MSR Value Growth & Market Trends

SERVICING BENEFITTED FROM EBO'S Servicing Pretax Operating Income (¹) ($ mm's) 3Q'20 ($62) 4Q'20 ($30) $37 1Q'21 (1) 12 (2) Includes fair value of excess spread accretion $80 Servicing pretax operating income (1) benefitted from $131 million in EBO revenues 2Q¹21 Amortization (2) remained elevated at $204 million, with high CPR speeds continuing Please see appendix for reconciliations of non-GAAP measures. As of October 17th, 2.4% of customers were on forbearance, down from peak of 7.2% 3Q'21 $44 $17 3Q'20 $141 3Q'20 $81 4Q'20 $159 EBO Revenue ($ mm's) $181 4Q'20 $109 1Q'21 Amortization (2) ($ mm's) $175 2Q¹21 1Q'21 $203 2Q¹21 $131 3Q'21 $204 3Q'21 Mr. CooperGroup

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