| Class | Size ($MM) | % of Pool | Enhancement | WAL | Coupon | Spread | Legal Final | S&P | DBRS |
|---|---|---|---|---|---|---|---|---|---|
| Class A-1 | 82.0 | 10.8% | 58.25% | 0.09 | 3.97% | +30 I-curve | 2027-04-15 | A-1+ | R-1(H) |
| Class A-2 | 123.3 | 16.2% | 58.25% | 0.46 | 4.24% | +59 I-curve | 2028-09-15 | AAA | AAA |
| Class A-3 | 123.3 | 16.2% | 58.25% | 1.20 | 4.27% | +61 I-curve | 2030-01-15 | AAA | AAA |
| Class B | 66.1 | 8.7% | 49.55% | 1.83 | 4.56% | +85 I-curve | 2032-02-15 | AA | AA |
| Class C | 85.5 | 11.2% | 38.30% | 2.38 | 4.88% | +115 I-curve | 2032-02-15 | A | A |
| Class D | 100.3 | 13.2% | 25.10% | 3.17 | 5.19% | +145 I-curve | 2032-02-15 | BBB | BBB |
| Class Eretained | 61.5 | 8.1% | 17.00% | 3.71 | 7.17% | +345 I-curve | 2033-05-15 | BB | BB |
Enhancement: subordinate notes, overcollateralization and reserve beneath the class, as a share of the pool net of any yield supplement (the adjusted pool, as the issuers and rating agencies measure it); the Class A notes share losses pari passu, so each carries the same figure. Spread: basis points over the benchmark named beside it, from the pricing term sheet — the interpolated curve for fixed-rate classes, 30-day average SOFR for floaters; the two are not comparable. A class marked retained was kept by the depositor, as the prospectus states.
| Sponsor | Bridgecrest Acceptance Corporation |
|---|---|
| Servicer | Bridgecrest Acceptance Corporation |
| Depositor / Transferor | Bridgecrest Auto Funding LLC |
| Indenture Trustee | Clayton Fixed Income Services LLC |
| Owner Trustee | — |
| Asset Rep. Reviewer | Clayton Fixed Income Services LLC |
| Underwriters | Wells Fargo Securities, BMO Capital Markets, Deutsche Bank Securities, Citigroup Global Markets |
| BLAST 2026-2 | BLAST 2026-1 | BLAST 2025-4 | BLAST 2025-3 | BLAST 2025-2 | BLAST 2025-1 | Source | |
|---|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | |||||||
| Closing date | 2026-04-28 | 2026-01-28 | 2025-10-22 | 2025-07-29 | 2025-05-23 | 2025-01-29 | 424B5 |
| Pool balance | $759.9MM | $760.0MM | $700.0MM | $550.0MM | $850.0MM | $725.0MM | 424B5 |
| WA Credit Score | 572+17 | 576 | 576 | 552 | 555 | 553 | 424B5 |
| WA APR | 21.42%−0.62pp | 21.76% | 22.02% | 22.04% | 22.14% | 22.49% | 424B5 |
| WA original term mo | 67.00.0 | 67.0 mo | 67.0 mo | 67.0 mo | 67.0 mo | 65.0 mo | 424B5 |
| % new vehicles | 0.2% | 0.4% | 0.3% | 0.2% | 0.2% | — | 424B5 |
| Geo top-3 | TX 13.7% FL 11.0% GA 8.4% | 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% | 424B5 |
| Enhancement beneath the AAA term notes | |||||||
| Enhancement, initial | 58.25%−3.25pp | 57.55% | 57.25% | 61.80% | 62.00% | 61.50% | calc |
| Enhancement, target | 65.25% | 63.45% | 62.25% | 67.55% | 67.80% | 67.50% | calc |
| Subordinate notes | 41.2%−4.1pp | 41.1% | 40.8% | 45.3% | 45.4% | 46.0% | calc |
| OC (initial) | 15.50% | 15.00% | 15.00% | 15.00% | 15.10% | 14.00% | 424B5 |
| OC target | 22.50% | 20.90% | 20.00% | 20.75% | 20.90% | 20.00% | 424B5 |
| OC floor | 3.00% | 3.00% | 3.00% | 3.00% | 3.25% | 3.25% | 424B5 |
| Reserve account | 1.50% | 1.50% | 1.50% | 1.50% | 1.50% | 1.50% | 424B5 |
| YSOC | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | 424B5 |
| Pricing | |||||||
| AAA spread | +61 bps−6bps A-3 · 1.2y | +54 bps A-3 · 1.3y | +72 bps A-3 · 1.4y | +67 bps A-3 · 1.1y | +75 bps A-3 · 1.2y | +50 bps A-3 · 1.2y | FWP |
| Terms | |||||||
| Tranches | 7 | 7 | 7 | 7 | 7 | 7 | FWP |
Enhancement: subordinate notes, overcollateralization and the reserve account as a share of the cutoff-date pool — the losses the pool can absorb before the AAA term notes are touched. AAA spread: the pricing spread over the interpolated curve for the fixed-rate AAA class whose weighted-average life is nearest two years, with that class and its WAL shown; floating-rate classes are never used. Source: 424B5 = final prospectus, FWP = pricing term sheet, calc = derived from the above. Deltas are against the peer median; green means more protection, or a cheaper price for it, for the noteholder.
