Ameriprise Financial (NYSE: AMP) posts $1,113 million Q2 2026 profit

Rhea-AI Filing Summary

Ameriprise Financial, Inc. reported higher Q2 2026 results, with total revenues of 5,013 (in millions) and total net revenues of 4,940, compared with 4,490 and 4,375 a year earlier. Net income was 1,113 versus 1,060, and diluted EPS was $11.98 versus $10.73.

For the first six months of 2026, total revenues were 9,899 and total net revenues 9,752, compared with 8,971 and 8,729 in 2025. Six‑month net income was 2,028 versus 1,643, with diluted EPS of $21.64 versus $16.53. Total comprehensive income for the half-year was 1,644 compared with 2,315.

Total assets were 197,871 and total equity 6,366 as of June 30, 2026. Investments were 59,649 and separate account assets 80,990. Net cash provided by operating activities for the first half was 3,345. The company repurchased 1,686 of common shares (in millions of dollars) year‑to‑date, with 88,448,832 shares outstanding at June 30, 2026.

Filing Explained

Repurchases reduced the June 30 share count, while share-based compensation added shares; July 24 reported 88,333,219 shares outstanding.

The June 30 Form 10-Q reports interim financial statements through June 30, 2026; it is unaudited and does not itself disclose a completed new issuance.

The equity statement shows 3,564,660 common shares repurchased year to date and 749,612 shares added through share-based compensation plans, resulting in 88,448,832 shares outstanding at June 30, 2026.

Repurchases reduce the outstanding share count, while shares issued under compensation plans add to it; issuing additional shares can reduce an existing holder’s percentage ownership absent offsetting changes.

The filing separately reports 88,333,219 shares outstanding as of the latest practicable date, July 24, 2026, a later share-count snapshot than the balance-sheet date.

The filing also cautions that interim results are not necessarily indicative of the full year, so the reported six-month performance is not a completed annual result.

Key Figures

Total revenues Q2 2026: 5,013 Net income Q2 2026: 1,113 Diluted EPS Q2 2026: 11.98 +5 more

8 metrics

Total revenues Q2 2026 5,013 Three months ended June 30, 2026, in millions

Net income Q2 2026 1,113 Three months ended June 30, 2026, in millions

Diluted EPS Q2 2026 11.98 Three months ended June 30, 2026

Total assets 197,871 As of June 30, 2026, in millions

Total equity 6,366 As of June 30, 2026, in millions

Net cash from operating activities 3,345 Six months ended June 30, 2026, in millions

Common shares outstanding 88,333,219 Common stock outstanding at July 24, 2026

Share repurchases YTD 2026 1,686 Repurchase of common shares, six months ended June 30, 2026, in millions of dollars

Key Terms

market risk benefits, variable interest entities, Available-for-Sale securities, collateralized loan obligations, +1 more

5 terms

market risk benefits financial

"Change in fair value of market risk benefits | ( 229 ) | ( 10 )"

Market risk benefits are the extra returns or advantages investors expect or receive for taking on broad, system‑wide swings in the overall market — essentially the premium for bearing risk that cannot be eliminated by diversification. This matters because it helps investors weigh whether the potential higher gains justify larger price swings, guides how portfolios are balanced, and sets expectations for compensation when choosing riskier market exposures; think of it as the extra pay you demand for riding a roller‑coaster instead of a calm bus ride.

variable interest entities financial

"variable interest entities (“VIEs”) in which it is the primary beneficiary"

A variable interest entity (VIE) is a business that a company controls through contracts or special arrangements instead of owning a majority of its shares, like steering a puppet without holding its ticket. Investors care because these arrangements can hide who really bears the financial risks and rewards, affect how assets and liabilities appear on financial statements, and create extra legal or enforcement uncertainty that can change the value and risk of an investment.

Available-for-Sale securities financial

"Available-for-Sale securities, at fair value | $ | 54,382"

Available-for-sale securities are investments in stocks, bonds or similar instruments that a company does not intend to trade frequently but may sell before they mature. They matter to investors because changes in the market value of these holdings show up as paper gains or losses on the company's balance sheet rather than immediately in profit, so they can affect reported net worth and the timing of income without changing day-to-day earnings. Think of them like items on a household shelf you might sell later: their value moves with the market even if you haven’t cashed out.

collateralized loan obligations financial

"CLOs are asset backed financing entities collateralized by a pool of assets"

A collateralized loan obligation is a financial product that pools many corporate loans and repackages them into slices sold to investors, with some slices offering steady, lower returns and others offering higher returns but more risk. Like splitting a pizza into pieces for different tastes, CLOs let investors pick their preferred risk level and help banks fund lending, so changes in CLO performance influence credit availability and can move markets.

fair value option financial

"has elected the fair value option for the financial assets and liabilities"

An accounting election that lets a company measure eligible financial assets and liabilities at their current market price, recording gains and losses in the income statement as those prices move. For investors it matters because choosing the fair value option makes reported profits and asset values respond immediately to market swings—like revaluing a house to today’s sale price—so it can increase earnings volatility while giving a more up‑to‑date view of value.

AI-generated analysis. How Rhea-AI works. Not financial advice.

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FAQ

How did Ameriprise Financial (AMP) perform in Q2 2026?

Ameriprise Financial reported Q2 2026 net income of 1,113 on total revenues of 5,013 (both in millions). Total net revenues were 4,940 versus 4,375 in Q2 2025, and diluted EPS was $11.98 compared with $10.73 a year earlier.

What were Ameriprise Financial (AMP) results for the first half of 2026?

For the six months ended June 30, 2026, Ameriprise recorded total revenues of 9,899 and total net revenues of 9,752 (in millions). Net income was 2,028 versus 1,643 in 2025, with diluted EPS of $21.64 compared with $16.53 for the prior-year period.

What does Ameriprise Financial’s (AMP) balance sheet look like as of June 30, 2026?

As of June 30, 2026, Ameriprise reported total assets of 197,871 and total equity of 6,366 (in millions). Investments were 59,649 and separate account assets 80,990, while policyholder account balances, future policy benefits and claims totaled 49,199.

How much cash flow did Ameriprise Financial (AMP) generate in the first half of 2026?

For the six months ended June 30, 2026, Ameriprise generated net cash from operating activities of 3,345 (in millions). Net cash used in investing activities was 1,592, and net cash used in financing activities was 1,744, with cash and cash equivalents including restricted amounts totaling 11,159 at period end.

How many Ameriprise Financial (AMP) shares are outstanding and were any repurchased?

Common stock outstanding was 88,333,219 shares at July 24, 2026, and 88,448,832 at June 30, 2026. During the first half of 2026, Ameriprise repurchased common shares totaling 1,686 (in millions of dollars), reducing outstanding shares from 91,263,880 at January 1, 2026.

How are Ameriprise Financial’s (AMP) Q2 2026 net revenues distributed by segment?

In Q2 2026, total net revenues of 4,940 (in millions) included 2,992 from Advice & Wealth Management, 924 from Asset Management, 865 from Retirement & Protection Solutions, and 118 from Corporate & Other, after intersegment eliminations and non-operating revenue adjustments.

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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM									10-Q

☒			QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the Quarterly Period Ended						June 30, 2026
OR
☐			TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the Transition Period from_______________________to_______________________

Commission File No. 1-32525

AMERIPRISE FINANCIAL, INC.

(Exact name of registrant as specified in its charter)

Delaware

13-3180631

(State or other jurisdiction of incorporation or organization)

(I.R.S. Employer Identification No.)

1099 Ameriprise Financial Center

Minneapolis

Minnesota

55474

(Address of principal executive offices)

(Zip Code)

Registrant’s telephone number, including area code: (612) 671-3131

Former name, former address and former fiscal year, if changed since last report: Not Applicable

Securities registered pursuant to Section 12(b) of the Act:

Title of each class

Trading Symbol

Name of each exchange on which registered

Common Stock (par value $0.01 per share)

AMP

New York Stock Exchange

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.   Yes ☒ No ☐

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).   Yes ☒ No ☐

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See the definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act.

Large Accelerated Filer

☒

Accelerated Filer

☐

Non-accelerated Filer

☐

Smaller reporting company

☐

Emerging growth company

☐

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

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).   Yes ☐ No ☒

Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the latest practicable date.

Class

Outstanding at July 24, 2026

Common Stock (par value $0.01 per share)

88,333,219 shares

Index

AMERIPRISE FINANCIAL, INC.

FORM 10-Q

INDEX 

Part I. Financial Information									3
Item 1. Financial Statements (Unaudited)									3
			Consolidated Statements of Operations — Three and six months ended June 30, 2026 and 2025						3
			Consolidated Statements of Comprehensive Income — Three and six months ended June 30, 2026 and 2025						4
			Consolidated Balance Sheets — June 30, 2026 and December 31, 2025						5
			Consolidated Statements of Equity — Three and six months ended June 30, 2026 and 2025						6
			Consolidated Statements of Cash Flows — Six months ended June 30, 2026 and 2025						7
			Notes to Consolidated Financial Statements						9
			1.			Basis of Presentation			9
			2.			Recent Accounting Pronouncements			9
			3.			Revenue from Contracts with Customers			10
			4.			Variable Interest Entities			15
			5.			Investments			20
			6.			Financing Receivables			24
			7.			Deferred Acquisition Costs and Deferred Sales Inducement Costs			29
			8.			Policyholder Account Balances, Future Policy Benefits and Claims			30
			9.			Separate Account Assets and Liabilities			40
			10.			Market Risk Benefits			41
			11.			Debt			46
			12.			Fair Values of Assets and Liabilities			47
			13.			Offsetting Assets and Liabilities			58
			14.			Derivatives and Hedging Activities			60
			15.			Shareholders’ Equity			65
			16.			Income Taxes			67
			17.			Contingencies			68
			18.			Earnings per Share			69
			19.			Segment Information			69
Item 2.  Management’s Discussion and Analysis of Financial Condition and Results of Operations									73
Item 3.  Quantitative and Qualitative Disclosures About Market Risk									99
Item 4.  Controls and Procedures									102
Part II.  Other Information									103
Item 1.  Legal Proceedings									103
Item 1A.  Risk Factors									103
Item 2.  Unregistered Sales of Equity Securities, Use of Proceeds, and Issuer Purchases of Equity Securities									103
Item 5.  Other Information									103
Item 6.  Exhibits									104
Signatures									105

2

Index

AMERIPRISE FINANCIAL, INC.

PART I. FINANCIAL INFORMATION

ITEM 1. FINANCIAL STATEMENTS (UNAUDITED)

CONSOLIDATED STATEMENTS OF OPERATIONS (UNAUDITED)

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions, except per share amounts)
Revenues
Management and financial advice fees			$	3,066					$	2,600					$	6,010					$	5,202
Distribution fees			573						502						1,136						1,024
Net investment income			893						891						1,765						1,759
Premiums, policy and contract charges			341						361						682						721
Other revenues			140						136						306						265
Total revenues			5,013						4,490						9,899						8,971
Banking and deposit interest expense			73						115						147						242
Total net revenues			4,940						4,375						9,752						8,729
Benefits and expenses
Distribution expenses			2,116						1,596						3,889						3,208
Interest credited to fixed accounts			169						95						311						225
Benefits, claims, losses and settlement expenses			294						257						611						638
Remeasurement (gains) losses of future policy benefit reserves			1						(3)						—						(13)
Change in fair value of market risk benefits			(229)						(10)						149						487
Amortization of deferred acquisition costs			61						60						122						121
Interest and debt expense			84						82						164						162
General and administrative expense			1,002						947						1,920						1,863
Total benefits and expenses			3,498						3,024						7,166						6,691
Pretax income			1,442						1,351						2,586						2,038
Income tax provision			329						291						558						395
Net income			$	1,113					$	1,060					$	2,028					$	1,643
Earnings per share
Basic			$	12.12					$	10.88					$	21.90					$	16.78
Diluted			$	11.98					$	10.73					$	21.64					$	16.53

See Notes to Consolidated Financial Statements.

3

Index

AMERIPRISE FINANCIAL, INC.

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED)

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions)
Net income			$	1,113					$	1,060					$	2,028					$	1,643
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities			(24)						192						(406)						566
Net unrealized gains (losses) on derivatives			—						(1)						—						(9)
Effect of changes in discount rate assumptions on certain long-duration contracts			(5)						(12)						60						(42)
Effect of changes in instrument-specific credit risk on market risk benefits			(30)						1						—						2
Foreign currency translation adjustment			(12)						103						(38)						155
Total other comprehensive income (loss), net of tax			(71)						283						(384)						672
Total comprehensive income (loss)			$	1,042					$	1,343					$	1,644					$	2,315

See Notes to Consolidated Financial Statements.     

4

Index

AMERIPRISE FINANCIAL, INC.

