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VEF AB

Annual Report Jan 25, 2023

3123_10-k_2023-01-25_c1424fd1-6750-46b9-8de8-4946f7fe3914.pdf

Annual Report

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The emerging market fintech investor

Year-End Report 2022

Net asset value

  • NAV of VEF's portfolio as at YE22 is USD 381.8 mln (YE21 761.7). NAV per share has decreased by 49.9% to USD 0.37 (YE21: 0.73) per share during FY22.
  • In SEK, NAV equals 3,981 mln (YE21: 6,885). NAV per share has decreased by 42.1% to SEK 3.82 (YE21: 6.61) per share during FY22.
  • Cash position, including liquidity placements, was USD 48.5 mln (YE21: 61.8) at the end of 2022.

Events after the end of the period

No significant events after the end of the period.

Visit VEF's IR page for our financial reports and other information: vef.vc/investors

Financial result

  • Net result for 4Q22 was USD -61.5 mln (4Q21: 208.0). Earnings per share were USD -0.06 (4Q21: 0.22).
  • Net result for FY22 was USD -377.4 mln (FY21: 275.5). Earnings per share were USD -0.36 (FY21: 0.30).

The financial result for the fourth quarter is principally a reflection of the decrease in valuation of the underlying portfolio (-12%) QoQ. Valuation changes in individual portfolio names were mainly driven by market moves in their respective listed peers coupled with moderately revised revenue forecasts, in parts, reflecting plans to reach profitability. The result for the quarter broadly mirrors the valuation decreases in global fintech indices, which experienced a further sell-off during the period. On an aggregated level, and specifically amongst the top portfolio names, underlying delivery remained strong and broadly on track vs. updated and profitability focused forecasts.

Dec 31, 2020 Dec 31, 2021 Dec 31, 2022
Net asset value (USD mln) 388.1 761.7 381.8
Net asset value (SEK mln) 3,178 6,885 3,981
Net asset value per share (USD) 0.47 0.73 0.37
Net asset value per share (SEK) 3.83 6.61 3.82
VEF AB (publ) share price (SEK) 4.04 6.05 2.45

Key events during the quarter

  • VEF invested an additional USD 5 mln into Creditas in the form of a convertible note.
  • In August VEF announced that the Board of Directors had approved a new buyback program of up to a maximum of USD 10 mln. During the year, VEF has repurchased shares equivalent to USD 2.9 mln, of which USD 1.7 mln worth of shares were repurchased during the fourth quarter.
  • USD NAV down 14% during the quarter, a reflection of the decrease in valuation of the underlying portfolio driven by market moves of listed peers. On a company level, delivery remained strong and broadly on forecast through the quarter.

Net asset value per share change YoY (SEK)

Management report

Dear Fellow Shareholder,

2022 was a year when markets reminded you that building a business and delivering through cycle return on capital is hard – which is how it should be! If not, everyone would be doing it and it felt for a period, pre-2022, that nearly everybody was. Today, with inflation elevated, rates rising, capital less available and more expensive, the strong macro tailwinds for the industry have evaporated.

So, what does it mean for VEF?

Going into year eight of our journey, the structural growth story and opportunity for fintech within emerging markets remains clear, that is a constant. That said, one has to be extremely vigilant in volatile windows such as these. The bullets are flying, be them macro, sector or micro company directed, and one needs to be ready. It remains a window to play defence, first and foremost, constantly striving to be one to two steps ahead of it all. Then make forward moves carefully and above all, be patient and keep your head. We work hard to avoid the bullets and this year we have avoided the pitfalls in China, had minor exposure to Russia (written down in 1Q22) and are not exposed to the broader crypto ecosystem. Our top holdings, which make up the majority of our NAV and define our near-term success, remain in good shape, wellfunded to continue a robust growth story and in many cases through to break even.

One of my great learnings from this window, is that we have built deep quality through-cycle muscles at VEF – proper long term business building blocks. We have come a long way since our launch in the summer of 2015. This is most apparent in the quality of our team, our ingrained processes, through cycle battle scars and learnings, quality of portfolio companies and our valued shareholder base, all of which has kept us on the front foot through a difficult period for markets. This base has allowed us to gradually lean forward in 2H22 and start to seek opportunity in the next leg of value creation for VEF and our shareholders. This is what drives us and gets us excited as we look into 2023 and beyond.

4Q22 NAV

In 2Q22, we moved fast to re-adjust our NAV to reflect the current public market reality, reducing our USD NAV 40% at that point. With that in place, and in the absence of a vibrant funding market, our quarterly NAV moves are largely a slave to the evolution of public markets – as they track the moves of public comparable listed companies and FX, alongside the evolution and roll over of our underlying financial models for each company.

While this can lead to a higher level of NAV mark quarterly volatility versus the majority of our private Venture fund peers, it does allow our marks to stay fresh and be reflective of the prevailing public market view. Hence, we are constantly in a position to stand behind our NAV.

We end 4Q22 with a NAV per share of SEK 3.82, down 20% QoQ and down 42% YoY. Total USD NAV ended the quarter at USD 382 mln, down 14% QoQ and off 50% YoY. The 8% strength of SEK vs USD QoQ drove NAV growth currency differential.

Specific to the quarter, global equity markets sold off again into the close of 2022. Of specific relevance to VEF, the average of global fintech indices we track (baskets of publicly traded fintech benchmark stocks) sold off further in 4Q22 and ended the year off 58% for FY22. Key portfolio currencies (BRL, MXN, INR, PKR) were broadly flat QoQ in 4Q22 versus USD.

The biggest portfolio valuation moves in the quarter were Creditas and Konfío. Creditas saw a moderate 8.7% QoQ valuation mark reduction, with peer comps pullback the main drag on our quarterly mark. We invested an additional USD 5 mln into Creditas via a convertible note in the quarter. We reduced our valuation mark in Konfío by a more substantial 34% in 4Q22. The main driver of this lower mark was peer comp sell-off over the quarter. We also moderately reduced our top line forecasts for the company as they drive a path towards break even, with moderated growth a key input. It is key to note that we are now valuing our stake in Konfío below our level of invested capital in the company, and thus below what our preferred shares would pay out, if the company was to exit at our current company valuation mark or above.

Two smaller portfolio names we applied valuation haircuts in the quarter were Finja and Magnetis (combined less than 1% of the portfolio). We moved Finja to mark-to-model valuation in 3Q22 and despite strong performance of late, post raising additional capital in 4Q22, we would prefer to rebuild our valuation mark with further delivery through 2023. The mark down in value of our stake in Magnetis reflects a more conservative plan for the business given the company's lower than average runway and the current environment for growth in the investment subsector.

The lower mark in JUMO is transaction timing driven. The company is in the process of carrying out a necessary and transformative funding round, that was not yet completed by YE22. As a result, we moved to value the company on the basis of a "no new capital" scenario, and hence a different set of cautious assumptions versus what would be the case post a successful raise. This is something we will look to address further in our 1Q23 report.

These moves, while NAV negative in the quarter, continue our conservative stance on valuation marks through 2022 and are reflective of the year that was. We like to keep a consistency of process in the eyes of our audit committee, auditors and most importantly the market, even if it can be overly harsh in terms of valuation mark output. On top of these 4Q22 changes, as a reminder, we moved REVO to a zero-valuation mark in 1Q22, post Russia's invasion of Ukraine (despite the company delivering double digit MUSD earnings in 2022). Overall, our NAV is off 50% YoY in USD terms in 2022, which ends up broadly in line with the performance of global fintech indices. While this performance disappoints us, as managers and shareholders, we are much happier to be able to stand behind our NAV and work it back up from this lower base.

On a more positive note, as we look ahead into 2023, we remain comfortable that there is a lot of value creation to come through. This is especially evident in the top half of our portfolio and specifically in Creditas, which continues to show strong delivery as evidenced by quarterly filings. Other standout names which show

clear 2023 valuation uplift potential include Juspay and Gringo. Both current valuation marks grow in conservativism given their continued strong underlying performance and the growing embedded discount they trade at to peers.

Finally, a clear output of the valuation process through 2022 has been a growing concentration of our portfolio to our larger "outperforming" holdings, something which we welcome. At the end of 4Q22, we sit on USD 48.5 mln of capital.

