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☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

Mr. Cooper Group Inc.

Delaware						91-1653725
(State or other jurisdiction of incorporation or organization)						(I.R.S. Employer Identification No.)
8950 Cypress Waters Blvd, Coppell, TX						75019
(Address of principal executive offices)						(Zip Code)
(469) 549-2000
Registrant’s telephone number, including area code

Title of each class			Trading Symbol(s)			Name of each exchange on which registered
Common stock, $0.01 par value per share			COOP			The Nasdaq Stock Market

Large Accelerated Filer			¨			Accelerated Filer			x
Non-Accelerated Filer			¨			Smaller reporting company			☐
						Emerging growth company			☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ¨

Number of shares of common stock, $0.01 par value, outstanding as of October 23, 2020 was 90,853,569.

						Page
PART I			FINANCIAL INFORMATION
Item 1.			Financial Statements			3
			Consolidated Balance Sheets as of September 30, 2020 (unaudited) and December 31, 2019			3
			Consolidated Statements of Operations (unaudited) for the Three and Nine Months Ended September 30, 2020 and 2019			4
			Consolidated Statements of Stockholders’ Equity (unaudited) for the Three and Nine Months Ended September 30, 2020 and 2019			5
			Consolidated Statements of Cash Flows (unaudited) for the Nine Months Ended September 30, 2020 and 2019			7
			Notes to Consolidated Financial Statements (unaudited)			9
Item 2.			Management's Discussion and Analysis of Financial Condition and Results of Operations			36
Item 3.			Quantitative and Qualitative Disclosures about Market Risk			78
Item 4.			Controls and Procedures			79
PART II			OTHER INFORMATION
Item 1.			Legal Proceedings			80
Item 1A.			Risk Factors			80
Item 2.			Unregistered Sales of Equity Securities and Use of Proceeds			81
Item 3.			Defaults Upon Senior Securities			81
Item 4.			Mine Safety Disclosures			81
Item 5.			Other Information			81
Item 6.			Exhibits			82

			September 30, 2020						December 31, 2019
			(unaudited)
Assets
Cash and cash equivalents			$	946					$	329
Restricted cash			229						283
Mortgage servicing rights, $2,663 and $3,496 at fair value, respectively			2,669						3,502
Advances and other receivables, net of reserves of $191 and $175, respectively			745						988
Reverse mortgage interests, net of purchase discount of $125 and $114, respectively			5,460						6,279
Mortgage loans held for sale at fair value			3,817						4,077
Property and equipment, net of accumulated depreciation of $84 and $55, respectively			114						112
Deferred tax assets, net			1,344						1,345
Other assets			6,431						1,390
Total assets			$	21,755					$	18,305
Liabilities and Stockholders’ Equity
Unsecured senior notes, net			$	2,167					$	2,366
Advance and warehouse facilities, net			4,851						4,997
Payables and other liabilities			6,590						2,016
MSR related liabilities - nonrecourse at fair value			1,091						1,348
Mortgage servicing liabilities			44						61
Other nonrecourse debt, net			4,671						5,286
Total liabilities			19,414						16,074
Commitments and contingencies (Note 15)
Preferred stock at $0.00001 - 10 million shares authorized, 1.0 million shares issued and outstanding, respectively; aggregate liquidation preference of ten dollars, respectively			—						—
Common stock at $0.01 par value - 300 million shares authorized, 92.0 million and 91.1 million shares issued, respectively			1						1
Additional paid-in-capital			1,120						1,109
Retained earnings			1,243						1,122
Treasury shares at cost - 1.2 million and zero shares, respectively			(24)						—
Total Mr. Cooper stockholders’ equity			2,340						2,232
Non-controlling interests			1						(1)
Total stockholders’ equity			2,341						2,231
Total liabilities and stockholders’ equity			$	21,755					$	18,305

