Document

This press release may include “forward-looking statements” which are subject to known and unknown risks and uncertainties, many of which may be beyond our control. Forward-looking statements generally can be identified by the use of forward-looking terminology such as "may," "will," “should,” “expect,” "plan," "anticipate," "believe," “estimate,” “predict,” or "potential" or the negative thereof or variations thereon or similar terminology. Actual events, results and outcomes may differ materially from our expectations due to a variety of known and unknown risks, uncertainties and other factors. Although it is not possible to identify all of these risks and factors, they include, among others, the following: changes in or to Fannie Mae and Freddie Mac (the “GSEs”), whether through Federal legislation, restructurings or a shift in business practices; failure to continue to meet the mortgage insurer eligibility requirements of the GSEs; competition for customers or the loss of a significant customer; lenders or investors seeking alternatives to private mortgage insurance; an increase in the number of loans insured through Federal government mortgage insurance programs; decline in the volume of low down payment mortgage originations; uncertainty of loss reserve estimates; decrease in the length of time our insurance policies are in force; deteriorating economic conditions; and other risks and factors described in Part I, Item 1A “Risk Factors” of our Annual Report on Form 10-K for the year ended December 31, 2025 filed with the Securities and Exchange Commission on February 18, 2026, as subsequently updated through other reports we file with the Securities and Exchange Commission. Any forward-looking information presented herein is made only as of the date of this press release, and we do not undertake any obligation to update or revise any forward-looking information to reflect changes in assumptions, the occurrence of unanticipated events, or otherwise.




Essent Group Ltd. and Subsidiaries
Financial Results and Supplemental Information (Unaudited)
Quarter Ended March 31, 2026


Exhibit A						Condensed Consolidated Statements of Comprehensive Income (Unaudited)
Exhibit B						Condensed Consolidated Balance Sheets (Unaudited)
Exhibit C						Consolidated Historical Quarterly Data (Unaudited)
Exhibit D						Year to Date Segment Results (Unaudited)
Exhibit E						Historical Quarterly Segment Information (Unaudited)
Exhibit F						Mortgage Insurance - Historical Quarterly Data
Exhibit G						Mortgage Insurance - New Insurance Written
Exhibit H						Mortgage Insurance - Insurance in Force and Risk in Force
Exhibit I						Mortgage Insurance - Vintage Data
Exhibit J						Mortgage Insurance - Outward Reinsurance Vintage Data
Exhibit K						Mortgage Insurance - Geographic Data
Exhibit L						Mortgage Insurance - Rollforward of Defaults and Reserve for Losses and LAE
Exhibit M						Mortgage Insurance - Detail of Reserves by Default Delinquency
Exhibit N						U.S. Mortgage Insurance Company Capital
Exhibit O						Reinsurance
Exhibit P						Cash & Investments


			Exhibit A

Essent Group Ltd. and Subsidiaries
Condensed Consolidated Statements of Comprehensive Income (Unaudited)


	Three Months Ended March 31,
(In thousands, except per share amounts)	2026		2025
Revenues:
Gross premiums written	$	431,232	$	272,394
Ceded premiums	(36,563)		(34,123)
Net premiums written	394,669		238,271
(Increase) decrease in unearned premiums	(134,576)		7,577
Net premiums earned	260,093		245,848
Net investment income	59,255		58,210
Realized investment gains (losses), net	(147)		(181)
Income from other invested assets	10,179		7,408
Other income	6,692		6,273
Total revenues	336,072		317,558

Losses and expenses:
Provision for losses and LAE	48,216		31,287
Other underwriting and operating expenses	72,983		71,124
Interest expense	8,148		8,148
Total losses and expenses	129,347		110,559

Income before income taxes	206,725		206,999
Income tax expense	34,926		31,566
Net income	$	171,799	$	175,433


Earnings per share:
Basic	$	1.83	$	1.71
Diluted	1.82		1.69

Weighted average shares outstanding:
Basic	93,818		102,881
Diluted	94,572		103,946

Net income	$	171,799	$	175,433

Other comprehensive income:
Unrealized appreciation (depreciation) of investments	(35,951)		71,738
Comprehensive income	$	135,848	$	247,171


				Exhibit B

Essent Group Ltd. and Subsidiaries
Condensed Consolidated Balance Sheets (Unaudited)


	March 31,			December 31,
(In thousands, except per share amounts)	2026			2025
Assets
Investments
Fixed maturities available for sale, at fair value	$	5,425,210		$	5,455,593
Short-term investments available for sale, at fair value	623,034			648,492
Total investments available for sale	6,048,244			6,104,085
Other invested assets	394,290			382,513
Total investments	6,442,534			6,486,598
Cash	128,262			123,049
Accrued investment income	44,875			47,371
Accounts receivable	144,121			51,267
Deferred policy acquisition costs	56,901			9,547
Property, equipment and software, net	48,297			49,189
Prepaid federal income tax	513,425			513,425
Goodwill and acquired intangible assets, net	77,802			78,153
Other assets	113,551			82,404
Total assets	$	7,569,768		$	7,441,003

Liabilities and Stockholders' Equity
Liabilities
Reserve for losses and LAE	$	485,666		$	446,822
Unearned premium reserve	226,306			91,730
Net deferred tax liability	452,552			465,351
Senior notes due 2029, net	495,637			495,301
Other accrued liabilities	213,105			185,072
Total liabilities	1,873,266			1,684,276

Commitments and contingencies

Stockholders' Equity
Common shares, $0.015 par value:
Authorized - 233,333; issued and outstanding - 93,073 shares in 2026 and 95,456 shares in 2025	1,396			1,432
Additional paid-in capital	486,672			649,895
Accumulated other comprehensive loss	(187,936)			(151,985)
Retained earnings	5,396,370			5,257,385
Total stockholders' equity	5,696,502			5,756,727

Total liabilities and stockholders' equity	$	7,569,768		$	7,441,003

Return on average equity (1)	12.0		%	12.1		%

(1) The 2026 return on average equity is calculated by dividing annualized year-to-date 2026 net income by average equity. The 2025 return on average equity is calculated by dividing full year 2025 net income by average equity.


