Silicon Valley Bank Results Presentation Deck slide image

Silicon Valley Bank Results Presentation Deck

Moderating market-related gains and potential volatility Expect gains to moderate from 2021's exceptional levels, more than offset by expected NII growth Q1'22 activity Warrant gains driven primarily by unrealized valuation increases as exits slowed Investment gains driven primarily by $49M net gains from sale of AFS fixed income securities and related swap unwind (realized) and $49M gains from SVB Capital managed funds (primarily unrealized), partially offset by $32M losses in public equity positions (primarily realized) FY'22 considerations ● ● + + Public market volatility Impacts valuations, PE/VC investment and exits Near-term pressure on later-stage fundraising and exits Moderates private valuation growth and increases potential for down rounds Fewer exits reduce opportunities to realize gains Granular, diversified positions Warrants: Only 54 warrants out of 2,800+ positions with a fair value >$1M, collectively representing $175M 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 Strong client liquidity Private valuations driven by fundraising events strong client liquidity mitigates need to raise equity at lower valuations Limited public equity exposure Predominantly private companies svb> Warrant and investment gains Net of NCI¹ $M Warrant gains Gains from sales of AFS securities Investment gains less AFS sales Warrants 364 Non-marketable and other equity securities ¹, 2 222 142 Q1'21 244 Warrants & non-marketable and other equity securities ¹,2 $M 1,015 314 Q1'21 122 192 Q2¹21 266 949 Q2'21 248 147 101 Q3'21 274 1,216 Q3'21 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 Q1 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. 155 69 32 54 Q4'21 277 1,222 Q4'21 130 63 49 18 Q1'22 323 1,259 Q1'22 Q1 2022 FINANCIAL HIGHLIGHTS 30
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