Earnings release
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* ESSENTⓇ GROUP Essent Group Ltd. Clarendon House 2 Church Street Hamilton HM 11 , Bermuda PRESS RELEASE FOR IMMEDIATE RELEASE Media Contact : 610-230-0556 media@essentgroup.com Investor Relations Contact : Philip Stefano 855-809 - ESNT ir@essentgroup.com Essent Group Ltd. Announces Second Quarter 2026 Results and Declares Quarterly Dividend HAMILTON , Bermuda , August 7 , 2026 - Essent Group Ltd. ( NYSE : ESNT ) today reported net income for the quarter ended June 30 , 2026 of $ 189.7 million or $ 2.08 per diluted share , compared to $ 195.3 million or $ 1.93 per diluted share for the quarter ended June 30 , 2025 . Essent also announced today that its Board of Directors has declared a quarterly cash dividend of $ 0.35 per common share . The dividend is payable on September 10 , 2026 to shareholders of record on August 31 , 2026 . " We are pleased with our second quarter 2026 financial results , which reflect strong profitability , continued growth in book value per share and the resilience of our operating model , " said Mark A. Casale , Chairman and Chief Executive Officer . “ The consistent cash flow generation of our mortgage insurance business , combined with our strong capital position , allows us to take a balanced approach to capital management and to continue creating long - term value for our shareholders . " Financial Highlights : ➤ Mortgage new insurance written for the second quarter of 2026 was $ 14.1 billion , compared to $ 11.1 billion in the first quarter of 2026 and $ 12.5 billion in the second quarter of 2025 . ➤ Mortgage insurance in force as of June 30 , 2026 was $ 249.7 billion , compared to $ 247.9 billion as of March 31 , 2026 and $ 246.8 billion as of June 30 , 2025 . Reinsurance net premiums written for the first half of 2026 were $ 248.8 million , compared to $ 30.6 million in the first half of 2025 . ➤ Net investment income for the first half of 2026 was $ 120.9 million , compared to $ 117.5 million in the first half of 2025 . ➤ Year - to - date through July 31 , 2026 , Essent repurchased 5.8 million common shares for $ 348 million . Conference Call : Essent management will hold a conference call at 10:00 AM Eastern time today to discuss its results . The conference call will be broadcast live over the Internet at http://ir.essentgroup.com/events-and-presentations/events/default.aspx . The call may also be accessed by dialing 888-330-2384 inside the U.S. , or 240-789-2701 for international callers , using passcode 9824537 or by referencing Essent . A replay of the webcast will be available on the Essent website approximately two hours after the live broadcast ends for a period of one year . A replay of the conference call will be available approximately two hours after the call ends for a period of two weeks , using the following dial - in numbers and passcode : 800-770-2030 inside the U.S. , or 647-362-9199 for international callers , passcode 9824537 . In addition to the information provided in the Company's earnings news release , other statistical and financial information , which may be referred to during the conference call , will be available on Essent's website at http://ir.essentgroup.com/financials/quarterly-results/default.aspx .
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Forward - Looking Statements: 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 dif fer 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 Ma e 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 signific ant 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; uncer tainty 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. About the Company: Essent Group Ltd. (NYSE: ESNT) is a Bermuda - based holding company (collectively with its subsidiaries, “Essent”) offering private mortgage insurance, reinsurance, and title insurance and settlement services to serve the housing finance industry . Additional information regarding Essent may be found at www.essentgroup.com . Source: Essent Group Ltd. ###
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Essent Group Ltd. and Subsidiaries Financial Results and Supplemental Information (Unaudited) Quarter Ended June 30, 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 Q Book Value Per Share Inclusive of Common Dividends & Reconciliation of Non-GAAP Financial Measures