			Three Months Ended September 30,												Nine Months Ended September 30,
			2020						2019						2020						2019
Revenues:
Service related, net			$	227					$	258					$	186					$	479
Net gain on mortgage loans held for sale			645						360						1,594						788
Total revenues			872						618						1,780						1,267
Expenses:
Salaries, wages and benefits			275						250						769						703
General and administrative			156						228						525						710
Total expenses			431						478						1,294						1,413
Interest income			56						163						250						459
Interest expense			(165)						(196)						(534)						(572)
Other income (expense), net			(51)						—						(50)						16
Total other expenses, net			(160)						(33)						(334)						(97)
Income (loss) before income tax expense (benefit)			281						107						152						(243)
Less: Income tax expense (benefit)			67						24						36						(52)
Net income (loss)			214						83						116						(191)
Less: Net income (loss) attributable to non-controlling interests			5						(1)						2						(2)
Net income (loss) attributable to Mr. Cooper			209						84						114						(189)
Less: Undistributed earnings attributable to participating stockholders			2						1						1						—
Net income (loss) attributable to common stockholders			$	207					$	83					$	113					$	(189)
Net income (loss) per common share attributable to Mr. Cooper:
Basic			$	2.26					$	0.91					$	1.23					$	(2.08)
Diluted			$	2.18					$	0.90					$	1.20					$	(2.08)

						Preferred Stock												Common Stock
						Shares (in thousands)						Amount						Shares (in thousands)						Amount						Additional Paid-in Capital						Retained Earnings						Treasury Share Amount						Total Mr. Cooper Stockholders’ Equity						Non-controlling Interests						Total Stockholders’ Equity
Balance at June 30, 2019						1,000						$	—					91,061						$	1					$	1,100					$	575					$	—					$	1,676					$	2					$	1,678
Shares issued under incentive compensation plan						—						—						26						—						1						—						—						1						—						1
Share-based compensation						—						—						—						—						5						—						—						5						—						5
Net income (loss)						—						—						—						—						—						84						—						84						(1)						83
Balance at September 30, 2019						1,000						$	—					91,087						$	1					$	1,106					$	659					$	—					$	1,766					$	1					$	1,767
Balance at June 30, 2020						1,000						$	—					92,022						$	1					$	1,114					$	1,034					$	—					$	2,149					$	(4)					$	2,145
Shares issued under incentive compensation plan						—						—						19						—						—						—						—						—						—						—
Share-based compensation						—						—						—						—						6						—						—						6						—						6
Repurchase of common stock						—						—						(1,187)						—						—						—						(24)						(24)						—						(24)
Net income						—						—						—						—						—						209						—						209						5						214
Balance at September 30, 2020						1,000						$	—					90,854						$	1					$	1,120					$	1,243					$	(24)					$	2,340					$	1					$	2,341

						Preferred Stock												Common Stock
						Shares (in thousands)						Amount						Shares (in thousands)						Amount						Additional Paid-in Capital						Retained Earnings						Treasury Share Amount						Total Mr. Cooper Stockholders’ Equity						Non-controlling Interests						Total Stockholders’ Equity
Balance at January 1, 2019						1,000						$	—					90,821						$	1					$	1,093					$	848					$	—					$	1,942					$	3					$	1,945
Shares issued / (surrendered) under incentive compensation plan						—						—						266						—						(1)						—						—						(1)						—						(1)
Share-based compensation						—						—						—						—						14						—						—						14						—						14
Net loss						—						—						—						—						—						(189)						—						(189)						(2)						(191)
Balance at September 30, 2019						1,000						$	—					91,087						$	1					$	1,106					$	659					$	—					$	1,766					$	1					$	1,767
Balance at January 1, 2020						1,000						$	—					91,118						$	1					$	1,109					$	1,122					$	—					$	2,232					$	(1)					$	2,231
Shares issued / (surrendered) under incentive compensation plan						—						—						923						—						(5)						—						—						(5)						—						(5)
Share-based compensation						—						—						—						—						16						—						—						16						—						16
Cumulative effect adjustments pursuant to the adoption of ASU 2016-13						—						—						—						—						—						7						—						7						—						7
Repurchase of common stock						—						—						(1,187)						—						—						—						(24)						(24)						—						(24)
Net income						—						—						—						—						—						114						—						114						2						116
Balance at September 30, 2020						1,000						$	—					90,854						$	1					$	1,120					$	1,243					$	(24)					$	2,340					$	1					$	2,341