													Exhibit C
Essent Group Ltd. and Subsidiaries
Supplemental Information
Consolidated Historical Quarterly Data (Unaudited)

	2026			2025
	March 31			December 31			September 30			June 30			March 31
(In thousands, except per share amounts)
Revenues:






Net premiums earned	$	260,093		$	242,729		$	246,332		$	248,809		$	245,848
Net investment income	59,255			59,223			59,795			59,289			58,210
Realized investment gains (losses), net	(147)			(188)			(425)			(129)			(181)
Income from other invested assets	10,179			3,942			1,770			4,466			7,408
Other income (1)	6,692			6,698			4,358			6,708			6,273
Total revenues	336,072			312,404			311,830			319,143			317,558

Losses and expenses:
Provision for losses and LAE	48,216			56,073			44,922			17,055			31,287
Other underwriting and operating expenses	72,983			63,653			59,498			62,765			71,124
Interest expense	8,148			8,149			8,251			8,148			8,148
Total losses and expenses	129,347			127,875			112,671			87,968			110,559

Income before income taxes	206,725			184,529			199,159			231,175			206,999
Income tax expense (2)	34,926			29,547			34,944			35,836			31,566
Net income	$	171,799		$	154,982		$	164,215		$	195,339		$	175,433

Earnings per share:
Basic	$	1.83		$	1.62		$	1.69		$	1.95		$	1.71
Diluted	1.82			1.60			1.67			1.93			1.69

Weighted average shares outstanding:
Basic	93,818			95,772			97,400			100,037			102,881
Diluted	94,572			96,664			98,519			101,059			103,946

Book value per share	$	61.20		$	60.31		$	58.86		$	56.98		$	55.22
Return on average equity (annualized)	12.0		%	10.8		%	11.5		%	13.8		%	12.5		%

Senior debt & credit facility:
Borrowings outstanding	$	500,000		$	500,000		$	500,000		$	500,000		$	500,000
Undrawn committed capacity	$	500,000		$	500,000		$	500,000		$	500,000		$	500,000
Weighted average interest rate (end of period)	6.25		%	6.25		%	6.25		%	6.25		%	6.25		%
Debt-to-capital	8.07		%	7.99		%	8.01		%	8.10		%	8.12		%

Cash and investments available for sale at the holding companies	$	1,144,112		$	1,268,579		$	1,038,747		$	995,032		$	1,016,368

(1) Other income includes net favorable (unfavorable) changes in the fair value of embedded derivatives associated with certain of our third-party reinsurance agreements, which for the quarters ended March 31, 2026, December 31, 2025, September 30, 2025, June 30, 2025, and March 31, 2025, were $37, ($526), ($858), ($29) and ($150), respectively.
(2) Income tax expense for the quarters ended March 31, 2026, December 31, 2025, September 30, 2025, June 30, 2025, and March 31, 2025 includes $2,407, $366, $493, $1,112, and $1,561, respectively, of discrete tax expense associated with realized and unrealized gains. Income tax expense for the quarters ended December 31, 2025 and September 30, 2025 also include ($396) and ($828), respectively, of discrete tax benefits associated with prior year tax returns. Income tax expense for the quarters ended March 31, 2026 and March 31, 2025 also include ($1,067) and ($742), respectively, of excess tax benefits associated with the vesting of common shares and common share units.


																			Exhibit D
Essent Group Ltd. and Subsidiaries
Supplemental Information
Year to Date Segment Results (Unaudited)

The following tables set forth comparative annual financial information for our two reportable business segments, Mortgage Insurance and Reinsurance, our Corporate & Other category and our consolidated results for the three months ended March 31, 2026 and 2025 (unaudited). Our Corporate & Other category is used to reconcile our reportable business segments to consolidated results and includes business activities associated with our title insurance operations, income and losses from holding company treasury operations, and general corporate operating expenses not attributable to our operating segments.

	Three Months Ended March 31, 2026										Three Months Ended March 31, 2025
(In thousands)	Mortgage Insurance			Reinsurance			Corporate & Other		Consolidated		Mortgage Insurance			Reinsurance			Corporate & Other		Consolidated
Revenues:
Net premiums earned	$	215,663		$	29,310		$	15,120	$	260,093	$	218,124		$	15,734		$	11,990	$	245,848
Net investment income	42,357			4,670			12,228		59,255		42,790			4,840			10,580		58,210
Realized investment gains (losses), net	(188)			—			41		(147)		(101)			—			(80)		(181)
Income from other invested assets	5,762			—			4,417		10,179		3,209			—			4,199		7,408
Other income	1,743			1,971			2,978		6,692		1,548			2,953			1,772		6,273
Total revenues	265,337			35,951			34,784		336,072		265,570			23,527			28,461		317,558

Losses and expenses:
Provision for losses and LAE	37,620			9,929			667		48,216		30,720			3			564		31,287

Compensation and benefits	16,617			2,185			17,853		36,655		18,610			1,280			19,802		39,692
Premium and other taxes	5,992			18			436		6,446		5,564			11			1,328		6,903
Acquisition costs, net (3)	(7,378)			6,742			—		(636)		(6,430)			357			—		(6,073)
Other underwriting and operating expenses	10,834			980			18,704		30,518		10,390			809			19,403		30,602
Net operating expenses before allocations	26,065			9,925			36,993		72,983		28,134			2,457			40,533		71,124
Corporate expense allocations	11,542			551			(12,093)		—		12,804			210			(13,014)		—
Operating expenses after allocations	37,607			10,476			24,900		72,983		40,938			2,667			27,519		71,124
Interest expense	—			—			8,148		8,148		—			—			8,148		8,148
Income (loss) before income taxes	$	190,110		$	15,546		$	1,069	$	206,725	$	193,912		$	20,857		$	(7,770)	$	206,999

Loss ratio (1)	17.4		%	33.9		%					14.1		%	—		%
Expense ratio (2)	17.4		%	35.7		%					18.8		%	17.0		%
Combined ratio	34.8		%	69.6		%					32.9		%	17.0		%

(1) Loss ratio is calculated by dividing the provision for losses and LAE by net premiums earned.
(2) Expense ratio is calculated by dividing operating expenses after allocations by net premiums earned.
(3) Acquisition costs are net of ceding commissions earned on outward reinsurance and include ceding commissions incurred on reinsurance assumed.