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Exhibit A Essent Group Ltd. and Subsidiaries Condensed Consolidated Statements of Comprehensive Income (Unaudited) Three Months Ended June 30, Six Months Ended June 30, (In thousands, except per share amounts) 2026 2025 2026 2025 Revenues: Gross premiums written $ 342,398 $ 274,872 $ 773,630 $ 547,266 Ceded premiums (35,113) (33,384) (71,676) (67,507) Net premiums written 307,285 241,488 701,954 479,759 (Increase) decrease in unearned premiums (30,521) 7,321 (165,097) 14,898 Net premiums earned 276,764 248,809 536,857 494,657 Net investment income 61,612 59,289 120,867 117,499 Realized investment gains (losses), net (111) (129) (258) (310) Income from other invested assets 19,385 4,466 29,564 11,874 Other income 5,036 6,708 11,728 12,981 Total revenues 362,686 319,143 698,758 636,701 Losses and expenses: Provision for losses and LAE 48,961 17,055 97,177 48,342 Other underwriting and operating expenses 75,258 62,765 148,241 133,889 Interest expense 8,148 8,148 16,296 16,296 Total losses and expenses 132,367 87,968 261,714 198,527 Income before income taxes 230,319 231,175 437,044 438,174 Income tax expense 40,605 35,836 75,531 67,402 Net income $ 189,714 $ 195,339 $ 361,513 $ 370,772 Earnings per share: Basic $ 2.09 $ 1.95 $ 3.92 $ 3.65 Diluted 2.08 1.93 3.89 3.62 Weighted average shares outstanding: Basic 90,740 100,037 92,271 101,451 Diluted 91,389 101,059 92,972 102,495 Net income $ 189,714 $ 195,339 $ 361,513 $ 370,772 Other comprehensive income: Unrealized appreciation (depreciation) of investments (2,726) 16,580 (38,677) 88,318 Comprehensive income $ 186,988 $ 211,919 $ 322,836 $ 459,090 2
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Exhibit B Essent Group Ltd. and Subsidiaries Condensed Consolidated Balance Sheets (Unaudited) June 30, December 31, (In thousands, except per share amounts) 2026 2025 Assets Investments Fixed maturities available for sale, at fair value $ 5,414,809 $ 5,455,593 Short-term investments available for sale, at fair value 623,886 648,492 Total investments available for sale 6,038,695 6,104,085 Other invested assets 441,852 382,513 Total investments 6,480,547 6,486,598 Cash 74,333 123,049 Accrued investment income 48,306 47,371 Accounts receivable 169,772 51,267 Deferred policy acquisition costs 68,857 9,547 Property, equipment and software, net 47,753 49,189 Prepaid federal income tax 496,325 513,425 Goodwill and acquired intangible assets, net 77,451 78,153 Other assets 128,538 82,404 Total assets $ 7,591,882 $ 7,441,003 Liabilities and Stockholders' Equity Liabilities Reserve for losses and LAE $ 518,799 $ 446,822 Unearned premium reserve 256,827 91,730 Net deferred tax liability 449,738 465,351 Senior notes due 2029, net 495,972 495,301 Other accrued liabilities 207,145 185,072 Total liabilities 1,928,481 1,684,276 Commitments and contingencies Stockholders' Equity Common shares, $0.015 par value: Authorized - 233,333; issued and outstanding - 89,876 shares in 2026 and 95,456 shares in 2025 1,348 1,432 Additional paid-in capital 298,724 649,895 Accumulated other comprehensive loss (190,662) (151,985) Retained earnings 5,553,991 5,257,385 Total stockholders' equity 5,663,401 5,756,727 Total liabilities and stockholders' equity $ 7,591,882 $ 7,441,003 Return on average equity (1) 12.7% 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. 3
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Exhibit C Essent Group Ltd. and Subsidiaries Supplemental Information Consolidated Historical Quarterly Data (Unaudited) 2026 2025 June 30 March 31 December 31 September 30 June 30 (In thousands, except per share amounts) Revenues: Net premiums earned $ 276,764 $ 260,093 $ 242,729 $ 246,332 $ 248,809 Net investment income 61,612 59,255 59,223 59,795 59,289 Realized investment gains (losses), net (111) (147) (188) (425) (129) Income from other invested assets 19,385 10,179 3,942 1,770 4,466 Other income (1) 5,036 6,692 6,698 4,358 6,708 Total revenues 362,686 336,072 312,404 311,830 319,143 Losses and expenses: Provision for losses and LAE 48,961 48,216 56,073 44,922 17,055 Other underwriting and operating expenses 75,258 72,983 63,653 59,498 62,765 Interest expense 8,148 8,148 8,149 8,251 8,148 Total losses and expenses 132,367 129,347 127,875 112,671 87,968 Income before income taxes 230,319 206,725 184,529 199,159 231,175 Income tax expense (2) 40,605 34,926 29,547 34,944 35,836 Net income $ 189,714 $ 171,799 $ 154,982 $ 164,215 $ 195,339 Earnings per share: Basic $ 2.09 $ 1.83 $ 1.62 $ 1.69 $ 1.95 Diluted 2.08 1.82 1.60 1.67 1.93 Weighted average shares outstanding: Basic 90,740 93,818 95,772 97,400 100,037 Diluted 91,389 94,572 96,664 98,519 101,059 Book value per share $ 63.01 $ 61.20 $ 60.31 $ 58.86 $ 56.98 Return on average equity (annualized) 13.4 % 12.0 % 10.8 % 11.5 % 13.8 % 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 8.11 % 8.07 % 7.99 % 8.01 % 8.10 % Cash and investments available for sale at the holding companies $ 1,108,667 $ 1,144,112 $ 1,268,579 $ 1,038,747 $ 995,032 (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 June 30, 2026, March 31, 2026, December 31, 2025, September 30, 2025, and June 30, 2025, were ($323), $37, ($526), ($858) and ($29), respectively. (2) Income tax expense for the quarters ended June 30, 2026, March 31, 2026, December 31, 2025, September 30, 2025 and June 30, 2025 includes $3,954, $2,407, $366, $493, and $1,112, 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. 4