			Nine Months Ended September 30,
			2020						2019
Operating Activities
Net income (loss)			$	116					$	(191)
Adjustments to reconcile net income (loss) to net cash attributable to operating activities:
Deferred tax benefit			(1)						(53)
Net gain on mortgage loans held for sale			(1,594)						(788)
Interest income on reverse mortgage loans			(158)						(241)
Provision for servicing and non-servicing reserves			18						53
Fair value changes and amortization/accretion of mortgage servicing rights/liabilities			1,258						998
Fair value changes in excess spread financing			(132)						(190)
Fair value changes in mortgage servicing rights financing liability			10						15
Fair value changes in mortgage loans held for investment			—						(3)
Amortization of premiums, net of discount accretion			45						(38)
Depreciation and amortization for property and equipment and intangible assets			56						67
Share-based compensation			16						14
Loss on redemption of unsecured senior notes			52						—
Other loss			17						5
Repurchases of forward loan assets out of Ginnie Mae securitizations			(3,173)						(1,823)
Mortgage loans originated and purchased for sale, net of fees			(38,709)						(27,673)
Sales proceeds and loan payment proceeds for mortgage loans held for sale and held for investment			43,040						27,916
Changes in assets and liabilities:
Advances and other receivables			228						264
Reverse mortgage interests			1,031						1,700
Other assets			(4,797)						9
Payables and other liabilities			4,555						(69)
Net cash attributable to operating activities			1,878						(28)
Investing Activities
Acquisitions, net of cash acquired			—						(85)
Property and equipment additions, net of disposals			(43)						(38)
Purchase of forward mortgage servicing rights, net of liabilities incurred			(39)						(454)
Proceeds on sale of forward and reverse mortgage servicing rights			44						298
Net cash attributable to investing activities			(38)						(279)

			Nine Months Ended September 30,
			2020						2019
Financing Activities
(Decrease) increase in advance and warehouse facilities			(135)						1,835
Repayment of notes payable			—						(294)
Proceeds from HECM securitizations			516						398
Proceeds from sale of HECM securitizations			—						20
Repayment of HECM securitizations			(508)						(568)
Proceeds from issuance of participating interest financing in reverse mortgage interests			139						220
Repayment of participating interest financing in reverse mortgage interests			(845)						(1,472)
Proceeds from the issuance of excess spread financing			24						469
Settlements and repayments of excess spread financing			(159)						(182)
Issuance of unsecured senior debt			1,450						—
Repayment of nonrecourse debt – legacy assets			—						(29)
Redemption and repayment of unsecured senior notes			(1,686)						—
Repayment of finance lease liability			(1)						(3)
Surrender of shares relating to stock vesting			(5)						(1)
Repurchase of common stock			(24)						—
Debt financing costs			(43)						(5)
Net cash attributable to financing activities			(1,277)						388
Net increase in cash, cash equivalents, and restricted cash			563						81
Cash, cash equivalents, and restricted cash - beginning of period			612						561
Cash, cash equivalents, and restricted cash - end of period(1)			$	1,175					$	642
Supplemental Disclosures of Cash Activities
Cash paid for interest expense			$	180					$	166
Net cash paid (refunded) for income taxes			$	40					$	(4)

			September 30, 2020						September 30, 2019
Cash and cash equivalents			$	946					$	371
Restricted cash			229						271
Total cash, cash equivalents, and restricted cash			$	1,175					$	642

Mr. Cooper Group Inc., collectively with its consolidated subsidiaries, (“Mr. Cooper,” the “Company,” “we,” “us” or “our”) provides servicing, origination and transaction-based services related to single family residences throughout the United States with operations under its primary brands: Mr. Cooper® and Xome®. Mr. Cooper is one of the largest home loan originators and servicers in the country focused on delivering a variety of servicing and lending products, services and technologies. Xome provides real estate services including real estate brokerage, title, closing, valuation and field services to lenders, investors and consumers. The Company’s corporate website is located at www.mrcoopergroup.com. The Company has provided a glossary of terms, which defines certain industry-specific and other terms that are used herein, in the MD&A section of this Form 10-Q.