Proud of our reaction and actions through 2022

Looking back on the year, I am pleased with how team VEF responded and adjusted focus to the changing environment. As investors in emerging markets, one is always ready for volatility and curve balls, this mindset is a constant.

Looking back, in 1H22, we were quick to go on the defensive as market mood music changed. First, we strengthened our balance sheet, raising our first sustainability bond. At portfolio level, we overly focused on our size holdings, namely Creditas, Konfío and Juspay (67% of portfolio at YE22), ensuring they were in a strong capital position to continue to grow at a healthy clip through to planned break even. We then addressed our NAV mark in our 2Q22 filing, given the sharp sell-off in public markets over that YTD period, and rebased it to a more conservative level. With our defence in place, 2H22 was a period where we started to lean back on the front foot. Specifically, we spent increasing time in our core investment ecosystems with VC partners, portfolio companies and pipeline. We were back marketing the VEF story to global investors, off strong underlying trends in our portfolio companies and a rebased NAV. Finally, given the dislocation between VEF's share price and the intrinsic value we see in our portfolio, we launched a share repurchase program.

At YE22, as a result of these actions, we feel we are in a good place, despite plenty of stress and volatility swirling in the system.

Creditas 3Q22 IFRS numbers release – on trend

We like the growing business and financial transparency from Creditas and the benefits and look through it provides to the market on VEF. In this vein, in November, Creditas released its headline IFRS results for 3Q22, posting robust 98/90% YoY revenue/loan growth. In 2H22 Creditas has started to target more modest loan growth rates and focus on portfolio repricing. This repricing is clear, with pre-fixed loans pricing, for example, moving from 32% p.a. in Sep-2021 to 49% p.a. in Sep-2022. This has only started to feed through to gross profit margins, which bottomed out at c. 10% through 2Q/3Q22 and are set for strong recovery over the coming quarters. Management expects to regain 40–50% gross profit margins levels as this plays out through 2023. Below this line, Creditas continues to rationalize its overheads, drive efficiency gains, and bring down customer acquisition costs to lowest levels experienced. This is all ongoing while asset quality remains in solid shape given the collateralised nature of the loan book. It is this interplay of forces; 1) moderated but still robust portfolio growth, 2) loan repricing, 3) Selic peaking and funding costs with it, 4) cost and CAC optimisation and 5) stable asset quality, that excite us and provide a great risk/reward story as Creditas drives a path to profitability in 2023. Creditas continues to benefit from the timely Andbank equity injection in summer 2022 and the top up of the convertible loan note linked to that, in which VEF participated with a USD 5 mln additional investment in 4Q22. On the IPO front, the aim is to be ready to act when the market re-opens for business.

VEF Portfolio – plenty coming through to be excited about

Given the nature of 2022, we overweighted our time living and working with our core portfolio companies. We have always been active shareholders, with board seats in the majority of our holdings, and in times like these, this is key. While pipeline building continues and investing remains a key facet of long term success, much of the unseen value creation in VC world is in the farming of current holdings, versus the hunting for new ones. So, 2022 was a year that

we spent in the trenches with our founders, and I am happy to report that we are there with some great people and companies who are up for the fight in a capital tight, macro headwind world. Emerging markets tend to build founders like this, as it is just a tougher through cycle environment to succeed in.

We acknowledge that we tend to overweight our communication towards the top end of our portfolio, namely Creditas, Konfío and Juspay, given their relative size and importance to our current NAV. But there are so many exciting stories within the portfolio, ones that had a robustto-stellar 2022 despite the environment, some of which will be vying for these top portfolio spots in the quarters/years to come. I touch on a few below, with different degrees of defined success for each in 2022.

  • TransferGo (migrant remittances and financial services across emerging markets), is one of our longer standing holdings, had yet another strong year of business as monthly remittance transactions grew 55% and gross profit 86% YoY, October YTD 2022. The business also reached operational profitability in 4Q22. Founded and managed by one of our most resourceful unflinching founders, TransferGo continues to grow the core remittance reach, while layering in broader financial services for their growing migrant client base.
  • Rupeek (gold backed lending India) had a strong 2022 with all key metrics in the business on the up and net revenues forecast to grow 200%+ YoY. In September, Rupeek onboarded Indian Bank, one of the largest public sector banks in India, as lending partner on its platform at attractive unit economics. The company also launched a first in the market gold backed credit card with its new banking partner playing into the massively underpenetrated self-employed credit market with only 4% card penetration.
  • VEF invested USD 12 mln into Gringo, leading their USD 34 mln Series B round in early 2022. Gringo's "superapp" for drivers in Brazil, had a super strong 2022 growing its active user-base close to 3 mln drivers in Brazil with top line revenues look set to grow 500%+ YoY. Many (fin)tech investments made at the start of 2022, have been value destructive ones to date – Gringo is one of the more unique ones, making a mockery of that ideology with its stellar performance since our investment.

• In 2022, Nibo (accounting software for SMEs in Brazil) achieved a significant milestone as it turned operationally profitable, becoming stewards of their own destiny. The business is now generating cash while continuing to deliver growth. Of more interest is that recent growth has being driven by more sales to SMEs versus traditional accountants - a much larger target market with increased ability to pay. With the launch of its new product for finance BPOs (Business Process Outsourcing), Nibo is now the only platform in the market that connects clients, accountants and their BPO providers. We are very excited by these developments at Nibo and shows how; 1) it can take time and 2) there are many ways to win, in a journey to build a sustainable business.

Investment opportunities starting to appear

The VC funding market has been broadly dislocated through 2022. Investors, on average have been in risk-off mode as they allow markets and valuations to find a fresh floor. On the supply side, many of the best EM fintech companies that raised capital in size through 2021, have had no immediate capital needs and have been avoiding looking to test an unfriendly funding market. Those who have needed capital, have been looking internally first, for ways to tap fresh or bridge capital. So, the market became quite shallow, transaction light and very inward focused on own portfolios.

Through 4Q22, there are early signs that some companies are, once again, stepping out and looking to get ahead of the curve and bolster capital levels. We are starting to see many quality fintech companies, who's underlying businesses we always liked, but whose valuations had started to run away with themselves through 2021 have now started to come back into play. We are also in the early innings of a secondary market shake out, as company cap tables start to recycle – early-stage investors looking for exit windows coupled with a lot of investors finding themselves outside their comfort zones or investment zip codes in EM privates, at the wrong point in the investment cycle. This all screams opportunity to VEF and an opportunity we are actively working on as we look into 2023.

It is clear to us that there is a great investment vintage in the making here and with our team and experience, we firmly believe we are well placed to take advantage of it. As always, we will lean in when we feel the opportunity is ripe.

Closing Remarks

We have been stress tested again and learned a lot in this window. We have a quality team and portfolio, whom I am very happy to be in the trenches with. We are proving ourselves through yet another crisis, as is the way in emerging markets. This is something we know lays the foundations for long term success. We also have a great set of through cycle investors, who continue to have our back in windows of macro and market dislocation, something we readily acknowledge and respect. After playing defence through 1H22, from an investment perspective, 2H22 has been time to provide support to our portfolio companies and has become a classic window to buy back our own shares. Patience is key at this time, as we await private markets to settle and the right assets to appear at the right price point. At VEF, we invest in fintech across the emerging world, riding one of the strongest multi-year secular growth trends in some of the world's fastest-growing markets. Long a portfolio of quality emerging markets fintech holdings, while selectively shopping for new holdings, we are as well-positioned as ever to create long term value for our shareholders.

January 2023, Dave Nangle

VEF in charts Investment portfolio

Portfolio development

VEF's net asset value per share decreased by 13.6% in USD over 4Q22, while VEF's share price in SEK increased by 13.5%. During the same period, the MSCI Emerging Markets index increased by 9.7% in USD terms.

Liquidity placements

The Company has investments in money market funds and bonds as part of its liquidity management operations. As at Dec 31, 2022, the liquidity placements are valued at USD 39.9 mln.