													Exhibit E
Essent Group Ltd. and Subsidiaries
Supplemental Information
Historical Quarterly Segment Information
(Unaudited)

	Mortgage Insurance
	2026			2025
	March 31			December 31			September 30			June 30			March 31
($ in thousands)
Revenues:
Net premiums earned	$	215,663		$	212,674		$	215,683		$	220,262		$	218,124
Net investment income	42,357			43,627			44,265			43,676			42,790
Realized investment gains (losses), net	(188)			(218)			(427)			(124)			(101)
Income (loss) from other invested assets	5,762			2,044			(605)			3,619			3,209
Other income	1,743			1,149			800			1,614			1,548
Total revenues	265,337			259,276			259,716			269,047			265,570

Losses and expenses:
Provision for losses and LAE	37,620			55,160			44,170			15,323			30,720

Compensation and benefits	16,617			14,727			15,388			15,667			18,610
Premium and other taxes	5,992			6,038			6,010			5,984			5,564
Acquisition costs, net (3)	(7,378)			(7,234)			(7,057)			(6,770)			(6,430)
Other underwriting and operating expenses	10,834			11,523			9,735			9,744			10,390
Net operating expenses before allocations	26,065			25,054			24,076			24,625			28,134
Corporate expense allocations	11,542			9,213			7,081			8,979			12,804
Operating expenses after allocations	37,607			34,267			31,157			33,604			40,938
Income before income taxes	$	190,110		$	169,849		$	184,389		$	220,120		$	193,912

Loss ratio (1)	17.4		%	25.9		%	20.5		%	7.0		%	14.1		%
Expense ratio (2)	17.4		%	16.1		%	14.4		%	15.3		%	18.8		%
Combined ratio	34.8		%	42.0		%	34.9		%	22.3		%	32.9		%

(1) Loss ratio is calculated by dividing the provision for losses and LAE by net premiums earned.
(2) Expense ratio is calculated by dividing operating expenses after allocations by net premiums earned.
(3) Acquisition costs are net of ceding commissions earned on outward reinsurance and include ceding commissions incurred on reinsurance assumed.


										Exhibit E, continued
Essent Group Ltd. and Subsidiaries
Supplemental Information
Historical Quarterly Segment Information (Unaudited)


	Reinsurance
	2026			2025
	March 31			December 31			September 30			June 30			March 31
($ in thousands)
Revenues:
Net premiums earned	$	29,310		$	14,696		$	16,304		$	13,875		$	15,734
Net investment income	4,670			4,913			5,302			5,216			4,840
Realized investment gains, net	—			6			—			—			—

Other income	1,971			2,255			1,591			1,909			2,953
Total revenues	35,951			21,870			23,197			21,000			23,527

Losses and expenses:
Provision for losses and LAE	9,929			206			65			36			3

Compensation and benefits	2,185			961			1,180			1,126			1,280
Premium and other taxes	18			17			8			16			11
Acquisition costs, net (3)	6,742			763			487			285			357
Other underwriting and operating expenses	980			996			890			959			809
Net operating expenses before allocations	9,925			2,737			2,565			2,386			2,457
Corporate expense allocations	551			516			502			263			210
Operating expenses after allocations	10,476			3,253			3,067			2,649			2,667
Income before income taxes	$	15,546		$	18,411		$	20,065		$	18,315		$	20,857

Loss ratio (1)	33.9		%	1.4		%	0.4		%	0.3		%	—		%
Expense ratio (2)	35.7		%	22.1		%	18.8		%	19.1		%	17.0		%
Combined ratio	69.6		%	23.5		%	19.2		%	19.4		%	17.0		%

(1) Loss ratio is calculated by dividing the provision for losses and LAE by net premiums earned.
(2) Expense ratio is calculated by dividing operating expenses after allocations by net premiums earned.
(3) Acquisition costs are net of ceding commissions earned on outward reinsurance and include ceding commissions incurred on reinsurance assumed.


			Exhibit E, continued
Essent Group Ltd. and Subsidiaries
Supplemental Information
Historical Quarterly Segment Information
(Unaudited)

	Corporate & Other
	2026		2025
	March 31		December 31		September 30		June 30		March 31
($ in thousands)
Revenues:
Net premiums earned	$	15,120	$	15,359	$	14,345	$	14,672	$	11,990
Net investment income	12,228		10,683		10,228		10,397		10,580
Realized investment gains (losses), net	41		24		2		(5)		(80)
Income from other invested assets	4,417		1,898		2,375		847		4,199
Other income	2,978		3,294		1,967		3,185		1,772
Total revenues	34,784		31,258		28,917		29,096		28,461

Losses and expenses:
Provision for losses and LAE	667		707		687		1,696		564

Compensation and benefits	17,853		14,675		12,608		13,926		19,802
Premium and other taxes	436		446		(88)		495		1,328

Other underwriting and operating expenses	18,704		20,741		20,337		21,333		19,403
Net operating expenses before allocations	36,993		35,862		32,857		35,754		40,533
Corporate expense allocations	(12,093)		(9,729)		(7,583)		(9,242)		(13,014)
Operating expenses after allocations	24,900		26,133		25,274		26,512		27,519
Interest expense	8,148		8,149		8,251		8,148		8,148
Income (loss) before income taxes	$	1,069	$	(3,731)	$	(5,295)	$	(7,260)	$	(7,770)



