−8.2%
2022 vintage forecast miss vs. initial, worst in a decade
~$492.6M
Cumulative downward revision, Q1 2024, Q1 2026
~5.1%
Nov 2025 ABS cost, down from ~8.6% in Nov 2023
−11.4%
Shares outstanding, one year, on active buybacks

Bottom line

Credit Acceptance is not breaking. It is a profitable, cash-generating subprime auto lender that publishes its own forecast misses every quarter, and the recent vintages in that table are telling a coherent story. The 2022 book is CACC's worst forecast miss in a decade at −8.2% versus initial. The 2023 book is −4.2%. The 2024 book is −1.9%. But the quarterly bleed has slowed sharply: the Q1 2026 downward revision of $9.1 million was the smallest in three years, and the 2025 vintage is currently running slightly above plan. Meanwhile funding got cheaper, ABS buyers kept showing up, and the company kept shrinking its share count. This is a book under strain, being actively managed, inside a structure explicitly built to survive strain.

The read The single most interesting tension in this file is that CACC's disclosed collateral got worse for three straight years while its cost of funding got better. From late 2023 to late 2025, forecasted net cash flows were cut in all but one quarter, the 2022 vintage alone sliding from a 67.5% projected collection rate to 59.3%. Yet across the same window, the all-in cost of a CACC term securitization fell from roughly 8.6% to roughly 5.1%. The ABS market did not flinch. That divergence is the whole story: the advance-structure model insulates CACC's bondholders and equity in ways a conventional subprime lender's are not, so deteriorating collateral shows up as a smaller spread, not a solvency event. The company tells you this itself: its securitizations are structured to withstand a 35% decline in the forecasted collection rate before the most junior bond is at risk. The 2022 vintage missed by 8 points, not 35. That is the counter-argument to the short case, and it deserves to be stated plainly.

How the model actually works

CACC does not simply lend. Dealers assign retail installment contracts to CACC under two programs, and the split between them is the reason CACC can stay profitable at loss rates that would sink a conventional lender.

ProgramPortfolio (72.1% of net receivables)Purchase
StructureCACC advances a set amount to the dealer up front, keeps collections to repay that advance plus its returnCACC buys the loan outright for a one-time payment; higher advance rate
Dealer holdbackPaid only after CACC has been made wholeNone, dealer paid in full at assignment
First loss absorbed byThe dealer, via forfeited holdbackCACC directly

In both programs, CACC sets the advance so it earns an acceptable return even if collections come in below forecast. That is why its signature disclosure, the forecasted-collection-rate-by-vintage table, is the entire tell. CACC is a company whose disclosed history is a running scorecard of its own forecast accuracy.

Signals, ranked by actionability

Signal 1 · The 2022 vintage is CACC's worst forecast miss in a decade, and it is now baked in

As of December 31, 2025, the 2022 assignment year is forecast to collect 59.3% of contractual amounts owed, against an initial forecast of 67.5%, a −8.2% variance. On dealer loans specifically the miss is −8.8% (58.5% vs. 67.3%). The 2022 vintage is 81.7% realized, so the miss is largely locked in.

InferenceWith 81.7% of 2022 collections already in, further downside on that specific vintage is limited, the damage is done and provisioned. The risk that rhymes is not 2022 itself but whether 2023 (−4.2%, only 65.3% realized) and 2024 (−1.9%, only 43.5% realized) drift further as they season.

Signal 2 · The quarterly forecast bleed has slowed to a three-year low

Downward revisions to forecasted net cash flows have shrunk almost every quarter since mid-2024, from $189.3M in Q2 2024 to $9.1M in Q1 2026, the smallest quarterly change in three years. CEO Vinayak Hegde described the Q1 2026 result as reflecting "reduced volatility in loan forecast changes and moderation in unit volume declines."

Downward revision to forecasted net cash flows, by quarter
The size of each quarter's cut to CACC's own collection forecast. The bleed is not gone, but it has shrunk by 95% from its 2024 peak.
$0 −$50M −$100M −$150M −$189.3M −$62.8M −$31.1M −$20.9M −$55.8M −$58.6M −$34.2M −$9.1M Q2 '24 Q3 '24 Q4 '24 Q1 '25 Q2 '25 Q3 '25 Q4 '25 Q1 '26
Source: CACC quarterly earnings releases, forecast-change tables, Q2 2024 through Q1 2026.
InferenceThe trajectory is consistent with stabilization, not acceleration. But management attributes part of the residual drag to slower cash-flow timing, consumers prepaying less and staying in loans longer, rather than pure credit loss, which is a softer problem than rising defaults.