CONSOLIDATED BALANCE SHEETS (UNAUDITED)

			June 30, 2026						December 31, 2025
			(in millions, except share amounts)
Assets
Cash and cash equivalents			$	10,135					$	9,953
Cash of consolidated investment entities			113						150
Investments (allowance for credit losses: 2026, $24; 2025, $26)			59,649						58,406
Investments of consolidated investment entities, at fair value			2,494						2,618
Market risk benefits			2,386						2,274
Separate account assets			80,990						80,044
Receivables (allowance for credit losses: 2026, $75; 2025, $71)			15,986						14,920
Receivables of consolidated investment entities, at fair value			44						30
Deferred acquisition costs			2,606						2,625
Restricted and segregated cash and cash equivalents			911						1,055
Other assets			22,557						18,829
Total assets			$	197,871					$	190,904
Liabilities and Equity
Liabilities:
Policyholder account balances, future policy benefits and claims			$	49,199					$	46,498
Market risk benefits			1,043						1,182
Separate account liabilities			80,990						80,044
Customer deposits			33,732						33,750
Short-term borrowings			200						200
Long-term debt			3,823						3,077
Debt of consolidated investment entities, at fair value			2,509						2,585
Accounts payable and accrued expenses			2,897						2,982
Other liabilities			17,025						13,878
Other liabilities of consolidated investment entities, at fair value			87						159
Total liabilities			191,505						184,355
Equity:
Common shares ($0.01 par value; shares authorized, 1,250,000,000; shares issued, 338,335,282 and 338,058,287, respectively)			3						3
Additional paid-in capital			10,487						10,377
Retained earnings			29,380						27,662
Treasury shares, at cost (249,886,450 and 246,794,407 shares, respectively)			(32,228)						(30,601)
Accumulated other comprehensive income (loss), net of tax			(1,276)						(892)
Total equity			6,366						6,549
Total liabilities and equity			$	197,871					$	190,904

See Notes to Consolidated Financial Statements.

5

Index

AMERIPRISE FINANCIAL, INC.

CONSOLIDATED STATEMENTS OF EQUITY (UNAUDITED)

			Number of Outstanding Shares			Common Shares			Additional Paid-In Capital			Retained Earnings			Treasury Shares			Accumulated Other Comprehensive Income (Loss)			Total
			(in millions, except share amounts)
Balances at April 1, 2026			90,080,319			$	3		$	10,437		$	28,425		$	(31,448)		$	(1,205)		$	6,212
Net income			—			—			—			1,113			—			—			1,113
Other comprehensive income (loss), net of tax			—			—			—			—			—			(71)			(71)
Dividends to shareholders			—			—			—			(158)			—			—			(158)
Repurchase of common shares			(1,728,659)			—			—			—			(800)			—			(800)
Share-based compensation plans			97,172			—			50			—			20			—			70
Balances at June 30, 2026			88,448,832			$	3		$	10,487		$	29,380		$	(32,228)		$	(1,276)		$	6,366
Balances at April 1, 2025			95,537,187			$	3		$	10,188		$	25,148		$	(28,394)		$	(1,519)		$	5,426
Net income			—			—			—			1,060			—			—			1,060
Other comprehensive income (loss), net of tax			—			—			—			—			—			283			283
Dividends to shareholders			—			—			—			(158)			—			—			(158)
Repurchase of common shares			(1,196,366)			—			—			—			(592)			—			(592)
Share-based compensation plans			68,116			—			63			—			—			—			63
Balances at June 30, 2025			94,408,937			$	3		$	10,251		$	26,050		$	(28,986)		$	(1,236)		$	6,082
Balances at January 1, 2026			91,263,880			$	3		$	10,377		$	27,662		$	(30,601)		$	(892)		$	6,549
Net income			—			—			—			2,028			—			—			2,028
Other comprehensive income (loss), net of tax			—			—			—			—			—			(384)			(384)
Dividends to shareholders			—			—			—			(310)			—			—			(310)
Repurchase of common shares			(3,564,660)			—			—			—			(1,686)			—			(1,686)
Share-based compensation plans			749,612			—			110			—			59			—			169
Balances at June 30, 2026			88,448,832			$	3		$	10,487		$	29,380		$	(32,228)		$	(1,276)		$	6,366
Balances at January 1, 2025			96,166,693			$	3		$	10,141		$	24,713		$	(27,721)		$	(1,908)		$	5,228
Net income			—			—			—			1,643			—			—			1,643
Other comprehensive income (loss), net of tax			—			—			—			—			—			672			672
Dividends to shareholders			—			—			—			(306)			—			—			(306)
Repurchase of common shares			(2,600,960)			—			—			—			(1,336)			—			(1,336)
Share-based compensation plans			843,204			—			110			—			71			—			181
Balances at June 30, 2025			94,408,937			$	3		$	10,251		$	26,050		$	(28,986)		$	(1,236)		$	6,082

See Notes to Consolidated Financial Statements.

6

Index

AMERIPRISE FINANCIAL, INC.

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED)

			Six Months Ended June 30,
			2026						2025
			(in millions)
Cash Flows from Operating Activities
Net income			$	2,028					$	1,643
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation, amortization and accretion, net			(14)						(54)
Deferred income tax expense (benefit)			331						107
Share-based compensation			89						95
Net realized investment (gains) losses			(1)						10
Net trading (gains) losses			(3)						(2)
Loss from equity method investments			2						9
Impairments and provision for loan and credit losses			14						(4)
Net (gains) losses of consolidated investment entities			—						7
Changes in operating assets and liabilities:
Restricted and segregated investments			—						477
Deferred acquisition costs			19						30
Policyholder account balances, future policy benefits and claims, and market risk benefits, net			2,651						2,178
Derivatives, net of collateral			(1,876)						(275)
Receivables			(981)						(103)
Brokerage deposits			475						(146)
Accounts payable and accrued expenses			(80)						(273)
Current income tax, net			(406)						(413)
Other operating assets and liabilities of consolidated investment entities, net			(12)						7
Other, net			1,109						157
Net cash provided by (used in) operating activities			3,345						3,450
Cash Flows from Investing Activities
Available-for-Sale securities:
Proceeds from sales			602						1,573
Maturities, sinking fund payments and calls			6,045						8,483
Purchases			(7,724)						(10,642)
Proceeds from sales, maturities and repayments of mortgage loans			189						86
Funding of mortgage loans			(539)						(240)
Proceeds from sales, maturities and collections of other investments			17						51
Purchase of other investments			(31)						(41)
Purchase of investments by consolidated investment entities			(425)						(731)
Proceeds from sales, maturities and repayments of investments by consolidated investment entities			433						426
Purchase of land, buildings, equipment and software			(66)						(74)
Cash paid for written options with deferred premiums			(73)						—
Cash received from written options with deferred premiums			18						5
Cash paid for deposit receivables			(14)						(15)
Cash received for deposit receivables			202						229
Other, net			(226)						(49)
Net cash provided by (used in) investing activities			$	(1,592)					$	(939)
See Notes to Consolidated Financial Statements.

7

Index

AMERIPRISE FINANCIAL, INC.

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) (Continued)
			Six Months Ended June 30,
			2026						2025
			(in millions)
Cash Flows from Financing Activities
Investment certificates:
Proceeds from additions			$	1,609					$	1,752
Maturities, withdrawals and cash surrenders			(2,368)						(3,055)
Policyholder account balances:
Deposits and other additions			685						590
Net transfers from (to) separate accounts			(86)						(71)
Surrenders and other benefits			(654)						(751)
Change in banking deposits, net			277						191
Cash paid for purchased options with deferred premiums			(113)						(40)
Cash received for purchased options with deferred premiums			152						—
Issuance of long-term debt, net of issuance costs			742						740
Repayments of long-term debt			—						(506)
Dividends paid to shareholders			(300)						(296)
Repurchase of common shares			(1,653)						(1,311)
Borrowings of consolidated investment entities			227						691
Repayments of debt by consolidated investment entities			(262)						(362)
Net cash provided by (used in) financing activities			(1,744)						(2,428)
Effect of exchange rate changes on cash			(8)						38
Net increase (decrease) in cash and cash equivalents, including amounts restricted			1						121
Cash and cash equivalents, including amounts restricted at beginning of period			11,158						9,489
Cash and cash equivalents, including amounts restricted at end of period			$	11,159					$	9,610
Supplemental Disclosures:
Interest paid excluding consolidated investment entities			$	228					$	306
Interest paid by consolidated investment entities			88						74
Leased assets obtained in exchange for operating lease liabilities			48						34
			June 30, 2026						December 31, 2025
			(in millions)
Reconciliation of cash and cash equivalents, including amounts restricted:
Cash and cash equivalents			$	10,135					$	9,953
Cash of consolidated investment entities			113						150
Restricted and segregated cash and cash equivalents			911						1,055
Total cash and cash equivalents, including amounts restricted per consolidated statements of cash flows			$	11,159					$	11,158

See Notes to Consolidated Financial Statements.

8

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED)   

1. Basis of Presentation

Ameriprise Financial, Inc. is a holding company, which primarily conducts business through its subsidiaries to provide financial planning, products and services that are designed to be utilized as solutions for clients’ cash and liquidity, asset accumulation, income, protection and estate and wealth transfer needs. The foreign operations of Ameriprise Financial, Inc. (“Ameriprise Financial”) are conducted primarily through Columbia Threadneedle Investments UK International Limited, TAM UK International Holdings Limited and Ameriprise Asset Management Holdings Singapore (Pte.) Ltd and their respective subsidiaries (collectively, “Threadneedle”).

The accompanying Consolidated Financial Statements include the accounts of Ameriprise Financial, Inc., companies in which it directly or indirectly has a controlling financial interest and variable interest entities (“VIEs”) in which it is the primary beneficiary (collectively, the “Company”). All intercompany transactions and balances have been eliminated in consolidation.

The interim financial information in this report has not been audited. In the opinion of management, all adjustments necessary for a fair statement of the consolidated results of operations and financial position for the interim periods have been made. All adjustments made were of a normal recurring nature.

The accompanying Consolidated Financial Statements are prepared in accordance with U.S. generally accepted accounting principles (“GAAP”). Certain reclassifications of prior period amounts have been made to conform with the current presentation. Results of operations reported for interim periods are not necessarily indicative of results for the entire year. These Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes in the Company’s Annual Report on Form 10-K and 10-K/A for the year ended December 31, 2025, filed with the Securities and Exchange Commission (“SEC”) on February 19, 2026 and March 12, 2026, respectively, (“2025 10-K”).

The Company evaluated events or transactions that occurred after the balance sheet date for potential recognition or disclosure through the date the financial statements were issued. No subsequent events or transactions requiring recognition or disclosure were identified.

2.  Recent Accounting Pronouncements

Future Adoption of New Accounting Standards

Expenses – Disaggregation of Income Statement Expenses

In November 2024, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) 2024-03, Disaggregation of Income Statement Expenses, requiring public business entities to disclose disaggregated information about certain income statement expense line items. The disaggregated disclosures are required to be in the footnotes to the consolidated financial statements on an annual and interim basis. The standard is to be applied prospectively and is effective for annual periods beginning after December 15, 2026, and interim reporting periods beginning after December 15, 2027. The Company is assessing changes to disclosures resulting from the standard. The adoption of the standard will not have an impact on the Company’s consolidated results of operations and financial condition as the standard is disclosure-related only.

Intangibles – Internal-Use Software

In September 2025, the FASB issued ASU 2025-06, Targeted Improvements to the Accounting for Internal-Use Software, to clarify and modernize the accounting treatment for internal-use software costs by eliminating the use of the sequential software development project stages method and provide further guidance on when an entity is required to start capitalizing eligible costs. Under the new guidance, capitalization begins when both of the following occur: (a) management, with the relevant authority, implicitly or explicitly authorizes and commits to funding a computer software project and (b) it is probable that the project will be completed, and the software will be used to perform the function intended. The Company can elect prospective, retrospective, or modified retrospective adoption. The standard is effective for annual periods beginning after December 15, 2027, and interim reporting periods within those years. The Company is evaluating the impact of the standard on its consolidated results of operations and financial condition.

Financial Instruments – Credit Losses: Purchased Loans

In November 2025, the FASB issued ASU 2025‑08, Purchased Loans, which amends the accounting for certain acquired seasoned loans to require recognizing them at their purchase price plus an allowance for expected credit losses (referred to as the gross-up method). The standard is effective for annual periods beginning after December 15, 2026, including interim periods within those years, and applied prospectively. The Company is evaluating the impact of this standard on its consolidated results of operations and financial condition.

Derivatives and Hedging – Hedge Accounting Improvements

In November 2025, the FASB issued ASU 2025‑09, Hedge Accounting Improvements, to make targeted changes within the hedge accounting model. The updates primarily relate to cash flow hedges and certain fair value and net investment hedges. The standard is effective for annual periods beginning after December 15, 2026, including interim periods within those years, and must be applied prospectively. The Company is evaluating the impact of this standard on its consolidated results of operations and financial condition.