	Consolidated
	2026		2025
	March 31		December 31		September 30		June 30		March 31
($ in thousands)
Revenues:
Net premiums earned	$	260,093	$	242,729	$	246,332	$	248,809	$	245,848
Net investment income	59,255		59,223		59,795		59,289		58,210
Realized investment gains (losses), net	(147)		(188)		(425)		(129)		(181)
Income from other invested assets	10,179		3,942		1,770		4,466		7,408
Other income	6,692		6,698		4,358		6,708		6,273
Total revenues	336,072		312,404		311,830		319,143		317,558

Losses and expenses:
Provision for losses and LAE	48,216		56,073		44,922		17,055		31,287

Compensation and benefits	36,655		30,363		29,176		30,719		39,692
Premium and other taxes	6,446		6,501		5,930		6,495		6,903
Acquisition costs, net (1)	(636)		(6,471)		(6,570)		(6,485)		(6,073)
Other underwriting and operating expenses	30,518		33,260		30,962		32,036		30,602
Total other underwriting and operating expenses	72,983		63,653		59,498		62,765		71,124
Interest expense	8,148		8,149		8,251		8,148		8,148
Income before income taxes	$	206,725	$	184,529	$	199,159	$	231,175	$	206,999

(1) Acquisition costs are net of ceding commissions earned on outward reinsurance and include ceding commissions incurred on reinsurance assumed.


							Exhibit F
Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance - Historical Quarterly Data


	2026			2025
	March 31			December 31			September 30			June 30			March 31
($ in thousands)
New insurance written	$	11,076,190		$	11,840,227		$	12,233,252		$	12,544,731		$	9,945,336
New risk written	$	2,893,697		$	3,030,169		$	3,239,497		$	3,357,820		$	2,698,639











Average insurance in force	$	247,838,392		$	248,695,560		$	247,821,046		$	245,747,813		$	244,005,459
Insurance in force (end of period)	$	247,909,417		$	248,356,397		$	248,808,341		$	246,797,619		$	244,692,492
Gross risk in force (end of period) (1)	$	67,916,263		$	68,053,447		$	68,262,577		$	67,683,239		$	67,026,626
Risk in force (end of period)	$	56,271,605		$	56,519,839		$	56,940,929		$	56,811,096		$	56,565,811
Policies in force	801,394			807,230			812,856			812,182			811,342
Weighted average coverage (2)	27.4		%	27.4		%	27.4		%	27.4		%	27.4		%
Annual persistency	84.7		%	85.7		%	86.0		%	85.8		%	85.7		%

Loans in default (count)	20,332			20,210			18,583			17,255			17,759
Percentage of loans in default	2.54		%	2.50		%	2.29		%	2.12		%	2.19		%

Base average premium rate (3)	0.41		%	0.41		%	0.41		%	0.41		%	0.41		%
Single premium cancellations (4)	—		%	—		%	—		%	—		%	—		%
Gross average premium rate	0.41		%	0.41		%	0.41		%	0.41		%	0.41		%
Ceded premiums	(0.06		%)	(0.07		%)	(0.06		%)	(0.05		%)	(0.05		%)
Net average premium rate	0.35		%	0.34		%	0.35		%	0.36		%	0.36		%


(1) Gross risk in force includes risk ceded under third-party reinsurance.
(2) Weighted average coverage is calculated by dividing end of period gross risk in force by end of period insurance in force.
(3) Base average premium rate is calculated by dividing annualized base premiums earned by average insurance in force for the period.
(4) Single premium cancellations is calculated by dividing annualized premiums on the cancellation of non-refundable single premium policies by average insurance in force for the period.


											Exhibit G

Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance - New Insurance Written


NIW by Credit Score
	Three Months Ended
	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
>=760	$	6,118,987		55.2	%	$	6,608,095		55.8	%	$	4,742,099		47.7	%
740-759	1,650,631			14.9		1,905,196			16.1		1,726,055			17.4
720-739	1,252,802			11.4		1,257,994			10.6		1,299,999			13.0
700-719	1,031,226			9.3		1,039,547			8.8		1,164,983			11.7
680-699	567,778			5.1		554,647			4.7		574,657			5.8
<=679	454,766			4.1		474,748			4.0		437,543			4.4
Total	$	11,076,190		100.0	%	$	11,840,227		100.0	%	$	9,945,336		100.0	%

Weighted average credit score	756					757					751



NIW by LTV
	Three Months Ended
	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
85.00% and below	$	1,217,706		11.0	%	$	1,437,750		12.1	%	$	738,619		7.4	%
85.01% to 90.00%	3,199,049			28.9		3,509,133			29.7		2,278,290			22.9
90.01% to 95.00%	5,296,531			47.8		5,663,293			47.8		5,276,018			53.1
95.01% and above	1,362,904			12.3		1,230,051			10.4		1,652,409			16.6
Total	$	11,076,190		100.0	%	$	11,840,227		100.0	%	$	9,945,336		100.0	%

Weighted average LTV	92		%			92		%			93		%



NIW by Product
	Three Months Ended
	March 31, 2026					December 31, 2025					March 31, 2025
Single premium policies				1.6	%				1.6	%				1.4	%
Monthly premium policies				98.4					98.4					98.6
				100.0	%				100.0	%				100.0	%



NIW by Purchase vs. Refinance
	Three Months Ended
	March 31, 2026					December 31, 2025					March 31, 2025
Purchase				72.4	%				72.3	%				94.3	%
Refinance				27.6					27.7					5.7
				100.0	%				100.0	%				100.0	%


														Exhibit H

Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance - Insurance in Force and Risk in Force


