State Street Corporation · NYSE:STT

State Street — Q2 2012 Earnings Presentation

7 slides from State Street's earnings presentation, Jul 17, 2012

  1. Slide 1: Investment Portfolio As of June 30, 2012

    Investment Portfolio As of June 30, 2012

  2. Slide 2: Assets: Investment Portfolio (Period End 06/30/12)

    Investment Portfolio ASSETS: INVESTMENT PORTFOLIO (PERIOD END 06/30/12) Government/Agency Structured Securities Unsecured Credit Treasuries Agency debentures Agency mortgages Small Business Administration loans OECD governments FFELP Student Loans Asset-backed securities (ABS) Mortgage-backed securi

  3. Slide 3: Investment Portfolio Detail (Period End 06/30/12)

    Investment Portfolio INVESTMENT PORTFOLIO DETAIL (PERIOD END 06/30/12) 88.5% AAA / AA rated Assets selected using rigorous credit process Constructed to perform well through periods of economic weakness Diversified by asset class and geography Unrealized after-tax available for sale (AFS) & held to

  4. Slide 4: Holdings by Asset Class

    Investment Portfolio HOLDINGS BY ASSET CLASS (PERIOD END 06/30/12) Ratings (1) Investment UST/AGY AAA AA A BBB <BBB Not Rated Book Value ($B) Book Value (% Total) Unrealized After-tax MTM Gain/(Loss) ($M) Fixed Rate/Floating Rate Government/Agency securities 41% 54% 5% — — — — 3.1 2.7 19 71% / 29% A

  5. Slide 5: Asset-Backed Securities Holdings

    Investment Portfolio ASSET-BACKED SECURITIES HOLDINGS (PERIOD END 06/30/12) Ratings (1) Investment UST/AGY AAA AA A BBB <BBB Not Rated Book Value ($B) Book Value (% Total) Unrealized After-tax MTM Gain/(Loss) ($M) Student Loans — 27% 69% 3% — 1% — 17.3 32.3 (347) Credit Cards — 98% — 1% 1% — — 11.6

  6. Slide 6: Mortgage-Backed Securities Holdings

    Investment Portfolio MORTGAGE-BACKED SECURITIES HOLDINGS (PERIOD END 06/30/12) Ratings (1) Investment UST/AGY AAA AA A BBB <BBB Not Rated Book Value ($B) Book Value (% Total) Unrealized After-tax MTM Gain/(Loss) ($M) Agency MBS 100% — — — — — — 33.7 81.0 294 Non-Agency MBS — 29% 5% 27% 8% 31% — 2.7

  7. Slide 7: Non-US Investment Summary (Period End 06/30/12)

    Investment Portfolio NON-US INVESTMENT SUMMARY (PERIOD END 06/30/12) Non-US Investments: Ratings AAA 79.9% AA 7.2% A 9.7% BBB 2.5% BB 0.6% <BB 0.1% NR 0.0% Non-US Investments: Asset Class ABS: FRMBS 56.1% ABS: All Other 22.8% CMBS 0.1% Corp 5.4% Cov'd 3.0% Other 5.7% Gov't/Agency 6.9% June 30, 2012

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