8-K 1 d33903.txt OPTION ONE MORTGAGE ACCEPTANCE CORPORATION ================================================================================ SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): December 27, 2001 OPTION ONE MORTGAGE ACCEPTANCE CORPORATION (AS DEPOSITOR UNDER THE POOLING AND SERVICING AGREEMENT, DATED AS OF OCTOBER 1, 2001, PROVIDING FOR THE ISSUANCE OF ASSET BACKED PASS-THROUGH CERTIFICATES, SERIES 2001-4) Option One Mortgage Acceptance Corporation ------------------------------------------ (Exact name of registrant as specified in its charter) -------------------------------------------------------------------------------- Delaware 333-96403 33-0727357 (State or Other Jurisdiction (Commission (I.R.S. Employer of Incorporation) File Number) Identification Number) 3 Ada Irvine, California 92618 ------------------ ----- (Address of Principal Executive Offices) (Zip Code) Registrant's telephone number, including area code: (949) 790-8100 -------------- ================================================================================ -2- Item 2. Acquisition or Disposition of Assets ------------------------------------ On October 29, 2001, a single series of certificates, entitled Option One Mortgage Loan Trust, Asset-Backed Certificates, Series 2001-4 (the "Certificates"), were issued pursuant to a pooling and servicing agreement, dated as of October 1, 2001 (the "Agreement"), among Option Mortgage Acceptance Corporation as depositor (the "Depositor"), Option One Mortgage Corporation ("Option One") as master servicer (in such capacity, the "Master Servicer") and Wells Fargo Bank Minnesota, N.A. as trustee (the "Trustee"). On November 28, 2001 following the closing of the initial issuance of the Certificates, the Trustee purchased from the Depositor certain Subsequent Mortgage Loans, as defined in the Agreement, with an aggregate principal balance equal to approximately $90,626,694.77 with funds on deposit in the pre-funding account (the "Pre-Funding Account") established pursuant to the Agreement at a purchase price equal to the principal balance thereof, which Subsequent Mortgage Loans were conveyed to the Trustee pursuant to a Subsequent Transfer Instrument, dated November 28, 2001, between the Depositor and the Trustee (the "Instrument"). Attached to the Instrument is the Mortgage Loan Schedule listing the Subsequent Mortgage Loans that are the subject of such Instrument. On December 21, 2001 following the closing of the initial issuance of the Certificates, the Trustee purchased from the Depositor certain Subsequent Mortgage Loans, as defined in the Agreement, with an aggregate principal balance equal to approximately $21,282,957.53 with funds on deposit in the Pre-Funding Account established pursuant to the Agreement at a purchase price equal to the principal balance thereof, which Subsequent Mortgage Loans were conveyed to the Trustee pursuant to a Subsequent Transfer Instrument, dated December 21, 2001, between the Depositor and the Trustee (the "Second Subsequent Transfer Instrument"). Attached to the Instrument is the Mortgage Loan Schedule listing the Subsequent Mortgage Loans that are the subject of such Instrument. Item 5. Other Events ------------ Description of the Mortgage Pool The Certificates, issued pursuant to the Agreement, evidence in the aggregate the entire beneficial ownership interest in a trust fund (the "Trust Fund"), consisting primarily of a segregated pool (the "Mortgage Pool") of conventional, one- to four- family, first lien adjustable-rate and fixed- rate mortgage loans having original terms to maturity of not greater than 30 years (the "Mortgage -3- Loans"). As of the Closing Date, the Trust Fund primarily consisted of (i) the Mortgage Pool, which consisted of Mortgage Loans having an aggregate principal balance of approximately $338,090,248.56 as of October 1, 2001 and (ii) the Pre-Funding Account, which contained approximately $111,909,751.44. As more fully described above, on November 28, 2001 and December 21, 2001, the Depositor purchased the Subsequent Mortgage Loans with the funds on deposit in the Pre-Funding Account. The tables attached as an exhibit hereto describe certain characteristics of the Mortgage Pool as of December 1, 2001, the end of the "Funding Period" (as defined in the Agreement). Item 7. Financial Statements and Exhibits --------------------------------- (a) Not applicable (b) Not applicable (c) Exhibits Exhibit No. Description ----------- ----------- 4.2 Subsequent Transfer Instruments, dated as November 28, 2001 and December 21, 2001, respectively between Option One Mortgage Acceptance Corporation as seller and Wells Fargo Bank Minnesota, National Association, as trustee. 99.1 Characteristics of the Mortgage Pool as of December 1, 2001, relating to Option One Mortgage Loan Trust 2001-4, Asset- Backed Certificates, Series 2001-4. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf the undersigned thereunto duly authorized. Dated: December 27, 2001 OPTION ONE MORTGAGE ACCEPTANCE CORPORATION By: /s/ David S. Wells ---------------------- Name: David S. Wells Title: Assistant Secretary Index to Exhibits -----------------

