provided an indemnification guarantee to the investor member of these LLCs related to the qualific ation of tax credits generated by the investor members’ investment. Accordingly, the Bancorp concluded that it is the primary beneficiary and, therefore, has consolidated these VIEs. As a result, the investor members’ interests in these VIEs are presented as noncontrolling interests in the Condensed Consolidated Financial Statements. This presentation includes reporting separately the equity attributable to the noncontrolling interests in the Condensed Consolidated Balance Sheets and Condensed Consolidated Statements of Changes in Equity and reporting separately the comprehensive income attributable to the noncontrolling interests in the Condensed Consolidated Statements of Comprehensive Income and the net income attributable to the noncontrolling interests in the Condensed Consolidated Statements of Income. During the third quarter of 2017, the Bancorp’s indemnification guarantee for one of the CDC investments for which a Bancorp subsidiary served as the managing member expired and the Bancorp transferred its remaining ownership interest in the VIE to the investor member thus removing the Bancorp from future operations of the VIE. As a result, the Bancorp deconsolidated the VIE during the third quarter of 2017 resulting in a decrease of $ 27 million in comme rcial mortgage loans, a decrease of $ 20 million in ALLL associated with the commercial mortgage loans and a decrease of $ 18 million in indemnification guarantee exposure. T he Bancorp’s m aximum exposure related to the remaining indemnifications at March 31, 2018 and December 31, 2017 was $ 18 million and $ 17 million , respectively, which is based on an amount required to meet the investor member’s defined target rate of return . Non-consolidated VIEs The following tables provide a summary of assets and liabilities carried on the Condensed Consolidated Balance Sheets related to non-consolidated VIEs for which the Bancorp holds an interest, but is not the primary beneficiary of the VIE, as well as the Bancorp’s maximum exposure to losses associated with its interests in the entities as of: Total Total Maximum March 31, 2018 ($ in millions) Assets Liabilities Exposure CDC investments $ 1,316 338 1,316 Private equity investments 95 - 140 Loans provided to VIEs 1,937 - 3,043 Total Total Maximum December 31, 2017 ($ in millions) Assets Liabilities Exposure CDC investments $ 1,376 355 1,376 Private equity investments 102 - 150 Loans provided to VIEs 1,845 - 2,910 CDC i nvestments As noted previously, CDC typically invests in VIEs as a limited partner or investor member in the form of equity contributions and has no substantive kick-out or substantive participating rights over the managing member . The Bancorp has determined that it is not the primary beneficiary of these VIEs because it lacks the power to direct the activities that most significantly impact the economic performance of the underlying project or the VIEs’ ability to operate in compliance with the rul es and regulations necessary for the qualification of tax credits generated by equity investments. This power is held by the managing members who exercise full and exclusive control of the operations of the VIEs. Accordingly, the Bancorp accounts for these investments under the equity method of accounting. The Bancorp’s funding requirements are limited to its invested capital and any additional unfunded commitments for future equity contributions. The Bancorp’s maximum exposure to loss as a result of its involvement with the VIEs is limited to the carrying amounts of the investments, including the unfunded commitments. The carrying amounts of these investments, which are included in other assets in the Condensed Consolidated Balance Sheets, and the liabili ties related to the unfunded commitments, which are included in other liabilities in the Condensed Consolidated Balance Sheets, are included in the previous tables for all periods presented. The Bancorp has no other liquidity arrangements or obligations to purchase assets of the VIEs that would expose the Bancorp to a loss. In certain arrangements, the general partner/managing member of the VIE has guaranteed a level of projected tax credits to be received by the limited partners/investor members, thereby m inimizing a portion of the Bancorp’s risk. At both March 31, 2018 and December 31, 2017 , the Bancorp ’s CDC investments included $ 1. 3 billion of investment s in affordable housing tax cred its recognized in other assets i n the Condensed Consolidated Balance Sheets. T he unfunded commitments related to these investments were $ 336 million and $ 355 million at March 31, 2018 and December 31, 2017 , respectively. The unfunded commitments as of March 31, 2018 are expected to be funded from 2018 to 2034 . The Bancorp has accounted for all of its investments in qualified affordable housing tax credits using the equity method of accounting. The following table summarizes the impact to the Condensed Consolidated Statements of Income relating to investments in qualified affordable housing investments: Condensed Consolidated For the three months ended March 31, ($ in millions) Statements of Income Caption 2018 2017 Pre-tax investment and impairment losses (a) Other noninterest expense $ 45 36 Tax credits and other benefits Applicable income tax expense (52) (56) (a) The Bancorp did not recognize impairment losses resulting from the forfeiture or ineligibility of tax credi ts or other circumstances during both the three months ended March 31, 2018 and 2017 . Private equity i nvestments The Bancorp , through Fifth Third Capital Holdings, a wholly-owned indirect subsidiary of the Bancorp, invests as a limite d partner in private equity investment s which provide the Bancorp an opportunity to obtain higher rates of return on invested capital, while also creating cross-selling opportunities for the Bancorp’s commercial products. Each of the limited partnerships has an unrelated third-party general partner responsible for appointing the fund manager. The Bancorp has no t been appointed fund manager for any of these private equity investment s. The funds finance primarily all of their activities from the partners’ capital contributions and investment returns. T he Bancorp has determined that it is not the primary beneficiar y of the funds because it does not have the obligation to absorb the funds’ expected losses or the right to receive the funds’ expected residual returns that could potentially be significant to the funds and lacks the power to direct the activities that mo st significantly impact the economic performance of the funds . The Bancorp, as a limited partner, does not have substantive participating or substantive kick-out rights over the general partner. Therefore, the Bancorp accounts for its investments in these limited partnerships under the equity method of accounting. The Bancorp is exposed to losses arising from the negative performance of the underlying investm ents in the private equity investments . As a limited partner, the Bancorp’s maximum exposure to los s is limited to the carrying amounts of the investments plus unfunded commitments. The carrying amounts of these investments, which are included in other assets in the Condensed Consolidated Balance Sheets, are included in the previous tables. Also, at March 31, 2018 and December 31, 2017 , the unfunded commitment amounts to the funds were $ 45 million and $ 48 million, respectively. As part of previous commitments, the Bancorp made capital contributions to private equity investments of $ 3 million and $ 6 million during the three months ended March 31, 2018 and 2017, respectively. The Bancorp recognized $4 million and zero OTTI primarily associated with certain nonconforming investments affected by the Volcker Rule during the three months ended March 31, 2018 and 2017, respe ctively. Refer to Note 21 for further information. Loans p rovided to VIEs The Bancorp has provided funding to certain unconsolidated VIEs sponsored by third parties. These VIEs are generally established to finance certain consumer and small business l oans originated by third parties. The entities are primarily funded through the issuance of a loan from the Bancorp or a syndication through which the Bancorp is involved. The sponsor/administrator of the entities is responsible for servicing the underlyin g assets in the VIEs. Because the sponsor/administrator, not the Bancorp, holds the servicing responsibilities, which include the establishment and employment of default mitigation policies and procedures, the Bancorp does not hold the power to direct the activities that most significant ly impact the economic performance of the entity and, therefore, is not the primary beneficiary. The principal risk to which these entities are exposed is credit risk related to the underlying assets. The Bancorp’s maximum exposure to loss is equal to the carrying amounts of the loans and unfunded commitments to the VIEs. The Bancorp’s outstanding loans to these V IEs are included in commercial loans in Note 5 . As of both March 31, 2018 and December 31, 2017 , the Bancorp’s unfun ded commitments to these entities were $ 1.1 billion . The loans and unfunded commitments to these VIEs are included in the Bancorp’s overall analysis of the ALLL and reserve for unfunded commitments, respectively. The Bancorp does not provide any implicit or explicit liquidity guarantees or principal value guarantees to these VIEs .

Sales of Receivables and Servic

Sales of Receivables and Servicing Rights	3 Months Ended
	Mar. 31, 2018
Sales of Receivables and Servicing Rights
Sales of Receivables and Servicing Rights	10 . Sales of Receivables and Servicing Rights Residential Mortgage Loan Sales The Bancorp sold fixed and adjustable - rate residential mortgage loans during both the three months ended March 31, 2018 and 2017 . In those sales, the Bancorp obtained servicing responsibilities and provided certain standard representations and warranties, however the investors have no recourse to the Bancorp’s other assets for failure of debtors to pay when due. The Bancorp receive s annual servicing fees based on a percentage of the outstanding balance. The Bancorp identifies classes of servicing assets based on financial asset type and interest rates. Information related to residential mortgage loan sales and the Bancorp’s mortgage banking activity, which is included in mortgage banking net revenue in the Condensed Consolidated Statements of Income, is as follows: For the three months ended March 31, ($ in millions) 2018 2017 Residential mortgage loan sales (a) $ 1,000 a 1,629 Origination fees and gains on loan sales 24 29 Gross mortgage servicing fees 53 47 Represents the unpaid principal balance at the time of the sale. Servicing Rights The Bancorp measures all of its servicing rights at fair value with changes in fair value reported in mortgage banking net revenue in the Condensed Consolidated Statements of Income. The following tables present changes in the servicing rights related to residential mortgage loans for the three months ended March 31: ($ in millions) 2018 2017 Balance, beginning of period $ 858 744 Servicing rights originated - residential mortgage loans 16 26 Servicing rights acquired - residential mortgage loans 24 29 Changes in fair value: Due to changes in inputs or assumptions (a) 57 4 Other changes in fair value (b) (29) (27) Balance, end of period $ 926 776 Primarily reflects changes in prepayment speed and OAS spread assumptions which are updated based on market interest rates . Pr imarily reflects changes due to collection of contractual cash flows and the passage of time . The Bancorp maintains a non-qualifying hedging strategy to manage a portion of the risk associated wi th changes in the value of the MSR portfolio. This strategy may include the purchase of free-standing derivatives and various available-for-sale and trading securities. The interest income, mark-to-market adjustments and gain or loss from sale activities a ssociated with these portfolios are expected to economically hedge a portion of the change in value of the MSR portfolio caused by fluctuating OAS spreads, earnings rates and prepayment speeds. The fair value of the servicing asset is based on the present value of expected future cash flows . The following table presents activity related to valuations of the MSR portfolio and the impact of the non-qualifying hedging strategy: For the three months ended March 31, ($ in millions) 2018 2017 Securities losses, net - non-qualifying hedges on MSRs $ (13) - Changes in fair value and settlement of free-standing derivatives purchased to economically hedge the MSR portfolio (a) (49) (1) MSR fair value adjustment (a) 28 (23) (a) Included in mortgage banking net revenue in the Condensed Consolidated Statements of Income. The key economic assumptions used in measuring the interests in residential mortgage loans that continued to be held by the Bancorp at the date of sale, securitization or purchase resulting from transactions completed during the three months ended March 31, 2018 and 2017 were as follows: March 31, 2018 March 31, 2017 Rate Weighted-Average Life (in years) Prepayment Speed (annual) OAS Spread (bps) Weighted-Average Life (in years) Prepayment Speed (annual) OAS Spread (bps) Residential mortgage loans: Servicing rights Fixed 7.0 9.1 % 549 6.7 9.9 % 485 Servicing rights Adjustable 2.6 30.0 637 2.3 34.9 700 Based on historical credit experience, expected credit losses for residential mortgage loan servicing rights have been deemed immaterial, as the Bancorp sold the majority of the underlying loans without recourse. At March 31, 2018 and December 31, 2017 , the Bancorp serviced $ 61.0 billion and $ 60.0 billion, respectively , of residential mortgage loans for other i nvestors. The value of MSRs that continue to be held by the Bancorp is subject to credit, prepayment and interest rate risks on the sold financial assets. At March 31, 2018, the sensitivity of the current fair value of residual cash flows to immediate 10%, 20% and 50% adverse changes in prepayment speed assumptions and immediate 10% and 20% adverse changes in OAS spread are as follows: Prepayment OAS Speed Assumption Spread Assumption OAS Spread Impact of Weighted- Impact of Adverse Change Adverse Change Fair Average Life on Fair Value on Fair Value ($ in millions) (a) Rate Value (in years) Rate 10% 20% 50% (bps) 10% 20% Residential mortgage loans: Servicing rights Fixed $ 910 6.4 10.0 % $ (35) (68) (156) 548 $ (19) (36) Servicing rights Adjustable 16 3.3 24.6 (1) (2) (4) 797 - (1) (a) The impact of the weighted-average default rate on the current fair value of residual cash flows for all scenarios is immaterial . These sensitivities are hypothetical and should be used with caution. As the figures indicate, changes in fair value based on these variations in the assumptions typically cannot be extrapolated because the relationship of the change in assumption to the c hange in fair value may not be linear. The Bancorp believes variations of these levels are reasonably possible; however, there is the potential that adverse changes in key assumptions could be even greater. Also, in the previous table, the effect of a vari ation in a particular assumption on the fair value of the interests that continue to be held by the Bancorp is calculated without changing any other assumption; in reality, changes in one factor may result in changes in another (for example, increases in m arket interest rates may result in lower prepayments), which might magnify or counteract these sensitivities.

Derivative Financial Instrument

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2018
Derivative Financial Instruments
Derivative Financial Instruments	11 . Derivative Financial Instruments The Bancorp maintains an overall risk management strategy that incorporates the use of derivative instruments to reduce c ertain risks related to interest rate, prepayment and foreign currency volatility. Additionally, the Bancorp holds derivative instruments for the benefit of its commercial customers and for other business purposes. The Bancorp does not enter into unhedged speculative derivative positions . The Bancorp’s interest rate risk management strategy involves modifying the repricing characteristics of certain financial instruments so that changes in interest rates do not adversely affect the Bancorp’s net interest margin and cash flows. Derivative instruments that the Bancorp may use as part of its interest rate risk management strategy include interest rate swaps, interest rate floors, interest rate caps, forward contracts, forward starting interest rate swaps, options and swaptions. Interest rate swap contracts are exchanges of interest payments, such as fixed-rate payments for floating-rate payments, based on a stated notional amount and maturity date. Interest rate floors protect against declining rates, while interest rate caps protect against rising interest rates. Forward contracts are contracts in which the buyer agrees to purchase, and the seller agrees to make delivery of, a specific financial instrument at a predetermined price or yield. Options provide the purchaser with the right, but no t the obligation, to purchase or sell a contracted item during a specified period at an agreed upon price. Swaptions are financial instruments granting the owner the right, but not the obligation, to enter into or cancel a swap. Prepayment volatility aris es mostly from changes in fair value of the largely fixed-rate MSR portfolio, mortgage loans and mortgage-backed securities. The Bancorp may enter into various free-standing derivatives (principal-only swaps, interest rate swaptions, interest rate floors, mortgage options, TBAs and interest rate swaps) to economically hedge prepayment volatility. Principal-only swaps are total return swaps based on changes in the value of the underlying mortgage principal-only trust. TBA securities are a forward purchase ag reement for a mortgage-backed securities trade whereby the terms of the security are undefined at the time the trade is made. Foreign currency volatility occurs as the Bancorp enters into certain loans denominated in foreign currencies. Derivative instru ments that the Bancorp may use to economically hedge these foreign denominated loans include foreign exchange swaps and forward contracts. The Bancorp also enters into derivative contracts (including foreign exchange contracts, commodity contracts and int erest rate contracts) for the benefit of commercial customers and other business purposes. The Bancorp economically hedge s significant exposures related to these free-standing derivatives by entering into offsetting third-party contracts with approved, rep utable and independent counterparties with substantially matching terms and currencies. Credit risk arises from the possible inability of counterparties to meet the terms of their contracts. The Bancorp’s exposure is limited to the replacement value of the contracts rather than the notional, principal or contract amounts. Credit risk is minimized through credit approvals, limits, counterparty collateral and monitoring procedures. The fair value of derivative instruments is presented on a gross basis, even when the derivative instruments are subject to master netting arrangements. Derivative instruments with a positive fair value are reported in other assets in the Condensed Consolidated Balance Sheets while derivative instruments with a negative fair value are reported in other liabilities in the Condensed Consolidated Balance Sheets. Cash collateral payables and receivables associated with the derivative instruments are not added to or netted against the fair value amounts with the exception of certain var iation margin payments that are considered legal settlements of the derivative contracts. For derivative contracts cleared through certain central clearing parties who have modified their rules to treat variation margin payments as settlements, the variati on margin payments are applied to net the fair value of the respective derivative contracts. The Bancorp’s derivative assets include certain contractual features in which the Bancorp requires the counterparties to provide collateral in the form of cash an d securities to offset changes in the fair value of the derivatives, including changes in the fair value due to credit risk of the counterparty. As of March 31, 2018 and December 31, 2017 , the balance of collateral held by the Bancorp for derivative assets was $ 375 million and $ 409 million, respectively. For derivative contracts cleared through certain central clearing parties who have modified their rules to treat variation margin payments as settlement of the derivative contract, the payments for variation margin of $ 85 million were applied to reduce the respective derivative contracts and were also not included in the total amount of collateral held as of March 31, 2018 . The credit component negatively impacting the fair value of derivative assets associated with cu stomer accommodation contracts as of March 31, 2018 and December 31, 2017 was $ 2 million and $ 3 million, respectively. In measuring the fair value of derivative liabilities, the Bancorp considers its own credit risk, taking into consideration collateral maintenance requirements of certain derivative counterparties and the duration of instruments with counterparties that do not require collateral maintenance. When necessary, the Bancorp posts collateral primarily in the form of cash and securities to offse t changes in fair value of the derivatives, including changes in fair value due to the Bancorp’s credit risk. As of March 31, 2018 and December 31, 2017 , the balance of collateral posted by the Bancorp for derivative liabilities was $ 322 million and $ 365 million, r espectively , and $ 100 million of variation margin payments were applied to the respective derivative contracts to reduce the Bancorp’s derivative liabilities as of March 31, 2018 and were also not included in the total amount of collateral posted . Certain of the Bancorp’s derivative liabilities contain credit-risk related contingent features that could result in the requirement to post additional collateral upon the occurrence of specified events. As of March 31, 2018 and December 31, 2017 , the fair value of the additional collateral that could be required to be posted as a result of the credit-risk related contingent features being triggered was immaterial to the Condensed Consolidated Financial Statements. The posting of collateral has been determined to re move the need for further consideration of credit risk. As a result , the Bancorp determined that the impact of the Bancorp’s credit risk to the valuation of its derivative liabilities was immaterial to the Condensed Consolidated Financial Statements. The Bancorp holds certain derivative instruments that qualify for hedge accounting treatment and are designated as either fair value hedges or cash flow hedges. Derivative instruments that do not qualify for hedge accounting treatment, or for which hedge accou nting is not established, are held as free-standing derivatives. All customer accommodation derivatives are he ld as free-standing derivatives. The following tables reflect the notional amounts and fair values for all derivative instruments included in the Condensed Consolidated Balance Sheets as of: Fair Value Notional Derivative Derivative March 31, 2018 ($ in millions) Amount Assets Liabilities Derivatives Designated as Qualifying Hedging Instruments: Fair value hedges: Interest rate swaps related to long-term debt $ 3,705 248 4 Total fair value hedges 248 4 Cash flow hedges: Interest rate swaps related to C&I loans 4,150 - 18 Total cash flow hedges - 18 Total derivatives designated as qualifying hedging instruments 248 22 Derivatives Not Designated as Qualifying Hedging Instruments: Free-standing derivatives - risk management and other business purposes: Interest rate contracts related to MSR portfolio 12,135 53 20 Forward contracts related to residential mortgage loans held for sale 1,153 2 2 Swap associated with the sale of Visa, Inc. Class B Shares 1,993 - 165 Foreign exchange contracts 138 - - Total free-standing derivatives - risk management and other business purposes 55 187 Free-standing derivatives - customer accommodation: Interest rate contracts 44,973 220 241 Interest rate lock commitments 667 11 - Commodity contracts 4,843 199 195 TBA securities 46 - - Foreign exchange contracts 11,723 132 129 Total free-standing derivatives - customer accommodation 562 565 Total derivatives not designated as qualifying hedging instruments 617 752 Total $ 865 774 Fair Value Notional Derivative Derivative December 31, 2017 ($ in millions) Amount Assets Liabilities Derivatives Designated as Qualifying Hedging Instruments: Fair value hedges: Interest rate swaps related to long-term debt $ 3,705 297 5 Total fair value hedges 297 5 Cash flow hedges: Interest rate swaps related to C&I loans 4,475 - 12 Total cash flow hedges - 12 Total derivatives designated as qualifying hedging instruments 297 17 Derivatives Not Designated as Qualifying Hedging Instruments: Free-standing derivatives - risk management and other business purposes: Interest rate contracts related to MSR portfolio 11,035 54 15 Forward contracts related to residential mortgage loans held for sale 1,284 1 1 Stock warrant 20 20 - Swap associated with the sale of Visa, Inc. Class B Shares 1,900 - 137 Foreign exchange contracts 112 - 1 Total free-standing derivatives - risk management and other business purposes 75 154 Free-standing derivatives - customer accommodation: Interest rate contracts 42,216 154 145 Interest rate lock commitments 446 8 - Commodity contracts 4,125 165 167 TBA securities 26 - - Foreign exchange contracts 12,654 124 119 Total free-standing derivatives - customer accommodation 451 431 Total derivatives not designated as qualifying hedging instruments 526 585 Total $ 823 602 Fair Value Hedges The Bancorp may enter into interest rate swaps to convert its fixed-rate funding to floating-rate. Decisions to convert fixed-rate funding to floating are made primarily through consideration of the asset/liability mix of the Bancorp, the desired asset/liability sensitivity and interest rate levels. For all designated fair value hedges of interest rate risk as of March 31, 2018 , the Bancorp p erformed an assessment of hedge effectiveness using regression analysis (quantitative approach) with changes in the fair value of the derivative instrument and changes in the fair value of the hedged asset or liability attributable to the hedged risk recor ded in the same income statement line in current period net income . The following table reflects the change in fair value of interest rate contracts, designated as fair value hedges, as well as the change in fair value of the related hedged items attributable to the risk being hedged, included in the Condensed Consolidated Statements of Income: Condensed Consolidated For the three months Statements of ended March 31, ($ in millions) Income Caption 2018 2017 Change in fair value of interest rate swaps hedging long-term debt Interest on long-term debt $ (63) (21) Change in fair value of hedged long-term debt attributable to the risk being hedged Interest on long-term debt 64 21 The following amounts were recorded in the Condensed Consolidated Balance Sheets related to cumulative basis adjustments for fair value hedges as of: Condensed Consolidated ($ in millions) Balance Sheets Caption March 31, 2018 Carrying amount of the hedged item Long-term debt $ 4,219 Cumulative amount of fair value hedging adjustments included in the carrying amount of the hedged items Long-term debt (231) Cash Flow Hedges The Bancorp may enter into interest rate swaps to convert floating-rate assets and liabilities to fixed rates or to hedge certain forecasted transactions for the variability in cash flows attributable to the contractually specified interest rate . The assets or liabilities may be grouped in circum stances where they share the same risk exposure that the Bancorp desires to hedge. The Bancorp may also enter into interest rate caps and floors to limit ca sh flow variability of floating- rate assets and liabilities. As of March 31, 2018 , all hedges designat ed as cash flow hedges were assessed for effectiveness using regression analysis. The entire change in the fair value of the interest rate swap included in the assessment of hedge effectiveness is re corded in AOCI and reclassified from AOCI to current peri od earnings when the hedged item affects earnings. As of March 31, 2018 , the maximum length of time over which the Bancorp is hedging its exposure to the variability in future ca sh flows is 59 months. Reclassified gains and losses on interest rate contra cts related to commercial and industrial loans are recorded within interest income in the Condensed Consolidated Statements of Income. As of March 31, 2018 and December 31, 2017 , $ 19 million and $ 9 million, respectively, of net deferred losses , net of tax, on cash flow hedges were recorded in AOCI in the Condensed Consolidated Balance Sheets. As of March 31, 2018 , $ 2 million in net unrealized gains, net of tax, recorded in AOCI are expected to be reclassified into earnings during the next twelve months. This amount co uld differ from amounts actually recognized due to changes in interest rates, hedge de-designations, and the addition of other hedges subsequent to March 31, 2018 . During both the three months ended March 31, 2018 and 2017 , there were no gains or los ses reclassified from AOCI into earnings associated with the discontinuance of cash flow hedges because it was probable that the original forecasted transaction would no longer occur by the end of the originally specified time period or within the addition al period of time as defined by U.S. GAAP. The following table presents the pretax net (losses) gains recorded in the Condensed Consolidated Statements of Income and in the Condensed Consolidated Statements of Comprehensive Income relating to derivative instruments designated as cash flow hedges: For the three months ended March 31, ($ in millions) 2018 2017 (a) Amount of pretax net losses recognized in OCI $ (9) (5) Amount of pretax net gains reclassified from OCI into net interest income 1 8 For the three months ended March 31, 2017, the amount of pretax net losses recognized in OCI represented the effective portion of the cumulative gains or losses on cash flow hedges and ineffectiveness was reported within noninterest income. Upon the adoption of ASU 2017-12, the Bancorp recorded a cumulative effect adjustment to retained earnings effective January 1, 2018 related to the elimination of the separate measurement of ineffect iveness. Refer to Note 3 for additional information. Free-Standing Derivative Instruments – Risk Management and Other Business Purposes As part of its overall risk management strategy relative to its mortgage banking activity, the Bancorp may enter into various free-standing derivatives (principal-only swaps, interest rate swaptions, interest rate floors, mortgage options, TBA securities and interest rate swaps) to economically hedge changes in fair value of its largely fixed-rate MSR portfolio. Principal-only swaps hedge the mortgage-LIBOR spread because these sw aps appreciate in value as a result of tightening spreads. Principal-only swaps also provide prepayment protection by increasing in value when prepayment speeds increase, as opposed to MSRs that lose value in a faster prepayment environment. Receive fixed/ pay floating interest rate swaps and swaptions increase in value when interest rates do not increase as quickly as expected. The Bancorp enters into forward contracts and mortgage options to economically hedge the change in fair value of certain residenti al mortgage loans held for sale due to changes in interest rates. IRLCs issued on residential mortgage loan commitments that will be held for sale are also considered free-standing derivative instruments and the interest rate exposure on these commitments is economically hedged primarily with forward contracts. Revaluation gains and losses from free-standing derivatives related to mortgage banking activity are recorded as a component of mortgage banking net revenue in the Condensed Consolidated Statements o f Income. In conjunction with the sale of Visa, Inc. Class B S hares in 2009, the Bancorp entered into a total return swap in which the Bancorp will make or receive payments based on subsequent changes in the conversion rate of the Class B Shares into Class A S hares. This total return swap is accounted for as a free-standing derivative. Refer to Note 21 for further discussion of significant inputs and assumptions used in th e valuation of this instrument. The net (losses) gains recorded in the Condensed Consolidated Statements of Income relating to free-standing derivative instruments used for risk management and other business purposes are summarized in the following table: Condensed Consolidated For the three months Statements of ended March 31, ($ in millions) Income Caption 2018 2017 Interest rate contracts: Forward contracts related to residential mortgage loans held for sale Mortgage banking net revenue $ - (21) Interest rate contracts related to MSR portfolio Mortgage banking net revenue (49) (1) Foreign exchange contracts: Foreign exchange contracts for risk management purposes Other noninterest income 2 (1) Equity contracts: Swap associated with sale of Visa, Inc. Class B Shares Other noninterest income (39) (13) Free-Standing Derivative Instruments – Customer Accommodation The majority of the free-standing derivative instruments the Bancorp enters into are for the benefit of its commercial customers. These derivative contracts are not designated against specif ic assets or liabilities on the Condensed Consolidated Balance Sheet s or to forecasted transactions; and therefore, do not qualify for hedge accounting. These instruments include foreign exchange derivative contracts entered into for the benefit of commerc ial customers involved in international trade to hedge their exposure to foreign currency fluctuations and commodity contracts to hedge such items as natural gas and various other derivative contracts. The Bancorp may economically hedge significant exposur es related to these derivative contracts entered into for the benefit of customers by entering into offsetting contracts with approved, reputable , independent counterparties with substantially matching terms. The Bancorp hedges its interest rate exposure o n commercial customer transactions by executing offsetting swap agreements with primary dealers. Revaluation gains and losses on interest rate, foreign exchange, commodity and other commercial customer deriva tive contracts are recorded as a component of either cor porate banking revenue or other noninterest income in the Condensed Consolidated Statements of Income. The Bancorp enters into risk participation agreements, under which the Bancorp assumes credit exposure relating to certain underlying interest rate de rivative contracts. The Bancorp only enters into these risk participation agreements in instances in which the Bancorp has participated in the loan that the underlying interest rate derivative contract was designed to hedge. The Bancorp will make payments under these agreements if a customer defaults on its obligation to perform under the terms of the underlying interest rate derivative contract. As of March 31, 2018 and December 31, 2017 , the total notional amount of the risk p articipation agreements was $3.4 billi on and $2.8 billion, respectively, and the fair value was a liability of $ 6 million and $ 5 million at March 31, 2018 and December 31, 2017 , respectively, which is included in other liabilities in the Condensed Consolidated Balance Sheets . As of March 31, 2018 , the ri sk participation agreements had a weighted-average remaining life of 4.2 years. The Bancorp’s maximum exposure in the risk participation agreements is contingent on the fair value of the underlying interest rate derivative contracts in an asset position a t the time of default. The Bancorp monitors the credit risk associated with the underlying customers in the risk participation agreements through the same risk grading system currently utilized for establishing loss reserves i n its loan and lease portfolio . Risk ratings of the notional amount of risk participation agreements under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 3,263 2,748 Special mention 77 66 Substandard 30 24 Total $ 3,370 2,838 The net gains recorded in the Condensed Consolidated Statements of Income relating to free-standing derivative instruments used for customer accommodation are summarized in the following table: For the three months Condensed Consolidated ended March 31, ($ in millions) Statements of Income Caption 2018 2017 Interest rate contracts: Interest rate contracts for customers (contract revenue) Corporate banking revenue $ 7 5 Interest rate lock commitments Mortgage banking net revenue 13 22 Commodity contracts: Commodity contracts for customers (contract revenue) Corporate banking revenue 2 1 Commodity contracts for customers (credit portion of fair value adjustment) Other noninterest expense - 1 Foreign exchange contracts: Foreign exchange contracts for customers (contract revenue) Corporate banking revenue 14 13 Foreign exchange contracts for customers (contract revenue) Other noninterest income (2) - Foreign exchange contracts for customers (credit portion of fair value adjustment) Other noninterest expense 1 1 Offsetting Derivative Financial Instruments The Bancorp’s derivative transactions are generally governed by ISDA Master Agreements and similar arrangements, which include provisions governing the setoff of assets and liabilities between the parties. When the Bancorp has more than one outstanding derivative transaction with a single counterparty, the setoff provisions contained within these agreements generally allow the non-defaulting party the right to reduce its liability to the defaulting party by amoun ts eligible for setoff, including the collateral received as well as eligible offsetting transactions with that counterparty, irrespective of the currency, place of payment, or booking office. The Bancorp’s policy is to present its derivative assets and de rivative liabilities on the Condensed Consolidated Balance Sheets on a gross basis, even when provisions allowing for setoff are in place. However, for derivative contracts cleared through certain central clearing parties who have modified their rules to t reat variation margin payments as settlements, the fair value of the respective derivative contracts are reported net of the variation margin payments. Collateral amounts included in the tables below consist primarily of cash and highly-rated government-b acked securities and do not include variation margin payments for derivative contracts with legal rights of setoff for both periods shown . The following tables provide a summary of offsetting derivative financial instruments: Gross Amount Gross Amounts Not Offset in the Recognized in the Condensed Consolidated Balance Sheets Condensed Consolidated As of March 31, 2018 ($ in millions) Balance Sheets (a) Derivatives Collateral (b) Net Amount Assets: Derivatives $ 854 (229) (341) 284 Total assets 854 (229) (341) 284 Liabilities: Derivatives 774 (229) (209) 336 Total liabilities $ 774 (229) (209) 336 Amount does not includ e IRLCs because these instruments are not subject to master netting or similar arrangements . Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table. Gross Amount Gross Amounts Not Offset in the Recognized in the Condensed Consolidated Balance Sheets Condensed Consolidated As of December 31, 2017 ($ in millions) Balance Sheets (a) Derivatives Collateral (b) Net Amount Assets: Derivatives $ 815 (213) (362) 240 Total assets 815 (213) (362) 240 Liabilities: Derivatives 602 (213) (155) 234 Total liabilities $ 602 (213) (155) 234 Amount does not include IRLCs because these instruments are not subject to master netting or similar arrangements . Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table.

Other Short Term Borrowings

Other Short Term Borrowings	3 Months Ended
	Mar. 31, 2018
Other Short Term Borrowings
Other Short Term Borrowings	13 . Other Short-Term Borrowings Borrowings with original maturities of one year or less are classified as short-term. The following table presents a summary of the Bancorp's other short-term borrowings as of: March 31, December 31, ($ in millions) 2018 2017 Securities sold under repurchase agreements $ 662 546 FHLB advances 400 3,125 Derivative collateral 273 341 Total other short-term borrowings $ 1,335 4,012 The Bancorp’s securities sold under repurchase agreements are accounted for as secured borrowings and are collateralized by securities included in available-for-sale debt and other securities in the Condensed Consolidated Balance Sheets. These securities are subject to changes in market value and, therefore, the Bancorp may increase or decrease the level of securities pledged as collateral based upon these movements in market value . As of both March 31, 2018 and December 31, 2017, all securities sold under rep urchase agreements were secured by agency residential mortgage-backed securities with an overnight remaining contractual maturity .

Long-Term Debt

Long-Term Debt	3 Months Ended
	Mar. 31, 2018
Long-Term Debt
Long-Term Debt	13 . Long-Term Debt On March 14, 2018, the Bancorp issued and sold $ 650 million of 3.95% senior fixed-rate notes, with a maturity of ten years, due on March 14, 2028. These notes will be redeemable by the Bancorp, in whole or in part, on or after the date that is 30 days prior to the maturity date at a redemption price equal to 100% of the principal amount of the notes to be redeemed plus accrued and unpaid interest thereon to, but excluding, the redemption date .