Signal 3 · Funding got cheaper even as collateral deteriorated

The expected all-in annualized cost of CACC term ABS fell from roughly 8.6% in November 2023 to roughly 5.1% in November 2025, ticking up only slightly to ~5.2% by the May 2026 deal. In February 2025 CACC also priced $500M of 6.625% senior notes due 2030 to refinance $400M of 6.625% notes due 2026.

Expected all-in cost, CACC term ABS financings
Cost of funds fell by roughly a third over two years, the clearest market signal that ABS buyers do not see the collateral deterioration as structurally threatening.
5% 6% 7% 8% 9% 8.6% 7.0% 7.8% 6.3% 5.1% 5.2% Nov '23 Dec '23 Feb '24 Dec '24 Nov '25 May '26
Source: CACC 8-K financing announcements, Nov 2023, May 2026.
InferenceMost of the improvement tracks the rate environment and tighter ABS spreads sector-wide, not a CACC-specific vote of confidence. But the continued, oversubscribed access on cheaper terms is the clearest market signal that sophisticated ABS buyers do not see CACC's collateral deterioration as structurally threatening.

Signal 4 · The company is shrinking its equity base while revisions accumulate

Shares outstanding fell from 12,048,151 to 10,680,143 over 2025, a decline of 11.4%. GAAP average shareholders' equity fell 9.8% year over year in Q4 2025, and retained earnings dropped from $1,414.7M to $1,119.2M. Buybacks continued into 2026: roughly 329,000 shares in Q1 2025, 530,000 in Q2 2025, 425,000 ($191.4M) in Q4 2025, and 365,258 ($178.9M) in Q1 2026.

Shares outstanding, year over year
Buybacks pulled the share count down 11.4% in a single year, alongside a 9.8% drop in average GAAP equity.
Dec 2024 12,048,151 Dec 2025 10,680,143
Source: FY2025 10-K balance sheet. Bar length scaled to share count; −11.4% year over year.
InferenceCACC is returning capital aggressively into a period of elevated forecast uncertainty. This is either confidence, management believes intrinsic value exceeds price and the model absorbs losses, or a thinner cushion, less book equity beneath a strained loan book. The company's own structural disclosure, a 35% collection-rate decline tolerance before the most junior ABS bond is at risk, argues for the former, but the shrinking equity is a real trade-off to track.

Signal 5 · Volume is contracting but the dealer network is at a record, a mix story

Consumer Loan unit volume declines are moderating: −16.5% in Q3 2025, −9.1% in Q4 2025, −4.3% in Q1 2026. Yet CACC reported a record 10,977 active dealers in Q1 2026. Initial spread on new assignments held roughly flat, 22.1% in 2024 versus ~22.0% in 2025, so pricing discipline, not spread collapse, is driving the volume loss.

InferenceCACC is deliberately ceding volume to protect economics, management framed it as prioritizing economic profit over volume. More dealers writing fewer loans each suggests competitive pressure on per-dealer economics, but the flat initial spread says CACC is not buying growth by underpricing new paper.

The securitization record

Credit-enhancement context from the rating agencies backs up the "structurally protected" read. KBRA assigned CAALT 2024-3 ($500M) initial credit enhancement of 59.41% on the Class A notes, 43.20% on Class B, and 21.62% on Class C, and later affirmed those ratings through the August 2025 distribution date. S&P raised four ratings and affirmed two across two CAALT transactions on May 29, 2024, rating actions, not downgrades.

