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Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2026

Fair Value Disclosures [Abstract]

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
June 30, 2026 ($ in millions)			Level 1			Level 2			Level 3			Total Fair Value
Assets:
Available-for-sale debt and other securities:
U.S. Treasury and federal agencies securities			$	1,899		—			—			1,899
Mortgage-backed securities:
Agency residential mortgage-backed securities			—			15,029			—			15,029
Agency commercial mortgage-backed securities			—			21,357			—			21,357
Non-agency commercial mortgage-backed securities			—			2,618			—			2,618
Asset-backed securities and other debt securities			—			2,303			—			2,303
Available-for-sale debt and other securities(a)			1,899			41,307			—			43,206
Trading debt securities:
U.S. Treasury and federal agencies securities			659			38			—			697
Obligations of states and political subdivisions securities			—			149			—			149
Agency residential mortgage-backed securities			—			42			—			42
Asset-backed securities and other debt securities			—			965			—			965
Trading debt securities			659			1,194			—			1,853
Equity securities			473			22			—			495
Commercial mortgage loans held for sale			—			3			—			3
Residential mortgage loans held for sale			—			695			—			695
Residential mortgage loans(b)			—			—			102			102
Residential mortgage servicing rights			—			—			1,582			1,582
Derivative assets:
Interest rate contracts			3			609			7			619
Foreign exchange contracts			—			503			—			503
Commodity contracts			130			1,226			—			1,356
Derivative assets(c)			133			2,338			7			2,478
Total assets			$	3,164		45,559			1,691			50,414
Liabilities:
Derivative liabilities:
Interest rate contracts			$	3		790			9			802
Foreign exchange contracts			—			437			—			437
Equity contracts			—			—			70			70
Commodity contracts			130			1,227			—			1,357
Derivative liabilities(d)			133			2,454			79			2,666
Short positions:
U.S. Treasury and federal agencies securities			129			—			—			129
Asset-backed securities and other debt securities			—			316			—			316
Equity securities			60			—			—			60
Short positions(d)			189			316			—			505
Total liabilities			$	322		2,770			79			3,171

(a)Excludes FHLB, FRB and DTCC restricted stock holdings totaling $368, $889 and $3, respectively, at June 30, 2026.

(b)Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment.

(c)Included in other assets in the Condensed Consolidated Balance Sheets.

(d)Included in other liabilities in the Condensed Consolidated Balance Sheets.

			Fair Value Measurements Using
December 31, 2025 ($ in millions)			Level 1			Level 2			Level 3			Total Fair Value
Assets:
Available-for-sale debt and other securities:
U.S. Treasury and federal agencies securities			$	1,575		—			—			1,575
Mortgage-backed securities:
Agency residential mortgage-backed securities			—			8,623			—			8,623
Agency commercial mortgage-backed securities			—			20,187			—			20,187
Non-agency commercial mortgage-backed securities			—			2,833			—			2,833
Asset-backed securities and other debt securities			—			2,267			—			2,267
Available-for-sale debt and other securities(a)			1,575			33,910			—			35,485
Trading debt securities:
U.S. Treasury and federal agencies securities			482			12			—			494
Obligations of states and political subdivisions securities			—			63			—			63
Agency residential mortgage-backed securities			—			49			—			49
Asset-backed securities and other debt securities			—			451			—			451
Trading debt securities			482			575			—			1,057
Equity securities			436			17			—			453
Commercial mortgage loans held for sale			—			—			—			—
Residential mortgage loans held for sale			—			658			—			658
Residential mortgage loans(b)			—			—			106			106
Residential mortgage servicing rights			—			—			1,598			1,598
Derivative assets:
Interest rate contracts			1			457			5			463
Foreign exchange contracts			—			659			—			659
Commodity contracts			224			522			—			746
Derivative assets(c)			225			1,638			5			1,868
Total assets			$	2,718		36,798			1,709			41,225
Liabilities:
Derivative liabilities:
Interest rate contracts			$	3		537			4			544
Foreign exchange contracts			—			628			—			628
Equity contracts			—			—			124			124
Commodity contracts			35			703			—			738
Derivative liabilities(d)			38			1,868			128			2,034
Short positions:
U.S. Treasury and federal agencies securities			82			3			—			85
Asset-backed securities and other debt securities			—			218			—			218
Equity securities			48			—			—			48
Short positions(d)			130			221			—			351
Total liabilities			$	168		2,089			128			2,385

(a)Excludes FHLB, FRB and DTCC restricted stock holdings totaling $167, $505 and $2, respectively, at December 31, 2025.

(b)Includes residential mortgage loans originated as held for sale and subsequently transferred to held for investment.