9

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AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Interim Reporting – Narrow-Scope Improvements

In December 2025, the FASB issued ASU 2025‑11, Narrow-Scope Improvements, which enhances the navigability of the required interim disclosures and clarifies when that guidance applies. The ASU addresses the form and content of interim financial statements and notes prepared in accordance with GAAP, adds lists of the interim disclosures required by all other codification topics, and establishes a principle under which an entity must disclose events since the end of the last annual reporting period that have a material impact on the entity. The standard is effective for interim reporting periods within annual reporting periods beginning after December 15, 2027, and may be applied prospectively or retrospectively. The adoption of the standard will not have an impact on the Company’s consolidated results of operations and financial condition as the standard is disclosure-related only.

3. Revenue from Contracts with Customers

The following tables present revenue disaggregated by segment on an adjusted operating basis with a reconciliation of segment revenues to those reported on the Consolidated Statements of Operations:

			Three Months Ended June 30, 2026
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other						Total Segments						Non-operating Revenue						Total
			(in millions)
Management and financial advice fees:
Asset management fees:
Retail			$	—					$	597					$	—					$	—					$	597					$	—					$	597
Institutional			—						149						—						—						149						—						149
Model delivery			—						27						—						—						27						—						27
Advisory fees			1,859						—						—						—						1,859						—						1,859
Financial planning fees			126						—						—						—						126						—						126
Transaction and other fees			105						54						15						—						174						—						174
Total management and financial advice fees			2,090						827						15						—						2,932						—						2,932
Distribution fees:
Mutual funds			244						65						—						—						309						—						309
Insurance and annuity			281						40						87						—						408						—						408
Off-balance sheet brokerage cash			21						—						—						—						21						—						21
Other products			138						—						—						—						138						—						138
Total distribution fees			684						105						87						—						876						—						876
Other revenues			77						4						—						—						81						—						81
Total revenue from contracts with customers			2,851						936						102						—						3,889						—						3,889
Revenue from other sources (1)			468						11						873						118						1,470						46						1,516
Total segment gross revenues			3,319						947						975						118						5,359						46						5,405
Banking and deposit interest expense			(73)						—						—						(4)						(77)						—						(77)
Total segment net revenues			3,246						947						975						114						5,282						46						5,328
Elimination of intersegment revenues			(254)						(23)						(110)						4						(383)						(5)						(388)
Total net revenues			$	2,992					$	924					$	865					$	118					$	4,899					$	41					$	4,940

10

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Three Months Ended June 30, 2025
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other						Total Segments						Non-operating Revenue						Total
			(in millions)
Management and financial advice fees:
Asset management fees:
Retail			$	—					$	515					$	—					$	—					$	515					$	—					$	515
Institutional			—						131						—						—						131						—						131
Model delivery			—						23						—						—						23						—						23
Advisory fees			1,517						—						—						—						1,517						—						1,517
Financial planning fees			120						—						—						—						120						—						120
Transaction and other fees			100						50						12						—						162						—						162
Total management and financial advice fees			1,737						719						12						—						2,468						—						2,468
Distribution fees:
Mutual funds			212						53						—						—						265						—						265
Insurance and annuity			258						38						81						—						377						—						377
Off-balance sheet brokerage cash			25						—						—						—						25						—						25
Other products			108						—						—						—						108						—						108
Total distribution fees			603						91						81						—						775						—						775
Other revenues			71						3						—						1						75						—						75
Total revenue from contracts with customers			2,411						813						93						1						3,318						—						3,318
Revenue from other sources (1)			511						17						843						123						1,494						44						1,538
Total segment gross revenues			2,922						830						936						124						4,812						44						4,856
Banking and deposit interest expense			(115)						—						—						(8)						(123)						—						(123)
Total segment net revenues			2,807						830						936						116						4,689						44						4,733
Elimination of intersegment revenues			(228)						(25)						(108)						7						(354)						(4)						(358)
Total net revenues			$	2,579					$	805					$	828					$	123					$	4,335					$	40					$	4,375

11

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Six Months Ended June 30, 2026
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other						Total Segments						Non-operating Revenue						Total
			(in millions)
Management and financial advice fees:
Asset management fees:
Retail			$	—					$	1,160					$	—					$	—					$	1,160					$	—					$	1,160
Institutional			—						294						—						—						294						—						294
Model delivery			—						54						—						—						54						—						54
Advisory fees			3,656						—						—						—						3,656						—						3,656
Financial planning fees			241						—						—						—						241						—						241
Transaction and other fees			204						107						30						—						341						—						341
Total management and financial advice fees			4,101						1,615						30						—						5,746						—						5,746
Distribution fees:
Mutual funds			481						126						—						—						607						—						607
Insurance and annuity			541						79						170						—						790						—						790
Off-balance sheet brokerage cash			47						—						—						—						47						—						47
Other products			279						—						—						—						279						—						279
Total distribution fees			1,348						205						170						—						1,723						—						1,723
Other revenues			155						9						—						—						164						—						164
Total revenue from contracts with customers			5,604						1,829						200						—						7,633						—						7,633
Revenue from other sources (1)			964						28						1,727						225						2,944						88						3,032
Total segment gross revenues			6,568						1,857						1,927						225						10,577						88						10,665
Banking and deposit interest expense			(147)						—						—						(8)						(155)						—						(155)
Total segment net revenues			6,421						1,857						1,927						217						10,422						88						10,510
Elimination of intersegment revenues			(493)						(46)						(218)						8						(749)						(9)						(758)
Total net revenues			$	5,928					$	1,811					$	1,709					$	225					$	9,673					$	79					$	9,752

12

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Six Months Ended June 30, 2025
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other						Total Segments						Non-operating Revenue						Total
			(in millions)
Management and financial advice fees:
Asset management fees:
Retail			$	—					$	1,045					$	—					$	—					$	1,045					$	—					$	1,045
Institutional			—						265						—						—						265						—						265
Model delivery			—						45						—						—						45						—						45
Advisory fees			3,032						—						—						—						3,032						—						3,032
Financial planning fees			230						—						—						—						230						—						230
Transaction and other fees			194						100						27						—						321						—						321
Total management and financial advice fees			3,456						1,455						27						—						4,938						—						4,938
Distribution fees:
Mutual funds			426						108						—						—						534						—						534
Insurance and annuity			501						77						163						—						741						—						741
Off-balance sheet brokerage cash			61						—						—						—						61						—						61
Other products			228						—						—						—						228						—						228
Total distribution fees			1,216						185						163						—						1,564						—						1,564
Other revenues			140						8						—						1						149						—						149
Total revenue from contracts with customers			4,812						1,648						190						1						6,651						—						6,651
Revenue from other sources (1)			1,019						28						1,672						235						2,954						93						3,047
Total segment gross revenues			5,831						1,676						1,862						236						9,605						93						9,698
Banking and deposit interest expense			(242)						—						—						(16)						(258)						—						(258)
Total segment net revenues			5,589						1,676						1,862						220						9,347						93						9,440
Elimination of intersegment revenues			(450)						(51)						(217)						15						(703)						(8)						(711)
Total net revenues			$	5,139					$	1,625					$	1,645					$	235					$	8,644					$	85					$	8,729

(1) Revenues not included in the scope of the revenue from contracts with customers standard. The amounts primarily consist of revenue associated with insurance and annuity products and investment income from financial instruments.

The following discussion describes the nature, timing, and uncertainty of revenues and cash flows arising from the Company’s contracts with customers on a consolidated basis.

Management and Financial Advice Fees

Asset Management Fees

The Company earns revenue for performing asset management services for retail and institutional clients (assets under management). The Company also earns revenue for performing advisory services for model portfolios that the Company does not have full discretionary investment authority (assets under advisement). The revenue is earned based on a fixed or tiered rate applied, as a percentage, to assets under management or advisement. Assets under management and advisement vary with market fluctuations and client behavior. The asset management and advisement performance obligation is considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. Asset management fees are accrued, invoiced and collected on a monthly or quarterly basis.

The Company’s asset management contracts for Open Ended Investment Companies (“OEICs”) in the United Kingdom (“U.K.”) and Société d'Investissement à Capital Variable (“SICAVs”) in Europe include performance obligations for asset management and fund distribution services. The amounts received for these services are reported as Management and financial advice fees. The revenue recognition pattern is the same for both performance obligations as the fund distribution services revenue is variably constrained due to factors outside the Company’s control including market volatility and client behavior (such as how long clients hold their investment) and not recognized until assets under management are known.

The Company may also earn performance-based management fees on institutional accounts, hedge funds, collateralized loan obligations (“CLOs”), OEICs, SICAVs and property and other funds based on a percentage of account returns in excess of either a benchmark index or a contractually specified level. This revenue is variable and impacted primarily by the performance of the assets

13

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AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

being managed compared to the benchmark index or contractually specified level. The revenue is not recognized until it is probable that a significant reversal will not occur. Performance-based management fees are invoiced on a quarterly or annual basis.

Advisory Fees

The Company earns revenue for performing investment advisory services for certain brokerage customer’s discretionary and non-discretionary managed accounts. The revenue is earned based on a contractual fixed rate applied, as a percentage, to the market value of assets held in the account. The investment advisory performance obligation is considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. Advisory fees are billed on a monthly basis on the prior month end assets.

Financial Planning Fees

The Company earns revenue for providing financial plans to its clients. The revenue earned for each financial plan is either a fixed fee (received monthly, quarterly or annually) or a variable fee (received monthly) based on a contractual fixed rate applied, as a percentage, to the prior month end assets held in a client’s investment advisory account. The financial planning fee is based on the complexity of a client’s financial and life situation and his or her advisor’s experience. The performance obligation is satisfied at the time the financial plan is delivered to the customer. The Company records a contract liability for the unearned revenue when cash is received before the plan is delivered. The financial plan contracts with clients are annual contracts. Amounts recorded as a contract liability are recognized as revenue when the financial plan is delivered, which occurs within the annual contract period.

For fixed fee arrangements, revenue is recognized when the financial plan is delivered. The Company accrues revenue for any amounts that have not been received at the time the financial plan is delivered.

For variable fee arrangements, revenue is recognized for cash that has been received when the financial plan is delivered. The amount received after the plan is delivered is variably constrained due to factors outside the Company’s control including market volatility and client behavior. The revenue is recognized when it is probable that a significant reversal will not occur and is generally each month end as the advisory account balance uncertainty is resolved.

Contract liabilities for financial planning fees, which are included in Other liabilities, was $184 million and $187 million as of June 30, 2026 and December 31, 2025, respectively.

The Company pays sales commissions to advisors when a new financial planning contract is obtained or when an existing contract is renewed. The sales commissions paid to the advisors prior to financial plan delivery are considered costs to obtain a contract with a customer and are initially capitalized. When the performance obligation to deliver the financial plan is satisfied, the commission is recognized as distribution expense. Capitalized costs to obtain these contracts are reported in Other assets and were $147 million and $150 million as of June 30, 2026 and December 31, 2025, respectively.

Transaction and Other Fees

The Company earns revenue for providing customer support, shareholder and administrative services (including transfer agent services) for affiliated mutual funds and networking, sub-accounting and administrative services for unaffiliated mutual funds. The Company also receives revenue for providing custodial services and account maintenance services on brokerage and retirement accounts that are not included in an advisory relationship. Transfer agent and administrative revenue is earned based on either a fixed rate applied, as a percentage, to assets under management or an annual fixed fee for each fund position. Networking and sub-accounting revenue is earned based on either an annual fixed fee for each account or an annual fixed fee for each fund position. Custodial and account maintenance revenue is generally earned based on a quarterly or annual fixed fee for each account. Each of the customer support and administrative services performance obligations are considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. Transaction and other fees (other than custodial service fees) are invoiced or charged to brokerage accounts on a monthly or quarterly basis. Custodial service fees are invoiced or charged to brokerage accounts on an annual basis. Contract liabilities for custodial service fees, which are included in Other liabilities, were $23 million and nil as of June 30, 2026 and December 31, 2025, respectively.

The Company earns revenue for providing trade execution services to franchise advisors. The trade execution performance obligation is satisfied at the time of each trade and the revenue is primarily earned based on a fixed fee per trade. These fees are invoiced and collected on a semi-monthly basis.

Distribution Fees

Mutual Funds and Insurance and Annuity Products

The Company earns revenue for selling affiliated and unaffiliated mutual funds, fixed and variable annuities and insurance products. The performance obligation is satisfied at the time of each individual sale. A portion of the revenue is based on a fixed rate applied, as a percentage, to amounts invested at the time of sale. The remaining revenue is recognized over the time the client owns the investment or holds the contract and is generally earned based on a fixed rate applied, as a percentage, to the net asset value of the fund, or the value of the insurance policy or annuity contract. The ongoing revenue is not recognized at the time of sale because it is

14

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

variably constrained due to factors outside the Company’s control including market volatility and client behavior (such as how long clients hold their investment, insurance policy or annuity contract). This ongoing revenue may be recognized for many years after the initial sale. The revenue will not be recognized until it is probable that a significant reversal will not occur.

