Presale Report  ·  Data as of 2024-04-24

Bridgecrest Lending Auto Securitization Trust 2024-2 Auto Loan subprime FINAL · CLOSED 2024-04-24

Notes
$595.0MM
Pool
$700.0MM
Reserve
1.50%
AAA Sub
46.2%
Sponsor: Bridgecrest Acceptance Corporation  ·  Servicer: Bridgecrest Acceptance Corporation  ·  Trustee: Clayton Fixed Income Services LLC

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalS&PDBRS
Class A-158.58.4%76.6%+18 bps0.112025-05-15A-1+R-1(H)
Class A-2130.518.6%58.0%+53 bps0.582027-02-16AAAAAA
Class A-3130.518.6%39.3%+85 bps1.422028-06-15AAAAAA
Class B55.67.9%31.4%+110 bps2.072030-02-15AAAA
Class C90.312.9%18.5%+133 bps2.642030-02-15AA
Class D90.312.9%5.6%+165 bps3.442030-02-15BBBBBB
Class E39.25.6%0.0%3.812031-01-15BB

Transaction Parties

SponsorBridgecrest Acceptance Corporation
ServicerBridgecrest Acceptance Corporation
Depositor / TransferorBridgecrest Auto Funding LLC
Indenture TrusteeClayton Fixed Income Services LLC
Owner Trustee
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersDeutsche Bank Securities, Wells Fargo Securities, Citigroup Global Markets

Issuer Track Record

BLAST 2024-2BLAST 2024-1BLAST 2023-1
Collateral (pool at cut-off)
Closing date2024-04-242024-01-242023-10-25
Pool balance$700.0MM$700.0MM$700.0MM
WA Credit Score552−3554556
WA APR23.16%+2.37pp19.10%22.48%
WA original term mo65.0+1.064.0 mo64.0 mo
% new vehicles0.1%0.1%0.2%
Reserve %1.50%1.50%1.50%
Geo top-3FL 13.3%
TX 13.0%
GA 9.6%
TX 13.8%
FL 12.1%
GA 10.0%
TX 15.1%
FL 13.8%
GA 9.4%
Structure (at issuance)
AAA spread+53 bps+70 bps
AAA % of pool37.3%+1.7pp35.0%36.1%
Subordination below AAA39.3%−1.1pp41.0%40.0%
OC (initial)15.00%15.50%14.50%
OC target19.50%20.80%19.00%
OC floor3.25%3.25%3.25%
YSOCn.a.n.a.n.a.
Tranches777

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Peer Set

BLAST 2024-2SDART 2024-2EART 2024-2DRIVE 2024-1AMCAR 2023-2CRVNA 2021-N4
Collateral (pool at cut-off)
Closing date2024-04-242024-04-242024-04-052024-02-212023-09-202021-12-15
Pool balance$700.0MM$1,768.8MM$859.3MM$1,642.6MM$1,591.5MM$460.0MM
WA Credit Score552−38606592575590578
WA APR23.16%+4.67pp18.49%21.29%18.29%12.20%18.82%
WA original term mo65.0−7.071.0 mo74.0 mo71.2 mo74.0 mo72.0 mo
% new vehicles0.1%30.4%19.1%51.8%
Reserve %1.50%1.00%1.00%1.00%2.00%0.35%
Geo top-3FL 13.3%
TX 13.0%
GA 9.6%
TX 16.8%
FL 12.9%
CA 8.0%
TX 15.7%
CA 9.3%
FL 8.3%
TX 21.2%
FL 12.8%
CA 8.2%
TX 15.7%
FL 8.0%
OH 6.6%
TX 10.9%
CA 7.0%
FL 6.9%
Structure (at issuance)
AAA spread+53 bps−7bps+60 bps+44 bps+62 bps
AAA % of pool37.3%−13.9pp51.2%22.5%34.7%54.2%51.4%
Subordination below AAA39.3%+7.1pp32.3%60.1%22.3%25.4%53.2%
OC (initial)15.00%9.00%7.55%33.10%5.75%0.00%
OC target19.50%14.60%17.55%42.35%14.75%3.00%
OC floor3.25%2.00%1.50%3.50%1.25%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches767577

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

Left: per-series cumulative NET loss at matched seasoning 10-D (10-D servicer distribution reports). IQR band uses a fixed cohort of all peer series with ≥18 months of data (87 series across 6 issuers). Right: portfolio-level 60+ DQ rate aggregated across all active deals per issuer (calendar time, last 3 years), from ABS-EE loan-level data ABS-EE.

CNL by seasoning — BLAST vs. subprime peers2.8%5.5%8.3%11.0%M0M12M24M36M48Seasoning (months from cut-off)CNLBLAST 2024-1BLAST 2023-1subprime peers medianPeer IQR (fixed cohort, n=47)
Portfolio 60+ DQ — BLAST vs. peers (calendar time)2.89%5.78%8.67%11.57%2021-042021-122022-092023-062024-03Calendar date60+ DQ rateBLASTAMCARDRIVE

Bridgecrest Acceptance Corporation — ticker BLAST. Peer tier: subprime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.