(c)Included in other assets in the Condensed Consolidated Balance Sheets.

(d)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

The following tables are a reconciliation of assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3):

For the three months ended June 30, 2026 ($ in millions)			Residential Mortgage Loans			Residential Mortgage Servicing Rights			Interest Rate Derivatives, Net(a)			Equity Derivatives			Total Fair Value
Balance, beginning of period			$	105		1,583			(3)			(82)			1,603
Total (losses) gains (realized/unrealized):(b)(c)
Included in earnings			—			(36)			18			(1)			(19)
Purchases/originations/acquisitions			—			35			—			—			35
Settlements			(3)			—			(17)			13			(7)
Transfers into Level 3(d)			—			—			—			—			—
Balance, end of period			$	102		1,582			(2)			(70)			1,612
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 June 30, 2026(c)			$	—		(9)			8			(1)			(2)

(a)Net interest rate derivatives include derivative assets and liabilities of $7 and $9, respectively, as of June 30, 2026.

(b)There were no unrealized gains or losses for the period included in other comprehensive income for instruments still held at June 30, 2026.

(c)Included in the following line items in the Condensed Consolidated Statements of Income: mortgage banking net revenue for residential mortgage loans and residential mortgage servicing rights, mortgage banking net revenue and capital markets fees for interest rate derivatives, and other noninterest income for equity derivatives.

(d)Includes certain residential mortgage loans originated as held for sale that were transferred to held for investment.

For the three months ended June 30, 2025 ($ in millions)			Residential Mortgage Loans			Residential Mortgage Servicing Rights			Interest Rate Derivatives, Net(a)			Equity Derivatives			Total Fair Value
Balance, beginning of period			$	109		1,663			—			(173)			1,599
Total (losses) gains (realized/unrealized):(b)(c)
Included in earnings			—			(49)			12			(1)			(38)
Purchases/originations			—			15			—			—			15
Settlements			(3)			—			(10)			29			16
Transfers into Level 3(d)			1			—			—			—			1
Balance, end of period			$	107		1,629			2			(145)			1,593
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 June 30, 2025(c)			$	—		(26)			8			(1)			(19)

(a)Net interest rate derivatives include derivative assets and liabilities of $7 and $5, respectively, as of June 30, 2025.

(b)There were no unrealized gains or losses for the period included in other comprehensive income for instruments still held at June 30, 2025.

(c)Included in the following line items in the Condensed Consolidated Statements of Income: mortgage banking net revenue for residential mortgage loans and residential mortgage servicing rights, mortgage banking net revenue and capital markets fees for interest rate derivatives, and other noninterest income for equity derivatives.

(d)Includes certain residential mortgage loans originated as held for sale that were transferred to held for investment.

For the six months ended June 30, 2026 ($ in millions)			Residential Mortgage Loans			Residential Mortgage Servicing Rights			Interest Rate Derivatives, Net(a)			Equity Derivatives			Total Fair Value
Balance, beginning of period			$	106		1,598			1			(124)			1,581
Total (losses) gains (realized/unrealized):(b)(c)
Included in earnings			(1)			(74)			34			7			(34)
Purchases/originations/acquisitions			—			58			(6)			(5)			47
Settlements			(5)			—			(31)			52			16
Transfers into Level 3(d)			2			—			—			—			2
Balance, end of period			$	102		1,582			(2)			(70)			1,612
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 June 30, 2026(c)			$	(1)		(25)			9			7			(10)

(a)Net interest rate derivatives include derivative assets and liabilities of $7 and $9, respectively, as of June 30, 2026.

(b)There were no unrealized gains or losses for the period included in other comprehensive income for instruments still held at June 30, 2026.

(c)Included in the following line items in the Condensed Consolidated Statements of Income: mortgage banking net revenue for residential mortgage loans and residential mortgage servicing rights, mortgage banking net revenue and capital markets fees for interest rate derivatives, and other noninterest income for equity derivatives.

(d)Includes certain residential mortgage loans originated as held for sale that were transferred to held for investment.

For the six months ended June 30, 2025 ($ in millions)			Residential Mortgage Loans			Residential Mortgage Servicing Rights			Interest Rate Derivatives, Net(a)			Equity Derivatives			Total Fair Value
Balance, beginning of period			$	108		1,704			(3)			(170)			1,639
Total (losses) gains (realized/unrealized):(b)(c)
Included in earnings			3			(100)			27			(19)			(89)
Purchases/originations			—			25			(1)			—			24
Settlements			(6)			—			(21)			44			17
Transfers into Level 3(d)			2			—			—			—			2
Balance, end of period			$	107		1,629			2			(145)			1,593
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 June 30, 2025(c)			$	3		(60)			8			(19)			(68)

(a)Net interest rate derivatives include derivative assets and liabilities of $7 and $5, respectively, as of June 30, 2025.