For certain financial instruments included in advances and other receivables, net, and certain trade receivables and accrued revenues included in other assets that are within the scope of ASU 2016-13, the reserve methodology was revised to consider CECL losses. The revised CECL methodology considers expected lifetime loss rates calculated from historical data using a weighted average life to determine the current expected credit loss required. Due to the nature of the financial instrument, reverse mortgage interests, net of reserves, and advances and other receivables had limited impact from the adoption of CECL to the reserve methodology. See Note 3, Advances and Other Receivables, Net, and Note 4, Reverse Mortgage Interests, Net, for additional information.

Accounting Standards Update No. 2018-13, Fair Value Measurement (Topic 820) - Changes to the Disclosure Requirements for Fair Value Measurement, (“ASU 2018-13”) removes the requirement to disclose the amount of and reasons for transfers between Level 1 and Level 2 fair value measurement methodologies, the policy for timing of transfers between levels and the valuation processes for Level 3 fair value measurements. It also adds a requirement to disclose changes in unrealized gains and losses for the period included in other comprehensive income for recurring Level 3 fair value measurements held at the end of the reporting period and the range and weighted average of significant unobservable inputs used to develop Level 3 measurements. For certain unobservable inputs, entities may disclose other quantitative information in lieu of the weighted average if the other quantitative information would be a more reasonable and rational method to reflect the distribution of unobservable inputs used to develop Level 3 fair value measurements. The Company adopted ASU 2018-13 on January 1, 2020. The guidance does not have a material impact to the disclosures currently provided by the Company.

MSRs and Related Liabilities			September 30, 2020						December 31, 2019
Forward MSRs - fair value			$	2,663					$	3,496
Reverse MSRs - amortized cost			6						6
Mortgage servicing rights			$	2,669					$	3,502
Mortgage servicing liabilities - amortized cost			$	44					$	61
Excess spread financing - fair value			$	1,044					$	1,311
Mortgage servicing rights financing - fair value			47						37
MSR related liabilities - nonrecourse at fair value			$	1,091					$	1,348

			Nine Months Ended September 30,
Forward MSRs - Fair Value			2020						2019
Fair value - beginning of period			$	3,496					$	3,665
Additions:
Servicing retained from mortgage loans sold			412						298
Purchases of servicing rights(1)			30						732
Dispositions:
Sales of servicing assets			—						(317)
Changes in fair value:
Changes in valuation inputs or assumptions used in the valuation model			(782)						(716)
Other changes in fair value			(493)						(323)
Fair value - end of period			$	2,663					$	3,339

(1)Purchases of servicing rights during the nine months ended September 30, 2019 includes $271 of mortgage servicing rights that were acquired from Pacific Union. See Note 1, Nature of Business and Basis of Presentation, for further discussion. In addition, in 2019, the Company entered into a subservicing contract, resulting in additional $253 servicing rights in the second quarter of 2019.

			September 30, 2020												December 31, 2019
Forward MSRs - UPB and fair value breakdown			UPB						Fair Value						UPB						Fair Value
Acquisition Pools
Credit sensitive			$	122,422					$	1,206					$	147,895					$	1,613
Interest sensitive			144,245						1,457						148,887						1,883
Total			$	266,667					$	2,663					$	296,782					$	3,496
Investor Pools
Agency(1)			$	220,139					$	2,234					$	240,688					$	2,944
Non-agency(2)			46,528						429						56,094						552
Total			$	266,667					$	2,663					$	296,782					$	3,496

(1)Agency investors primarily consist of government sponsored enterprises (“GSE”), such as the Federal National Mortgage Association (“Fannie Mae” or “FNMA”) and the Federal Home Loan Mortgage Corp (“Freddie Mac” or “FHLMC”), and the Government National Mortgage Association (“Ginnie Mae” or “GNMA”).

