Silicon Valley Bank Results Presentation Deck slide image

Silicon Valley Bank Results Presentation Deck

Continued market volatility drove further valuation markdowns Q3'22 activity • $76M investment losses net of NCI driven primarily by a small number of funds that experienced substantial valuation declines due to portfolio company activity; markdowns from remaining funds were largely included in the adjustment for illiquid investments that was taken in Q2 Warrant gains of $40M driven primarily by valuation updates and M&A activity ● Outlook considerations Potential for additional losses given prolonged market volatility: Pressured public and private markets Slows PE/VC investment Fewer exits reduce opportunities to realize gains + 2022 year-end audit and valuation cycle Funds and private companies' annual audit and valuation process may result in valuation declines that drive additional losses through 1H'23 Increased potential for down rounds while market conditions persist Clients generally have extended client runway, but eventually will need to raise funds Granular, diversified positions Warrants: Only 57 warrants out of 3,019 positions with a fair value >$1M, collectively representing $180M in fair value Private fund investments: Exposure to over 500 funds with nearly 25,000 investments in ~10,000 companies across various industries and stages of development svb> Warrant and investment gains Net of NCI¹ $M Warrant gains Gains (losses) from AFS sales Investment gains (losses) less AFS sales Warrants 248 Non-marketable and other equity securities¹, 2 147 101 Q3'21 Warrants & non-marketable and other equity securities¹, 2 $M 274 1,216 155 69 32 54 9/30/21 Includes $40M (net of NCI) downward adjustment for illiquid investments Q4'21 277 1,222 130 63 49 18 12/31/21 Q1'22 323 1,259 -136 -120 Q2'22 322 1,153 Note: The extent to which unrealized gains (or losses) from investment securities from our non-marketable and other equity securities portfolio as well as our equity warrant assets will become realized is subject to a variety of factors, including, among other things, performance of the underlying portfolio companies, investor demand for IPOs and SPACs, fluctuations in the underlying valuation of these companies, levels of M&A activity and legal and contractual restrictions on our ability to sell the underlying securities. 1. Non-GAAP financial measure. See "Use of non-GAAP Financial Measures" in our Q3 2022 Earnings Release and our non-GAAP reconciliations at the end of this presentation. 2. Net of investments in qualified affordable housing projects and noncontrolling interests. 17 40 -76 -1 -36 Q3'22 351 1,083 3/31/22 6/30/22 9/30/22 Q3 2022 FINANCIAL HIGHLIGHTS 32
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