The Company earns revenue for providing unaffiliated partners an opportunity to educate the Company’s advisors or to support availability and distribution of their products on the Company’s platforms. These payments allow the outside parties to train and support the advisors, explain the features of their products and distribute marketing and educational materials, and support trading and operational systems necessary to enable the Company’s client servicing and production distribution efforts. The Company earns revenue for placing and maintaining unaffiliated fund partners and insurance companies’ products on the Company’s sales platform (subject to the Company’s due diligence standards). The revenue is primarily earned based on a fixed fee or a fixed rate applied, as a percentage, to the market value of assets invested. These performance obligations are considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. These fees are invoiced and collected on a monthly basis.

Off-Balance Sheet Brokerage Cash

The Company earns revenue for placing clients’ deposits in its brokerage sweep program with third-party banks. The amount received from the third-party banks is impacted by short-term interest rates. The performance obligation with the financial institutions that participate in the sweep program is considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. The revenue is earned daily and settled monthly based on a rate applied, as a percentage, to the deposits placed.

Other Products

The Company earns revenue for selling unaffiliated alternative products. The performance obligation is satisfied at the time of each individual sale. A portion of the revenue is based on a fixed rate applied, as a percentage, to amounts invested at the time of sale. The remaining revenue is recognized over the time the client owns the investment and is earned generally based on a fixed rate applied, as a percentage, to the market value of the investment. The ongoing revenue is not recognized at the time of sale because it is variably constrained due to factors outside the Company’s control including market volatility and client behavior (such as how long clients hold their investment). The revenue will not be recognized until it is probable that a significant reversal will not occur.

The Company earns revenue from brokerage clients for the execution of requested trades. The performance obligation is satisfied at the time of trade execution and amounts are received on the settlement date. The revenue varies for each trade based on various factors that include the type of investment, dollar amount of the trade and how the trade is executed (online or broker assisted).

Other Revenues

The Company earns revenue from fees charged to franchise advisors for providing various services the advisors need to manage and grow their practices. The primary services include: licensing of intellectual property and software, compliance supervision, insurance coverage, technology services and support, consulting and other services. The services are either provided by the Company or third- party providers. The Company controls the services provided by third parties as it has the right to direct the third parties to perform the services, is primarily responsible for performing the services and sets the prices the advisors are charged. The Company recognizes revenue for the gross amount of the fees received from the advisors. The fees are primarily collected monthly as a reduction of commission payments.

Intellectual property and software licenses, along with compliance supervision, insurance coverage, and technology services and support are primarily earned based on a monthly fixed fee. These services are considered a series of distinct services that are substantially the same and are satisfied each day over the contract term. The consulting and other services performance obligations are satisfied as the services are delivered and revenue is earned based upon the level of service requested.

Receivables

Receivables for revenue from contracts with customers are recognized when the performance obligation is satisfied and the Company has an unconditional right to the revenue. Receivables related to revenues from contracts with customers were $499 million and $590 million as of June 30, 2026 and December 31, 2025, respectively.

4.  Variable Interest Entities

The Company provides asset management services to investment entities which are considered to be VIEs, such as CLOs, hedge funds and other private funds, property funds, and certain non-U.S. series funds (such as OEICs and SICAVs) (collectively, “investment entities”), which are sponsored by the Company. In addition, the Company invests in structured investments other than CLOs and certain affordable housing partnerships which are considered VIEs. The Company consolidates certain investment entities (collectively, “consolidated investment entities”) if the Company is deemed to be the primary beneficiary. The Company has no obligation to provide financial or other support to the non-consolidated VIEs beyond its initial investment and existing future funding commitments, and the Company has not provided any additional support to these entities. The Company has unfunded commitments related to consolidated CLOs of $6 million as of both June 30, 2026 and December 31, 2025.

15

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Structured Investments

The Company invests in structured investments which are considered VIEs for which it is not the sponsor. These structured investments typically invest in fixed income instruments and are managed by third parties and include asset backed securities and commercial and residential mortgage backed securities. The Company classifies these investments as Available-for-Sale securities. The Company has determined that it is not the primary beneficiary of these structures due to the size of the Company’s investment in the entities and position in the capital structure of these entities.

Additionally, the Company invests in CLOs for which it is the sponsor. CLOs are asset backed financing entities collateralized by a pool of assets, primarily syndicated loans and, to a lesser extent, high-yield bonds. Multiple tranches of debt securities are issued by a CLO, offering investors various maturity and credit risk characteristics. The debt securities issued by the CLOs are non-recourse to the Company. The CLO’s debt holders have recourse only to the assets of the CLO. The assets of the CLOs cannot be used by the Company. Scheduled debt payments are based on the performance of the CLO’s collateral pool. The Company earns management fees from the CLOs based on the value of the CLO’s collateral pool and, in certain instances, may also receive incentive fees. The fee arrangement is at market and commensurate with the level of effort required to provide those services. The Company has invested in a portion of the unrated, junior subordinated notes and highly rated senior notes of certain CLOs. The Company consolidates certain CLOs where it is the primary beneficiary.

The Company’s maximum exposure to loss with respect to structured investments and non-consolidated CLOs is limited to its amortized cost. The Company classifies these investments as Available-for-Sale securities. See Note 5 for additional information on these investments.

Other Non-Consolidated VIEs

The Company’s investments in other non-consolidated VIEs are recorded in other investments. The Company’s maximum exposure to loss with respect to its investments in these non-consolidated VIEs is limited to its carrying value. The carrying value of other non-consolidated VIEs was $87 million and $105 million as of June 30, 2026 and December 31, 2025, respectively. The Company’s liability related to original purchase commitments not yet remitted to the VIEs was not material as of both June 30, 2026 and December 31, 2025. The Company has not provided any additional support to the VIEs beyond the funding commitments.

Property Funds, Non-U.S. Series Funds, Hedge Funds and other Private Funds

The Company provides investment advice and other related services to property funds, non-U.S. series funds, hedge funds and other private funds, some of which are considered VIEs. For investment management services, the Company generally earns management fees based on the market value of assets under management, and in certain instances may also receive performance-based fees. The fee arrangements are at market and commensurate with the level of effort required to provide those services. The Company does not have a significant economic interest and is not required to consolidate any of these funds.

Affordable Housing Partnerships and Other Real Estate Partnerships

The Company is a limited partner in affordable housing partnerships that qualify for government-sponsored low income housing tax credit programs and partnerships that invest in multi-family residential properties that were originally developed with an affordable housing component. The Company has determined it is not the primary beneficiary and therefore does not consolidate these partnerships. A majority of the limited partnerships are VIEs.

Fair Value of Assets and Liabilities

The Company categorizes its fair value measurements according to a three-level hierarchy. See Note 12 for the definition of the three levels of the fair value hierarchy.

16

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables present the balances of assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis:

			June 30, 2026
			Level 1						Level 2						Level 3						Total
			(in millions)
Assets
Investments:
Corporate debt securities			$	—					$	71					$	—					$	71
Syndicated loans			—						2,352						71						2,423
Total investments			—						2,423						71						2,494
Receivables			—						44						—						44
Total assets at fair value			$	—					$	2,467					$	71					$	2,538
Liabilities
Debt (1)			$	—					$	2,509					$	—					$	2,509
Other liabilities			—						87						—						87
Total liabilities at fair value			$	—					$	2,596					$	—					$	2,596

			December 31, 2025
			Level 1						Level 2						Level 3						Total
			(in millions)
Assets
Investments:
Corporate debt securities			$	—					$	71					$	—					$	71
Syndicated loans			—						2,458						89						2,547
Total investments			—						2,529						89						2,618
Receivables			—						30						—						30
Total assets at fair value			$	—					$	2,559					$	89					$	2,648
Liabilities
Debt (1)			$	—					$	2,585					$	—					$	2,585
Other liabilities			—						159						—						159
Total liabilities at fair value			$	—					$	2,744					$	—					$	2,744

(1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.5 billion and $2.6 billion as of June 30, 2026 and December 31, 2025, respectively.

17

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables provide a summary of changes in Level 3 assets held by consolidated investment entities measured at fair value on a recurring basis:

									Syndicated Loans
									(in millions)
Balance at April 1, 2026									$	154
Total gains (losses) included in:
Net income									2			(1)
Purchases									8
Sales									(9)
Settlements									(1)
Transfers into Level 3									12
Transfers out of Level 3									(95)
Balance at June 30, 2026									$	71
Changes in unrealized gains (losses) included in net income relating to assets held at June 30, 2026									$	2		(1)

									Syndicated Loans
									(in millions)
Balance at April 1, 2025									$	130
Purchases									50
Sales									(7)
Settlements									(1)
Transfers into Level 3									61
Transfers out of Level 3									(58)
Balance at June 30, 2025									$	175
Changes in unrealized gains (losses) included in net income relating to assets held at June 30, 2025									$	1		(1)

									Syndicated Loans
									(in millions)
Balance at January 1, 2026									$	89
Total gains (losses) included in:
Net income									(2)			(1)
Purchases									31
Sales									(20)
Settlements									(6)
Transfers into Level 3									114
Transfers out of Level 3									(135)
Balance at June 30, 2026									$	71

18

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Common Stocks						Syndicated Loans
			(in millions)
Balance at January 1, 2025			$	1					$	118
Total gains (losses) included in:
Net income			—						(2)			(1)
Purchases			—						66
Sales			—						(7)
Settlements			—						(2)
Transfers into Level 3			—						128
Transfers out of Level 3			(1)						(126)
Balance at June 30, 2025			$	—					$	175
Changes in unrealized gains (losses) included in net income relating to assets held at June 30, 2025			$	—					$	(1)		(1)

(1) Included in Net investment income.

Loans transferred from Level 3 primarily represent assets with fair values that are now obtained from a third-party pricing service with observable inputs or priced in active markets. Loans transferred to Level 3 represent assets with fair values that are now based on a single non-binding broker quote.

All Level 3 measurements as of June 30, 2026 and December 31, 2025 were obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company.

Determination of Fair Value

Assets

Investments

The fair value of syndicated loans obtained from third-party pricing services using a market approach with observable inputs is classified as Level 2. The fair value of syndicated loans obtained from third-party pricing services with a single non-binding broker quote as the underlying valuation source is classified as Level 3. The underlying inputs used in non-binding broker quotes are not readily available to the Company. See Note 12 for a description of the Company’s determination of the fair value of corporate debt securities.

Receivables

For receivables of the consolidated CLOs, the carrying value approximates fair value as the nature of these assets has historically been short-term and the receivables have been collectible. The fair value of these receivables is classified as Level 2.

Liabilities

Debt

The fair value of the CLOs’ assets, typically syndicated bank loans, is more observable than the fair value of the CLOs’ debt tranches for which market activity is limited and less transparent. As a result, the fair value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets and is classified as Level 2.

Other Liabilities

Other liabilities consist primarily of securities purchased but not yet settled by consolidated CLOs. The carrying value approximates fair value as the nature of these liabilities has historically been short-term. The fair value of these liabilities is classified as Level 2. Other liabilities also include accrued interest on CLO debt.

Fair Value Option

The Company has elected the fair value option for the financial assets and liabilities of the consolidated CLOs. Management believes that the use of the fair value option better matches the changes in fair value of assets and liabilities related to the CLOs.

19

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following table presents the fair value and unpaid principal balance of loans and debt for which the fair value option has been elected:

			June 30, 2026						December 31, 2025
			(in millions)
Syndicated Loans
Unpaid principal balance			$	2,531					$	2,632
Excess unpaid principal over fair value			(108)						(85)
Fair value			$	2,423					$	2,547
Fair value of loans more than 90 days past due			$	1					$	1
Fair value of loans in nonaccrual status			$	2					$	1
Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both			$	27					$	14
Debt
Unpaid principal balance			$	2,784					$	2,819
Excess unpaid principal over fair value			(275)						(234)
Carrying value (1)			$	2,509					$	2,585

(1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.5 billion and $2.6 billion as of June 30, 2026 and December 31, 2025, respectively.

Interest income from syndicated loans, bonds and structured investments is recorded based on contractual rates in Net investment income. Gains and losses related to changes in the fair value of investments and gains and losses on sales of investments are also recorded in Net investment income. Interest expense on debt is recorded in Interest and debt expense with gains and losses related to changes in the fair value of debt recorded in Net investment income.

Total net gains (losses) recognized in Net investment income related to the changes in fair value of investments the Company owns in the consolidated CLOs where it has elected the fair value option and collateralized financing entity accounting were immaterial for the six months ended June 30, 2026 and 2025.

Debt of the consolidated investment entities and the stated interest rates were as follows:

			Carrying Value												Weighted Average Interest Rate
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
Debt of consolidated CLOs due 2030 - 2038			$	2,509					$	2,585					4.9		%				5.1		%

The debt of the consolidated CLOs has both fixed and floating interest rates, which range from nil to 13.1%. The interest rates on the debt of CLOs are weighted average rates based on the outstanding principal and contractual interest rates.