Portfolio by Credit Score
IIF by FICO score	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
>=760	$	104,715,580		42.2	%	$	104,062,334		41.9	%	$	100,017,207		40.9	%
740-759	42,906,709			17.3		43,225,016			17.4		42,848,390			17.5
720-739	37,323,783			15.1		37,671,181			15.2		37,970,066			15.5
700-719	32,210,355			13.0		32,473,548			13.1		32,765,594			13.4
680-699	19,194,941			7.7		19,357,527			7.8		19,667,828			8.0
<=679	11,558,049			4.7		11,566,791			4.6		11,423,407			4.7
Total	$	247,909,417		100.0	%	$	248,356,397		100.0	%	$	244,692,492		100.0	%

Weighted average credit score	747					747					746

Gross RIF by FICO score	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
>=760	$	28,401,453		41.9	%	$	28,228,907		41.4	%	$	27,126,072		40.5	%
740-759	11,899,312			17.5		11,997,094			17.6		11,894,259			17.7
720-739	10,356,369			15.2		10,452,268			15.4		10,535,428			15.7
700-719	8,977,150			13.2		9,049,840			13.3		9,113,238			13.6
680-699	5,316,639			7.8		5,357,151			7.9		5,425,408			8.1
<=679	2,965,340			4.4		2,968,187			4.4		2,932,221			4.4
Total	$	67,916,263		100.0	%	$	68,053,447		100.0	%	$	67,026,626		100.0	%

Portfolio by LTV
IIF by LTV	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
85.00% and below	$	14,976,850		6.0	%	$	14,736,797		5.9	%	$	14,375,166		5.9	%
85.01% to 90.00%	57,370,862			23.1		58,288,674			23.5		59,985,533			24.5
90.01% to 95.00%	132,048,705			53.3		131,950,396			53.1		128,443,227			52.5
95.01% and above	43,513,000			17.6		43,380,530			17.5		41,888,566			17.1
Total	$	247,909,417		100.0	%	$	248,356,397		100.0	%	$	244,692,492		100.0	%

Weighted average LTV	93		%			93		%			93		%

Gross RIF by LTV	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
85.00% and below	$	1,752,508		2.6	%	$	1,727,701		2.5	%	$	1,701,075		2.5	%
85.01% to 90.00%	14,061,350			20.7		14,312,312			21.0		14,799,254			22.1
90.01% to 95.00%	38,936,750			57.3		38,906,277			57.2		37,888,529			56.5
95.01% and above	13,165,655			19.4		13,107,157			19.3		12,637,768			18.9
Total	$	67,916,263		100.0	%	$	68,053,447		100.0	%	$	67,026,626		100.0	%

Portfolio by Loan Amortization Period
IIF by Loan Amortization Period	March 31, 2026					December 31, 2025					March 31, 2025
($ in thousands)
FRM 30 years and higher	$	240,268,121		96.9	%	$	241,353,234		97.2	%	$	239,398,817		97.8	%
FRM 20-25 years	1,631,244			0.7		1,449,192			0.6		1,042,318			0.4
FRM 15 years	2,214,086			0.9		2,009,940			0.8		1,285,597			0.5
ARM 5 years and higher	3,795,966			1.5		3,544,031			1.4		2,965,760			1.3
Total	$	247,909,417		100.0	%	$	248,356,397		100.0	%	$	244,692,492		100.0	%


																							Exhibit I

Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance - Vintage Data
March 31, 2026


								Insurance in Force
Year	Original Insurance Written ($ in thousands)		Remaining Insurance in Force ($ in thousands)		% Remaining of Original Insurance		Number of Policies in Force	Weighted Average Coupon		% Purchase		>90% LTV		>95% LTV		FICO < 700		FICO >= 760		Incurred Loss Ratio (Inception to Date) (1)		Number of Loans in Default	Percentage of Loans in Default


2010 - 2016	$	121,811,826	$	2,488,061	2.0	%	13,763	4.19	%	71.8	%	53.4	%	4.7	%	13.2	%	45.2	%	2.2	%	600	4.36	%
2017	43,858,322		2,536,413		5.8		16,320	4.34		89.9		80.8		27.8		22.1		35.7		2.9		784	4.80
2018	47,508,525		3,531,305		7.4		21,052	4.84		95.2		82.6		31.3		23.1		30.5		3.8		1,050	4.99
2019	63,569,183		8,047,902		12.7		41,367	4.27		90.8		77.7		28.2		19.8		33.7		3.5		1,516	3.66
2020	107,944,065		25,840,280		23.9		108,568	3.22		78.4		72.6		17.2		11.2		44.4		2.7		2,306	2.12
2021	84,218,250		39,109,055		46.4		137,011	3.11		93.0		73.9		19.1		13.7		39.9		6.5		3,649	2.66
2022	63,061,262		43,970,638		69.7		130,508	5.09		98.5		68.2		12.1		12.5		39.4		20.3		3,882	2.97
2023	47,666,852		33,537,692		70.4		98,493	6.57		98.9		73.9		19.8		11.2		37.9		25.0		3,430	3.48
2024	45,561,332		36,126,344		79.3		99,820	6.67		95.1		73.9		21.1		12.7		41.5		23.9		2,367	2.37
2025	46,563,546		41,706,357		89.6		107,884	6.55		87.0		65.4		15.5		10.4		49.7		15.7		740	0.69
2026 (through March 31)	11,076,190		11,015,370		99.5		26,608	6.03		72.3		60.1		12.3		9.3		55.1		3.5		8	0.03
Total	$	682,839,353	$	247,909,417	36.3		801,394	5.25		91.3		70.8		17.6		12.4		42.2		6.6		20,332	2.54

(1) Incurred loss ratio is calculated by dividing the sum of case reserves and cumulative amount paid for claims by cumulative net premiums earned.