DealSizeClass A couponExpected all-in cost
Nov 2023$200.0M6.98%~8.6%
Dec 2023$294.0M~7.0%
Feb 2024 (3-class)6.95%~7.8%
Dec 2024$300.0M5.79%~6.3%
CAALT 2025-1 (Mar 2025)~$400.0M5.02%
CAALT 2025-2 (Nov 2025)$500.0M4.50%~5.1%
CAALT 2026-1 (May 2026)$450.0M4.65%~5.2%
Class A coupon fell by roughly 235 basis points from the November 2023 deal to the November 2025 deal, even as the forecast tables above were being revised down almost every quarter over that same window.
InferenceExact S&P expected-cumulative-net-loss figures for the 2024-2026 CAALT deals were not confirmable from primary rating-agency documents for this brief. Directionally, deal-over-deal senior enhancement stayed high (~59% Class A on 2024-3) and rating actions were affirmations or upgrades, not downgrades, consistent with a market that views the structures as amply protected against the disclosed collateral softness.

The vintage table: a smile, then a dip, then a recovery

CACC's signature disclosure is the forecasted collection rate by assignment year, restated every quarter against the initial forecast made at origination. Ten years of that table tell a shape: the pandemic-era 2019-2020 books beat plan by 3 to 5 points, stimulus and used-car price spikes did the work. The 2022-2024 books, originated into peak used-car prices and then inflation-squeezed borrowers, missed. The 2025 book, priced after CACC's Q3 2024 scorecard change, is so far tracking to plan.

Variance vs. initial forecast, by assignment year
Ahead of plan through the pandemic vintages, a sharp miss centered on 2022, and an early recovery in 2025.
0% −1.5% +0.8% +1.9% +3.2% +4.6% −2.5% −8.2% −4.2% −1.9% +0.2% '16 '17 '18 '19 '20 '21 '22 '23 '24 '25
Source: CACC Q4 2025 forecasted-collection-rate-by-vintage table, as of December 31, 2025.
VintageCurrent forecastInitial forecastVariance% realized
201663.9%65.4%−1.5%99.7%
201764.8%64.0%+0.8%99.6%
201865.5%63.6%+1.9%99.3%
201967.2%64.0%+3.2%98.6%
202068.0%63.4%+4.6%96.9%
202163.8%66.3%−2.5%92.5%
202259.3%67.5%−8.2%81.7%
202363.3%67.5%−4.2%65.3%
202465.3%67.2%−1.9%43.5%
202567.2%67.0%+0.2%15.2%
Forecasted collection rate by assignment year, as of December 31, 2025. Q1 2026 update: 2023 slipped further to 63.1% (−4.4% vs. initial); 2021 improved to 64.0%; 2025 held at 67.2% (+0.2%); the 2026 vintage opened at 66.3% vs. 66.6% initial (−0.3%), which the company attributes primarily to loan cancellations rather than performance.
InferenceIf the 2025 and 2026 vintages hold to plan, the miss was a definable 2022-2024 cohort problem, tied to peak used-car prices and an inflation-squeezed borrower, not a permanent break in the underwriting model.

Provision mechanics: why GAAP earnings swing and adjusted don't

Under CECL, CACC recognizes a large provision at loan assignment for cash it never expected to collect, then books above-normal finance-charge revenue over the life of the loan. Forecast changes flow straight through the provision line in the quarter they occur. In FY2025 that line was $338.3M, down from $493.8M in FY2024; provision on new assignments was $277.8M. The mechanical result is that GAAP net income swings hard with revisions, Q2 2024 printed a −$47.1M GAAP net loss against +$127.2M adjusted net income the very same quarter, while CACC's non-GAAP "floating yield" adjusted figures smooth it. Neither number is truth: the GAAP number over-punishes the revision quarter, and the adjusted number relies on management's own expected-cash-flow assumptions.

What the market is, and is not, pricing

Pricing in

Sector-wide subprime stress. Fitch's 60+-day subprime auto ABS delinquency rate hit a record 6.74% in December 2025 and 6.90% in January 2026, a 32-year high. Tricolor Holdings filed Chapter 7 on September 10, 2025 amid an alleged ~$800M double-pledged-collateral fraud; JPMorgan and Fifth Third disclosed $340M+ in combined losses. America's Car-Mart shares hit ~$11 in mid-May 2026, a low not seen since 2008-2009. Analysts on CACC are cautious-to-neutral: consensus Hold, price targets clustered $450,$575, short interest around 11% of the float.