5.  Investments

The following is a summary of Ameriprise Financial investments:

			June 30, 2026						December 31, 2025
			(in millions)
Available-for-Sale securities, at fair value			$	54,382					$	53,591
Mortgage loans (allowance for credit losses: 2026, $15; 2025, $14)			3,170						2,824
Policy loans			1,085						1,056
Other investments (allowance for credit losses: 2026, $8; 2025, $7)			1,012						935
Total			$	59,649					$	58,406

Other investments primarily reflect the Company’s interests in affordable housing partnerships, trading securities, equity securities, seed money investments in proprietary funds, syndicated loans, credit card receivables and certificates of deposit with original or remaining maturities at the time of purchase of more than 90 days.

20

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following is a summary of Net investment income:

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions)
Available-for-Sale securities (1)			$	647					$	659					$	1,284					$	1,301
Net realized gains (losses)			(10)						(16)						(7)						(11)
Consolidated investment entities			56						53						91						90
Other investments and receivables (1)			200						195						397						379
Total			$	893					$	891					$	1,765					$	1,759

(1) Prior period amounts associated with investment income from Available-for-Sale securities have been disaggregated (as the largest component of fixed maturities) to conform with current period presentation with remaining amounts included in Other investments and receivables.

Available-for-Sale securities distributed by type were as follows:

						June 30, 2026
Description of Securities						Amortized Cost						Gross Unrealized Gains						Gross Unrealized Losses						Allowance for Credit Losses						Fair Value
						(in millions)
Corporate debt securities						$	17,136					$	271					$	(555)					$	—					$	16,852
Residential mortgage backed securities						28,649						109						(785)						—						27,973
Commercial mortgage backed securities						3,590						4						(108)						—						3,486
Asset backed securities						3,820						7						(23)						—						3,804
State and municipal obligations						677						31						(17)						(1)						690
U.S. government and agency obligations						1,576						—						—						—						1,576
Foreign government bonds and obligations						1						—						—						—						1
Total						$	55,449					$	422					$	(1,488)					$	(1)					$	54,382

						December 31, 2025
Description of Securities						Amortized Cost						Gross Unrealized Gains						Gross Unrealized Losses						Allowance for Credit Losses						Fair Value
						(in millions)
Corporate debt securities						$	15,911					$	395					$	(464)					$	—					$	15,842
Residential mortgage backed securities						28,578						261						(666)						—						28,173
Commercial mortgage backed securities						3,778						16						(103)						(4)						3,687
Asset backed securities						3,755						19						(21)						—						3,753
State and municipal obligations						657						36						(15)						(1)						677
U.S. government and agency obligations						1,457						1						—						—						1,458
Foreign government bonds and obligations						1						—						—						—						1
Total						$	54,137					$	728					$	(1,269)					$	(5)					$	53,591

As of June 30, 2026 and December 31, 2025, accrued interest of $356 million and $332 million, respectively, is excluded from the amortized cost basis of Available-for-Sale securities in the tables above and is recorded in Receivables.

As of June 30, 2026 and December 31, 2025, fixed maturity securities comprised approximately 91% and 92%, respectively, of Ameriprise Financial investments. Rating agency designations are based on the availability of ratings from Nationally Recognized Statistical Rating Organizations (“NRSROs”), including Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings Ltd. (“Fitch”). The Company uses the median of available ratings from Moody’s, S&P and Fitch, or if fewer than three ratings are available, the lower rating is used. When ratings from Moody’s, S&P and Fitch are unavailable, the Company may utilize ratings from other NRSROs or rate the securities internally. As of June 30, 2026 and December 31, 2025, the Company’s internal analysts rated $889 million and $662 million, respectively, of securities using criteria similar to those used by NRSROs.

21

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

A summary of fixed maturity securities by rating was as follows:

Ratings						June 30, 2026																		December 31, 2025
						Amortized Cost						Fair Value						Percent of Total Fair Value						Amortized Cost						Fair Value						Percent of Total Fair Value
						(in millions, except percentages)
AAA						$	18,154					$	17,786					33		%				$	19,744					$	19,489					36		%
AA						20,426						20,032						37						18,446						18,259						34
A						5,310						5,251						9						4,445						4,468						8
BBB						11,120						10,897						20						11,169						11,067						21
Below investment grade						439						416						1						333						308						1
Total fixed maturities						$	55,449					$	54,382					100		%				$	54,137					$	53,591					100		%

As of June 30, 2026 and December 31, 2025, approximately 87% and 86% of securities rated AA were GNMA, FNMA and FHLMC mortgage backed securities, respectively. No holdings of any issuer were greater than 10% of the Company’s total equity as of both June 30, 2026 and December 31, 2025.

The following tables summarize the fair value and gross unrealized losses on Available-for-Sale securities, aggregated by major investment type and the length of time that individual securities have been in a continuous unrealized loss position for which no allowance for credit losses has been recorded:

Description of Securities						June 30, 2026
						Less than 12 Months																		12 Months or More																		Total
						Number of Securities						Fair Value						Unrealized Losses						Number of Securities						Fair Value						Unrealized Losses						Number of Securities						Fair Value						Unrealized Losses
						(in millions, except number of securities)
Corporate debt securities						269						$	4,627					$	(87)					299						$	5,061					$	(468)					568						$	9,688					$	(555)
Residential mortgage backed securities						284						9,364						(105)						579						6,588						(680)						863						15,952						(785)
Commercial mortgage backed securities						31						876						(8)						149						1,970						(100)						180						2,846						(108)
Asset backed securities						36						850						(2)						25						212						(21)						61						1,062						(23)
State and municipal obligations						13						84						(2)						39						134						(15)						52						218						(17)
U.S. government and agency obligations						26						1,343						—						—						—						—						26						1,343						—
Total						659						$	17,144					$	(204)					1,091						$	13,965					$	(1,284)					1,750						$	31,109					$	(1,488)

Description of Securities						December 31, 2025
						Less than 12 Months																		12 Months or More																		Total
						Number of Securities						Fair Value						Unrealized Losses						Number of Securities						Fair Value						Unrealized Losses						Number of Securities						Fair Value						Unrealized Losses
						(in millions, except number of securities)
Corporate debt securities						108						$	1,560					$	(48)					314						$	5,175					$	(416)					422						$	6,735					$	(464)
Residential mortgage backed securities						64						1,892						(3)						636						8,033						(663)						700						9,925						(666)
Commercial mortgage backed securities						10						167						—						165						2,334						(103)						175						2,501						(103)
Asset backed securities						4						56						—						30						255						(21)						34						311						(21)
State and municipal obligations						14						90						(2)						39						127						(13)						53						217						(15)
U.S. government and agency obligations						3						60						—						—						—						—						3						60						—
Total						203						$	3,825					$	(53)					1,184						$	15,924					$	(1,216)					1,387						$	19,749					$	(1,269)

22

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

As part of the Company’s ongoing monitoring process, management determined that the increase in total gross unrealized losses on its Available-for-Sale securities for which an allowance for credit losses has not been recognized during the six months ended June 30, 2026 is primarily attributable to the impact of higher interest rates. As of June 30, 2026, the Company did not recognize these unrealized losses in earnings because it was determined that such losses were due to non-credit factors. The Company does not intend to sell these securities and does not believe that it is more likely than not that the Company will be required to sell these securities before the anticipated recovery of the remaining amortized cost basis. As of June 30, 2026 and December 31, 2025, approximately 97% and 96%, respectively, of the total of Available-for-Sale securities with gross unrealized losses were considered investment grade.

The following tables present a rollforward of the allowance for credit losses on Available-for-Sale securities:

															Commercial Mortgage Backed Securities						State and Municipal Obligations									Total
															(in millions)
Balance at April 1, 2026															$	—					$	1								$	1
Reductions for securities sold during the period (realized)															—						—									—
Balance at June 30, 2026															$	—					$	1								$	1
Balance at April 1, 2025															$	4					$	1								$	5
Additional increases (decreases) on securities that had an allowance recorded in a previous period															—						—									—
Balance at June 30, 2025															$	4					$	1								$	5
Balance at January 1, 2026															$	4					$	1								$	5
Reductions for securities sold during the period (realized)															(4)						—									(4)
Balance at June 30, 2026															$	—					$	1								$	1
Balance at January 1, 2025															$	4					$	1								$	5
Additional increases (decreases) on securities that had an allowance recorded in a previous period															—						—									—
Balance at June 30, 2025															$	4					$	1								$	5

Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in Net investment income were as follows:

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions)
Gross realized investment gains			$	3					$	5					$	14					$	15
Gross realized investment losses			—						(20)						(12)						(25)
Credit reversals (losses)			—						—						4						—
Other impairments			(12)						—						(12)						—
Total			$	(9)					$	(15)					$	(6)					$	(10)

Other impairments for the three and six months ended June 30, 2026 are related to Available-for-Sale securities which the Company intends to sell (tender).

See Note 15 for a rollforward of net unrealized investment gains (losses) included in accumulated other comprehensive income (loss) (“AOCI”).

23

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Available-for-Sale securities by contractual maturity as of June 30, 2026 were as follows:

			Amortized Cost						Fair Value
			(in millions)
Due within one year			$	1,958					$	1,958
Due after one year through five years			4,339						4,158
Due after five years through 10 years			6,243						6,249
Due after 10 years			6,850						6,754
			19,390						19,119
Residential mortgage backed securities			28,649						27,973
Commercial mortgage backed securities			3,590						3,486
Asset backed securities			3,820						3,804
Total			$	55,449					$	54,382

Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations. Residential mortgage backed securities, commercial mortgage backed securities and asset backed securities are not due at a single maturity date. As such, these securities were not included in the maturities distribution.

6.  Financing Receivables

Financing receivables are comprised of commercial loans, consumer loans and deposit receivables.

Allowance for Credit Losses

The following tables present a rollforward of the allowance for credit losses:

			Commercial Loans						Consumer Loans						Total
			(in millions)
Balance at January 1, 2026			$	41					$	11					$	52
Provisions			5						2						7
Charge-offs			(1)						(1)						(2)
Balance at June 30, 2026			$	45					$	12					$	57
Balance at January 1, 2025			$	45					$	9					$	54
Provisions			(8)						3						(5)
Charge-offs			—						(2)						(2)
Balance at June 30, 2025			$	37					$	10					$	47

As of June 30, 2026 and December 31, 2025, accrued interest on commercial loans was $23 million and $22 million, respectively, and is recorded in Receivables and excluded from the amortized cost basis of commercial loans.

Purchases and Sales

During the three months ended June 30, 2026 and 2025, the Company purchased $1 million and $13 million, respectively, of syndicated loans, and sold nil and $1 million, respectively, of syndicated loans. During the six months ended June 30, 2026 and 2025, the Company purchased $4 million and $17 million, respectively, of syndicated loans, and sold $6 million and $4 million, respectively, of syndicated loans.

During the three months ended June 30, 2026 and 2025, the Company purchased $216 million and $76 million, respectively, of residential mortgage loans. During the six months ended June 30, 2026 and 2025, the Company purchased $375 million and $116 million, respectively, of residential mortgage loans.

The Company has not acquired any loans with deteriorated credit quality as of the acquisition date.

Credit Quality Information

Nonperforming loans were $15 million and $13 million as of June 30, 2026 and December 31, 2025, respectively.

24

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Commercial Loans

Commercial Mortgage Loans

The Company reviews the credit worthiness of the borrower and the performance of the underlying properties in order to determine the risk of loss on commercial mortgage loans. Loan-to-value ratio is the primary credit quality indicator included in this review.

Based on this review, the commercial mortgage loans are assigned an internal risk rating, which management updates when credit risk changes. Commercial mortgage loans which management has assigned its highest risk rating were less than 1% of total commercial mortgage loans as of both June 30, 2026 and December 31, 2025. Loans with the highest risk rating represent distressed loans which the Company has identified as impaired or expects to become delinquent or enter into foreclosure within the next six months. There were no commercial mortgage loans past due as of both June 30, 2026 and December 31, 2025.

The tables below present the amortized cost basis of commercial mortgage loans by year of origination and loan-to-value ratio:

						June 30, 2026
Loan-to-Value Ratio						2026						2025						2024						2023						2022						Prior						Total
						(in millions)
> 100%						$	—					$	—					$	—					$	—					$	—					$	27					$	27
80% - 100%						10						—						3						—						1						32						46
60% - 80%						87						72						20						12						5						117						313
40% - 60%						45						133						89						46						27						334						674
< 40%						12						50						63						11						69						841						1,046
Total						$	154					$	255					$	175					$	69					$	102					$	1,351					$	2,106

						December 31, 2025
Loan-to-Value Ratio						2025						2024						2023						2022						2021						Prior						Total
						(in millions)
> 100%						$	—					$	—					$	—					$	—					$	—					$	15					$	15
80% - 100%						—						—						—						—						—						56						56
60% - 80%						83						82						18						12						—						103						298
40% - 60%						129						87						42						26						62						339						685
< 40%						45						15						11						65						108						741						985
Total						$	257					$	184					$	71					$	103					$	170					$	1,254					$	2,039

Loan-to-value ratio is based on income and expense data provided by borrowers at least annually and long-term capitalization rate assumptions based on property type.

