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UPST · Forward model · Balance-sheet lending

What has to happen in Balance-sheet lending

Model as of

This page changes Balance-sheet lending inside the complete UPST model. Every other vertical, corporate programme and valuation assumption stays in the selected portfolio case.

UPST forward model
Horizon
Consolidated fair value $46.74 all other verticals held in this portfolio case
Final-quarter revenue $29M 3% of company revenue
Explicit segment contribution $317M EBITDA less segment capex, before corporate items

Balance-sheet lending

Basis quarter$17M
Final quarter$29M
Implied CAGR+12%
Final revenue mix3%

Not a product Upstart sells - the line that makes its GAAP results jump around. Interest income on the roughly $1.06B of loans it holds at fair value, less interest expense on the $2.0B of borrowings that fund them, plus the mark-to-market on both. It contributed $16.7M in the basis quarter and $31.2M the quarter before, with no cost allocated against it, so it drops almost entirely to operating income. The book is more secured than the fee mix suggests: $338.1M of auto loans and $229.0M of HELOCs, held to seed products Upstart cannot yet sell in volume.

Last four quarters
2025 Q3 $19M Reported
2025 Q4 $31M Estimated
2026 Q1 $31M Reported
2026 Q2 $17M Reported
Interest income on loans held at fair valueInterest expense on warehouse and securitisation borrowingsFair value and other adjustments, net
Capacity energised 1064 $M of loans at the basis quarter $1,064M of loans held at fair value at 30 June 2026, of which $338.1M is auto and $229.0M is HELOCs.
Capacity added 40 $M of loans/qtr changing 0.0% per quarter $40M a quarter, the $79.7M the book grew in the first half, halved. A fraction of origination growth, by design.
Utilisation 100% gliding toward 100% Definitional at 100%: the net yield below is derived from this same period-end book.
Revenue per $M of loans $15682/qtr drifting 0.0% per quarter $16.7M of net interest and fair-value adjustments over a $1,064M book - a 5.9% annualised net yield.
Balance-sheet lending

Latest: $29M (2031Q2E)

Period Value
2025Q1 $28M
2025Q2 $17M
2025Q3 $19M
2025Q4 $31M
2026Q1 $31M
2026Q2 $17M
2026Q3E $17M
2026Q4E $18M
2027Q1E $19M
2027Q2E $19M
2027Q3E $20M
2027Q4E $20M
2028Q1E $21M
2028Q2E $22M
2028Q3E $22M
2028Q4E $23M
2029Q1E $24M
2029Q2E $24M
2029Q3E $25M
2029Q4E $25M
2030Q1E $26M
2030Q2E $27M
2030Q3E $27M
2030Q4E $28M
2031Q1E $29M
2031Q2E $29M

Assumptions & reasoning

  • This line exists so the six verticals sum to Upstart's reported total revenue. The five product lines are fee revenue only; total revenue also carries net interest and mark-to-market, and that is what sits here.
  • It ranged from $16.5M to $31.2M across the six quarters shown with no trend, and went negative as recently as 2024 Q3. Modelling it as a steady yield on a slowly growing book understates how much of it is remeasurement rather than carry.
  • The $2.0B of borrowings that fund the book are treated as a claim on equity in the valuation, not as an operating cost here, which is why net cash is negative $1.55B rather than the cash balance alone.
  • If the intention is to read this as a pure fee-platform valuation, this is the line to zero out. It is 5% of revenue and the only part of the projection that is not a fee.
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