			Essent Group Ltd. and Subsidiaries									Exhibit J
			Supplemental Information
			Mortgage Insurance - Outward Reinsurance Vintage Data
			March 31, 2026


($ in thousands)

Insurance Linked Notes (1)

Deal Name	Vintage	Remaining Insurance in Force		Remaining Risk in Force		Original Reinsurance in Force		Remaining Reinsurance in Force		Losses Ceded to Date		Original First Layer Retention		Remaining First Layer Retention		Earned Premiums Ceded Year-to-Date		Reduction in PMIERs Minimum Required Assets (3)
Radnor Re 2021-1	Aug. 2020 - Mar. 2021	$	17,192,389	$	4,799,485	$	557,911	$	74,611	$	—	$	278,956	$	275,746	$	784	$	38,306
Radnor Re 2021-2	Apr. 2021 - Sep. 2021	23,399,809		6,664,825		439,407		178,351		—		279,415		269,613		2,390		162,633
Radnor Re 2022-1	Oct. 2021 - Jul. 2022	23,407,727		6,529,964		237,868		121,243		—		303,761		288,498		2,565		121,243
Radnor Re 2023-1	Aug. 2022 - Jun. 2023	23,806,743		6,559,432		281,462		196,750		—		281,463		268,187		2,682		196,750
Radnor Re 2024-1	Jul. 2023 - Jul. 2024	23,066,718		6,394,625		363,366		220,773		—		256,495		253,795		2,386		163,372
Total		$	110,873,386	$	30,948,331	$	1,880,014	$	791,728	$	—	$	1,400,090	$	1,355,839	$	10,807	$	682,304




Excess of Loss Reinsurance (2)

Deal Name	Vintage	Remaining Insurance in Force		Remaining Risk in Force		Original Reinsurance in Force		Remaining Reinsurance in Force		Losses Ceded to Date		Original First Layer Retention		Remaining First Layer Retention		Earned Premiums Ceded Year-to-Date		Reduction in PMIERs Minimum Required Assets (3)
(4) XOL 2019-1	Jan. 2018 - Dec. 2018	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	374	$	—
XOL 2020-1	Jan. 2019 - Aug. 2019	4,621,398		1,226,788		55,102		29,152		—		215,605		210,230		246		—
XOL 2022-1	Oct. 2021 - Dec. 2022	53,242,769		14,741,381		141,992		133,426		—		507,114		465,688		1,486		128,755
XOL 2023-1	Jan. 2023 - Dec. 2023	30,307,586		8,428,861		36,627		34,676		—		366,270		355,763		406		33,339
XOL 2024-1	Jan. 2024 - Dec. 2024	33,498,856		9,232,623		58,005		58,005		—		331,456		329,277		644		55,894
XOL 2025-1	Jan. 2025 - Dec. 2025	41,645,386		11,037,984		80,821		80,821		—		343,234		343,234		717		77,847
Total		$	163,315,995	$	44,667,637	$	372,547	$	336,080	$	—	$	1,763,679	$	1,704,192	$	3,873	$	295,835



Quota Share Reinsurance (2)

Year	Ceding Percentage	Remaining Insurance in Force		Remaining Risk in Force		Remaining Ceded Insurance in Force		Remaining Ceded Risk in Force		Losses Ceded Year-to-Date		Ceding Commission Year-to-Date		Earned Premiums Ceded Year-to-Date		Reduction in PMIERs Minimum Required Assets (3)
Sep. 2019 - Dec. 2020	(5)	$	29,235,185	$	8,112,049	$	6,080,065	$	1,662,242	$	11	$	1,792	$	2,596	$	103,959
Jan. 2022 - Dec. 2022	20%	43,925,225		12,103,933		8,785,045		2,420,787		2,100		1,588		4,880		180,735
Jan. 2023 - Dec. 2023	17.5%	30,220,125		8,407,273		5,288,522		1,471,273		2,603		1,110		4,934		120,620
Jan. 2024 - Dec. 2024	15%	35,919,887		9,883,294		5,387,983		1,482,494		1,469		1,155		3,953		122,999
Jan. 2025 - Dec. 2025	25%	41,672,274		11,045,436		10,418,068		2,761,359		1,837		1,833		5,227		186,064
Jan. 2026 - Dec. 2026	25%	11,002,696		2,874,779		2,750,674		718,695		28		159		293		43,021
Total		$	191,975,392	$	52,426,764	$	38,710,357	$	10,516,850	$	8,048	$	7,637	$	21,883	$	757,398



(1) Reinsurance provided by unaffiliated special purpose insurers through the issuance of mortgage insurance-linked notes ("ILNs").
(2) Reinsurance provided by panels of reinsurers.
(3) Represents the reduction in Essent Guaranty, Inc.'s Minimum Required Assets based on our interpretation of the PMIERs.
(4) XOL 2019-1 terminated as of February 2026.
(5) Under QSR-2019, Essent Guaranty cedes 36% of premiums on singles policies and 18% on all other policies.


					Exhibit K

Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance - Geographic Data


IIF by State
	March 31, 2026		December 31, 2025		March 31, 2025
CA	12.1	%	12.1	%	12.4	%
FL	12.0		12.0		11.9
TX	11.5		11.4		11.2
AZ	4.1		4.0		3.9
CO	4.0		4.0		4.0
GA	3.9		3.9		3.8
WA	3.4		3.4		3.4
NC	3.2		3.2		3.1
NY	2.6		2.6		2.6
MI	2.6		2.6		2.5
All Others	40.6		40.8		41.2
Total	100.0	%	100.0	%	100.0	%



Gross RIF by State
	March 31, 2026		December 31, 2025		March 31, 2025
FL	12.3	%	12.3	%	12.1	%
CA	12.1		12.1		12.4
TX	11.7		11.6		11.5
AZ	4.2		4.1		3.9
GA	3.9		3.9		3.8
CO	3.9		3.9		4.0
WA	3.4		3.4		3.4
NC	3.2		3.2		3.1
MI	2.6		2.6		2.6
UT	2.6		2.6		2.5
All Others	40.1		40.3		40.7
Total	100.0	%	100.0	%	100.0	%


