Exhibit 99.1

Essent Group Ltd. Announces Second Quarter 2022 Results and Increases Quarterly Dividend

HAMILTON, Bermuda--(BUSINESS WIRE)--August 5, 2022--Essent Group Ltd. (NYSE: ESNT) today reported net income for the quarter ended June 30, 2022 of $231.8 million or $2.16 per diluted share, compared to $159.8 million or $1.42 per diluted share for the quarter ended June 30, 2021.

Essent also announced today that its Board of Directors has declared a quarterly cash dividend of $0.22 per common share. The dividend is payable on September 12, 2022, to shareholders of record on September 1, 2022.

“We are pleased with our strong financial results for the second quarter, which reflect the continued favorable credit performance of our portfolio,” said Mark A. Casale, Chairman and Chief Executive Officer. “We believe that the fundamentals of our business remain solid, and despite near-term headwinds, our long-term structural outlook for the housing market remains positive. In connection with that, we are pleased to announce that our Board has approved an increase in our quarterly dividend to $0.22 per share."

Second Quarter 2022 Financial Highlights:

•New insurance written for the second quarter was $20.1 billion, compared to $12.8 billion in the first quarter of 2022 and $25.0 billion in the second quarter of 2021.

•Insurance in force as of June 30, 2022 was $215.9 billion, compared to $206.8 billion as of March 31, 2022 and $203.6 billion as of June 30, 2021.

•The combined ratio for the second quarter was negative (16.2%), compared to negative (30.7%) in the first quarter of 2022 and 23.3% in the second quarter of 2021.

•The provision in the second quarter of 2022 included a $62.9 million benefit associated with a change in the claim rate assumption for COVID-19 defaults recorded in the second and third quarters of 2020.

•During the quarter, Essent entered into a forward excess of loss transaction with a panel of reinsurers. The agreement covers 20% of all eligible policies written by Essent Guaranty, Inc. for the period October 1, 2021 through December 31, 2022.

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.

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 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: the impact of COVID-19 and related economic conditions; 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; lenders or investors seeking alternatives to private mortgage insurance; deteriorating economic conditions (including inflation, rising interest rates and other adverse economic trends); an increase in the number of loans insured through Federal government mortgage insurance programs, including those offered by the Federal Housing Administration; decline in new insurance written and franchise value due to loss of a significant customer; decline in the volume of low down payment mortgage originations; the definition of "Qualified Mortgage" reducing the size of the mortgage origination market or creating incentives to use government mortgage insurance programs; the definition of "Qualified Residential Mortgage" reducing the number of low down payment loans or lenders and investors seeking alternatives to private mortgage insurance; the implementation of the Basel III Capital Accord discouraging the use of private mortgage insurance; a decrease in the length of time that insurance policies are in force; uncertainty of loss reserve estimates; our non-U.S. operations becoming subject to U.S. Federal income taxation; becoming considered a passive foreign investment company for U.S. Federal income tax purposes; 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, 2021 filed with the Securities and Exchange Commission on February 16, 2022, 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”) which, through its wholly-owned subsidiary, Essent Guaranty, Inc., offers private mortgage insurance for single-family mortgage loans in the United States. Essent provides private capital to mitigate mortgage credit risk, allowing lenders to make additional mortgage financing available to prospective homeowners. Headquartered in Radnor, Pennsylvania, Essent Guaranty, Inc. is licensed to write mortgage insurance in all 50 states and the District of Columbia, and is approved by Fannie Mae and Freddie Mac. Essent also offers mortgage-related insurance, reinsurance and advisory services through its Bermuda-based subsidiary, Essent Reinsurance Ltd. Essent is committed to supporting environmental, social and governance (“ESG”) initiatives that are relevant to the company and align with the companywide dedication to responsible corporate citizenship that positively impacts the community and people served. Additional information regarding Essent may be found at www.essentgroup.com and www.essent.us.

Source: Essent Group Ltd.

Essent Group Ltd. and Subsidiaries
Financial Results and Supplemental Information (Unaudited)
Quarter Ended June 30, 2022
Exhibit A						Condensed Consolidated Statements of Comprehensive Income (Unaudited)
Exhibit B						Condensed Consolidated Balance Sheets (Unaudited)
Exhibit C						Historical Quarterly Data
Exhibit D						New Insurance Written
Exhibit E						Insurance in Force and Risk in Force
Exhibit F						Other Risk in Force
Exhibit G						Portfolio Vintage Data
Exhibit H						Reinsurance Vintage Data
Exhibit I						Portfolio Geographic Data
Exhibit J						Rollforward of Defaults and Reserve for Losses and LAE
Exhibit K						Detail of Reserves by Default Delinquency
Exhibit L						Investments Available for Sale
Exhibit M						Insurance Company Capital

