MSR Value Growth & Market Trends

● ● SERVICING PORTFOLIO GREW 2% Q/Q Unpaid Principal Balance ($ bn's) Excludes Reverse Portfolio $654 $21 $10 $9 2Q'21 MSR Runoff Correspondent (1) DTC (1) $22 Acquisitions $5 Net Subservicing / other $668 11 (¹) DTC and Correspondent reflects settlements of originated loans added to the Servicing portfolio 3Q'21 Portfolio grew 2% quarter-over-quarter due to strong originations and acquisitions Acquisitions increased 31% quarter-over-quarter to $21.6 billion, with an additional $32.3 billion expected to close subsequent to quarter-end $2.7 1Q'20 2Q'20 25.9% $0.2 3Q'20 Acquisitions ($ bn's) $0.6 28.6% $11.3 4Q'20 3Q'20 4Q'20 1Q'21 2Q¹21 MSR CPR 26.1% $15.1 1Q'21 Acquisitions closing after quarter-end 23.7% $16.5 2Q¹21 $32.3 $21.6 3Q'21 22.3% 3Q'21 Mr. CooperGroup

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