~~Option~~Sequentially ~~One~~Exhibit ~~Mortgage~~No. ~~Loan~~Description ~~Trust~~Numbered ~~Mortgage~~Page ~~Pass~~-~~Through Certificates Record Date: 10/31/01 Distribution Date: 11/26/01 OOMC Series: 2001~~-~~4 Contact: Customer Service~~ - ~~CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815~~-~~6600~~------- ~~Fax: (301) 815~~-~~6660~~---------- ~~Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass~~-~~Through~~------------ ~~Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A 68389FBW3 SEN 2~~4.~~67625%~~2 ~~409,500,000.00~~Subsequent ~~852,385.63~~Transfer ~~976~~Instruments,~~770.85~~ Sdated ~~68389FCA0~~as ~~SEN~~November ~~3.50000% 0.00 131~~28,~~250.00~~ ~~0.00~~2001 M1and ~~68389FBX1~~December ~~MEZ 3.17625% 20~~21,~~250,000.00~~ 502001,~~025.94~~ ~~0.00~~respectively M2between ~~68389FBY9~~Option ~~MEZ~~One ~~3.66625%~~Mortgage ~~9,000,000.00~~Acceptance ~~25,663.75~~Corporation ~~0.00~~as M3seller ~~68389FBZ6~~and ~~MEZ~~Wells ~~4.17625%~~Fargo ~~9,000,000.00~~Bank 29Minnesota,~~233.75~~ ~~0.00~~National CAssociation, ~~OPT01004C~~as ~~JUN 0~~trustee.~~00000%~~ ~~2,249,900~~99.00 1~~,170,609.95~~ ~~0.00~~Characteristics R1of ~~OPT0104R1~~the ~~JUN~~Mortgage ~~0.00000%~~Pool ~~0.00~~as ~~0.00~~of ~~0.00~~October R21, ~~OPT0104R2~~2001, ~~JUN~~relating ~~0.00000%~~to ~~0.00~~Option ~~0.00~~One ~~0.00~~Mortgage R3Acceptance ~~OPT0104R3 JUN 0.00000% 0.00 0.00 0.00 P OPT01004P JUN 0.00000% 100.00 21~~Corporation,~~378.52~~ ~~0.00~~Asset-Backed ~~Totals 450~~Certificates,~~000,000.00~~ ~~2,280,547.54~~Series ~~976,770.85~~2001-4

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A 0.00 408,523,229.15 1,829,156.48 0.00 S 0.00 0.00 131,250.00 0.00 M1 0.00 20,250,000.00 50,025.94 0.00 M2 0.00 9,000,000.00 25,663.75 0.00 M3 0.00 9,000,000.00 29,233.75 0.00 C 0.00 2,250,000.00 1,170,609.95 0.00 R1 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 R3 0.00 0.00 0.00 0.00 P 0.00 100.00 21,378.52 0.00 Totals 0.00 449,023,329.15 3,257,318.39 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A 409,500,000.00 409,500,000.00 0.00 976,770.85 0.00 0.00 S 0.00 0.00 0.00 0.00 0.00 0.00 M1 20,250,000.00 20,250,000.00 0.00 0.00 0.00 0.00 M2 9,000,000.00 9,000,000.00 0.00 0.00 0.00 0.00 M3 9,000,000.00 9,000,000.00 0.00 0.00 0.00 0.00 C 2,249,900.00 2,249,900.00 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 0.00 R3 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 450,000,000.00 450,000,000.00 0.00 976,770.85 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A 976,770.85 408,523,229.15 0.99761472 976,770.85 S 0.00 0.00 0.00000000 0.00 M1 0.00 20,250,000.00 1.00000000 0.00 M2 0.00 9,000,000.00 1.00000000 0.00 M3 0.00 9,000,000.00 1.00000000 0.00 C 0.00 2,250,000.00 1.00004445 0.00 R1 0.00 0.00 0.00000000 0.00 R2 0.00 0.00 0.00000000 0.00 R3 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 Totals 976,770.85 449,023,329.15 0.99782962 976,770.85