																					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)			2022						2021						2022						2021
Revenues:
Direct premiums written			$	232,660					$	228,949					$	452,914					$	464,206
Ceded premiums			(22,318)						(26,662)						(42,841)						(57,558)
Net premiums written			210,342						202,287						410,073						406,648
Decrease in unearned premiums			1,669						15,150						17,268						29,856
Net premiums earned			212,011						217,437						427,341						436,504
Net investment income			29,339						21,743						54,019						43,531
Realized investment (losses) gains, net			(471)						(253)						(7,823)						388
Income from other invested assets			1,953						122						26,658						648
Other income			1,577						4,212						8,825						6,987
Total revenues			244,409						243,261						509,020						488,058
Losses and expenses:
(Benefit) provision for losses and LAE			(76,199)						9,651						(183,057)						41,973
Other underwriting and operating expenses			41,898						41,114						82,694						83,353
Interest expense			2,887						2,073						5,113						4,124
Total losses and expenses			(31,414)						52,838						(95,250)						129,450
Income before income taxes			275,823						190,423						604,270						358,608
Income tax expense			44,054						30,628						98,334						63,165
Net income			$	231,769					$	159,795					$	505,936					$	295,443
Earnings per share:
Basic			$	2.17					$	1.43					$	4.70					$	2.64
Diluted			2.16						1.42						4.69						2.63
Weighted average shares outstanding:
Basic			106,921						112,118						107,540						112,067
Diluted			107,283						112,454						107,933						112,416
Net income			$	231,769					$	159,795					$	505,936					$	295,443
Other comprehensive income (loss):
Change in unrealized appreciation (depreciation) of investments			(134,268)						36,360						(337,274)						(22,843)
Total other comprehensive income (loss)			(134,268)						36,360						(337,274)						(22,843)
Comprehensive income			$	97,501					$	196,155					$	168,662					$	272,600
Loss ratio			(35.9		%)				4.4		%				(42.8		%)				9.6		%
Expense ratio			19.8						18.9						19.4						19.1
Combined ratio			(16.2		%)				23.3		%				(23.5		%)				28.7		%

									Exhibit B
Essent Group Ltd. and Subsidiaries
Condensed Consolidated Balance Sheets (Unaudited)
			June 30,						December 31,
(In thousands, except per share amounts)			2022						2021
Assets
Investments
Fixed maturities available for sale, at fair value			$	4,264,715					$	4,649,800
Short-term investments available for sale, at fair value			355,625						313,087
Total investments available for sale			4,620,340						4,962,887
Other invested assets			217,757						170,472
Total investments			4,838,097						5,133,359
Cash			77,852						81,491
Accrued investment income			26,716						26,546
Accounts receivable			51,281						46,157
Deferred policy acquisition costs			10,809						12,178
Property and equipment			20,569						11,921
Prepaid federal income tax			391,910						360,810
Other assets			103,868						49,712
Total assets			$	5,521,102					$	5,722,174
Liabilities and Stockholders' Equity
Liabilities
Reserve for losses and LAE			$	209,973					$	407,445
Unearned premium reserve			168,117						185,385
Net deferred tax liability			348,374						373,654
Credit facility borrowings, net of deferred costs			420,336						419,823
Other accrued liabilities			102,307						99,753
Total liabilities			1,249,107						1,486,060
Commitments and contingencies
Stockholders' Equity
Common shares, $0.015 par value:
Authorized - 233,333; issued and outstanding - 107,696 shares in 2022 and 109,377 shares in 2021			1,615						1,641
Additional paid-in capital			1,340,650						1,428,952
Accumulated other comprehensive (loss) income			(286,567)						50,707
Retained earnings			3,216,297						2,754,814
Total stockholders' equity			4,271,995						4,236,114
Total liabilities and stockholders' equity			$	5,521,102					$	5,722,174
Return on average equity (1)			23.8		%				16.8		%
(1) The 2022 return on average equity is calculated by dividing annualized year-to-date 2022 net income by average equity.  The 2021 return on average equity is calculated by dividing full year 2021 net income by average equity.