Capital Actions

Capital Actions	3 Months Ended
	Mar. 31, 2018
Capital Actions
Capital Actions	14 . Capital Actions Accelerated Share Repurchase Transactions During the three months ended March 31, 2018 , the Bancorp entered into or settled a ccelerate d share repurchase transactions. As part of these t ransactions, the Bancorp entered into forward contracts in which the final number of shares delivered at settlement was based generally on a discount to the average daily volume weighted - average price of the Bancorp’s common stock during the term of the se repurchase a greement s . The accel erated share repurchase s were treated as two separate transactions , (i) the acquisition of treasury shares on the repurchase date and (ii) a forward contract i ndexed to the Bancorp's common stock. The following table presents a summary of the Bancorp's accelerated share repurchase transactions that were entered into or settled during the three months ended March 31, 2018: Repurchase Date Amount ($ in millions) Shares Repurchased on Repurchase Date Shares Received from Forward Contract Settlement Total Shares Repurchased Settlement Date December 19, 2017 $ 273 7,727,273 824,367 8,551,640 March 19, 2018 February 12, 2018 318 8,691,318 1,015,731 9,707,049 March 26, 2018

Commitments, Contingent Liabili

Commitments, Contingent Liabilities and Guarantees	3 Months Ended
	Mar. 31, 2018
Commitments, Contingent Liabilities and Guarantees
Commitments, Contingent Liabilities and Guarantees	16 . Commitments, Contingent Liabilities and Guarantees The Bancorp, in the normal course of business, enters into financial instruments and various agreements to meet the financing needs of its customers. The Bancorp also enters into certain transactions and agreements to manage its interest rate and prepayment risks, provide funding, equipment and locations for its operations and invest in its communities. These instruments and agreements involve, to varying degrees, elements of credit risk, counterparty risk and market risk in excess of the amounts recognized in the Condensed Consolidated Balance Sheets. The creditworthiness of counterparties for all instruments and agreements is evaluated on a case-by-case basis in accordance with the Bancor p’s credit policies. The Bancorp’s significant commitments, contingent liabilities and guarantees in excess of the amounts recognized in the Condensed Consolidated Balance Sheets are discussed in the following sections. Commitments The Bancorp has certain commitments to make future payments under contracts. The following table reflects a summary of significant commitments as of: March 31, December 31, ($ in millions) 2018 2017 Commitments to extend credit $ 68,089 68,106 Letters of credit 2,164 2,185 Forward contracts related to residential mortgage loans held for sale 1,153 1,284 Noncancelable operating lease obligations 559 568 Purchase obligations 132 144 Capital commitments for private equity investments 45 48 Capital expenditures 27 37 Capital lease obligations 24 26 Commitments to extend credit Commitments to extend credit are agreements to lend, typically having fixed expiration dates or other termination clauses that may require payment of a fee. Since many of the commitments to extend credit may expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements. The Bancorp is exposed to credit risk in the event of nonperformance by the counterparty for the amount of the contract. Fixed-rate commitments are a lso subject to market risk resulting from fluctuations in interest rates and the Bancorp’s exposure is limited to the replacement value of those commitments. As of March 31, 2018 and December 31, 2017 , the Bancorp had a reserve for unfunded commitments, i ncluding letters of credit, totaling $ 151 million and $ 161 million, respectively, included in other liabilities in the Condensed Consolidated Balance Sheets. The Bancorp monitors the credit risk associated with co mmitments to extend credit using the same risk rating system utilized within its loan and lease portfolio. Risk ratings under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 67,323 67,254 Special mention 354 330 Substandard 412 522 Total commitments to extend credit $ 68,089 68,106 Letters of c r edit Standby and commercial letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party and expire as summarized in the following table as of March 31, 2018: ($ in millions) Less than 1 year (a) $ 1,174 1 - 5 years (a) 981 Over 5 years 9 Total letters of credit $ 2,164 ( a) Includes $ 6 and $ 1 i ssued on behalf of commercial customers to facilitate trade payments in U.S. dollars and foreign currencies which expire less than 1 year and between 1 - 5 years, respectively. Standby letters of credit accounted for approximately 99 % of total letters of credit at both March 31, 2018 and December 31, 2017 , and are considered guarantees in accordance with U.S. GAAP. Approximately 62 % and 61 % of the total standby letters of credit were collateralized as of March 31, 2018 and December 31, 2017 , respectively. In the event of nonperformance by the customers, the Bancorp has rights to the underlying collateral, which can include commercial real e state, physical plant and property, inventory, receivables, cash and marketable securities. The reserve related to these standby letters of credit, which was included in the total reserve for unfunded commitments, was $ 1 5 million and $ 6 million at March 31, 2018 and December 31, 2017 , respectively . The Bancorp monitors the credit risk associated with letters of credit using the same risk rating system utilized wi thin its loan and lease portfolio. Risk ratings under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 1,822 1,830 Special mention 60 67 Substandard 198 218 Doubtful 84 70 Total letters of credit $ 2,164 2,185 At March 31, 2018 and December 31, 2017 , the Bancorp had outstanding letters of credit that were supporting certain securities issued as VRDNs. The Bancorp facilitates financing for its commercial customers, which consist of companies and municipalities, by marketing the VRDNs to investors. The VRDNs pay interest to holders at a rate of interest that fluctuates based upon market demand. The VRDNs generally have long-term maturity dates, but can be tendered by the holder for purchase at par value upon prop er advance notice. When the VRDNs are tendered, a remarketing agent generally finds another investor to purchase the VRDNs to keep the securities outstanding in the market. As of March 31, 2018 and December 31, 2017 , total VRDNs in which the Bancorp was t he remarketing agent or were supported by a Bancorp letter of credit were $ 646 million and $ 602 million, respectively , of which FTS acted as the remarketing agent to issuers on $ 562 million and $ 508 million, respectively. As remarketing agent, FTS is respo nsible for finding pur chasers for VRDNs that are put by investors. The Bancorp issued letters of credit, as a credit enhancement, to $ 320 million and $ 331 million of the VRDNs remarketed by FTS, in addition to $ 84 million and $ 94 million in VRDNs remarkete d by third parties at March 31, 2018 and December 31, 2017 , respectively. These letters of credit are included in the total letters of credit balance provided in the previous table. The Bancorp held zero and $ 1 million of these VRDNs in its portfolio and classified them as trading securities at March 31, 2018 and December 31, 2017 , respectively. Forward contracts related to residential mortgage loans held for sale The Bancorp enters into forward contracts to economically hedge the change in fair value of certain residential mortgage loans held for sale due to changes in interest rates. The outstanding notional amounts of these forward contracts are included in the summary of significant commitments table for all periods presented. Noncancelable operating lease obligations and other commitments The Bancorp’s subsidiaries have entered into a number of noncancelable lease agreements. The minimum rental commitments under noncancelable lease agreements are shown in the summary of significant commitments table. The Bancorp has also entered into a limited number of agreements for work related to banking center construction and to purchase goods or services. Contingent Liabilities Legal claims There are legal claims pending against the Bancorp and its subsidiari es that have arisen in the normal course of business. Refer to Note 16 for additional information regarding these proceedings. Guarantees The Bancorp has performance obligations upon the occurrence of certain events under financial guarantees provided in certain contractual arrangements as discussed in the following sections. Residential mortgage loans sold with representation and warranty provisions Conforming residential mortgage loans sold to unrelated third parties are generally sold with represent ation and warranty provisions. A contractual liability arises only in the event of a breach of these representations and warranties and, in general, only when a loss results from the breach. The Bancorp may be required to repurchase any previously sold loa n , indemnify or make whole the investor or insurer for which the representation or warranty of the Bancorp proves to be inaccurate, incomplete or misleading. For more information on how the Bancorp establishes the residential mortgage rep urchase reserve, r efer to Note 1 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 . As of March 31, 2018 and December 31, 2017 , the Bancorp mainta ined reserves related to loans sold with representation and warranty provisions totaling $ 8 million and $ 9 million, respectively, included in other liabilities in the Condensed Consolidated Balance Sheets. The Bancorp uses the best information available when estimating its mortgage representation and warranty reserve; however, the estimation process is inherently uncertain and imprecise and, accordingly, losses in excess of the amounts reserved as of March 31, 2018 are reasonably possible. The Bancorp curr ently estimates that it is reasonably possible that it could incur losses related to mortgage representation and warranty provisions in an amount up to approximately $ 9 million in excess of amounts reserved. This estimate was derived by modifying the key a ssumptions to reflect management's judgment regarding reasonably possible adverse changes to those assumptions. The actual repurchase losses could vary significantly from the recorded mortgage representation and warranty reserve or this estimate of reasona bly possible losses, depending on the outcome of various factors, including those previously discussed. For both the three months ended March 31, 2018 and 2017 , the Bancorp paid an immaterial amount in the form of make whole payments and repurchased $ 2 million in outstanding principal of loans to satisfy investor demands. Total repurchase demand requests during the three months ended March 31, 2018 and 2017 were $ 5 million and $ 3 million, respectively. Total outstanding repurchase demand invent ory was $ 2 million and $ 1 million at March 31, 2018 and December 31, 2017 , respectively . The following table summarizes activity in the reserve for representation and warranty provisions: For the three months ended March 31, ($ in millions) 2018 2017 Balance, beginning of period $ 9 13 Net reductions to the reserve (1) (1) Balance, end of period $ 8 12 The following tables provide a rollforward of unresolved claims by claimant type for the three months ended: GSE Private Label March 31, 2018 ($ in millions) Units Dollars Units Dollars Balance, beginning of period 6 $ 1 1 $ - New demands 30 5 - - Resolved demands (22) (4) - - Balance, end of period 14 $ 2 1 $ - GSE Private Label March 31, 2017 ($ in millions) Units Dollars Units Dollars Balance, beginning of period 13 $ 2 - $ - New demands 23 3 - - Loan paydowns/payoffs (1) - - - Resolved demands (24) (4) - - Balance, end of period 11 $ 1 - $ - Residential mortgage loans sold with credit recourse The Bancorp sold certain residential mortgage loans in the secondary market with credit recourse. In the event of any customer default, pursuant to the credit recourse provided, the Bancorp is required to reimburse the third party. The maximum amount of credit risk in the event of nonperformance by the underlying borrowers is equivalent to the total outstanding balance. In the event of nonperformance, the Bancorp has rights to the underlying collateral v alue securing the loan. The outstanding balances on these loans sold with credit recourse were $ 301 million and $ 312 million at March 31, 2018 and December 31, 2017 , respectively, and the delinquency rates were 2.7 % and 3. 0 % at March 31, 2018 and December 3 1, 2017 , respectively. The Bancorp maintained an estimated credit loss reserve on these loans sold with credit recourse of $ 5 million at both March 31, 2018 and December 31, 2017 recorded in other liabilities in the Condensed Consolidated Balance Sheet s. To determine the credit loss reserve, the Bancorp used an approach that is consistent with its overall approach in estimating credit losses for various categories of residential mortgage loans held in its loan portfolio. Margin accounts FTS, an indirec t wholly-owned subsidiary of the Bancorp, guarantees the collection of all margin account balances held by its brokerage clearing agent for the benefit of its customers. FTS is responsible for payment to its brokerage clearing agent for any loss, liability , damage, cost or expense incurred as a result of customers failing to comply with margin or margin maintenance calls on all margin accounts. The margin account balance s held by the brokerage clearing agent were $ 16 million and $ 15 million at March 31, 2018 and De cember 31, 2017 , respectively . In the event of any customer default, FTS has rights to the underlying collateral provided. Given the existence of the underlying collateral provided and negligible historical credit losses, the Bancorp does not main tain a loss reserve related to the margin accounts. Long- term borrowing obligations The Bancorp had certain fully and unconditionally guaranteed long-term borrowing obligations issued by wholly-owned issuing trust entities of $ 62 million at both March 31, 2018 and December 31, 2017 . Visa litigation The Bancorp, as a member bank of Visa prior to Visa’s reorganization and IPO (the “IPO”) of its Class A common shares (the “Class A Shares”) in 2008, had certain indemnification obligations pursuant to Vi sa’s certificate of incorporation and by-laws and in accordance with their membership agreements. In accordance with Visa’s by-laws prior to the IPO, the Bancorp could have been required to indemnify Visa for the Bancorp’s proportional share of losses base d on the pre-IPO membership interests. As part of its reorganization and IPO, the Bancorp’s indemnification obligation was modified to include only certain known or anticipated litigation (the “Covered Litigation”) as of the date of the restructuring. This modification triggered a requirement for the Bancorp to recognize a liability equal to the fair value of the indemnification liability. In conjunction with the IPO, the Bancorp received 10.1 million of Visa’s Class B common shares (the “Class B Shares”) based on the Bancorp’s membership percentage in Visa prior to the IPO. The Class B Shares are not transferable (other than to another member bank) until the later of the third anniversary of the IPO closing or the date which the Covered Litigation has been resolved; therefore, the Bancorp’s Class B Shares were classified in other assets and accounted for at their carryover basis of $ 0 . Visa deposited $ 3 billion of the proceeds from the IPO into a litigation escrow account, established for the purpose of fun ding judgments in, or settlements of, the Covered Litigation. Since then, when Visa’s litigation committee determined that the escrow account was insufficient; Visa issued additional Class A Shares and deposited the proceeds from the sale of the Class A Sh ares into the litigation escrow account. When Visa funded the litigation escrow account, the Class B Shares were subjected to dilution through an adjustment in the conversion rate of Class B Shares into Class A Shares. In 2009, the Bancorp completed the s ale of Visa, Inc. Class B Shares and entered into a total return swap in which the Bancorp will make or receive payments based on subsequent changes in the conversion rate of the Class B Shares into Class A Shares. The swap terminates on the later of the t hird anniversary of Visa’s IPO or the date on which the Covered Litigation is settled. Refer to Note 21 for additional information on the valuation of the swap. The counterparty to the swap as a result of its ownership of the Class B Shares will be imp acted by dilutive adjustments to the conversion rate of the Class B Shares into Class A Shares caused by any Covered Litigation losses in excess of the litigation escrow account. If actual judgments in, or settlements of, the Covered Litigation significant ly exceed current expectations, then additional funding by Visa of the litigation escrow account and the resulting dilution of the Class B Shares could result in a scenario where the Bancorp’s ultimate exposure associated with the Covered Litigation (the “ Visa Litigation Exposure”) exceeds the value of the Class B Shares owned by the swap counterparty (the “Class B Value”). In the event the Bancorp concludes that it is probable that the Visa Litigation Exposure exceeds the Class B Value, the Bancorp would r ecord a litigation reserve liability and a corresponding amount of other noninterest expense for the amount of the excess. Any such litigation reserve liability would be separate and distinct from the fair value derivative liability associated with the tot al return swap. As of the date of the Bancorp’s sale of the Visa Class B Shares and through March 31, 2018 , the Bancorp has concluded that it is not probable that the Visa Litigation Exposure will exceed the Class B value. Based on this determination, upon the sale of Class B Shares, the Bancorp reversed its net Visa litigation reserve liability and recognized a free-standing derivative liability associated with the total return swap. The fair value of the swap liability was $ 165 milli on at March 31, 2018 and $ 137 million at December 31, 2017 . Refer to Note 11 and Note 21 for further information. After the Bancorp’s sale of the Class B Shares, Visa has funded additional amounts into the litigation escrow account which have resulted in further dilutive adjustments to the conversion of Class B Shares into Class A Shares, and along with other terms of the total return swap, require d the Bancorp to make cash payments in varying amounts to the swap counterparty as follows: Visa Bancorp Cash Period ($ in millions) Funding Amount Payment Amount Q2 2010 $ 500 20 Q4 2010 800 35 Q2 2011 400 19 Q1 2012 1,565 75 Q3 2012 150 6 Q3 2014 450 18 i

Legal and Regulatory Proceeding

Legal and Regulatory Proceedings	3 Months Ended
	Mar. 31, 2018
Legal And Regulatory Proceedings
Legal and Regulatory Proceedings	16 . Legal and Regulatory Proceedings Litigation Visa/Mastercard Merchant Interchange Litigation In April 2006, the Bancorp was added as a defendant in a consolidated antitrust class action lawsuit originally filed against Visa®, MasterCard® and several other major financial institutions in the United States District Court for the Eastern District of New York (In re: Payment Card Interchange Fee and Merchant Discount Antitrust Litigation) . The plaintiffs, merchants operating commercial businesses throughout the U.S. and trade associations, claimed that the interchange fees charged by card-issuing banks were unreasonable and sought injunctive relief and unspecified damages. In addition to being a named defendant, the Bancorp is also subject to a possible indemnification obligation of Visa as discussed in Note 15 and has also entered into judgment and loss sharing agreements with Visa, MasterCard and certain other named defendants. In October 2012, the parties to the litigation entered into a settlement agreement. On January 14, 2014, the trial court entered a final order approving the class settlement . A number of merchants filed appeals from that approval. The U.S. Court of Appeals for the Second Circuit held a hearing on those appeals and on June 30, 2016, reversed the district court’s approval of the class settlement, remanding the case to the distr ict court for further proceedings. On March 27, 2017, the Supreme Court of the United States denied a petition for writ of certiorari seeking to review the Second Circuit’s decision. P ursuant to the terms of the overturned settlement agreement, the Bancorp previously paid $ 46 million into a class settlement escrow account. Because the appellate court ruling remands the case to the district court for further proceedings, the ultimate outcome in this matter is uncertain. Approximately 8,000 merchants requeste d exclusion from the class settlement, and therefore, pursuant to the terms of the overturned settlement agreement, approximately 25% of the funds paid into the class settlement escrow account were already returned to the control of the defendants. The rem aining approximately 75% of the settlement funds paid by the Bancorp are m aintained in the escrow account. More than 500 of the merchants who requested exclusion from the class filed separate federal lawsuits against Visa, MasterCard and certain other defe ndants alleging similar antitrust violations. These individual federal lawsuits were transferred to the United States District Court for the Eastern District of New York. While t he Bancorp is only named as a defendant in one of the individual federal lawsuits, it may have obligations pursuant to indemnification arrangements and/or the judgment or loss sharing agreements noted above. Refer to Note 15 for further information. Klopfenstein v. Fifth Third Bank On August 3, 2012, William Klopfenstein and Adam McKinney filed a lawsuit against Fifth Third Bank in the United States District Court for the Northern District of Ohio (Klopfenstein et al. v. Fifth Third Bank), alleging that the 120% APR that Fifth Third disclosed on its Early Access program wa s misleading. Early Access is a deposit-advance program offered to eligible cus tomers with checking accounts. The plaintiffs sought to represent a nationwide class of customers who used the Early Access program and repaid their cash advances within 30 days . On October 31, 2012, the case was transferred to the United States District Court for t he Southern District of Ohio. In 2013, four similar putative class actions were filed against Fifth Third Bank in federal courts throughout the country (Lori and Danie lle Laskaris v. Fifth Third Bank, Janet Fyock v. Fifth Third Bank, Jesse McQuillen v. Fifth Third Bank, and Brian Harrison v. Fifth Third Bank). Those four lawsuits were transferred to the Southern District of Ohio and consolidated with the original lawsui t as In re: Fifth Third Early A ccess Cash Advance Litigation. On behalf of a putative class, the plaintiffs seek unspecified monetary and statutory damages, injunctive relief, punitive damages, attorney’s fees, and pr e- and post-judgment interest. On March 30, 2015, the court dismissed all claims alleged in the consolidated l awsuit except a claim under the TILA. On January 10, 2018, plaintiffs filed a motion to hear the immediate appeal of the dismissal of t heir breach of contract claim. On March 28, 2018, the court granted plaintiffs’ motion and stayed the T ILA claim pending that appeal. On April 26, 2018, plaintiffs filed their notice of appeal for the breach of contract claim with the U.S. Court of Appeals for the Sixth Circuit . Helton v. Fifth Third Ban k On August 31, 2015, trust beneficiaries filed an action against Fifth Third Bank, as trustee, in the Probate Court for Hamilton County, Ohio (Helen Clarke Helton, et al. v. Fifth Third Bank). The plaintiffs allege breach of the duty to diversify, breach of the duty of impartiality, breach of trust/fiduciary duty, and unjust enrichment, based on Fifth Third’s alleged failure to diversify assets held in two trusts for the plaintiffs’ benefit. The lawsuit seeks over $800 million in alleged damages, attorney’ s fees, removal of Fifth Third as trustee, and injunctive relief. Fifth Third denies all liability. On April 20, 2018, the Court denied plaintiffs’ motion for summary judgment and granted summary judgment to Fifth Third, dismissing the case in its entirety . Upsher-Smith Laboratories, Inc. v. Fifth Third Bank On February 12, 2016, Upsher-Smith Laboratories, Inc. (“Upsher-Smith”) filed suit against Fifth Third Bank in the Fourth Judicial District, Hennepin County, Minnesota (Upsher-Smith Laboratories Inc. v. Fifth Third Bank), alleging that Fifth Third improperly implemented foreign exchange transactions requested by plaintiff’s authorized employee who allegedly was the victim of fraud by a third party. Plaintiff asserts claims for breach of contract and the implied covenant of good faith and fair dealing under Article 4A-202 of the Uniform Commercial Code, with losses allegedly totaling almost $40 million. Fifth Third denies all liability in this matter. On March 3, 2016, Fifth Third removed the case to the U nited States District Court for the District of Minnesota. No trial date has been scheduled. Other l itigation The Bancorp and its subsidiaries are not parties to any other material litigation. However, there are other litigation matters that arise in the normal course of business. While it is impossible to ascertain the ultimate resolution or range of financial liability with respect to these contingent matters, management believes that the resulting liability, if any, from these other actions would not ha ve a material effect upon the Bancorp’s consolidated financial position, results of operations or cash flows. Governmental Investigations and Proceedings The Bancorp and/or its affiliates are or may become involved in information-gathering requests, revie ws, investigations and proceedings (both formal and informal) by various governmental regulatory agencies and law enforcement authorities, including but not limited to the FRB, CFPB, SEC, FINRA, U.S. Department of Justice, etc., as well as state and other governmental authorities and self-regulatory bodies regard ing their respective businesses . Additional matters will likely arise from time to time. Any of these matters may result in material adverse consequences or reputational harm to the Bancorp, its aff iliates and/or their respective directors, officers and other personnel, including adverse judgments, findings, settlements, fines, penalties, orders, injunctions or other actions, amendments and/or restatements of the Bancorp’s SEC filings and/or financia l statements, as applicable, and/or determinations of material weaknesses in our disclosure controls and procedures. Investigations by regulatory authorities may from time to time result in civil or criminal referrals to law enforcement. Additionally, in s ome cases, regulatory authorities may take supervisory actions that are considered to be confidential supervisory information which may not be publicly disclosed. Reasonably Possible Losses in Excess of Accruals The Bancorp and its subsidiaries are parties to numerous claims and lawsuits as well as threatened or potential actions or claims concerning matters arising from the conduct of its business activities. The outcome of claims or litigation and the timing of ultimate resolution are inherently difficult to predict. The following factors, among others, contribute to this lack of predictability: claims often include significant legal uncertainties, damages alleged by plaintiffs are often unspecified or overstated , discovery may not have started or may not be complete and material facts may be disputed or unsubstantiated. As a result of these factors, the Bancorp is not always able to provide an estimate of the range of reasonably possible outcomes for each claim. An accrual for a potential litigation loss is established when information related to the loss contingency indicates both that a loss is probable and that the amount of loss can be reasonably estimated. Any such accrual is adjusted from time to time therea fter as appropriate to reflect changes in circumstances. The Bancorp also determines, when possible (due to the uncertainties described above), estimates of reasonably possible losses or ranges of reasonably possible losses, in excess of amounts accrued. U nder U.S. GAAP, an event is “reasonably possible” if “the chance of the future event or events occurring is more than remote but less than likely” and an event is “remote” if “the chance of the future event or events occurring is slight.” Thus, references to the upper end of the range of reasonably possible loss for cases in which the Bancorp is able to estimate a range of reasonably possible loss mean the upper end of the range of loss for cases for which the Bancorp believes the risk of loss is more than slight. For matters where the Bancorp is able to estimate such possible losses or ranges of possible losses, the Bancorp currently estimates that it is reasonably possible that it could incur losses related to legal and regulatory proceedings in an aggrega te amount up to approximately $ 22 million in excess of amounts accrued, with it also being reasonably possible that no losses will be incurred in these matters. The estimates included in this amount are based on the Bancorp’s analysis of currently availabl e information, and as new information is obtained the Bancorp may change its estimates. For these matters and others where an unfavorable outcome is reasonably possible but not probable, there may be a range of possible losses in excess of the established accrual that cannot be estimated. Based on information currently available, advice of counsel, available insurance coverage and established accruals, the Bancorp believes that the eventual outcome of the actions against the Bancorp and/or its subsidiaries , including the matters described above, will not, individually or in the aggregate, have a material adverse effect on the Bancorp’s consolidated financial position. However, in the event of unexpected future developments, it is possible that the ultimate resolution of those matters, if unfavorable, may be material to the Bancorp’s results of operations for any particular period, depending, in part, upon the size of the loss or liability imposed and the operating results for the applicable period.

Related Party Transactions

Related Party Transactions	3 Months Ended
	Mar. 31, 2018
Related Party Transactions Abstract
Related Party Transactions	17 . Related Party Transactions On January 16, 2018, Vantiv, Inc. completed its previously announced acquisition of Worldpay Group plc. with the resulting combined company na med Worldpay, Inc. As a result of this transaction, the Bancorp recognize d a gain of $ 414 million in other noninterest income during the first quarter of 2018 associated with the dilution in its ownership interest in Vantiv Holding, LLC from approximately 8.6% to approximately 4.9%. The Bancorp’s remaining interest in Vantiv Holdi ng, LLC of $ 632 million continues to be accounted for as an equity method investment given the nature of Vantiv Holding, LLC’s structure as a limited liability company and contractual arrangements between Vantiv Holding, LLC and the Bancorp .

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2018
Income Taxes
Income Taxes	18 . Income Taxes The applicable income tax expense was $13 2 million and $ 91 million for the three months ended March 31, 201 8 and 201 7 , respectively. The effective tax rates for the three months ended March 31, 201 8 and 201 7 were 15. 8 % and 22.9 %, respectively. The decrease in the effective tax rate for the three months ended March 31, 2018 compared to the same period in the prior year was primarily related to the reduction in the federal statutory corporate tax rate partially offset by changes to p reviously deductible items associated with the enactment of the TCJA. While it is reasonably possible that the amount of the unrecognized tax benefits with respect to certain of the Bancorp’s uncertain tax positions could increase or decrease during the n ext 12 months, the Bancorp believes it is unlikely that its unrecognized tax benefits will change by a material amount during the next 12 months.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2018
Accumulated Other Comprehensive Income
Accumulated Other Comprehensive Income	20 . Accumulated Other Comprehensive Income The tables below present the activity of the components of OCI and AOCI for the three months ended: Total OCI Total AOCI Pretax Tax Net Beginning Net Ending March 31, 2018 ($ in millions) Activity Effect Activity Balance (a) Activity Balance Unrealized holding losses on available-for-sale debt securities arising during period $ (594) 134 (460) Reclassification adjustment for net losses on available-for-sale debt securities included in net income 9 (2) 7 Net unrealized losses on available-for-sale debt securities (585) 132 (453) 135 (453) (318) Unrealized holding losses on cash flow hedge derivatives arising during period (9) 2 (7) Reclassification adjustment for net gains on cash flow hedge derivatives included in net income (1) - (1) Net unrealized losses on cash flow hedge derivatives (10) 2 (8) (11) (8) (19) Reclassification of amounts to net periodic benefit costs 1 - 1 Defined benefit pension plans, net 1 - 1 (53) 1 (52) Total $ (594) 134 (460) 71 (460) (389) The Bancorp’s AOCI balance was adjusted as of January 1, 2018 to reflect the adoption of new accounting standards. Refer to Note 3 for additional information. Total OCI Total AOCI Pretax Tax Net Beginning Net Ending March 31, 2017 ($ in millions) Activity Effect Activity Balance Activity Balance Unrealized holding gains on available-for-sale securities arising during period $ 22 (7) 15 Reclassification adjustment for net losses on available-for-sale securities included in net income 2 (1) 1 Net unrealized gains on available-for-sale securities 24 (8) 16 101 16 117 Unrealized holding losses on cash flow hedge derivatives arising during period (5) 2 (3) Reclassification adjustment for net gains on cash flow hedge derivatives included in net income (8) 3 (5) Net unrealized gains on cash flow hedge derivatives (13) 5 (8) 10 (8) 2 Reclassification of amounts to net periodic benefit costs 2 (1) 1 Defined benefit pension plans, net 2 (1) 1 (52) 1 (51) Total $ 13 (4) 9 59 9 68 The table below presents reclassifications out of AOCI: For the three months ended March 31, Consolidated Statements of Components of AOCI: ($ in millions) Income Caption 2018 2017 Net unrealized gains on available-for-sale securities: (b) Net losses included in net income Securities losses, net $ (9) (2) Income before income taxes (9) (2) Applicable income tax expense 2 1 Net income (7) (1) Net unrealized gains on cash flow hedge derivatives: (b) Interest rate contracts related to C&I loans Interest and fees on loans and leases 1 8 Income before income taxes 1 8 Applicable income tax expense - (3) Net income 1 5 Net periodic benefit costs: (b) Amortization of net actuarial loss Employee benefits expense (a) (1) (2) Income before income taxes (1) (2) Applicable income tax expense - 1 Net income (1) (1) Total reclassifications for the period Net income $ (7) 3 This AOCI component is included in the computation of net periodic benefit cost. Refer to Note 22 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for further information. Amounts in parentheses indicate reductions to net income .

Earnings Per Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2018
Earnings Per Share
Earnings Per Share	21 . Earnings Per Share The following table provides the calculation of earnings per share and the reconciliation of earnings per share and earnings per diluted share: 2018 2017 For the three months ended March 31, Average Per Share Average Per Share (in millions, except per share data) Income Shares Amount Income Shares Amount Earnings Per Share: Net income available to common shareholders $ 689 290 Less: Income allocated to participating securities 8 4 Net income allocated to common shareholders $ 681 690 0.99 286 748 0.38 Earnings Per Diluted Share: Net income available to common shareholders $ 689 290 Effect of dilutive securities: Stock-based awards - 14 - 13 Net income available to common shareholders 689 290 plus assumed conversions Less: Income allocated to participating securities 8 4 Net income allocated to common shareholders plus assumed conversions $ 681 704 0.97 286 761 0.38 Shares are excluded from the computation of earnings per diluted share when their inclusion has an anti-dilutive effect on earnings per share. The diluted earnings per share computation for the three months ended March 31, 2018 and March 31, 2017 excludes 2 million and 6 million, respectively, of SARs and an immaterial amount of stock options because their inclusion would have been anti-dilutive .