(b)There were no unrealized gains or losses for the period included in other comprehensive income for instruments still held at June 30, 2025.

(c)Included in the following line items in the Condensed Consolidated Statements of Income: mortgage banking net revenue for residential mortgage loans and residential mortgage servicing rights, mortgage banking net revenue and capital markets fees for interest rate derivatives, and other noninterest income for equity derivatives.

(d)Includes certain residential mortgage loans originated as held for sale that were transferred to held for investment.

Quantitative Information About Significant Unobservable Level 3 Fair Value Measurement Input, Recurring

The following tables present information as of June 30, 2026 and 2025 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 June 30, 2026 ($ in millions)
Financial Instrument			Fair Value			Valuation Technique			Significant Unobservable Inputs			Range of Inputs									Weighted-Average
Residential mortgage loans			$	102		Loss rate model			Interest rate risk factor			(52.0)			-			6.7%						(10.5)		%	(a)
									Credit risk factor			—			-			0.7%						0.1		%	(a)
Residential mortgage servicing rights			1,582			DCF			Prepayment speed			—			-			90.3%			(Fixed)			6.8		%	(b)
																					(Adjustable)			21.1		%	(b)
									OAS (bps)			335			-			1,827			(Fixed)			376			(b)
																					(Adjustable)			702			(b)
IRLCs, net			7			DCF			Loan closing rates			0.7			-			99.1%						83.9		%	(c)
Swap associated with the sale of Visa, Inc. Class B Shares			(70)			DCF			Timing of the resolution    of the Covered Litigation			Q1 2028			-			Q2 2029			Q3 2028						(d)

(a)Unobservable inputs were weighted by the relative carrying value of the instruments.

(b)Unobservable inputs were weighted by the relative unpaid principal balance of the instruments.

(c)Unobservable inputs were weighted by the relative notional amount of the instruments.

(d)Unobservable inputs were weighted by the probability of the final funding date of the instruments.

As of June 30, 2025 ($ in millions)
Financial Instrument			Fair Value			Valuation Technique			Significant Unobservable Inputs			Range of Inputs									Weighted-Average
Residential mortgage loans			$	107		Loss rate model			Interest rate risk factor			(52.0)			-			6.1 %						(11.4)		%	(a)
									Credit risk factor			—			-			0.8 %						0.1		%	(a)
Residential mortgage servicing rights			1,629			DCF			Prepayment speed			—			-			100.0 %			(Fixed)			6.5		%	(b)
																					(Adjustable)			17.2		%	(b)
									OAS (bps)			335			-			1,821			(Fixed)			433			(b)
																					(Adjustable)			723			(b)
IRLCs, net			7			DCF			Loan closing rates			18.6			-			96.0 %						82.2		%	(c)
Swap associated with the sale of Visa, Inc. Class B Shares			(145)			DCF			Timing of the resolution    of the Covered Litigation			Q2 2027			-			Q2 2028			Q4 2027						(d)

(a)Unobservable inputs were weighted by the relative carrying value of the instruments.

(b)Unobservable inputs were weighted by the relative unpaid principal balance of the instruments.

(c)Unobservable inputs were weighted by the relative notional amount of the instruments.

(d)Unobservable inputs were weighted by the probability of the final funding date of the instruments.

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 June 30, 2026 and 2025, and for which a nonrecurring fair value adjustment was recorded during the three and six months ended June 30, 2026 and 2025, 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
As of June 30, 2026 ($ in millions)			Level 1			Level 2			Level 3			Total			For the three months ended June 30, 2026			For the six months ended June 30, 2026
Commercial loans and leases			$	—		—			195			195			(77)			(94)
Consumer and residential mortgage loans			—			—			207			207			(1)			(4)
OREO			—			—			1			1			2			2
Bank premises and equipment			—			—			36			36			(1)			(24)
Private equity investments			—			—			—			—			(13)			(13)
Total			$	—		—			439			439			(90)			(133)

			Fair Value Measurements Using												Total (Losses) Gains
As of June 30, 2025 ($ in millions)			Level 1			Level 2			Level 3			Total			For the three months ended  June 30, 2025			For the six months ended June 30, 2025
Commercial loans and leases			$	—		—			222			222			(78)			(204)
Consumer and residential mortgage loans			—			—			194			194			(3)			(7)
OREO			—			—			5			5			—			1
Private equity investments			—			13			—			13			—			4
Total			$	—		13			421			434			(81)			(206)