																																										Exhibit C
Essent Group Ltd. and Subsidiaries
Supplemental Information
Historical Quarterly Data
																		2022												2021
Selected Income Statement Data																		June 30						March 31						December 31						September 30						June 30
(In thousands, except per share amounts)
Revenues:
Net premiums earned:
U.S. Mortgage Insurance Portfolio																		$	198,891					$	203,312					$	205,877					$	207,127					$	204,149
GSE and other risk share																		13,120						12,018						11,444						11,591						13,288
Net premiums earned																		212,011						215,330						217,321						218,718						217,437
Net investment income																		29,339						24,680						23,661						21,573						21,743
Realized investment (losses) gains, net																		(471)						(7,352)						(191)						221						(253)
Income from other invested assets (1)																		1,953						24,705						14,997						40,741						122
Other income (2)																		1,577						7,248						1,128						2,283						4,212
Total revenues																		244,409						264,611						256,916						283,536						243,261
Losses and expenses:
(Benefit) provision for losses and LAE																		(76,199)						(106,858)						(3,433)						(7,483)						9,651
Other underwriting and operating expenses																		41,898						40,796						41,232						42,272						41,114
Interest expense																		2,887						2,226						2,095						2,063						2,073
Total losses and expenses																		(31,414)						(63,836)						39,894						36,852						52,838
Income before income taxes																		275,823						328,447						217,022						246,684						190,423
Income tax expense (3)																		44,054						54,280						36,035						41,331						30,628
Net income																		$	231,769					$	274,167					$	180,987					$	205,353					$	159,795
Earnings per share:
Basic																		$	2.17					$	2.53					$	1.65					$	1.85					$	1.43
Diluted																		2.16						2.52						1.64						1.84						1.42
Weighted average shares outstanding:
Basic																		106,921						108,166						109,550						111,001						112,118
Diluted																		107,283						108,590						110,028						111,387						112,454
Book value per share																		$	39.67					$	38.98					$	38.73					$	37.58					$	36.32
Return on average equity (annualized)																		21.8		%				26.0		%				17.2		%				19.9		%				16.0		%
Other Data:
Loss ratio (4)																		(35.9		%)				(49.6		%)				(1.6		%)				(3.4		%)				4.4		%
Expense ratio (5)																		19.8						18.9						19.0						19.3						18.9
Combined ratio																		(16.2		%)				(30.7		%)				17.4		%				15.9		%				23.3		%
Credit Facility
Borrowings outstanding																		$	425,000					$	425,000					$	425,000					$	325,000					$	325,000
Undrawn committed capacity																		$	400,000					$	400,000					$	400,000					$	300,000					$	300,000
Weighted average interest rate (end of period)																		2.92		%				1.99		%				1.79		%				2.13		%				2.13		%
Debt-to-capital																		9.05		%				9.16		%				9.12		%				7.23		%				7.37		%
(1) Income from other invested assets for the three months ended September 30, 2021 includes $39.5 million of net unrealized gains, which includes $21.1 million of net unrealized gains that were accumulated in other comprehensive income at June 30, 2021 and prior periods.
(2) For each of the three month periods noted, Other income includes net favorable (unfavorable) changes in the fair value of embedded derivatives associated with certain of our third-party reinsurance agreements as follows: June 30, 2022: ($5,549); March 31, 2022: $4,365; December 31, 2021: ($2,931); September 30, 2021: ($1,493); June 30, 2021: $950.
(3) Income tax expense for the quarter ended December 31, 2021 includes $2,473 of discrete tax expense associated with an increase in the estimate of our beginning of the year deferred state income tax liability. Income tax expense for the quarters ended June 30, 2022, March 31, 2022, December 31, 2021 and September 30, 2021 includes ($299), $7,002, $1,759 and $8,271, respectively, of discrete tax (benefit) expense associated with realized and unrealized gains and losses.
(4) Loss ratio is calculated by dividing the provision for losses and LAE by net premiums earned.
(5) Expense ratio is calculated by dividing other underwriting and operating expenses by net premiums earned.