Fair Value Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2018
Fair Value Measurements
Fair Value Measurements	21 . Fair Value Measurements The Bancorp measures certain financial assets and liabilities at fair value in accordance with U.S. GAAP, which defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP also establishes a fair value hierarchy, which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The fair value hierarchy gi ves the highest priority to quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). A financial instrument’s categorization within the fair value hierarchy is based upon the lo west level of input that is significant to the instrument’s fair value measurement. For more information regarding the fair value hierarchy, refer to Note 1 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Fo rm 10-K for the year ended December 31, 2017 . Assets and Liabilities Measured at Fair Value on a Recurring Basis The following tables summarize assets and liabilities measured at fair value on a recurring basis as of: Fair Value Measurements Using March 31, 2018 ($ in millions) Level 1 (c) Level 2 (c) Level 3 Total Fair Value Assets: Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 96 - - 96 Obligations of states and political subdivisions securities - 44 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities - 15,208 - 15,208 Agency commercial mortgage-backed securities - 10,455 - 10,455 Non-agency commercial mortgage-backed securities - 3,190 - 3,190 Asset-backed securities and other debt securities - 2,214 - 2,214 Available-for-sale debt and other securities (a) 96 31,111 - 31,207 Trading debt securities: U.S. Treasury and federal agencies securities - 21 - 21 Obligations of states and political subdivisions securities - 52 - 52 Agency residential mortgage-backed securities - 364 - 364 Asset-backed securities and other debt securities - 134 - 134 Trading debt securities - 571 - 571 Equity securities 417 1 - 418 Residential mortgage loans held for sale - 650 - 650 Residential mortgage loans (b) - - 136 136 Commercial loans held for sale - 16 - 16 MSRs - - 926 926 Derivative assets: Interest rate contracts 2 521 11 534 Foreign exchange contracts - 132 - 132 Commodity contracts 34 165 - 199 Derivative assets (d) 36 818 11 865 Total assets $ 549 33,167 1,073 34,789 Liabilities: Derivative liabilities: Interest rate contracts $ 2 276 7 285 Foreign exchange contracts - 129 - 129 Equity contracts - - 165 165 Commodity contracts 56 139 - 195 Derivative liabilities (e) 58 544 172 774 Short positions (e) 93 33 - 126 Total liabilities $ 151 577 172 900 Excludes FHLB, FRB and DTCC restricted stock holdings totaling $ 248 , $ 362 and $ 2 , respectively, at March 31, 2018 . Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment. During the three months ended March 31, 2018 , no assets or liabilities were transferred between Level 1 and Level 2. Included in other assets in the Condensed Consolidated Balance S heets. Included in other liabilities in the Condensed Consolidated Balance Sheets. Fair Value Measurements Using December 31, 2017 ($ in millions) Level 1 (c) Level 2 (c) Level 3 Total Fair Value Assets: Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - - 98 Obligations of states and political subdivisions securities - 44 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities - 15,319 - 15,319 Agency commercial mortgage-backed securities - 10,167 - 10,167 Non-agency commercial mortgage-backed securities - 3,293 - 3,293 Asset-backed securities and other debt securities - 2,218 - 2,218 Available-for-sale debt and other securities (a) 98 31,041 - 31,139 Trading debt securities: U.S. Treasury and federal agencies securities 1 11 - 12 Obligations of states and political subdivisions securities - 22 - 22 Residential mortgage-backed securities - 395 - 395 Asset-backed securities and other debt securities - 63 - 63 Trading debt securities 1 491 - 492 Equity securities 438 1 439 Residential mortgage loans held for sale - 399 - 399 Residential mortgage loans (b) - - 137 137 MSRs - - 858 858 Derivative assets: Interest rate contracts 1 505 8 514 Foreign exchange contracts - 124 - 124 Equity contracts - 20 - 20 Commodity contracts 39 126 - 165 Derivative assets (d) 40 775 8 823 Total assets $ 577 32,707 1,003 34,287 Liabilities: Derivative liabilities: Interest rate contracts $ 1 172 5 178 Foreign exchange contracts - 120 - 120 Equity contracts - - 137 137 Commodity contracts 38 129 - 167 Derivative liabilities (e) 39 421 142 602 Short positions (e) 25 6 - 31 Total liabilities $ 64 427 142 633 Excludes FHLB, FRB and DTCC restricted stock holdings totaling $248, $362 and $ 2 , respectively, at December 31, 2017 . Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment. During the year ended December 31, 2017 , no assets or liabilities were transferred between Level 1 and Level 2. Included in other assets in the Condensed Consolidated Balance Sheets. Included in other liabilities in the Condensed Consolidated Balance Sheets . The following is a description of the valuation methodologies used for significant instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy. Available-for-sale debt and other securities, trading debt securities and equity securities Where quoted prices are available in an active market, securities are classified within Leve l 1 of the valuation hierarchy. Level 1 securities include U.S. Treasury securities and exchange-traded eq uities. If quoted market prices are not available, then fair values are estimated using pricing models, quoted prices of securities with similar characteristics or DCFs. Level 2 securities may include federal agencies securities, obligations of states and poli tical subdivisions securities, agency and non-agency residential mortgage-backed securities, agency and non-agency commercial mortgage-backed securities , asset - backed securities and other debt securities and equity securities . These securities are generally valued using a marke t approach based on observable prices of securities with similar characteristics. Residential mortgage loans held for sale For residential mortgage loans held for sale for which the fair value election has been made, fair value is estimated based upon mortgage-backed securities prices and spreads to those prices or, for certain ARM loans, DCF models that may incorporate the anticipated portfolio composition, credit spreads of asset-backed securities with similar collateral and market conditions. The ant icipated portfolio composition includes the effect of interest rate spreads and discount rates due to loan characteristics such as the state in which the loan was originated, the loan amount and the ARM margin. Residential mortgage loans held for sale that are valued based on mortgage-backed securities prices are classified within Level 2 of the valuation hierarchy as the valuation is based on external pricing for similar instruments. ARM loans classified as held for sale are also classified within Level 2 of the valuation hierarchy due to the use of observable inputs in the DCF model. These observable inputs include interest rate spreads from agency mortgage-backed securities market rates and observable discount rates. Commercial loans held for sale For c ommercial loans held for sale for which the fair value election has been made, fair value is estimated based upon quoted prices of identical or similar assets in an active market, which are reviewed and approved by the Market Risk department, which reports to the Bancorp’s Chief Risk Officer . These loans are generally valued using a market approach based on observable prices and are classified within Level 2 of the valuation hierarchy. Residential mortgage loans Residential mortgage loans held for sale that are reclassified to held for investment are transferred from Level 2 to Level 3 of the fair value hierarchy. It is the Bancorp’s policy to value any transfers between levels of the fair value hierarchy based on end of period fair values. For residenti al mortgage loans for which the fair value election has been made, and that are reclassified from held for sale to held for investment, the fair value estimation is based on mortgage - backed securities prices, interest rate risk and an internally developed credit component. Therefore, these loans are classified within Level 3 of the valuation hierarchy. An adverse change in the loss rate or severity assumption would result in a decrease in fair value of the related loan. The Secondary Marketing department, w hich reports to the Bancorp’s Head of the Consumer Bank, in conjunction with the Consumer Credit Risk department, which reports to the B ancorp’s Chief Risk Officer, are responsible for determining the valuation methodology for residential mortgage loans he ld for investment. The Secondary Marketing department reviews loss severity assumptions quarterly to determine if adjustments are necessary based on decreases in observable housing market data. This group also reviews trades in comparable benchmark securit ies and adjusts the values of loans as necessary. Consumer Credit Risk is responsible for the credit component of the fair value which is based on internally developed loss rate models that take into account historical loss rates and loss severities based on underlying collateral values. MSRs MSRs do not trade in an active, open market with readily observable prices. While sales of MSRs do occur, the precise terms and conditions typically are not readily available. Accordingly, the Bancorp estimates the fa ir value of MSRs using internal OAS models with certain unobservable inputs, primarily prepayment speed assumptions, OAS and weighted-average lives, resulting in a classification within Level 3 of the valuation hierarchy. Refer to Note 10 for further information on the assumptions used in the valuation of the Bancorp’s MSRs. The Secondary Marketing department and Treasury department are responsible for determining the valuation methodology for MSRs. Representatives from Secondary Marketing, Treasury, A ccounting and Risk Management are responsible for reviewing key assumptions used in the internal OAS model. Two external valuations of the MSR portfolio are obtained from third parties quarterly that use valuation models in order to assess the reasonablene ss of the internal OAS model. Additionally, the Bancorp participates in peer surveys that provide additional confirmation of the reasonableness of key assumptions utilized in the MSR valuation process and the resulting MSR prices. Derivatives Exchange-traded derivatives valued using quoted prices and certain over-the-counter derivatives valued using active bids are classified within Level 1 of the valuation hierarchy. Most of the Bancorp’s derivative contracts are valued using DCF or other mode ls that incorporate current market interest rates, credit spreads assigned to the derivative counterparties and other market parameters and, therefore, are classified within Level 2 of the valuation hierarchy. Such derivatives include basic and structured interest rate, foreign exchange and commodity swaps and options. Derivatives that are valued based upon models with significant unobservable market parameters are classified within Level 3 of the valuation hierarchy. At March 31, 2018 and December 31, 2017 , derivatives classified as Level 3, which are valued using models containing unobservable inputs, consisted primarily of a total return swap associated with the Bancorp’s sa le of Visa, Inc. Class B Shares. Level 3 derivatives also include IRLCs, which ut ilize internally generated loan closing rate assumptions as a significant unobservable input in the valuation process. Under the terms of the total return swap, the Bancorp will make or receive payments based on subsequent changes in the conversion rate o f the Visa, Inc. Class B Shares into Class A Shares. Additionally, the Bancorp will make a quarterly payment based on Visa’s stock price and the conversion rate of the Visa, Inc. Class B Shares into Class A Shares until the date on which the Covered Litiga tion is settled. The fair value of the total return swap was calculated using a DCF model based on unobservable inputs consisting of management’s estimate of the probability of certain litigation scenarios, the timing of the resolution of the Covered Litig ation and Visa litigation loss estimates in excess, or shortfall, of the Bancorp’s proportional share of escrow funds. An increase in the loss estimate or a delay in the resolution of the Covered Litigation would result in an increase in the fair value of the derivative liability; conversely, a decrease in the loss estimate or an acceleration of the resolution of the Covered Litigation would result in a decrease in the fair value of the derivative liability. The Accounting and Treasury departments, both of which report to the Bancorp’s Chief Financial Officer, determined the valuation methodology for the total return swap. Accounting and Treasury review the changes in fair value on a quarterly basis for reasonableness based on Visa stock price changes, li tigation contingencies and escrow funding. The net asset fair value of the IRLCs at March 31, 2018 was $ 11 million. Immediate decreases in current interest rates of 25 bps and 50 bps would result in increases in the fair value of the IRLCs of approximately $ 5 million and $ 9 million, respectively. Immediate increases of current interest rates of 25 bps and 50 bps would result in decreases in the fair value of the IRLCs of approximately $ 6 million and $ 1 3 million, respectively . The decrease in fair value of I RLCs due to immediate 10% and 20% adverse changes in the assumed loan closing rates would be approximately $ 1 million and $ 2 million, respectively, and the increase in fair value due to immediate 10% and 20% favorable changes in the assumed loan closing ra tes would be approximately $ 1 million and $ 2 million, respectively. These sensitivities are hypothetical and should be used with caution, as changes in fair value based on a variation in assumptions typically cannot be extrapolated because the relationship of the change in assumptions to the change in fair value may not be linear. The Consumer Line of Business Finance department, which reports to the Bancorp’s Chief Financial Officer, and the aforementioned Secondary Marketing department are responsible for determining the valuation methodology for IRLCs. Secondary Marketing, in conjunction with a third party valuation provider, periodically review loan closing rate assumptions and recent loan sales to determine if adjustments are needed for current marke t conditions not reflected in historical data. Short positions Where quoted prices are available in an active market, s hort positions are classified within Leve l 1 of the valuation hierarchy . If quoted market prices are not available, then fair values are estimated using pricing models, quoted prices of securities with similar characteristics or DCFs and therefore are classified within Level 2 of the valuation hierarchy. The following tables are a reconciliation of assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3): Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Residential Interest Rate Mortgage Derivatives, Equity Total For the three months ended March 31, 2018 ($ in millions) Loans MSRs Net (a) Derivatives Fair Value Balance, beginning of period $ 137 858 3 (137) 861 Total gains (losses) (realized/unrealized): Included in earnings (2) 28 14 (39) 1 Purchases/originations - 40 (2) - 38 Settlements (135) - (11) 11 (135) Transfers into Level 3 (b) 136 - - - 136 Balance, end of period $ 136 926 4 (165) 901 The amount of total (losses) gains for the period included in earnings attributable to the change in unrealized gains or losses relating to instruments still held at March 31, 2018 (c) $ (2) 28 11 (39) (2) Net interest rate derivatives include derivative assets and liabilities of $ 11 and $ 7 , respectively , as of March 31, 2018 . Includes certain residential mortgage loans originated as held for sale that were transferred to held for invest ment. Includes interest income and expense . Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Residential Interest Rate Equity Mortgage Derivatives, Derivatives, Total For the three months ended March 31, 2017 ($ in millions) Loans MSRs Net (a) Net (a) Fair Value Balance, beginning of period $ 143 744 8 (91) 804 Total (losses) gains (realized/unrealized): Included in earnings - (23) 23 (13) (13) Purchases/originations - 55 (1) - 54 Settlements (5) - (19) 7 (17) Transfers into Level 3 (b) 3 - - - 3 Balance, end of period $ 141 776 11 (97) 831 The amount of total (losses) gains for the period included in earnings attributable to the change in unrealized gains or losses relating to instruments still held at March 31, 2017 (c) $ - (23) 16 (13) (20) Net interest rate derivatives include derivative assets and liabilities of $ 16 and $ 5 , respectively, as of March 31, 2017 . Net equity derivatives include derivative assets and liabilities of $ 0 and $ 97 , respectively, as of March 31, 2017 . Includes certain residential mortgage loans originated as held for sale that were transferred to held for invest ment. Includes interest income and expense. The total gains and losses included in earnings for assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) were recorded in the Condensed Consolidated Statements of Income as follows: For the three months ended March 31, ($ in millions) 2018 2017 Mortgage banking net revenue $ 39 - Corporate banking revenue 1 - Other noninterest income (39) (13) Total gains (losses) $ 1 (13) The total losses included in earnings attributable to changes in unrealized gains and losses related to Level 3 assets and liabilities still held at March 31, 2018 and 2017 were recorded in the Condensed Consolidated Statements of Income as follows: For the three months ended March 31, ($ in millions) 2018 2017 Mortgage banking net revenue $ 36 (7) Corporate banking revenue 1 - Other noninterest income (39) (13) Total losses $ (2) (20) The following tables present information as of March 31, 2018 and 2017 about significant unobservable inputs related to the Bancorp’s material categories of Level 3 financial assets and liabilities measured at fair value on a recurring basis: As of March 31, 2018 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Residential mortgage loans $ 136 Loss rate model Interest rate risk factor (12.6) - 14.1% 1.3% Credit risk factor 0 - 46.2% 1.5% MSRs 926 Discounted cash flow Prepayment speed 0.5-98.1% (Fixed) 10.0% (Adjustable) 24.6% OAS spread (bps) 446-1,515 (Fixed) 548 (Adjustable) 797 IRLCs, net 11 Discounted cash flow Loan closing rates 9.5 - 102.7% 76.6% Swap associated with the sale of Visa, Inc. (165) Discounted cash flow Timing of the resolution 2/28/2021 - 9/8/2021 Class B Shares of the Covered Litigation 12/31/2023 As of March 31, 2017 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Residential mortgage loans $ 141 Loss rate model Interest rate risk factor (10.6) - 15.4% 2.3% Credit risk factor 0 - 46.2% 1.2% MSRs 776 Discounted cash flow Prepayment speed 0.7-100% (Fixed) 11.2% (Adjustable) 25.2% OAS spread (bps) 430-1,515 (Fixed) 528 (Adjustable) 757 IRLCs, net 16 Discounted cash flow Loan closing rates 12.3- 97.9% 72.2% Swap associated with the sale of Visa, Inc. (97) Discounted cash flow Timing of the resolution 12/31/2018 - 8/24/2020 Class B Shares of the Covered Litigation 12/31/2022 Assets and Liabilities Measured at F air Value on a Nonrecurring Basis Certain assets and liabilities are measured at fair value on a nonrecurring basis. These assets and liabilities are not measured at fair value on an ongoing basis; however, they are subject to fair value adjustments in certain circumstances, such as when there is evidence of impairment. The following tables provide the fair value hierarchy and carrying amount of all assets that were held as of March 31, 2018 and 2017, and for which a nonrecurring fair value adjustment was recorded during the three months ended March 31, 2018 and 2017, and the related gains and losses from fair value adjustments on assets sold during the period as well as assets still held as of the end of the period. Fair Value Measurements Using Total (Losses) Gains For the three months As of March 31, 2018 ($ in millions) Level 1 Level 2 Level 3 Total ended March 31, 2018 Commercial loans held for sale $ - - 5 5 (1) Commercial and industrial loans - - 277 277 (44) Commercial mortgage loans - - 4 4 6 Commercial leases - - 2 2 (2) OREO - - 17 17 (3) Bank premises and equipment - - 4 4 (8) Operating lease equipment - - 12 12 (2) Private equity investments - 50 33 83 19 Total $ - 50 354 404 (35) Fair Value Measurements Using Total Losses For the three months As of March 31, 2017 ($ in millions) Level 1 Level 2 Level 3 Total ended March 31, 2017 Commercial loans held for sale $ - - 1 1 (19) Commercial and industrial loans - - 318 318 (26) Commercial mortgage loans - - 25 25 (2) Commercial leases - - 2 2 (1) OREO - - 19 19 (4) Bank premises and equipment - - 15 15 (3) Operating lease equipment - - 55 55 (20) Total $ - - 435 435 (75) The following tables present information as of March 31, 2018 and 2017 about significant unobservable inputs related to the Bancorp’s material categories of Level 3 financial assets and liabilities measured on a nonrecurring basis: As of March 31, 2018 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Commercial loans held for sale $ 5 Appraised value Appraised value NM NM Costs to sell NM 10.0% Commercial and industrial loans 277 Appraised value Collateral value NM NM Commercial mortgage loans 4 Appraised value Collateral value NM NM Commercial leases 2 Appraised value Collateral value NM NM OREO 17 Appraised value Appraised value NM NM Bank premises and equipment 4 Appraised value Appraised value NM NM Operating lease equipment 12 Appraised value Appraised value NM NM Private equity investments 29 Liquidity discount applied Liquidity discount 0-43.0% 10.5% to fund's net asset value 4 Comparable company analysis Market comparable transactions NM NM As of March 31, 2017 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Commercial loans held for sale $ 1 Appraised value Appraised value NM NM Costs to sell NM 10.0% Commercial and industrial loans 318 Appraised value Collateral value NM NM Commercial mortgage loans 25 Appraised value Collateral value NM NM Commercial leases 2 Appraised value Collateral value NM NM OREO 19 Appraised value Appraised value NM NM Bank premises and equipment 15 Appraised value Appraised value NM NM Operating lease equipment 55 Appraised value Appraised value NM NM Commercial loans held for sale During the three months ended March 31, 2018 and 2017 the Bancorp transferred $ 1 million and $ 18 million, respectively, of com mercial loans from the portfolio to loans held for sale that upon transfer were measured at lower of cost or fair value. These loans had fair value adjustments during the three months ended March 31, 2018 and 2017 totaling an immaterial amount and $ 17 million, respectively, and were generally based on appraisa ls of the underlying collateral and were, therefore, classified within Level 3 of the valuation hierarchy. Additionally , there was $ 1 million and an immaterial amount of fair value adjustments on existing commercial loans held for sale for the three months ended March 31, 2018 and 2017 , res pectively . The fair value adjustments were also based on appraisals of the underlying collateral . The Bancorp did not recognize any gains or losses on the sale of commercial loans held for sale during the three months ended March 31, 2018 . During t he three m onths ended March 31, 201 7, the Bancorp recognized a $ 2 million loss on the sale of commercial loans held for sale. The Accounting department determines the procedures for the valuation of commercial loans held for sale using appraised value which may inc lude a comparison to recently executed transactions of similar type loans. A monthly review of the portfolio is performed for reasonableness. Quarterly, appraisals approaching a year old are updated and the Real Estate Valuation group, which reports to the Bancorp’s Chief Risk Officer, in conjunction with the Commercial Li ne of Business review the third party appraisals for reasonableness. Additionally, the Commercial Line of Business Finance department, which reports to the Bancorp’s Chief Financial Office r, in conjunction with the Accounting department reviews all loan appraisal values, carry values and vintages. Commercial loans held for investment During the three months ended March 31, 2018 and 2017 , the Bancorp recorded nonrecurring impairment adjustments to certain commercial and industrial l oans, commercial mortgage loans and commercial leases held for investment. Larger commercial loans included within aggregate borrower relationship balances exceeding $ 1 million that exhibit probable or obse rved credit weaknesses are subject to individual review for impairment. The Bancorp considers the current value of collateral, credit quality of any guarantees, the guarantor’s liquidity and willingness to cooperate, the loan structure and other factors wh en evaluating whether an individual loan is impaired. When the loan is collateral dependent, the fair value of the loan is generally based on the fair value of the underlying collateral supporting the loan and therefore these loans were classified within L evel 3 of the valuation hierarchy. In cases where the carrying value exceeds the fair value, an impairment loss is recognized. The fair values and recognized impairment losses are reflected in the previous tables. Commercial Credit Risk, which reports to t he Bancorp’s Chief Risk Officer, is responsible for preparing and r eviewing the fair value estimates for commercial loans held for investment. OREO During both the three months ended March 31, 2018 and 2017 , the Bancorp recorded nonrecurring adjustments to certain commercial and residential real estate properties classified as OREO and measured at the lower of carrying amount or fair value. These nonrecurring losses were primarily due to declines in real estate values of the properties recorded in OREO. F or the three months ended March 31, 2018 and 2017 , these losses include $ 1 million and $ 2 million, respectively, recorded as charge-offs on new OREO properties transferred from loans during the respective periods and $ 2 million recorded as negative fair value adjustments on OREO in other noninterest expense in the Condensed Consolidated Statements of Income subsequent to their transfer from loans. As discussed in the following paragraphs, the fair value amounts are generally based on appraisals of the pro perty values, resulting in a classification within Level 3 of the valuation hierarchy. In cases where the carrying amount exceeds the fair value, less costs to sell, an impairment loss is recognized. The previous tables reflect the fair value measurements of the properties before deducting the estimated costs to sell. The Re al Estate Valuation department is solely responsible for managing the appraisal process and evaluating the appraisal for commercial properties transferred to OREO. All appraisals on com mercial OREO properties are updated on at least an annual basis. The Real Estate Valuation department reviews the BPO data and internal market information to determine the initial charge-off on residential real estate loans transferred to OREO. Once the foreclosure process is completed, the Bancorp performs an interior inspection to update the initial fair value of the property. These properties are reviewed at least every 30 days after the initial interior inspections are completed. The Asset Manager rec eives a monthly status report for each property, which includes the number of showings, recently sold properties, current comparable listings and overall market conditions. Bank premises and equipment The Bancorp performs assessments of the recoverability of long-lived assets when events or changes in circumstances indicate that their carrying values may not be recoverable. These properties were written down to their lower of cost or market values. At least annually thereafter, the Bancorp wi ll review these properties for market fluctuations. The fair value amounts were generally based on appraisals of the property values, resulting in a classification within Level 3 of the valuation hierarchy. Corporate Facilities, which reports to the Bancor p’s Chief Administrative Officer, in conjunction with Accounting, are responsible for preparing and reviewing the fair value estimates for bank premises and equipment. For further information on bank premises and equipment refer to Note 7 . Operating l ease equipment During both the three months ended March 31, 2018 and 2017 , the Bancorp recorded nonrecurring impairment adjustments to certain operating lease equipment. When evaluating whether an indivi dual asset is impaired, the Bancorp considers the current fair value of the asset, the changes in overall market demand for the asset and the rate of change in advancements associated with technological improvements that impact the demand for the specific asset under review. As part of this ongoing assessment, the Bancorp determined that the carrying values of certain operating lease equipment were not recoverable and as a result, the Bancorp recorded an impairment loss equal to the amount by which the carr ying value of the assets exceeded the fair value. The fair value amounts were generally based on appraised values of the assets, resulting in a classification within Level 3 of the valuation hierarchy. During the three months ended March 31, 2018 and 2017 , the Bancorp recorded net losses of $ 2 million and $ 20 million, respectively, as a reduction to corporate banking revenue in the Condensed Consolidated Statements of Income. The Commercial Leasing department, which reports to the Bancorp’s Chief Operating Officer, is responsible for preparing and reviewing the fair value estimates for operating lease equipment. Private equity investments As a result of adopting ASU 2016-01, effective January 1, 2018, the Bancorp accounts for its private equity investment s using the measurement alternative to fair value, except for those accounted for under the equity method of accounting. Under the measurement alternative, the Bancorp carries each investment at its cost basis minus impairment, if any, plus or minus change s resulting from observable price changes in orderly transactions for identical or similar investments of the same issuer. The carrying value of the Bancorp’s private equity investments as of March 31, 2018 include a cumulative $ 35 million of positive adjust ments as a result of such observable price changes. Because these adjustments are based on observable transactions in inactive markets, they are classified in Level 2 of the fair value hierarchy. For private equity investments which are accounted for usi ng the measurement alternative to fair value, the Bancorp qualitatively evaluates each investment quarterly to determine if impairment may exist. If necessary, the Bancorp then measures impairment by estimating the value of its investment and comparing tha t to the investment’s carrying value, whether or not the Bancorp considers the impairment to be temporary. These valuations are typically developed using a discounted cash flow method, but other methods may be used if more appropriate for the circumstances . These valuations are based on unobservable inputs a

Business Segments

Business Segments	3 Months Ended
	Mar. 31, 2018
Segment Reporting
Business Segments	22 . Business Segments The Bancorp reports on four business segments: Commercial Banking, Branch Banking, Consumer Lending and Wealth and Asset Management. Results of the Bancorp’s business segments are presented based on its management structure and management accounting practices. The structure and accounting practices are specific to the Bancorp; therefore, the financial results of the Bancorp’s business segments are not necessarily comparable with similar information f or other financial institutions. The Bancorp refines its methodologies from time to time as management’s accounting practices and businesses change . The Bancorp manages interest rate risk centrally at the corporate level. By employing an FTP methodology, the business segments are insulated from most benchmark interest rate volatility, enabling them to focus on serving customers through the origination of loans and acceptance of deposits. The FTP methodology assigns charge rates and credit rates to classes of assets and liabilities, respectively, based on the estimated amount and timing of cash flows for each transaction. Assigning the FTP rate based on matching the duration of cash flows allocates interest income and interest expense to each business segmen t so its resulting net interest income is insulated from future changes in benchmark interest rates. The Bancorp’s FTP methodology also allocates the contribution to net interest income of the asset-generating and deposit-providing businesses on a duration -adjusted basis to better attribute the driver of the performance. As the asset and liability durations are not perfectly matched, the residual impact of the FTP methodology is captured in General Corporate and Other. The charge and credit rates are determ ined using the FTP rate curve, which is based on an estimate of Fifth Third’s marginal borrowing cost in the wholesale funding markets. The FTP curve is constructed using the U.S. swap curve, brokered CD pricing and unsecured debt pricing. The Bancorp adj usts the FTP charge and credit rates as dictated by changes in interest rates for various interest-earning assets and interest-bearing liabilities and by the review of behavioral assumptions, such as prepayment rates on interest-earning assets and the esti mated durations for indeterminate-lived deposits. Key assumptions, including the credit rates provided for deposit accounts, are reviewed annually. Credit rates for deposit products and charge rates for loan products may be reset more frequently in respons e to changes in market conditions. The credit rates for several deposit products were reset January 1, 2018 to reflect the current market rates and updated market assumptions . These rates were generally higher than those in place during 2017 , thus ne t interest income for deposit-providing business segments was positively impacted during 2018 . FTP charge rates on assets were affected by the prevailing level of interest rates and by the duration and repricing characteristics of the portfolio. As over all market rates increased, the FTP charge increased for asset-generating business segments during 2018 . T he Bancorp ’s methodology for allocating provision for loan and lease losses expense to the business se gments include s charges or benefits associated with changes in criticized commercial loan levels in addition to actual net charge-offs experienced by the loans and leases owned by e ach business segment. Provision for loan and lease losses expense attributable to loan and lease growth and changes in ALLL factors is captured in General Corporate and Other. The financial results of the business segments include allocations for shared services and headquarters expenses. Additionally, the business segments form synergies by ta king advantage of cross-sell opportunities and when funding operations by accessing the capital markets as a collective unit. The results of operations and financial position for the three months ended March 31, 2017 were adjusted to reflect changes in int ernal expense allocation methodologies. The following is a d escription of each of the Bancorp’s business segments and the products and services they provide to their respective client bases . Commercial Banking o ffers credit intermediation, cash manageme nt and financial services to large and middle-market businesses and government and professional customers. In addition to the traditional lending and depository offerings, Commercial Banking products and services include global cash management, foreign exc hange and international trade finance, derivatives and capital markets services, asset-based lending, real estate finance, public finance, commercial leasing and syndicated finance. Branch Banking p rovides a full range of deposit and loan and lease produ cts to individuals and small businesses through 1,153 full-service b anking c enters. Branch Banking offers depository and loan products, such as checking and savings accounts, home equity loans and lines of credit, credit cards and loans for automobiles and other personal financing needs, as well as products designed to meet the specific needs of small businesses, including cash management services. Consumer Lending includes the Bancorp’s residential mortgage, home equity, automobile and other indirect lending activities. Direct lending activities include the origination, retention and servicing of residential mortgage and home equity loans or lines of credit , sales and securitizations of those loans, po ols of loans or lines of credit and all associated hedging activities. Indirect lending activities include extending loans to consumers through correspondent lenders and automobile dealers. Wealth and Asset Management provides a full range of investment alternatives for individuals, companies and not-for-profit organizations. Wealth and Asset Management is made up of f ive main businesses: FTS, an indirect wholly-owned subsidiary of the Bancorp; ClearAr c Capital, Inc. , an indirect wholly-owned subsidiary of the Bancorp ; Fifth Third Insurance Agency, Inc., an indirect wholly-owned subsidiary of the Bancorp; Fifth Third Private Bank; and Fifth Third Institutional Services. FTS offers full service retail br okerage services to individual clients and broker dealer services to the institutional marketplace. ClearArc Capital, Inc. provides asset management services. Fifth Third Insurance Agency, Inc. assists clients with their financial and risk management needs . Fifth Third Private Bank offers holistic strategies to affluent clients in wealth planning, investing, insurance and wealth protection. Fifth Third Institutional Services provides advisory services for institutional clients inclu ding states and municipal ities. The following tables present the results of operations and assets by business segment for the three months ended: Wealth General Commercial Branch Consumer and Asset Corporate March 31, 2018 ($ in millions) Banking Banking Lending Management and Other Eliminations Total Net interest income $ 419 466 59 43 9 - 996 Provision for (benefit from) loan and lease losses (20) 44 12 16 (29) - 23 Net interest income after provision for loan and lease losses 439 422 47 27 38 - 973 Noninterest income: Service charges on deposits 71 66 - - - - 137 Wealth and asset management revenue 1 37 - 109 - (34) (a) 113 Corporate banking revenue 86 (c) 1 - 1 - - 88 Card and processing revenue 14 64 - 1 - - 79 Mortgage banking net revenue - 1 55 - - - 56 Other noninterest income 49 15 (b) 4 5 387 - 460 Securities losses, net (2) - - - (9) - (11) Securities losses, net - non-qualifying hedges on MSRs - - (13) - - - (13) Total noninterest income 219 184 46 116 378 (34) 909 Noninterest expense: Salaries, wages and incentives 70 110 39 44 184 - 447 Employee benefits 18 26 11 10 45 - 110 Net occupancy expense 7 43 3 3 19 - 75 Technology and communications 2 1 1 - 64 - 68 Equipment expense 5 13 - - 13 - 31 Card and processing expense 1 29 - - (1) - 29 Other noninterest expense 281 215 52 74 (302) (34) 286 Total noninterest expense 384 437 106 131 22 (34) 1,046 Income (loss) before income taxes 274 169 (13) 12 394 - 836 Applicable income tax expense (benefit) 15 35 (3) 3 82 - 132 Net income (loss) 259 134 (10) 9 312 - 704 Total goodwill $ 630 1,655 - 177 - - 2,462 Total assets $ 58,829 60,197 22,384 10,611 (10,521) (d) - 141,500 Revenue sharing agreements between wealth and asset management and branch banking are eliminated in the Condensed Consolidated Statements of Income. Includes impairment charges of $ 8 for branches and land. For more information refer to Note 7 and Note 21 . Includes bank premises and equipment of $ 20 classified as held for sale. For mo re information refer to Note 7 . Wealth General Commercial Branch Consumer and Asset Corporate March 31, 2017 ($ in millions) Banking Banking Lending Management and Other Eliminations Total Net interest income $ 425 430 61 38 (21) - 933 Provision for loan and lease losses 6 42 15 4 7 - 74 Net interest income after provision for loan and lease losses 419 388 46 34 (28) - 859 Noninterest income: Service charges on deposits 73 65 - - - - 138 Wealth and asset management revenue 1 36 - 105 - (34) (a) 108 Corporate banking revenue 73 (c) 1 - - - - 74 Card and processing revenue 14 59 - 1 - - 74 Mortgage banking net revenue - 1 51 - - - 52 Other noninterest income 41 22 (b) 4 - 10 - 77 Total noninterest income 202 184 55 106 10 (34) 523 Noninterest expense: Salaries, wages and incentives 67 104 37 39 164 - 411 Employee benefits 18 27 11 9 46 - 111 Net occupancy expense 7 47 3 2 19 - 78 Technology and communications 3 1 1 - 53 - 58 Equipment expense 4 13 - - 11 - 28 Card and processing expense 1 29 - - - - 30 Other noninterest expense 260 192 54 67 (269) (34) 270 Total noninterest expense 360 413 106 117 24 (34) 986 Income (loss) before income taxes 261 159 (5) 23 (42) - 396 Applicable income tax expense (benefit) 44 56 (2) 8 (15) - 91 Net income (loss) 217 103 (3) 15 (27) - 305 Total goodwill $ 613 1,655 - 151 - - 2,419 Total assets $ 57,672 57,883 21,994 9,644 (6,993) (d) - 140,200 Revenue sharing agreements between wealth and asset management and branch b anking are eliminated in the Condensed Consolidated Statements of Income. Includes impairment charges of $ 3 for branches and land. For more information refer to Note 7 and Note 21 . Includes impairment charges of $ 31 for operating lease equipment. For more information refer to Note 21 . Includes bank premises and equipment of $ 51 classified as held for sale. For more information refer to Note 7 .

Accounting and Reporting Deve31

Accounting and Reporting Developments (Policies)	3 Months Ended
	Mar. 31, 2018
Policy Text Block [Abstract]
Revenue Recognition	In conjunction with adoption of ASU 2014-09, the Bancorp is providing the following additional disclosures about its significant accounting and reporting policies related to revenue recognition. Revenue Recognition The Bancorp generally measures revenue based on the amount of consideration the Bancorp expects to be entitled for the transfer of goods or services to a customer, then recognizes this revenue when or as the Bancorp satisfies its performance ob ligations under the contract, except in transactions where U.S. GAAP provides other applicable guidance. When the amount of consideration is variable, the Bancorp will only recognize revenue to the extent that it is probable that the cumulative amount rec ognized will not be subject to a significant reversal in the future. Substantially all of the Bancorp’s contracts with customers have expected durations of one year or less and payments are typically due when or as the services are rendered or shortly ther eafter. When third parties are involved in providing goods or services to customers, the Bancorp recognizes revenue on a gross basis when it has control over those goods or services prior to transfer to the customer; otherwise, revenue is recognized for th e net amount of any fee or commission. The Bancorp excludes sales taxes from the recognition of revenue and recognizes the incremental costs of obtaining contracts as an expense if the period of amortization for those costs would be one year or less. The Bancorp’s interest income is derived from loans and leases, securities and other short-term investments. The Bancorp recognizes interest income in accordance with the applicable guidance in U.S. GAAP for these assets. Refer to the Portfolio Loans and Lease s and Securities sections in Note 1 of the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for further information. The following provides additional information about the components of noninterest income: Service charges on depos its consist primarily of treasury management fees for commercial clients, monthly service charges on consumer deposit accounts, transaction-based fees (such as overdraft fees and wire transfer fees), and other deposit account-related charges. The Bancorp’s performance obligations for treasury management fees and consumer deposit account service charges are typically satisfied over time, while performance obligations for transaction-based fees are typically satisfied at a point in time. Revenues are recogniz ed on an accrual basis when or as the services are provided to the customer, net of applicable discounts, waivers and reversals. Payments are typically collected from customers directly from the related deposit account at the time the transaction is proces sed and/or at the end of the customer’s statement cycle (typically monthly). Wealth and asset management revenue consists primarily of service fees for investment management, custody, and trust administration services provided to commercial and consumer cl ients. The Bancorp’s performance obligations for these services are generally satisfied over time and revenues are recognized monthly based on the fee structure outlined in individual contracts. Transaction prices are most commonly based on the market valu e of assets under management or care and/or a fee per transaction processed. The Bancorp offers certain services, like tax return preparation, for which the performance obligations are satisfied and revenue is recognized at a point in time, when the servic es are performed. Wealth and asset management revenue also includes trailing commissions received from investments and annuities held in customer accounts, which are recognized in revenue when the Bancorp determines it is probable that the commission will be received. Corporate banking revenue consists primarily of service fees and other income related to loans and leases to commercial clients, underwriting revenue recognized by the Bancorp’s broker-dealer subsidiary and fees for other services provided to commercial clients. Revenue related to loans and leases is recognized in accordance with the Bancorp’s policies for portfolio loans and leases. Underwriting revenue is generally recognized on the trade date, which is when the Bancorp’s performance obligati ons are satisfied. Card and processing revenue consists primarily of ATM fees and interchange fees earned when the Bancorp’s credit and debit cards are processed through card association networks. The Bancorp’s performance obligations are generally comple te when the transactions generating the fees are processed. Revenue is recognized on an accrual basis as such services are performed, net of certain costs not controlled by the Bancorp (primarily interchange fees charged by credit card associations and exp enses of certain transaction-based rewards programs offered to customers). These costs reduced card and processing revenue by approximately $ 29 million for the three months ended March 31, 2018. Mortgage banking net revenue consists primarily of originatio n fees and gains on loan sales, mortgage servicing fees and the impact of MSRs. Refer to the Loans and Leases Held for Sale and Loan Sales and Securitizations sections in Note 1 of the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 20 17 for further information. Other noninterest income includes income from operating leases, certain fees derived from loans and leases, BOLI income, gains and losses on other assets, and other miscellaneous revenues and gains.

Supplemental Cash Flow Inform32

Supplemental Cash Flow Information (Tables)	3 Months Ended
	Mar. 31, 2018
Supplemental Cash Flow
Noncash Investing and Financing Activities	Cash payments related to interest and income taxes in addition to non-cash investing and financing activities are presented in the following table for the three months ended March 31: ($ in millions) 2018 2017 Cash Payments: Interest $ 200 208 Income taxes 19 18 Transfers: Portfolio loans to loans held for sale 64 5 Loans held for sale to portfolio loans 34 3 Portfolio loans to OREO 12 12

Investment Securities (Tables)

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Investment Securities	The following tables provide the amortized cost, unrealized gains and losses and fair value for the major categories of the available-for-sale debt and other securities and held-to-maturity investment securities portfolios as of: Amortized Unrealized Unrealized Fair March 31, 2018 ($ in millions) Cost Gains Losses Value Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - (2) 96 Obligations of states and political subdivisions securities 43 1 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities 15,456 37 (285) 15,208 Agency commercial mortgage-backed securities 10,612 13 (170) 10,455 Non-agency commercial mortgage-backed securities 3,219 16 (45) 3,190 Asset-backed securities and other debt securities 2,190 38 (14) 2,214 Other securities (a) 612 - - 612 Total available-for-sale debt and other securities $ 32,230 105 (516) 31,819 Held-to-maturity securities: Obligations of states and political subdivisions securities $ 21 - - 21 Asset-backed securities and other debt securities 2 - - 2 Total held-to-maturity securities $ 23 - - 23 Other securities consist of FHLB, FRB and DTCC restricted stock holdings of $ 248 , $ 362 and $ 2 , respectively, at March 31, 2018 , that are carried at cost. Amortized Unrealized Unrealized Fair December 31, 2017 ($ in millions) Cost Gains Losses Value Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - - 98 Obligations of states and political subdivisions securities 43 1 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities (a) 15,281 118 (80) 15,319 Agency commercial mortgage-backed securities 10,113 92 (38) 10,167 Non-agency commercial mortgage-backed securities 3,247 51 (5) 3,293 Asset-backed securities and other debt securities 2,183 46 (11) 2,218 Other securities (b) 612 - - 612 Total available-for-sale debt and other securities $ 31,577 308 (134) 31,751 Held-to-maturity securities: Obligations of states and political subdivisions securities $ 22 - - 22 Asset-backed securities and other debt securities 2 - - 2 Total held-to-maturity securities $ 24 - - 24 Includes interest-only mortgage-backed securities of $ 34 as of December 31, 2017 , recorded at fair value with fair value changes recorded in securities gains, net, in the Condensed Consolidated Statements of Income. Other securities consist of FHLB, FRB and DTCC restricted stock holdings of $ 248 , $ 362 and $ 2 , respectively, at December 31, 2017 , that are carried at cost. The following table provides the fair value of trading debt securities and equity securities as of: March 31, December 31, ($ in millions) 2018 2017 Trading debt securities $ 571 492 Equity securities 418 439
Realized Gains and Losses Recognized in Income from Investment Securities	The following table presents net realized gains and losses that were recognized in income from available-for-sale debt and other securities as well as total (losses) gains that were recognized in income from trading debt securities and equity securities: For the three months ended March 31, ($ in millions) 2018 2017 Available-for-sale debt and other securities: Realized gains $ 34 9 Realized losses (43) (1) OTTI (a) - (10) Net realized losses on available-for sale debt and other securities (b) $ (9) (2) Total trading debt securities (losses) gains (c) $ (14) 1 Total equity securities (losses) gains (d)(e) $ (3) 1 Total gains and losses recognized in income from available-for-sale debt and other securities, trading debt securities, and equity securities $ (26) - Included in securities losses, net in the Condensed C onsolidated Statements of Income. Excludes net gains of $ 1 on interest-only mortgage-backed securities for both the three months ended March 31, 2018 and 2017 . Includes a net loss of $ 1 and a net gain of $ 1 for the three months ended March 31, 2018 and 2017 , respectively, recorded in corporate banking revenue and wealth and asset management revenue in the Condensed Consolidated Statements of Income. Includes an immaterial net loss and an immaterial net gain for the three months ended March 31, 2018 and 2017 , respectively, recorded in corporate banking revenue and wealth and asset management revenue in the Condensed Consolidated Statements of Income. Includes a net unrealized loss of $ 2 a nd a net unrealized gain of $ 1 for the three months ended March 31, 2018 and 2017 , respectively.
Amortized Cost and Fair Value of Available-for-Sale Debt and Other and Held-to-Maturity Securities	The expected maturity distribution of the Bancorp’s mortgage-backed securities and the contractual maturity distribution of the remainder of the Bancorp’s available-for-sale debt and other securities and held-to-maturity investment securities as of March 31, 2018 are shown in the following table: Available-for-Sale Debt and Other Held-to-Maturity ($ in millions) Amortized Cost Fair Value Amortized Cost Fair Value Debt securities: (a) Less than 1 year $ 234 225 5 5 1-5 years 8,664 8,562 15 15 5-10 years 17,352 17,135 1 1 Over 10 years 5,368 5,285 2 2 Other securities 612 612 - - Total $ 32,230 31,819 23 23 (a) Actual maturities may differ from contractual maturities when a right to call or prepay obligations exists with or without call or prepayment penalties .
Fair Value and Gross Unrealized Loss of Securities Available for Sale	The following table provides the fair value and gross unrealized losses on available-for-sale debt and other securities in an unrealized loss position, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position as of: Less than 12 months 12 months or more Total Unrealized Unrealized Unrealized ($ in millions) Fair Value Losses Fair Value Losses Fair Value Losses March 31, 2018 U.S. Treasury and federal agencies $ 96 (2) - - 96 (2) Agency residential mortgage-backed securities 11,958 (256) 458 (29) 12,416 (285) Agency commercial mortgage-backed securities 8,115 (144) 512 (26) 8,627 (170) Non-agency commercial mortgage-backed securities 2,188 (38) 141 (7) 2,329 (45) Asset-backed securities and other debt securities 312 (3) 377 (11) 689 (14) Total $ 22,669 (443) 1,488 (73) 24,157 (516) December 31, 2017 U.S. Treasury and federal agencies $ 98 - - - 98 - Agency residential mortgage-backed securities 7,337 (59) 479 (21) 7,816 (80) Agency commercial mortgage-backed securities 2,900 (22) 526 (16) 3,426 (38) Non-agency commercial mortgage-backed securities 449 (2) 145 (3) 594 (5) Asset-backed securities and other debt securities 317 (2) 386 (9) 703 (11) Total $ 11,101 (85) 1,536 (49) 12,637 (134)

