Presale Report  ·  Data as of 2025-05-23

Bridgecrest Lending Auto Securitization Trust 2025-2 Auto Loan subprime FINAL · CLOSED 2025-05-23

Notes
$721.7MM
Pool
$850.0MM
Reserve
1.50%
AAA Sub
45.4%
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-183.39.8%75.1%+35 bps0.112026-06-30A-1+R-1(H)
Class A-2151.517.8%57.3%+65 bps0.532028-01-31AAAAAA
Class A-3101.011.9%45.4%+75 bps1.202028-12-31AAAAAA
Class B79.99.4%36.0%+85 bps1.712029-08-31AAAA
Class C100.711.8%24.2%+125 bps2.272031-03-31AA
Class D148.817.5%6.7%+170 bps3.172031-03-31BBBBBB
Class E56.56.7%0.0%3.732025-06-16BBBB

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 2025-2BLAST 2025-1BLAST 2024-4BLAST 2024-3BLAST 2024-2BLAST 2024-1
Collateral (pool at cut-off)
Closing date2025-05-232025-01-292024-10-232024-07-242024-04-242024-01-24
Pool balance$850.0MM$725.0MM$800.0MM$800.0MM$700.0MM$700.0MM
WA Credit Score555+1553555554552554
WA APR22.15%−0.34pp22.49%22.62%21.30%23.16%19.10%
WA original term mo67.0+2.065.0 mo65.0 mo65.0 mo65.0 mo64.0 mo
% new vehicles0.2%0.1%0.1%0.1%0.1%
Reserve %1.50%1.50%1.50%1.50%1.50%1.50%
Geo top-3TX 12.8%
FL 12.6%
GA 8.4%
TX 13.1%
FL 12.6%
GA 8.6%
TX 13.4%
FL 12.6%
GA 8.4%
TX 13.0%
FL 12.8%
GA 8.6%
FL 13.3%
TX 13.0%
GA 9.6%
TX 13.8%
FL 12.1%
GA 10.0%
Structure (at issuance)
AAA spread+65 bps+12bps+46 bps+53 bps+53 bps+70 bps
AAA % of pool29.7%−4.5pp28.2%34.2%30.0%37.3%35.0%
Subordination below AAA45.4%+3.8pp46.0%41.6%43.0%39.3%41.0%
OC (initial)15.10%14.00%14.00%15.00%15.00%15.50%
OC target20.90%20.00%18.75%20.00%19.50%20.80%
OC floor3.25%3.25%3.25%3.25%3.25%3.25%
YSOCn.a.n.a.n.a.n.a.n.a.n.a.
Tranches777777

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 2025-2SDART 2025-2EART 2025-2CMXS 2025-ADRIVE 2024-2AMCAR 2024-1
Collateral (pool at cut-off)
Closing date2025-05-232025-03-262025-03-262025-03-262024-09-252024-05-29
Pool balance$850.0MM$2,060.6MM$1,050.3MM$826.9MM$2,191.8MM$1,675.9MM
WA Credit Score555−33604583608586588
WA APR22.15%+4.09pp18.06%19.36%15.96%19.84%13.57%
WA original term mo67.0−4.671.6 mo75.0 mo68.9 mo71.7 mo71.0 mo
% new vehicles0.2%32.4%0.0%31.7%56.9%
Reserve %1.50%1.00%1.00%3.25%1.00%1.00%
Geo top-3TX 12.8%
FL 12.6%
GA 8.4%
FL 19.2%
TX 14.9%
CA 6.3%
TX 16.7%
CA 11.2%
FL 8.3%
CA 16.5%
TX 13.9%
FL 8.6%
TX 20.6%
FL 12.7%
CA 7.6%
TX 16.3%
FL 7.4%
OH 7.1%
Structure (at issuance)
AAA spread+65 bps+5bps+60 bps+68 bps+60 bps+60 bps
AAA % of pool29.7%−21.9pp53.2%50.1%54.3%38.2%51.6%
Subordination below AAA45.4%+15.1pp32.9%47.3%25.7%30.3%25.3%
OC (initial)15.10%3.75%3.15%3.25%22.00%5.75%
OC target20.90%5.25%13.45%9.50%26.75%14.75%
OC floor3.25%2.00%1.50%0.50%3.50%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches777868

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 (101 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 peers2.9%5.9%8.8%11.8%M0M12M24M36M48Seasoning (months from cut-off)CNLBLAST 2025-1BLAST 2024-4BLAST 2024-3BLAST 2024-2subprime peers medianPeer IQR (fixed cohort, n=63)
Portfolio 60+ DQ — BLAST vs. peers (calendar time)2.89%5.78%8.67%11.57%2022-052023-012023-102024-072025-04Calendar date60+ DQ rateBLASTAMCARCMXSDRIVE

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