																																				Exhibit C, continued
Essent Group Ltd. and Subsidiaries
Supplemental Information
Historical Quarterly Data
						2022												2021
Other Data, continued:						June 30																		March 31						December 31						September 30						June 30
($ in thousands)
U.S. Mortgage Insurance Portfolio
Flow:
New insurance written						$	20,096,135																	$	12,841,482					$	16,379,082					$	23,579,884					$	25,004,854
New risk written						5,442,115																		3,438,016						4,331,531						6,273,735						6,445,864
Bulk:
New insurance written						$	196																	$	—					$	416					$	—					$	—
New risk written						29																		—						41						—						—
Total:
New insurance written						$	20,096,331																	$	12,841,482					$	16,379,498					$	23,579,884					$	25,004,854
New risk written						$	5,442,144																	$	3,438,016					$	4,331,572					$	6,273,735					$	6,445,864
Average insurance in force						$	210,896,297																	$	206,631,135					$	207,388,906					$	206,732,478					$	199,739,297
Insurance in force (end of period)						$	215,896,531																	$	206,842,996					$	207,190,544					$	208,216,549					$	203,559,859
Gross risk in force (end of period) (6)						$	55,678,063																	$	52,847,985					$	52,554,246					$	52,457,020					$	50,835,835
Risk in force (end of period)						$	47,289,910																	$	45,261,164					$	45,273,383					$	45,074,159					$	42,906,519
Policies in force						789,652																		774,002						785,119						798,877						794,743
Weighted average coverage (7)						25.8		%																25.5		%				25.4		%				25.2		%				25.0		%
Annual persistency						73.4		%																69.1		%				65.4		%				62.2		%				58.3		%
Loans in default (count)						12,707																		14,923						16,963						19,721						23,504
Percentage of loans in default						1.61		%																1.93		%				2.16		%				2.47		%				2.96		%
U.S. Mortgage Insurance Portfolio premium rate:
Base average premium rate (8)						0.41		%																0.41		%				0.42		%				0.42		%				0.43		%
Single premium cancellations (9)						0.01		%																0.02		%				0.03		%				0.03		%				0.03		%
Gross average premium rate						0.42		%																0.43		%				0.45		%				0.45		%				0.46		%
Ceded premiums						(0.04		%)																(0.04		%)				(0.05		%)				(0.05		%)				(0.05		%)
Net average premium rate						0.38		%																0.39		%				0.40		%				0.40		%				0.41		%
(6) Gross risk in force includes risk ceded under third-party reinsurance.
(7) Weighted average coverage is calculated by dividing end of period gross risk in force by end of period insurance in force.
(8) Base average premium rate is calculated by dividing annualized base premiums earned by average insurance in force for the period.
(9) 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 D
Essent Group Ltd. and Subsidiaries
Supplemental Information
New Insurance Written: Flow
NIW by Credit Score
			Three Months Ended																		Six Months Ended
			June 30, 2022															June 30, 2021									June 30, 2022									June 30, 2021
($ in thousands)
>=760			$	8,555,331		42.6		%													$	10,050,359		40.2		%				$	13,965,985		42.4		%				$	18,521,480		41.9		%
740-759			3,421,392			17.0															3,812,462			15.2						5,534,624			16.8						6,965,789			15.7
720-739			3,105,275			15.4															3,906,718			15.6						5,096,593			15.5						6,660,014			15.0
700-719			2,554,997			12.7															3,624,247			14.5						4,175,470			12.7						5,982,881			13.5
680-699			1,785,196			8.9															2,266,364			9.1						2,932,962			8.9						3,493,772			7.9
<=679			673,944			3.4															1,344,704			5.4						1,231,983			3.7						2,634,932			6.0
Total			$	20,096,135		100.0		%													$	25,004,854		100.0		%				$	32,937,617		100.0		%				$	44,258,868		100.0		%
Weighted average credit score			747																		744									747									745
NIW by LTV
			Three Months Ended																		Six Months Ended
			June 30, 2022															June 30, 2021									June 30, 2022									June 30, 2021
($ in thousands)
85.00% and below			$	1,675,255		8.3		%													$	3,355,412		13.4		%				$	2,937,293		8.9		%				$	7,323,988		16.6		%
85.01% to 90.00%			5,487,721			27.3															6,890,377			27.6						8,903,659			27.0						13,332,374			30.1
90.01% to 95.00%			10,874,315			54.1															11,463,713			45.8						17,290,570			52.5						18,516,235			41.8
95.01% and above			2,058,844			10.3															3,295,352			13.2						3,806,095			11.6						5,086,271			11.5
Total			$	20,096,135		100.0		%													$	25,004,854		100.0		%				$	32,937,617		100.0		%				$	44,258,868		100.0		%
Weighted average LTV			93		%																92		%							93		%							91		%
NIW by Product
			Three Months Ended																		Six Months Ended
			June 30, 2022															June 30, 2021									June 30, 2022									June 30, 2021
Single Premium policies						6.5		%																3.4		%							4.7		%							4.9		%
Monthly Premium policies						93.5																		96.6									95.3									95.1
						100.0		%																100.0		%							100.0		%							100.0		%
NIW by Purchase vs. Refinance
			Three Months Ended																		Six Months Ended
			June 30, 2022															June 30, 2021									June 30, 2022									June 30, 2021
Purchase						98.0		%																82.3		%							96.5		%							73.6		%
Refinance						2.0																		17.7									3.5									26.4
						100.0		%																100.0		%							100.0		%							100.0		%