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A 409,500,000.00 1000.00000000 0.00000000 2.38527680 0.00000000 S 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M1 20,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 9,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 9,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 2,249,900.00 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1000 denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A 0.00000000 2.38527680 997.61472320 0.99761472 2.38527680 S 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 1,000.04444642 1.00004445 0.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A 409,500,000.00 2.67625% 409,500,000.00 852,385.63 0.00 0.00 S 0.00 3.50000% 45,000,000.00 131,250.00 0.00 0.00 M1 20,250,000.00 3.17625% 20,250,000.00 50,025.94 0.00 0.00 M2 9,000,000.00 3.66625% 9,000,000.00 25,663.75 0.00 0.00 M3 9,000,000.00 4.17625% 9,000,000.00 29,233.75 0.00 0.00 C 2,249,900.00 0.00000% 2,249,900.00 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 R2 0.00 0.00000% 0.00 0.00 0.00 0.00 R3 0.00 0.00000% 0.00 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 Totals 450,000,000.00 1,088,559.07 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A 0.00 0.00 852,385.63 0.00 408,523,229.15 S 0.00 0.00 131,250.00 0.00 45,000,000.00 M1 0.00 0.00 50,025.94 0.00 20,250,000.00 M2 0.00 0.00 25,663.75 0.00 9,000,000.00 M3 0.00 0.00 29,233.75 0.00 9,000,000.00 C 0.00 0.00 1,170,609.95 0.00 2,250,000.00 R1 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 R3 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 21,378.52 0.00 100.00 Totals 0.00 0.00 2,280,547.54 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A 409,500,000.00 2.67625% 1000.00000000 2.08152779 0.00000000 0.00000000 S 0.00 3.50000% 1000.00000000 2.91666667 0.00000000 0.00000000 M1 20,250,000.00 3.17625% 1000.00000000 2.47041679 0.00000000 0.00000000 M2 9,000,000.00 3.66625% 1000.00000000 2.85152778 0.00000000 0.00000000 M3 9,000,000.00 4.17625% 1000.00000000 3.24819444 0.00000000 0.00000000 C 2,249,900.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R3 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A 0.00000000 0.00000000 2.08152779 0.00000000 997.61472320 S 0.00000000 0.00000000 2.91666667 0.00000000 1000.00000000 M1 0.00000000 0.00000000 2.47041679 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.85152778 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.24819444 0.00000000 1000.00000000 C 0.00000000 0.00000000 520.29421308 0.00000000 1000.04444642 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 213785.20000000 0.00000000 1000.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankrupcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3,163,164.61 Liquidations, Insurance Proceeds, Reserve Funds 399,606.72 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Losses 0.00 Prepayment Penalties 21,378.52 Total Deposits 3,584,149.85 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 326,831.46 Payment of Interest and Principal 3,257,318.39 Total Withdrawals (Pool Distribution Amount) 3,584,149.85 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00

SERVICING FEES Gross Servicing Fee 120,585.90 Radian 203,808.06 Wells Fargo 2,437.50 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 326,831.46