(2)Non-agency investors consist of investors in private-label securitizations.

Forward MSRs - Key inputs and assumptions			September 30, 2020						December 31, 2019
Total MSR Portfolio
Discount rate			9.5		%				9.7		%
Prepayment speeds			14.4		%				13.1		%
Average life			5.2 years						5.8 years
Acquisition Pools
Credit Sensitive
Discount rate			10.0		%				10.4		%
Prepayment speeds			12.6		%				12.7		%
Average life			5.6 years						6.0 years
Interest Sensitive
Discount rate			9.0		%				9.1		%
Prepayment speeds			15.9		%				13.5		%
Average life			4.9 years						5.7 years
Investor Pools
Agency
Discount rate			8.9		%				9.0		%
Prepayment speeds			14.5		%				13.0		%
Average life			5.1 years						5.8 years
Non-agency
Discount rate			12.0		%				12.6		%
Prepayment speeds			13.9		%				13.8		%
Average life			5.5 years						6.2 years

			Discount Rate												Total Prepayment Speeds
Forward MSRs - Hypothetical Sensitivities			100 bps Adverse Change						200 bps Adverse Change						10% Adverse Change						20% Adverse Change
September 30, 2020
Mortgage servicing rights			$	(87)					$	(179)					$	(157)					$	(321)
December 31, 2019
Mortgage servicing rights			$	(127)					$	(245)					$	(165)					$	(317)

			Nine Months Ended September 30,
			2020												2019
Reverse MSRs and Liabilities - Amortized Cost			Assets						Liabilities						Assets						Liabilities
Balance - beginning of period			$	6					$	61					$	11					$	71
Amortization/accretion			—						(17)						2						(39)
Adjustments(1)			—						—						(6)						37
Balance - end of the period			$	6					$	44					$	7					$	69
Fair value - end of period			$	6					$	7					$	7					$	41

(1)Reverse MSR and MSL net adjustments recorded by the Company during the nine months ended September 30, 2019 primarily relate to the finalization of the preliminary fair value estimates recorded in connection with the merger of Nationstar Mortgage Holdings, Inc. (the “Merger”).

Excess Spread Financing Key Assumptions			September 30, 2020						December 31, 2019
Discount rate			11.9		%				11.6		%
Prepayment speeds			13.6		%				12.6		%
Recapture rate			19.1		%				20.1		%
Average life			5.3 years						5.8 years

			Discount Rate												Prepayment Speeds
Excess Spread Financing - Hypothetical Sensitivities			100 bps Adverse Change						200 bps Adverse Change						10% Adverse Change						20% Adverse Change
September 30, 2020
Excess spread financing			$	35					$	72					$	44					$	92
December 31, 2019
Excess spread financing			$	46					$	95					$	46					$	96

Mortgage Servicing Rights Financing Key Assumptions			September 30, 2020						December 31, 2019
Advance financing and counterparty fee rates			8.2		%				8.9		%
Annual advance recovery rates			20.2		%				18.8		%

			Three Months Ended September 30,												Nine Months Ended September 30,
Total Revenues - Servicing			2020						2019						2020						2019
Contractually specified servicing fees(1)			$	282					$	305					$	864					$	893
Other service-related income(1)			59						51						170						133
Incentive and modification income(1)			12						12						30						29
Late fees(1)			18						30						65						82
Reverse servicing fees			6						7						19						24
Mark-to-market adjustments(2)			(29)						(83)						(673)						(607)
Counterparty revenue share(3)			(104)						(86)						(268)						(204)
Amortization, net of accretion(4)			(112)						(73)						(290)						(152)
Total revenues - Servicing			$	132					$	163					$	(83)					$	198

(1)The Company recognizes revenue on an earned basis for services performed. Amounts include subservicing related revenues.