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Exhibit D Essent Group Ltd. and Subsidiaries Supplemental Information Year to Date Segment Results (Unaudited) The following tables set forth comparative financial information for our two reportable business segments, Mortgage Insurance and Reinsurance, our Corporate & Other category and our consolidated results for the six months ended June 30, 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. Six Months Ended June 30, 2026 Six Months Ended June 30, 2025 (In thousands) Mortgage Insurance Reinsurance Corporate & Other Consolidated Mortgage Insurance Reinsurance Corporate & Other Consolidated Revenues: Net premiums earned $ 431,325 $ 72,949 $ 32,583 $ 536,857 $ 438,386 $ 29,609 $ 26,662 $ 494,657 Net investment income 86,322 10,758 23,787 120,867 86,466 10,056 20,977 117,499 Realized investment gains (losses), net (282) — 24 (258) (225) — (85) (310) Income from other invested assets 18,737 — 10,827 29,564 6,828 — 5,046 11,874 Other income 3,139 3,316 5,273 11,728 3,162 4,862 4,957 12,981 Total revenues 539,241 87,023 72,494 698,758 534,617 44,527 57,557 636,701 Losses and expenses: Provision for losses and LAE 67,011 28,652 1,514 97,177 46,043 39 2,260 48,342 Compensation and benefits 31,515 3,966 31,678 67,159 34,277 2,406 33,728 70,411 Premium and other taxes 11,988 32 981 13,001 11,548 27 1,823 13,398 Acquisition costs, net (3) (15,148) 18,591 — 3,443 (13,200) 642 — (12,558) Other underwriting and operating expenses 21,529 1,967 41,142 64,638 20,134 1,768 40,736 62,638 Net operating expenses before allocations 49,884 24,556 73,801 148,241 52,759 4,843 76,287 133,889 Corporate expense allocations 19,628 1,204 (20,832) — 21,783 473 (22,256) — Operating expenses after allocations 69,512 25,760 52,969 148,241 74,542 5,316 54,031 133,889 Interest expense — — 16,296 16,296 — — 16,296 16,296 Income (loss) before income taxes $ 402,718 $ 32,611 $ 1,715 $ 437,044 $ 414,032 $ 39,172 $ (15,030) $ 438,174 Loss ratio (1) 15.5 % 39.3 % 10.5 % 0.1 % Expense ratio (2) 16.1 % 35.3 % 17.0 % 18.0 % Combined ratio 31.6 % 74.6 % 27.5 % 18.1 % (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. 5
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Exhibit E Essent Group Ltd. and Subsidiaries Supplemental Information Historical Quarterly Segment Information (Unaudited) Mortgage Insurance 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) Revenues: Net premiums earned $ 215,662 $ 215,663 $ 212,674 $ 215,683 $ 220,262 Net investment income 43,965 42,357 43,627 44,265 43,676 Realized investment gains (losses), net (94) (188) (218) (427) (124) Income (loss) from other invested assets 12,975 5,762 2,044 (605) 3,619 Other income 1,396 1,743 1,149 800 1,614 Total revenues 273,904 265,337 259,276 259,716 269,047 Losses and expenses: Provision for losses and LAE 29,391 37,620 55,160 44,170 15,323 Compensation and benefits 14,898 16,617 14,727 15,388 15,667 Premium and other taxes 5,996 5,992 6,038 6,010 5,984 Acquisition costs, net (3) (7,770) (7,378) (7,234) (7,057) (6,770) Other underwriting and operating expenses 10,695 10,834 11,523 9,735 9,744 Net operating expenses before allocations 23,819 26,065 25,054 24,076 24,625 Corporate expense allocations 8,086 11,542 9,213 7,081 8,979 Operating expenses after allocations 31,905 37,607 34,267 31,157 33,604 Income before income taxes $ 212,608 $ 190,110 $ 169,849 $ 184,389 $ 220,120 Loss ratio (1) 13.6 % 17.4 % 25.9 % 20.5 % 7.0 % Expense ratio (2) 14.8 % 17.4 % 16.1 % 14.4 % 15.3 % Combined ratio 28.4 % 34.8 % 42.0 % 34.9 % 22.3 % (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. 6