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 2026-2 | EART 2026-2 | CMXS 2026-A | SDART 2026-1 | DRIVE 2025-2 | AMCAR 2024-1 | Source | |
|---|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | |||||||
| Closing date | 2026-04-28 | 2026-03-31 | 2026-02-25 | 2026-02-25 | 2025-09-24 | 2024-05-29 | 424B5 |
| Pool balance | $759.9MM | $757.7MM | $769.2MM | $1,936.2MM | $1,866.5MM | $1,675.9MM | 424B5 |
| WA Credit Score | 572−16 | 582 | 612 | 605 | 585 | 588 | 424B5 |
| WA APR | 21.42%+3.17pp | 21.65% | 16.49% | 18.25% | 19.76% | 16.18% | 424B5 |
| WA original term mo | 67.0−4.7 | 76.0 mo | 70.1 mo | 71.8 mo | 71.7 mo | 71.0 mo | 424B5 |
| % new vehicles | 0.2% | — | 0.0% | 26.7% | 28.1% | 56.9% | 424B5 |
| Geo top-3 | TX 13.7% FL 11.0% GA 8.4% | TX 20.6% CA 11.3% FL 8.0% | CA 15.0% TX 13.2% FL 8.6% | TX 15.6% FL 13.2% CA 9.3% | TX 17.7% FL 12.4% CA 7.8% | TX 16.3% FL 7.4% OH 7.1% | 424B5 |
| Enhancement beneath the AAA term notes | |||||||
| Enhancement, initial | 58.25%+21.15pp | 52.05% | 27.15% | 37.10% | 48.35% | 32.10% | calc |
| Enhancement, target | 65.25% | 59.35% | 33.30% | 38.55% | 52.85% | 41.10% | calc |
| Subordinate notes | 41.2%+8.4pp | 46.7% | 23.7% | 33.9% | 32.8% | 25.3% | calc |
| OC (initial) | 15.50% | 4.40% | 2.50% | 2.20% | 14.50% | 5.75% | 424B5 |
| OC target | 22.50% | 11.70% | 8.65% | 3.65% | 19.00% | 14.75% | 424B5 |
| OC floor | 3.00% | 1.50% | 0.50% | 2.00% | 3.00% | — | 424B5 |
| Reserve account | 1.50% | 1.00% | 1.00% | 1.00% | 1.00% | 1.00% | 424B5 |
| YSOC | n.a. | n.a. | n.a. | n.a. | n.a. | — | 424B5 |
| Pricing | |||||||
| AAA spread | +61 bps−1bps A-3 · 1.2y | +68 bps A-3 · 1.4y | +56 bps A-3 · 2.4y | +51 bps A3 · 1.9y | +62 bps A-3 · 1.5y | +68 bps A-3 · 2.0y | FWP |
| Terms | |||||||
| Tranches | 7 | 8 | 8 | 7 | 6 | 8 | FWP |
Enhancement: subordinate notes, overcollateralization and the reserve account as a share of the cutoff-date pool — the losses the pool can absorb before the AAA term notes are touched. AAA spread: the pricing spread over the interpolated curve for the fixed-rate AAA class whose weighted-average life is nearest two years, with that class and its WAL shown; floating-rate classes are never used. Source: 424B5 = final prospectus, FWP = pricing term sheet, calc = derived from the above. Deltas are against the peer median; green means more protection, or a cheaper price for it, for the noteholder.
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 (113 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.
Open the performance page ↗ for
FICO sub-band and new/used stratification.