(2)Mark-to-market (“MTM”) adjustments include fair value adjustments on MSR, excess spread financing and MSR financing liabilities. The amount of MSR MTM includes the impact of negative modeled cash flows which have been transferred to reserves on advances and other receivables. The negative modeled cash flows relate to advances and other receivables associated with inactive and liquidated loans that are no longer part of the MSR portfolio. The impact of negative modeled cash flows was $7 and $18 during the three months ended September 30, 2020 and 2019, and $20 and $46 during the nine months ended September 30, 2020 and 2019, respectively.

(3)Counterparty revenue share represents the excess servicing fee that the Company pays to the counterparties under the excess spread financing arrangements and the payments made associated with MSR financing arrangements.

(4)Amortization is net of excess spread accretion of $96 and $77 and MSL accretion of $4 and $10 during the three months ended September 30, 2020 and 2019, respectively. During the nine months ended September 30, 2020 and 2019, amortization is net of excess spread accretion of $243 and $172 and MSL accretion of $17 and $39, respectively.

Advances and Other Receivables, Net			September 30, 2020						December 31, 2019
Servicing advances, net of $92 and $131 purchase discount, respectively			$	746					$	970
Receivables from agencies, investors and prior servicers, net of $21 and $21 purchase discount, respectively			190						193
Reserves			(191)						(175)
Total advances and other receivables, net			$	745					$	988

			Three Months Ended September 30,												Nine Months Ended September 30,
Reserves for Advances and Other Receivables			2020									2019						2020						2019
Balance - beginning of period			$	216								$	98					$	168					$	47
Provision and other additions(1)			13									35						72						102
Write-offs			(38)									(3)						(49)						(19)
Balance - end of period			$	191								$	130					$	191					$	130

(1)The Company recorded a provision of $7 and $18 through the MTM adjustments in revenues - service related, net, in the consolidated statements of operations during the three months ended September 30, 2020 and 2019, respectively, and $20 and $46 during the nine months ended September 30, 2020 and 2019, respectively, for inactive and liquidated loans that are no longer part of the MSR portfolio. Other additions represent reclassifications of required reserves provisioned within other balance sheet accounts as associated serviced loans become inactive or liquidate.

			Three Months Ended September 30, 2020												Three Months Ended September 30, 2019
Purchase Discount for Advances and Other Receivables			Servicing Advances						Receivables from Agencies, Investors and Prior Servicers						Servicing Advances						Receivables from Agencies, Investors and Prior Servicers
Balance - beginning of period			$	117					$	21					$	156					$	48
Utilization of purchase discounts			(25)						—						(8)						—
Balance - end of period			$	92					$	21					$	148					$	48

			Nine Months Ended September 30, 2020												Nine Months Ended September 30, 2019
Purchase Discount for Advances and Other Receivables			Servicing Advances						Receivables from Agencies, Investors and Prior Servicers						Servicing Advances						Receivables from Agencies, Investors and Prior Servicers
Balance - beginning of period			$	131					$	21					$	205					$	48
Addition from acquisition			—						—						19						—
Utilization of purchase discounts			(39)						—						(76)						—
Balance - end of period			$	92					$	21					$	148					$	48

As described in Note 1, Nature of Business and Basis of Presentation, advances and other receivables are within the scope of ASU 2016-13, and the Company modified its accounting policy regarding its assessment of reserves for credit-related losses in accordance with CECL framework. During the three and nine months ended September 30, 2020, the Company increased the CECL reserve by $13 and $27, respectively. As of September 30, 2020, the total CECL reserve was $44, of which $27 and $17 was recorded in reserves and purchase discount for advances and other receivables, respectively.

Reverse Mortgage Interests, Net			September 30, 2020						December 31, 2019
Participating interests in HECM mortgage-backed securities (“HMBS”)			$	3,663					$	4,282
Other interests securitized			1,002						994
Unsecuritized interests			920						1,117
Purchase discount, net			(125)						(114)
Total reverse mortgage interests, net			$	5,460					$	6,279

The Company does not originate reverse mortgages, but during the nine months ended September 30, 2020 and 2019, a total of $134 and $211 in UPB associated with new draws on existing loans was transferred to GNMA and securitized by the Company, respectively.