Not fully pricing (inference)

The stabilization in the forecast-change table and the near-flat initial spread on new vintages. The market is reading CACC through the sector delinquency headline; the company's own tape shows the bleed decelerating and 2025 vintage economics intact. Citron Research, a longtime bear, reversed to bullish on March 4, 2026, assigning a $714 fair value and writing: "We were among those who believed the regulatory scrutiny posed existential risk. We were wrong." A CEO transition (Vinayak Hegde, ex-Amazon and T-Mobile, replaced Ken Booth effective November 13, 2025) and an April 2026 workforce cut of ~151 employees signal a cost-and-tech reset not yet in the numbers.

Limits: what the public record does not show

Exact ECNL for recent CAALT deals. S&P's expected-cumulative-net-loss assumptions for the 2024, 2025, and 2026 CAALT securitizations could not be confirmed from primary rating-agency documents for this brief. The direction, whether ECNL rose with 2022-2024 collateral stress, is therefore inference, not fact.

Loan-level ABS-EE data exists but was not parsed here; deal-level static-pool curves would sharpen the vintage read.

The GAAP-vs-adjusted gap is real and mechanical under CECL; the "right" earnings number is a judgment call, not a disclosed fact.

The settlement is not final. CACC recognized cumulative contingent losses of $82.6M through Q4 2025 reflecting preliminary alignment on a potential $75.5M cash payment in the multi-state and NY AG matters, but preliminary alignment is not a signed agreement.

Timing vs. credit. Management attributes much of the residual forecast drag to slower prepayments (timing), not higher defaults (credit). The public tables do not cleanly separate the two.

Legal & regulatory status, as of mid-2026

CFPB / NY AG (filed Jan 4, 2023): the CFPB filed to withdraw April 24, 2025; the court granted withdrawal April 29, 2025. The New York Attorney General remains the sole plaintiff, and the case is now limited to New York consumers. CACC's motion to dismiss remains pending.

Multi-state + NY AG potential settlement: cumulative contingent losses of $82.6M booked through Q4 2025; a potential cash payment of $75.5M, not yet finalized.

Massachusetts AG (2021): $27.2M settlement, at the time the largest of its kind. Mississippi AG (2021): $325K to the state plus a $125K charitable donation.

Three questions for operators running similar books

1

Does your disclosure let the market watch you miss? CACC publishes forecasted-vs-initial collection rates by vintage every quarter. That transparency is why an 8-point miss on 2022 was a spread story, not a run. If your book's misses are invisible until they are realized losses, you are trading short-term optics for tail risk.

2

Is your loss-absorption structural or just capital? CACC's advance/holdback model and 35%-collection-decline ABS cushion mean high loss rates compress profit rather than threaten solvency. If your model relies on equity to absorb the same shock, run the sensitivity at a 2022-style miss and see what survives.

3

When collateral weakens, does your funding cost confirm or contradict it? CACC's ABS cost fell while its collateral deteriorated. If your funding market is repricing you wider while your book softens, you have a very different problem than CACC does, that is the sequence that ended Tricolor and pressured others.

Sources & notes Primary: CACC FY2025 Form 10-K; Q4 2025 and Q1 2026 earnings releases (GlobeNewswire / SEC 8-K); Q3 2025 and Q2 2025 10-Qs; CACC 8-K financing announcements (Nov 2023, Dec 2023, Feb 2024, Dec 2024, Nov 2025, May 2026); CACC senior notes 8-K (Feb 2025); FY2025 Annual Report. Rating agencies: S&P Global Ratings CAALT presales; KBRA CAALT press releases; Moody's. Regulatory: CFPB enforcement page; Mass.gov AG release; CACC litigation releases. Sector: Fitch subprime auto delinquency data via Wolf Street, Marketplace, Auto Finance News, Motley Fool; Tricolor bankruptcy via Bloomberg and court filings. Market: stockanalysis.com, GuruFocus, TD Cowen / Stephens via TipRanks, Citron Research (Mar 4, 2026). All forward-looking and interpretive statements are labeled "Inference." Figures not confirmable from a named source were excluded or flagged in Limits. This is a snapshot of a functioning, profitable company under sector stress, not a prediction of failure. Point-in-time reading of the public record through Q1 2026 earnings (May 5, 2026). LendRisk Analytics is an independent research publication with no position in, and no affiliation with, any company mentioned, and this is not investment, legal, or accounting advice.
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