Loans and Leases (Tables)

Loans and Leases (Tables)	3 Months Ended
	Mar. 31, 2018
Loans and Leases Receivable
Loans and Leases Classified by Primary Purpose	The following table provides a summary of commercial loans and leases classified by primary purpose and consumer loans classified based upon product or collateral as of: March 31, December 31, ($ in millions) 2018 2017 Loans and leases held for sale: Commercial and industrial loans $ 43 - Commercial mortgage loans 6 6 Residential mortgage loans 668 486 Total loans and leases held for sale $ 717 492 Portfolio loans and leases: Commercial and industrial loans $ 41,635 41,170 Commercial mortgage loans 6,509 6,604 Commercial construction loans 4,766 4,553 Commercial leases 3,919 4,068 Total commercial loans and leases $ 56,829 56,395 Residential mortgage loans $ 15,563 15,591 Home equity 6,757 7,014 Automobile loans 9,018 9,112 Credit card 2,188 2,299 Other consumer loans 1,615 1,559 Total consumer loans $ 35,141 35,575 Total portfolio loans and leases $ 91,970 91,970
Total Loans And Leases Owned By The Bancorp	The following table presents a summary of the total loans and leases owned by the Bancorp as of: 90 Days Past Due Carrying Value and Still Accruing March 31, December 31, March 31, December 31, ($ in millions) 2018 2017 2018 2017 Commercial and industrial loans $ 41,678 41,170 7 3 Commercial mortgage loans 6,515 6,610 1 - Commercial construction loans 4,766 4,553 - - Commercial leases 3,919 4,068 - - Residential mortgage loans 16,231 16,077 62 57 Home equity 6,757 7,014 - - Automobile loans 9,018 9,112 9 10 Credit card 2,188 2,299 28 27 Other consumer loans 1,615 1,559 - - Total loans and leases $ 92,687 92,462 107 97 Less: Loans and leases held for sale $ 717 492 Total portfolio loans and leases $ 91,970 91,970 The following table presents a summary of net charge-offs for the three months ended March 31: ($ in millions) 2018 2017 Commercial and industrial loans $ 28 36 Commercial mortgage loans 1 5 Commercial leases - 1 Residential mortgage loans 3 5 Home equity 5 6 Automobile loans 11 11 Credit card 25 22 Other consumer loans 8 3 Total net charge-offs $ 81 89

Credit Quality and the Allowa35

Credit Quality and the Allowance for Loan and Lease Losses (Tables)	3 Months Ended
	Mar. 31, 2018
Credit Quality and the Allowance for Loan and Leases Losses
Summary of Transactions in the ALLL	Allowance for Loan and Lease Losses The following tables summarize transactions in the ALLL by portfolio segment: Residential For the three months ended March 31, 2018 ($ in millions) Commercial Mortgage Consumer Unallocated Total Balance, beginning of period $ 753 89 234 120 1,196 Losses charged-off (35) (4) (64) - (103) Recoveries of losses previously charged-off 6 1 15 - 22 Provision for (benefit from) loan and lease losses (11) 3 37 (6) 23 Balance, end of period $ 713 89 222 114 1,138 Residential For the three months ended March 31, 2017 ($ in millions) Commercial Mortgage Consumer Unallocated Total Balance, beginning of period $ 831 96 214 112 1,253 Losses charged-off (46) (6) (55) - (107) Recoveries of losses previously charged-off 4 1 13 - 18 Provision for loan and lease losses 37 5 32 - 74 Balance, end of period $ 826 96 204 112 1,238
Summary of the ALLL and Related Loans and Leases Classified by Portfolio Segment	The following tables provide a summary of the ALLL and related loans and leases classified by portfolio segment: Residential As of March 31, 2018 ($ in millions) Commercial Mortgage Consumer Unallocated Total ALLL: (a) Individually evaluated for impairment $ 113 64 40 - 217 Collectively evaluated for impairment 600 25 182 - 807 Unallocated - - - 114 114 Total ALLL $ 713 89 222 114 1,138 Portfolio loans and leases: (b) Individually evaluated for impairment $ 573 666 308 - 1,547 Collectively evaluated for impairment 56,256 14,759 19,270 - 90,285 Loans acquired with deteriorated credit quality - 2 - - 2 Total portfolio loans and leases $ 56,829 15,427 19,578 - 91,834 Includes $ 1 related to leveraged leases at March 31, 2018 . Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 . Residential As of December 31, 2017 ($ in millions) Commercial Mortgage Consumer Unallocated Total ALLL: (a) Individually evaluated for impairment $ 94 64 42 - 200 Collectively evaluated for impairment 659 25 192 - 876 Unallocated - - - 120 120 Total ALLL $ 753 89 234 120 1,196 Portfolio loans and leases: (b) Individually evaluated for impairment $ 560 665 320 - 1,545 Collectively evaluated for impairment 55,835 14,787 19,664 - 90,286 Loans acquired with deteriorated credit quality - 2 - - 2 Total portfolio loans and leases $ 56,395 15,454 19,984 - 91,833 Includes $ 1 related to leveraged leases at December 31, 2017 . Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
Loan and leases balances by credit quality indicator	The following tables summarize the credit risk profile of the Bancorp’s commercial portfolio segment, by class: Special As of March 31, 2018 ($ in millions) Pass Mention Substandard Doubtful Total Commercial and industrial loans $ 39,385 1,074 1,173 3 41,635 Commercial mortgage owner-occupied loans 3,150 81 99 - 3,330 Commercial mortgage nonowner-occupied loans 3,079 8 92 - 3,179 Commercial construction loans 4,692 74 - - 4,766 Commercial leases 3,776 79 64 - 3,919 Total commercial loans and leases $ 54,082 1,316 1,428 3 56,829 Special As of December 31, 2017 ($ in millions) Pass Mention Substandard Doubtful Total Commercial and industrial loans $ 38,813 1,115 1,235 7 41,170 Commercial mortgage owner-occupied loans 3,207 75 80 - 3,362 Commercial mortgage nonowner-occupied loans 3,117 28 97 - 3,242 Commercial construction loans 4,553 - - - 4,553 Commercial leases 3,922 72 74 - 4,068 Total commercial loans and leases $ 53,612 1,290 1,486 7 56,395 The following table presents a summary of the Bancorp’s residential mortgage and consumer portfolio segments, by class, disaggregated into performing versus nonperforming status as of: March 31, 2018 December 31, 2017 ($ in millions) Performing Nonperforming Performing Nonperforming Residential mortgage loans (a) $ 15,399 28 15,424 30 Home equity 6,683 74 6,940 74 Automobile loans 9,017 1 9,111 1 Credit card 2,162 26 2,273 26 Other consumer loans 1,614 1 1,559 - Total residential mortgage and consumer loans $ 34,875 130 35,307 131 (a) Excludes $ 136 and $ 137 of residential mortgage loans measured at fair value at March 31, 2018 and December 31, 2017 , respectively.
Summary by Age and Class of the Recorded Investment in Delinquencies Included in the Bancorp's Portfolio of Loans and Leases	Age Analysis of Past Due Loans and Leases The following tables summarize the Bancorp’s recorded investment in portfolio loans and leases, by age and class: Current Past Due 90 Days Past Loans and 30-89 90 Days Total Total Loans Due and Still As of March 31, 2018 ($ in millions) Leases (b)(c) Days (c) or More (c) Past Due and Leases Accruing Commercial loans and leases: Commercial and industrial loans $ 41,502 46 87 133 41,635 7 Commercial mortgage owner-occupied loans 3,316 6 8 14 3,330 1 Commercial mortgage nonowner-occupied loans 3,109 67 3 70 3,179 - Commercial construction loans 4,766 - - - 4,766 - Commercial leases 3,914 - 5 5 3,919 - Residential mortgage loans (a) 15,304 32 91 123 15,427 62 Consumer loans: Home equity 6,636 66 55 121 6,757 - Automobile loans 8,927 81 10 91 9,018 9 Credit card 2,115 39 34 73 2,188 28 Other consumer loans 1,605 9 1 10 1,615 - Total portfolio loans and leases $ 91,194 346 294 640 91,834 107 Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 . Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. A s of March 31, 2018 , $ 7 9 of these loans were 30-89 days past due and $ 317 were 90 days or more past due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2018 due to claim denials and curtailments associated with these insured or guaranteed loans. Includes accrual and nonaccrual loans and leases. Current Past Due 90 Days Past Loans and 30-89 90 Days Total Total Loans Due and Still As of December 31, 2017 ($ in millions) Leases (b)(c) Days (c) or More (c) Past Due and Leases Accruing Commercial loans and leases: Commercial and industrial loans $ 41,027 42 101 143 41,170 3 Commercial mortgage owner-occupied loans 3,351 3 8 11 3,362 - Commercial mortgage nonowner-occupied loans 3,235 - 7 7 3,242 - Commercial construction loans 4,552 1 - 1 4,553 - Commercial leases 4,065 3 - 3 4,068 - Residential mortgage loans (a) 15,301 66 87 153 15,454 57 Consumer loans: Home equity 6,888 70 56 126 7,014 - Automobile loans 8,992 107 13 120 9,112 10 Credit card 2,230 36 33 69 2,299 27 Other consumer loans 1,554 5 - 5 1,559 - Total portfolio loans and leases $ 91,195 333 305 638 91,833 97 Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 . Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. As of December 31, 2017 , $ 95 of these loa ns were 30-89 days past due and $ 290 were 90 days or more p ast due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2017 due to claim denials and cu rtailments asso ciated with these insured or guaranteed loans. Includes accrual and nonaccrual loans and leases.
Summarizes the Bancorp's Recorded Investment in Impaired Loans and Related Allowance by Class	The following tables summarize the Bancorp’s impaired portfolio loans and leases, by class, that were subject to individual review, which includes all portfolio loans and leases restructured in a TDR: Unpaid Principal Recorded As of March 31, 2018 ($ in millions) Balance Investment ALLL With a related ALLL: Commercial loans and leases: Commercial and industrial loans $ 414 358 109 Commercial mortgage owner-occupied loans 4 3 1 Commercial mortgage nonowner-occupied loans 2 2 - Commercial leases 8 8 3 Restructured residential mortgage loans 460 457 64 Restructured consumer loans: Home equity 129 130 25 Automobile loans 6 5 1 Credit card 49 44 14 Total impaired portfolio loans and leases with a related ALLL $ 1,072 1,007 217 With no related ALLL: Commercial loans: Commercial and industrial loans $ 188 161 - Commercial mortgage owner-occupied loans 17 13 - Commercial mortgage nonowner-occupied loans 28 28 - Restructured residential mortgage loans 228 209 - Restructured consumer loans: Home equity 129 126 - Automobile loans 3 3 - Total impaired portfolio loans with no related ALLL $ 593 540 - Total impaired portfolio loans and leases $ 1,665 1,547 (a) 217 Includes $ 249 , $ 654 and $ 262 , respectively, of commercial, residential mortgage and consumer portfolio TDRs on accrual status and $ 154 , $ 12 an d $ 46 , respectively, of commercial, re sidential mortgage and consumer portfolio TDRs on nonaccrual status at March 31, 2018 . Unpaid Principal Recorded As of December 31, 2017 ($ in millions) Balance Investment ALLL With a related ALLL: Commercial loans and leases: Commercial and industrial loans $ 433 358 87 Commercial mortgage owner-occupied loans 16 14 7 Commercial mortgage nonowner-occupied loans 4 3 - Commercial leases 4 4 - Restructured residential mortgage loans 469 465 64 Restructured consumer loans: Home equity 172 172 27 Automobile loans 8 7 1 Credit card 52 45 14 Total impaired portfolio loans and leases with a related ALLL $ 1,158 1,068 200 With no related ALLL: Commercial loans: Commercial and industrial loans $ 151 131 - Commercial mortgage owner-occupied loans 18 15 - Commercial mortgage nonowner-occupied loans 35 35 - Restructured residential mortgage loans 218 200 - Restructured consumer loans: Home equity 97 94 - Automobile loans 2 2 - Total impaired portfolio loans with no related ALLL $ 521 477 - Total impaired portfolio loans and leases $ 1,679 1,545 a (a) 200 Includes $ 249 , $ 652 and $ 275 , respectively, of commercial, residential mortgage and consumer portfolio TDR s on accrual status and $ 150 , $ 13 and $ 45 , respectively , of commercial, residential mortgage and consumer portfolio TDRs on nonaccrual status at December 31, 2017 . The following tables summarize the Bancorp’s average impaired portfolio loans and leases, by class, and interest income, by class: For the three months ended For the three months ended March 31, 2018 March 31, 2017 Average Interest Average Interest Recorded Income Recorded Income ($ in millions) Investment Recognized Investment Recognized Commercial loans and leases: Commercial and industrial loans $ 497 5 683 1 Commercial mortgage owner-occupied loans (a) 22 - 43 - Commercial mortgage nonowner-occupied loans 34 - 89 1 Commercial leases 6 - 3 - Restructured residential mortgage loans 665 6 654 6 Restructured consumer loans: Home equity 258 3 298 3 Automobile loans 9 - 14 - Credit card 48 1 51 1 Total average impaired portfolio loans and leases $ 1,539 15 1,835 12 Excludes five restructured loans associated with a consolidated VIE in which the Bancorp had no continuing credit risk due to the risk being assumed by a third party, with an average recorded investment of $ 26 for the three months ended March 31, 2017. An immaterial amount of interest income was recognized during the three months ended March 31, 2017. Refer to Note 9 for further discussion on the deconsolidation of the VIE associated with these loans in the third quarter of 2017.
Summary of the Bancorp's Nonperforming Loans and Leases by Class	Nonperforming Assets Nonperforming assets include nonaccrual loans and leases for which ultimate collectability of the full amount of the principal and/or interest is uncertain; restructured commercial and credit card loans which have not yet met the requirements to be classified as a performing asset; restructured consumer loans which are 90 days past due based on the restructured terms unless the loan is both well-secured and in the process of collection; and certain other assets, including OREO and other repossessed property. The following table presents the Bancorp’s nonaccrual loans and leases, by class, and OREO and other repossessed property as of: March 31, December 31, ($ in millions) 2018 2017 Commercial loans and leases: Commercial and industrial loans $ 299 276 Commercial mortgage owner-occupied loans 11 19 Commercial mortgage nonowner-occupied loans 4 7 Commercial leases 8 4 Total nonaccrual portfolio commercial loans and leases 322 306 Residential mortgage loans 28 30 Consumer loans: Home equity 74 74 Automobile loans 1 1 Credit card 26 26 Other consumer loans 1 - Total nonaccrual portfolio consumer loans 102 101 Total nonaccrual portfolio loans and leases (a)(b) $ 452 437 OREO and other repossessed property 52 52 Total nonperforming portfolio assets (a)(b) $ 504 489 Excludes $ 24 a nd $ 6 of nonaccrual loans held for sale at March 31, 2018 and December 31, 2017 , respectively. Includes $ 5 and $ 3 of nonaccrual government insured commercial loans whose repayments are insured by the SBA a t March 31, 2018 and Dec ember 31, 2017 , respectively, of which $ 2 and $ 3 are restructured nonaccrual government insured commercial loans at both March 31, 2018 and December 31, 2017 , respectively .
Summary of Loans Modified in a TDR	The following tables provide a summary of loans and leases, by class, modified in a TDR by the Bancorp during the three months ended: Recorded Investment Number of Loans in Loans Modified Increase Charge-offs Modified in a TDR in a TDR to ALLL Upon Recognized Upon March 31, 2018 ($ in millions) (a) During the Period (b) During the Period Modification Modification Commercial loans: Commercial and industrial loans 12 $ 72 13 - Commercial mortgage owner-occupied loans 2 - - - Residential mortgage loans 247 33 1 - Consumer loans: Home equity 25 2 - - Automobile loans 20 - - - Credit card 1,965 10 2 - Total portfolio loans 2,271 $ 117 16 - Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool . Represents number of loans post-modification and excludes loans previously modified in a TDR . Recorded Investment Number of Loans in Loans Modified Increase Charge-offs Modified in a TDR in a TDR to ALLL Upon Recognized Upon March 31, 2017 ($ in millions) (a) During the Period (b) During the Period Modification Modification Commercial loans: Commercial and industrial loans 33 $ 97 1 2 Commercial mortgage owner-occupied loans 5 2 - - Commercial mortgage nonowner-occupied loans 1 - - - Residential mortgage loans 203 29 2 - Consumer loans: Home equity 31 2 - - Automobile loans 30 - - - Credit card 1,756 7 1 - Total portfolio loans 2,059 $ 137 4 2 Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool . Represents number of loans post-modification and excludes loans previously modified in a TDR .
Summary of Subsequent Defaults	The following tables provide a summary of TDRs that subsequently defaulted during the three months ended March 31, 2018 and 2017 and were within twelve months of the restructuring date: Number of Recorded March 31, 2018 ($ in millions) (a) Contracts Investment Commercial loans: Commercial and industrial loans 1 $ 1 Commercial mortgage owner-occupied loans 2 - Residential mortgage loans 48 7 Consumer loans: Home equity 2 - Credit card 242 1 Total portfolio loans 295 $ 9 (a) Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality. Number of Recorded March 31, 2017 ($ in millions) (a) Contracts Investment Commercial loans: Commercial and industrial loans 2 $ 1 Residential mortgage loans 57 9 Consumer loans: Home equity 5 1 Credit card 450 2 Total portfolio loans 514 $ 13 (a) Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality.

Bank Premises and Equipment (Ta

Bank Premises and Equipment (Tables)	3 Months Ended
	Mar. 31, 2018
Bank Premises and Equipment
Bank Premises and Equipment	The following table provides a summary of bank premises and equipment as of: ($ in millions) March 31, 2018 December 31, 2017 Land and improvements (a) $ 636 644 Buildings (a) 1,661 1,679 Equipment 1,921 1,876 Leasehold improvements 399 399 Construction in progress (a) 76 93 Bank premises and equipment held for sale: Land and improvements 12 17 Buildings 8 9 Equipment - 1 Accumulated depreciation and amortization (2,747) (2,715) Total bank premises and equipment $ 1,966 2,003 (a ) At March 31, 2018 and December 31, 2017 , land and improvements , buildings and construction in progress included $ 89 and $ 9 1 , respectively, associated w ith parcels of undeveloped land intended for future branch ex pansion.

Intangible Assets (Tables)

Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2018
Intangible Assets
Intangible Assets	The details of the Bancorp’s intangible assets are shown in the following table: Gross Carrying Accumulated Net Carrying ($ in millions) Amount Amortization Amount As of March 31, 2018 Core deposit intangibles $ 34 (29) 5 Customer relationships 19 (1) 18 Non-compete agreements 14 (11) 3 Other 6 (2) 4 Total intangible assets $ 73 (43) 30 As of December 31, 2017 Core deposit intangibles $ 34 (29) 5 Customer relationships 16 - 16 Non-compete agreements 13 (10) 3 Other 6 (3) 3 Total intangible assets $ 69 (42) 27
Estimated Amortization Expense	Estimated amortization expense for the remainder of 2018 through 2022 is as follows: ($ in millions) Total Remainder of 2018 $ 4 2019 5 2020 3 2021 2 2022 2

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2018
Variable Interest Entities
Consolidation of Variable Interest Entities Disclosure	The following tables provide a summary of the classifications of consolidated VIE assets, liabilities and noncontrolling interests included in the Condensed Consolidated Balance Sheets as of: Automobile Loan CDC March 31, 2018 ($ in millions) Securitizations Investments Total Assets: Other short-term investments $ 66 - 66 Commercial mortgage loans - 20 20 Automobile loans 1,115 - 1,115 ALLL (6) - (6) Other assets 6 - 6 Total assets $ 1,181 20 1,201 Liabilities: Other liabilities $ 2 - 2 Long-term debt 1,031 - 1,031 Total liabilities $ 1,033 - 1,033 Noncontrolling interests $ - 20 20 Automobile Loan CDC December 31, 2017 ($ in millions) Securitizations Investments Total Assets: Other short-term investments $ 62 - 62 Commercial mortgage loans - 20 20 Automobile loans 1,277 - 1,277 ALLL (6) - (6) Other assets 7 - 7 Total assets $ 1,340 20 1,360 Liabilities Other liabilities $ 2 - 2 Long-term debt 1,190 - 1,190 Total liabilities $ 1,192 - 1,192 Noncontrolling interests $ - 20 20
Assets and Liabilities Related to Non-consolidated VIEs and Maximum Exposure to Losses	Non-consolidated VIEs The following tables provide a summary of assets and liabilities carried on the Condensed Consolidated Balance Sheets related to non-consolidated VIEs for which the Bancorp holds an interest, but is not the primary beneficiary of the VIE, as well as the Bancorp’s maximum exposure to losses associated with its interests in the entities as of: Total Total Maximum March 31, 2018 ($ in millions) Assets Liabilities Exposure CDC investments $ 1,316 338 1,316 Private equity investments 95 - 140 Loans provided to VIEs 1,937 - 3,043 Total Total Maximum December 31, 2017 ($ in millions) Assets Liabilities Exposure CDC investments $ 1,376 355 1,376 Private equity investments 102 - 150 Loans provided to VIEs 1,845 - 2,910
Investments in Qualified Affordable Housing Tax Credits	The Bancorp has accounted for all of its investments in qualified affordable housing tax credits using the equity method of accounting. The following table summarizes the impact to the Condensed Consolidated Statements of Income relating to investments in qualified affordable housing investments: Condensed Consolidated For the three months ended March 31, ($ in millions) Statements of Income Caption 2018 2017 Pre-tax investment and impairment losses (a) Other noninterest expense $ 45 36 Tax credits and other benefits Applicable income tax expense (52) (56) (a) The Bancorp did not recognize impairment losses resulting from the forfeiture or ineligibility of tax credi ts or other circumstances during both the three months ended March 31, 2018 and 2017 .

Sales of Receivables and Serv39

Sales of Receivables and Servicing Rights (Tables)	3 Months Ended
	Mar. 31, 2018
Sales of Receivables and Servicing Rights
Activity Related to Mortgage Banking Net Revenue	Information related to residential mortgage loan sales and the Bancorp’s mortgage banking activity, which is included in mortgage banking net revenue in the Condensed Consolidated Statements of Income, is as follows: For the three months ended March 31, ($ in millions) 2018 2017 Residential mortgage loan sales (a) $ 1,000 a 1,629 Origination fees and gains on loan sales 24 29 Gross mortgage servicing fees 53 47 Represents the unpaid principal balance at the time of the sale.
Changes in the Servicing Assets	The following tables present changes in the servicing rights related to residential mortgage loans for the three months ended March 31: ($ in millions) 2018 2017 Balance, beginning of period $ 858 744 Servicing rights originated - residential mortgage loans 16 26 Servicing rights acquired - residential mortgage loans 24 29 Changes in fair value: Due to changes in inputs or assumptions (a) 57 4 Other changes in fair value (b) (29) (27) Balance, end of period $ 926 776 Primarily reflects changes in prepayment speed and OAS spread assumptions which are updated based on market interest rates . Pr imarily reflects changes due to collection of contractual cash flows and the passage of time .
Activity Related to the MSR Portfolio	The following table presents activity related to valuations of the MSR portfolio and the impact of the non-qualifying hedging strategy: For the three months ended March 31, ($ in millions) 2018 2017 Securities losses, net - non-qualifying hedges on MSRs $ (13) - Changes in fair value and settlement of free-standing derivatives purchased to economically hedge the MSR portfolio (a) (49) (1) MSR fair value adjustment (a) 28 (23) (a) Included in mortgage banking net revenue in the Condensed Consolidated Statements of Income.
Servicing Assets and Residual Interests Economic Assumptions	The key economic assumptions used in measuring the interests in residential mortgage loans that continued to be held by the Bancorp at the date of sale, securitization or purchase resulting from transactions completed during the three months ended March 31, 2018 and 2017 were as follows: March 31, 2018 March 31, 2017 Rate Weighted-Average Life (in years) Prepayment Speed (annual) OAS Spread (bps) Weighted-Average Life (in years) Prepayment Speed (annual) OAS Spread (bps) Residential mortgage loans: Servicing rights Fixed 7.0 9.1 % 549 6.7 9.9 % 485 Servicing rights Adjustable 2.6 30.0 637 2.3 34.9 700
Sensitivity of the Current Fair Value of Residual Cash Flows to Immediate 10%, 20% and 50% Adverse Changes in Assumptions	At March 31, 2018, the sensitivity of the current fair value of residual cash flows to immediate 10%, 20% and 50% adverse changes in prepayment speed assumptions and immediate 10% and 20% adverse changes in OAS spread are as follows: Prepayment OAS Speed Assumption Spread Assumption OAS Spread Impact of Weighted- Impact of Adverse Change Adverse Change Fair Average Life on Fair Value on Fair Value ($ in millions) (a) Rate Value (in years) Rate 10% 20% 50% (bps) 10% 20% Residential mortgage loans: Servicing rights Fixed $ 910 6.4 10.0 % $ (35) (68) (156) 548 $ (19) (36) Servicing rights Adjustable 16 3.3 24.6 (1) (2) (4) 797 - (1) (a) The impact of the weighted-average default rate on the current fair value of residual cash flows for all scenarios is immaterial .

Derivative Financial Instrume40

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2018
Derivative Financial Instruments
Notional Amounts and Fair Values for All Derivative Instruments Included in the Consolidated Balance Sheets	The following tables reflect the notional amounts and fair values for all derivative instruments included in the Condensed Consolidated Balance Sheets as of: Fair Value Notional Derivative Derivative March 31, 2018 ($ in millions) Amount Assets Liabilities Derivatives Designated as Qualifying Hedging Instruments: Fair value hedges: Interest rate swaps related to long-term debt $ 3,705 248 4 Total fair value hedges 248 4 Cash flow hedges: Interest rate swaps related to C&I loans 4,150 - 18 Total cash flow hedges - 18 Total derivatives designated as qualifying hedging instruments 248 22 Derivatives Not Designated as Qualifying Hedging Instruments: Free-standing derivatives - risk management and other business purposes: Interest rate contracts related to MSR portfolio 12,135 53 20 Forward contracts related to residential mortgage loans held for sale 1,153 2 2 Swap associated with the sale of Visa, Inc. Class B Shares 1,993 - 165 Foreign exchange contracts 138 - - Total free-standing derivatives - risk management and other business purposes 55 187 Free-standing derivatives - customer accommodation: Interest rate contracts 44,973 220 241 Interest rate lock commitments 667 11 - Commodity contracts 4,843 199 195 TBA securities 46 - - Foreign exchange contracts 11,723 132 129 Total free-standing derivatives - customer accommodation 562 565 Total derivatives not designated as qualifying hedging instruments 617 752 Total $ 865 774 Fair Value Notional Derivative Derivative December 31, 2017 ($ in millions) Amount Assets Liabilities Derivatives Designated as Qualifying Hedging Instruments: Fair value hedges: Interest rate swaps related to long-term debt $ 3,705 297 5 Total fair value hedges 297 5 Cash flow hedges: Interest rate swaps related to C&I loans 4,475 - 12 Total cash flow hedges - 12 Total derivatives designated as qualifying hedging instruments 297 17 Derivatives Not Designated as Qualifying Hedging Instruments: Free-standing derivatives - risk management and other business purposes: Interest rate contracts related to MSR portfolio 11,035 54 15 Forward contracts related to residential mortgage loans held for sale 1,284 1 1 Stock warrant 20 20 - Swap associated with the sale of Visa, Inc. Class B Shares 1,900 - 137 Foreign exchange contracts 112 - 1 Total free-standing derivatives - risk management and other business purposes 75 154 Free-standing derivatives - customer accommodation: Interest rate contracts 42,216 154 145 Interest rate lock commitments 446 8 - Commodity contracts 4,125 165 167 TBA securities 26 - - Foreign exchange contracts 12,654 124 119 Total free-standing derivatives - customer accommodation 451 431 Total derivatives not designated as qualifying hedging instruments 526 585 Total $ 823 602
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives in Fair Value Hedging Relationships	The following table reflects the change in fair value of interest rate contracts, designated as fair value hedges, as well as the change in fair value of the related hedged items attributable to the risk being hedged, included in the Condensed Consolidated Statements of Income: Condensed Consolidated For the three months Statements of ended March 31, ($ in millions) Income Caption 2018 2017 Change in fair value of interest rate swaps hedging long-term debt Interest on long-term debt $ (63) (21) Change in fair value of hedged long-term debt attributable to the risk being hedged Interest on long-term debt 64 21 The following amounts were recorded in the Condensed Consolidated Balance Sheets related to cumulative basis adjustments for fair value hedges as of: Condensed Consolidated ($ in millions) Balance Sheets Caption March 31, 2018 Carrying amount of the hedged item Long-term debt $ 4,219 Cumulative amount of fair value hedging adjustments included in the carrying amount of the hedged items Long-term debt (231)
Net Gains (Losses) Relating to Derivative Instruments Designated as Cash Flow Hedges	The following table presents the pretax net (losses) gains recorded in the Condensed Consolidated Statements of Income and in the Condensed Consolidated Statements of Comprehensive Income relating to derivative instruments designated as cash flow hedges: For the three months ended March 31, ($ in millions) 2018 2017 (a) Amount of pretax net losses recognized in OCI $ (9) (5) Amount of pretax net gains reclassified from OCI into net interest income 1 8 For the three months ended March 31, 2017, the amount of pretax net losses recognized in OCI represented the effective portion of the cumulative gains or losses on cash flow hedges and ineffectiveness was reported within noninterest income. Upon the adoption of ASU 2017-12, the Bancorp recorded a cumulative effect adjustment to retained earnings effective January 1, 2018 related to the elimination of the separate measurement of ineffect iveness. Refer to Note 3 for additional information.
Schedule of Price Risk Derivatives	The net (losses) gains recorded in the Condensed Consolidated Statements of Income relating to free-standing derivative instruments used for risk management and other business purposes are summarized in the following table: Condensed Consolidated For the three months Statements of ended March 31, ($ in millions) Income Caption 2018 2017 Interest rate contracts: Forward contracts related to residential mortgage loans held for sale Mortgage banking net revenue $ - (21) Interest rate contracts related to MSR portfolio Mortgage banking net revenue (49) (1) Foreign exchange contracts: Foreign exchange contracts for risk management purposes Other noninterest income 2 (1) Equity contracts: Swap associated with sale of Visa, Inc. Class B Shares Other noninterest income (39) (13)
Risk Ratings of the Notional Amount of Risk Participation Agreements	Risk ratings of the notional amount of risk participation agreements under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 3,263 2,748 Special mention 77 66 Substandard 30 24 Total $ 3,370 2,838
Net Gains (Losses) Recognized in the Income Statement Related to Free-Standing Derivative Instruments Used For Customer Accomodation	The net gains recorded in the Condensed Consolidated Statements of Income relating to free-standing derivative instruments used for customer accommodation are summarized in the following table: For the three months Condensed Consolidated ended March 31, ($ in millions) Statements of Income Caption 2018 2017 Interest rate contracts: Interest rate contracts for customers (contract revenue) Corporate banking revenue $ 7 5 Interest rate lock commitments Mortgage banking net revenue 13 22 Commodity contracts: Commodity contracts for customers (contract revenue) Corporate banking revenue 2 1 Commodity contracts for customers (credit portion of fair value adjustment) Other noninterest expense - 1 Foreign exchange contracts: Foreign exchange contracts for customers (contract revenue) Corporate banking revenue 14 13 Foreign exchange contracts for customers (contract revenue) Other noninterest income (2) - Foreign exchange contracts for customers (credit portion of fair value adjustment) Other noninterest expense 1 1
Offsetting Derivative Financial Instruments	The following tables provide a summary of offsetting derivative financial instruments: Gross Amount Gross Amounts Not Offset in the Recognized in the Condensed Consolidated Balance Sheets Condensed Consolidated As of March 31, 2018 ($ in millions) Balance Sheets (a) Derivatives Collateral (b) Net Amount Assets: Derivatives $ 854 (229) (341) 284 Total assets 854 (229) (341) 284 Liabilities: Derivatives 774 (229) (209) 336 Total liabilities $ 774 (229) (209) 336 Amount does not includ e IRLCs because these instruments are not subject to master netting or similar arrangements . Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table. Gross Amount Gross Amounts Not Offset in the Recognized in the Condensed Consolidated Balance Sheets Condensed Consolidated As of December 31, 2017 ($ in millions) Balance Sheets (a) Derivatives Collateral (b) Net Amount Assets: Derivatives $ 815 (213) (362) 240 Total assets 815 (213) (362) 240 Liabilities: Derivatives 602 (213) (155) 234 Total liabilities $ 602 (213) (155) 234 Amount does not include IRLCs because these instruments are not subject to master netting or similar arrangements . Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table.