													Exhibit L
Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance
Rollforward of Defaults and Reserve for Losses and LAE

Rollforward of Insured Loans in Default
	Three Months Ended
	2026			2025
	March 31			December 31			September 30			June 30			March 31
Beginning default inventory	20,210			18,583			17,255			17,759			18,439
Plus: new defaults (A)	11,100			11,245			10,357			8,810			9,664
Less: cures	(10,708)			(9,357)			(8,713)			(9,078)			(10,173)
Less: claims paid	(239)			(235)			(296)			(215)			(153)
Less: rescissions and denials, net	(31)			(26)			(20)			(21)			(18)
Ending default inventory	20,332			20,210			18,583			17,255			17,759

(A) New defaults remaining as of March 31, 2026	7,785			4,323			2,750			1,640			1,031
Cure rate (1)	30		%	62		%	73		%	81		%	89		%

Total amount paid for claims (in thousands)	$	13,671		$	13,171		$	16,456		$	9,007		$	6,330
Average amount paid per claim (in thousands)	$	57		$	56		$	56		$	42		$	41
Severity	84		%	80		%	78		%	67		%	70		%

Rollforward of Reserve for Losses and LAE
	Three Months Ended
	2026			2025
($ in thousands)	March 31			December 31			September 30			June 30			March 31
Reserve for losses and LAE at beginning of period	$	429,610		$	379,548		$	345,952		$	338,128		$	310,156
Less: Reinsurance recoverables	56,120			47,957			41,966			40,351			36,655
Net reserve for losses and LAE at beginning of period	373,490			331,591			303,986			297,777			273,501
Add provision for losses and LAE occurring in:
Current period	62,792			67,865			62,349			45,119			48,928
Prior years	(25,172)			(12,705)			(18,179)			(29,796)			(18,208)
Incurred losses and LAE during the period	37,620			55,160			44,170			15,323			30,720
Deduct payments for losses and LAE occurring in:
Current period	88			2,649			552			315			51
Prior years	13,712			10,612			16,013			8,799			6,393
Loss and LAE payments during the period	13,800			13,261			16,565			9,114			6,444
Net reserve for losses and LAE at end of period	397,310			373,490			331,591			303,986			297,777
Plus: Reinsurance recoverables	61,591			56,120			47,957			41,966			40,351
Reserve for losses and LAE at end of period	$	458,901		$	429,610		$	379,548		$	345,952		$	338,128



(1) The cure rate is calculated by dividing new defaults remaining as of the reporting date by the original number of new defaults reported in the quarterly period and subtracting that percentage from 100%.


								Exhibit M
Essent Group Ltd. and Subsidiaries
Supplemental Information
Mortgage Insurance
Detail of Reserves by Default Delinquency

	March 31, 2026
	Number of Policies in Default	Percentage of Policies in Default		Amount of Reserves		Percentage of Reserves		Defaulted RIF		Reserves as a Percentage of Defaulted RIF
($ in thousands)
Missed Payments:
Two payments	6,564	32	%	$	38,398	9	%	$	533,428	7	%
Three payments	2,797	14		29,040		7		231,329		13
Four to eleven payments	7,802	38		181,134		43		675,553		27
Twelve or more payments	2,761	14		148,384		35		231,640		64
Pending claims	408	2		27,091		6		30,357		89
Total case reserves	20,332	100	%	424,047		100	%	$	1,702,307	25	%
IBNR				31,804
LAE				3,050
Total reserves for losses and LAE				$	458,901

Average reserve per default:
Case				$	20.9
Total				$	22.6

Default Rate	2.54%
3+ Month Default Rate	1.72%

	December 31, 2025
	Number of Policies in Default	Percentage of Policies in Default		Amount of Reserves		Percentage of Reserves		Defaulted RIF		Reserves as a Percentage of Defaulted RIF
($ in thousands)
Missed Payments:
Two payments	6,892	34	%	$	40,876	10	%	$	545,198	7	%
Three payments	3,002	15		32,458		8		246,194		13
Four to eleven payments	7,261	36		163,087		41		615,449		26
Twelve or more payments	2,742	13		139,036		35		224,248		62
Pending claims	313	2		21,360		6		23,797		90
Total case reserves	20,210	100	%	396,817		100	%	$	1,654,886	24	%
IBNR				29,761
LAE				3,032
Total reserves for losses and LAE				$	429,610

Average reserve per default:
Case				$	19.6
Total				$	21.3

Default Rate	2.50%
3+ Month Default Rate	1.65%

	March 31, 2025
	Number of Policies in Default	Percentage of Policies in Default		Amount of Reserves		Percentage of Reserves		Defaulted RIF		Reserves as a Percentage of Defaulted RIF
($ in thousands)
Missed Payments:
Two payments	5,430	31	%	$	29,226	9	%	$	426,195	7	%
Three payments	2,445	14		23,046		7		194,642		12
Four to eleven payments	7,472	42		139,810		45		620,538		23
Twelve or more payments	2,198	12		105,783		34		172,129		61
Pending claims	214	1		14,195		5		15,789		90
Total case reserves	17,759	100	%	312,060		100	%	$	1,429,293	22	%
IBNR				23,404
LAE				2,664
Total reserves for losses and LAE				$	338,128

Average reserve per default:
Case				$	17.6
Total				$	19.0

Default Rate	2.19%
3+ Month Default Rate	1.52%


													Exhibit N

Essent Group Ltd. and Subsidiaries
Supplemental Information
U.S. Mortgage Insurance Company Capital

	2026			2025
	March 31			December 31			September 30			June 30			March 31
($ in thousands)
Essent Guaranty, Inc:
Statutory capital	$	3,682,476		$	3,572,887		$	3,732,465		$	3,714,146		$	3,642,374
Net risk in force (1)	$	31,785,517		$	32,486,788		$	33,367,706		$	33,986,508		$	34,968,089