Company Fair value
Dec 31, 2022
Net invested
amount
Net
investments
2022
Change in
fair value
4Q22
Change in
fair value
FY22
Fair value
Dec 31, 2021
Valuation
method
Creditas 193,076 103,356 5,000 -23,251 -206,047 394,123 Calibration
1
methodology
Juspay 47,471 21,083 4,098 953 42,420 Latest transaction 1
Konfío 40,146 56,521 -20,953 -95,436 1
135,582 Mark-to-model
Solfácil 20,000 20,000 20,000 – Latest transaction 1
TransferGo 16,347 13,877 -558 -12,924 1,2
29,271 Mark-to-model
Rupeek 15,195 13,858 1,873 170 13,152 Latest transaction 1
Gringo 12,250 12,250 12,250 – Latest transaction 1
FinanZero 8,085 5,163 991 618 -4,788 11,882 Latest transaction 1,2
Abhi 7,585 1,798 448 5,787 1,350 Latest transaction 1
BlackBuck 6,894 10,000 -226 -3,106 1
10,000 Mark-to-model
Nibo 6,817 6,500 134 -5,743 1
12,560 Mark-to-model
Magnetis 2,637 6,668 1,000 -3,404 -8,889 1,
10,526 Mark-to-model
JUMO 2,322 14,614 -6,507 -16,087 1
18,409 Mark-to-model
Mahaana 1,000 1,000 1,000 – Latest transaction 1
minu 541 450 116 91 1
450 Mark-to-model
Finja 434 2,925 -2,490 -6,917 1
7,351 Mark-to-model
REVO 6,664 -13,235 1
13,235 Mark-to-model
Liquidity investments 39,877 38,300 -7,000 337 -3,765 50,642 1
Investment portfolio 420,677 335,027 39,660 -56,184 -369,936 750,953
Cash and cash equivalents 8,612 11,131
Other net liabilities -47,458 -356
Total net asset value 381,831 761,728
  1. This investment is shown in the balance sheet as financial asset at fair value through profit or loss.

  2. Attributable to currency exchange differences.

* The MSCI Emerging Markets Index is a free float weighted equity index that consists of indices in 24 emerging economies.

Net asset value

The investment portfolio stated at market value (TUSD) at December 31, 2022

NAV evolution

Share premium/discount to NAV

Portfolio composition

Portfolio highlights

Key valuation considerations

Fair value (USD):

1.9% JUMO's latest valuation mark, down USD 6.5 mln, 73.7% decrease QoQ, reflects a "prefunding round closure" conservative case. Through December 2022, JUMO was in the process of raising fresh capital, but the round had not completed by end of period. Hence, in 4Q22 we forecast and value JUMO on a "no fresh capital basis" and a different set of cautious assumptions versus what would be the case post a successful raise. JUMO is valued on a mark to model basis.

While Creditas posted record revenues in 3Q22, up 173% for the 9M22 period compared to the same period last year, with a continued strong outlook, the value of our stake in the company fell 8.7% or USD 18.3 mln (incl. our USD 5 mln convertible bond investment), during the quarter, a reflection of a derating of public peers. We continue to value Creditas using a calibration methodology.

Creditas is building an asset focused ecosystem that supports customers in three essential aspects: living (home), mobility (transport) and earning (salary) by providing fintech, insurtech and consumer solutions. One of LatAm's leading private fintech plays, Creditas is on a clear path towards IPO.

In 4Q22 VEF made a follow-on investment of USD 5 mln into Creditas as part of a convertible round taking the total invested amount in Creditas to USD 103 mln.

Founded in 2020, Gringo is building a "super-app" for drivers in Brazil and currently offers vehicle-documentation related services, credit and insurance solutions. Gringo is focused on improving drivers' vehicle ownership journey in Brazil, which is currently riddled with pain points driven by analogue processes, massive paperwork and broken legacy systems. In 1Q22, VEF invested USD 12.2 mln into Gringo, leading its USD 34 mln series B round together with Piton Capital which also saw participation from existing investors.

Solfácil is building a digital ecosystem for solar energy adoption in Brazil. It currently offers a digital solar panel marketplace and financing solutions on its platform, allowing Brazilian consumers and SMEs to finance and own their solar panels.

C round led by QED and also saw participation from SoftBank and existing investors. The round was subsequently extended to USD 130 mln with an additional USD 30 mln contribution from Fifth Wall in 2Q22.

to give millions of customers access to credit from a network of 60 lenders at the best rates and terms in the market in one search.

VEF made its initial investment into FinanZero in 2016, with the latest follow-on investment of USD 1 mln taking place in 2Q22.

Our stake in Konfío saw a 34% valuation decrease during the quarter, driven mainly by lower public peer multiples coupled with moderately reduced revenue forecasts reflecting a plan to reach profitability. The resulting valuation decrease in USD terms was 21.0 mln. We value Konfío on a mark to model basis as in 3Q22.

Konfío issued their Sustainability & Impact Report 2021

Konfío presented their Sustainability & Impact report, outlining how they identify and measure their impact on three main core areas: Corporate Governance, Diversity & Inclusion, and Ethical Products & Processes.

Brazil

Solfácil has released a study on the potential savings in energy costs from home solar energy Solfácil study showed that the investment in a solar energy system can generate up to BRL 600 thousand in savings for Brazilian consumers over a period of 30 years.

Creditas released its 3Q22 Financial Results

Creditas reported YoY top line revenue growth of 173% for the 9M22 period. The company is successfully repricing up its portfolio and increasing efficiency, all of which is driving operational leverage and robust trends in 4Q22. We expect these trends to continue into 2023.

Fair value (USD): 6.8 mln Share of VEF's portfolio: 1.6%

VEF stake: 20.1%

VEF stake:

16.8%

Share of VEF's portfolio: 0.6%

Fair value (USD): 2.6 mln

Fair value (USD): 15.2 mln

Share of VEF's portfolio: 3.6%

VEF stake: 2.3%

Share of VEF's portfolio: 11.3%

VEF stake: 10.2%

Fair value (USD):
6.9 mln
Share of VEF's portfolio:
1.6%
VEF stake:
1.0%

Magnetis is a digital investment advisor democratizing access to affordable and easy-touse investment management. Magnetis offers customers a simple, digital tool to manage their wealth.

Since 3Q17 VEF has invested USD 6.7 mln into Magnetis with the latest investment of USD 1.0 mln made in 2Q22.

Juspay is India's leading payment technology company offering a unifying layer of products and value-added services to merchants, thereby enabling them to improve their conversion rates. Juspay has played a key role in India's payment transformation and is present on 300 mln+ smartphones and processing USD 80 bln+ annualized TPV.

VEF has made a cumulative investment of USD 21 mln into Juspay, investing USD 13 mln leading its broader Series B round in 2020 and investing USD 8 mln in its series C round in 2022.

Rupeek is one of India's leading asset-backed digital lending platform offering low interest rate doorstep gold loans and gold backed credit cards to consumers. Rupeek is building products to make credit accessible to Indian households, which hold over 25,000 tonnes of gold worth c. USD 1.5 tln.

In 2022, Rupeek raised an additional USD 49 mln in its Series E extension round led by Lightbox with a participation of USD 7 mln from VEF. In total VEF has invested USD 14 mln into Rupeek.

Share of VEF's portfolio: 0.1% VEF stake: 1.2% minu is an employee financial wellness company offering a digital compensation and benefits platform to thousands of employees in Mexico. minu's platform provides benefits including insurance, telemedicine, financial education, savings and credit product, and minu's market-leading salary-on-demand offering. VEF made its initial investment of USD 0.5 mln into minu in 1Q21.

Nibo is the leading accounting SaaS provider in Brazil, transforming the way accountants and SMEs interact. Nibo services over 350 thousand SMEs through 4,100 accountants on their platform.

Since VEF's initial investment into Nibo in 2Q17 VEF made two follow-on investments in 2019 and 2020 and has in total invested USD 6.5 mln.

BlackBuck is the largest online trucking platform in India digitizing fleet operations for truckers (payments solutions around tolls and fuel) and operating a marketplace matching trucks with relevant loads. BlackBuck represents VEF's first investment in the 'embedded fintech' space.

VEF made its initial USD 10 mln investment into BlackBuck in 3Q21.

Konfío builds digital banking and software tools to boost SME growth and productivity in Mexico through three core offerings: credit, payments and SaaS.

in Konfío's USD 110 mln Series E2 round led by Tarsadia Capital in 3Q21.

TransferGo provides low-cost, fast, reliable digital money transfer services to migrants across Europe, with customers paying up to 90% less compared by using banks and have their money delivered securely in minutes.

VEF first invested in TransferGo in 2Q16 and has invested a total of USD 13.9 mln into the company.