																											Exhibit E
Essent Group Ltd. and Subsidiaries
Supplemental Information
Insurance in Force and Risk in Force
Portfolio by Credit Score
IIF by FICO score						June 30, 2022									March 31, 2022									June 30, 2021
($ in thousands)
>=760						$	89,790,212		41.6		%				$	85,707,070		41.4		%				$	84,110,514		41.3		%
740-759						36,606,394			17.0						35,048,891			17.0						34,636,115			17.0
720-739						32,637,422			15.1						31,180,765			15.1						30,471,320			15.0
700-719						27,258,759			12.6						26,040,114			12.6						25,177,026			12.4
680-699						17,697,662			8.2						16,847,202			8.1						15,962,389			7.8
<=679						11,906,082			5.5						12,018,954			5.8						13,202,495			6.5
Total						$	215,896,531		100.0		%				$	206,842,996		100.0		%				$	203,559,859		100.0		%
Weighted average credit score						746									746									745
Gross RIF by FICO score						June 30, 2022									March 31, 2022									June 30, 2021
($ in thousands)
>=760						$	22,956,271		41.2		%				$	21,707,751		41.1		%				$	20,807,006		40.9		%
740-759						9,540,921			17.1						9,041,350			17.1						8,729,038			17.2
720-739						8,545,969			15.3						8,091,445			15.3						7,745,794			15.2
700-719						7,107,888			12.8						6,724,288			12.7						6,342,378			12.5
680-699						4,601,675			8.3						4,338,206			8.2						3,998,410			7.9
<=679						2,925,339			5.3						2,944,945			5.6						3,213,209			6.3
Total						$	55,678,063		100.0		%				$	52,847,985		100.0		%				$	50,835,835		100.0		%
Portfolio by LTV
IIF by LTV						June 30, 2022									March 31, 2022									June 30, 2021
($ in thousands)
85.00% and below						$	25,510,400		11.8		%				$	26,057,055		12.6		%				$	29,045,720		14.3		%
85.01% to 90.00%						61,304,806			28.4						59,113,908			28.6						60,027,287			29.5
90.01% to 95.00%						98,938,435			45.8						92,460,810			44.7						87,382,625			42.9
95.01% and above						30,142,890			14.0						29,211,223			14.1						27,104,227			13.3
Total						$	215,896,531		100.0		%				$	206,842,996		100.0		%				$	203,559,859		100.0		%
Weighted average LTV						92		%							92		%							92		%
Gross RIF by LTV						June 30, 2022									March 31, 2022									June 30, 2021
($ in thousands)
85.00% and below						$	3,012,030		5.4		%				$	3,062,878		5.8		%				$	3,360,970		6.6		%
85.01% to 90.00%						14,868,579			26.7						14,288,854			27.0						14,421,749			28.4
90.01% to 95.00%						28,921,722			52.0						26,960,457			51.0						25,329,870			49.8
95.01% and above						8,875,732			15.9						8,535,796			16.2						7,723,246			15.2
Total						$	55,678,063		100.0		%				$	52,847,985		100.0		%				$	50,835,835		100.0		%
Portfolio by Loan Amortization Period
IIF by Loan Amortization Period						June 30, 2022									March 31, 2022									June 30, 2021
($ in thousands)
FRM 30 years and higher						$	207,888,842		96.3		%				$	198,658,948		96.1		%				$	192,995,698		94.8		%
FRM 20-25 years						3,114,962			1.4						3,365,533			1.6						4,269,217			2.1
FRM 15 years						3,222,801			1.5						3,580,416			1.7						4,742,281			2.3
ARM 5 years and higher						1,669,926			0.8						1,238,099			0.6						1,552,663			0.8
Total						$	215,896,531		100.0		%				$	206,842,996		100.0		%				$	203,559,859		100.0		%

																																										Exhibit F
Essent Group Ltd. and Subsidiaries
Supplemental Information
Other Risk in Force
						2022												2021
($ in thousands)						June 30																		March 31						December 31						September 30						June 30
GSE and other risk share (1):
Risk in Force						$	1,898,364																	$	1,888,437					$	1,788,918					$	1,568,800					$	1,496,247
Reserve for losses and LAE						$	144																	$	254					$	1,349					$	1,389					$	1,390
Weighted average credit score						748																		748						748						748						747
Weighted average LTV						84		%																84		%				84		%				84		%				84		%
(1) GSE and other risk share includes GSE risk share and other reinsurance transactions. Essent Reinsurance Ltd. ("Essent Re") provides insurance or reinsurance relating to the risk in force on loans in reference pools acquired by Freddie Mac and Fannie Mae.

																																							Exhibit G
Essent Group Ltd. and Subsidiaries
Supplemental Information
Portfolio Vintage Data
June 30, 2022
															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 - 2014			$	60,668,851		$	2,490,613		4.1		%	15,566			4.33		%	79.1		%	71.1		%	5.6		%	15.1		%	43.0		%	2.7		%	615			3.95		%
2015			26,193,656			2,332,124			8.9			13,792			4.18			86.4			72.4			3.9			17.8			39.6			2.8			492			3.57
2016			34,949,319			5,030,997			14.4			27,817			3.86			88.4			68.3			9.5			15.5			43.5			3.1			907			3.26
2017			43,858,322			6,809,618			15.5			38,842			4.26			91.0			67.6			19.4			20.1			38.1			4.4			1,626			4.19
2018			47,508,525			7,611,480			16.0			41,168			4.78			94.0			67.9			24.2			21.4			33.0			6.0			2,003			4.87
2019			63,569,183			16,560,800			26.1			76,072			4.21			86.7			66.0			23.1			18.8			35.6			8.1			2,437			3.20
2020			107,944,065			67,409,464			62.4			247,090			3.18			64.6			53.0			11.7			10.8			45.3			6.3			2,814			1.14
2021			84,218,250			75,326,623			89.4			238,857			3.07			83.5			59.7			14.3			14.0			40.4			9.0			1,727			0.72
2022 (through June 30)			32,937,813			32,324,812			98.1			90,448			4.40			96.5			64.2			11.7			12.7			42.1			6.5			86			0.10
Total			$	501,847,984		$	215,896,531		43.0			789,652			3.53			80.5			59.8			14.0			13.7			41.6			4.7			12,707			1.61
(1) Incurred loss ratio is calculated by dividing the sum of case reserves and cumulative amount paid for claims by cumulative net premiums earned.