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Exhibit E, continued Essent Group Ltd. and Subsidiaries Supplemental Information Historical Quarterly Segment Information (Unaudited) Reinsurance 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) Revenues: Net premiums earned $ 43,639 $ 29,310 $ 14,696 $ 16,304 $ 13,875 Net investment income 6,088 4,670 4,913 5,302 5,216 Realized investment gains, net — — 6 — — Other income 1,345 1,971 2,255 1,591 1,909 Total revenues 51,072 35,951 21,870 23,197 21,000 Losses and expenses: Provision for losses and LAE 18,723 9,929 206 65 36 Compensation and benefits 1,781 2,185 961 1,180 1,126 Premium and other taxes 14 18 17 8 16 Acquisition costs, net (3) 11,849 6,742 763 487 285 Other underwriting and operating expenses 987 980 996 890 959 Net operating expenses before allocations 14,631 9,925 2,737 2,565 2,386 Corporate expense allocations 653 551 516 502 263 Operating expenses after allocations 15,284 10,476 3,253 3,067 2,649 Income before income taxes $ 17,065 $ 15,546 $ 18,411 $ 20,065 $ 18,315 Loss ratio (1) 42.9 % 33.9 % 1.4 % 0.4 % 0.3 % Expense ratio (2) 35.0 % 35.7 % 22.1 % 18.8 % 19.1 % Combined ratio 77.9 % 69.6 % 23.5 % 19.2 % 19.4 % (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. 7
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Exhibit E, continued Essent Group Ltd. and Subsidiaries Supplemental Information Historical Quarterly Segment Information (Unaudited) Corporate & Other 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) Revenues: Net premiums earned $ 17,463 $ 15,120 $ 15,359 $ 14,345 $ 14,672 Net investment income 11,559 12,228 10,683 10,228 10,397 Realized investment gains (losses), net (17) 41 24 2 (5) Income from other invested assets 6,410 4,417 1,898 2,375 847 Other income 2,295 2,978 3,294 1,967 3,185 Total revenues 37,710 34,784 31,258 28,917 29,096 Losses and expenses: Provision for losses and LAE 847 667 707 687 1,696 Compensation and benefits 13,825 17,853 14,675 12,608 13,926 Premium and other taxes 545 436 446 (88) 495 Other underwriting and operating expenses 22,438 18,704 20,741 20,337 21,333 Net operating expenses before allocations 36,808 36,993 35,862 32,857 35,754 Corporate expense allocations (8,739) (12,093) (9,729) (7,583) (9,242) Operating expenses after allocations 28,069 24,900 26,133 25,274 26,512 Interest expense 8,148 8,148 8,149 8,251 8,148 Income (loss) before income taxes $ 646 $ 1,069 $ (3,731) $ (5,295) $ (7,260) Consolidated 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) Revenues: Net premiums earned $ 276,764 $ 260,093 $ 242,729 $ 246,332 $ 248,809 Net investment income 61,612 59,255 59,223 59,795 59,289 Realized investment gains (losses), net (111) (147) (188) (425) (129) Income from other invested assets 19,385 10,179 3,942 1,770 4,466 Other income 5,036 6,692 6,698 4,358 6,708 Total revenues 362,686 336,072 312,404 311,830 319,143 Losses and expenses: Provision for losses and LAE 48,961 48,216 56,073 44,922 17,055 Compensation and benefits 30,504 36,655 30,363 29,176 30,719 Premium and other taxes 6,555 6,446 6,501 5,930 6,495 Acquisition costs, net (1) 4,079 (636) (6,471) (6,570) (6,485) Other underwriting and operating expenses 34,120 30,518 33,260 30,962 32,036 Total other underwriting and operating expenses 75,258 72,983 63,653 59,498 62,765 Interest expense 8,148 8,148 8,149 8,251 8,148 Income before income taxes $ 230,319 $ 206,725 $ 184,529 $ 199,159 $ 231,175 (1) Acquisition costs are net of ceding commissions earned on outward reinsurance and include ceding commissions incurred on reinsurance assumed. 8
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Exhibit F Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance - Historical Quarterly Data 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) New insurance written $ 14,144,104 $ 11,076,190 $ 11,840,227 $ 12,233,252 $ 12,544,731 New risk written $ 3,822,560 $ 2,893,697 $ 3,030,169 $ 3,239,497 $ 3,357,820 Average insurance in force $ 248,468,781 $ 247,838,392 $ 248,695,560 $ 247,821,046 $ 245,747,813 Insurance in force (end of period) $ 249,720,234 $ 247,909,417 $ 248,356,397 $ 248,808,341 $ 246,797,619 Gross risk in force (end of period) (1) $ 68,465,872 $ 67,916,263 $ 68,053,447 $ 68,262,577 $ 67,683,239 Risk in force (end of period) $ 56,435,078 $ 56,271,605 $ 56,519,839 $ 56,940,929 $ 56,811,096 Policies in force 801,140 801,394 807,230 812,856 812,182 Weighted average coverage (2) 27.4 % 27.4 % 27.4 % 27.4 % 27.4 % Annual persistency 84.0 % 84.7 % 85.7 % 86.0 % 85.8 % Loans in default (count) 20,278 20,332 20,210 18,583 17,255 Percentage of loans in default 2.53 % 2.54 % 2.50 % 2.29 % 2.12 % Base average premium rate (3) 0.40 % 0.41 % 0.41 % 0.41 % 0.41 % Single premium cancellation (4) —% —% —% —% —% Gross average premium rate 0.40 % 0.41 % 0.41 % 0.41 % 0.41 % Ceded premiums (0.05%) (0.06%) (0.07%) (0.06%) (0.05%) Net average premium rate 0.35 % 0.35 % 0.34 % 0.35 % 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 cancellation is calculated by dividing annualized premiums on the cancellation of non-refundable single premium policies by average insurance in force for the period. 9