In addition, the Company reviews the concentrations of credit risk by region and property type. Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows:

			Loans												Percentage
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
East North Central			$	198					$	185					9		%				9		%
East South Central			54						51						3						3
Middle Atlantic			141						126						7						6
Mountain			161						168						8						8
New England			53						35						3						2
Pacific			706						696						33						34
South Atlantic			569						552						27						27
West North Central			114						110						5						5
West South Central			110						116						5						6
Total			$	2,106					$	2,039					100		%				100		%

25

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Concentrations of credit risk of commercial mortgage loans by property type were as follows:

			Loans												Percentage
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
Apartments			$	636					$	600					30		%				29		%
Hotel			46						40						2						2
Industrial			417						404						20						20
Mixed use			81						83						4						4
Office			181						190						8						9
Retail			523						528						25						26
Other			222						194						11						10
Total			$	2,106					$	2,039					100		%				100		%

Syndicated Loans

The investment in syndicated loans as of June 30, 2026 and December 31, 2025 was $74 million and $79 million, respectively. The Company’s syndicated loan portfolio is diversified across industries and issuers. There were no syndicated loans past due as of both June 30, 2026 and December 31, 2025. The Company assigns an internal risk rating to each syndicated loan in its portfolio ranging from 1 through 5, with 5 reflecting the lowest quality.

The tables below present the amortized cost basis of syndicated loans by origination year and internal risk rating:

						June 30, 2026
Internal Risk Rating						2026						2025						2024						2023						2022						Prior						Total
						(in millions)
Risk 5						$	—					$	—					$	—					$	—					$	—					$	—					$	—
Risk 4						—						1						—						—						—						1						2
Risk 3						6						7						1						1						—						—						15
Risk 2						13						8						9						3						—						3						36
Risk 1						—						9						10						2						—						—						21
Total						$	19					$	25					$	20					$	6					$	—					$	4					$	74

						December 31, 2025
Internal Risk Rating						2025						2024						2023						2022						2021						Prior						Total
						(in millions)
Risk 5						$	—					$	—					$	—					$	—					$	—					$	—					$	—
Risk 4						—						—						—						—						—						1						1
Risk 3						7						1						1						—						—						—						9
Risk 2						11						15						3						—						3						3						35
Risk 1						14						15						5						—						—						—						34
Total						$	32					$	31					$	9					$	—					$	3					$	4					$	79

Advisor Loans

The Company offers loans to financial advisors for transitional cost assistance and practice operations. Repayment of the loan is highly dependent on the retention of the financial advisor. In the event a financial advisor is no longer affiliated with the Company, the unpaid balances generally become immediately due. Accordingly, the primary risk factor for advisor loans is termination status. The allowance for credit losses related to loans to advisors that have terminated their relationship with the Company was $8 million and $7 million as of June 30, 2026 and December 31, 2025, respectively.

26

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The tables below present the amortized cost basis of advisor loans by origination year and termination status:

						June 30, 2026
Termination Status						2026						2025						2024						2023						2022						Prior						Total
						(in millions)
Active						$	421					$	604					$	278					$	252					$	176					$	176					$	1,907
Terminated						—						2						1						—						1						9						13
Total						$	421					$	606					$	279					$	252					$	177					$	185					$	1,920

						December 31, 2025
Termination Status						2025						2024						2023						2022						2021						Prior						Total
						(in millions)
Active						$	637					$	309					$	280					$	215					$	79					$	142					$	1,662
Terminated						—						1						—						1						1						8						11
Total						$	637					$	310					$	280					$	216					$	80					$	150					$	1,673

Consumer Loans

Residential Mortgage Loans

The Company reviews the credit worthiness of the borrower in order to determine the risk of loss on residential mortgage loans. Geographic location and FICO scores are the primary credit quality indicators included in the model that projects the Company’s risk of credit loss over the life of the residential mortgage loan portfolio. Delinquency rates are measured based on the number of days past due. Residential mortgage loans over 30 days past due were $6 million and $8 million as of June 30, 2026 and December 31, 2025, respectively.

The tables below present the amortized cost basis of residential mortgage loans by year of origination and FICO score:

FICO Score			June 30, 2026
			2026						2025						2024						2023						2022						Prior						Total
			(in millions)
> 810			$	14					$	22					$	5					$	5					$	2					$	2					$	50
780 - 809			138						185						68						47						21						11						470
740 - 779			116						138						49						54						20						10						387
720 - 739			17						31						15						12						3						4						82
700 - 719			18						18						6						7						5						4						58
< 699			3						13						6						4						3						3						32
Total			$	306					$	407					$	149					$	129					$	54					$	34					$	1,079

FICO Score			December 31, 2025
			2025						2024						2023						2022						2021						Prior						Total
			(in millions)
> 810			$	23					$	8					$	7					$	2					$	2					$	1					$	43
780 - 809			177						76						50						22						7						5						337
740 - 779			128						56						62						22						7						4						279
720 - 739			29						17						13						4						4						—						67
700 - 719			16						8						8						5						3						1						41
< 699			14						6						6						3						3						—						32
Total			$	387					$	171					$	146					$	58					$	26					$	11					$	799

The table below presents the concentrations of credit risk of residential mortgage loans by U.S. region:

			Loans												Percentage
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
Minnesota			$	497					$	420					46		%				53		%
Other U.S. States			582						379						54						47
Total			$	1,079					$	799					100		%				100		%

27

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Credit Card Receivables

The credit cards are co-branded with Ameriprise Financial, Inc. and issued to the Company’s customers by a third party. FICO scores and delinquency rates are the primary credit quality indicators for the credit card portfolio. Delinquency rates are measured based on the number of days past due. Credit card receivables over 30 days past due were 2% of total credit card receivables as of both June 30, 2026 and December 31, 2025.

The table below presents the amortized cost basis of credit card receivables by FICO score:

FICO Score			June 30, 2026						December 31, 2025
			(in millions)
> 800			$	37					$	39
750 - 799			31						31
700 - 749			28						27
650 - 699			16						16
< 650			9						9
Total			$	121					$	122

Policy Loans

Policy loans do not exceed the cash surrender value at origination. As there is minimal risk of loss related to policy loans, there is no allowance for credit losses.

Margin Loans

The margin loans balance was $1.4 billion and $1.3 billion as of June 30, 2026 and December 31, 2025, respectively. The Company monitors collateral, which had a fair value of $1.8 billion and $1.7 billion as of June 30, 2026 and December 31, 2025, respectively, supporting margin loans and requests additional collateral when necessary in order to mitigate the risk of loss. As of both June 30, 2026 and December 31, 2025, there was no allowance for credit losses on margin loans. Terms of the margin arrangements allow for the Company to pledge the collateral to others, of which $725 million and $478 million had been pledged at the Options Clearing Corporation as of June 30, 2026 and December 31, 2025, respectively.

Pledged Asset Lines of Credit

The pledged asset lines of credit balance was $1.3 billion and $1.0 billion as of June 30, 2026 and December 31, 2025, respectively. The Company monitors collateral supporting pledged asset lines of credit and requests additional collateral when necessary in order to mitigate the risk of loss. As of both June 30, 2026 and December 31, 2025, there was no allowance for credit losses on pledged asset lines of credit.

Deposit Receivables

Deposit receivables were $5.1 billion and $5.4 billion as of June 30, 2026 and December 31, 2025, respectively. Deposit receivables are collateralized by the fair value of the assets held in trusts. Based on management’s evaluation of the collateral value relative to the deposit receivables, the allowance for credit losses for deposit receivables was not material as of both June 30, 2026 and December 31, 2025.

28

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

7.  Deferred Acquisition Costs and Deferred Sales Inducement Costs

The following tables summarize the balances of and changes in deferred acquisition costs (“DAC”):

			Variable Annuities						Structured Variable Annuities						Fixed Annuities						Fixed Indexed Annuities						Universal Life Insurance						Variable Universal Life Insurance
			(in millions)
Balance at January 1, 2026			$	1,313					$	325					$	23					$	3					$	96					$	570
Capitalization of acquisition costs			12						52						—						—						—						31
Amortization			(54)						(22)						(3)						—						(4)						(23)
Balance at June 30, 2026			$	1,271					$	355					$	20					$	3					$	92					$	578
			Indexed Universal Life Insurance						Other Life Insurance						Life Contingent Payout Annuities						Term and Whole Life Insurance						Disability Income Insurance						Total, All Products
			(in millions)
Balance at January 1, 2026			$	197					$	1					$	13					$	17					$	65					$	2,623
Capitalization of acquisition costs			1						—						1						—						2						99
Amortization			(7)						—						(1)						(1)						(4)						(119)
Balance at June 30, 2026			$	191					$	1					$	13					$	16					$	63					2,603
Other broker-dealer acquisition costs																																	3
Balance at June 30, 2026 including broker-dealer acquisition costs																																	$	2,606

			Variable Annuities						Structured Variable Annuities						Fixed Annuities						Fixed Indexed Annuities						Universal Life Insurance						Variable Universal Life Insurance
			(in millions)
Balance at January 1, 2025			$	1,402					$	276					$	28					$	4					$	103					$	553
Capitalization of acquisition costs			23						88						—						—						—						62
Amortization			(112)						(39)						(5)						(1)						(7)						(45)
Balance at December 31, 2025			$	1,313					$	325					$	23					$	3					$	96					$	570
			Indexed Universal Life Insurance						Other Life Insurance						Life Contingent Payout Annuities						Term and Whole Life Insurance						Disability Income Insurance						Total, All Products
			(in millions)
Balance at January 1, 2025			$	210					$	2					$	10					$	17					$	70					$	2,675
Capitalization of acquisition costs			2						—						3						2						3						183
Amortization			(15)						(1)						—						(2)						(8)						(235)
Balance at December 31, 2025			$	197					$	1					$	13					$	17					$	65					2,623
Other broker-dealer acquisition costs																																	2
Balance at December 31, 2025 including broker-dealer acquisition costs																																	$	2,625

The following tables summarize the balances of and changes in deferred sales inducement costs (“DSIC”):

			Variable Annuities						Fixed Annuities												Total, All Products
			(in millions)
Balance at January 1, 2026			$	110					$	8											$	118
Amortization			(5)						(1)												(6)
Balance at June 30, 2026			$	105					$	7											$	112

29

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Variable Annuities						Fixed Annuities												Total, All Products
			(in millions)
Balance at January 1, 2025			$	122					$	10											$	132
Amortization			(12)						(2)												(14)
Balance at December 31, 2025			$	110					$	8											$	118

8.  Policyholder Account Balances, Future Policy Benefits and Claims

Policyholder account balances, future policy benefits and claims consisted of the following:

			June 30, 2026						December 31, 2025
			(in millions)
Policyholder account balances
Policyholder account balances			$	39,746					$	37,005
Future policy benefits
Reserve for future policy benefits			7,424						7,601
Deferred profit liability			137						130
Additional liabilities for insurance guarantees			1,541						1,500
Other insurance and annuity liabilities			142						78
Total future policy benefits			9,244						9,309
Policy claims and other policyholders’ funds			209						184
Total policyholder account balances, future policy benefits and claims			$	49,199					$	46,498

Variable Annuities

Purchasers of variable annuities can select from a variety of investment options and can elect to allocate a portion to a fixed account. A vast majority of the premiums received for variable annuity contracts are held in separate accounts where the assets are held for the exclusive benefit of those contractholders.

Most of the variable annuity contracts issued by the Company contain a guaranteed minimum death benefit (“GMDB”). The Company previously offered contracts with guaranteed minimum accumulation benefit (“GMAB”), guaranteed minimum withdrawal benefit (“GMWB”), and guaranteed minimum income benefit (“GMIB”) provisions. See Note 10 for additional information regarding the Company’s variable annuity guarantees. See Note 12 and Note 14 for additional information regarding the Company’s derivative instruments used to hedge risks related to these guarantees.

Structured Variable Annuities

Structured variable annuities allow contractholders to allocate a portion of their account value to an indexed account held in a non-insulated separate account. The contractholder’s rate of return is tied to selected market indices and may be positive or negative, subject to either a cap or floor. The amount allocated by a contractholder to the indexed account creates an embedded derivative which is measured at fair value. The Company hedges the equity and interest rate risk related to the indexed account with freestanding derivative instruments.

Fixed Annuities

Fixed annuities include deferred, payout and fixed deferred indexed annuity contracts. In 2020, the Company discontinued sales of fixed deferred and fixed deferred indexed annuities.

