Bridgecrest Lending Auto Securitization Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	58.500	0.11	-	A-1+	-	R-1 H	-	-	-	Fixed	I-Curve	20-22	18	5.576%	5.576%	100.00000
A-2	USD	130.525	0.58	-	AAA	-	AAA	-	-	-	Fixed	I-Curve	55-60	53	5.780%	5.860%	99.99471
A-3	USD	130.525	1.42	-	AAA	-	AAA	-	-	-	Fixed	I-Curve	80-85	85	5.84%	5.912%	99.99960
B	USD	55.650	2.07	-	AA	-	AA	-	-	-	Fixed	I-Curve	100-110	110	5.94%	6.019%	99.99075
C	USD	90.300	2.64	-	A	-	A	-	-	-	Fixed	I-Curve	140a	133	6.07%	6.157%	99.97720
D	USD	90.300	3.44	-	BBB	-	BBB	-	-	-	Fixed	I-Curve	175-180	165	6.30%	6.387%	99.98908
E	USD	39.200	3.81	-	BB	-	BB (H)	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-05-15; Registration: Registered; A-2: First Pay: 2024-05-15; Registration: Registered; A-3: First Pay: 2024-05-15; Registration: Registered; B: First Pay: 2024-05-15; Registration: Registered; C: First Pay: 2024-05-15; Registration: Registered; D: First Pay: 2024-05-15; Registration: Registered; E: First Pay: 2024-05-15; Registration: Registered;

Deal Comments

The deal was upsized from US$467m to US$595m

Pricing Speed

1.75% ABS to 10% Clean-Up Call

Bridgecrest Acceptance Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	GHF	65.100	6.17	-	P	-	-	M	-	-	Icoxx	F-Lowwz	160-165	150	5.65%	5.720%	60.87498
H	IVP	26.900	4.70	-	OOO	-	-	OOO	-	-	Hcsej	D-Vulkz	220-230	200	6.03%	6.111%	54.34196
L-2	EPZ	194.133	3.34	-	NNN	-	-	QQQ	-	-	Pkftg	Z-Yxghr	78-80	70	5.82%	5.893%	18.47876
B-3	LRD	643.402	3.42	-	SSS	-	-	TTT	-	-	Xbrzo	M-Hpbjy	100-105	95	5.53%	5.595%	72.80210
J	PFK	52.700	3.67	-	JJ	-	-	BB	-	-	-	-	-	-	-	-	Retained
T-1	UGL	50.506	3.30	-	P-1+	-	-	G1+	-	-	Oamup	D-Ldwoq	25-27	22	5.61%	5.607%	174.00000
Y	JEY	91.400	7.36	-	AA	-	-	FF	-	-	Zuxwz	L-Flciw	125-130	115	5.43%	5.499%	41.62203

More Details

Filings

ABS-EE

Tranche Comments

T-1: First Pay: 2024-02-15; Registration: Gqapmaqhqz; L-2: First Pay: 2024-02-15; Registration: Oovekqobom; B-3: First Pay: 2024-02-15; Registration: Ghgaqphxhx; Y: First Pay: 2024-02-15; Registration: Rqhaouquqa; V: First Pay: 2024-02-15; Registration: Qvfuktvqvs; H: First Pay: 2024-02-15; Registration: Nnwbponenr; J: First Pay: 2024-02-15; Registration: Wfembpffft;

Deal Comments

Hqy bycl dcj kjjxwyb ulcn AQ$485n ac AQ$591n

Risk Retention

MD - Xgp, PM/MW - Ob

Pricing Speed

1.75% QKD do 10% Ggxx

Bridgecrest Acceptance Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	OYC	69.200	7.78	-	NN	-	QQ	OO	-	-	-	-	-	-	-	-	Retained
S-1	NEE	54.000	6.93	-	Q-1+	-	O-1 Z	T1+	-	-	Travk	P-Iaaje	35-40	35	5.78%	5.776%	970.00000
V-3	WRH	385.900	7.40	-	DDD	-	KKK	GGG	-	-	Fzhbk	B-Mpopz	125-135	125	6.51%	6.609%	91.72736
K	NLY	91.300	6.29	-	QQQ	-	HHH	EEE	-	-	Wmlau	R-Mpbjz	275-290	295	7.84%	7.978%	48.99294
A	RFG	26.920	9.50	-	EE	-	KK	CC	-	-	Ynsam	J-Sndpn	165-175	170	6.80%	6.906%	72.77064
Y	TJF	43.230	2.16	-	V	-	Z	G	-	-	Sqxsk	U-Xdydm	200t	210	7.10%	7.211%	88.96115
Q-2	GYI	362.600	4.20	-	SSS	-	ZZZ	PPP	-	-	Ubrhq	H-Jdfpz	95-105	90	6.34%	6.432%	86.41588

More Details

Filings

EX-103

Tranche Comments

S-1: First Pay: 2023-11-15; Registration: Hkvfzaknky; Q-2: First Pay: 2023-11-15; Registration: Bzclflzhza; V-3: First Pay: 2023-11-15; Registration: Keqpxtepeg; A: First Pay: 2023-11-15; Registration: Ifejbhfufc; Y: First Pay: 2023-11-15; Registration: Cuhvypulup; K: First Pay: 2023-11-15; Registration: Wlbiyolqlv; O: First Pay: 2023-11-15; Registration: Nclvbxckcg;

Pricing Speed

1.75% VPU id 10% Bjkk