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 0.20 0.20 1,000.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 741,165.95 0.00 0.00 741,165.95 30 Days 15 0 0 0 15 1,956,034.76 0.00 0.00 0.00 1,956,034.76 60 Days 1 0 0 0 1 152,052.04 0.00 0.00 0.00 152,052.04 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 16 2 0 0 18 2,108,086.80 741,165.95 0.00 0.00 2,849,252.75 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.183318% 0.000000% 0.000000% 0.183318% 0.219840% 0.000000% 0.000000% 0.219840% 30 Days 1.374885% 0.000000% 0.000000% 0.000000% 1.374885% 0.580187% 0.000000% 0.000000% 0.000000% 0.580187% 60 Days 0.091659% 0.000000% 0.000000% 0.000000% 0.091659% 0.045101% 0.000000% 0.000000% 0.000000% 0.045101% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.466544% 0.183318% 0.000000% 0.000000% 1.649863% 0.625287% 0.219840% 0.000000% 0.000000% 0.845127% (7) Delinquencies are stratified according to the information the Servicer has provided. All 90+ delinquencies are reported in the 90 day delinquency field.

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 15,468.81

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.760627% Weighted Average Net Coupon 7.332626% Weighted Average Pass-Through Rate 6.600588% Weighted Average Maturity(Stepdown Calculation ) 348 Beginning Scheduled Collateral Loan Count 1,094 Number Of Loans Paid In Full 3 Ending Scheduled Collateral Loan Count 1,091 Beginning Scheduled Collateral Balance 450,000,000.00 Ending Scheduled Collateral Balance 337,113,577.71 Ending Actual Collateral Balance at 31-Oct-2001 337,138,828.93 Monthly P &I Constant 2,351,016.32 Special Servicing Fee 0.00 Prepayment Penalties 21,378.52 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 337,113,577.71 Scheduled Principal 164,522.61 Unscheduled Principal 812,148.24

Net WAC Carryover Amount $0.00 Credit Enhancement Percentage 8.999977778% Delinquency Percentage 0.00% Rolling Three Month Delinquency Percentage 0.00% PMI Payments During PrePay Pd. $0.00 Cumulative PMI Payments $0.00 PMI Claims Denied During PrePay Pd. $0.00 Cumulative PMI Claims Denied $0.00 Prefunding Account Beg Balance $111,909,751.44 Subsequent Prefunding W/D $0.00 Prefunding Account Remainder to Bond $0.00 Prefunding Account Ending Balance $111,909,751.44 Interest Coverage Account Beg Bal $869,309.00 Interest Coverage Account Deposits $21,848.59 Interest Coverage Account W/D to Bond $247,225.52 Interest Coverage Account W/D to OOMC $0.00 Interest Coverage Account End Bal $643,930.07 Delinquency Cut-Off Balance $337,542,058.80 Unscheduled Principal - Voluntary . Unscheduled Principal - Involuntary .

Miscellaneous Reporting General Excess Available Amt 1,170,709.95 Extra Principal Distribution Amt 100.00 Overcollateralization Amt 2,250,000.00 Overcollateralization Deficit Amt 100.00 Overcollateralization Increase Amt 100.00 Overcollateralization Release Amt 0.00 Target Overcollateralization Amt 2,250,000.00

Group Level Collateral Statement Group Group 1 Group 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.249255 7.848588 7.760627 Weighted Average Net Rate 6.845786 7.416367 7.332626 Weighted Average Maturity 348 348 348 Beginning Loan Count 166 928 1,094 Loans Paid In Full 0 3 3 Ending Loan Count 166 925 1,091 Beginning Scheduled Balance 49,619,492.73 288,470,755.83 338,090,248.56 Ending scheduled Balance 49,588,877.62 287,524,700.09 337,113,577.71 Record Date 10/31/2001 10/31/2001 10/31/2001 Principal And Interest Constant 325,027.63 2,025,988.69 2,351,016.32 Scheduled Principal 25,274.02 139,248.59 164,522.61 Unscheduled Principal 5,341.09 806,807.15 812,148.24 Scheduled Interest 299,753.61 1,886,740.10 2,186,493.71 Servicing Fees 16,683.26 103,902.64 120,585.90 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 186.44 2,251.06 2,437.50 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 40,109.10 163,698.96 203,808.06 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 283,070.35 1,782,837.46 2,065,907.81 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.871276 6.731763 6.600588

Filing Compare · OPTION ONE MORT ACC CORP ASSET BACKED CERT SER 2001-4