In March 2019, the Company entered into an agreement with Fannie Mae for the transfer of reverse mortgage loans. As a result, $61 was transferred from Fannie Mae and securitized into GNMA HMBS during the nine months ended September 30, 2019. There was no such activity during the nine months ended September 30, 2020.

The reverse mortgage interests under other interest securitized have been transferred to private securitization trusts and are accounted for as a secured borrowing. During the nine months ended September 30, 2020, the Company securitized a total of $516 UPB through Trust 2020-1 and a total of $337 UPB from Trust 2018-2 and Trust 2018-3 was called and the related debt was extinguished. During the nine months ended September 30, 2019, the Company securitized a total of $398 UPB through Trust 2019-1 and a total of $249 UPB from Trust 2017-2 was called and the related debt was extinguished. The Company sold $20 UPB of Trust 2018-3 during the nine months ended September 30, 2019. Refer to Other Nonrecourse Debt in Note 9, Indebtedness for additional information.

Unsecuritized interests			September 30, 2020						December 31, 2019
Repurchased HECM loans (exceeds 98% of their Max Claim Amount (“MCA”))			$	634					$	789
HECM related receivables(1)			213						250
Funded borrower draws not yet securitized			56						64
Real estate owned (“REO”) related receivables			17						14
Total unsecuritized interests			$	920					$	1,117

(1)HECM related receivables consist primarily of receivables from FNMA for corporate advances and service fees and claims receivables from the U.S. Department of Housing and Urban Development (“HUD”) on reverse mortgage interests.

			Three Months Ended September 30,												Nine Months Ended September 30,
Purchase discount, net, for reverse mortgage interests(1)			2020						2019						2020						2019
Balance - beginning of period			$	(127)					$	(163)					$	(114)					$	(164)
Adjustments(2)			—						—						—						(24)
Utilization of purchase discounts(3)			8						40						27						80
Amortization, net of accretion			(6)						(1)						(38)						(16)
Balance - end of period			$	(125)					$	(124)					$	(125)					$	(124)

(1)Net position as certain items are in a premium/(discount) position, based on the characteristics of underlying tranches of loans.

(2)Adjustments during the nine months ended September 30, 2019 due to revised cost to service assumption utilized in the valuation of reverse mortgage assets and liabilities acquired from the Merger.

(3)Utilization of purchase discounts on liquidated loans, for which the remaining receivable was written off.

As described in Note 1, Nature of Business and Basis of Presentation, reverse mortgage interests are within the scope of ASU 2016-13, requiring an assessment of reserves regarding credit-related losses in accordance with the CECL framework. Upon applying ASU 2016-13, the Company determined that credit-related losses are immaterial given the government insured nature of the HECM loan product. Any expected credit-related losses are contemplated in the Company’s existing reserve methodology due to the nature of this financial instrument. Accordingly, no cumulative effect adjustment was required upon adoption of ASU 2016-13 on January 1, 2020 and no additional CECL reserve was recorded as of September 30, 2020.

Total interest earned on the Company’s reverse mortgage interests was $41 and $74 during the three months ended September 30, 2020 and 2019, respectively, and $158 and $241 during the nine months ended September 30, 2020 and 2019, respectively.

Mortgage Loans Held for Sale			September 30, 2020						December 31, 2019
Mortgage loans held for sale – UPB			$	3,642					$	3,949
Mark-to-market adjustment(1)			175						128
Total mortgage loans held for sale			$	3,817					$	4,077

(1)The mark-to-market adjustment includes net change in unrealized gain/loss, premium on correspondent loans and fees on direct-to-consumer loans. The mark-to-market adjustment is recorded in net gain on mortgage loans held for sale in the consolidated statements of operations.