Quantitative Information About Significant Unobservable Level 3 Fair Value Measurement Input, Nonrecurring

The following tables present information as of June 30, 2026 and 2025 about significant unobservable inputs related to the Bancorp’s material categories of Level 3 financial assets and liabilities measured at fair value on a nonrecurring basis:

As of June 30, 2026 ($ in millions)

Financial Instrument

Fair Value

Valuation Technique

Significant Unobservable Inputs

Ranges of Inputs

Weighted-Average

Commercial loans and leases

$

195

Appraised value

Collateral value

NM

NM

Consumer and residential mortgage loans

207

Appraised value

Collateral value

NM

NM

OREO

1

Appraised value

Appraised value

NM

NM

Bank premises and equipment

36

Appraised value

Appraised value

NM

NM

Private equity investments

—

Comparable company analysis

Market comparable transactions

NM

NM

As of June 30, 2025 ($ in millions)

Financial Instrument

Fair Value

Valuation Technique

Significant Unobservable Inputs

Ranges of Inputs

Weighted-Average

Commercial loans and leases

$

222

Appraised value

Collateral value

NM

NM

Consumer and residential mortgage loans

194

Appraised value

Collateral value

NM

NM

OREO

5

Appraised value

Appraised value

NM

NM

Difference Between the Fair Value and the Unpaid Principal Balance for Loans

The following table summarizes the fair value and the unpaid principal balance for residential and commercial mortgage loans measured at fair value as of:

June 30, 2026 ($ in millions)			Aggregate Fair Value			Aggregate Unpaid Principal Balance
Residential mortgage loans measured at fair value			$	797		796
Past due loans of 30-89 days			1			1
Past due loans of 90 days or more			1			1
Nonaccrual loans			5			5
Commercial mortgage loans measured at fair value			3			3
December 31, 2025
Residential mortgage loans measured at fair value			$	764		758
Past due loans of 30-89 days			2			2
Nonaccrual loans			4			4

Carrying Amounts and Estimated Fair Values for 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 Amount			Fair Value Measurements Using									Total Fair Value
As of June 30, 2026 ($ in millions)						Level 1			Level 2			Level 3
Financial assets:
Cash and due from banks			$	4,374		4,374			—			—			4,374
Other short-term investments			19,350			19,350			—			—			19,350
Other securities			1,260			—			1,260			—			1,260
Held-to-maturity securities			18,404			3,383			14,873			2			18,258
Loans and leases held for sale			168			—			—			168			168
Portfolio loans and leases:
Commercial loans and leases			123,092			—			—			124,975			124,975
Consumer and residential mortgage loans			52,416			—			—			52,018			52,018
Total portfolio loans and leases, net			$	175,508		—			—			176,993			176,993
Financial liabilities:
Deposits			$	234,141		—			234,209			—			234,209
Short-term borrowings			4,633			146			4,488			—			4,634
Long-term debt			17,691			13,627			4,282			—			17,909

			Net Carrying Amount			Fair Value Measurements Using									Total Fair Value
As of December 31, 2025 ($ in millions)						Level 1			Level 2			Level 3
Financial assets:
Cash and due from banks			$	3,499		3,499			—			—			3,499
Other short-term investments			18,876			18,876			—			—			18,876
Other securities			674			—			674			—			674
Held-to-maturity securities			11,368			2,457			8,945			2			11,404
Loans and leases held for sale			75			—			—			75			75
Portfolio loans and leases:
Commercial loans and leases			72,376			—			—			73,628			73,628
Consumer and residential mortgage loans			47,916			—			—			47,724			47,724
Total portfolio loans and leases, net			$	120,292		—			—			121,352			121,352
Financial liabilities:
Deposits			$	171,819		—			171,899			—			171,899
Short-term borrowings			926			226			700			—			926
Long-term debt			13,579			5,067			8,938			—			14,005

X

- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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-Name Accounting Standards Codification
-Section 50
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Tabular disclosure of assets and liabilities by class, including financial instruments measured at fair value that are classified in shareholders' equity, if any, that are measured at fair value on a nonrecurring basis in periods after initial recognition (for example, impaired assets). Disclosures may include, but are not limited to: (a) the fair value measurements recorded and the reasons for the measurements and (b) the level within the fair value hierarchy in which the fair value measurements are categorized in their entirety (levels 1, 2, 3).

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
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-Paragraph 2
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X

- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique used to measure similar asset in prior period by class of asset or liability on non-recurring basis.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
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-Publisher FASB
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- Definition

Tabular disclosure of the fair value measurement of assets using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes during the period attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets) and gains or losses recognized in other comprehensive income (loss), and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs), by class of asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147482106/820-10-50-2

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
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