India

Mexico

Emerging Europe

VEF stake:
13.8%

VEF stake: 4.5%

Share of VEF's portfolio:
0.2%

Share of VEF's portfolio:

0.6%

Fair value (USD):
1.0 mln

Fair value (USD): 2.3 mln

VEF stake: 21.2%

Share of VEF's portfolio: 0.1%

Fair value (USD):
0.4 mln
VEF stake:
11.5%

Financial information

Investments

Total gross investments in financial assets during FY22 were USD 81.7 mln.

During 1Q22 VEF invested USD 32.2 mln into two new portfolio companies. USD 20.0 mln into Solfácil, Brazil's largest digital solar panel marketplace and financing platform and USD 12.2 mln into Brazilian Gringo and their super-app and one-stop shop for drivers.

During 2Q22 VEF deployed an additional USD 6.6 mln into the current portfolio. Follow-on investments were made into Juspay (USD 4.1 mln), FinanZero (USD 1.0 mln), Magnetis (USD 1.0 mln) in form of a SAFE note, and Abhi (USD 0.5 mln). VEF also took up its right and converted the outstanding SAFE note in Abhi (USD 0,5 mln) to shares in the company. USD 35.0 mln was also invested in liquidity placements during the quarter.

During 3Q22 VEF invested USD 1.0 mln into new portfolio company Mahaana, Pakistan's first digital wealth management company. VEF also deployed an additional USD 1.9 mln into portfolio company Rupeek.

During 4Q22 VEF invested 5.0 mln into Creditas in form of a convertible note.

Divestments

Gross divestments in financial assets during FY22 were USD 42.0 mln, of which all relates to divestments in liquidity placements.

Share info

VEF AB (publ)'s share capital per December 31, 2022, is distributed among 1,106,675,373 shares with a par value of SEK 0.01 per share. For more information on the share capital please refer to Note 5.

Share repurchases

In August VEF announced that the Board of Directors had approved a new share buyback program based on the mandate from the annual general meeting of the Company on May 10, 2022.

The new buyback program allows VEF to buy shares for a maximum of USD 10 mln in total. The purpose of the buyback program is to allow the Company the flexibility to create additional shareholder value and optimize the Company's capital structure as and when deemed appropriate by reducing the Company's share capital. As per the end of FY22 the company holds 12,824,243 repurchased shares equivalent to USD 2.9 mln.

Group – results for FY22

During FY22, the result from financial assets at fair value through profit or loss amounted to USD -369.9 mln (FY21: 284.6).

  • Coupon income were USD 0.4 mln (FY21: 0.4).
  • Operating expenses amounted to USD -7.4 mln (FY21: -8.9).
  • Net financial items were USD -0.6 mln (FY21: -0.5).
  • Net result was USD -377.4 mln (FY21: 275.5).
  • Total shareholders' equity amounted to USD 381.8 mln by year end (YE21: 761.7).

Group – results for 4Q22

During 4Q22, the result from financial assets at fair value through profit or loss amounted to USD -56.2 mln (4Q21: 210.7).

  • Coupon income were USD 0.1 mln (4Q21: 0.1).
  • Operating expenses amounted to USD -1.3 mln (4Q21: -2.7).
  • Net financial items were USD -4.2 mln (4Q21: -0.1).
  • Net result was USD -61.5 mln (4Q21: 208.0).

The financial result for the fourth quarter is principally a reflection of the decrease in valuation of the underlying portfolio (-12%) QoQ. Valuation changes in individual portfolio names were mainly driven by market moves in their respective listed peers coupled with moderately revised revenue forecasts, in parts, reflecting plans to

Finja is a digital lending platform for SMEs in Pakistan, providing small-ticket loans and invoice financing to kiryana stores and for FMCG distributors to purchase inventory on credit.

VEF has invested a total of USD 2.9 mln into Finja since 2016.

Abhi is a financial wellness company for businesses and their employees in Pakistan, offering earned wage access, invoice factoring and payroll solutions.

VEF led Abhi's Seed round in 2Q21 and has invested a total of USD 1.8 mln into the company, most recently participating in Abhi's Series A with an investment of USD 0.5 mln in 2Q22.

Mahaana is Pakistan's first digital wealth management company, building a platform to allow working class Pakistanis to better invest their savings and pensions in a market where the individual savings rate significantly lags peers.

VEF invested USD 1 mln into Mahaana as part of their seed round in 3Q22, co-leading the USD 2.1 mln round with SparkLabs Group and local strategic partner IGI Holdings.

JUMO is a full technology stack for financial services that enables partner banks to reach millions of new customers with credit and savings products at affordable prices whilst making predictable returns. JUMO provides a full range of infrastructure and services from core banking to underwriting, KYC and anti-fraud and recently achieved B Corporation certification.

In 4Q21 JUMO raised USD 120 mln from new and existing investors in a round led by Fidelity Management, Visa and Kingsway. VEF has invested a total of USD 14.6 mln in JUMO since 2015.

Pakistan

Africa

reach profitability. The result for the quarter broadly mirrors the valuation decreases in global fintech indices, which experienced a further sell-off during the period. On an aggregated level, and specifically amongst the top portfolio names, underlying delivery remained strong and broadly on track vs. updated and profitability focused forecasts.

Liquid assets

The liquid assets of the Group, defined as cash and bank deposits, amounted to USD 8.6 mln on December 31, 2022 (YE21: 11.1). The Company also has placements in money market funds and bonds, as part of its liquidity management operations. As of December 31, 2022, the liquidity placements are valued at USD 39.9 mln (YE21: 50.6).

Parent company

The parent company, VEF AB (publ), is the holding company of the Group. The net result for FY22 was SEK 24.0 mln (FY21: 155.3). VEF AB (publ) is the parent of four wholly owned subsidiaries; VEF Cyprus Limited, VEF Fintech Ireland Limited, VEF Service AB (under liquidation) and VEF UK Ltd. VEF AB (publ) is the direct shareholder of three portfolio companies (BlackBuck, Juspay and Rupeek).

Current market environment

Following what was a difficult window for global financial markets in 1H22, 3Q22 showcased a mixed but on average positive quarter for publicly traded fintech stocks. However, during 4Q22 global equity markets experienced a new sell-off approaching the end of the quarter. The global fintech indices (a basket of publicly traded fintech benchmark stocks) that VEF is tracking experienced a 58% decrease on average during the year, while our key portfolio currencies were essentially stable during 4Q22.

Markets remain in favour of profitable stocks compared to growth-oriented assets. Inflation levels remain a challenge in many geographies, while Brazil, specifically, saw inflation consistently coming down over the course of 2H22. Interest rate hikes are very real for the most part, creating a low visibility and a risk-off mode environment. During the quarter VEF has traded at a deep discount to the latest reported NAV, similar to many global peers and other listed fintech stocks. VEF's financial position remains comfortable with a solid balance sheet and a USD 48.5 mln cash position at the end of the quarter, expected to be more than sufficient to support current portfolio over the coming twelve-months period. Importantly, the largest companies in our portfolio remain well funded following recent capital raises during the year, and we forecast the majority of our portfolio to continue growing at healthy levels, albeit at a somewhat slower pace to extend runway and improve financial flexibility. The negative impact on our portfolio is for the most part market-related in the short to medium term, affecting the respective valuations which may impact the ability to raise additional capital further on. Across the board, our portfolio companies have launched cost saving initiatives to extend runway and have plans in place to get to break even with the current funding levels.

Write-down of holdings with exposure to Russia

VEF has one equity holding (REVO), in addition to liquidity placements (Tinkoff bonds) with direct or partial exposure to Russia, which was equivalent to 2.3% of YE21 NAV.

VEF wrote down the holdings in REVO and Tinkoff bonds to zero in 1Q22. As the situation in Russia remains highly uncertain, the valuations are kept unchanged at zero at the end of the year. Nevertheless, Tinkoff has honoured coupon payments and has followed through with the quarterly payments as planned during 2022.