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Exhibit G Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance - New Insurance Written NIW by Credit Score (1) Three Months Ended Six Months Ended June 30, 2026 June 30, 2025 June 30, 2026 June 30, 2025 ($ in thousands) >=760 $ 7,017,351 49.6% $ 6,274,130 50.0% $ 13,136,338 52.1% $ 11,016,229 49.0% 740-759 2,026,615 14.3 2,008,226 16.0 3,677,246 14.6 3,734,281 16.6 720-739 1,756,882 12.5 1,598,919 12.8 3,009,684 11.9 2,898,918 12.8 700-719 1,712,690 12.1 1,320,817 10.5 2,743,916 10.9 2,485,800 11.1 680-699 917,145 6.5 731,994 5.8 1,484,923 5.9 1,306,651 5.8 <=679 713,421 5.0 610,645 4.9 1,168,187 4.6 1,048,188 4.7 Total $ 14,144,104 100.0% $ 12,544,731 100.0% $ 25,220,294 100.0% $ 22,490,067 100.0% Weighted average credit score 751 753 754 752 NIW by LTV Three Months Ended Six Months Ended June 30, 2026 June 30, 2025 June 30, 2026 June 30, 2025 ($ in thousands) 85.00% and below $ 1,169,164 8.3% $ 1,124,637 9.0% $ 2,386,870 9.5% $ 1,863,256 8.3% 85.01% to 90.00% 3,440,697 24.3 2,957,886 23.6 6,639,746 26.3 5,236,176 23.3 90.01% to 95.00% 7,054,406 49.9 6,393,500 50.9 12,350,937 49.0 11,669,518 51.9 95.01% and above 2,479,837 17.5 2,068,708 16.5 3,842,741 15.2 3,721,117 16.5 Total $ 14,144,104 100.0% $ 12,544,731 100.0% $ 25,220,294 100.0% $ 22,490,067 100.0% Weighted average LTV 93% 93% 93% 93% NIW by Product Three Months Ended Six Months Ended June 30, 2026 June 30, 2025 June 30, 2026 June 30, 2025 Single premium policies 1.6% 1.3% 1.6% 1.4% Monthly premium policies 98.4 98.7 98.4 98.6 100.0% 100.0% 100.0% 100.0% NIW by Purchase vs. Refinance Three Months Ended Six Months Ended June 30, 2026 June 30, 2025 June 30, 2026 June 30, 2025 Purchase 87.4% 92.6% 80.8% 93.4% Refinance 12.6 7.4 19.2 6.6 100.0% 100.0% 100.0% 100.0% (1) Beginning in the three months ended June 30, 2026, a de minimis amount of NIW was submitted with a VantageScore credit score rather than a FICO credit score. 10
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Exhibit H Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance - Insurance in Force and Risk in Force Portfolio by Credit Score (1) Insurance in Force June 30, 2026 March 31, 2026 June 30, 2025 ($ in thousands) >=760 $ 105,982,606 42.4% $ 104,715,580 42.2% $ 101,554,517 41.1% 740-759 42,848,263 17.2 42,906,709 17.3 43,146,312 17.5 720-739 37,328,645 14.9 37,323,783 15.1 38,115,925 15.4 700-719 32,515,464 13.1 32,210,355 13.0 32,789,773 13.3 680-699 19,282,243 7.7 19,194,941 7.7 19,666,338 8.0 <=679 11,763,013 4.7 11,558,049 4.7 11,524,754 4.7 Total $ 249,720,234 100.0% $ 247,909,417 100.0% $ 246,797,619 100.0% Weighted average credit score 747 747 746 Risk in Force June 30, 2026 March 31, 2026 June 30, 2025 ($ in thousands) >=760 $ 28,763,509 42.1% $ 28,401,453 41.9% $ 27,578,860 40.8% 740-759 11,895,196 17.4 11,899,312 17.5 11,989,491 17.7 720-739 10,371,860 15.1 10,356,369 15.2 10,584,541 15.6 700-719 9,068,601 13.2 8,977,150 13.2 9,136,075 13.5 680-699 5,347,877 7.8 5,316,639 7.8 5,434,287 8.0 <=679 3,018,829 4.4 2,965,340 4.4 2,959,985 4.4 Total $ 68,465,872 100.0% $ 67,916,263 100.0% $ 67,683,239 100.0% Portfolio by LTV Insurance in Force June 30, 2026 March 31, 2026 June 30, 2025 ($ in thousands) 85.00% and below $ 15,285,556 6.1% $ 14,976,850 6.0% $ 14,309,342 5.8% 85.01% to 90.00% 56,279,141 22.5 57,370,862 23.1 59,432,276 24.1 90.01% to 95.00% 133,466,114 53.5 132,048,705 53.3 130,210,803 52.7 95.01% and above 44,689,423 17.9 43,513,000 17.6 42,845,198 17.4 Total $ 249,720,234 100.0% $ 247,909,417 100.0% $ 246,797,619 100.0% Weighted average LTV 93% 93% 93% Risk in Force June 30, 2026 March 31, 2026 June 30, 2025 ($ in thousands) 85.00% and below $ 1,788,794 2.6% $ 1,752,508 2.6% $ 1,689,437 2.5% 85.01% to 90.00% 13,776,656 20.1 14,061,350 20.7 14,653,527 21.7 90.01% to 95.00% 39,355,100 57.5 38,936,750 57.3 38,402,295 56.7 95.01% and above 13,545,322 19.8 13,165,655 19.4 12,937,980 19.1 Total $ 68,465,872 100.0% $ 67,916,263 100.0% $ 67,683,239 100.0% Portfolio by Loan Amortization Period Insurance in Force June 30, 2026 March 31, 2026 June 30, 2025 ($ in thousands) FRM 30 years and higher $ 241,429,013 96.7% $ 240,268,121 96.9% $ 241,225,436 97.8% FRM 20-25 years 1,733,836 0.6 1,631,244 0.7 1,024,884 0.4 FRM 15 years 2,385,701 1.0 2,214,086 0.9 1,465,011 0.6 ARM 5 years and higher 4,171,684 1.7 3,795,966 1.5 3,082,288 1.2 Total $ 249,720,234 100.0% $ 247,909,417 100.0% $ 246,797,619 100.0% (1) Beginning in the three months ended June 30, 2026, a de minimis amount of active policies were submitted with a VantageScore credit score rather than a FICO credit score. 11