Other Short Term Borrowings (Ta

Other Short Term Borrowings (Tables)	3 Months Ended
	Mar. 31, 2018
Short-term Debt
Schedule Of Short Term Debt	Borrowings with original maturities of one year or less are classified as short-term. The following table presents a summary of the Bancorp's other short-term borrowings as of: March 31, December 31, ($ in millions) 2018 2017 Securities sold under repurchase agreements $ 662 546 FHLB advances 400 3,125 Derivative collateral 273 341 Total other short-term borrowings $ 1,335 4,012

Capital Actions (Tables)

Capital Actions (Tables)	3 Months Ended
	Mar. 31, 2018
Capital Actions
Summary of the Bancorp's Accelerated Share Repurchase Transactions	The following table presents a summary of the Bancorp's accelerated share repurchase transactions that were entered into or settled during the three months ended March 31, 2018: Repurchase Date Amount ($ in millions) Shares Repurchased on Repurchase Date Shares Received from Forward Contract Settlement Total Shares Repurchased Settlement Date December 19, 2017 $ 273 7,727,273 824,367 8,551,640 March 19, 2018 February 12, 2018 318 8,691,318 1,015,731 9,707,049 March 26, 2018

Commitments, Contingent Liabi43

Commitments, Contingent Liabilities and Guarantees (Tables)	3 Months Ended
	Mar. 31, 2018
Commitments, Contingent Liabilities and Guarantees
Summary of Significant Commitments	Commitments The Bancorp has certain commitments to make future payments under contracts. The following table reflects a summary of significant commitments as of: March 31, December 31, ($ in millions) 2018 2017 Commitments to extend credit $ 68,089 68,106 Letters of credit 2,164 2,185 Forward contracts related to residential mortgage loans held for sale 1,153 1,284 Noncancelable operating lease obligations 559 568 Purchase obligations 132 144 Capital commitments for private equity investments 45 48 Capital expenditures 27 37 Capital lease obligations 24 26
Credit Risk Associated With Commitments	Risk ratings under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 67,323 67,254 Special mention 354 330 Substandard 412 522 Total commitments to extend credit $ 68,089 68,106
Standby and Commercial Letters of Credit, Conditional Commitments Issued to Guarantee the Performance of a Customer to a Third Party	Standby and commercial letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party and expire as summarized in the following table as of March 31, 2018: ($ in millions) Less than 1 year (a) $ 1,174 1 - 5 years (a) 981 Over 5 years 9 Total letters of credit $ 2,164 ( a) Includes $ 6 and $ 1 i ssued on behalf of commercial customers to facilitate trade payments in U.S. dollars and foreign currencies which expire less than 1 year and between 1 - 5 years, respectively.
Credit Risk associated with Letters of Credit	Risk ratings under this risk rating system are summarized in the following table as of: March 31, December 31, ($ in millions) 2018 2017 Pass $ 1,822 1,830 Special mention 60 67 Substandard 198 218 Doubtful 84 70 Total letters of credit $ 2,164 2,185
Activity in Reserve for Representation and Warranty Provisions	The following table summarizes activity in the reserve for representation and warranty provisions: For the three months ended March 31, ($ in millions) 2018 2017 Balance, beginning of period $ 9 13 Net reductions to the reserve (1) (1) Balance, end of period $ 8 12
Schedule of Liability for Unpaid Claims and Claims Adjustment Expense	The following tables provide a rollforward of unresolved claims by claimant type for the three months ended: GSE Private Label March 31, 2018 ($ in millions) Units Dollars Units Dollars Balance, beginning of period 6 $ 1 1 $ - New demands 30 5 - - Resolved demands (22) (4) - - Balance, end of period 14 $ 2 1 $ - GSE Private Label March 31, 2017 ($ in millions) Units Dollars Units Dollars Balance, beginning of period 13 $ 2 - $ - New demands 23 3 - - Loan paydowns/payoffs (1) - - - Resolved demands (24) (4) - - Balance, end of period 11 $ 1 - $ -
Visa Funding and Bancorp Cash Payments	After the Bancorp’s sale of the Class B Shares, Visa has funded additional amounts into the litigation escrow account which have resulted in further dilutive adjustments to the conversion of Class B Shares into Class A Shares, and along with other terms of the total return swap, require d the Bancorp to make cash payments in varying amounts to the swap counterparty as follows: Visa Bancorp Cash Period ($ in millions) Funding Amount Payment Amount Q2 2010 $ 500 20 Q4 2010 800 35 Q2 2011 400 19 Q1 2012 1,565 75 Q3 2012 150 6 Q3 2014 450 18 i

Accumulated Other Comprehensi44

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2018
Accumulated Other Comprehensive Income
Activity of the Components of Other Comprehensive Income and Accumulated Other Comprehensive Income	The tables below present the activity of the components of OCI and AOCI for the three months ended: Total OCI Total AOCI Pretax Tax Net Beginning Net Ending March 31, 2018 ($ in millions) Activity Effect Activity Balance (a) Activity Balance Unrealized holding losses on available-for-sale debt securities arising during period $ (594) 134 (460) Reclassification adjustment for net losses on available-for-sale debt securities included in net income 9 (2) 7 Net unrealized losses on available-for-sale debt securities (585) 132 (453) 135 (453) (318) Unrealized holding losses on cash flow hedge derivatives arising during period (9) 2 (7) Reclassification adjustment for net gains on cash flow hedge derivatives included in net income (1) - (1) Net unrealized losses on cash flow hedge derivatives (10) 2 (8) (11) (8) (19) Reclassification of amounts to net periodic benefit costs 1 - 1 Defined benefit pension plans, net 1 - 1 (53) 1 (52) Total $ (594) 134 (460) 71 (460) (389) The Bancorp’s AOCI balance was adjusted as of January 1, 2018 to reflect the adoption of new accounting standards. Refer to Note 3 for additional information. Total OCI Total AOCI Pretax Tax Net Beginning Net Ending March 31, 2017 ($ in millions) Activity Effect Activity Balance Activity Balance Unrealized holding gains on available-for-sale securities arising during period $ 22 (7) 15 Reclassification adjustment for net losses on available-for-sale securities included in net income 2 (1) 1 Net unrealized gains on available-for-sale securities 24 (8) 16 101 16 117 Unrealized holding losses on cash flow hedge derivatives arising during period (5) 2 (3) Reclassification adjustment for net gains on cash flow hedge derivatives included in net income (8) 3 (5) Net unrealized gains on cash flow hedge derivatives (13) 5 (8) 10 (8) 2 Reclassification of amounts to net periodic benefit costs 2 (1) 1 Defined benefit pension plans, net 2 (1) 1 (52) 1 (51) Total $ 13 (4) 9 59 9 68
Reclassification Out of Accumulated Other Comprehensive Income to Net Income	The table below presents reclassifications out of AOCI: For the three months ended March 31, Consolidated Statements of Components of AOCI: ($ in millions) Income Caption 2018 2017 Net unrealized gains on available-for-sale securities: (b) Net losses included in net income Securities losses, net $ (9) (2) Income before income taxes (9) (2) Applicable income tax expense 2 1 Net income (7) (1) Net unrealized gains on cash flow hedge derivatives: (b) Interest rate contracts related to C&I loans Interest and fees on loans and leases 1 8 Income before income taxes 1 8 Applicable income tax expense - (3) Net income 1 5 Net periodic benefit costs: (b) Amortization of net actuarial loss Employee benefits expense (a) (1) (2) Income before income taxes (1) (2) Applicable income tax expense - 1 Net income (1) (1) Total reclassifications for the period Net income $ (7) 3 This AOCI component is included in the computation of net periodic benefit cost. Refer to Note 22 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for further information. Amounts in parentheses indicate reductions to net income .

Earnings Per Share (Tables)

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2018
Earnings Per Share
Calculation of Earnings Per Share and the Reconciliation of Earnings Per Share to Earnings Per Diluted Share	The following table provides the calculation of earnings per share and the reconciliation of earnings per share and earnings per diluted share: 2018 2017 For the three months ended March 31, Average Per Share Average Per Share (in millions, except per share data) Income Shares Amount Income Shares Amount Earnings Per Share: Net income available to common shareholders $ 689 290 Less: Income allocated to participating securities 8 4 Net income allocated to common shareholders $ 681 690 0.99 286 748 0.38 Earnings Per Diluted Share: Net income available to common shareholders $ 689 290 Effect of dilutive securities: Stock-based awards - 14 - 13 Net income available to common shareholders 689 290 plus assumed conversions Less: Income allocated to participating securities 8 4 Net income allocated to common shareholders plus assumed conversions $ 681 704 0.97 286 761 0.38

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2018
Fair Value Measurements
Assets and Liabilities Measured at Fair Value on a Recurring Basis	Assets and Liabilities Measured at Fair Value on a Recurring Basis The following tables summarize assets and liabilities measured at fair value on a recurring basis as of: Fair Value Measurements Using March 31, 2018 ($ in millions) Level 1 (c) Level 2 (c) Level 3 Total Fair Value Assets: Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 96 - - 96 Obligations of states and political subdivisions securities - 44 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities - 15,208 - 15,208 Agency commercial mortgage-backed securities - 10,455 - 10,455 Non-agency commercial mortgage-backed securities - 3,190 - 3,190 Asset-backed securities and other debt securities - 2,214 - 2,214 Available-for-sale debt and other securities (a) 96 31,111 - 31,207 Trading debt securities: U.S. Treasury and federal agencies securities - 21 - 21 Obligations of states and political subdivisions securities - 52 - 52 Agency residential mortgage-backed securities - 364 - 364 Asset-backed securities and other debt securities - 134 - 134 Trading debt securities - 571 - 571 Equity securities 417 1 - 418 Residential mortgage loans held for sale - 650 - 650 Residential mortgage loans (b) - - 136 136 Commercial loans held for sale - 16 - 16 MSRs - - 926 926 Derivative assets: Interest rate contracts 2 521 11 534 Foreign exchange contracts - 132 - 132 Commodity contracts 34 165 - 199 Derivative assets (d) 36 818 11 865 Total assets $ 549 33,167 1,073 34,789 Liabilities: Derivative liabilities: Interest rate contracts $ 2 276 7 285 Foreign exchange contracts - 129 - 129 Equity contracts - - 165 165 Commodity contracts 56 139 - 195 Derivative liabilities (e) 58 544 172 774 Short positions (e) 93 33 - 126 Total liabilities $ 151 577 172 900 Excludes FHLB, FRB and DTCC restricted stock holdings totaling $ 248 , $ 362 and $ 2 , respectively, at March 31, 2018 . Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment. During the three months ended March 31, 2018 , no assets or liabilities were transferred between Level 1 and Level 2. Included in other assets in the Condensed Consolidated Balance S heets. Included in other liabilities in the Condensed Consolidated Balance Sheets. Fair Value Measurements Using December 31, 2017 ($ in millions) Level 1 (c) Level 2 (c) Level 3 Total Fair Value Assets: Available-for-sale debt and other securities: U.S. Treasury and federal agencies securities $ 98 - - 98 Obligations of states and political subdivisions securities - 44 - 44 Mortgage-backed securities: Agency residential mortgage-backed securities - 15,319 - 15,319 Agency commercial mortgage-backed securities - 10,167 - 10,167 Non-agency commercial mortgage-backed securities - 3,293 - 3,293 Asset-backed securities and other debt securities - 2,218 - 2,218 Available-for-sale debt and other securities (a) 98 31,041 - 31,139 Trading debt securities: U.S. Treasury and federal agencies securities 1 11 - 12 Obligations of states and political subdivisions securities - 22 - 22 Residential mortgage-backed securities - 395 - 395 Asset-backed securities and other debt securities - 63 - 63 Trading debt securities 1 491 - 492 Equity securities 438 1 439 Residential mortgage loans held for sale - 399 - 399 Residential mortgage loans (b) - - 137 137 MSRs - - 858 858 Derivative assets: Interest rate contracts 1 505 8 514 Foreign exchange contracts - 124 - 124 Equity contracts - 20 - 20 Commodity contracts 39 126 - 165 Derivative assets (d) 40 775 8 823 Total assets $ 577 32,707 1,003 34,287 Liabilities: Derivative liabilities: Interest rate contracts $ 1 172 5 178 Foreign exchange contracts - 120 - 120 Equity contracts - - 137 137 Commodity contracts 38 129 - 167 Derivative liabilities (e) 39 421 142 602 Short positions (e) 25 6 - 31 Total liabilities $ 64 427 142 633 Excludes FHLB, FRB and DTCC restricted stock holdings totaling $248, $362 and $ 2 , respectively, at December 31, 2017 . Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment. During the year ended December 31, 2017 , no assets or liabilities were transferred between Level 1 and Level 2. Included in other assets in the Condensed Consolidated Balance Sheets. Included in other liabilities in the Condensed Consolidated Balance Sheets .
Reconciliation of Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	The following tables are a reconciliation of assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3): Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Residential Interest Rate Mortgage Derivatives, Equity Total For the three months ended March 31, 2018 ($ in millions) Loans MSRs Net (a) Derivatives Fair Value Balance, beginning of period $ 137 858 3 (137) 861 Total gains (losses) (realized/unrealized): Included in earnings (2) 28 14 (39) 1 Purchases/originations - 40 (2) - 38 Settlements (135) - (11) 11 (135) Transfers into Level 3 (b) 136 - - - 136 Balance, end of period $ 136 926 4 (165) 901 The amount of total (losses) gains for the period included in earnings attributable to the change in unrealized gains or losses relating to instruments still held at March 31, 2018 (c) $ (2) 28 11 (39) (2) Net interest rate derivatives include derivative assets and liabilities of $ 11 and $ 7 , respectively , as of March 31, 2018 . Includes certain residential mortgage loans originated as held for sale that were transferred to held for invest ment. Includes interest income and expense . Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Residential Interest Rate Equity Mortgage Derivatives, Derivatives, Total For the three months ended March 31, 2017 ($ in millions) Loans MSRs Net (a) Net (a) Fair Value Balance, beginning of period $ 143 744 8 (91) 804 Total (losses) gains (realized/unrealized): Included in earnings - (23) 23 (13) (13) Purchases/originations - 55 (1) - 54 Settlements (5) - (19) 7 (17) Transfers into Level 3 (b) 3 - - - 3 Balance, end of period $ 141 776 11 (97) 831 The amount of total (losses) gains for the period included in earnings attributable to the change in unrealized gains or losses relating to instruments still held at March 31, 2017 (c) $ - (23) 16 (13) (20) Net interest rate derivatives include derivative assets and liabilities of $ 16 and $ 5 , respectively, as of March 31, 2017 . Net equity derivatives include derivative assets and liabilities of $ 0 and $ 97 , respectively, as of March 31, 2017 . Includes certain residential mortgage loans originated as held for sale that were transferred to held for invest ment. Includes interest income and expense.
Total Gains and Losses Included in Earnings for Assets and Liabilites Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	The total gains and losses included in earnings for assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) were recorded in the Condensed Consolidated Statements of Income as follows: For the three months ended March 31, ($ in millions) 2018 2017 Mortgage banking net revenue $ 39 - Corporate banking revenue 1 - Other noninterest income (39) (13) Total gains (losses) $ 1 (13) The total losses included in earnings attributable to changes in unrealized gains and losses related to Level 3 assets and liabilities still held at March 31, 2018 and 2017 were recorded in the Condensed Consolidated Statements of Income as follows: For the three months ended March 31, ($ in millions) 2018 2017 Mortgage banking net revenue $ 36 (7) Corporate banking revenue 1 - Other noninterest income (39) (13) Total losses $ (2) (20)
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis	The following tables provide the fair value hierarchy and carrying amount of all assets that were held as of March 31, 2018 and 2017, and for which a nonrecurring fair value adjustment was recorded during the three months ended March 31, 2018 and 2017, and the related gains and losses from fair value adjustments on assets sold during the period as well as assets still held as of the end of the period. Fair Value Measurements Using Total (Losses) Gains For the three months As of March 31, 2018 ($ in millions) Level 1 Level 2 Level 3 Total ended March 31, 2018 Commercial loans held for sale $ - - 5 5 (1) Commercial and industrial loans - - 277 277 (44) Commercial mortgage loans - - 4 4 6 Commercial leases - - 2 2 (2) OREO - - 17 17 (3) Bank premises and equipment - - 4 4 (8) Operating lease equipment - - 12 12 (2) Private equity investments - 50 33 83 19 Total $ - 50 354 404 (35) Fair Value Measurements Using Total Losses For the three months As of March 31, 2017 ($ in millions) Level 1 Level 2 Level 3 Total ended March 31, 2017 Commercial loans held for sale $ - - 1 1 (19) Commercial and industrial loans - - 318 318 (26) Commercial mortgage loans - - 25 25 (2) Commercial leases - - 2 2 (1) OREO - - 19 19 (4) Bank premises and equipment - - 15 15 (3) Operating lease equipment - - 55 55 (20) Total $ - - 435 435 (75)
Quantitative Information About Significant Unobservable Level 3 Fair Value Measurement Inputs	The following tables present information as of March 31, 2018 and 2017 about significant unobservable inputs related to the Bancorp’s material categories of Level 3 financial assets and liabilities measured at fair value on a recurring basis: As of March 31, 2018 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Residential mortgage loans $ 136 Loss rate model Interest rate risk factor (12.6) - 14.1% 1.3% Credit risk factor 0 - 46.2% 1.5% MSRs 926 Discounted cash flow Prepayment speed 0.5-98.1% (Fixed) 10.0% (Adjustable) 24.6% OAS spread (bps) 446-1,515 (Fixed) 548 (Adjustable) 797 IRLCs, net 11 Discounted cash flow Loan closing rates 9.5 - 102.7% 76.6% Swap associated with the sale of Visa, Inc. (165) Discounted cash flow Timing of the resolution 2/28/2021 - 9/8/2021 Class B Shares of the Covered Litigation 12/31/2023 As of March 31, 2017 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Residential mortgage loans $ 141 Loss rate model Interest rate risk factor (10.6) - 15.4% 2.3% Credit risk factor 0 - 46.2% 1.2% MSRs 776 Discounted cash flow Prepayment speed 0.7-100% (Fixed) 11.2% (Adjustable) 25.2% OAS spread (bps) 430-1,515 (Fixed) 528 (Adjustable) 757 IRLCs, net 16 Discounted cash flow Loan closing rates 12.3- 97.9% 72.2% Swap associated with the sale of Visa, Inc. (97) Discounted cash flow Timing of the resolution 12/31/2018 - 8/24/2020 Class B Shares of the Covered Litigation 12/31/2022 The following tables present information as of March 31, 2018 and 2017 about significant unobservable inputs related to the Bancorp’s material categories of Level 3 financial assets and liabilities measured on a nonrecurring basis: As of March 31, 2018 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Commercial loans held for sale $ 5 Appraised value Appraised value NM NM Costs to sell NM 10.0% Commercial and industrial loans 277 Appraised value Collateral value NM NM Commercial mortgage loans 4 Appraised value Collateral value NM NM Commercial leases 2 Appraised value Collateral value NM NM OREO 17 Appraised value Appraised value NM NM Bank premises and equipment 4 Appraised value Appraised value NM NM Operating lease equipment 12 Appraised value Appraised value NM NM Private equity investments 29 Liquidity discount applied Liquidity discount 0-43.0% 10.5% to fund's net asset value 4 Comparable company analysis Market comparable transactions NM NM As of March 31, 2017 ($ in millions) Financial Instrument Fair Value Valuation Technique Significant Unobservable Inputs Ranges of Inputs Weighted-Average Commercial loans held for sale $ 1 Appraised value Appraised value NM NM Costs to sell NM 10.0% Commercial and industrial loans 318 Appraised value Collateral value NM NM Commercial mortgage loans 25 Appraised value Collateral value NM NM Commercial leases 2 Appraised value Collateral value NM NM OREO 19 Appraised value Appraised value NM NM Bank premises and equipment 15 Appraised value Appraised value NM NM Operating lease equipment 55 Appraised value Appraised value NM NM
Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance for Residential Mortgage Loans Measured at Fair Value	The following table summarizes the difference between the fair value and the unpaid principal balance for residential mortgage and commercial loans measured at fair value as of: Aggregate Aggregate Unpaid March 31, 2018 ($ in millions) Fair Value Principal Balance Difference Residential mortgage loans measured at fair value $ 786 774 12 Past due loans of 90 days or more 4 4 - Nonaccrual loans 1 1 - Commercial loans measured at fair value 16 16 - December 31, 2017 Residential mortgage loans measured at fair value $ 536 522 14 Past due loans of 90 days or more 5 5 - Nonaccrual loans 1 1 -
Carrying Amounts and Estimated Fair Values for Certain Financial Instruments	Fair Value of Certain Financial Instruments The following tables summarize the carrying amounts and estimated fair values for certain financial instruments, excluding financial instruments measured at fair value on a recurring basis: Net Carrying Fair Value Measurements Using Total As of March 31, 2018 ($ in millions) Amount Level 1 Level 2 Level 3 Fair Value Financial assets: Cash and due from banks $ 2,038 2,038 - - 2,038 Other short-term investments 1,747 1,747 - - 1,747 Other securities 612 - 612 - 612 Held-to-maturity securities 23 - - 23 23 Loans and leases held for sale 51 - - 51 51 Portfolio loans and leases: Commercial and industrial loans 41,023 - - 42,143 42,143 Commercial mortgage loans 6,446 - - 6,395 6,395 Commercial construction loans 4,743 - - 4,775 4,775 Commercial leases 3,904 - - 3,520 3,520 Residential mortgage loans 15,338 - - 15,716 15,716 Home equity 6,713 - - 7,103 7,103 Automobile loans 8,979 - - 8,708 8,708 Credit card 2,072 - - 2,440 2,440 Other consumer loans 1,592 - - 1,669 1,669 Unallocated ALLL (114) - - - - Total portfolio loans and leases, net $ 90,696 - - 92,469 92,469 Financial liabilities: Deposits $ 105,461 - 105,407 - 105,407 Federal funds purchased 178 178 - - 178 Other short-term borrowings 1,335 - 1,335 - 1,335 Long-term debt 14,800 14,752 464 - 15,216 Net Carrying Fair Value Measurements Using Total As of December 31, 2017 ($ in millions) Amount Level 1 Level 2 Level 3 Fair Value Financial assets: Cash and due from banks $ 2,514 2,514 - - 2,514 Other short-term investments 2,753 2,753 - - 2,753 Other securities 612 - 612 - 612 Held-to-maturity securities 24 - - 24 24 Loans and leases held for sale 93 - - 93 93 Portfolio loans and leases: Commercial and industrial loans 40,519 - - 41,718 41,718 Commercial mortgage loans 6,539 - - 6,490 6,490 Commercial construction loans 4,530 - - 4,560 4,560 Commercial leases 4,054 - - 3,705 3,705 Residential mortgage loans 15,365 - - 15,996 15,996 Home equity 6,968 - - 7,410 7,410 Automobile loans 9,074 - - 8,832 8,832 Credit card 2,182 - - 2,616 2,616 Other consumer loans 1,526 - - 1,621 1,621 Unallocated ALLL (120) - - - - Total portfolio loans and leases, net $ 90,637 - - 92,948 92,948 Financial liabilities: Deposits $ 103,162 - 103,123 - 103,123 Federal funds purchased 174 174 - - 174 Other short-term borrowings 4,012 - 4,012 - 4,012 Long-term debt 14,904 15,045 529 - 15,574

Business Segments (Tables)

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2018
Segment Reporting
Results of Operations and Average Assets by Segment	The following tables present the results of operations and assets by business segment for the three months ended: Wealth General Commercial Branch Consumer and Asset Corporate March 31, 2018 ($ in millions) Banking Banking Lending Management and Other Eliminations Total Net interest income $ 419 466 59 43 9 - 996 Provision for (benefit from) loan and lease losses (20) 44 12 16 (29) - 23 Net interest income after provision for loan and lease losses 439 422 47 27 38 - 973 Noninterest income: Service charges on deposits 71 66 - - - - 137 Wealth and asset management revenue 1 37 - 109 - (34) (a) 113 Corporate banking revenue 86 (c) 1 - 1 - - 88 Card and processing revenue 14 64 - 1 - - 79 Mortgage banking net revenue - 1 55 - - - 56 Other noninterest income 49 15 (b) 4 5 387 - 460 Securities losses, net (2) - - - (9) - (11) Securities losses, net - non-qualifying hedges on MSRs - - (13) - - - (13) Total noninterest income 219 184 46 116 378 (34) 909 Noninterest expense: Salaries, wages and incentives 70 110 39 44 184 - 447 Employee benefits 18 26 11 10 45 - 110 Net occupancy expense 7 43 3 3 19 - 75 Technology and communications 2 1 1 - 64 - 68 Equipment expense 5 13 - - 13 - 31 Card and processing expense 1 29 - - (1) - 29 Other noninterest expense 281 215 52 74 (302) (34) 286 Total noninterest expense 384 437 106 131 22 (34) 1,046 Income (loss) before income taxes 274 169 (13) 12 394 - 836 Applicable income tax expense (benefit) 15 35 (3) 3 82 - 132 Net income (loss) 259 134 (10) 9 312 - 704 Total goodwill $ 630 1,655 - 177 - - 2,462 Total assets $ 58,829 60,197 22,384 10,611 (10,521) (d) - 141,500 Revenue sharing agreements between wealth and asset management and branch banking are eliminated in the Condensed Consolidated Statements of Income. Includes impairment charges of $ 8 for branches and land. For more information refer to Note 7 and Note 21 . Includes impairment charges of $ 2 for operating lease equipment. For more information refer to Note 21 . Includes bank premises and equipment of $ 20 classified as held for sale. For mo re information refer to Note 7 . Wealth General Commercial Branch Consumer and Asset Corporate March 31, 2017 ($ in millions) Banking Banking Lending Management and Other Eliminations Total Net interest income $ 425 430 61 38 (21) - 933 Provision for loan and lease losses 6 42 15 4 7 - 74 Net interest income after provision for loan and lease losses 419 388 46 34 (28) - 859 Noninterest income: Service charges on deposits 73 65 - - - - 138 Wealth and asset management revenue 1 36 - 105 - (34) (a) 108 Corporate banking revenue 73 (c) 1 - - - - 74 Card and processing revenue 14 59 - 1 - - 74 Mortgage banking net revenue - 1 51 - - - 52 Other noninterest income 41 22 (b) 4 - 10 - 77 Total noninterest income 202 184 55 106 10 (34) 523 Noninterest expense: Salaries, wages and incentives 67 104 37 39 164 - 411 Employee benefits 18 27 11 9 46 - 111 Net occupancy expense 7 47 3 2 19 - 78 Technology and communications 3 1 1 - 53 - 58 Equipment expense 4 13 - - 11 - 28 Card and processing expense 1 29 - - - - 30 Other noninterest expense 260 192 54 67 (269) (34) 270 Total noninterest expense 360 413 106 117 24 (34) 986 Income (loss) before income taxes 261 159 (5) 23 (42) - 396 Applicable income tax expense (benefit) 44 56 (2) 8 (15) - 91 Net income (loss) 217 103 (3) 15 (27) - 305 Total goodwill $ 613 1,655 - 151 - - 2,419 Total assets $ 57,672 57,883 21,994 9,644 (6,993) (d) - 140,200 Revenue sharing agreements between wealth and asset management and branch b anking are eliminated in the Condensed Consolidated Statements of Income. Includes impairment charges of $ 3 for branches and land. For more information refer to Note 7 and Note 21 . Includes impairment charges of $ 31 for operating lease equipment. For more information refer to Note 21 . Includes bank premises and equipment of $ 51 classified as held for sale. For more information refer to Note 7 .

Supplemental Cash Flow (Noncash

Supplemental Cash Flow (Noncash Investing and Financing Activities) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest paid
Interest	$ 200	$ 208
Income taxes paid, net
Income taxes	19	18
Transfers:
Portfolio loans to loans held for sale	64	5
Loans held for sale to portfolio loans	34	3
Portfolio loans to OREO	$ 12	$ 12

Accounting and Reporting Deve49

Accounting and Reporting Developments (Additional Information) (Detail) $ in Millions	Mar. 31, 2018USD ($)
Accounting Policies [Abstract]
Deferred gains on sale-leaseback transactions	$ 13
Reduction to card and processing revenue	$ 29

Securities (Investment Securiti

Securities (Investment Securities) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Investment Holdings
Available-for-sale debt securities, fair value	[1]	$ 31,819	$ 31,751
Available-for-sale debt securities, unrealized losses		(516)	(134)
Available-for-sale debt securities, unrealized gains		105	308
Available-for-sale debt securities, amortized cost		32,230	31,577
Held-to-maturity securities, fair value		23	24
Held-to-maturity, unrealized losses		0	0
Held-to-maturity, unrealized gains		0	0
Held-to-maturity securities, amortized cost	[2]	23	24
Trading debt securities, fair value		571	492
Equity securities, fair value		418	439
U.S. Treasury and federal agencies
Investment Holdings
Available-for-sale debt securities, fair value		96	98
Available-for-sale debt securities, unrealized losses		(2)	0
Available-for-sale debt securities, unrealized gains		0	0
Available-for-sale debt securities, amortized cost		98	98
Obligations of states and political subdivisions
Investment Holdings
Available-for-sale debt securities, fair value		44	44
Available-for-sale debt securities, unrealized losses		0	0
Available-for-sale debt securities, unrealized gains		1	1
Available-for-sale debt securities, amortized cost		43	43
Held-to-maturity securities, fair value		21	22
Held-to-maturity, unrealized losses		0	0
Held-to-maturity, unrealized gains		0	0
Held-to-maturity securities, amortized cost		21	22
Agency mortgage-backed securities | Residential mortgage backed securities
Investment Holdings
Available-for-sale debt securities, fair value		15,208	15,319	[3]
Available-for-sale debt securities, unrealized losses		(285)	(80)	[3]
Available-for-sale debt securities, unrealized gains		37	118
Available-for-sale debt securities, amortized cost		15,456	15,281
Agency mortgage-backed securities | Commercial mortgage backed securities
Investment Holdings
Available-for-sale debt securities, fair value		10,455	10,167
Available-for-sale debt securities, unrealized losses		(170)	(38)
Available-for-sale debt securities, unrealized gains		13	92
Available-for-sale debt securities, amortized cost		10,612	10,113
Non-agency mortgage-backed securities | Commercial mortgage backed securities
Investment Holdings
Available-for-sale debt securities, fair value		3,190	3,293
Available-for-sale debt securities, unrealized losses		(45)	(5)
Available-for-sale debt securities, unrealized gains		16	51
Available-for-sale debt securities, amortized cost		3,219	3,247
Asset-backed securities and other debt securities
Investment Holdings
Available-for-sale debt securities, fair value		2,214	2,218
Available-for-sale debt securities, unrealized losses		(14)	(11)
Available-for-sale debt securities, unrealized gains		38	46
Available-for-sale debt securities, amortized cost		2,190	2,183
Held-to-maturity securities, fair value		2	2
Held-to-maturity, unrealized losses		0	0
Held-to-maturity, unrealized gains		0	0
Held-to-maturity securities, amortized cost		2	2
Other securities
Investment Holdings
Available-for-sale debt securities, fair value		612	612
Available-for-sale debt securities, unrealized losses		0	0
Available-for-sale debt securities, unrealized gains		0	0
Available-for-sale debt securities, amortized cost		$ 612	$ 612
[1]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.
[2]	Fair value of $ 23 and $ 24 at March 31, 2018 and December 31, 2017 , respectively.
[3]	Includes interest-only mortgage-backed securities of $ 34 as of December 31, 2017 , recorded at fair value with fair value changes recorded in securities gains, net, in the Condensed Consolidated Statements of Income.

Securities (Investment Securi51

Securities (Investment Securities) (Parenthetical) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Investment Holdings
FHLB, restricted stock holdings		$ 248	$ 248
FRB, restricted stock holdings		362	362
Available-for-sale debt and other securities	[1]	31,819	31,751
DTCC, restricted stock holdings		$ 2	2
Interest-Only Mortgage-Backed Securities
Investment Holdings
Available-for-sale debt and other securities			$ 34
[1]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.

Securities (Gains and Losses Re

Securities (Gains and Losses Recognized in Income from Available-for-Sale and Trading Securities) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Securities
Available-for-sale debt and other securities, realized gains	$ 34	$ 9
Available-for-sale debt and other securities, realized losses	(43)	(1)
Net realized gains (losses) on available-for-sale debt and other securities	(9)	(2)
Total trading debt securities gains (losses)	(14)	1
Total equity securities gains (losses)	(3)	1
Total available for sale debt and other, trading debt and equity securities gains (losses) recognized in income	(26)	0
Securities gains or losses, net
Securities
OTTI	$ 0	$ 10

Securities (Gains and Losses 53

Securities (Gains and Losses Recognized in Income from Available-for-Sale and Trading Securities) (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Investment Holdings
Total trading debt securities gains (losses)	$ (14)	$ 1
Total equity securities gains (losses)	(3)	1
Equity securities unrealized gains (losses)	(2)	1
Corporate Banking Revenue and Wealth and Asset Management Revenue
Investment Holdings
Total trading debt securities gains (losses)	(1)	1
Interest-Only Mortgage-Backed Securities
Investment Holdings
Net gains/losses on interest-only mortgage-backed securities	$ 1	$ 1

Securities (Securities - Additi

Securities (Securities - Additional Information) (Detail) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Investment Holdings
Securities with a fair value, pledged as collateral	$ 7.1	$ 7.8

Securities (Amortized Cost and

Securities (Amortized Cost and Fair Value of Available-for-Sale and Held-to-Maturity Securities) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Debt securities:
Less than 1 year	[1]	$ 234
1-5 years	[1]	8,664
5-10 years	[1]	17,352
Over 10 years	[1]	5,368
Other securities		612
Available-for-sale debt securities, amortized cost		32,230	$ 31,577
Debt securities:
Less than 1 year	[1]	225
1-5 years	[1]	8,562
5-10 years	[1]	17,135
Over 10 years	[1]	5,285
Other securities		612
Available-for-sale debt and other securities, fair value	[2]	31,819	31,751
Debt securities:
Less than 1 year	[1]	5
1-5 years	[1]	15
5-10 years	[1]	1
Over 10 years	[1]	2
Other securities		0
Held-to-maturity securities, amortized cost	[3]	23	24
Debt securities:
Under 1 year	[1]	5
1-5 years	[1]	15
5-10 years	[1]	1
Over 10 years	[1]	2
Other securities		0
Held-to-maturity securities, fair value		$ 23	$ 24
[1]	(a) Actual maturities may differ from contractual maturities when a right to call or prepay obligations exists with or without call or prepayment penalties .
[2]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.
[3]	Fair value of $ 23 and $ 24 at March 31, 2018 and December 31, 2017 , respectively.

Securities (Fair Value and Gros

Securities (Fair Value and Gross Unrealized Losses on Available-for-Sale Securities) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Investments, Unrealized Loss Position
Less than 12 months Fair Value	$ 22,669	$ 11,101
Less than 12 months Unrealized Losses	(443)	(85)
12 months or more Fair Value	1,488	1,536
12 months or more Unrealized Losses	(73)	(49)
Total Fair Value	24,157	12,637
Total Unrealized Losses	(516)	(134)
U.S. Treasury and federal agencies
Investments, Unrealized Loss Position
Less than 12 months Fair Value	96	98
Less than 12 months Unrealized Losses	(2)	0
12 months or more Fair Value	0	0
12 months or more Unrealized Losses	0	0
Total Fair Value	96	98
Total Unrealized Losses	(2)	0
Agency mortgage-backed securities | Residential mortgage backed securities
Investments, Unrealized Loss Position
Less than 12 months Fair Value	11,958	7,337
Less than 12 months Unrealized Losses	(256)	(59)
12 months or more Fair Value	458	479
12 months or more Unrealized Losses	(29)	(21)
Total Fair Value	12,416	7,816
Total Unrealized Losses	(285)	(80)	[1]
Agency mortgage-backed securities | Commercial mortgage backed securities
Investments, Unrealized Loss Position
Less than 12 months Fair Value	8,115	2,900
Less than 12 months Unrealized Losses	(144)	(22)
12 months or more Fair Value	512	526
12 months or more Unrealized Losses	(26)	(16)
Total Fair Value	8,627	3,426
Total Unrealized Losses	(170)	(38)
Non-agency mortgage-backed securities | Commercial mortgage backed securities
Investments, Unrealized Loss Position
Less than 12 months Fair Value	2,188	449
Less than 12 months Unrealized Losses	(38)	(2)
12 months or more Fair Value	141	145
12 months or more Unrealized Losses	(7)	(3)
Total Fair Value	2,329	594
Total Unrealized Losses	(45)	(5)
Asset-backed securities and other debt securities
Investments, Unrealized Loss Position
Less than 12 months Fair Value	312	317
Less than 12 months Unrealized Losses	(3)	(2)
12 months or more Fair Value	377	386
12 months or more Unrealized Losses	(11)	(9)
Total Fair Value	689	703
Total Unrealized Losses	$ (14)	$ (11)
[1]	Includes interest-only mortgage-backed securities of $ 34 as of December 31, 2017 , recorded at fair value with fair value changes recorded in securities gains, net, in the Condensed Consolidated Statements of Income.

Loans & Leases (Loans and Lease

Loans & Leases (Loans and Leases Classified by Primary Purpose) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Loans held for sale:
Loans and leases held for sale	[1]	$ 717	$ 492
Portfolio loans and leases:
Commercial and industrial loans		41,635	41,170
Commercial mortgage loans		6,509	6,604
Commercial construction loans		4,766	4,553
Commercial leases		3,919	4,068
Residential mortgage loans		15,563	15,591
Home equity		6,757	7,014
Automobile loans		9,018	9,112
Credit card		2,188	2,299
Other consumer loans and leases		1,615	1,559
Portfolio loans and leases	[2],[3]	91,970	91,970
Commercial Portfolio Segment
Portfolio loans and leases:
Portfolio loans and leases		56,829	56,395
Commercial Portfolio Segment | Commercial and industrial loans
Loans held for sale:
Loans and leases held for sale		43	0
Commercial Portfolio Segment | Commercial mortgage loans
Loans held for sale:
Loans and leases held for sale		6	6
Residential Mortgage Loans | Residential mortgage loans
Loans held for sale:
Loans and leases held for sale		668	486
Consumer Portfolio Segment
Portfolio loans and leases:
Portfolio loans and leases		$ 35,141	$ 35,575
[1]	Includes $ 650 and $ 399 of residential mortgage loans held for sale measured at fair value and $ 16 and $ 0 of commercial loans held for sale measured at fair value at March 31, 2018 and December 31, 2017 , respectively.
[2]	Includes $ 136 and $ 137 of residential mortgage loans measur ed at fair value at March 31, 2018 and December 31, 2017 , respectively.
[3]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .

Loans & Leases (Loans and Lea58

Loans & Leases (Loans and Leases - Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable
Unamortized premiums and discounts, deferred direct loan origination fees and costs, and fair value adjustments	$ 289	$ 282
Unearned Income	507	523
Loans pledged at the FHLB	13,200	13,000
Loans pledged at the FRB	$ 40,700	$ 39,800

Loans & Leases (Total Loans And

Loans & Leases (Total Loans And Leases Managed By The Bancorp) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	$ 91,970		$ 91,970
Net Charge-Offs	81	$ 89
Commercial and Industrial Loans
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	41,678		41,170
Balance of Loans 90 days or More Past Due	7		3
Net Charge-Offs	28	36
Commercial Mortgage Loans
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	6,515		6,610
Balance of Loans 90 days or More Past Due	1		0
Net Charge-Offs	1	5
Commercial Construction Loans
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	4,766		4,553
Balance of Loans 90 days or More Past Due	0		0
Commercial Leases
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	3,919		4,068
Balance of Loans 90 days or More Past Due	0		0
Net Charge-Offs	0	1
Residential Mortgage
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	16,231		16,077
Balance of Loans 90 days or More Past Due	62		57
Net Charge-Offs	3	5
Home Equity
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	6,757		7,014
Balance of Loans 90 days or More Past Due	0		0
Net Charge-Offs	5	6
Automobile Loans
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	9,018		9,112
Balance of Loans 90 days or More Past Due	9		10
Net Charge-Offs	11	11
Credit Card
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	2,188		2,299
Balance of Loans 90 days or More Past Due	28		27
Net Charge-Offs	25	22
Other Consumer Loans
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	1,615		1,559
Balance of Loans 90 days or More Past Due	0		0
Net Charge-Offs	8	$ 3
Loans Held For Sale
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	717		492
Loans and Leases Managed and Securitized
Assets that Continue to be Recognized, Securitized or Asset-backed Financing Arrangement Assets and any Other Financial Assets Managed Together
Balance	92,687		92,462
Balance of Loans 90 days or More Past Due	$ 107		$ 97

Credit Quality (Summary of Tran

Credit Quality (Summary of Transactions in the ALLL by Portfolio segment) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018		Mar. 31, 2017
Financing Receivable, Allowance for Credit Losses
Balance, beginning of period	[1],[2]	$ 1,196		$ 1,253
Losses charged-off		(103)		(107)
Recoveries of losses previously charged- off		22		18
Provision for (benefit from) loan and lease losses		23		74
Balance, end of period		1,138	[2],[3]	1,238
Commercial Portfolio Segment
Financing Receivable, Allowance for Credit Losses
Balance, beginning of period	[1]	753		831
Losses charged-off		(35)		(46)
Recoveries of losses previously charged- off		6		4
Provision for (benefit from) loan and lease losses		(11)		37
Balance, end of period		713	[3]	826
Residential Mortgage Loans
Financing Receivable, Allowance for Credit Losses
Balance, beginning of period	[1]	89		96
Losses charged-off		(4)		(6)
Recoveries of losses previously charged- off		1		1
Provision for (benefit from) loan and lease losses		3		5
Balance, end of period		89	[3]	96
Consumer Portfolio Segment
Financing Receivable, Allowance for Credit Losses
Balance, beginning of period	[1]	234		214
Losses charged-off		(64)		(55)
Recoveries of losses previously charged- off		15		13
Provision for (benefit from) loan and lease losses		37		32
Balance, end of period		222	[3]	204
Unallocated
Financing Receivable, Allowance for Credit Losses
Balance, beginning of period	[1]	120		112
Losses charged-off		0		0
Recoveries of losses previously charged- off		0		0
Provision for (benefit from) loan and lease losses		(6)		0
Balance, end of period		$ 114	[3]	$ 112
[1]	Includes $ 1 related to leveraged leases at December 31, 2017 .
[2]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[3]	Includes $ 1 related to leveraged leases at March 31, 2018 .

Credit Quality (Summary of the

Credit Quality (Summary of the ALLL and Related Loans and Leases Classified by Portfolio Segment) (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017		Mar. 31, 2017	Dec. 31, 2016	[2]
Financing Receivable, Allowance for Credit Losses
Individually evaluated for impairment	$ 217	[1]	$ 200	[2]
Collectively evaluated for impairment	807	[1]	876	[2]
Unallocated	114	[1]	120	[2]
Total allowance for loan and lease losses	1,138	[1],[3]	1,196	[2],[3]	$ 1,238	$ 1,253	[3]
Individually evaluated for impairment	1,547	[4]	1,545	[5]
Collectively evaluated for impairment	90,285	[4]	90,286	[5]
Loans acquired with deteriorated credit quality	2	[4]	2	[5]
Total portfolio loans and leases	91,834	[4],[6]	91,833	[5],[7]
Commercial Portfolio Segment
Financing Receivable, Allowance for Credit Losses
Individually evaluated for impairment	113	[1]	94	[2]
Collectively evaluated for impairment	600	[1]	659	[2]
Unallocated	0	[1]	0	[2]
Total allowance for loan and lease losses	713	[1]	753	[2]	826	831
Individually evaluated for impairment	573	[4]	560	[5]
Collectively evaluated for impairment	56,256	[4]	55,835	[5]
Loans acquired with deteriorated credit quality	0	[4]	0	[5]
Total portfolio loans and leases	56,829	[4]	56,395	[5]
Residential Mortgage Loans
Financing Receivable, Allowance for Credit Losses
Individually evaluated for impairment	64	[1]	64	[2]
Collectively evaluated for impairment	25	[1]	25	[2]
Unallocated	0	[1]	0	[2]
Total allowance for loan and lease losses	89	[1]	89	[2]	96	96
Individually evaluated for impairment	666	[4]	665	[5]
Collectively evaluated for impairment	14,759	[4]	14,787	[5]
Loans acquired with deteriorated credit quality	2	[4]	2	[5]
Total portfolio loans and leases	15,427	[4]	15,454	[5]
Consumer Portfolio Segment
Financing Receivable, Allowance for Credit Losses
Individually evaluated for impairment	40	[1]	42	[2]
Collectively evaluated for impairment	182	[1]	192	[2]
Unallocated	0	[1]	0	[2]
Total allowance for loan and lease losses	222	[1]	234	[2]	204	214
Individually evaluated for impairment	308	[4]	320	[5]
Collectively evaluated for impairment	19,270	[4]	19,664	[5]
Loans acquired with deteriorated credit quality	0	[4]	0	[5]
Total portfolio loans and leases	19,578	[4]	19,984	[5]
Unallocated
Financing Receivable, Allowance for Credit Losses
Individually evaluated for impairment	0	[1]	0	[2]
Collectively evaluated for impairment	0	[1]	0	[2]
Unallocated	114	[1]	120	[2]
Total allowance for loan and lease losses	114	[1]	120	[2]	$ 112	$ 112
Individually evaluated for impairment	0	[4]	0	[5]
Collectively evaluated for impairment	0	[4]	0	[5]
Loans acquired with deteriorated credit quality	0	[4]	0	[5]
Total portfolio loans and leases	$ 0	[4]	$ 0	[5]
[1]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[2]	Includes $ 1 related to leveraged leases at December 31, 2017 .
[3]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[4]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[5]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[6]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[7]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .

Credit Quality (Summary of th62

Credit Quality (Summary of the ALLL and Related Loans and Leases Classified by Portfolio Segment) (Parenthetical) (Detail) $ in Millions	3 Months Ended				12 Months Ended
	Mar. 31, 2018USD ($)		Mar. 31, 2017USD ($)		Dec. 31, 2017USD ($)		Dec. 31, 2016USD ($)	[2],[3]
Financing Receivable, Allowance for Credit Losses
Allowance for loan and lease losses	$ 1,138	[1],[2]	$ 1,238		$ 1,196	[2],[3]	$ 1,253
Portfolio loans and leases	$ 91,834	[4],[5]			91,833	[6],[7]
Number of contracts	2,271	[8],[9]	2,059	[10],[11]
Recorded investment	$ 1,547	[12]			1,545	[13]
Variable Interest Entity, Primary Beneficiary
Financing Receivable, Allowance for Credit Losses
Allowance for loan and lease losses	6				$ 6
Commercial | Variable Interest Entity, Primary Beneficiary
Financing Receivable, Allowance for Credit Losses
Number of contracts					5
Leveraged Leases
Financing Receivable, Allowance for Credit Losses
Allowance for loan and lease losses	1				$ 1
Portfolio loans and leases	670				674
Residential Mortgage Loans
Financing Receivable, Allowance for Credit Losses
Portfolio loans and leases at fair value	$ 136				$ 137
[1]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[2]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[3]	Includes $ 1 related to leveraged leases at December 31, 2017 .
[4]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[5]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[6]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[7]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .
[8]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[9]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[10]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[11]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[12]	Includes $ 249 , $ 654 and $ 262 , respectively, of commercial, residential mortgage and consumer portfolio TDRs on accrual status and $ 154 , $ 12 an d $ 46 , respectively, of commercial, re sidential mortgage and consumer portfolio TDRs on nonaccrual status at March 31, 2018 .
[13]	Includes $ 249 , $ 652 and $ 275 , respectively, of commercial, residential mortgage and consumer portfolio TDR s on accrual status and $ 150 , $ 13 and $ 45 , respectively , of commercial, residential mortgage and consumer portfolio TDRs on nonaccrual status at December 31, 2017 .

Credit Quality (Summary of th63

Credit Quality (Summary of the Credit Risk Profile of the Bancorp's Commercial Portfolio Segment by Class) (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017
Financing Receivable, Modifications
Total loans and leases	$ 91,834	[1],[2]	$ 91,833	[3],[4]
Commercial Portfolio Segment
Financing Receivable, Modifications
Total loans and leases	56,829		56,395
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Total loans and leases	41,635		41,170
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Total loans and leases	3,330		3,362
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Total loans and leases	3,179		3,242
Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Modifications
Total loans and leases	4,766		4,553
Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Total loans and leases	3,919		4,068
Pass | Commercial Portfolio Segment
Financing Receivable, Modifications
Total loans and leases	54,082		53,612
Pass | Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Total loans and leases	39,385		38,813
Pass | Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Total loans and leases	3,150		3,207
Pass | Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Total loans and leases	3,079		3,117
Pass | Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Modifications
Total loans and leases	4,692		4,553
Pass | Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Total loans and leases	3,776		3,922
Special Mention | Commercial Portfolio Segment
Financing Receivable, Modifications
Total loans and leases	1,316		1,290
Special Mention | Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Total loans and leases	1,074		1,115
Special Mention | Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Total loans and leases	81		75
Special Mention | Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Total loans and leases	8		28
Special Mention | Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Modifications
Total loans and leases	74		0
Special Mention | Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Total loans and leases	79		72
Substandard | Commercial Portfolio Segment
Financing Receivable, Modifications
Total loans and leases	1,428		1,486
Substandard | Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Total loans and leases	1,173		1,235
Substandard | Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Total loans and leases	99		80
Substandard | Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Total loans and leases	92		97
Substandard | Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Modifications
Total loans and leases	0		0
Substandard | Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Total loans and leases	64		74
Doubtful | Commercial Portfolio Segment
Financing Receivable, Modifications
Total loans and leases	3		7
Doubtful | Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Total loans and leases	3		7
Doubtful | Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Total loans and leases	0		0
Doubtful | Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Total loans and leases	0		0
Doubtful | Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Modifications
Total loans and leases	0		0
Doubtful | Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Total loans and leases	$ 0		$ 0
[1]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[2]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[3]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[4]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .

Credit Quality (Summary of th64

Credit Quality (Summary of the Credit Risk Profile of the Bancorp's Residential Mortgage and Consumer Portfolio Segments by Class) (Detail) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017
Total loans and leases		$ 91,834	[1],[2]	$ 91,833	[3],[4]
Home Equity | Consumer Portfolio Segment
Total loans and leases		6,757		7,014
Automobile Loans | Consumer Portfolio Segment
Total loans and leases		9,018		9,112
Credit Card | Consumer Portfolio Segment
Total loans and leases		2,188		2,299
Other consumer loans | Consumer Portfolio Segment
Total loans and leases		1,615		1,559
Performing Financing Receivable
Total loans and leases	[5]	34,875		35,307
Performing Financing Receivable | Residential Mortgage | Residential Mortgage Loans
Total loans and leases	[5]	15,399		15,424
Performing Financing Receivable | Home Equity | Consumer Portfolio Segment
Total loans and leases		6,683		6,940
Performing Financing Receivable | Automobile Loans | Consumer Portfolio Segment
Total loans and leases		9,017		9,111
Performing Financing Receivable | Credit Card | Consumer Portfolio Segment
Total loans and leases		2,162		2,273
Performing Financing Receivable | Other consumer loans | Consumer Portfolio Segment
Total loans and leases		1,614		1,559
Nonperforming Financing Receivable
Total loans and leases	[5]	130		131
Nonperforming Financing Receivable | Residential Mortgage | Residential Mortgage Loans
Total loans and leases	[5]	28		30
Nonperforming Financing Receivable | Home Equity | Consumer Portfolio Segment
Total loans and leases		74		74
Nonperforming Financing Receivable | Automobile Loans | Consumer Portfolio Segment
Total loans and leases		1		1
Nonperforming Financing Receivable | Credit Card | Consumer Portfolio Segment
Total loans and leases		26		26
Nonperforming Financing Receivable | Other consumer loans | Consumer Portfolio Segment
Total loans and leases		$ 1		$ 0
[1]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[2]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[3]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[4]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .
[5]	(a) Excludes $ 136 and $ 137 of residential mortgage loans measured at fair value at March 31, 2018 and December 31, 2017 , respectively.

Credit Quality (Summary of th65

Credit Quality (Summary of the Credit Risk Profile of the Bancorp's Residential Mortgage and Consumer Portfolio Segments by Class) (Parenthetical) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Residential Mortgage Loans
Fair Value, Balance Sheet Grouping, Financial Statement Captions
Portfolio loans and leases at fair value	$ 136	$ 137

Credit Quality (Summarizes the

Credit Quality (Summarizes the Bancorp's Recorded Investment in Portfolio Loans and Leases by Age and Class) (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	$ 91,194	[1],[2]	$ 91,195	[3],[4]
Total Past Due	640	[2]	638	[4]
Total portfolio loans and leases	91,834	[2],[5]	91,833	[4],[6]
90-Days past Due and Still Accruing	107	[2]	97	[4]
30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	346	[1],[2]	333	[3],[4]
90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	294	[1],[2]	305	[3],[4]
Commercial Portfolio Segment
Financing Receivable, Recorded Investment, Past Due
Total portfolio loans and leases	56,829		56,395
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	41,502	[1]	41,027	[3]
Total Past Due	133		143
Total portfolio loans and leases	41,635		41,170
90-Days past Due and Still Accruing	7		3
Commercial Portfolio Segment | Commercial and Industrial Loans | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	46	[1]	42	[3]
Commercial Portfolio Segment | Commercial and Industrial Loans | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	87	[1]	101	[3]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	3,316	[1]	3,351	[3]
Total Past Due	14		11
Total portfolio loans and leases	3,330		3,362
90-Days past Due and Still Accruing	1		0
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	6	[1]	3	[3]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	8	[1]	8	[3]
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	3,109	[1]	3,235	[3]
Total Past Due	70		7
Total portfolio loans and leases	3,179		3,242
90-Days past Due and Still Accruing	0		0
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	67	[1]	0	[3]
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	3	[1]	7	[3]
Commercial Portfolio Segment | Commercial Construction Loans
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	4,766	[1]	4,552	[3]
Total Past Due	0		1
Total portfolio loans and leases	4,766		4,553
90-Days past Due and Still Accruing	0		0
Commercial Portfolio Segment | Commercial Construction Loans | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	0	[1]	1	[3]
Commercial Portfolio Segment | Commercial Construction Loans | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	0	[1]	0	[3]
Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	3,914	[1]	4,065	[3]
Total Past Due	5		3
Total portfolio loans and leases	3,919		4,068
90-Days past Due and Still Accruing	0		0
Commercial Portfolio Segment | Commercial Leases | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	0	[1]	3	[3]
Commercial Portfolio Segment | Commercial Leases | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	5	[1]	0	[3]
Residential Mortgage
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	15,304	[1],[2],[7]	15,301	[3],[4],[8]
Total Past Due	123	[2],[7]	153	[4],[8]
Total portfolio loans and leases	15,427	[2],[7]	15,454	[4],[8]
90-Days past Due and Still Accruing	62	[2],[7]	57	[4],[8]
Residential Mortgage | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	32	[1],[2],[7]	66	[3],[4],[8]
Residential Mortgage | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	91	[1],[2],[7]	87	[3],[4],[8]
Consumer Portfolio Segment | Home Equity
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	6,636	[1]	6,888	[3]
Total Past Due	121		126
Total portfolio loans and leases	6,757		7,014
90-Days past Due and Still Accruing	0		0
Consumer Portfolio Segment | Home Equity | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	66	[1]	70	[3]
Consumer Portfolio Segment | Home Equity | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	55	[1]	56	[3]
Consumer Portfolio Segment | Automobile Loans
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	8,927	[1]	8,992	[3]
Total Past Due	91		120
Total portfolio loans and leases	9,018		9,112
90-Days past Due and Still Accruing	9		10
Consumer Portfolio Segment | Automobile Loans | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	81	[1]	107	[3]
Consumer Portfolio Segment | Automobile Loans | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	10	[1]	13	[3]
Consumer Portfolio Segment | Credit Card
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	2,115	[1]	2,230	[3]
Total Past Due	73		69
Total portfolio loans and leases	2,188		2,299
90-Days past Due and Still Accruing	28		27
Consumer Portfolio Segment | Credit Card | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	39	[1]	36	[3]
Consumer Portfolio Segment | Credit Card | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	34	[1]	33	[3]
Consumer Portfolio Segment | Other Consumer Loans
Financing Receivable, Recorded Investment, Past Due
Current Loans and Leases	1,605	[1]	1,554	[3]
Total Past Due	10		5
Total portfolio loans and leases	1,615		1,559
90-Days past Due and Still Accruing	0		0
Consumer Portfolio Segment | Other Consumer Loans | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	9	[1]	5	[3]
Consumer Portfolio Segment | Other Consumer Loans | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	$ 1	[1]	$ 0	[3]
[1]	Includes accrual and nonaccrual loans and leases.
[2]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[3]	Includes accrual and nonaccrual loans and leases.
[4]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .
[5]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[6]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[7]	Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. A s of March 31, 2018 , $ 7 9 of these loans were 30-89 days past due and $ 317 were 90 days or more past due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2018 due to claim denials and curtailments associated with these insured or guaranteed loans.
[8]	Information includes advances made pursuant to servicing agreements for GNMA mortgage pools whose repayments are insured by the FHA or guaranteed by the VA. As of December 31, 2017 , $ 95 of these loa ns were 30-89 days past due and $ 290 were 90 days or more p ast due. The Bancorp recognized $ 2 of losses during the three months ended March 31, 2017 due to claim denials and cu rtailments asso ciated with these insured or guaranteed loans.

Credit Quality (Summarizes th67

Credit Quality (Summarizes the Bancorp's Recorded Investment in Portfolio Loans and Leases by Age and Class) (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018		Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Recorded Investment, Past Due
Total Past Due	$ 640	[1]		$ 638	[2]
30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	346	[1],[3]		333	[2],[4]
90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	294	[1],[3]		305	[2],[4]
Residential Mortgage Loans
Financing Receivable, Recorded Investment, Past Due
Portfolio loans and leases at fair value	136			137
Residential Mortgage Loans | Federal Housing Administration Loan
Financing Receivable, Recorded Investment, Past Due
Losses Due To Claim Denials And Curtailments	2		$ 2
Residential Mortgage Loans | Federal Housing Administration Loan | 30-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	79			95
Residential Mortgage Loans | Federal Housing Administration Loan | 90 Days and Greater Past Due
Financing Receivable, Recorded Investment, Past Due
Total Past Due	$ 317			$ 290
[1]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[2]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .
[3]	Includes accrual and nonaccrual loans and leases.
[4]	Includes accrual and nonaccrual loans and leases.

Credit Quality (Summarizes th68

Credit Quality (Summarizes the Bancorp's Recorded Investment in Impaired Loans and Related Allowance by Class) (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	$ 1,072		$ 1,158
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	593		521
Unpaid Principal Balance	1,665		1,679
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	1,007		1,068
Impaired Financing Receivable With No Related Allowance Recorded Investment	540		477
Recorded investment	1,547	[1]	1,545	[2]
Allowance	217		200
Commercial Portfolio Segment | Commercial and Industrial Loans
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	414		433
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	188		151
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	358		358
Impaired Financing Receivable With No Related Allowance Recorded Investment	161		131
Allowance	109		87
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	4		16
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	17		18
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	3		14
Impaired Financing Receivable With No Related Allowance Recorded Investment	13		15
Allowance	1		7
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	2		4
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	28		35
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	2		3
Impaired Financing Receivable With No Related Allowance Recorded Investment	28		35
Allowance	0		0
Commercial Portfolio Segment | Commercial Leases
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	8		4
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	8		4
Allowance	3		0
Residential Mortgage Loans
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	460		469
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	228		218
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	457		465
Impaired Financing Receivable With No Related Allowance Recorded Investment	209		200
Allowance	64		64
Consumer Portfolio Segment | Home Equity
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	129		172
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	129		97
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	130		172
Impaired Financing Receivable With No Related Allowance Recorded Investment	126		94
Allowance	25		27
Consumer Portfolio Segment | Automobile Loans
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	6		8
Impaired Financing Receivable With No Related Allowance Unpaid Principal Balance	3		2
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	5		7
Impaired Financing Receivable With No Related Allowance Recorded Investment	3		2
Allowance	1		1
Consumer Portfolio Segment | Credit Card
Impaired Financing Receivable Unpaid Principal Balance
Impaired Financing Receivable With Related Allowance Unpaid Principal Balance	49		52
Impaired Financing Receivable Recorded Investment Abstract
Impaired Financing Receivable With Related Allowance Recorded Investment	44		45
Allowance	$ 14		$ 14
[1]	Includes $ 249 , $ 654 and $ 262 , respectively, of commercial, residential mortgage and consumer portfolio TDRs on accrual status and $ 154 , $ 12 an d $ 46 , respectively, of commercial, re sidential mortgage and consumer portfolio TDRs on nonaccrual status at March 31, 2018 .
[2]	Includes $ 249 , $ 652 and $ 275 , respectively, of commercial, residential mortgage and consumer portfolio TDR s on accrual status and $ 150 , $ 13 and $ 45 , respectively , of commercial, residential mortgage and consumer portfolio TDRs on nonaccrual status at December 31, 2017 .

Credit Quality (Summarizes th69

Credit Quality (Summarizes the Bancorp's Recorded Investment in Impaired Loans and Related Allowance by Class) (Parenthetical) (Detail) $ in Millions	3 Months Ended				12 Months Ended
	Mar. 31, 2018USD ($)		Mar. 31, 2017		Dec. 31, 2017USD ($)
Financing Receivable, Impaired
Unpaid principal balance	$ 1,665				$ 1,679
Recorded investment	1,547	[1]			1,545	[2]
Allowance	$ 217				200
Number of contracts	2,271	[3],[4]	2,059	[5],[6]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Impaired
Allowance	$ 1				$ 7
Number of contracts	2	[3],[4]	5	[5],[6]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied | Variable Interest Entity, Primary Beneficiary
Financing Receivable, Impaired
Number of contracts			5		5
Commercial Portfolio Segment | Troubled Debt Restructuring On Accrual Status
Financing Receivable, Impaired
Recorded investment	$ 249				$ 249
Commercial Portfolio Segment | Troubled Debt Restructuring On Nonaccrual Status
Financing Receivable, Impaired
Recorded investment	154				150
Residential Mortgage Loans
Financing Receivable, Impaired
Allowance	$ 64				64
Number of contracts	247	[3],[4]	203	[5],[6]
Residential Mortgage Loans | Troubled Debt Restructuring On Accrual Status
Financing Receivable, Impaired
Recorded investment	$ 654				652
Residential Mortgage Loans | Troubled Debt Restructuring On Nonaccrual Status
Financing Receivable, Impaired
Recorded investment	12				13
Consumer Portfolio Segment | Troubled Debt Restructuring On Accrual Status
Financing Receivable, Impaired
Recorded investment	262				275
Consumer Portfolio Segment | Troubled Debt Restructuring On Nonaccrual Status
Financing Receivable, Impaired
Recorded investment	$ 46				$ 45
[1]	Includes $ 249 , $ 654 and $ 262 , respectively, of commercial, residential mortgage and consumer portfolio TDRs on accrual status and $ 154 , $ 12 an d $ 46 , respectively, of commercial, re sidential mortgage and consumer portfolio TDRs on nonaccrual status at March 31, 2018 .
[2]	Includes $ 249 , $ 652 and $ 275 , respectively, of commercial, residential mortgage and consumer portfolio TDR s on accrual status and $ 150 , $ 13 and $ 45 , respectively , of commercial, residential mortgage and consumer portfolio TDRs on nonaccrual status at December 31, 2017 .
[3]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[4]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[5]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[6]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .

Credit Quality (Summary of Aver

Credit Quality (Summary of Average Impaired Loans and Leases and Interest Income by Class) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Financing Receivable, Impaired
Average Recorded Investment	$ 1,539	$ 1,835
Interest Income Recognized	15	12
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Impaired
Average Recorded Investment	497	683
Interest Income Recognized	5	1
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Impaired
Average Recorded Investment	22	43	[1]
Interest Income Recognized	0	0
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Impaired
Average Recorded Investment	34	89
Interest Income Recognized	0	1
Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Impaired
Average Recorded Investment	6	3
Interest Income Recognized	0	0
Residential Mortgage Loans
Financing Receivable, Impaired
Average Recorded Investment	665	654
Interest Income Recognized	6	6
Consumer Portfolio Segment | Home Equity
Financing Receivable, Impaired
Average Recorded Investment	258	298
Interest Income Recognized	3	3
Consumer Portfolio Segment | Automobile Loans
Financing Receivable, Impaired
Average Recorded Investment	9	14
Interest Income Recognized	0	0
Consumer Portfolio Segment | Credit Card
Financing Receivable, Impaired
Average Recorded Investment	48	51
Interest Income Recognized	$ 1	$ 1
[1]	Excludes five restructured loans associated with a consolidated VIE in which the Bancorp had no continuing credit risk due to the risk being assumed by a third party, with an average recorded investment of $ 26 for the three months ended March 31, 2017. An immaterial amount of interest income was recognized during the three months ended March 31, 2017. Refer to Note 9 for further discussion on the deconsolidation of the VIE associated with these loans in the third quarter of 2017.

Credit Quality (Summary of Av71

Credit Quality (Summary of Average Impaired Loans and Leases and Interest Income by Class) (Parenthetical) (Detail) $ in Millions	3 Months Ended				12 Months Ended
	Mar. 31, 2018USD ($)		Mar. 31, 2017USD ($)		Dec. 31, 2017
Financing Receivable, Impaired
Average Recorded Investment	$ 1,539		$ 1,835
Number of contracts	2,271	[1],[2]	2,059	[3],[4]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Impaired
Average Recorded Investment	$ 22		$ 43	[5]
Number of contracts	2	[1],[2]	5	[3],[4]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied | Variable Interest Entity, Primary Beneficiary
Financing Receivable, Impaired
Average Recorded Investment			$ 26
Number of contracts			5		5
[1]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[2]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[3]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[4]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[5]	Excludes five restructured loans associated with a consolidated VIE in which the Bancorp had no continuing credit risk due to the risk being assumed by a third party, with an average recorded investment of $ 26 for the three months ended March 31, 2017. An immaterial amount of interest income was recognized during the three months ended March 31, 2017. Refer to Note 9 for further discussion on the deconsolidation of the VIE associated with these loans in the third quarter of 2017.

Credit Quality (Summary of th72

Credit Quality (Summary of the Bancorp's Nonperforming Loans and Leases by Class) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases	[1],[2]	$ 452	$ 437
OREO and other repossessed property		52	52
Nonperforming portfolio assets	[1],[2]	504	489
Commercial Portfolio Segment
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		322	306
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		299	276
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		11	19
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		4	7
Commercial Portfolio Segment | Commercial Leases
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		8	4
Residential Mortgage Loans
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		28	30
Consumer Portfolio Segment
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		102	101
Consumer Portfolio Segment | Home Equity
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		74	74
Consumer Portfolio Segment | Automobile Loans
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		1	1
Consumer Portfolio Segment | Credit Card
Financing Receivable, Modifications
Nonaccrual portfolio loans and leases		26	26
Consumer Portfolio Segment | Other Consumer Loans
Financing Receivable, Modifications
Nonperforming portfolio assets		$ 1	$ 0
[1]	Excludes $ 24 a nd $ 6 of nonaccrual loans held for sale at March 31, 2018 and December 31, 2017 , respectively.
[2]	Includes $ 5 and $ 3 of nonaccrual government insured commercial loans whose repayments are insured by the SBA a t March 31, 2018 and Dec ember 31, 2017 , respectively, of which $ 2 and $ 3 are restructured nonaccrual government insured commercial loans at both March 31, 2018 and December 31, 2017 , respectively .

Credit Quality (Summary of th73

Credit Quality (Summary of the Bancorp's Nonperforming Loans and Leases by Class) (Parenthetical) (Detail) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017
Financing Receivable, Modifications
Loans and leases held for sale	[1]	$ 717		$ 492
OREO and other repossessed property		52		52
Portfolio loans and leases		91,834	[2],[3]	91,833	[4],[5]
Commercial Portfolio Segment
Financing Receivable, Modifications
Portfolio loans and leases		56,829		56,395
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Portfolio loans and leases		3,330		3,362
Nonperforming Financing Receivable
Financing Receivable, Modifications
Loans and leases held for sale		24		6
Portfolio loans and leases	[6]	130		131
Nonperforming Financing Receivable | Government Insured | Commercial Portfolio Segment | Small Business Administration
Financing Receivable, Modifications
Portfolio loans and leases		5		3
Restructured nonaccrual loans and leases		$ 2		$ 3
[1]	Includes $ 650 and $ 399 of residential mortgage loans held for sale measured at fair value and $ 16 and $ 0 of commercial loans held for sale measured at fair value at March 31, 2018 and December 31, 2017 , respectively.
[2]	Excludes $ 136 of residential mortgage loans measured at fair value and includes $ 670 of leveraged leases, net of unearned income at March 31, 2018 .
[3]	Excludes $ 136 of residential mortgage loans measured at fair value at March 31, 2018 .
[4]	Excludes $ 137 of residential mortga ge loans measured at fair value and includes $ 674 of leveraged leases, net of unearned income at December 31, 2017 .
[5]	Excludes $ 137 of residential mortgage loans measured at fair value at December 31, 2017 .
[6]	(a) Excludes $ 136 and $ 137 of residential mortgage loans measured at fair value at March 31, 2018 and December 31, 2017 , respectively.

Credit Quality (Credit Quality

Credit Quality (Credit Quality Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Troubled Debt Restructuring
Line of credit commitments for modified troubled debt restructurings	$ 33	$ 53
Letter of credit commitments for modified troubled debt restructurings	79	78
Mortgage loans in process of foreclosure amount	213	$ 235
Commercial aggregate borrower relationship subject to individual review for impairment	$ 1

Credit Quality (Summary of Loan

Credit Quality (Summary of Loans Modified in a TDR) (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)	[2]	Mar. 31, 2017USD ($)
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	2,271	[1]	2,059	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 117		$ 137	[4]
Increase (Decrease) to ALLL Upon Modification	16		4	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 2	[4]
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	12	[1]	33	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 72		$ 97	[4]
Increase (Decrease) to ALLL Upon Modification	13		1	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 2	[4]
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	2	[1]	5	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 0		$ 2	[4]
Increase (Decrease) to ALLL Upon Modification	0		0	[4]
Charge-offs Recognized Upon Modification	0		$ 0	[4]
Commercial Portfolio Segment | Commercial Mortgage Loans, Nonowner-Occupied
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period			1
Recorded Investment in Loans Modified in a TDR During the Period			$ 0
Increase (Decrease) to ALLL Upon Modification			0
Charge-offs Recognized Upon Modification	$ 0		$ 0
Residential Mortgage Loans
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	247	[1]	203	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 33		$ 29	[4]
Increase (Decrease) to ALLL Upon Modification	1		2	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 0	[4]
Consumer Portfolio Segment | Home Equity
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	25	[1]	31	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 2		$ 2	[4]
Increase (Decrease) to ALLL Upon Modification	0		0	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 0	[4]
Consumer Portfolio Segment | Automobile Loans
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	20	[1]	30	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 0		$ 0	[4]
Increase (Decrease) to ALLL Upon Modification	0		0	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 0	[4]
Consumer Portfolio Segment | Credit Card
Financing Receivable, Modifications
Number of Loans Modified in a TDR During the Period	1,965	[1]	1,756	[3],[4]
Recorded Investment in Loans Modified in a TDR During the Period	$ 10		$ 7	[4]
Increase (Decrease) to ALLL Upon Modification	2		1	[4]
Charge-offs Recognized Upon Modification	$ 0		$ 0	[4]
[1]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[2]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .
[3]	Represents number of loans post-modification and excludes loans previously modified in a TDR .
[4]	Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality which were accounted for within a pool .

Credit Quality (Summary of Subs

Credit Quality (Summary of Subsequent Defaults) (Detail) $ in Millions		3 Months Ended
		Mar. 31, 2018USD ($)	Mar. 31, 2017USD ($)
Financing Receivable, Modifications
Number of contracts	[1]	295	514
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 9	$ 13
Commercial Portfolio Segment | Commercial and Industrial Loans
Financing Receivable, Modifications
Number of contracts	[1]	1	2
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 1	$ 1
Commercial Portfolio Segment | Commercial Mortgage Loans, Owner-occupied
Financing Receivable, Modifications
Number of contracts	[1]	2
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 0
Residential Mortgage Loans
Financing Receivable, Modifications
Number of contracts	[1]	48	57
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 7	$ 9
Consumer Portfolio Segment | Home Equity
Financing Receivable, Modifications
Number of contracts	[1]	2	5
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 0	$ 1
Consumer Portfolio Segment | Credit Card
Financing Receivable, Modifications
Number of contracts	[1]	242	450
Recorded Investment in Loans Modified in a TDR During the Period	[1]	$ 1	$ 2
[1]	(a) Excludes all loans and leases held for sale and loans acquired with deteriorated credit quality.

Bank Premises & Equipment (Bank

Bank Premises & Equipment (Bank Premises and Equipment) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Bank Premises and Equipment
Land and improvements	[1]	$ 636	$ 644
Buildings	[1]	1,661	1,679
Equipment		1,921	1,876
Leasehold improvements		399	399
Construction in progress	[1]	76	93
Land and improvements held for sale		12	17
Buildings held for sale		8	9
Equipment held for sale		0	1
Accumulated depreciation and amortization		(2,747)	(2,715)
Total bank premises and equipment	[2]	$ 1,966	$ 2,003
[1]	(a ) At March 31, 2018 and December 31, 2017 , land and improvements , buildings and construction in progress included $ 89 and $ 9 1 , respectively, associated w ith parcels of undeveloped land intended for future branch ex pansion.
[2]	Includes $ 20 and $ 27 of bank premises and equipment held for sale at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 7 .

Bank Premises & Equipment (Ba78

Bank Premises & Equipment (Bank Premises and Equipment) (Parenthetical) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Bank Premises and Equipment
Land and improvements	[1]	$ 636	$ 644
Branches and undeveloped parcels of land
Bank Premises and Equipment
Land and improvements		$ 89	$ 91
[1]	(a ) At March 31, 2018 and December 31, 2017 , land and improvements , buildings and construction in progress included $ 89 and $ 9 1 , respectively, associated w ith parcels of undeveloped land intended for future branch ex pansion.