Consolidated income statement

Financial income and expenses
Expressed in USD thousands Note FY 2022 FY 2021 4Q 2022 4Q 2021
Result from financial assets at fair value through profit or loss 4 -369,936 284,574 -56,184 210,696
Coupon income 410 388 117 96
Other income 193 8 14
Administrative and operating expenses -7,404 -8,944 -1,277 -2,714
Operating result -376,737 276,026 -57,330 208,078
Financial income and expenses
Interest income 21 63 21 1
Interest expense -3,009 -6 -1,224 -6
Currency exchange gains/losses, net 2,397 -547 -2,983 -75
Net financial items -591 -490 -4,186 -80
Result before tax -377,328 275,536 -61,516 207,998
Taxation -31 -23 -9
Net result for the period -377,359 275,513 -61,516 207,989
Earnings per share, USD -0.36 0.30 -0.06 0.22
Diluted earnings per share, USD -0.36 0.30 -0.06 0.22
Other comprehensive income for the period:
Items that may be classified subsequently to profit or loss:
Expressed in USD thousands FY 2022 FY 2021 4Q 2022 4Q 2021
Net result for the period -377,359 275,513 -61,516 207,989
Other comprehensive income for the period:
Items that may be classified subsequently to profit or loss:
Currency translation differences -5
Total other comprehensive income for the period -5
Total comprehensive income for the period -377,359 275,508 -61,516 207,989

Total comprehensive income for the periods above is entirely attributable to the equity holders of the Company.

Statement of other comprehensive income

Expressed in USD thousands Note Dec 31, 2022 Dec 31, 2021
NON-CURRENT ASSETS
Tangible non-current assets
Property, plant and equipment 156 102
Total tangible non-current assets 156 102
Financial non-current assets
Financial assets at fair value through profit or loss 4
Equity financial assets 380,800 700,311
Liquid financial assets 39,877 50,642
Other financial assets 32 27
Total financial non-current assets 420,709 750,980
CURRENT ASSETS
Tax receivables 64 109
Other current receivables 449 387
Prepaid expenses and accrued income 104 138
Cash and cash equivalents 8,612 11,131
Total current assets 9,229 11,765
TOTAL ASSETS 430,094 762,847
SHAREHOLDERS' EQUITY (including net result for the financial period) 381,831 761,728
NON-CURRENT LIABILITIES
Long-term debt 6 46,979
Total non-current liabilities 46,979
CURRENT LIABILITIES
Accounts payable 76 138
Tax liabilities 51
Other current liabilities 241 534
Accrued expenses 967 396
Total current liabilities 1,284 1,119
TOTAL SHAREHOLDERS' EQUITY AND LIABILITIES 430,094 762,847

Consolidated balance sheet Consolidated statement

of changes in equity

Expressed in USD thousands Note Share
capital
Additional
paid in capital
Retained
earnings
Total
Balance at Jan 1, 2021 388,066 388,066
Net result for the period 275,513 275,513
Other comprehensive income for the period
Currency translation difference -5 -5
Total comprehensive income for the period 275,508 275,508
Transactions domicile change:
- Issuance of share capital 1,006 -1,006
- Issuance of LTIP 2019 Plan shares 14 -14
- Issuance of LTIP 2020 Plan shares 39 -39
Transactions with owners:
- Directed rights issue 238 97,120 97,358
Value of employee services:
- Employee share option scheme 1 94 324 419
- Share based long-term incentive program 10 226 141 377
Balance at Dec 31, 2021 1,308 97,440 662,980 761,728
Balance at Jan 1, 2022 1,308 97,440 662,980 761,728
Net result for the period -377,359 -377,359
Other comprehensive income for the period
Currency translation difference
Total comprehensive income for the period -377,359 -377,359
Value of employee services:
- Employee share option scheme 7 12 12
- Share based long-term incentive program 8 10 350 360
Buyback of own shares -2,910 -2,910
Balance at Dec 31, 2022 1,318 94,892 285,621 381,831
Expressed in USD thousands Note Share
capital
Additional
paid in capital
Retained
earnings
Total
Balance at Jan 1, 2021 388,066 388,066
Net result for the period 275,513 275,513
Other comprehensive income for the period
Currency translation difference -5 -5
Total comprehensive income for the period 275,508 275,508
Transactions domicile change:
- Issuance of share capital 1,006 -1,006
- Issuance of LTIP 2019 Plan shares 14 -14
- Issuance of LTIP 2020 Plan shares 39 -39
Transactions with owners:
- Directed rights issue 238 97,120 97,358
Value of employee services:
- Employee share option scheme 1 94 324 419
- Share based long-term incentive program 10 226 141 377
Balance at Dec 31, 2021 1,308 97,440 662,980 761,728
Balance at Jan 1, 2022 1,308 97,440 662,980 761,728
Net result for the period -377,359 -377,359
Other comprehensive income for the period
Currency translation difference
Total comprehensive income for the period -377,359 -377,359
Value of employee services:
- Employee share option scheme 7 12 12
- Share based long-term incentive program 8 10 350 360
Buyback of own shares -2,910 -2,910

Consolidated statement of cash flows

Expressed in USD thousands FY 2022 FY 2021 4Q 2022 4Q 2021
OPERATING ACTIVITIES
Result before tax -377,328 275,536 -61,516 207,998
Adjustment for non-cash items:
Interest income and expense, net 2,988 -57 1,203 5
Currency exchange gains/-losses, net -2,397 547 2,983 75
Depreciations -54 109 -145 32
Result from financial assets at fair value through profit or loss 369,936 -284,574 56,184 -210,696
Result from long term receivables -27
Other non-cash items affecting profit or loss 366 350 93 116
Adjustment for cash items
Coupon income -410 -388 -117 -96
Change in current receivables -1,727 -411 137 -154
Change in current liabilities -52 392 241 -492
Adjustments of cash flow in operating activities -8,678 -8,523 -937 -3,212
Investments in financial assets -81,660 -171,132 -5,000 -34,420
Sales of financial assets 42,000 86,909 6,000 37,308
Repayment of short-term loan receivables 2,176
Coupon income 410 388 117 96
Interest received 21 63 21 1
Interest paid -6 -6
Tax paid -65 -65
Net cash flow used in operating activities -47,972 -90,125 136 -233
FINANCING ACTIVITIES
Proceeds from sustainability bonds 53,080
Interest paid on sustainability bonds -1,902 -994
Proceeds from directed rights issue, gross 101,557
Costs in relation to directed rights issue -4,199 -72
Buybacks of own shares -2,910 -1,651
Proceeds from new share issue through employee options 10 409 85
Net cash flow from financing activities 48,278 97,767 -2,645 13
Change in cash and cash equivalents 306 7,642 -2,509 -220
Cash and cash equivalents at the beginning of the period 11,131 4,224 10,740 11,461
Exchange gains/losses on cash and cash equivalents -2,825 -735 381 -110
Cash and cash equivalents at the end of the period 8,612 11,131 8,612 11,131

Alternative performance measures

Alternative Performance Measures (APMs) are financial measures other than financial measures defined or specified by International Financial Reporting Standards (IFRS) and have been issued by ESMA (the European Securities and Markets Authority).

VEF regularly uses alternative performance measures to enhance comparability from period to period and to give deeper information and provide meaningful supplemental information to analysts, investors and other parties.

It is important to know that not all companies calculate alternative performance measures identically, therefore these measurements have limitations and should not be used as a substitute for measures of performance in accordance with IFRS.

Below you find our presentation of the APMs and how we calculate these measures.