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Exhibit I Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance - Vintage Data June 30, 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 Credit Score < 700 Credit Score >= 760 Incurred Loss Ratio (Inception to Date) (1) Number of Loans in Default Percentage of Loans in Default 2010 - 2016 $ 121,811,826 $ 2,386,975 2.0 % 13,146 4.19 % 71.5 % 52.8 % 3.9 % 13.1 % 45.7 % 2.2 % 568 4.32 % 2017 43,858,322 2,169,396 4.9 14,118 4.37 88.9 78.3 30.7 23.8 33.7 2.8 732 5.18 2018 47,508,525 3,314,292 7.0 19,877 4.84 95.1 84.2 32.2 23.2 30.6 3.6 980 4.93 2019 63,569,183 7,377,172 11.6 38,401 4.28 91.1 81.5 29.8 20.4 32.9 3.4 1,469 3.83 2020 107,944,065 23,743,308 22.0 101,070 3.23 79.7 75.6 18.0 11.4 43.9 2.6 2,187 2.16 2021 84,218,250 37,012,232 43.9 130,843 3.11 93.6 75.3 19.5 13.8 39.7 6.4 3,548 2.71 2022 63,061,262 42,323,563 67.1 126,303 5.09 98.6 68.6 12.2 12.5 39.4 20.4 3,888 3.08 2023 47,666,852 31,851,543 66.8 94,279 6.56 98.9 74.2 20.0 11.3 37.7 25.0 3,334 3.54 2024 45,561,332 34,628,333 76.0 96,480 6.66 95.2 74.0 21.4 12.7 41.4 24.8 2,541 2.63 2025 46,563,546 40,156,852 86.2 104,880 6.54 87.2 65.6 15.8 10.5 49.4 16.9 970 0.92 2026 (through June 30) 25,220,294 24,756,568 98.2 61,743 6.16 80.6 64.2 15.5 10.6 51.6 5.5 61 0.10 Total $ 696,983,457 $ 249,720,234 35.8 801,140 5.32 91.4 71.3 17.9 12.4 42.4 6.8 20,278 2.53 (1) Incurred loss ratio is calculated by dividing the sum of case reserves and cumulative amount paid for claims by cumulative premiums earned, excluding the impact of any outward reinsurance. 12
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Essent Group Ltd. and Subsidiaries Exhibit J Supplemental Information Mortgage Insurance - Outward Reinsurance Vintage Data June 30, 2026 ($ in thousands) Insurance Linked Notes (1) Earned Premiums Ceded 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 Quarter-to- Date Year-to- Date Reduction in PMIERs Minimum Required Assets (3) Radnor Re 2021-1 Aug. 2020 - Mar. 2021 $ 15,836,468 $ 4,438,234 $ 557,911 $ 50,256 $ — $ 278,956 $ 275,536 $ 616 $ 1,400 $ 17,741 Radnor Re 2021-2 Apr. 2021 - Sep. 2021 22,156,669 6,327,178 439,407 161,600 — 279,415 268,364 2,316 4,706 144,071 Radnor Re 2022-1 Oct. 2021 - Jul. 2022 22,499,218 6,295,041 237,868 113,796 — 303,761 284,970 2,522 5,088 113,795 Radnor Re 2023-1 Aug. 2022 - Jun. 2023 22,822,493 6,296,006 281,462 181,895 — 281,463 264,081 2,667 5,349 181,895 Radnor Re 2024-1 Jul. 2023 - Jul. 2024 21,827,253 6,054,012 363,366 192,982 — 256,495 251,896 2,173 4,558 142,806 Total $ 105,142,101 $ 29,410,471 $ 1,880,014 $ 700,529 $ — $ 1,400,090 $ 1,344,847 $ 10,294 $ 21,101 $ 600,308 Excess of Loss Reinsurance (2) Earned Premiums Ceded 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 Quarter-to- Date 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 4,244,203 1,130,161 55,102 29,152 — 215,605 209,852 249 495 — XOL 2022-1 Oct. 2021 - Dec. 2022 51,203,122 14,212,909 141,992 128,222 — 507,114 457,603 1,447 2,934 123,641 XOL 2023-1 Jan. 2023 - Dec. 2023 28,813,310 8,021,276 36,627 31,375 — 366,270 350,226 373 778 30,168 XOL 2024-1 Jan. 2024 - Dec. 2024 32,088,603 8,848,689 58,005 58,005 — 331,456 327,683 651 1,294 55,886 XOL 2025-1 Jan. 2025 - Dec. 2025 40,096,727 10,640,673 80,821 80,821 — 343,234 343,234 725 1,443 77,857 Total $ 156,445,965 $ 42,853,708 $ 372,547 $ 327,575 $ — $ 1,763,679 $ 1,688,598 $ 3,445 $ 7,318 $ 287,552 Quota Share Reinsurance (2) Losses Ceded Ceding Commission Earned Premiums Ceded Year Ceding Percentage Remaining Insurance in Force Remaining Risk in Force Remaining Ceded Insurance in Force Remaining Ceded Risk in Force Quarter-to- Date Year-to- Date Quarter-to- Date Year-to- Date Quarter-to- Date Year-to- Date Reduction in PMIERs Minimum Required Assets (3) Sep. 2019 - Dec. 2020 (5) $ 26,846,772 $ 7,481,592 $ 5,596,026 $ 1,535,452 $ (173) $ (162) $ 1,683 $ 3,475 $ 2,254 $ 4,850 $ 97,777 Jan. 2022 - Dec. 2022 20% 42,279,365 11,681,382 8,455,873 2,336,276 1,665 3,765 1,538 3,126 4,357 9,236 175,182 Jan. 2023 - Dec. 2023 17.5% 28,733,450 8,001,630 5,028,354 1,400,285 1,517 4,120 1,054 2,164 3,730 8,664 114,066 Jan. 2024 - Dec. 2024 15% 34,428,127 9,477,713 5,164,219 1,421,657 1,888 3,358 1,105 2,260 4,264 8,217 117,854 Jan. 2025 - Dec. 2025 25% 40,122,328 10,647,726 10,030,582 2,661,931 1,996 3,832 1,766 3,599 5,263 10,490 183,604 Jan. 2026 - Dec. 2026 25% 24,731,866 6,588,355 6,182,966 1,647,089 255 255 676 835 1,506 1,800 105,627 Total $ 197,141,908 $ 53,878,398 $ 40,458,020 $ 11,002,690 $ 7,148 $ 15,168 $ 7,822 $ 15,459 $ 21,374 $ 43,257 $ 794,110 (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. 13
