| Class | Size ($MM) | % of Pool | Enhancement | WAL | Coupon | Spread | Legal Final | S&P | DBRS |
|---|---|---|---|---|---|---|---|---|---|
| Class A-1 | 78.0 | 8.8% | 58.85% | 0.13 | 4.37% | +33 I-curve | 2027-10-15 | A-1+ | R-1(H) |
| Class A-2 | 179.0 | 20.3% | 58.85% | 0.57 | 4.86% | +59 I-curve | 2029-07-15 | AAA | AAA |
| Class A-3 | 119.3 | 13.5% | 58.85% | 1.32 | 5.10% | +62 I-curve | 2030-08-15 | AAA | AAA |
| Class B | 86.0 | 9.8% | 49.10% | 1.88 | 5.41% | +75 I-curve | 2032-08-15 | AA | AA |
| Class C | 108.1 | 12.3% | 36.85% | 2.48 | 5.85% | +110 I-curve | 2032-08-15 | A | A |
| Class D | 114.7 | 13.0% | 23.85% | 3.27 | 6.46% | +165 I-curve | 2032-08-15 | BBB | BBB |
| Class Eretained | 64.8 | 7.3% | 16.50% | 3.73 | 8.38% | +360 I-curve | 2033-11-15 | 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 | Computershare Trust Company, National Association |
| Owner Trustee | — |
| Asset Rep. Reviewer | Clayton Fixed Income Services LLC |
| Underwriters | Wells Fargo Securities, BMO Capital Markets, Deutsche Bank Securities, Citigroup Global Markets |
| BLAST 2026-4 | BLAST 2026-3 | BLAST 2026-2 | BLAST 2026-1 | BLAST 2025-4 | BLAST 2025-3 | Source | |
|---|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | |||||||
| Closing date | 2026-10-22 | 2026-07-30 | 2026-04-28 | 2026-01-28 | 2025-10-22 | 2025-07-29 | 424B5 |
| Pool balance | $882.4MM | $858.0MM | $759.9MM | $760.0MM | $700.0MM | $550.0MM | 424B5 |
| WA Credit Score | 575+2 | 573 | 572 | 576 | 576 | 552 | 424B5 |
| WA APR | 21.74%−0.02pp | 21.68% | 21.42% | 21.76% | 22.02% | 22.04% | 424B5 |
| WA original term mo | 67.00.0 | 67.0 mo | 67.0 mo | 67.0 mo | 67.0 mo | 67.0 mo | 424B5 |
| % new vehicles | 0.6% | 0.7% | 0.2% | 0.4% | 0.3% | 0.2% | 424B5 |
| Geo top-3 | TX 15.2% FL 10.2% GA 9.0% | TX 13.3% FL 11.1% GA 8.8% | 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% | 424B5 |
| Enhancement beneath the AAA term notes | |||||||
| Enhancement, initial | 58.85%+0.60pp | 58.85% | 58.25% | 57.55% | 57.25% | 61.80% | calc |
| Enhancement, target | 65.35% | 65.60% | 65.25% | 63.45% | 62.25% | 67.55% | calc |
| Subordinate notes | 42.3%+1.1pp | 41.8% | 41.2% | 41.1% | 40.8% | 45.3% | calc |
| OC (initial) | 15.00% | 15.50% | 15.50% | 15.00% | 15.00% | 15.00% | 424B5 |
| OC target | 21.50% | 22.25% | 22.50% | 20.90% | 20.00% | 20.75% | 424B5 |
| OC floor | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 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 | +62 bps+1bps A-3 · 1.3y | +57 bps A-3 · 1.2y | +61 bps A-3 · 1.2y | +54 bps A-3 · 1.3y | +72 bps A-3 · 1.4y | +67 bps A-3 · 1.1y | 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 2026-4 | CMXS 2026-C | EART 2026-4 | SDART 2026-1 | DRIVE 2025-2 | AMCAR 2024-1 | Source | |
|---|---|---|---|---|---|---|---|
| Collateral (pool at cut-off) | |||||||
| Closing date | 2026-10-22 | 2026-09-28 | 2026-08-31 | 2026-02-25 | 2025-09-24 | 2024-05-29 | 424B5 |
| Pool balance | $882.4MM | $618.6MM | $1,108.0MM | $1,936.2MM | $1,866.5MM | $1,675.9MM | 424B5 |
| WA Credit Score | 575−13 | 609 | 585 | 605 | 585 | 588 | 424B5 |
| WA APR | 21.74%+3.49pp | 16.18% | 20.49% | 18.25% | 19.76% | 16.18% | 424B5 |
| WA original term mo | 67.0−4.7 | 70.0 mo | 78.0 mo | 71.8 mo | 71.7 mo | 71.0 mo | 424B5 |
| % new vehicles | 0.6% | 0.0% | — | 26.7% | 28.1% | 56.9% | 424B5 |
| Geo top-3 | TX 15.2% FL 10.2% GA 9.0% | CA 16.5% TX 14.1% FL 7.8% | TX 21.0% CA 11.1% FL 8.1% | 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 | 58.85%+21.75pp | 27.25% | 53.15% | 37.10% | 48.35% | 32.10% | calc |
| Enhancement, target | 65.35% | 34.55% | 57.85% | 38.55% | 52.85% | 41.10% | calc |
| Subordinate notes | 42.3%+9.5pp | 23.3% | 45.2% | 33.9% | 32.8% | 25.3% | calc |
| OC (initial) | 15.00% | 3.00% | 6.95% | 2.20% | 14.50% | 5.75% | 424B5 |
| OC target | 21.50% | 10.30% | 11.65% | 3.65% | 19.00% | 14.75% | 424B5 |
| OC floor | 3.00% | 0.50% | 1.50% | 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 | +62 bps+10bps A-3 · 1.3y | +50 bps A-3 · 2.1y | +52 bps A-3 · 1.4y | +51 bps A3 · 1.9y | +62 bps A-3 · 1.5y | +68 bps A-3 · 2.0y | FWP |
| Terms | |||||||
| Tranches | 7 | 7 | 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 (118 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.