Deferred contracts offer a guaranteed minimum rate of interest and security of the principal invested. Payout contracts guarantee a fixed income payment for life or the term of the contract. Liabilities for fixed annuities in a benefit or payout status are based on future estimated payments using established industry mortality tables and interest rates.

The Company’s fixed index annuity product is a fixed annuity that includes an indexed account. The rate of interest credited above the minimum guarantee for funds allocated to the indexed account is linked to the performance of the specific index for the indexed account (subject to a cap). The amount allocated by a contractholder to the indexed account creates an embedded derivative which is measured at fair value.

See Note 14 for additional information regarding the Company’s derivative instruments used to hedge the risk related to indexed accounts.

30

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Insurance Liabilities

Universal life (“UL”) policies accumulate cash value that increases by a fixed interest rate. Purchasers of variable universal life (“VUL”) can select from a variety of investment options and can elect to allocate a portion of their account balance to a fixed account or a separate account. A vast majority of the premiums received for VUL policies are held in separate accounts where the assets are held for the exclusive benefit of those policyholders.

Indexed universal life (“IUL”) is a UL policy that includes an indexed account. The rate of credited interest for funds allocated by a contractholder to the indexed account is linked to the performance of the specific index for the indexed account (subject to stated account parameters, which include a cap and floor, or a spread). The policyholder may allocate all or a portion of the policy value to a fixed or any available indexed account. The amount allocated by a contractholder to the indexed account creates an embedded derivative which is measured at fair value. The Company hedges the interest credited rate including equity and interest rate risk related to the indexed account with freestanding derivative instruments.

See Note 14 for additional information regarding the Company’s derivative instruments used to hedge the risk related to IUL.

The Company also offers term life insurance as well as disability income (“DI”) insurance products. The Company no longer offers standalone long term care (“LTC”) insurance products and whole life insurance but has in force policies from prior years.

Insurance liabilities include accumulation values, incurred but not reported claims, obligations for anticipated future claims, unpaid reported claims and claim adjustment expenses.

The balances of and changes in policyholder account balances were as follows:

			Variable Annuities						Structured Variable Annuities						Fixed Annuities						Fixed Indexed Annuities						Non-Life Contingent Payout Annuities
			(in millions, except percentages)
Balance at January 1, 2026			$	3,320					$	21,504					$	4,918					$	289					$	435
Contract deposits			23						2,123						16						—						35
Policy charges			(6)						(2)						—						—						—
Surrenders and other benefits			(208)						(806)						(296)						(28)						(50)
Net transfer from (to) separate account liabilities			(8)						—						—						—						—
Variable account index-linked adjustments			—						1,713						—						—						—
Interest credited			52						1						91						7						7
Balance at June 30, 2026			$	3,173					$	24,533					$	4,729					$	268					$	427
Weighted-average crediting rate			3.3		%				1.8		%				3.9		%				2.1		%				N/A
Cash surrender value (1)			$	3,158					$	23,411					$	4,728					$	254					N/A
			Universal Life Insurance						Variable Universal Life Insurance						Indexed Universal Life Insurance						Other Life Insurance						Total, All Products
			(in millions, except percentages)
Balance at January 1, 2026			$	1,349					$	1,705					$	3,048					$	437					$	37,005
Contract deposits			51						173						79						—						2,500
Policy charges			(83)						(45)						(60)						—						(196)
Surrenders and other benefits			(26)						(44)						(35)						(25)						(1,518)
Net transfer from (to) separate account liabilities			—						(78)						—						—						(86)
Variable account index-linked adjustments			—						—						—						—						1,713
Interest credited			22						35						105						8						328
Balance at June 30, 2026			$	1,313					$	1,746					$	3,137					$	420					$	39,746
Weighted-average crediting rate			3.6		%				3.9		%				3.0		%				4.0		%
Net amount at risk			$	7,762					$	56,937					$	12,705					$	115
Cash surrender value (1)			$	1,215					$	1,130					$	2,755					$	266

31

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Variable Annuities						Structured Variable Annuities						Fixed Annuities						Fixed Indexed Annuities						Non-Life Contingent Payout Annuities
			(in millions, except percentages)
Balance at January 1, 2025			$	3,680					$	16,330					$	5,369					$	305					$	447
Contract deposits			57						3,816						35						—						73
Policy charges			(13)						(4)						—						—						—
Surrenders and other benefits			(486)						(846)						(677)						(26)						(99)
Net transfer from (to) separate account liabilities			(31)						—						—						—						—
Variable account index-linked adjustments			—						2,206						—						—						—
Interest credited			113						2						191						10						14
Balance at December 31, 2025			$	3,320					$	21,504					$	4,918					$	289					$	435
Weighted-average crediting rate			3.3		%				1.9		%				3.8		%				2.1		%				N/A
Cash surrender value (1)			$	3,302					$	20,582					$	4,916					$	272					N/A
			Universal Life Insurance						Variable Universal Life Insurance						Indexed Universal Life Insurance						Other Life Insurance						Total, All Products
			(in millions, except percentages)
Balance at January 1, 2025			$	1,405					$	1,647					$	2,894					$	465					$	32,542
Contract deposits			138						318						165						—						4,602
Policy charges			(169)						(91)						(123)						—						(400)
Surrenders and other benefits			(72)						(102)						(71)						(45)						(2,424)
Net transfer from (to) separate account liabilities			—						(132)						—						—						(163)
Variable account index-linked adjustments			—						—						—						—						2,206
Interest credited			47						65						183						17						642
Balance at December 31, 2025			$	1,349					$	1,705					$	3,048					$	437					$	37,005
Weighted-average crediting rate			3.6		%				3.9		%				3.0		%				4.0		%
Net amount at risk			$	7,944					$	57,269					$	13,040					$	121
Cash surrender value (1)			$	1,241					$	1,109					$	2,640					$	274

(1) Cash surrender value represents the amount of the contractholder's account balances distributable at the balance sheet date less certain surrender charges. For variable annuities and VUL, the cash surrender value shown is the proportion of the total cash surrender value related to their fixed account liabilities.

Refer to Note 10 for the net amount at risk for market risk benefits (“MRB”) associated with variable and structured variable annuities. Fixed, fixed indexed, and non-life contingent payout annuities do not have net amount at risk in excess of account value. Net amount at risk for insurance products is calculated as the death benefit amount in excess of applicable account values, host, embedded derivative, and separate account liabilities.

32

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables present the account values of fixed deferred annuities, fixed insurance, and the fixed portion of variable annuities and variable insurance contracts by range of guaranteed minimum interest rates (“GMIRs”) and the range of the difference between rates credited to policyholders and contractholders as of June 30, 2026 and December 31, 2025 and the respective guaranteed minimums, as well as the percentage of account values subject to rate reset in the time period indicated. Rates are reset at management’s discretion, subject to guaranteed minimums.

June 30, 2026
															Account Values with Crediting Rates
			Range of Guaranteed Minimum Crediting Rates												At Guaranteed Minimum						1-49 bps above Guaranteed Minimum						50-99 bps above Guaranteed Minimum						100-150 bps above Guaranteed Minimum						Greater than 150 bps above Guaranteed Minimum						Total
															(in millions, except percentages)
Fixed accounts of variable annuities			1		%	–			1.99%						$	4					$	54					$	80					$	20					$	—					$	158
			2		%	–			2.99%						82						9						—						—						—						91
			3		%	–			3.99%						1,600						—						—						1						—						1,601
			4		%	–			5.00%						1,280						—						—						—						—						1,280
			Total												$	2,966					$	63					$	80					$	21					$	—					$	3,130
Fixed accounts of structured variable annuities			1		%	–			1.99%						$	—					$	87					$	11					$	1					$	—					$	99
			2		%	–			2.99%						44						—						—						—						—						44
			3		%	–			3.99%						1						—						—						—						—						1
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	45					$	87					$	11					$	1					$	—					$	144
Fixed annuities			1		%	–			1.99%						$	—					$	149					$	122					$	106					$	21					$	398
			2		%	–			2.99%						11						15						2						—						—						28
			3		%	–			3.99%						1,995						1						—						—						—						1,996
			4		%	–			5.00%						2,300						—						—						—						—						2,300
			Total												$	4,306					$	165					$	124					$	106					$	21					$	4,722
Non-indexed accounts of fixed indexed annuities			1		%	–			1.99%						$	—					$	1					$	4					$	13					$	—					$	18
			2		%	–			2.99%						—						—						—						—						—						—
			3		%	–			3.99%						—						—						—						—						—						—
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	—					$	1					$	4					$	13					$	—					$	18
Universal life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	—					$	—
			2		%	–			2.99%						47						6						18						6						1						78
			3		%	–			3.99%						768						—						5						6						—						779
			4		%	–			5.00%						426						4						—						—						—						430
			Total												$	1,241					$	10					$	23					$	12					$	1					$	1,287

33

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

															Account Values with Crediting Rates
			Range of Guaranteed Minimum Crediting Rates												At Guaranteed Minimum						1-49 bps above Guaranteed Minimum						50-99 bps above Guaranteed Minimum						100-150 bps above Guaranteed Minimum						Greater than 150 bps above Guaranteed Minimum						Total
															(in millions, except percentages)
Fixed accounts of variable universal life insurance			1		%	–			1.99%						$	—					$	—					$	1					$	3					$	51					$	55
			2		%	–			2.99%						1						14						4						1						14						34
			3		%	–			3.99%						94						1						6						12						—						113
			4		%	–			5.00%						517						22						—						—						—						539
			Total												$	612					$	37					$	11					$	16					$	65					$	741
Non-indexed accounts of indexed universal life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	2					$	2
			2		%	–			2.99%						—						—						—						138						—						138
			3		%	–			3.99%						—						—						—						—						—						—
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	—					$	—					$	—					$	138					$	2					$	140
Other life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	—					$	—
			2		%	–			2.99%						—						—						—						—						—						—
			3		%	–			3.99%						23						—						—						—						—						23
			4		%	–			5.00%						242						—						—						—						—						242
			Total												$	265					$	—					$	—					$	—					$	—					$	265
Total			1		%	–			1.99%						$	4					$	291					$	218					$	143					$	74					$	730
			2		%	–			2.99%						185						44						24						145						15						413
			3		%	–			3.99%						4,481						2						11						19						—						4,513
			4		%	–			5.00%						4,765						26						—						—						—						4,791
			Total												$	9,435					$	363					$	253					$	307					$	89					$	10,447
Percentage of total account values that reset in:
Next 12 months															100.0		%				100.0		%				99.9		%				100.0		%				99.9		%				100.0		%
> 12 months to 24 months															—						—						—						—						—						—
> 24 months															—						—						0.1						—						0.1						—
Total															100.0		%				100.0		%				100.0		%				100.0		%				100.0		%				100.0		%

34

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

December 31, 2025
															Account Values with Crediting Rates
			Range of Guaranteed Minimum Crediting Rates												At Guaranteed Minimum						1-49 bps above Guaranteed Minimum						50-99 bps above Guaranteed Minimum						100-150 bps above Guaranteed Minimum						Greater than 150 bps above Guaranteed Minimum						Total
															(in millions, except percentages)
Fixed accounts of variable annuities			1		%	–			1.99%						$	7					$	62					$	82					$	20					$	—					$	171
			2		%	–			2.99%						89						8						—						—						—						97
			3		%	–			3.99%						1,686						—						—						1						—						1,687
			4		%	–			5.00%						1,321						—						—						—						—						1,321
			Total												$	3,103					$	70					$	82					$	21					$	—					$	3,276
Fixed accounts of structured variable annuities			1		%	–			1.99%						$	—					$	26					$	26					$	1					$	—					$	53
			2		%	–			2.99%						16						—						—						—						—						16
			3		%	–			3.99%						1						—						—						—						—						1
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	17					$	26					$	26					$	1					$	—					$	70
Fixed annuities			1		%	–			1.99%						$	—					$	182					$	143					$	103					$	19					$	447
			2		%	–			2.99%						13						16						2						—						—						31
			3		%	–			3.99%						2,116						1						1						—						—						2,118
			4		%	–			5.00%						2,312						—						—						—						—						2,312
			Total												$	4,441					$	199					$	146					$	103					$	19					$	4,908
Non-indexed accounts of fixed indexed annuities			1		%	–			1.99%						$	—					$	2					$	4					$	13					$	—					$	19
			2		%	–			2.99%						—						—						—						—						—						—
			3		%	–			3.99%						—						—						—						—						—						—
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	—					$	2					$	4					$	13					$	—					$	19
Universal life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	—					$	—
			2		%	–			2.99%						47						6						19						2						1						75
			3		%	–			3.99%						789						—						4						7						—						800
			4		%	–			5.00%						442						5						—						—						—						447
			Total												$	1,278					$	11					$	23					$	9					$	1					$	1,322
Fixed accounts of variable universal life insurance			1		%	–			1.99%						$	—					$	—					$	3					$	1					$	48					$	52
			2		%	–			2.99%						1						16						2						1						14						34
			3		%	–			3.99%						98						1						3						14						—						116
			4		%	–			5.00%						524						25						—						—						—						549
			Total												$	623					$	42					$	8					$	16					$	62					$	751