Reconciliation tables

FY 2022 FY 2021
Net asset value, USD 381,830,589 761,728,416
Exchange rate at balance sheet date, USD/SEK 10.43 9.04
Net asset value/share, USD 0.37 0.73
Net asset value/share, SEK 3.82 6.61
Net asset value, SEK 3,981,466,381 6,884,560,396
Share price, SEK 2.45 6.05
Traded premium/discount(-) to NAV -35.8% -8.4%
Weighted average number of shares for the financial period 1 1,045,052,785 905,955,689
Weighted average number of shares for the financial period, fully diluted 1,
2
1,045,052,785 906,438,372
Number of shares at balance sheet date 1 1,041,865,735 1,042,289,978
Number of shares at balance sheet date, fully diluted 1,
2
1,041,865,735 1,042,772,661
1. Number of shares does not include the 51,985,395 redeemable common shares issued under the 2020, 2021 and 2022 long-term incentive programs
as well as the 12,824,243 repurchased shares.
Dec 31, 2022 Dec 31, 2021
Net asset value, USD 381,830,589 761,728,416
Net asset value, SEK
Net asset value, USD 381,830,589 761,728,416
SEK/USD 10.43 9.04
Net asset value, SEK 3,981,466,381 6,884,560,396
Net asset value/share, USD
Net asset value, USD 381,830,589 761,728,416
Number of outstanding shares 1,041,865,735 1,042,289,978
Net asset value/share, USD 0.37 0.73
Net asset value/share, SEK
Net asset value, USD 381,830,589 761,728,416
SEK/USD 10.43 9.04
Net asset value, SEK 3,981,466,381 6,884,560,396
Number of outstanding shares 1,041,865,735 1,042,289,978
Net asset value/share, SEK 3.82 6.61
Premium/discount(–) to NAV
Net asset value, USD 381,830,589 761,728,416
SEK/USD 10.43 9.04
Net asset value, SEK 3,981,466,381 6,884,560,396
Number of outstanding shares 1,041,865,735 1,042,289,978
Net asset value/share, SEK 3.82 6.61
Share price, SEK 2.45 6.05
Premium/discount(–) to NAV -35.8% -8.4%
  1. Dilution from shares under long-term-incentive programs only occur when the incentive program's conditions of the respective program are fulfilled and if the shares have yet not been converted. As such, number of shares fully diluted is not adjusted for 51,985,395 redeemable common shares (Class C shares) issued under the 2020, 2021 and 2022 long-term incentive program as at the end of the period the conditions of the respective programs are not fulfilled.

Alternative performance measures

Net asset value (NAV), USD

Net value of all assets on the balance sheet, equal to the shareholders' equity.

Net asset value per share, USD Net asset value/share is defined as shareholders' equity divided by total number of outstanding shares.

Net asset value, SEK Net asset value in USD multiplied with the USD/SEK exchange rate at balance sheet date.

Net asset value per share, SEK

Net asset value/share is defined as shareholders' equity divided by total number of outstanding shares multiplied with the USD/SEK exchange rate at balance sheet date.

Traded premium/discount to net asset value

Traded premium/discount to NAV is defined as the share price divided to the net asset value/share.

Number of shares, fully diluted

Diluted basis considers the total number of outstanding common shares as well as the shares that could be claimed through the conversion of outstanding share options and Series C shares under the long-term incentive programs when the program's conditions has been fulfilled and the shares have not yet been converted.

Other definitions

Portfolio value

Total book value of financial assets held at fair value through profit and loss.

Earnings per share

Earnings/share is defined as the result for the period divided by average weighted number of shares for the period.

Diluted earnings per share

Diluted earnings/share is defined as the result for the period divided by average number of shares for the period fully diluted.

Expressed in SEK thousands

Parent company income statement

Expressed in SEK thousands FY 2022 May 28–
Dec 31, 2021
4Q 2022 4Q 2021
Result from financial assets at fair value through profit or loss 95,664 184,417 -97,935 138,344
Coupon income 4,174 1,716 1,199 880
Other income 156 17
Administrative and operating expenses -49,045 -28,639 -8,471 -15,412
Operating result 50,949 157,494 -105,190 123,812
Financial income and expenses
Interest income 216 216
Interest expense -31,941 -12,972
Currency exchange gains/losses, net 4,745 -2,187 -583 2,801
Net financial items -26,980 -2,187 -13,339 2,801
Result before tax 23,969 155,307 -118,529 126,613
Taxation
Net result for the period 23,969 155,307 -118,529 126,613

The Parent Company have no items to account for as other comprehensive income and therefore the net result for the period is equal to the total comprehensive income for the period.

Expressed in SEK thousands Note Dec 31, 2022 Dec 31, 2021
NON-CURRENT ASSETS
Financial non-current assets
Shares in subsidiaries 2,400,800 2,027,853
Financial assets at fair value through profit or loss
Equity financial assets 725,327 592,653
Liquid financial assets 415,811 457,709
Other financial assets 50 244
Total financial non-current assets 3,541,988 3,078,459
CURRENT ASSETS
Tax receivables 245 102
Other current receivables 4,310 3,102
Other current receivables, Group 9,746 11,028
Prepaid expenses and accrued income 956 1,245
Cash and cash equivalents 74,592 46,011
Total current assets 89,849 61,488
TOTAL ASSETS 3,631,837 3,139,947
SHAREHOLDERS' EQUITY (including net result for the financial period) 5 3,128,670 3,132,572
NON-CURRENT LIABILITIES
Long-term debt 6 488,750
Total non-current liabilities 488,750
CURRENT LIABILITIES
Accounts payable 649 995
Other current liabilities, Group 2,442 2,744
Other current liabilities 1,463 588
Accrued expenses 9,863 3,048
Total current liabilities 14,417 7,375
TOTAL SHAREHOLDERS' EQUITY AND LIABILITIES 3,631,837 3,139,947

Parent company balance sheet Parent company statement

of changes in equity
Balance at Dec 31, 2021 10,963 849,376 2,272,233 3,132,572
- Share based long-term incentive program 83 2,011 2,094
- Employee share option scheme 5 811 816
Value of employee services:
- Proceeds from directed rights issue, net 2,073 846,554 848,627
Transactions with owners:
- Shareholders contribution 2,116,926* 2,116,926*
- Issuance of LTIP 2020 Plan shares 333 333
- Issuance of LTIP 2019 Plan shares 124 124
- Issuance of share capital 8,345 8,345
Transactions domicile change:
Net result for the period 155,307 155,307
Balance at May 28, 2021
Expressed in SEK thousands Note Share
capital
Additional
paid in capital
Retained
earnings
Total
Expressed in SEK thousands Note capital
Transactions domicile change:
Transactions with owners:
Value of employee services:
Other comprehensive income for the period
Value of employee services:
Balance at Jan 1, 2022 10,963 849,376 2,272,233 3,132,572
Net result for the period 23,969 23,969
Other comprehensive income for the period
Currency translation difference
Total comprehensive income for the period 23,969 23,969
Value of employee services:
- Employee share option scheme 7 122 122
- Share based long-term incentive program 8 104 3,590 3,694
Buyback of own shares -31,687 -31,687
Balance at Dec 31, 2022 11,067 821,401 2,296,202 3,128,670

* Transfer of all VEF Ltd's assets to VEF AB (publ) due to the redomestication from Bermuda to Sweden.

Notes

(Expressed in USD thousand unless indicated otherwise)

Note 1

General information

VEF AB (publ) was incorporated as a shelf company on December 7, 2020 but changed name to VEF AB (publ) and became active on May 28, 2021. The registered office is at Mäster Samuelsgatan 1, 111 44 Stockholm, Sweden. The common shares of VEF AB (publ) are listed on Nasdaq Stockholm Main Market with the ticker VEFAB. The common shares of VEF AB (publ) replaced the Swedish Depository Receipts representing shares in VEF Ltd. With effect as from July 5, 2021, in connection with the transfer of domicile of the group from Bermuda to Sweden.

As of December 31, 2022, the VEF Group consists of the Swedish Parent Company VEF AB (publ) and four wholly owned subsidiaries; VEF Cyprus Limited, VEF Fintech Ireland Limited, VEF Service AB (under liquidation), and VEF UK Ltd. VEF Cyprus Limited act as the main investment vehicle for the group, holding fourteen of seventeen investments at balance date. VEF AB (publ) holds the remaining three (BlackBuck, Juspay and Rupeek) and act as a service company, together with VEF Fintech Ireland Limited and VEF UK Ltd, providing business and investment support services to the Group.

The financial year is January 1–December 31.

Parent company

The Parent Company VEF AB (publ) is a Swedish limited liability company, incorporated in Sweden and operating under Swedish law. VEF AB (publ) is the holding company of the Group and directly owns all the companies in the Group. The net result for FY22 was SEK 24.0 mln (FY21: 155.3). VEF AB (publ) was incorporated on December 7, 2020, and became active on May 28, 2021. The parent company has four employees per December 31, 2022.

Accounting principles

This interim report has, for the Group, been prepared in accordance with IAS 34 Interim Financial Reporting and the Swedish Annual Accounts Act. The financial reporting for the Parent Company has been prepared in accordance with the Swedish Annual Accounts Act and RFR 2 Accounting for legal entities, issued by the Swedish Financial Reporting Board.

Under Swedish company regulations it is not allowed to report the Parent Company results in any other currency than SEK or EUR and consequently the Parent Company's financial information is reported in SEK and not the Group's reporting currency of USD.

The accounting principles in the 2021 Annual Report sets out the principles for the Group and the Parent company.

