MSR Value Growth & Market Trends

14 | LIQUIDITY REMAINS STRONG Servicing Advances (1) ($ mm's) $838 3Q'20 $1,047 4Q'20 GNMA GSE PLS Other (3) Total advances (1) Servicing advances before discounts $945 (2) Includes T&I and corporate advances 1Q'21 Advances by Investor as of September 30, 2021 $mm's P&I T&I (2) Total $273 127 367 156 $923 $2 14 $882 143 (1) $158 2Q¹21 $271 113 $923 224 157 $765 3Q'21 Senior Note Maturities ($ mm's) 6-year liquidity runway 2021 2022 2023 2024 2025 $ mm's PLS GSE GNMA (4) Other Advance facilities MSR Originations (5) Total warehouse facilities $850 $650 $600 ili Aug 22-Sep¹23 Oct¹21-Sep'23 2026 2027 Financing Capacity Maturity Oct¹22 Jan 22 Aug 23 Jan'22 Capacity Outstanding Utilization $350 350 940 100 $1,740 2028 2029 2030 1,110 14,680 $15,790 $168 136 170 65 $539 305 7,473 $7,778 48% 39% 18% 65% 31% 27% 51% 49% (3) Primarily includes advances related to interim servicing, special servicing agreements, and advances ineligible for financing (4) $1.2 bn in total GNMA capacity: $1.0 bn is fully fungible between advances and MSRs; $200 mm is available solely for advances. Mr. Cooper allocates surplus capacity to advances. Mr. CooperGroup (5) Includes $98 million in reverse line utilization

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