			Nine Months Ended September 30,
Mortgage Loans Held for Sale			2020						2019
Balance - beginning of period			$	4,077					$	1,631
Loans sold			(42,185)						(27,413)
Mortgage loans originated and purchased, net of fees			38,709						28,209
Repurchase of loans out of Ginnie Mae securitizations			3,173						1,823
Net change in unrealized gain (loss) of loans held for sale			36						2
Net transfers of mortgage loans held for sale(1)			7						15
Balance - end of period			$	3,817					$	4,267

(1)Amount reflects transfers to other assets for loans transitioning into REO status and transfers to advances and other receivables, net, for claims made on certain government insurance mortgage loans. Transfers out are net of transfers in upon receipt of proceeds from an REO sale or claim filing.

			September 30, 2020												December 31, 2019
Mortgage Loans Held for Sale			UPB						Fair Value						UPB						Fair Value
Non-accrual(1)			$	49					$	39					$	29					$	22

(1)Non-accrual UPB includes $37 and $25 of UPB related to Ginnie Mae repurchased loans as of September 30, 2020 and December 31, 2019, respectively.

Forward loans are sold to Ginnie Mae in conjunction with the issuance of mortgage backed securities. The Company, as the issuer of the mortgage backed securities, has the unilateral right to repurchase any individual loan in a Ginnie Mae securitization pool if that loan meets certain criteria, including payments not being received from borrowers for greater than 90 days. Once the Company has the unilateral right to repurchase a delinquent loan, it has effectively regained control over the loan and recognizes these rights to the loan on its consolidated balance sheets and establishes a corresponding repurchase liability regardless of the Company’s intention to repurchase the loan. The Company had loans subject to repurchase from Ginnie Mae of $5,395 and $560 as of September 30, 2020 and December 31, 2019, respectively, which are included in both other assets and payables and other liabilities in the consolidated balance sheets. Loans subject to repurchase from Ginnie Mae as of September 30, 2020 include $5,095 loans in forbearance related to the Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”) whereby no payments have been received from borrowers for greater than 90 days.

The Company had goodwill of $120 as of September 30, 2020 and December 31, 2019. The Company had intangible assets of $45 and $74 as of September 30, 2020 and December 31, 2019, respectively. Goodwill and intangible assets are included in other assets within the consolidated balance sheets.

									September 30, 2020																		Nine Months Ended September 30, 2020
Derivative Financial Instruments			Expiration Dates						Outstanding Notional						Fair Value												Gains/(Losses)
Assets
Mortgage loans held for sale
Loan sale commitments			2020						$	1,908					$	75											$	43
Derivative financial instruments
IRLCs			2020-2021						10,967						414												279
LPCs			2020						5,217						38												26
Forward MBS trades			2020-2021						11,452						23												17
Total derivative financial instruments - assets									$	27,636					$	475											$	322
Liabilities
Derivative financial instruments
IRLCs			2020						$	2					$	—											$	—
LPCs			2020						598						2												(1)
Forward MBS trades			2020-2021						15,974						42												30
Total derivative financial instruments - liabilities									$	16,574					$	44											$	29

									September 30, 2019												Nine Months Ended September 30, 2019
Derivative Financial Instruments			Expiration Dates						Outstanding Notional						Fair Value						Gains/(Losses)
Assets
Mortgage loans held for sale
Loan sale commitments			2019						$	1,508					$	35					$	9
Derivative financial instruments
IRLCs			2019						4,964						144						84
LPCs			2019						1,397						18						17
Forward MBS trades			2019						3,054						8						6
Eurodollar futures			2019-2021						6						—						—
Total derivative financial instruments - assets									$	9,421					$	170					$	107
Liabilities
Derivative financial instruments
IRLCs			2019						$	15					$	—					$	—
LPCs			2019						547						3						3
Forward MBS trades			2019						5,667						16						(8)
Eurodollar futures			2019-2021						8						—						—
Total derivative financial instruments - liabilities									$	6,237					$	19					$	(5)