Risk-to-capital ratio (2)	8.6:1			9.1:1			8.9:1			9.2:1			9.6:1

Essent Guaranty, Inc. PMIERs Data (3):
Available Assets	$	3,635,459		$	3,520,454		$	3,666,883		$	3,654,460		$	3,628,675
Minimum Required Assets	2,084,042			2,087,473			2,065,890			2,075,409			2,107,620
PMIERs excess Available Assets	$	1,551,417		$	1,432,981		$	1,600,993		$	1,579,051		$	1,521,055
PMIERs sufficiency ratio (4)	174		%	169		%	177		%	176		%	172		%

(1) Net risk in force represents total risk in force, net of reinsurance ceded and net of exposures on policies for which loss reserves have been established.
(2) The risk-to-capital ratio is calculated as the ratio of net risk in force to statutory capital.
(3) Data is based on our interpretation of the PMIERs as of the dates indicated.
(4) PMIERs sufficiency ratio is calculated by dividing Available Assets by Minimum Required Assets.


													Exhibit O

Essent Group Ltd. and Subsidiaries
Supplemental Information
Reinsurance

	2026			2025
($ in thousands)	March 31			December 31			September 30			June 30			March 31

Net Premiums Written:
Mortgage	$	13,236		$	15,117		$	18,338		$	13,181		$	16,921
Non-mortgage	156,365			633			359			229			229
Total	$	169,601		$	15,750		$	18,697		$	13,410		$	17,150

Net Premiums Earned:
Mortgage	$	12,264		$	14,063		$	15,945		$	13,646		$	15,505
Non-mortgage	17,046			633			359			229			229
Total	$	29,310		$	14,696		$	16,304		$	13,875		$	15,734

Reserve for losses and LAE	$	10,076		$	359		$	153		$	88		$	52

Mortgage Reinsurance Statistics:
Reinsured risk in force	$	2,084,380		$	2,166,605		$	2,184,981		$	2,290,008		$	2,189,477
Weighted average credit score	751			751			751			751			751
Weighted average LTV	83		%	83		%	83		%	83		%	82		%

Essent Reinsurance Ltd. Capital:
Stockholder's equity (GAAP basis)	$	1,660,416		$	1,695,390		$	1,722,135		$	1,751,720		$	1,780,924


								Exhibit P
Essent Group Ltd. and Subsidiaries
Supplemental Information
Cash & Investments

Cash & Investments by Asset Class
Asset Class	March 31, 2026					December 31, 2025
($ in thousands)	Fair Value			Percent		Fair Value		Percent
U.S. Treasury securities	$	332,065		5.1	%	$	369,712	5.6	%

U.S. agency mortgage-backed securities	1,143,120			17.4		1,174,895		17.8
Municipal debt securities	608,683			9.3		610,411		9.2
Non-U.S. government securities	54,720			0.8		56,024		0.8
Corporate debt securities	1,936,708			29.4		1,980,080		30.0
Residential and commercial mortgage securities	462,048			7.0		464,105		7.0
Asset-backed securities	887,866			13.5		800,366		12.1
Money market funds	623,034			9.5		648,492		9.8
Total investments available for sale	$	6,048,244		92.0	%	$	6,104,085	92.3	%
Other invested assets	394,290			6.0		382,513		5.8
Cash	128,262			2.0		123,049		1.9
Total cash and investments	$	6,570,796		100.0	%	$	6,609,647	100.0	%

Investments Available for Sale by Credit Rating
Rating (1)	March 31, 2026					December 31, 2025
($ in thousands)	Fair Value			Percent		Fair Value		Percent
Aaa	$	871,259		16.1	%	$	846,230	15.5	%
Aa1	1,731,957			31.9		1,799,508		32.9
Aa2	347,838			6.4		300,026		5.5
Aa3	318,197			5.9		319,848		5.9
A1	525,198			9.7		545,918		10.0
A2	517,108			9.5		511,146		9.4
A3	481,244			8.9		494,434		9.1
Baa1	242,069			4.5		244,424		4.5
Baa2	188,885			3.5		208,247		3.8
Baa3	136,746			2.5		122,596		2.2
Below Baa3	64,709			1.1		63,216		1.2

Total (2)	$	5,425,210		100.0	%	$	5,455,593	100.0	%

(1) Based on ratings issued by Moody's, if available. S&P or Fitch rating utilized if Moody's not available.
(2) Excludes $623,034 and $648,492 of money market funds at March 31, 2026 and December 31, 2025, respectively.

Investments Available for Sale by Duration and Book Yield
Effective Duration	March 31, 2026					December 31, 2025
($ in thousands)	Fair Value			Percent		Fair Value		Percent
< 1 Year	$	1,582,563		26.2	%	$	1,549,327	25.4	%
1 to < 2 Years	532,437			8.8		527,914		8.6
2 to < 3 Years	483,762			8.0		532,211		8.7
3 to < 4 Years	666,215			11.0		571,255		9.4
4 to < 5 Years	437,751			7.2		536,135		8.8
5 or more Years	2,345,516			38.8		2,387,243		39.1
Total investments available for sale	$	6,048,244		100.0	%	$	6,104,085	100.0	%

Pre-tax investment yield (3)	Three Months Ended March 31, 2026
Yield on cash and investments available for sale	3.80		%
Return on other invested assets	10.56		%
Aggregate yield on total cash and investments	4.18		%

(3) Yield on cash and investments available for sale is calculated as the annualized gross investment income earned divided by the average amortized cost of cash and investments available for sale. Return on other invested assets is calculated as annualized income (loss) from other invested assets divided by the average balance of other invested assets. The aggregate yield is calculated as the sum of the numerators in the calculations described above divided by the sum of denominators in the calculations described above.