Note 2 — Financial and operating risks

For a detailed account of risks associated with investing in VEF and VEF's business, please see the 2021 Annual Report, Note 2.

Note 3 — Related party transactions

Related party transactions for the period are of the same character as described in the 2021 Annual Report. During the period VEF has recognized the following related party transactions:

Operating expenses Current liabilities
FY22 FY21 YE22 YE21
Key management and Board of Directors ¹ 2,887 3,984
  1. Compensation paid or payable includes salary, bonus, and share based remuneration to the management and remuneration to the Board members.

Note 4 — Fair value estimation

The fair value of financial instruments traded in active markets is based on quoted market prices at the balance sheet date. A market is regarded as active if quoted prices are readily and regularly available from an exchange, dealer, broker, industry company, pricing service, or regulatory agency, and those prices represent actual and regularly occurring market transactions on an arm's length basis. The quoted market price used for financial assets held by the Group is the current bid price. These instruments are included in Level 1. The fair value of financial instruments that are not traded in an active market is determined by using valuation techniques. These valuation techniques maximize the use of observable market data where it is available and rely as little as possible on entity specific estimates. If all significant inputs required to determine the fair value of an instrument are observable, the instrument is included in Level 2. If one or more of the significant inputs is not based on observable market data, the instrument is included in Level 3.

Investments in assets that are not traded on any market will be held at fair value determined by recent transactions made at prevailing market conditions or different valuation models depending on the characteristics of the company as well as the nature and risks of the investment. These different techniques may include discounted cash flow valuation (DCF), exit-multiple valuation also referred to as leveraged buyout (LBO) valuation, asset-based valuation as well as forward looking multiples valuation based on comparable traded companies (peer companies). Usually, transaction-based valuations are kept unchanged for a period of twelve months unless there is cause for a significant change in valuation. After twelve months, the fair value for non-traded assets will normally be derived through any of the models described above.

The validity of valuations based on a transaction is inevitably eroded over time, since the price at which the investment was made reflects the conditions that existed on the transaction date. At each reporting date, possible changes or events subsequent to the relevant transaction are assessed and if this assessment implies a change in the investment's fair value, the valuation is adjusted accordingly. The transaction-based valuations are also frequently assessed using multiples of comparable traded companies for each unlisted investment or other valuation models when warranted.

VEF follows a structured process in assessing the valuation of its unlisted investments. VEF evaluates company specific and external data relating to each specific investment on an ongoing basis. The data is then assessed at quarterly valuation meetings by senior management. If internal or external factors are deemed to be significant, further assessment is undertaken and the specific investment is revalued to the best fair value estimate. Revaluations are first reviewed by the Audit Committee and later approved by the Board of Directors in connection with the Company's financial reports.

The fair value of financial instruments is measured by level of the following fair value measurement hierarchy:

  • Level 1 Quoted prices (unadjusted) in active markets for identical assets or liabilities.
  • directly (that is, as prices) or indirectly (that is, derived from prices).

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either

• Level 3 – Inputs for the asset or liability that are not based on observable market data (that is, unobservable inputs).

Investments are moved between levels in the fair value hierarchy when the management finds the best suitable valuation technique has changed and that the current applied technique results in a new classification in the fair value hierarchy compared to the prior period.

As per December 31, 2022, VEF has a liquidity management portfolio of listed corporate bonds and money market funds that are classified as Level 1 investments.

The investments in Creditas, Konfío, TransferGo, BlackBuck, Nibo, Magnetis, JUMO, minu, Finja and REVO are classified as Level 3 investments. The remaining portfolio companies are classified as Level 2 investments. During the year, Creditas, Konfío, TransferGo, BlackBuck, Magnetis, JUMO, minu and Finja have been transferred from Level 2 to Level 3. No holdings have been transferred from Level 3 to Level 2.

2022 2021
Opening balance Jan 1 25,794 158,181
Transfers from Level 2 to Level 31 605,712
Transfers from Level 3 to Level 21 -128,071
Change in fair value -362,292 -4,316
Closing balance Dec 31 269,214 25,794

Changes of financial assets in Level 3

Level 1 Level 2 Level 3 Total balance
Financial assets at fair value through profit or loss 39,877 39,877
of which:
Liquidity placements 39,877 39,877
Shares 111,586 251,085 362,671
Convertible and SAFE notes 18,129 18,129
Total assets 39,877 111,586 269,214 420,677
Level 1 Level 2 Level 3 Total balance
Financial assets at fair value through profit or loss 50,642 674,517 25,794 750,953
of which:
Liquidity placements 50,642 50,642
Shares 649,012 24,434 673,446
Convertible and SAFE notes 25,505 1,360 26,865
Total assets 50,642 674,517 25,794 750,953

Assets measured at fair value at Dec 31, 2022

Assets measured at fair value at Dec 31, 2021

  1. No deviations have been made from established guidelines regarding valuation techniques and transfers of assets between levels in the hierarchy.
Company Valuation method Date latest transaction
Abhi Latest transaction 2Q22
FinanZero Latest transaction 2Q22
Gringo Latest transaction 1Q22
Juspay Latest transaction 2Q22
Mahaana Latest transaction 3Q22
Rupeek Latest transaction 4Q22
Solfácil Latest transaction 2Q22

Transaction-based valuations

Holdings classified as Level 2 investments are valued based on the latest transaction in the company, on market terms. The validity of valuations based on a transaction is inevitably eroded over time, since the price at which the investment was made reflects the conditions that existed on the transaction date. At each reporting date, possible changes or events subsequent to the relevant transaction are assessed and if this assessment implies a change in the investment's fair value, the valuation is adjusted accordingly. The transaction-based valuations are frequently assessed using multiples of comparable traded companies for each unlisted investment or other valuation models. When transaction-based valuations of unlisted holdings are used, no material event is deemed to have occurred in the specific portfolio company that would suggest that the transaction-based value is no longer valid. During 4Q22, key portfolio currencies essentially remained flat. The holdings valued on the basis of the latest transactions all demonstrate strong revenue growth profiles and are set to deliver growth broadly in line with their respective business plans on which the latest transaction was based.

Calibration methodology-based valuations

In 4Q22, we use the calibration methodology in our portfolio valuation process. The calibration methodology specifically helps us calibrating valuations of companies with recently closed priced investment rounds and where the implied valuation multiple has moved significantly out of sync with our pre-determined comp group based of a sharp decline in public markets. The methodology is a fair tool for reflecting dramatically changing market conditions ahead of moving to full mark-to-model.

Inputs used for the valuation include risk adjusted revenue forecasts, currency moves and the implied revenue multiple paid at the time of the latest transaction relative to a relevant peer group adjusted for market moves in the same peer group as of December 31, 2022. At the end of 2022, one company, Creditas, was valued using the calibration methodology.

Mark-to-model-based valuations

Konfío, TransferGo, BlackBuck, Nibo, JUMO, minu and Finja are all valued on the basis of a twelve-months forward looking revenue multiple while Magnetis is based on a relative multiple to AUM. REVO's valuation model, in light of the geo-political situation in Russia, was assigned a liquidity discount of 100% in 1Q22, bringing the fair value to zero which remains in 4Q22. Inputs used for each valuation include risk adjusted revenue- and earnings forecasts, local currency moves and listed peer group revenue multiples as of December 31, 2022.

The difference in fair value change between the portfolio companies is dependent on relative revenue forecasts in each company as well as moves in the relevant peer group and moving exchange rates. Peers used in the 4Q22 peer set include a mix of listed emerging- and developed market companies representing accounting SaaS and BNPL companies, digitally focused wealth managers, fast growth payments companies and a range of Latin American fintech companies. The NTM multiples across the different peer groups per company and valuation range from 0.8x to 11.6x NTM revenues. As a standard process, the median of each group is used, and in applicable cases VEF will adjust the resulting multiple based on prevailing local market conditions, sector and company specific factors, applying discounts or premiums to reflect the fair value of the company.

Below table summarizes the sensitivity of the assets value to changes in the underlying multiple used for the valuation.