																																																															Exhibit H
Essent Group Ltd. and Subsidiaries
Supplemental Information
Reinsurance Vintage Data
June 30, 2022
($ in thousands)
Excess of Loss Reinsurance												Original Reinsurance in Force												Remaining Reinsurance in Force																											Earned Premiums Ceded
Year						Remaining Insurance in Force			Remaining Risk in Force						ILN (1)			Other Reinsurance (2)			Total						ILN			Other Reinsurance			Total						Losses Ceded to Date						Original First Layer Retention			Remaining First Layer Retention						Quarter-to-Date			Year-to-Date						Reduction in PMIERs Minimum Required Assets (9)
2015 & 2016						$	7,103,695		$	1,923,750					$	333,844		$	—		$	333,844					$	92,252		$	—		$	92,252					$	—					$	208,111		$	206,949					$	867		$	1,836					$	—
2017						6,635,437			1,737,626						424,412			165,167			589,579						242,123			163,289			405,412						—						224,689			216,924						2,878			5,540						—
2018						7,501,596			1,923,568						473,184			118,650			591,834						325,537			76,144			401,681						—						253,643			249,142						3,465			6,657						—
2019 (3)						9,163,963			2,349,594						495,889			55,102			550,991						495,889			55,102			550,991						—						215,605			214,983						3,162			5,922						—
2019 & 2020 (4)						26,585,463			6,789,598						399,159			—			399,159						64,499			—			64,499						—						465,690			465,676						1,676			4,173						—
2020 & 2021 (5)						45,196,322			11,204,778						557,911			—			557,911						519,999			—			519,999						—						278,956			278,919						3,614			7,217						474,736
2021 (6)						43,511,188			11,508,673						439,407			—			439,407						439,407			—			439,407						—						279,415			279,415						4,205			8,356						379,188
2021 & 2022 (10)						47,680,467			12,798,770						—			89,591			89,591						—			89,591			89,591						—						319,969			319,969						336			336						88,670
Total						$	193,378,131		$	50,236,357					$	3,123,806		$	428,510		$	3,552,316					$	2,179,706		$	384,126		$	2,563,832					$	—					$	2,246,078		$	2,231,977					$	20,203		$	40,037					$	942,594

Quota Share Reinsurance
																											Losses Ceded									Ceding Commission									Earned Premiums Ceded
Year						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 (9)
2019 & 2020			(7)			$	74,399,753		$	18,667,689					$	16,422,951					$	4,078,992					$	(5,954)		$	(12,573)					$	3,467		$	7,215					$	460		$	775					$	264,432
2022			(8)			32,285,262			8,717,258						6,457,052						1,743,452						289			312						707			892						1,633			2,007						118,723
Total						$	106,685,015		$	27,384,947					$	22,880,003					$	5,822,444					$	(5,665)		$	(12,261)					$	4,174		$	8,107					$	2,093		$	2,782					$	383,155
(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) Reinsurance coverage on new insurance written from January 1, 2019 through August 31, 2019.
(4) Reinsurance coverage on new insurance written from September 1, 2019 through July 31, 2020.
(5) Reinsurance coverage on new insurance written from August 1, 2020 through March 31, 2021.
(6) Reinsurance coverage on new insurance written from April 1, 2021 through September 30, 2021.
(7) Reinsurance coverage on 40% of eligible single premium policies and 20% of all other eligible policies written from September 1, 2019 through December 31, 2020.
(8) Reinsurance coverage on 20% of all eligible policies written from January 1, 2022 through December 31, 2022.
(9) Represents the reduction in Essent Guaranty, Inc.'s Minimum Required Assets based on our interpretation of the PMIERs.
(10) Reinsurance coverage on 20% of all eligible policies written from October 1, 2021 through December 31, 2022.

															Exhibit I
Essent Group Ltd. and Subsidiaries
Supplemental Information
Portfolio Geographic Data
IIF by State
			June 30, 2022						March 31, 2022						June 30, 2021
CA			13.2		%				13.2		%				12.9		%
TX			10.2						10.0						9.8
FL			10.0						9.9						9.3
CO			4.2						4.1						4.1
WA			3.5						3.6						3.7
AZ			3.4						3.3						3.5
IL			3.2						3.3						3.3
GA			3.1						3.1						3.1
VA			3.1						3.1						3.1
NJ			3.1						3.1						3.1
All Others			43.0						43.3						44.1
Total			100.0		%				100.0		%				100.0		%
Gross RIF by State
			June 30, 2022						March 31, 2022						June 30, 2021
CA			13.0		%				13.1		%				12.7		%
TX			10.6						10.4						10.1
FL			10.3						10.2						9.6
CO			4.1						4.0						4.1
AZ			3.4						3.4						3.4
WA			3.4						3.6						3.6
GA			3.2						3.2						3.1
IL			3.1						3.2						3.2
VA			3.0						3.0						3.0
NJ			2.9						3.0						3.0
All Others			43.0						42.9						44.2
Total			100.0		%				100.0		%				100.0		%