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Exhibit K Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance - Geographic Data IIF by State June 30, 2026 March 31, 2026 June 30, 2025 FL 12.1% 12.0% 12.0% CA 11.9 12.1 12.3 TX 11.5 11.5 11.3 AZ 4.2 4.1 3.9 GA 3.9 3.9 3.8 CO 3.9 4.0 4.0 WA 3.4 3.4 3.4 NC 3.3 3.2 3.1 MI 2.6 2.6 2.6 OH 2.6 2.6 2.6 All Others 40.6 40.6 41.0 Total 100.0% 100.0% 100.0% Gross RIF by State June 30, 2026 March 31, 2026 June 30, 2025 FL 12.4% 12.3% 12.2% CA 12.0 12.1 12.3 TX 11.7 11.7 11.5 AZ 4.3 4.2 4.0 GA 4.0 3.9 3.9 CO 3.9 3.9 4.0 WA 3.4 3.4 3.4 NC 3.3 3.2 3.1 MI 2.6 2.6 2.6 UT 2.6 2.6 2.6 All Others 39.8 40.1 40.4 Total 100.0% 100.0% 100.0% 14
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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 June 30 March 31 December 31 September 30 June 30 Beginning default inventory 20,332 20,210 18,583 17,255 17,759 Plus: new defaults (A) 9,846 11,100 11,245 10,357 8,810 Less: cures (9,559) (10,708) (9,357) (8,713) (9,078) Less: claims paid (316) (239) (235) (296) (215) Less: rescissions and denials, net (25) (31) (26) (20) (21) Ending default inventory 20,278 20,332 20,210 18,583 17,255 (A) New defaults remaining as of June 30, 2026 7,559 3,918 2,935 1,847 1,144 Cure rate (1) 23% 65% 74% 82% 87% Total amount paid for claims (in thousands) $ 17,283 $ 13,671 $ 13,171 $ 16,456 $ 9,007 Average amount paid per claim (in thousands) $ 55 $ 57 $ 56 $ 56 $ 42 Severity 85% 84% 80% 78% 67% Rollforward of Reserve for Losses and LAE Three Months Ended 2026 2025 ($ in thousands) June 30 March 31 December 31 September 30 June 30 Reserve for losses and LAE at beginning of period $ 458,901 $ 429,610 $ 379,548 $ 345,952 $ 338,128 Less: Reinsurance recoverables 61,591 56,120 47,957 41,966 40,351 Net reserve for losses and LAE at beginning of period 397,310 373,490 331,591 303,986 297,777 Add provision for losses and LAE occurring in: Current period 58,393 62,792 67,865 62,349 45,119 Prior years (29,002) (25,172) (12,705) (18,179) (29,796) Incurred losses and LAE during the period 29,391 37,620 55,160 44,170 15,323 Deduct payments for losses and LAE occurring in: Current period 260 88 2,649 552 315 Prior years 17,148 13,712 10,612 16,013 8,799 Loss and LAE payments during the period 17,408 13,800 13,261 16,565 9,114 Net reserve for losses and LAE at end of period 409,293 397,310 373,490 331,591 303,986 Plus: Reinsurance recoverables 65,718 61,591 56,120 47,957 41,966 Reserve for losses and LAE at end of period $ 475,011 $ 458,901 $ 429,610 $ 379,548 $ 345,952 (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%. 15
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Exhibit M Essent Group Ltd. and Subsidiaries Supplemental Information Mortgage Insurance Detail of Reserves by Default Delinquency June 30, 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 6,268 31% $ 34,008 8% $ 495,232 7% Three payments 2,812 14 29,835 7 237,120 13 Four to eleven payments 7,772 38 187,370 43 684,887 27 Twelve or more payments 2,965 15 154,442 35 252,845 61 Pending claims 461 2 33,265 7 36,888 90 Total case reserves 20,278 100% 438,920 100% $ 1,706,972 26% IBNR 32,919 LAE 3,172 Total reserves for losses and LAE $ 475,011 Average reserve per default: Case $ 21.6 Total $ 23.4 Default Rate 2.53% 3+ Month Default Rate 1.75% 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% June 30, 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 5,634 33% $ 29,534 9% $ 436,738 7% Three payments 2,375 14 23,028 7 189,938 12 Four to eleven payments 6,644 38 134,497 42 561,051 24 Twelve or more payments 2,388 14 118,154 37 190,189 62 Pending claims 214 1 14,195 5 15,789 90 Total case reserves 17,255 100 % 319,408 100% $ 1,393,705 23% IBNR 23,956 LAE 2,588 Total reserves for losses and LAE $ 345,952 Average reserve per default: Case $ 18.5 Total $ 20.0 Default Rate 2.12% 3+ Month Default Rate 1.43% 16
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Exhibit N Essent Group Ltd. and Subsidiaries Supplemental Information U.S. Mortgage Insurance Company Capital 2026 2025 June 30 March 31 December 31 September 30 June 30 ($ in thousands) Essent Guaranty, Inc: Statutory capital $ 3,678,202 $ 3,682,476 $ 3,572,887 $ 3,732,465 $ 3,714,146 Net risk in force (1) $ 31,118,806 $ 31,785,517 $ 32,486,788 $ 33,367,706 $ 33,986,508 Risk-to-capital ratio (2) 8.5:1 8.6:1 9.1:1 8.9:1 9.2:1 Essent Guaranty, Inc. PMIERs Data (3): Available Assets $ 3,599,092 $ 3,635,459 $ 3,520,454 $ 3,666,883 $ 3,654,460 Minimum Required Assets 2,092,922 2,084,042 2,087,473 2,065,890 2,075,409 PMIERs excess Available Assets $ 1,506,170 $ 1,551,417 $ 1,432,981 $ 1,600,993 $ 1,579,051 PMIERs sufficiency ratio (4) 172% 174% 169% 177% 176% (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. 17