Bank Premises & Equipment (Ba79

Bank Premises & Equipment (Bank Premises and Equipment - Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Branch Banking
Bank Premises and Equipment
Bank premises impairment	$ 8	$ 3

Operating Lease Equipment (Addi

Operating Lease Equipment (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Operating Lease Equipment
Other Asset Impairment Charges	$ (2)	$ (20)

Intangible Assets (Intangible A

Intangible Assets (Intangible Assets - Additional Information) (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
Intangible Assets by Major Class [Abstract]
Amortization of Intangible Assets	$ 1

Intangible Assets (Intangible82

Intangible Assets (Intangible Assets) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Finite-Lived Intangible Assets
Gross Carrying Amount	$ 73	$ 69
Accumulated Amortization	(43)	(42)
Net Carrying Amount	30	27
Core Deposits
Finite-Lived Intangible Assets
Gross Carrying Amount	34	34
Accumulated Amortization	(29)	(29)
Net Carrying Amount	5	5
Other Intangible Assets
Finite-Lived Intangible Assets
Gross Carrying Amount	6	6
Accumulated Amortization	(2)	(3)
Net Carrying Amount	4	3
Noncompete Agreements
Finite-Lived Intangible Assets
Gross Carrying Amount	14	13
Accumulated Amortization	(11)	(10)
Net Carrying Amount	3	3
Customer Relationships
Finite-Lived Intangible Assets
Gross Carrying Amount	19	16
Accumulated Amortization	(1)	0
Net Carrying Amount	$ 18	$ 16

Intangible Assets (Estimated Am

Intangible Assets (Estimated Amortization Expense Other Intangible Assets) (Detail) - Other Intangible Assets $ in Millions	Mar. 31, 2018USD ($)
Finite-Lived Intangible Assets
Remainder of 2018	$ 4
2,019	5
2,020	3
2,021	2
2,022	$ 2

VIE (Classifications of Consoli

VIE (Classifications of Consolidated VIE Assets, Liabilities and Noncontrolling Interest Included in the Bancorp's Consolidated Balance Sheets) (Detail) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017		Mar. 31, 2017	Dec. 31, 2016	[1]
Assets
Cash and due from banks		$ 2,038		$ 2,514		$ 2,205	$ 2,392
Other short-term investments	[1]	1,747		2,753
Commercial mortgage loans		6,509		6,604
Automobile loans		9,018		9,112
ALLL		(1,138)	[1],[2]	(1,196)	[1],[3]	$ (1,238)	$ (1,253)	[3]
Other assets	[1]	7,326		6,975
Liabilities
Other liabilities	[1]	2,418		2,144
Long-term debt	[1]	14,800		14,904
Noncontrolling interests		20		20
Variable Interest Entity, Primary Beneficiary
Assets
Other short-term investments		66		62
Commercial mortgage loans		20		20
Automobile loans		1,115		1,277
ALLL		(6)		(6)
Other assets		6		7
Total Assets		1,201		1,360
Liabilities
Other liabilities		2		2
Long-term debt		1,031		1,190
Total liabilities		1,033		1,192
Noncontrolling interests		20		20
Variable Interest Entity, Primary Beneficiary | Automobile Loans
Assets
Other short-term investments		66		62
Commercial mortgage loans		0		0
Automobile loans		1,115		1,277
ALLL		(6)		(6)
Other assets		6		7
Total Assets		1,181		1,340
Liabilities
Other liabilities		2		2
Long-term debt		1,031		1,190
Total liabilities		1,033		1,192
Noncontrolling interests		0		0
Variable Interest Entity, Primary Beneficiary | Fifth Third Community Development Corporation Investments
Assets
Other short-term investments		0		0
Commercial mortgage loans		20		20
Automobile loans		0		0
ALLL		0		0
Other assets		0		0
Total Assets		20		20
Liabilities
Other liabilities		0		0
Long-term debt		0		0
Total liabilities		0		0
Noncontrolling interests		$ 20		$ 20
[1]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[2]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[3]	Includes $ 1 related to leveraged leases at December 31, 2017 .

VIE (Variable Interest Entities

VIE (Variable Interest Entities - Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018		Mar. 31, 2017	Dec. 31, 2017		Sep. 30, 2017	Dec. 31, 2016	[2],[3]
Variable Interest Entity
Face amount of notes issued or redeemed	$ 650
Allowance for loan and lease losses	1,138	[1],[2]	$ 1,238	$ 1,196	[2],[3]		$ 1,253
Commercial mortgage loans	6,509			6,604
Variable Interest Entity, Primary Beneficiary
Variable Interest Entity
Allowance for loan and lease losses	6			6
Commercial mortgage loans	20			20
Variable Interest Entity, Primary Beneficiary | Automobile Loans
Variable Interest Entity
Carry value of automobile loans securitized	1,100
Face amount of notes issued or redeemed	1,000
Long-term debt retained	261
Allowance for loan and lease losses	6			6
Commercial mortgage loans	0			0
Variable Interest Entity, Primary Beneficiary | Fifth Third Community Development Corporation Investments
Variable Interest Entity
Maximum Exposure	18			17
Allowance for loan and lease losses	0			0
Commercial mortgage loans	20			20
Variable Interest Entity, Not Primary Beneficiary | Loans Provided to VIEs
Variable Interest Entity
Unfunded commitment amounts	1,100			1,100
Variable Interest Entity, Not Primary Beneficiary | Fifth Third Community Development Corporation Investments
Variable Interest Entity
Maximum Exposure	1,316			1,376
Bancorp's Investment in Affordable Housing Tax Credits	1,316			1,376
Variable Interest Entity, Not Primary Beneficiary | Fifth Third Community Development Corporation Investments | Qualified Affordable Housing Tax Credits
Variable Interest Entity
Bancorp's Investment in Affordable Housing Tax Credits	1,300			1,300
Unfunded commitments	$ 336			355
Unfunded commitments expected funding date	2,034
Variable Interest Entity, Not Primary Beneficiary | Private Equity Investments
Variable Interest Entity
Maximum Exposure	$ 140			150
Bancorp's Investment in Affordable Housing Tax Credits	95			102
Unfunded commitment amounts	45			$ 48
Capital Contribution To Private Equity Investments	3		6
OTTI	$ 4		$ 0
Deconsolidated Variable Interest Entity, Primary Beneficiary | Fifth Third Community Development Corporation Investments
Variable Interest Entity
Maximum Exposure						$ 18
Allowance for loan and lease losses						20
Commercial mortgage loans						$ 27
[1]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[2]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[3]	Includes $ 1 related to leveraged leases at December 31, 2017 .

VIE (Assets and Liabilities Rel

VIE (Assets and Liabilities Related to Non-consolidated VIEs and Maximum Exposure to Losses) (Detail) - Variable Interest Entity, Not Primary Beneficiary - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fifth Third Community Development Corporation Investments
Variable Interest Entity
Total Assets	$ 1,316	$ 1,376
Total Liabilities	338	355
Maximum Exposure	1,316	1,376
Private Equity Investments
Variable Interest Entity
Total Assets	95	102
Total Liabilities	0	0
Maximum Exposure	140	150
Loans Provided to VIEs
Variable Interest Entity
Total Assets	1,937	1,845
Total Liabilities	0	0
Maximum Exposure	$ 3,043	$ 2,910

VIE (Investments in Qualified A

VIE (Investments in Qualified Affordable Housing Tax Credits) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Other noninterest expense
Schedule of Equity Method Investments
Pre-tax investment and impairment losses	[1]	$ 45	$ 36
Applicable income tax expense
Schedule of Equity Method Investments
Tax credits and other benefits		$ (52)	$ (56)
[1]	(a) The Bancorp did not recognize impairment losses resulting from the forfeiture or ineligibility of tax credi ts or other circumstances during both the three months ended March 31, 2018 and 2017 .

MSR (Activity Related to Mortga

MSR (Activity Related to Mortgage Banking Net Revenue) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale
Residential mortgage loan sales	[1]	$ 1,000	$ 1,629
Origination fees and gains on loan sales		24	29
Gross Mortgage Servicing Fees		$ 53	$ 47
[1]	Represents the unpaid principal balance at the time of the sale.

MSR (Changes in the Servicing A

MSR (Changes in the Servicing Assets) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Servicing Assets at Fair Value
Fair value at beginning of period	$ 858	$ 744
Servicing rights originated	16	26
Servicing rights acquired	24	29
Changes in fair value due to changes in inputs or assumptions	57	4	[1]
Changes in fair value due to other changes in fair value	(29)	(27)	[2]
Fair value at end of period	$ 926	$ 776
[1]	Primarily reflects changes in prepayment speed and OAS spread assumptions which are updated based on market interest rates
[2]	Pr imarily reflects changes due to collection of contractual cash flows and the passage of time

MSR (Activity Related to the MS

MSR (Activity Related to the MSR Portfolio) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Servicing Assets at Fair Value
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		$ (13)	$ 0
MSR Fair Value Adjustment	[1]	(28)	23
Interest Rate Contract | Servicing Rights | Mortgage Banking Revenue
Servicing Assets at Fair Value
Changes in fair value and settlement of free-standing derivatives purchased to economically hedge the MSR portfolio (Mortgage banking net revenue)	[1]	$ (49)	$ (1)
[1]	(a) Included in mortgage banking net revenue in the Condensed Consolidated Statements of Income.

MSR (Servicing Assets and Resid

MSR (Servicing Assets and Residual Interests Economic Assumptions) (Detail)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fixed Rate Residential Mortgage Loans
Servicing Assets at Amortized Value
Weighted- Average Life (in years)	7 years	6 years 8 months 12 days
Prepayment Speed (annual)	9.10%	9.90%
OAS spread (bps)	5.49%	4.85%
Adjustable Rate Residential Mortgage Loans
Servicing Assets at Amortized Value
Weighted- Average Life (in years)	2 years 7 months 6 days	2 years 3 months 18 days
Prepayment Speed (annual)	30.00%	34.90%
OAS spread (bps)	6.37%	7.00%

MSR (Sales of Receivables and S

MSR (Sales of Receivables and Servicing Rights - Additional Information) (Detail) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Disclosure - Activity Related to Mortgage Banking Net Revenue [Abstract]
Sevicing of residential mortgage loans for other investors	$ 61	$ 60

MSR (Sensitivity of the Current

MSR (Sensitivity of the Current Fair Value of Residual Cash Flows to Immediate 10%, 20% and 50% Adverse Changes in Assumptions) (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)	[1]
Fixed Rate Residential Mortgage Loans
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption
Fair Value	$ 910
Weighted- Average Life (in years)	6 years 4 months 24 days
Prepayment Speed (annual)	10.00%
Impact of Adverse Change on Fair Value 10%	$ (35)
Impact of Adverse Change on Fair Value 20%	(68)
Impact of Adverse Change on Fair Value 50%	$ (156)
OAS spread (bps)	5.48%
Impact of Adverse Change on Fair Value 10%	$ (19)
Impact of Adverse Change on Fair Value 20%	(36)
Adjustable Rate Residential Mortgage Loans
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption
Fair Value	$ 16
Weighted- Average Life (in years)	3 years 3 months 18 days
Prepayment Speed (annual)	24.60%
Impact of Adverse Change on Fair Value 10%	$ (1)
Impact of Adverse Change on Fair Value 20%	(2)
Impact of Adverse Change on Fair Value 50%	$ (4)
OAS spread (bps)	7.97%
Impact of Adverse Change on Fair Value 10%	$ 0
Impact of Adverse Change on Fair Value 20%	$ (1)
[1]	(a) The impact of the weighted-average default rate on the current fair value of residual cash flows for all scenarios is immaterial .

Derivatives (Derivative Financi

Derivatives (Derivative Financial Instruments - Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Derivative
Valuation adjustments related to the credit risk associated with counterparties of customer accomodation derivative contracts	$ 2	$ 3
Notional amount of the risk participation agreements	$ 3,370	2,838
Interest Rate Contract | Credit Risk
Derivative
Credit Risk Derivatives Average Remaining Life	4 years 2 months 12 days
Fair value of risk participation agreements	$ 6	5
Interest Rate Contract | Cash Flow Hedging
Derivative
Maximum length of time hedged in cash flow hedge	4 years 11 months
Deferred gains or losses, net of tax, on cash flow hedges were recorded in accumulated other comprehensive income	$ 19	9
Net deferred gains or losses, net of tax, recorded in accumulated other comprehensive income are expected to be reclassified into earnings during the next twelve months	2
Total collateral
Derivative
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	375	409
Derivative Liability, Fair Value, Amount Offset Against Collateral	322	$ 365
Amount of variation margin payment applied to derivative asset contracts	85
Amount of variation margin payment applied to derivative liability contracts	$ 100

Derivatives (Notional Amounts a

Derivatives (Notional Amounts and Fair Values for All Derivative Instruments Included in the Consolidated Balance Sheets) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value
Fair value - Derivative Assets	$ 865	$ 823
Fair value - Derivative Liabilities	774	602
Accumulated Net Gain (Loss) from Designated or Qualifying Hedges
Derivatives, Fair Value
Fair value - Derivative Assets	248	297
Fair value - Derivative Liabilities	22	17
Accumulated Net Gain (Loss) from Designated or Qualifying Hedges | Fair Value Hedging
Derivatives, Fair Value
Fair value - Derivative Assets	248	297
Fair value - Derivative Liabilities	4	5
Accumulated Net Gain (Loss) from Designated or Qualifying Hedges | Fair Value Hedging | Interest Rate Swap | Long-Term Debt
Derivatives, Fair Value
Notional amount	3,705	3,705
Fair value - Derivative Assets	248	297
Fair value - Derivative Liabilities	4	5
Accumulated Net Gain (Loss) from Designated or Qualifying Hedges | Cash Flow Hedging
Derivatives, Fair Value
Fair value - Derivative Assets	0	0
Fair value - Derivative Liabilities	18	12
Accumulated Net Gain (Loss) from Designated or Qualifying Hedges | Cash Flow Hedging | Interest Rate Swap | Commercial and Industrial Loans
Derivatives, Fair Value
Notional amount	4,150	4,475
Fair value - Derivative Assets	0	0
Fair value - Derivative Liabilities	18	12
Nondesignated
Derivatives, Fair Value
Fair value - Derivative Assets	617	526
Fair value - Derivative Liabilities	752	585
Nondesignated | Risk Management and Other Business Purposes
Derivatives, Fair Value
Fair value - Derivative Assets	55	75
Fair value - Derivative Liabilities	187	154
Nondesignated | Risk Management and Other Business Purposes | Interest Rate Contract | Servicing Rights
Derivatives, Fair Value
Notional amount	12,135	11,035
Fair value - Derivative Assets	53	54
Fair value - Derivative Liabilities	20	15
Nondesignated | Risk Management and Other Business Purposes | Forward Contracts | Assets Held For Sale
Derivatives, Fair Value
Notional amount	1,153	1,284
Fair value - Derivative Assets	2	1
Fair value - Derivative Liabilities	2	1
Nondesignated | Risk Management and Other Business Purposes | Warrant
Derivatives, Fair Value
Notional amount		20
Fair value - Derivative Assets		20
Fair value - Derivative Liabilities		0
Nondesignated | Risk Management and Other Business Purposes | Swap
Derivatives, Fair Value
Notional amount	1,993	1,900
Fair value - Derivative Assets	0	0
Fair value - Derivative Liabilities	165	137
Nondesignated | Risk Management and Other Business Purposes | Foreign Exchange Contract
Derivatives, Fair Value
Notional amount	138	112
Fair value - Derivative Assets	0	0
Fair value - Derivative Liabilities	0	1
Nondesignated | Customer Accommodation
Derivatives, Fair Value
Fair value - Derivative Assets	562	451
Fair value - Derivative Liabilities	565	431
Nondesignated | Customer Accommodation | Interest Rate Contract
Derivatives, Fair Value
Notional amount	44,973	42,216
Fair value - Derivative Assets	220	154
Fair value - Derivative Liabilities	241	145
Nondesignated | Customer Accommodation | Interest Rate Lock Commitments
Derivatives, Fair Value
Notional amount	667	446
Fair value - Derivative Assets	11	8
Fair value - Derivative Liabilities	0	0
Nondesignated | Customer Accommodation | Commodity Contract
Derivatives, Fair Value
Notional amount	4,843	4,125
Fair value - Derivative Assets	199	165
Fair value - Derivative Liabilities	195	167
Nondesignated | Customer Accommodation | TBAs
Derivatives, Fair Value
Notional amount	46	26
Fair value - Derivative Assets	0	0
Fair value - Derivative Liabilities	0	0
Nondesignated | Customer Accommodation | Foreign Exchange Contract
Derivatives, Fair Value
Notional amount	11,723	12,654
Fair value - Derivative Assets	132	124
Fair value - Derivative Liabilities	$ 129	$ 119

Derivatives (Change in the Fair

Derivatives (Change in the Fair Value for Interest Rate Contracts and the Related Hedged Items) (Detail) - Fair Value Hedging - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Long-Term Debt
Derivatives, Fair Value
Carrying amount of hedged item	$ 4,219
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items	(231)
Interest Rate Contract | Interest Expense, Long-Term Debt
Derivatives, Fair Value
Change in fair value of interest rate swaps hedging long-term debt	(63)	$ (21)
Change in fair value of hedged long-term debt	$ 64	$ 21

Derivatives (Net Gains (Losses)

Derivatives (Net Gains (Losses) Relating to Derivative Instruments Designated as Cash Flow Hedges) (Detail) - Cash Flow Hedging - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivative Instruments, Gain (Loss)
Amount of pretax net (losses) gains recognized in OCI	$ (9)	$ (5)
Interest Income (Expense) Net
Derivative Instruments, Gain (Loss)
Amount of pretax net gains reclassified from OCI into net income	$ 1	$ 8

Derivatives (Net Gains (Losse98

Derivatives (Net Gains (Losses) Recorded in the Consolidated Statements of Income Relating to Free-Standing Derivative Instruments Used For Risk Management) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest Rate Contract | Forward Contracts | Loans Held For Sale | Mortgage Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	$ 0	$ (21)
Interest Rate Contract | Servicing Rights | Mortgage Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	(49)	(1)
Foreign Exchange Contract | Forward Contracts | Other Noninterest Income
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	2	(1)
Equity Contract | Swap | Other Noninterest Income
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	$ (39)	$ (13)

Derivatives (Risk Ratings of th

Derivatives (Risk Ratings of the Notional Amount of Risk Participation Agreements) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value
Notional amount of the risk participation agreements	$ 3,370	$ 2,838
Pass
Derivatives, Fair Value
Notional amount of the risk participation agreements	3,263	2,748
Risk Level, Special Mention
Derivatives, Fair Value
Notional amount of the risk participation agreements	77	66
Risk Level, Substandard
Derivatives, Fair Value
Notional amount of the risk participation agreements	$ 30	$ 24

Derivatives (Net Gains (Loss100

Derivatives (Net Gains (Losses) Recorded in the Consolidated Statements of Income Relating to Free-Standing Derivative Instruments Used For Customer Accommodation) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest Rate Contract | Customer Contracts | Corporate Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	$ 7	$ 5
Interest Rate Contract | Interest Rate Lock Commitments | Mortgage Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	13	22
Commodity Contract | Customer Contracts | Corporate Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	2	1
Commodity Contract | Fair Value Adjustments on Hedges and Derivative Contracts | Other noninterest expense
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	0	1
Foreign Exchange Contract | Customer Contracts | Corporate Banking Revenue
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	14	13
Foreign Exchange Contract | Customer Contracts | Other Noninterest Income
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	(2)	0
Foreign Exchange Contract | Fair Value Adjustments on Hedges and Derivative Contracts | Other noninterest expense
Derivative Instruments, Gain (Loss)
Net gains (losses) recorded in earnings	$ 1	$ 1

Derivatives (Offsetting Derivat

Derivatives (Offsetting Derivative Financial Instruments) (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017
Derivative Fair Value Gross Amount Assets Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	$ 865		$ 823
Derivative, Collateral, Obligation to Return Cash	(273)		(341)
Derivative Fair Value Gross Amount Liabilities Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	774		602
Assets
Derivative Fair Value Gross Amount Assets Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	854	[1]	815	[2]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	(229)		(213)
Derivative, Collateral, Obligation to Return Cash	(341)	[3]	(362)	[4]
Derivative, Fair Value, Amount Offset Against Collateral, Net	284		240
Liability
Derivative Fair Value Gross Amount Liabilities Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	774	[1]	602	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	(229)		(213)
Derivative, Collateral, Right to Reclaim Cash	(209)	[3]	(155)	[4]
Derivative Fair Value Amount Offset Against Collateral Net	336		234
Derivative | Assets
Derivative Fair Value Gross Amount Assets Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	854	[1]	815	[2]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	(229)		(213)
Derivative, Collateral, Obligation to Return Cash	(341)	[3]	(362)	[4]
Derivative, Fair Value, Amount Offset Against Collateral, Net	284		240
Derivative | Liability
Derivative Fair Value Gross Amount Liabilities Not Offset Against Collateral Net
Gross amount recognized in the balance sheet	774	[1]	602	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	(229)		(213)
Derivative, Collateral, Right to Reclaim Cash	(209)	[3]	(155)	[4]
Derivative Fair Value Amount Offset Against Collateral Net	$ 336		$ 234
[1]	Amount does not includ e IRLCs because these instruments are not subject to master netting or similar arrangements .
[2]	Amount does not include IRLCs because these instruments are not subject to master netting or similar arrangements .
[3]	Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table.
[4]	Amount of collateral received as an offset to asset positions or pledged as an offset to liability positions. Collateral values in excess of related derivative amounts recognized in the Condensed Consolidated Balance Sheets were excluded from this table.

Other Short-Term Borrowings (Co

Other Short-Term Borrowings (Components of Other Short-Term Borrowings) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Short Term Debt
FHLB advances	$ 400	$ 3,125
Securities sold under repurchase agreements	662	546
Derivative collateral	273	341
Total other short-term borrowings	$ 1,335	$ 4,012

Other Short-Term Borrowings (Ot

Other Short-Term Borrowings (Other Short-Term Borrowings - Additioanl Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Short Term Debt
Securities sold under repurchase agreements	$ 662	$ 546

Capital Actions (Capital Action

Capital Actions (Capital Actions ASRs) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2018	Mar. 31, 2017
Capital Actions
Shares acquired for treasury		$ 318	$ 0
February 8, 2018 ASR | March 2016 Repurchase Program
Capital Actions
Redemption Date	Feb. 12, 2018
Shares acquired for treasury	$ 318
Shares repurchased on repurchase date	8,691,318
Shares received from forward contract settlement	1,015,731
Total shares repurchased	9,707,049
Settlement date	Mar. 26, 2018
December 15, 2017 ASR | March 2016 Repurchase Program
Capital Actions
Redemption Date	Dec. 19, 2017
Shares acquired for treasury	$ 273
Shares repurchased on repurchase date	7,727,273
Shares received from forward contract settlement	824,367
Total shares repurchased	8,551,640
Settlement date	Mar. 19, 2018

Long-Term Debt (Long-Term Debt

Long-Term Debt (Long-Term Debt - Additional Information) (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
Debt Instrument
Face amount of notes issued or redeemed	$ 650
Maturity date(s) Start	Mar. 14, 2018
Maturity date(s) End	Mar. 14, 2028

Commitments (Summary of Signifi

Commitments (Summary of Significant Commitments) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Commitments to extend credit
Long-term Purchase Commitment
Commitments	$ 68,089	$ 68,106
Letters of credit
Long-term Purchase Commitment
Commitments	2,164	2,185
Forward contracts related to residential mortgage loans held for sale
Long-term Purchase Commitment
Commitments	1,153	1,284
Noncancelable operating lease obligations
Long-term Purchase Commitment
Commitments	559	568
Purchase obligations
Long-term Purchase Commitment
Commitments	132	144
Capital commitments for private equity investments
Long-term Purchase Commitment
Commitments	45	48
Capital expenditures
Long-term Purchase Commitment
Commitments	27	37
Capital lease obligations
Long-term Purchase Commitment
Commitments	$ 24	$ 26

Commitments (Risk Rating Under

Commitments (Risk Rating Under the Risk Rating System) (Detail) - Commitments to Extend Credit - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Line of Credit Facility
Commitments	$ 68,089	$ 68,106
Pass
Line of Credit Facility
Commitments	67,323	67,254
Special Mention
Line of Credit Facility
Commitments	354	330
Substandard
Line of Credit Facility
Commitments	412	522
Doubtful
Line of Credit Facility
Commitments	$ 0	$ 0

Commitments (Commitments, Conti

Commitments (Commitments, Contingent Liabilities and Guarantees - Additional Information) (Detail) - USD ($) shares in Millions, $ in Millions	3 Months Ended			12 Months Ended
	Mar. 31, 2018		Mar. 31, 2017	Dec. 31, 2017		Dec. 31, 2016		Sep. 30, 2014	Sep. 30, 2012	Mar. 31, 2012	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2010	Dec. 31, 2009
Loss Contingencies
Letters of credit	$ 2,164			$ 2,185
Margin account balance held by the brokerage clearing agent	16			15
Amount in excess of amounts reserved	22
Credit loss reserve	1,138	[1],[2]	$ 1,238	1,196	[2],[3]	$ 1,253	[2],[3]
Residential Mortgage
Loss Contingencies
Amount in excess of amounts reserved	9
Outstanding balances on residential mortgage loans sold with representation and warranty provisions	8		12	9		$ 13
Outstanding balances on residential mortgage loans sold with credit recourse	$ 301			$ 312
Delinquency Rates	2.70%			3.00%
Credit loss reserve	$ 5			$ 5
Repurchased Outstanding Principal	2		2
Repurchase Demand Request	5		$ 3
Outstanding Repurchase Demand Inventory	2			1
Secured Debt
Loss Contingencies
Fully and unconditionally guaranteed certain long-term borrowing obligations issued by wholly-owned issuing trust entities	62			62
Standby Letters of Credit
Loss Contingencies
Reserve for unfunded commitments	$ 15			$ 6
Standby letters of credit as a percentage of total letters of credit	99.00%			99.00%
Standby Letters of Credit | Secured Debt
Loss Contingencies
Standby letters of credit as a percentage of total letters of credit	62.00%			61.00%
Variable Rate Demand Note
Loss Contingencies
Fifth Third Securities, Inc. (FTS) acted as the remarketing agent to issuers of VRDNs	$ 562			$ 508
Letters of credit	84			94
Total Variable Rate Demand Notes	646			602
Letters of credit issued by the Bancorp related to variable rate demand notes	320			331
Variable Rate Demand Note | Trading Securities
Loss Contingencies
Total Variable Rate Demand Notes	0			1
Other Liabilities
Loss Contingencies
Reserve for unfunded commitments	151			161
Other Liabilities | Residential Mortgage
Loss Contingencies
Outstanding balances on residential mortgage loans sold with representation and warranty provisions	8			9
Visa
Loss Contingencies
Recorded share of litigation formally settled by Visa and for probable future litigation settlements	$ 165			$ 137
Visa IPO, shares of Visa's Class B common stock received														10.1
Visa Class B shares carryover basis														$ 0
Escrow Deposit								$ 450	$ 150	$ 1,565	$ 400	$ 800	$ 500	$ 3,000
[1]	Includes $ 1 related to leveraged leases at March 31, 2018 .
[2]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[3]	Includes $ 1 related to leveraged leases at December 31, 2017 .

Commitments (Standby and Commer

Commitments (Standby and Commercial Letters of Credit, Conditional Commitments Issued to Guarantee the Performance of a Customer to a Third Party) (Detail) - Financial Standby Letter of Credit $ in Millions	Mar. 31, 2018USD ($)
Line of Credit Facility
Commitments	$ 2,164
Less Than One Year From The Balance Sheet Date
Line of Credit Facility
Commitments	1,174	[1]
More than One and within Five Years from Balance Sheet Date
Line of Credit Facility
Commitments	981	[1]
More than Five Years from Balance Sheet Date
Line of Credit Facility
Commitments	$ 9
[1]	( a) Includes $ 6 and $ 1 i ssued on behalf of commercial customers to facilitate trade payments in U.S. dollars and foreign currencies which expire less than 1 year and between 1 - 5 years, respectively.

Commitments (Standby and Com110

Commitments (Standby and Commercial Letters of Credit, Conditional Commitments Issued to Guarantee the Performance of a Customer to a Third Party) (Parenthetical) (Detail) - Financial Standby Letter of Credit $ in Millions	Mar. 31, 2018USD ($)
Line of Credit Facility
Commitments	$ 2,164
Less Than One Year From The Balance Sheet Date
Line of Credit Facility
Commitments	1,174	[1]
Less Than One Year From The Balance Sheet Date | Commercial
Line of Credit Facility
Commitments	6
More than One and within Five Years from Balance Sheet Date
Line of Credit Facility
Commitments	981	[1]
More than One and within Five Years from Balance Sheet Date | Commercial
Line of Credit Facility
Commitments	1
More than Five Years from Balance Sheet Date
Line of Credit Facility
Commitments	$ 9
[1]	( a) Includes $ 6 and $ 1 i ssued on behalf of commercial customers to facilitate trade payments in U.S. dollars and foreign currencies which expire less than 1 year and between 1 - 5 years, respectively.

Commitments (Letters of Credit)

Commitments (Letters of Credit) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Off-balance Sheet Risks, Disclosure Information
Letters of credit	$ 2,164	$ 2,185
Pass
Fair Value, Off-balance Sheet Risks, Disclosure Information
Letters of credit	1,822	1,830
Special Mention
Fair Value, Off-balance Sheet Risks, Disclosure Information
Letters of credit	60	67
Substandard
Fair Value, Off-balance Sheet Risks, Disclosure Information
Letters of credit	198	218
Doubtful
Fair Value, Off-balance Sheet Risks, Disclosure Information
Letters of credit	$ 84	$ 70

Commitments (Activity in Reserv

Commitments (Activity in Reserve for Representation and Warranty Provisions) (Detail) - Residential Mortgage - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Valuation And Qualifying Accounts Disclosure
Balance, beginning of period	$ 9	$ 13
Net (reductions) additions to the reserve	(1)	(1)
Balance, end of period	$ 8	$ 12

Commitments (Unresolved Claims

Commitments (Unresolved Claims by Claimant) (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)	Mar. 31, 2017USD ($)
GSE
Loss Contingencies Dollars
Balance, beginning of period	$ 1	$ 2
New demands	5	3
Loan paydowns/payoffs	0	0
Resolved demands	(4)	(4)
Balance, end of period	$ 2	$ 1
Loss Contingencies Units
Balance, beginning of period	6	13
New demands	30	23
Loan paydowns/payoffs	0	(1)
Resolved demands	(22)	(24)
Balance, end of period	14	11
Private Label
Loss Contingencies Dollars
Balance, beginning of period	$ 0	$ 0
New demands	0	0
Loan paydowns/payoffs	0	0
Resolved demands	0	0
Balance, end of period	$ 0	$ 0
Loss Contingencies Units
Balance, beginning of period	1	0
New demands	0	0
Loan paydowns/payoffs	0	0
Resolved demands	0	0
Balance, end of period	1	0

Commitments (Visa Funding and B

Commitments (Visa Funding and Bancorp Cash Payments) (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2014	Sep. 30, 2012	Mar. 31, 2012	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2010	Dec. 31, 2009
Visa Funding
Loss Contingencies
Escrow Deposit	$ 450	$ 150	$ 1,565	$ 400	$ 800	$ 500	$ 3,000
Bancorp Cash Payment
Loss Contingencies
Reduction of liability in cash to the swap counterparty	$ 18	$ 6	$ 75	$ 19	$ 35	$ 20

Legal & Regulatory Proceedings

Legal & Regulatory Proceedings (Legal and Regulatory Proceedings - Additional Information) (Detail) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2013USD ($)	Dec. 31, 2013	Mar. 31, 2018USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2012	Mar. 31, 2012USD ($)
Loss Contingencies
Amount in excess of amounts reserved			$ 22
APR Percentage Allegedly Misleading					120.00%
Number Of Putative Class Actions Filed		4
Damages Claimed By Plaintiff				$ 800		$ 40
Federal Lawsuits
Loss Contingencies
Number of merchants requesting exclusion	500
Class Action Settlement
Loss Contingencies
Number of merchants requesting exclusion	8,000
Percentage of escrow funds returned to defendants	25.00%
Escrow Deposit	$ 46

Related Party Transactions (Rel

Related Party Transactions (Related Party Transactions - Additional Information) (Detail) - Vantiv Holding, LLC - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Related Party Transactions
Equity Method Investment, Ownership Percentage	4.90%	8.60%
Gain in noninterest income as a result of Worldpay Transaction	$ 414
Equity investments, carrying value	$ 632

Income Taxes (Income Taxes - Ad

Income Taxes (Income Taxes - Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Income Taxes
Applicable income tax expense	$ 132	$ 91
Effective tax rate	15.80%	22.90%

AOCI (Activity of the Component

AOCI (Activity of the Components of Other Comprehensive Income and Accumulated Other Comprehensive Income) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2018	Mar. 31, 2017
Net activity for accumulated net unrealized gain (loss) on available-for-sale securities
Unrealized holding gains (losses) on available-for-sale securities arising during period	$ (460)		$ 15
Reclassification adjustment for net (gains) losses included in net income	7		1
Net activity for net unrealized gain (loss) on cash flow hedge derivatives
Unrealized holding gains (losses) on cash flow hedge derivatives arising during period	(7)		(3)
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	(1)		(5)
Net activity for defined benefit plans, net
Reclassification of amounts to net periodic benefit costs	(1)		(1)
Total Other Comprehensive Activity
Pre-tax activity total	(594)		13
Total, Tax	134		(4)
Other comprehensive income (loss)	(460)	$ (460)	9
Total Accumulated Other Comprehensive Income
Total Accumulated Other Comprehensive Income - Beginning Balance	73		59
Other comprehensive income (loss), Net of Tax	(460)	(460)	9
Total Accumulated Other Comprehensive Income - Ending Balance	(389)	(389)	68
Accumulated Net Unrealized Investment Gain (Loss)
Pre-tax activity for accumulated net unrealized gain (loss) on available-for-sale securities
Unrealized holding gains (losses) on available-for-sale securities arising during period	(594)		22
Reclassification adjustment for net losses (gains) included in net income	9		2
Net unrealized gains on available-for-sale securities	(585)		24
Tax effect for accumulated net unrealized gain (loss) on available-for-sale securities
Unrealized holding gains (losses) on available-for-sale securities arising during period	134		(7)
Reclassification adjustment for net losses (gains) included in net income	(2)		(1)
Net unrealized gains on available-for-sale securities	132		(8)
Net activity for accumulated net unrealized gain (loss) on available-for-sale securities
Unrealized holding gains (losses) on available-for-sale securities arising during period	(460)		15
Reclassification adjustment for net (gains) losses included in net income	7		1
Net unrealized gains on available-for-sale securities	(453)		16
Total Other Comprehensive Activity
Other comprehensive income (loss)	(453)		16
Total Accumulated Other Comprehensive Income
Total Accumulated Other Comprehensive Income - Beginning Balance	135		101
Other comprehensive income (loss), Net of Tax	(453)		16
Total Accumulated Other Comprehensive Income - Ending Balance	(318)	(318)	117
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges
Pre-tax activity for net unrealized gain (loss) on cash flow hedge derivatives
Unrealized holding gains (losses) on cash flow hedge derivatives arising during period	(9)		(5)
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	(1)		(8)
Net unrealized gains on cash flow hedge derivatives	(10)		(13)
Tax effect for net unrealized gain (loss) on cash flow hedge derivatives
Unrealized holding gains (losses) on cash flow hedge derivatives arising during period	2		2
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	0		3
Net unrealized gains on cash flow hedge derivatives	2		5
Net activity for net unrealized gain (loss) on cash flow hedge derivatives
Unrealized holding gains (losses) on cash flow hedge derivatives arising during period	(7)		(3)
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	(1)		(5)
Net unrealized gains on cash flow hedge derivatives	(8)		(8)
Total Other Comprehensive Activity
Other comprehensive income (loss)	(8)		(8)
Total Accumulated Other Comprehensive Income
Total Accumulated Other Comprehensive Income - Beginning Balance	(11)		10
Other comprehensive income (loss), Net of Tax	(8)		(8)
Total Accumulated Other Comprehensive Income - Ending Balance	(19)	(19)	2
Accumulated Defined Benefit Plans Adjustment
Pre-tax activity for defined benefit plans, net
Net actuarial loss	0
Reclassification of amounts to net periodic benefit costs	1		2
Defined benefit plans, net	1		2
Tax effect for defined benefit plans, net
Net actuarial loss	0
Reclassification of amounts to net periodic benefit costs	0		(1)
Defined benefit plans, net	0		(1)
Net activity for defined benefit plans, net
Net actuarial gain (loss) arising during the period	0
Reclassification of amounts to net periodic benefit costs	1		1
Defined benefit plans, net	1		1
Total Other Comprehensive Activity
Other comprehensive income (loss)	(1)		(1)
Total Accumulated Other Comprehensive Income
Total Accumulated Other Comprehensive Income - Beginning Balance	(53)		(52)
Other comprehensive income (loss), Net of Tax	(1)		(1)
Total Accumulated Other Comprehensive Income - Ending Balance	$ (52)	$ (52)	$ (51)

AOCI (Reclassifications Out of

AOCI (Reclassifications Out of Accumulated Other Comprehensive Income) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Reclassifications Out Of Accumulated Other Comprehensive Income
Income Before Income Taxes		$ 836	$ 396
Applicable income tax expense		132	91
Net income		704	305
Total Reclassifications For The Period
Reclassifications Out Of Accumulated Other Comprehensive Income
Net income		(7)	3
Net Unrealized Gains On Available For Sale Securities
Reclassifications Out Of Accumulated Other Comprehensive Income
Reclassification adjustment for net losses (gains) included in net income		(9)	(2)
Net Unrealized Gains On Available For Sale Securities | Net (Losses) Gains Included In Net Income
Reclassifications Out Of Accumulated Other Comprehensive Income
Reclassification adjustment for net losses (gains) included in net income	[1]	(9)	(2)
Income Before Income Taxes	[1]	(9)	(2)
Applicable income tax expense	[1]	2	1
Net income	[1]	(7)	(1)
Net Unrealized Gains On Cash Flow Hedge Activities
Reclassifications Out Of Accumulated Other Comprehensive Income
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income		1	8
Income Before Income Taxes	[1]	1	8
Applicable income tax expense	[1]	0	(3)
Net income	[1]	1	5
Net Unrealized Gains On Cash Flow Hedge Activities | Interest Rate Contracts Related To C&I Loans
Reclassifications Out Of Accumulated Other Comprehensive Income
Reclassification adjustment for net gains on cash flow hedge derivatives included in net income	[1]	1	8
Amortization Of Defined Benefit Pension Items | Net Actuarial Loss
Reclassifications Out Of Accumulated Other Comprehensive Income
Net periodic pension cost	[1],[2]	(1)	(2)
Income Before Income Taxes	[1]	(1)	(2)
Applicable income tax expense	[1]	0	1
Net income	[1]	$ (1)	$ (1)
[1]	Amounts in parentheses indicate reductions to net income
[2]	This AOCI component is included in the computation of net periodic benefit cost. Refer to Note 22 of the Notes to Consolidated Financial Statements included in the Bancorp’s Annual Report on Form 10-K for the year ended December 31, 2017 for further information.