																																										Exhibit J
Essent Group Ltd. and Subsidiaries
Supplemental Information
Rollforward of Defaults and Reserve for Losses and LAE
U.S. Mortgage Insurance Portfolio
Rollforward of Insured Loans in Default
						Three Months Ended
						2022												2021
						June 30																		March 31						December 31						September 30						June 30
Beginning default inventory						14,923																		16,963						19,721						23,504						29,080
Plus: new defaults (A)						5,495																		6,188						5,809						5,132						4,934
Less: cures						(7,639)																		(8,167)						(8,514)						(8,862)						(10,453)
Less: claims paid						(65)																		(55)						(47)						(41)						(46)
Less: rescissions and denials, net						(7)																		(6)						(6)						(12)						(11)
Ending default inventory						12,707																		14,923						16,963						19,721						23,504
(A) New defaults remaining as of June 30, 2022						3,928																		2,225						1,483						955						556
Cure rate (1)						29		%																64		%				74		%				81		%				89		%
Total amount paid for claims (in thousands)						$	1,137																	$	826					$	992					$	1,069					$	1,154
Average amount paid per claim (in thousands)						$	17																	$	15					$	21					$	26					$	25
Severity						50		%																35		%				45		%				60		%				57		%
Rollforward of Reserve for Losses and LAE
						Three Months Ended
						2022												2021
($ in thousands)						June 30																		March 31						December 31						September 30						June 30
Reserve for losses and LAE at beginning of period						$	292,818																	$	406,096					$	411,567					$	420,482					$	409,811
Less: Reinsurance recoverables						19,335																		25,940						26,970						27,286						24,907
Net reserve for losses and LAE at beginning of period						273,483																		380,156						384,597						393,196						384,904
Add provision for losses and LAE occurring in:
Current period						18,720																		24,346						13,231						11,371						24,534
Prior years						(94,809)																		(130,114)						(16,624)						(18,853)						(14,961)
Incurred losses and LAE during the period						(76,089)																		(105,768)						(3,393)						(7,482)						9,573
Deduct payments for losses and LAE occurring in:
Current period						80																		1						157						103						14
Prior years						1,142																		904						891						1,014						1,267
Loss and LAE payments during the period						1,222																		905						1,048						1,117						1,281
Net reserve for losses and LAE at end of period						196,172																		273,483						380,156						384,597						393,196
Plus: Reinsurance recoverables						13,657																		19,335						25,940						26,970						27,286
Reserve for losses and LAE at end of period						$	209,829																	$	292,818					$	406,096					$	411,567					$	420,482
(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 K
Essent Group Ltd. and Subsidiaries
Supplemental Information
Detail of Reserves by Default Delinquency
U.S. Mortgage Insurance Portfolio
						June 30, 2022
						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:
Three payments or less						4,036			32		%	$	18,653		10		%	$	250,303		7		%
Four to eleven payments						4,741			37			59,753			31			304,764			20
Twelve or more payments						3,849			30			111,442			57			236,440			47
Pending claims						81			1			3,568			2			3,574			100
Total case reserves						12,707			100		%	193,416			100		%	$	795,081		24
IBNR												14,506
LAE												1,907
Total reserves for losses and LAE												$	209,829
Average reserve per default:
Case												$	15.2
Total												$	16.5
Default Rate						1.61%
						December 31, 2021
						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:
Three payments or less						4,113			24		%	$	20,712		5		%	$	243,511		9		%
Four to eleven payments						5,459			32			77,822			21			349,494			22
Twelve or more payments						7,331			43			274,465			73			470,859			58
Pending claims						60			1			2,397			1			2,852			84
Total case reserves						16,963			100		%	375,396			100		%	$	1,066,716		35
IBNR												28,155
LAE												2,545
Total reserves for losses and LAE												$	406,096
Average reserve per default:
Case												$	22.1
Total												$	23.9
Default Rate						2.16%
						June 30, 2021
						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:
Three payments or less						3,926			17		%	$	25,915		7		%	$	234,604		11		%
Four to eleven payments						9,316			40			147,383			38			585,390			25
Twelve or more payments						10,217			43			212,634			55			680,733			31
Pending claims						45			—			1,758			—			2,139			82
Total case reserves						23,504			100		%	387,690			100		%	$	1,502,866		26
IBNR												29,077
LAE												3,715
Total reserves for losses and LAE												$	420,482
Average reserve per default:
Case												$	16.5
Total												$	17.9
Default Rate						2.96%