Sensitivity analysis of valuations based on changes in peer group multiples used

Company Valuation method Peer group range -15% -10% -5% 0% +5% +10% +15%
Creditas Calibration methodology 1.0-3.5x 167,551 176,060 184,568 193,076 201,585 210,093 218,602
Konfío Revenue multiple 1.0-3.5x 35,897 37,313 38,730 40,146 41,563 42,979 44,395
TransferGo Revenue multiple 1.9-5.1x 14,165 14,892 15,620 16,347 17,074 17,801 18,529
BlackBuck Revenue multiple 5.2x 5,950 6,264 6,579 6,894 7,209 7,523 7,838
Nibo Revenue multiple 5.6-7.7x 5,905 6,209 6,513 6,817 7,120 7,424 7,728
Magnetis AUM multiple 5.2-74.4% 2,409 2,485 2,561 2,637 2,713 2,789 2,865
JUMO Revenue multiple 2.6-11.0x 1,950 2,074 2,198 2,322 2,445 2,569 2,693
minu Revenue multiple 2.3-5.6x 472 495 518 541 564 587 611
Finja Revenue multiple 0.8-11.6x 401 412 423 434 445 457 468

Change in financial assets at fair value through profit or loss

Company Jan 1, 2022 Investments/
(divestments),
net
Fair value
change
Dec 31, 2022 Percentage
of portfolio
VEF
ownership
stake
Creditas 394,123 5,000 -206,047 193,076 46.0% 8.5%
Juspay 42,420 4,098 953 47,471 11.3% 10.2%
Konfío 135,582 -95,436 40,146 9.5% 10.3%
Solfácil 20,000 20,000 4.8% 2.6%
TransferGo 29,271 -12,924 16,347 3.9% 12.5%
Rupeek 13,152 1,873 170 15,195 3.6% 2.3%
Gringo 12,250 12,250 2.9% 10.2%
FinanZero 11,882 991 -4,788 8,085 1.9% 19.0%
Abhi 1,350 448 5,787 7,585 1.8% 11.5%
BlackBuck 10,000 -3,106 6,894 1.6% 1.0%
Nibo 12,560 -5,743 6,817 1.6% 20.1%
Magnetis 10,526 1,000 -8,889 2,637 0.6% 16.8%
JUMO 18,409 -16,087 2,322 0.6% 4.5%
Mahaana 1,000 1,000 0.2% 13.8%
minu 450 91 541 0.1% 1.2%
Finja 7,351 -6,917 434 0.1% 21.2%
REVO 13,235 -13,235 0.0% 23.0%
Liquidity investments 50,642 -7,000 -3,765 39,877 9.5%
Total 750,953 39,660 -369,936 420,677 100%

Note 7 – Option plan

Per December 31, 2022, a total of 1,000,000 options are outstanding. None to the Managing Director and 1,000,000 to other employees.

Option grant date May 16, 2018 Dec 17, 2019
Maturity date Aug 16, 2023 Dec 17, 2024
Option price at grant date, SEK 0.41 0.34
Share price at grant date, SEK 1.97 2.95
Exercise price, SEK 2.35 3.69
Volatility 29.90% 22.80%
Risk free interest rate -0.13% -0.29%
No. of options granted 500,000 500,000

For more information on the option plan, please see Note 8 in the 2021 Annual Report.

Note 6 – Long-term debt

Sustainability bonds 2022/2025

During 2Q22, VEF issued sustainability bonds of three years, to the amount of SEK 500 mln, within a frame of SEK 1,000 mln. The bonds carry a floating coupon of 3m Stibor + 725 bps with interest paid quarterly. The bonds are due in April 2025. The bonds are trading on the sustainable bond list of Nasdaq Stockholm and the Open Market of the Frankfurt Stock Exchange.

Note 5 – Share capital

VEF AB (publ)'s share capital per December 31, 2022, is distributed among 1,106,675,373 shares with a par value of SEK 0.01 per share as set out in the table below. Each share of the Company carries one vote. The common shares trade on Nasdaq Stockholm Main Market, Mid Cap-segment.

The convertible shares of Class C 2020, Class C 2021 and Class C 2022 are held by management and key personnel of VEF under the Company's long-term incentive programs. The Class C shares are redeemable pursuant to the terms set out in VEF's articles of association. The 12,400,000 Class C 2019 shares were converted into common shares on July 15, 2022 increasing the common shares to 1,054,689,978.

As per December 31, 2022, VEF holds 12,824,243 repurchased shares in accordance with the buyback program based on the mandate from the annual general meeting of the Company on May 10, 2022.

Share class Number of shares Number of votes Share capital (SEK)
Common shares1 1,054,689,978 1,054,689,978 10,546,899.78
Class C 2020 33,250,000 33,250,000 332,500.00
Class C 2021 8,312,500 8,312,500 83,125.00
Class C 2022 10,422,895 10,422,895 104,228.95
Total 1,106,675,373 1,106,675,373 11,066,753.73
  1. Whereof 12,824,243 common shares are repurchased common shares as at December 31, 2022.

Note 9 – Events after the reporting period

No significant events after the end of the period.

LTIP 2020 LTIP 2021 LTIP 2022
Performance measurement period Jan 2020–Dec 2024 Jan 2021–Dec 2025 Jan 2022–Dec 2026
Vesting period Nov 2020–Dec 2024 Sept 2021–Dec 2025 Aug 2022–Dec 2024
Maximum no of shares, Managing Director 13,300,000 3,325,000 3,325,000
Maximum no of shares, others 19,950,000 4,987,500 7,097,895
Maximum no of shares, total 33,250,000 8,312,500 10,422,895
Maximum dilution 3.19% 0.80% 1.00%
Share price on grant date, SEK 3.14 4.34 2.306
Share price on grant date, USD 0.36
Plan share price on grant date, SEK1 0.37 0.62 0.10
Plan share price on grant date, USD1 0.04
Total employee benefit expense excl.
bonuses paid and social taxes (USD mln)
LTIP 2020 2 LTIP 2021 2 LTIP 2022 2
2022 0.20 0.13 0.01
2021 0.20 0.02
2020 0.03
Total accumulated 0.43 0.15 0.01

Note 8 – Long-term share-based incentive program (LTIP)

There are three running and one completed LTIP programs for management and key personnel in the VEF Group. All three running programs, LTIP 2020, 2021 and 2022 are linked to the long-term performance of both the Company's NAV and of the VEF share price. For more information on the LTIPs, please see Note 8 in the 2021 Annual Report.

  1. The difference in common share price and plan share price derive from that plan share price has been calculated using the Monte Carlo method applying the performance criterias applicable in the terms for the long-term incentive programme and the current share price at grant date.

  2. The total IFRS 2 expense does not include subsidy for acquisition and taxes arisen.

Completed program LTIP 2019

The Board of Directors determined on May 10, 2022, that the development of the Company's NAV and share price over the term of LTIP 2019 (Jan 1, 2019, through Dec 31, 2021), meets the so-called stretch level, whereby the Class C 2019 shares held by the participants were converted on July 15, 2022. A total of 12,400,000 Class C 2019 shares were converted.

New program LTIP 2022

The Board has approved a long-term share incentive plan ("LTIP 2022") for eight key employees in the Company. LTIP 2022 is a five-year performance-based incentive program. The objective of LTIP 2022 is to encourage the employees to financially commit to the long-term value growth of VEF, and thereby align their interests with those of the shareholders. VEF has compensated the participants with a cash subsidy for the subscription price and the tax effects arising due to the subsidy of the subscription price and benefit.

Upcoming reporting dates

  • VEF's financial report for the period January 1, 2023–March 31, 2023, will be published on April 19, 2023.
  • VEF's financial report for the period January 1, 2023–June 30, 2023, will be published on July 19, 2023.
  • VEF's financial report for the period January 1, 2023–September 30, 2023, will be published on October 25, 2023.
  • VEF's financial report for the period January 1, 2023–December 31, 2023, will be published on January 24, 2024.

Annual General Meeting and Annual Report 2022

The annual general meeting of VEF is planned to take place on Tuesday, May 9, 2023. The annual report will be available on the Company's website (vef.vc) from March 27, 2023.

January 25, 2023

David Nangle Managing Director

This information is information that VEF AB (publ) is obliged to make public pursuant to the EU Market Abuse Regulation and the Securities Markets Act. The information was submitted for publication, through the agency of the contact persons set out below, at 2023-01-25 08:00 CET.

For further information, visit vef.vc or contact:

Henrik Stenlund CFO Tel +46 8 545 015 50 Email [email protected]

This report has not been subject to review by the Company's auditors.

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