Company: AHL
Filing Date: 2025-03-20
Form Type: F-1/A
Source: 0001628280-25-014149
Chunk: 457

Company: ASPEN INSURANCE HOLDINGS LTD
Filing Date: 2025-03-20
Form: F-1/A
Chunk 457
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 |     |
|                                                          |     |                        |     | -$ in millions          |       |     |       |      |     | -$ in millions          |      |     |       |     |
| Foreign Exchange Contracts                               |     | Derivative assets      |     | $                       |     — |     | $     |    — |     | $                       | 76.9 |     | $     | 0.3 |
| Foreign Exchange Contracts(1)                            |     | Derivative liabilities |     | $                       | 158.0 |     | $     | -4.2 |     | $                       |    — |     | $     |   — |

________________

(1) Fair value is net of $ 2.0million of cash collateral (December 31, 2023 — $ Nil).

The following table provides the unrealized and realized (losses)/gains recorded in the consolidated statements of operations and other comprehensive income for derivatives that are not designated or designated as hedging instruments under ASC 815 — “Derivatives and Hedging” for the twelve months ended December 31, 2024 and 2023:

|                                                         |     |                                                                                               | Location of (Loss)/Gain   
 Recognized on Derivatives | Amount of (Loss)/Gain Recognized on Derivatives 
 For the Twelve Months Ended                     | December 31, 2024 |     |   | December 31, 2023 |
|:--------------------------------------------------------|:----|:----------------------------------------------------------------------------------------------|:--------------------------|:------------------------------------------------|------------------:|:----|:--|------------------:|
| Derivatives not designated as hedges                    |     |                                                                                               |                           | -$ in millions                                  |                   |     |   |                   |
| Foreign Exchange Contracts                              |     | Change in Fair Value of Derivatives                                                           |                           | $                                               |             -34.0 |     | $ |              10.9 |
| Loss Portfolio Transfer Liability - Embedded Derivative |     | Change in Fair Value of Derivatives                                                           |                           | $                                               |              12.9 |     | $ |              15.2 |
| Derivatives designated as cash flow hedges              |     |                                                                                               |                           |                                                 |                   |     |   |                   |
| Foreign Exchange Contracts                              |     | General, administrative and corporate expenses in consolidated statement of operations        |                           | $                                               |              -0.9 |     | $ |