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Exhibit O Essent Group Ltd. and Subsidiaries Supplemental Information Reinsurance 2026 2025 ($ in thousands) June 30 March 31 December 31 September 30 June 30 Net Premiums Written: Mortgage $ 13,700 $ 13,236 $ 15,117 $ 18,338 $ 13,181 Non-mortgage 65,475 156,365 633 359 229 Total $ 79,175 $ 169,601 $ 15,750 $ 18,697 $ 13,410 Net Premiums Earned: Mortgage $ 12,716 $ 12,264 $ 14,063 $ 15,945 $ 13,646 Non-mortgage 30,923 17,046 633 359 229 Total $ 43,639 $ 29,310 $ 14,696 $ 16,304 $ 13,875 Reserve for losses and LAE $ 27,739 $ 10,076 $ 359 $ 153 $ 88 Mortgage Reinsurance Statistics: Reinsured risk in force $ 2,051,720 $ 2,084,380 $ 2,166,605 $ 2,184,981 $ 2,290,008 Weighted average credit score 751 751 751 751 751 Weighted average LTV 83% 83% 83% 83% 83% Essent Reinsurance Ltd. Capital: Stockholder's equity (GAAP basis) $ 1,634,429 $ 1,660,416 $ 1,695,390 $ 1,722,135 $ 1,751,720 18
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Exhibit P Essent Group Ltd. and Subsidiaries Supplemental Information Cash & Investments Cash & Investments by Asset Class Asset Class June 30, 2026 December 31, 2025 ($ in thousands) Fair Value Percent Fair Value Percent U.S. Treasury securities $ 274,488 4.2% $ 369,712 5.6% U.S. agency mortgage-backed securities 1,103,830 16.8 1,174,895 17.8 Municipal debt securities 603,771 9.2 610,411 9.2 Non-U.S. government securities 49,271 0.8 56,024 0.8 Corporate debt securities 1,967,084 30.0 1,980,080 30.0 Residential and commercial mortgage securities 462,142 7.1 464,105 7.0 Asset-backed securities 954,223 14.6 800,366 12.1 Money market funds 623,886 9.5 648,492 9.8 Total investments available for sale $ 6,038,695 92.2% $ 6,104,085 92.3% Other invested assets 441,852 6.7 382,513 5.8 Cash 74,333 1.1 123,049 1.9 Total cash and investments $ 6,554,880 100.0 % $ 6,609,647 100.0 % Investments Available for Sale by Credit Rating Rating (1) June 30, 2026 December 31, 2025 ($ in thousands) Fair Value Percent Fair Value Percent Aaa $ 905,610 16.7% $ 846,230 15.5% Aa1 1,636,582 30.2 1,799,508 32.9 Aa2 347,853 6.4 300,026 5.5 Aa3 324,831 6.0 319,848 5.9 A1 510,764 9.5 545,918 10.0 A2 530,561 9.8 511,146 9.4 A3 481,679 8.9 494,434 9.1 Baa1 254,449 4.7 244,424 4.5 Baa2 214,466 4.0 208,247 3.8 Baa3 140,522 2.6 122,596 2.2 Below Baa3 67,492 1.2 63,216 1.2 Total (2) $ 5,414,809 100.0% $ 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 $623,886 and $648,492 of money market funds at June 30, 2026 and December 31, 2025, respectively. Investments Available for Sale by Duration and Book Yield Effective Duration June 30, 2026 December 31, 2025 ($ in thousands) Fair Value Percent Fair Value Percent < 1 Year $ 1,619,802 26.8% $ 1,549,327 25.4% 1 to < 2 Years 465,830 7.7 527,914 8.6 2 to < 3 Years 483,881 8.0 532,211 8.7 3 to < 4 Years 664,408 11.0 571,255 9.4 4 to < 5 Years 499,657 8.3 536,135 8.8 5 or more Years 2,305,117 38.2 2,387,243 39.1 Total investments available for sale $ 6,038,695 100.0% $ 6,104,085 100.0% Pre-tax investment yield (3) Three Months Ended June 30, 2026 Six Months Ended June 30, 2026 Yield on cash and investments available for sale 3.99 % 3.89 % Return on other invested assets 18.85 % 14.82 % Aggregate yield on total cash and investments 4.89 % 4.54 % (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. 19
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Exhibit Q Essent Group Ltd. and Subsidiaries Supplemental Information Book Value Per Share Inclusive of Common Dividends & Reconciliation of Non-GAAP Financial Measures Management believes Book Value Per Share Inclusive of Common Dividends provides investors with useful supplemental information because it reflects both changes in GAAP book value per share and cash dividends distributed to common shareholders. Management uses this measure as an additional indicator of per-share capital generation and capital return. Because dividends paid to common shareholders reduce GAAP book value per share, management believes this measure helps investors evaluate the combined effect of retained capital growth and capital distributed to shareholders during the period. The following table sets forth the reconciliation of Book Value per Share Inclusive of Common Dividends to the most comparable GAAP amount as of June 30, 2026, as well as the 12-month growth in Book Value per Share Inclusive of Common Dividends in accordance with Regulation G. (In thousands, except per share amounts) June 30, 2026 June 30, 2025 Total Stockholders' Equity (Book Value) $ 5,663,401 $ 5,672,848 Total Common Shares Outstanding 89,876 99,556 Book Value per Share $ 63.01 $ 56.98 12-Month Growth in Book Value per Share 10.6 % Book Value per Share $ 63.01 $ 56.98 Common Dividends Paid per Share 12-Months Ended June 30, 2026 1.32 Book Value Per Share Inclusive of Common Dividends $ 64.33 12-Month Growth in Book Value Per Share Inclusive of Common Dividends 12.9 % 20