EPS (Calculation of Earnings Pe

EPS (Calculation of Earnings Per Share and the Reconciliation of Earnings Per Share to Earnings Per Diluted Share) (Detail) - USD ($) $ / shares in Units, $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Earnings per share:
Net income (loss) available to common shareholders	$ 689	$ 290
Less: Income allocated to participating securities	8	4
Earnings per share - basic	681	286
Earnings per diluted share:
Net income available to common shareholders	689	290
Stock-based awards	0	0
Net income available to common shareholders plus assumed conversions	689	290
Less: Income allocated to participating securities	8	4
Net income allocated to common shareholders	$ 681	$ 286
Earnings per share:
Net income allocated to common shareholders	689,820,295	747,667,521
Effect of dilutive securities:
Stock-based awards	14,000,000	13,000,000
Net income allocated to common shareholders	704,100,936	760,809,239
Earnings per share:
Earnings per share - basic	$ 0.99	$ 0.38
Earnings per diluted share:
Earnings per share - diluted	$ 0.97	$ 0.38

EPS (Earnings Per Share - Addit

EPS (Earnings Per Share - Additional Information) (Detail) - shares shares in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Stock Appreciation Rights
Earnings Per Share Disclosure
Anti-dilutive securities	2	6

Fair Value Measurements (Assets

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Detail) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017
Assets:
Available-for-sale debt securities, fair value	[1]	$ 31,819		$ 31,751
Trading debt securities		571		492
Equity securities		418		439
Commercial loans held for sale measured at FV		650		399
Commercial
Assets:
Commercial loans held for sale measured at FV		16		0
Residential mortgage loans
Assets:
Loans measured at FV		136		137
Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		31,207	[2]	31,139	[3]
Trading debt securities		571		492
Equity securities		418		439
Residential mortgage loans held for sale		650		399
Loans measured at FV	[4]	136	[5]	137
Commercial loans held for sale measured at FV		16
Mortgage servicing rights		926	[2],[6]	858
Derivative assets	[7]	865		823
Total assets		34,789		34,287
Liabilities:
Derivative liabilities	[8]	774		602
Short positions	[8]	126		31
Total liabilities		900		633
Interest Rate Contract | Fair value, recurring
Assets:
Derivative assets		534		514
Liabilities:
Derivative liabilities		285		178
Foreign Exchange Contract | Fair value, recurring
Assets:
Derivative assets		132		124
Liabilities:
Derivative liabilities		129		120
Equity Contract | Fair value, recurring
Assets:
Equity securities				20
Liabilities:
Derivative liabilities		165		137
Commodity Contract | Fair value, recurring
Assets:
Derivative assets		199		165
Liabilities:
Derivative liabilities		195		167
U.S. Treasury and federal agencies
Assets:
Available-for-sale debt securities, fair value		96		98
U.S. Treasury and federal agencies | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		96		98
Trading debt securities		21		12
Obligations of states and political subdivisions
Assets:
Available-for-sale debt securities, fair value		44		44
Obligations of states and political subdivisions | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		44		44
Trading debt securities		52		22
Agency mortgage-backed securities | Residential mortgage backed securities
Assets:
Available-for-sale debt securities, fair value		15,208		15,319	[9]
Agency mortgage-backed securities | Residential mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		15,208		15,319
Trading debt securities		364		395
Agency mortgage-backed securities | Commercial mortgage backed securities
Assets:
Available-for-sale debt securities, fair value		10,455		10,167
Agency mortgage-backed securities | Commercial mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		10,455		10,167
Non-agency mortgage-backed securities | Commercial mortgage backed securities
Assets:
Available-for-sale debt securities, fair value		3,190		3,293
Non-agency mortgage-backed securities | Commercial mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		3,190		3,293
Asset-backed securities and other debt securities
Assets:
Available-for-sale debt securities, fair value		2,214		2,218
Asset-backed securities and other debt securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		2,214		2,218
Trading debt securities		134		63
Fair Value, Inputs, Level 1 | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		96	[2],[10]	98	[3],[11]
Trading debt securities		0	[10]	1	[11]
Equity securities		417		438
Derivative assets	[7]	36	[10]	40	[11]
Total assets		549	[10]	577	[11]
Liabilities:
Derivative liabilities	[8]	58	[10]	39	[11]
Short positions	[8]	93	[10]	25	[11]
Total liabilities		151	[10]	64	[11]
Fair Value, Inputs, Level 1 | Interest Rate Contract | Fair value, recurring
Assets:
Derivative assets		2	[10]	1	[11]
Liabilities:
Derivative liabilities		2	[10]	1	[11]
Fair Value, Inputs, Level 1 | Commodity Contract | Fair value, recurring
Assets:
Derivative assets		34	[10]	39	[11]
Liabilities:
Derivative liabilities		56	[10]	38	[11]
Fair Value, Inputs, Level 1 | U.S. Treasury and federal agencies | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		96	[10]	98	[11]
Trading debt securities		0	[10]	1
Fair Value, Inputs, Level 2 | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		31,111	[2],[10]	31,041	[3],[11]
Trading debt securities		571	[10]	491	[11]
Equity securities		1		1
Residential mortgage loans held for sale		650	[10]	399	[11]
Commercial loans held for sale measured at FV	[10]	16
Derivative assets	[7]	818	[10]	775	[11]
Total assets		33,167	[10]	32,707	[11]
Liabilities:
Derivative liabilities	[8]	544	[10]	421	[11]
Short positions	[8]	33	[10]	6	[11]
Total liabilities		577	[10]	427	[11]
Fair Value, Inputs, Level 2 | Interest Rate Contract | Fair value, recurring
Assets:
Derivative assets		521	[10]	505	[11]
Liabilities:
Derivative liabilities		276	[10]	172	[11]
Fair Value, Inputs, Level 2 | Foreign Exchange Contract | Fair value, recurring
Assets:
Derivative assets		132	[10]	124	[11]
Liabilities:
Derivative liabilities		129	[10]	120	[11]
Fair Value, Inputs, Level 2 | Equity Contract | Fair value, recurring
Assets:
Equity securities				20
Fair Value, Inputs, Level 2 | Commodity Contract | Fair value, recurring
Assets:
Derivative assets		165	[10]	126	[11]
Liabilities:
Derivative liabilities		139	[10]	129	[11]
Fair Value, Inputs, Level 2 | U.S. Treasury and federal agencies | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		0	[10]	0	[11]
Trading debt securities		21	[10]	11	[11]
Fair Value, Inputs, Level 2 | Obligations of states and political subdivisions | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		44	[10]	44	[11]
Trading debt securities		52	[10]	22	[11]
Fair Value, Inputs, Level 2 | Agency mortgage-backed securities | Residential mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		15,208	[10]	15,319	[11]
Trading debt securities		364	[10]	395	[11]
Fair Value, Inputs, Level 2 | Agency mortgage-backed securities | Commercial mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		10,455	[10]	10,167	[11]
Fair Value, Inputs, Level 2 | Non-agency mortgage-backed securities | Commercial mortgage backed securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		3,190	[10]	3,293	[11]
Fair Value, Inputs, Level 2 | Asset-backed securities and other debt securities | Fair value, recurring
Assets:
Available-for-sale debt securities, fair value		2,214	[10]	2,218	[11]
Trading debt securities		134	[10]	63	[11]
Fair Value, Inputs, Level 3 | Fair value, recurring
Assets:
Loans measured at FV	[4]	136	[5]	137
Mortgage servicing rights		926		858
Derivative assets	[7]	11		8
Total assets		1,073		1,003
Liabilities:
Derivative liabilities	[8]	172		142
Total liabilities		172		142
Fair Value, Inputs, Level 3 | Interest Rate Contract | Fair value, recurring
Assets:
Derivative assets		11		8
Liabilities:
Derivative liabilities		7		5
Fair Value, Inputs, Level 3 | Equity Contract | Fair value, recurring
Liabilities:
Derivative liabilities		$ 165		$ 137
[1]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.
[2]	Excludes FHLB, FRB and DTCC restricted stock holdings totaling $ 248 , $ 362 and $ 2 , respectively, at March 31, 2018 .
[3]	Excludes FHLB, FRB and DTCC restricted stock holdings totaling $248, $362 and $ 2 , respectively, at December 31, 2017 .
[4]	Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment.
[5]	Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment.
[6]	For both the three months ended March 31, 2018 and 2017 , dividends were $ 414.06 per preferred share for Perpetual Preferred Stock, Series I and $ 612.5 0 per preferred share for Perpetual Preferred Stock, Series J.
[7]	Included in other assets in the Condensed Consolidated Balance S heets.
[8]	Included in other liabilities in the Condensed Consolidated Balance Sheets.
[9]	Includes interest-only mortgage-backed securities of $ 34 as of December 31, 2017 , recorded at fair value with fair value changes recorded in securities gains, net, in the Condensed Consolidated Statements of Income.
[10]	During the three months ended March 31, 2018 , no assets or liabilities were transferred between Level 1 and Level 2.
[11]	During the year ended December 31, 2017 , no assets or liabilities were transferred between Level 1 and Level 2.

Fair Value Measurements (Ass123

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Parenthetical) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Federal Home Loan Bank Stock	$ 248	$ 248
Federal Reserve Bank Stock	362	362
DTCC Stock	$ 2	$ 2

Fair Value Measurements (Fair V

Fair Value Measurements (Fair Value Measurements - Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Net fair value of the interest rate lock commitments	$ 11
Change in the fair value of the interest rate lock commitments, due to decrease in current interest rates of 25 bp	5
Change in the fair value of the interest rate lock commitments, due to decrease in current interest rates of 50 bp	9
Change in the fair value of the interest rate lock commitments, due to increase in current interest rates of 25 bp	6
Change in the fair value of the interest rate lock commitments, due to increase in current interest rates of 50 bp	13
Change in fair value of interest rate lock commitments, due to 10% adverse changes in the assumed loan closing rates	1
Change in fair value of interest rate lock commitments, due to 20% adverse changes in the assumed loan closing rates	2
Change in fair value of interest rate lock commitments, due to 10% favorable changes in the assumed loan closing rates	1
Change in fair value of interest rate lock commitments, due to 20% favorable changes in the assumed loan closing rates	2
Portfolio loans to loans held for sale	64	$ 5
Existing loans held for sale, further adjusted	650		$ 399
Fair value changes included in earnings for instruments for which the fair value option was elected	12	22
Net Losses On Operating Lease Equipment	2	20
Larger commercial loans, subject to impairment review	1
Commercial Loans Held For Sale
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Portfolio loans to loans held for sale	1	18
Existing loans held for sale, further adjusted	1
Gain Loss On Sales Of Loans Net		2
Fair value adjustment		17
Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Net impact related to fair value adjustments	2	2
Nonrecurring Losses Included As Charge-Offs	1	$ 2
Residential Mortgage Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair value of loans	2		$ 2
Fair value measurements nonrecurring | Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
OTTI	6
Positive fair value adjustment, observable price changes | Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair value adjustment	35
Fair value adjustment, impairment | Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair value adjustment	$ 10

Fair Value Measurements (Reconc

Fair Value Measurements (Reconciliation of Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs) (Level 3) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018		Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Beginning Balance		$ 861		$ 804
Included in earnings		1		(13)
Purchases/originations		38		54
Settlements		(135)		(17)
Transfers Into Level 3	[1]	136		3
Ending Balance		901		831
The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets still held	[2]	(2)		(20)
Residential Mortgage
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Beginning Balance		137		143
Included in earnings		(2)		0
Purchases/originations		0		0
Settlements		(135)		(5)
Transfers Into Level 3	[1]	136		3
Ending Balance		136		141
The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets still held	[2]	(2)		0
Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Beginning Balance		858		744
Included in earnings		28		(23)
Purchases/originations		40		55
Settlements		0		0
Transfers Into Level 3		0	[1]	0
Ending Balance		926		776
The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets still held		28	[2]	(23)
Interest Rate Contract
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Beginning Balance	[3]	3		8	[4]
Included in earnings		14	[3]	23	[4]
Purchases/originations		(2)	[3]	(1)	[4]
Settlements		(11)	[3]	(19)	[4]
Transfers Into Level 3	[1]	0	[3]	0	[4]
Ending Balance		4	[3]	11	[4]
The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets still held	[2]	11	[3]	16	[4]
Equity Contract
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Beginning Balance		(137)		(91)	[4]
Included in earnings		(39)		(13)	[4]
Purchases/originations		0		0	[4]
Settlements		11		7	[4]
Transfers Into Level 3	[1]	0		0	[4]
Ending Balance		(165)		(97)	[4]
The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets still held	[2]	$ (39)		$ (13)	[4]
[1]	Includes certain residential mortgage loans originated as held for sale that were transferred to held for invest ment.
[2]	Includes interest income and expense .
[3]	Net interest rate derivatives include derivative assets and liabilities of $ 11 and $ 7 , respectively , as of March 31, 2018 .
[4]	Net interest rate derivatives include derivative assets and liabilities of $ 16 and $ 5 , respectively, as of March 31, 2017 . Net equity derivatives include derivative assets and liabilities of $ 0 and $ 97 , respectively, as of March 31, 2017 .

Fair Value Measurements (Rec126

Fair Value Measurements (Reconciliation of Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs) (Level 3) (Parenthetical) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Derivative assets	$ 901	$ 861	$ 831	$ 804
Interest Rates
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Derivative assets	11		16
Derivative liabilities	$ 7		5
Equity Contract
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Derivative assets			0
Derivative liabilities			$ 97

Fair Value Measurements (Total

Fair Value Measurements (Total Gains and Losses Included in Earnings for Assets and Liabilites Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs) (Level 3) (Detail) - Fair Value, Inputs, Level 3 - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gains and losses included in earnings	$ 1	$ (13)
Mortgage Banking Revenue
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gains and losses included in earnings	39	0
Corporate Banking Revenue
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gains and losses included in earnings	1	0
Other Noninterest Income
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gains and losses included in earnings	$ (39)	$ (13)

Fair Value Measurements (Tot128

Fair Value Measurements (Total Gains and Losses Included in Earning Attributable to Changes in Unrealized Gains and Losses Related to Level 3 Assets and Liabilites Still Held at Year End) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gain and losses included in earnings	$ (2)	$ (20)
Mortgage Banking Revenue
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gain and losses included in earnings	36	(7)
Corporate Banking Revenue
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gain and losses included in earnings	1	0
Other Noninterest Income
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Gain and losses included in earnings	$ (39)	$ (13)

Fair Value Measurements (Fai129

Fair Value Measurements (Fair Values of Assets and Liabilities (Significant Unobservable Level 3 Inputs Recurring Basis)) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	$ 865		$ 823
Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Loans measured at FV	136	$ 141
Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Mortgage servicing rights	926	776
IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	11	16
Swap associated with the sale of Visa, Inc. Class B shares
Quantitative Information About Level 3 Fair Value Measurements
Derivative instruments	$ (165)	$ (97)
Minimum | Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	(12.60%)	(10.60%)
Credit risk factor	0.00%	0.00%
Minimum | Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	0.50%	0.70%
OAS spread (bps)	44600.00%	43000.00%
Minimum | IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	9.50%	12.30%
Minimum | Swap associated with the sale of Visa, Inc. Class B shares
Quantitative Information About Level 3 Fair Value Measurements
Timing of the resolution of the covered litigation	Feb. 28, 2021	Dec. 31, 2018
Maximum | Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	14.10%	15.40%
Credit risk factor	46.20%	46.20%
Maximum | Mortgage servicing rights
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	98.10%	100.00%
OAS spread (bps)	151500.00%	151500.00%
Maximum | IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	102.70%	97.90%
Maximum | Swap associated with the sale of Visa, Inc. Class B shares
Quantitative Information About Level 3 Fair Value Measurements
Timing of the resolution of the covered litigation	Dec. 31, 2023	Dec. 31, 2022
Weighted average | Residential mortgage loans
Quantitative Information About Level 3 Fair Value Measurements
Interest rate risk factor	1.30%	2.30%
Credit risk factor	1.50%	1.20%
Weighted average | Mortgage servicing rights | Fixed
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	10.00%	11.20%
OAS spread (bps)	54800.00%	52800.00%
Weighted average | Mortgage servicing rights | Adjustable
Quantitative Information About Level 3 Fair Value Measurements
Prepayment speed	24.60%	25.20%
OAS spread (bps)	79700.00%	75700.00%
Weighted average | IRLCs, net
Quantitative Information About Level 3 Fair Value Measurements
Loan closing rates	76.60%	72.20%
Weighted average | Swap associated with the sale of Visa, Inc. Class B shares
Quantitative Information About Level 3 Fair Value Measurements
Timing of the resolution of the covered litigation	Sep. 8, 2021	Aug. 24, 2020

Fair Value Measurements (Ass130

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	$ 404	$ 435
Fair Value Measured On Nonrecurring Basis Gains Losses	(35)	(75)
Commercial Loans Held-for-Sale | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	5	1
Fair Value Measured On Nonrecurring Basis Gains Losses	(1)	(19)
Commercial and Industrial Loans | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	277	318
Fair Value Measured On Nonrecurring Basis Gains Losses	(44)	(26)
Commercial Mortgage Loans | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	4	25
Fair Value Measured On Nonrecurring Basis Gains Losses	6	(2)
Commercial Leases | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	2	2
Fair Value Measured On Nonrecurring Basis Gains Losses	(2)	(1)
Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	17	19
Fair Value Measured On Nonrecurring Basis Gains Losses	(3)	(4)
Bank premises and equipment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	4	15
Fair Value Measured On Nonrecurring Basis Gains Losses	(8)	(3)
Operating lease equipment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	12	55
Fair Value Measured On Nonrecurring Basis Gains Losses	(2)	20
Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	83
Fair Value Measured On Nonrecurring Basis Gains Losses	(19)
Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	354	435
Fair Value, Inputs, Level 3 | Commercial Loans Held-for-Sale | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	5	1
Fair Value, Inputs, Level 3 | Commercial and Industrial Loans | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	277	318
Fair Value, Inputs, Level 3 | Commercial Mortgage Loans | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	4	25
Fair Value, Inputs, Level 3 | Commercial Leases | Commercial
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	2	2
Fair Value, Inputs, Level 3 | Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	17	19
Fair Value, Inputs, Level 3 | Bank premises and equipment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	4	15
Fair Value, Inputs, Level 3 | Operating lease equipment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	12	$ 55
Fair Value, Inputs, Level 3 | Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	33
Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	50
Fair Value, Inputs, Level 2 | Private Equity Investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Fair Value Measurements	$ 50

Fair Value Measurements (Fai131

Fair Value Measurements (Fair Values of Assets and Liabilities (Significant Unobservable Level 3 Inputs Nonrecurring Basis)) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Commercial Loans Held For Sale | Commercial
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	$ 5	$ 1
Commercial and Industrial Loans | Commercial
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	277	318
Commercial Mortgage Loans | Commercial
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	4	25
Commercial Leases | Commercial
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	2	2
OREO Property
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	17	19
Bank premises and equipment
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	4	15
Operating lease equipment
Quantitative Information About Level 3 Fair Value Measurements
Fair value measurements nonrecurring assets	12	$ 55
Private Equity Investments
Quantitative Information About Level 3 Fair Value Measurements
Comparable company analysis, fair value	4
Liquidity discount, fair value	$ 29
Minimum | Private Equity Investments
Quantitative Information About Level 3 Fair Value Measurements
Liquidity discount	0.00%
Maximum | Private Equity Investments
Quantitative Information About Level 3 Fair Value Measurements
Liquidity discount	43.00%
Weighted average | Commercial Loans Held For Sale
Quantitative Information About Level 3 Fair Value Measurements
Cost to sell	10.00%	10.00%
Weighted average | Private Equity Investments
Quantitative Information About Level 3 Fair Value Measurements
Liquidity discount	10.50%

Fair Value Measurements (Differ

Fair Value Measurements (Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance for Residential Mortgage Loans Measured at Fair Value) (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Residential mortgage loans
Aggregate fair value
Loans measured at fair value	$ 786	$ 536
Past due loans of 90 days or more	4	5
Nonaccrual loans	1	1
Aggregate unpaid principal balance
Loans measured at fair value	774	522
Past due loans of 90 days or more	4	5
Nonaccrual loans	1	1
Difference
Loans measured at fair value	12	14
Past due loans of 90 days or more	0	0
Nonaccrual loans	0	$ 0
Commercial loans
Aggregate fair value
Loans measured at fair value	16
Aggregate unpaid principal balance
Loans measured at fair value	16
Difference
Loans measured at fair value	$ 0

Fair Value Measurements (Carryi

Fair Value Measurements (Carrying Amounts and Estimated Fair Values for Certain Financial Instruments) (Detail) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016	[1]
Financial assets:
Cash and due from banks		$ 2,038	$ 2,514	$ 2,205	$ 2,392
Held-to-maturity securities, amortized cost	[2]	23	24
Other short-term investments	[1]	1,747	2,753
Loans and leases held for sale	[3]	717	492
Portfolio loans and leases, net		90,832	90,774
Other securities, fair value	[4]	31,819	31,751
Held-to-maturity securities, fair value		23	24
Loans held for sale		650	399
Financial liabilities:
Deposits		105,461	103,162
Federal funds purchased		178	174
Other short-term borrowings		1,335	4,012
Long-term debt	[1]	14,800	14,904
Commercial
Financial assets:
Loans held for sale		16	0
Residential Mortgage
Financial assets:
Portfolio loans and leases at fair value		136		$ 141
Carrying (Reported) Amount, Fair Value Disclosure
Financial assets:
Cash and due from banks		2,038	2,514
Held-to-maturity securities, amortized cost		23	24
Other short-term investments		1,747	2,753
Loans and leases held for sale		51	93
Portfolio loans and leases, net		90,696	90,637
Unallocated Allowance For Loan And Lease Losses		(114)	(120)
Financial liabilities:
Deposits		105,461	103,162
Federal funds purchased		178	174
Other short-term borrowings		1,335	4,012
Long-term debt		14,800	14,904
Carrying (Reported) Amount, Fair Value Disclosure | FHLB, FRB and DTCC restricted stock holdings
Financial assets:
Other securities		612	612
Carrying (Reported) Amount, Fair Value Disclosure | Commercial and Industrial Loans | Commercial
Financial assets:
Portfolio loans and leases, net		41,023	40,519
Carrying (Reported) Amount, Fair Value Disclosure | Commercial Mortgage Loans | Commercial
Financial assets:
Portfolio loans and leases, net		6,446	6,539
Carrying (Reported) Amount, Fair Value Disclosure | Commercial Construction Loans | Commercial
Financial assets:
Portfolio loans and leases, net		4,743	4,530
Carrying (Reported) Amount, Fair Value Disclosure | Commercial Leases | Commercial
Financial assets:
Portfolio loans and leases, net		3,904	4,054
Carrying (Reported) Amount, Fair Value Disclosure | Residential Mortgage
Financial assets:
Portfolio loans and leases, net		15,338	15,365
Carrying (Reported) Amount, Fair Value Disclosure | Home Equity
Financial assets:
Portfolio loans and leases, net		6,713	6,968
Carrying (Reported) Amount, Fair Value Disclosure | Automobile Loans
Financial assets:
Portfolio loans and leases, net		8,979	9,074
Carrying (Reported) Amount, Fair Value Disclosure | Credit Card
Financial assets:
Portfolio loans and leases, net		2,072	2,182
Carrying (Reported) Amount, Fair Value Disclosure | Other Consumer Loans
Financial assets:
Portfolio loans and leases, net		1,592	1,526
Total Fair Value
Financial assets:
Cash and due from banks, fair value		2,038	2,514
Held-to-maturity securities, fair value		23	24
Other short term investments, fair value		1,747	2,753
Portfolio loans and leases at fair value		92,469	92,948
Financial liabilities:
Deposits, fair value		105,407	103,123
Federal funds purchased, fair value		178	174
Other short-term borrowings, fair value		1,335	4,012
Long term debt, fair value		15,216	15,574
Total Fair Value | Non Fair Value Option HFS Loans
Financial assets:
Loans held for sale		51	93
Total Fair Value | FHLB, FRB and DTCC restricted stock holdings
Financial assets:
Other securities, fair value		612	612
Total Fair Value | Commercial and Industrial Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		42,143	41,718
Total Fair Value | Commercial Mortgage Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		6,395	6,490
Total Fair Value | Commercial Construction Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		4,775	4,560
Total Fair Value | Commercial Leases | Commercial
Financial assets:
Portfolio loans and leases at fair value		3,520	3,705
Total Fair Value | Residential Mortgage
Financial assets:
Portfolio loans and leases at fair value		15,716	15,996
Total Fair Value | Home Equity
Financial assets:
Portfolio loans and leases at fair value		7,103	7,410
Total Fair Value | Automobile Loans
Financial assets:
Portfolio loans and leases at fair value		8,708	8,832
Total Fair Value | Credit Card
Financial assets:
Portfolio loans and leases at fair value		2,440	2,616
Total Fair Value | Other Consumer Loans
Financial assets:
Portfolio loans and leases at fair value		1,669	1,621
Total Fair Value | Fair Value, Inputs, Level 1
Financial assets:
Cash and due from banks, fair value		2,038	2,514
Other short term investments, fair value		1,747	2,753
Financial liabilities:
Federal funds purchased, fair value		178	174
Long term debt, fair value		14,752	15,045
Total Fair Value | Fair Value, Inputs, Level 2
Financial liabilities:
Deposits, fair value		105,407	103,123
Other short-term borrowings, fair value		1,335	4,012
Long term debt, fair value		464	529
Total Fair Value | Fair Value, Inputs, Level 2 | FHLB, FRB and DTCC restricted stock holdings
Financial assets:
Other securities, fair value		612	612
Total Fair Value | Fair Value, Inputs, Level 3
Financial assets:
Held-to-maturity securities, fair value		23	24
Portfolio loans and leases at fair value		92,469	92,948
Total Fair Value | Fair Value, Inputs, Level 3 | Non Fair Value Option HFS Loans
Financial assets:
Loans held for sale		51	93
Total Fair Value | Fair Value, Inputs, Level 3 | Commercial and Industrial Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		42,143	41,718
Total Fair Value | Fair Value, Inputs, Level 3 | Commercial Mortgage Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		6,395	6,490
Total Fair Value | Fair Value, Inputs, Level 3 | Commercial Construction Loans | Commercial
Financial assets:
Portfolio loans and leases at fair value		4,775	4,560
Total Fair Value | Fair Value, Inputs, Level 3 | Commercial Leases | Commercial
Financial assets:
Portfolio loans and leases at fair value		3,520	3,705
Total Fair Value | Fair Value, Inputs, Level 3 | Residential Mortgage
Financial assets:
Portfolio loans and leases at fair value		15,716	15,996
Total Fair Value | Fair Value, Inputs, Level 3 | Home Equity
Financial assets:
Portfolio loans and leases at fair value		7,103	7,410
Total Fair Value | Fair Value, Inputs, Level 3 | Automobile Loans
Financial assets:
Portfolio loans and leases at fair value		8,708	8,832
Total Fair Value | Fair Value, Inputs, Level 3 | Credit Card
Financial assets:
Portfolio loans and leases at fair value		2,440	2,616
Total Fair Value | Fair Value, Inputs, Level 3 | Other Consumer Loans
Financial assets:
Portfolio loans and leases at fair value		$ 1,669	$ 1,621
[1]	Includes $ 66 and $ 62 of other short-term investments , $ 1,135 and $ 1,297 of portfolio loans and leases, $ (6) and $ (6) of ALLL, $ 6 and $ 7 of other assets, $ 2 and $ 2 of other liabilities, and $ 1,031 and $ 1,190 of long-term debt from consolidated VIEs that are included in their respe ctive captions above at March 31, 2018 and December 31, 2017 , respectively. For further information refer to Note 9 .
[2]	Fair value of $ 23 and $ 24 at March 31, 2018 and December 31, 2017 , respectively.
[3]	Includes $ 650 and $ 399 of residential mortgage loans held for sale measured at fair value and $ 16 and $ 0 of commercial loans held for sale measured at fair value at March 31, 2018 and December 31, 2017 , respectively.
[4]	Amortized cost of $ 32,230 and $ 31,577 at March 31, 2018 and December 31, 2017 , respectively.

Segments (Results of Operations

Segments (Results of Operations and Average Assets by Segment - Additional Information) (Detail)	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements
Full-service Banking Centers	1,153

Segments (Results of Operati135

Segments (Results of Operations and Average Assets by Segment) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018		Mar. 31, 2018	Mar. 31, 2017		Dec. 31, 2017
Segment Reporting Information
Total Assets		$ 141,500		$ 141,500	$ 140,200		$ 142,193
Net interest income		996			933
Provision for (benefit from) loan and lease losses		23			74
Net interest income after provision for loan and lease losses		973			859
Service charges on deposits		137			138
Wealth and asset management revenue		113			108
Corporate banking revenue		88			74
Card and processing revenue		79			74
Mortgage banking net revenue		56			52
Other noninterest income		460			77
Securities gains (losses), net		(11)			0
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		(13)			0
Total noninterest income		909			523
Salaries, wages and incentives		447			411
Net occupancy expense		75			78
Card and processing expense		29			30
Other noninterest expense		286			270
Employee benefits		110			111
Equipment expense		31			28
Technology and communications		68			58
Total noninterest expense		1,046			986
Income (Loss) Before Income Taxes		836			396
Net income (loss)		704		704	305
Applicable income tax expense (benefit)		132			91
Total goodwill		2,462		2,462	2,419		$ 2,445
Intersegment Elimination
Segment Reporting Information
Wealth and asset management revenue	[1]	(34)			(34)
Total noninterest income	[1]	(34)			(34)
Other noninterest expense		(34)			(34)	[1]
Total noninterest expense		(34)			(34)
Commercial Banking
Segment Reporting Information
Total Assets		58,829		58,829	57,672
Net interest income		419			425
Provision for (benefit from) loan and lease losses		(20)			6
Net interest income after provision for loan and lease losses		439			419
Service charges on deposits		71			73
Wealth and asset management revenue		1			1
Corporate banking revenue		86			73
Card and processing revenue		14			14
Mortgage banking net revenue		0			0
Other noninterest income		49			41
Securities gains (losses), net		(2)
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		0
Total noninterest income	[2]	219			202
Salaries, wages and incentives		70			67
Net occupancy expense		7			7
Card and processing expense		1			1
Other noninterest expense		281			260
Employee benefits		18			18
Equipment expense		5			4
Technology and communications		2			3
Total noninterest expense		384			360
Income (Loss) Before Income Taxes		274			261
Net income (loss)		259			217
Applicable income tax expense (benefit)		15			44
Total goodwill		630		630	613
Branch Banking
Segment Reporting Information
Total Assets		60,197		60,197	57,883
Net interest income		466			430
Provision for (benefit from) loan and lease losses		44			42
Net interest income after provision for loan and lease losses		422			388
Service charges on deposits		66			65
Wealth and asset management revenue		37			36
Corporate banking revenue		1			1
Card and processing revenue		64			59
Mortgage banking net revenue		1			1
Other noninterest income		15			22
Securities gains (losses), net		0
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		0
Total noninterest income		184	[3]		184	[4]
Salaries, wages and incentives		110			104
Net occupancy expense		43			47
Card and processing expense		29			29
Other noninterest expense		215			192
Employee benefits		26			27
Equipment expense		13			13
Technology and communications		1			1
Total noninterest expense		437			413
Income (Loss) Before Income Taxes		169			159
Net income (loss)		134			103
Applicable income tax expense (benefit)		35			56
Total goodwill		1,655		1,655	1,655
Consumer Lending
Segment Reporting Information
Total Assets		22,384		22,384	21,994
Net interest income		59			61
Provision for (benefit from) loan and lease losses		12			15
Net interest income after provision for loan and lease losses		47			46
Service charges on deposits		0			0
Wealth and asset management revenue		0			0
Corporate banking revenue		0			0
Card and processing revenue		0			0
Mortgage banking net revenue		55			51
Other noninterest income		4			4
Securities gains (losses), net		0
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		(13)
Total noninterest income		46			55
Salaries, wages and incentives		39			37
Net occupancy expense		3			3
Card and processing expense		0			0
Other noninterest expense		52			54
Employee benefits		11			11
Equipment expense		0			0
Technology and communications		1			1
Total noninterest expense		106			106
Income (Loss) Before Income Taxes		(13)			(5)
Net income (loss)		(10)			(3)
Applicable income tax expense (benefit)		(3)			(2)
Total goodwill		0		0	0
Wealth and Asset Management
Segment Reporting Information
Total Assets		10,611		10,611	9,644
Net interest income		43			38
Provision for (benefit from) loan and lease losses		16			4
Net interest income after provision for loan and lease losses		27			34
Service charges on deposits		0			0
Wealth and asset management revenue		109			105
Corporate banking revenue		1			0
Card and processing revenue		1			1
Mortgage banking net revenue		0			0
Other noninterest income		5			0
Securities gains (losses), net		0
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		0
Total noninterest income		116			106
Salaries, wages and incentives		44			39
Net occupancy expense		3			2
Card and processing expense		0			0
Other noninterest expense		74			67
Employee benefits		10			9
Equipment expense		0			0
Technology and communications		0			0
Total noninterest expense		131			117
Income (Loss) Before Income Taxes		12			23
Net income (loss)		9			15
Applicable income tax expense (benefit)		3			8
Total goodwill		177		177	151
General Corporate and Other
Segment Reporting Information
Total Assets		(10,521)		(10,521)	(6,993)	[2]
Net interest income		9			(21)
Provision for (benefit from) loan and lease losses		(29)			7
Net interest income after provision for loan and lease losses		38			(28)
Service charges on deposits		0			0
Wealth and asset management revenue		0			0
Corporate banking revenue		0			0
Card and processing revenue		0			0
Mortgage banking net revenue		0			0
Other noninterest income		387			10
Securities gains (losses), net		(9)
Securities gains (losses), net - non-qualifying hedges on mortgage servcing rights		0
Total noninterest income		378			10
Salaries, wages and incentives		184			164
Net occupancy expense		19			19
Card and processing expense		(1)			0
Other noninterest expense		(302)			(269)
Employee benefits		45			46
Equipment expense		13			11
Technology and communications		64			53
Total noninterest expense		22			24
Income (Loss) Before Income Taxes		394			(42)
Net income (loss)		312			(27)
Applicable income tax expense (benefit)		82			(15)
Total goodwill		$ 0		$ 0	$ 0
[1]	Revenue sharing agreements between wealth and asset management and branch banking are eliminated in the Condensed Consolidated Statements of Income.
[2]	Includes impairment charges of $ 31 for operating lease equipment. For more information refer to Note 21 .
[3]	Includes impairment charges of $ 8 for branches and land. For more information refer to Note 7 and Note 21 .
[4]	Includes impairment charges of $ 3 for branches and land. For more information refer to Note 7 and Note 21 .

Segments (Results of Operati136

Segments (Results of Operations and Average Assets by Segment) (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Segment Reporting Information
Other Asset Impairment Charges	$ (2)	$ (20)
Bank premises and equipment held for sale	20		$ 27
Branch Banking
Segment Reporting Information
Impairment of Branches and Land	8	3
Commercial Banking | Operating lease equipment
Segment Reporting Information
Other Asset Impairment Charges		31
General Corporate and Other
Segment Reporting Information
Bank premises and equipment held for sale	$ 20	$ 51