																								Exhibit L
Essent Group Ltd. and Subsidiaries
Supplemental Information
Investments Available for Sale
Investments Available for Sale by Asset Class
Asset Class						June 30, 2022												December 31, 2021
($ in thousands)						Fair Value						Percent						Fair Value						Percent
U.S. Treasury securities						$	470,146					10.2		%				$	448,793					9.1		%
U.S. agency securities						2,000						—						5,504						0.1
U.S. agency mortgage-backed securities						783,438						17.0						1,008,863						20.3
Municipal debt securities						540,772						11.7						627,599						12.7
Non-U.S. government securities						65,135						1.4						79,743						1.6
Corporate debt securities						1,354,110						29.3						1,455,247						29.3
Residential and commercial mortgage securities						545,999						11.8						545,423						11.0
Asset-backed securities						618,115						13.4						581,703						11.7
Money market funds						240,625						5.2						210,012						4.2
Total investments available for sale						$	4,620,340					100.0		%				$	4,962,887					100.0		%
Investments Available for Sale by Credit Rating
Rating (1)						June 30, 2022												December 31, 2021
($ in thousands)						Fair Value						Percent						Fair Value						Percent
Aaa						$	2,247,042					48.6		%				$	2,412,273					48.6		%
Aa1						87,609						1.9						96,331						1.9
Aa2						340,956						7.4						354,951						7.2
Aa3						212,582						4.6						221,914						4.5
A1						343,606						7.4						263,820						5.3
A2						379,762						8.2						427,282						8.6
A3						237,827						5.2						274,525						5.5
Baa1						237,793						5.1						305,204						6.1
Baa2						212,313						4.6						274,011						5.5
Baa3						211,721						4.6						240,755						4.9
Below Baa3						109,129						2.4						91,821						1.9
Total investments available for sale						$	4,620,340					100.0		%				$	4,962,887					100.0		%
(1) Based on ratings issued by Moody's, if available. S&P or Fitch rating utilized if Moody's not available.
Investments Available for Sale by Duration and Book Yield
Effective Duration						June 30, 2022												December 31, 2021
($ in thousands)						Fair Value						Percent						Fair Value						Percent
< 1 Year						$	1,225,902					26.5		%				$	1,104,397					22.2		%
1 to < 2 Years						377,295						8.2						561,297						11.3
2 to < 3 Years						525,739						11.4						539,174						10.9
3 to < 4 Years						469,535						10.2						593,663						12.0
4 to < 5 Years						601,988						13.0						663,127						13.4
5 or more Years						1,419,881						30.7						1,501,229						30.2
Total investments available for sale						$	4,620,340					100.0		%				$	4,962,887					100.0		%
Pre-tax investment income yield:
Three months ended June 30, 2022						2.50		%
Six months ended June 30, 2022						2.30		%

Holding company net cash and investments available for sale:
($ in thousands)
As of June 30, 2022						$	619,165
As of December 31, 2021						$	618,306

																																													Exhibit M
Essent Group Ltd. and Subsidiaries
Supplemental Information
Insurance Company Capital
									2022												2021
									June 30																		March 31						December 31						September 30						June 30
($ in thousands)
U.S. Mortgage Insurance Subsidiaries:
Combined statutory capital (1)									$	3,062,438																	$	3,058,880					$	2,950,107					$	2,916,802					$	2,809,087
Combined net risk in force (2)									$	31,221,406																	$	30,331,197					$	30,660,272					$	30,766,379					$	29,646,042
Risk-to-capital ratios: (3)
			Essent Guaranty, Inc.						10.6:1																		10.3:1						10.8:1						10.9:1						10.9:1
			Essent Guaranty of PA, Inc.						0.6:1																		0.7:1						0.8:1						1.0:1						1.1:1
			Combined (4)						10.2:1																		9.9:1						10.4:1						10.5:1						10.6:1
Essent Guaranty, Inc. PMIERs Data (5):
			Available Assets						$	3,120,098																	$	3,194,939					$	3,170,881					$	3,161,780					$	3,016,050
			Minimum Required Assets						1,869,524																		1,840,069						1,791,551						1,951,096						1,731,843
			PMIERs excess Available Assets						$	1,250,574																	$	1,354,870					$	1,379,330					$	1,210,684					$	1,284,207
			PMIERs sufficiency ratio (6)						167		%																174		%				177		%				162		%				174		%
Essent Reinsurance Ltd.:
Stockholder's equity (GAAP basis)									$	1,380,067																	$	1,330,840					$	1,301,937					$	1,249,996					$	1,192,077
Net risk in force (2)									$	17,758,801																	$	16,527,587					$	15,997,129					$	15,466,651					$	14,338,567
(1) Combined statutory capital equals the sum of statutory capital of Essent Guaranty, Inc. plus Essent Guaranty of PA, Inc., after eliminating the impact of intercompany transactions. Statutory capital is computed based on accounting practices prescribed or permitted by the Pennsylvania Insurance Department and the National Association of Insurance Commissioners Accounting Practices and Procedures Manual.
(2) 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.
(3) The risk-to-capital ratio is calculated as the ratio of net risk in force to statutory capital.
(4) The combined risk-to-capital ratio equals the sum of the net risk in force of Essent Guaranty, Inc. and Essent Guaranty of PA, Inc. divided by the combined statutory capital.
(5) Data is based on our interpretation of the PMIERs as of the dates indicated.
(6) PMIERs sufficiency ratio is calculated by dividing Available Assets by Minimum Required Assets.