| Class | Size ($MM) | % of Pool | Sub % | CPN / Spread | WAL | Legal Final | S&P | DBRS |
|---|---|---|---|---|---|---|---|---|
| Class A-1 | 71.5 | 9.4% | 75.6% | +23 bps | 0.09 | 2027-01-31 | A-1+ | R-1(H) |
| Class A-2 | 131.3 | 17.3% | 58.3% | +50 bps | 0.48 | 2028-07-31 | AAA | AAA |
| Class A-3 | 131.3 | 17.3% | 41.1% | +54 bps | 1.26 | 2029-12-31 | AAA | AAA |
| Class B | 66.9 | 8.8% | 32.3% | +70 bps | 1.90 | 2031-11-30 | AA | AA |
| Class C | 97.3 | 12.8% | 19.5% | +85 bps | 2.50 | 2031-11-30 | A | A |
| Class D | 101.5 | 13.4% | 6.1% | +135 bps | 3.33 | 2031-11-30 | BBB | BBB |
| Class E | 46.4 | 6.1% | 0.0% | +300 bps | 3.71 | — | BB | BB |
| Sponsor | Bridgecrest Acceptance Corporation |
|---|---|
| Servicer | Bridgecrest Acceptance Corporation |
| Depositor / Transferor | Bridgecrest Acceptance Corporation |
| Indenture Trustee | Clayton Fixed Income Services LLC |
| Owner Trustee | — |
| Asset Rep. Reviewer | Clayton Fixed Income Services LLC |
| Underwriters | Deutsche Bank Securities, BMO Capital Markets, Wells Fargo Securities, Citigroup Global Markets |
| BLAST 2026-1 | BLAST 2025-4 | BLAST 2025-3 | BLAST 2025-2 | BLAST 2025-1 | BLAST 2024-4 | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | 2026-01-28 | 2025-10-22 | 2025-07-29 | 2025-05-23 | 2025-01-29 | 2024-10-23 |
| Pool balance | $760.0MM | $700.0MM | $550.0MM | $850.0MM | $725.0MM | $800.0MM |
| WA Credit Score | 576+21 | 576 | 552 | 555 | 553 | 555 |
| WA APR | 21.76%−0.39pp | 22.02% | 22.04% | 22.15% | 22.49% | 22.62% |
| WA original term mo | 67.00.0 | 67.0 mo | 67.0 mo | 67.0 mo | 65.0 mo | 65.0 mo |
| % new vehicles | 0.4% | 0.3% | 0.2% | 0.2% | — | 0.1% |
| Reserve % | 1.50% | 1.50% | 1.50% | 1.50% | 1.50% | 1.50% |
| Geo top-3 | TX 13.4% FL 11.0% GA 8.6% | TX 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% |
| Structure (at issuance) | ||||||
| AAA spread | +50 bps−3bps | +60 bps | +51 bps | +65 bps | +46 bps | +53 bps |
| AAA % of pool | 34.5%+4.8pp | 35.6% | 28.8% | 29.7% | 28.2% | 34.2% |
| Subordination below AAA | 41.1%−4.2pp | 40.8% | 45.3% | 45.4% | 46.0% | 41.6% |
| OC (initial) | 15.00% | 15.00% | 15.00% | 15.10% | 14.00% | 14.00% |
| OC target | 20.90% | 20.00% | 20.75% | 20.90% | 20.00% | 18.75% |
| OC floor | 3.00% | 3.00% | 3.00% | 3.25% | 3.25% | 3.25% |
| YSOC | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. |
| Tranches | 7 | 7 | 7 | 7 | 7 | 7 |
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.
| BLAST 2026-1 | EART 2026-1 | SDART 2025-4 | CMXS 2025-B | DRIVE 2025-2 | AMCAR 2024-1 | |
|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | ||||||
| Closing date | 2026-01-28 | 2026-01-28 | 2025-11-19 | 2025-09-24 | 2025-09-24 | 2024-05-29 |
| Pool balance | $760.0MM | $1,123.3MM | $1,919.2MM | $923.1MM | $1,866.5MM | $1,675.9MM |
| WA Credit Score | 576−22 | 598 | 602 | 612 | 585 | 588 |
| WA APR | 21.76%+3.77pp | 18.71% | 17.99% | 16.05% | 19.81% | 13.57% |
| WA original term mo | 67.0−4.6 | 76.0 mo | 71.6 mo | 69.4 mo | 71.7 mo | 71.0 mo |
| % new vehicles | 0.4% | — | 29.6% | 0.0% | 28.1% | 56.9% |
| Reserve % | 1.50% | 1.00% | 1.00% | 2.50% | 1.00% | 1.00% |
| Geo top-3 | TX 13.4% FL 11.0% GA 8.6% | TX 22.2% CA 10.9% FL 7.9% | TX 15.3% FL 12.1% CA 9.3% | CA 16.3% TX 12.8% FL 9.2% | TX 17.7% FL 12.4% CA 7.8% | TX 16.3% FL 7.4% OH 7.1% |
| Structure (at issuance) | ||||||
| AAA spread | +50 bps−8bps | +49 bps | — | +63 bps | +56 bps | +60 bps |
| AAA % of pool | 34.5%−17.1pp | 41.6% | 53.3% | 52.0% | 42.2% | 51.6% |
| Subordination below AAA | 41.1%+8.2pp | 47.8% | 33.0% | 23.4% | 32.8% | 25.3% |
| OC (initial) | 15.00% | 4.85% | 3.50% | 2.50% | 14.50% | 5.75% |
| OC target | 20.90% | 12.25% | 5.00% | 8.50% | 19.00% | 14.75% |
| OC floor | 3.00% | 1.50% | 2.00% | 0.50% | 3.00% | — |
| YSOC | n.a. | n.a. | n.a. | n.a. | n.a. | — |
| Tranches | 7 | 8 | 7 | 7 | 6 | 8 |
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.
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 (110 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.
Bridgecrest Acceptance Corporation — ticker BLAST.
Peer tier: subprime.
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FICO sub-band and new/used stratification.