Presale Report  ·  Data as of 2025-10-22

Bridgecrest Lending Auto Securitization Trust 2025-4 Auto Loan subprime FINAL · CLOSED 2025-10-22

Notes
$595.0MM
Pool
$700.0MM
Reserve
1.50%
AAA Sub
40.8%
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-160.68.7%76.3%+26 bps0.122026-10-15A-1+R-1(high)
Class A-2124.617.8%58.5%+60 bps0.562028-06-15AAAAAA
Class A-3124.617.8%40.8%+72 bps1.362029-10-15AAAAAA
Class B63.09.0%31.8%+85 bps2.012031-08-15AAAA
Class C91.013.0%18.8%+135 bps2.612031-08-15AA
Class D89.212.7%6.0%+195 bps3.412031-08-15BBBBBB
Class E42.06.0%0.0%3.732025-10-22

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
UnderwritersWells Fargo Securities, BMO Capital Markets, Deutsche Bank Securities

Issuer Track Record

BLAST 2025-4BLAST 2025-3BLAST 2025-2BLAST 2025-1BLAST 2024-4BLAST 2024-3
Collateral (pool at cut-off)
Closing date2025-10-222025-07-292025-05-232025-01-292024-10-232024-07-24
Pool balance$700.0MM$550.0MM$850.0MM$725.0MM$800.0MM$800.0MM
WA Credit Score576+22552555553555554
WA APR22.02%−0.13pp22.04%22.15%22.49%22.62%21.30%
WA original term mo67.0+2.067.0 mo67.0 mo65.0 mo65.0 mo65.0 mo
% new vehicles0.3%0.2%0.2%0.1%0.1%
Reserve %1.50%1.50%1.50%1.50%1.50%1.50%
Geo top-3TX 13.1%
FL 11.0%
GA 9.1%
TX 13.0%
FL 11.8%
GA 8.8%
TX 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%
Structure (at issuance)
AAA spread+60 bps+8bps+51 bps+65 bps+46 bps+53 bps
AAA % of pool35.6%+5.9pp28.8%29.7%28.2%34.2%30.0%
Subordination below AAA40.8%−4.5pp45.3%45.4%46.0%41.6%43.0%
OC (initial)15.00%15.00%15.10%14.00%14.00%15.00%
OC target20.00%20.75%20.90%20.00%18.75%20.00%
OC floor3.00%3.00%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 2025-4CMXS 2025-BDRIVE 2025-2EART 2025-4SDART 2025-3AMCAR 2024-1
Collateral (pool at cut-off)
Closing date2025-10-222025-09-242025-09-242025-08-272025-07-302024-05-29
Pool balance$700.0MM$923.1MM$1,866.5MM$1,298.2MM$2,150.3MM$1,675.9MM
WA Credit Score576−12612585585604588
WA APR22.02%+3.90pp16.05%19.81%18.46%18.12%13.57%
WA original term mo67.0−4.669.4 mo71.7 mo76.0 mo71.6 mo71.0 mo
% new vehicles0.3%0.0%28.1%27.7%56.9%
Reserve %1.50%2.50%1.00%1.00%1.00%1.00%
Geo top-3TX 13.1%
FL 11.0%
GA 9.1%
CA 16.3%
TX 12.8%
FL 9.2%
TX 17.7%
FL 12.4%
CA 7.8%
TX 19.6%
CA 10.8%
FL 8.0%
TX 15.8%
FL 12.8%
CA 9.2%
TX 16.3%
FL 7.4%
OH 7.1%
Structure (at issuance)
AAA spread+60 bps+4bps+63 bps+56 bps+54 bps+56 bps+60 bps
AAA % of pool35.6%−16.0pp52.0%42.2%41.1%52.9%51.6%
Subordination below AAA40.8%+8.3pp23.4%32.8%45.7%32.4%25.3%
OC (initial)15.00%2.50%14.50%4.20%4.40%5.75%
OC target20.00%8.50%19.00%11.20%5.90%14.75%
OC floor3.00%0.50%3.00%1.50%2.00%
YSOCn.a.n.a.n.a.n.a.n.a.
Tranches776778

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 (107 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 peers3.1%6.2%9.3%12.4%M0M12M24M36M48Seasoning (months from cut-off)CNLBLAST 2025-3BLAST 2025-2BLAST 2025-1BLAST 2024-4subprime peers medianPeer IQR (fixed cohort, n=70)
Portfolio 60+ DQ — BLAST vs. peers (calendar time)2.89%5.78%8.67%11.57%2022-102023-062024-032024-122025-09Calendar date60+ DQ rateBLASTAMCARCMXSDRIVE

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