35

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

															Account Values with Crediting Rates
			Range of Guaranteed Minimum Crediting Rates												At Guaranteed Minimum						1-49 bps above Guaranteed Minimum						50-99 bps above Guaranteed Minimum						100-150 bps above Guaranteed Minimum						Greater than 150 bps above Guaranteed Minimum						Total
															(in millions, except percentages)
Non-indexed accounts of indexed universal life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	2					$	2
			2		%	–			2.99%						—						—						—						135						—						135
			3		%	–			3.99%						—						—						—						—						—						—
			4		%	–			5.00%						—						—						—						—						—						—
			Total												$	—					$	—					$	—					$	135					$	2					$	137
Other life insurance			1		%	–			1.99%						$	—					$	—					$	—					$	—					$	—					$	—
			2		%	–			2.99%						—						—						—						—						—						—
			3		%	–			3.99%						24						—						—						—						—						24
			4		%	–			5.00%						249						—						—						—						—						249
			Total												$	273					$	—					$	—					$	—					$	—					$	273
Total			1		%	–			1.99%						$	7					$	272					$	258					$	138					$	69					$	744
			2		%	–			2.99%						166						46						23						138						15						388
			3		%	–			3.99%						4,714						2						8						22						—						4,746
			4		%	–			5.00%						4,848						30						—						—						—						4,878
			Total												$	9,735					$	350					$	289					$	298					$	84					$	10,756
Percentage of total account values that reset in:
Next 12 months															100.0		%				100.0		%				99.9		%				100.0		%				99.8		%				100.0		%
> 12 months to 24 months															—						—						—						—						—						—
> 24 months															—						—						0.1						—						0.2						—
Total															100.0		%				100.0		%				100.0		%				100.0		%				100.0		%				100.0		%

36

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables summarize the balances of and changes in the liability for future policy benefits:

			Life Contingent Payout Annuities						Term and Whole Life Insurance						Disability Income Insurance						Long Term Care Insurance						Total, All Products
			(in millions, except percentages)
Present Value of Expected Net Premiums:
Balance at January 1, 2026			$	—					$	813					$	33					$	988					$	1,834
Beginning balance at original discount rate			—						836						37						977						1,850
Effect of changes in cash flow assumptions			—						—						—						—						—
Effect of actual variances from expected experience			—						(17)						(2)						(4)						(23)
Adjusted beginning of year balance			$	—					$	819					$	35					$	973					$	1,827
Issuances			55						30						5						—						90
Interest accrual			—						21						1						23						45
Net premiums collected			(55)						(37)						—						(65)						(157)
Derecognition (lapses)			—						—						—						—						—
Ending balance at original discount rate			$	—					$	833					$	41					$	931					$	1,805
Effect of changes in discount rate assumptions			—						(39)						(4)						(5)						(48)
Balance at June 30, 2026			$	—					$	794					$	37					$	926					$	1,757
Present Value of Future Policy Benefits:
Balance at January 1, 2026			$	1,273					$	1,378					$	499					$	6,277					$	9,427
Beginning balance at original discount rate			1,318						1,380						478						6,322						9,498
Effect of changes in cash flow assumptions			—						—						—						—						—
Effect of actual variances from expected experience			(7)						(22)						(6)						5						(30)
Adjusted beginning of year balance			$	1,311					$	1,358					$	472					$	6,327					$	9,468
Issuances			55						30						6						—						91
Interest accrual			28						36						14						157						235
Benefit payments			(82)						(50)						(21)						(224)						(377)
Derecognition (lapses)			—						—						—						—						—
Ending balance at original discount rate			$	1,312					$	1,374					$	471					$	6,260					$	9,417
Effect of changes in discount rate assumptions			(63)						(31)						10						(161)						(245)
Balance at June 30, 2026			$	1,249					$	1,343					$	481					$	6,099					$	9,172
Adjustment due to reserve flooring			$	—					$	9					$	—					$	—					$	9
Net liability for future policy benefits			$	1,249					$	558					$	444					$	5,173					$	7,424
Less: reinsurance recoverable			655						400						20						2,597						3,672
Net liability for future policy benefits, after reinsurance recoverable			$	594					$	158					$	424					$	2,576					$	3,752
Discounted expected future gross premiums			$	—					$	1,901					$	772					$	1,099					$	3,772
Expected future gross premiums			$	—					$	3,266					$	1,093					$	1,472					$	5,831
Expected future benefit payments			$	1,902					$	2,318					$	774					$	10,013					$	15,007
Weighted average interest accretion rate			4.3		%				6.0		%				6.3		%				5.1		%
Weighted average discount rate			5.3		%				5.5		%				5.5		%				5.6		%
Weighted average duration of liability (in years)			6						7						6						8

37

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Life Contingent Payout Annuities						Term and Whole Life Insurance						Disability Income Insurance						Long Term Care Insurance						Total, All Products
			(in millions, except percentages)
Present Value of Expected Net Premiums:
Balance at January 1, 2025			$	—					$	737					$	53					$	1,057					$	1,847
Beginning balance at original discount rate			—						774						59						1,072						1,905
Effect of changes in cash flow assumptions			—						58						(19)						(8)						31
Effect of actual variances from expected experience			—						(17)						(12)						1						(28)
Adjusted beginning of year balance			$	—					$	815					$	28					$	1,065					$	1,908
Issuances			141						60						9						—						210
Interest accrual			1						39						2						50						92
Net premiums collected			(142)						(78)						(2)						(138)						(360)
Derecognition (lapses)			—						—						—						—						—
Ending balance at original discount rate			$	—					$	836					$	37					$	977					$	1,850
Effect of changes in discount rate assumptions			—						(23)						(4)						11						(16)
Balance at December 31, 2025			$	—					$	813					$	33					$	988					$	1,834
Present Value of Future Policy Benefits:
Balance at January 1, 2025			$	1,204					$	1,322					$	545					$	6,187					$	9,258
Beginning balance at original discount rate			1,289						1,353						535						6,408						9,585
Effect of changes in cash flow assumptions			(2)						27						(30)						25						20
Effect of actual variances from expected experience			(5)						(20)						(25)						13						(37)
Adjusted beginning of year balance			$	1,282					$	1,360					$	480					$	6,446					$	9,568
Issuances			141						60						9						—						210
Interest accrual			57						74						30						316						477
Benefit payments			(162)						(114)						(41)						(440)						(757)
Derecognition (lapses)			—						—						—						—						—
Ending balance at original discount rate			$	1,318					$	1,380					$	478					$	6,322					$	9,498
Effect of changes in discount rate assumptions			(45)						(2)						21						(45)						(71)
Balance at December 31, 2025			$	1,273					$	1,378					$	499					$	6,277					$	9,427
Adjustment due to reserve flooring			$	—					$	8					$	—					$	—					$	8
Net liability for future policy benefits			$	1,273					$	573					$	466					$	5,289					$	7,601
Less: reinsurance recoverable			703						408						20						2,657						3,788
Net liability for future policy benefits, after reinsurance recoverable			$	570					$	165					$	446					$	2,632					$	3,813
Discounted expected future gross premiums			$	—					$	1,971					$	809					$	1,173					$	3,953
Expected future gross premiums			$	—					$	3,334					$	1,126					$	1,554					$	6,014
Expected future benefit payments			$	1,906					$	2,328					$	789					$	10,218					$	15,241
Weighted average interest accretion rate			4.4		%				6.2		%				6.3		%				5.0		%
Weighted average discount rate			5.0		%				5.3		%				5.2		%				5.3		%
Weighted average duration of liability (in years)			6						7						6						8

38

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Impacts of the annual review of policy benefit reserves assumptions are reflected within the effect of changes in cash flow assumptions in the disaggregated rollforwards above. The annual review of policy benefit reserves assumptions in the third quarter of 2025 resulted in a net increase in future policy benefit reserves, primarily due to net unfavorable changes in LTC morbidity and mortality assumptions partially offset by favorable changes to DI insurance claim incidence rates.

The balances of and changes in additional liabilities related to insurance guarantees were as follows:

			Universal Life Insurance						Variable Universal Life Insurance						Other Life Insurance						Total, All Products
			(in millions, except percentages)
Balance at January 1, 2026			$	1,409					$	80					$	11					$	1,500
Interest accrual			21						3						—						24
Benefit accrual			62						4						1						67
Benefit payments			(40)						(6)						(3)						(49)
Effect of actual variances from expected experience			3						—						1						4
Impact of change in net unrealized (gains) losses on securities			(4)						—						(1)						(5)
Balance at June 30, 2026			$	1,451					$	81					$	9					$	1,541
Weighted average interest accretion rate			3.0		%				7.0		%				3.9		%
Weighted average discount rate			3.1		%				7.1		%				3.9		%
Weighted average duration of reserves (in years)			9						8						7

			Universal Life Insurance						Variable Universal Life Insurance						Other Life Insurance						Total, All Products
			(in millions, except percentages)
Balance at January 1, 2025			$	1,301					$	80					$	8					$	1,389
Interest accrual			40						5						1						46
Benefit accrual			132						10						2						144
Benefit payments			(84)						(14)						(4)						(102)
Effect of actual variances from expected experience			11						(1)						2						12
Impact of change in net unrealized (gains) losses on securities			9						—						2						11
Balance at December 31, 2025			$	1,409					$	80					$	11					$	1,500
Weighted average interest accretion rate			2.9		%				6.8		%				3.8		%
Weighted average discount rate			3.1		%				7.1		%				3.9		%
Weighted average duration of reserves (in years)			9						8						7

The amount of revenue and interest recognized in the Statements of Operations was as follows:

			Six Months Ended June 30,
			2026
			Gross Premiums						Interest Expense
			(in millions)
Life contingent payout annuities			$	62					$	28
Term and whole life insurance			86						15
Disability income insurance			54						13
Long term care insurance			80						134
Total			$	282					$	190

39

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Year Ended December 31,
			2025
			Gross Premiums						Interest Expense
			(in millions)
Life contingent payout annuities			$	157					$	56
Term and whole life insurance			174						35
Disability income insurance			114						28
Long term care insurance			171						266
Total			$	616					$	385

The following tables summarize the balances of and changes in unearned revenue:

			Universal Life Insurance						Variable Universal Life Insurance						Indexed Universal Life Insurance												Total, All Products
			(in millions)
Balance at January 1, 2026			$	26					$	307					$	318											$	651
Deferral of revenue			—						43						21												64
Amortization			(1)						(12)						(13)												(26)
Balance at June 30, 2026			$	25					$	338					$	326											$	689
Balance at January 1, 2025			$	26					$	249					$	295											$	570
Deferral of revenue			1						79						47												127
Amortization			(1)						(21)						(24)												(46)
Balance at December 31, 2025			$	26					$	307					$	318											$	651

9.  Separate Account Assets and Liabilities

Aggregate fair value of separate account assets, by major asset category, consisted of the following:

			June 30, 2026						December 31, 2025
			(in millions)
Variable annuities and variable universal life:
Mutual funds			$	78,796					$	77,645
Unitized pooled pension funds:
Property/real estate			1,507						1,755
Equity securities			473						454
Debt securities			114						116
Cash and cash equivalents			86						56
Other			14						18
Total			$	80,990					$	80,044

40

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The balances of and changes in separate account liabilities were as follows:

			Variable Annuities						Variable Universal Life						Unitized Pooled Pension Funds						Total
			(in millions)
Balance at January 1, 2026			$	66,471					$	11,174					$	2,399					$	80,044
Premiums and deposits			532						267						25						824
Policy charges			(636)						(165)						(2)						(803)
Surrenders and other benefits			(3,872)						(226)						(228)						(4,326)
Investment return			4,189						1,019						38						5,246
Net transfer from (to) general account			10						33						—						43
Other charges			—						—						(38)						(38)
Balance at June 30, 2026			$	66,694					$	12,102					$	2,194					$	80,990
Cash surrender value			$	65,630					$	11,344					$	2,194					$	79,168

			Variable Annuities						Variable Universal Life						Unitized Pooled Pension Funds						Total
			(in millions)
Balance at January 1, 2025			$	65,737					$	9,839					$	2,538					$	78,114
Premiums and deposits			996						526						83						1,605
Policy charges			(1,318)						(321)						(5)						(1,644)
Surrenders and other benefits			(7,347)						(413)						(583)						(8,343)
Investment return			8,373						1,495						179						10,047
Net transfer from (to) general account			30						48						—						78
Other charges			—						—						187						187
Balance at December 31, 2025			$	66,471					$	11,174					$	2,399					$	80,044
Cash surrender value			$	65,338					$	10,463					$	2,399					$	78,200

10.  Market Risk Benefits

Market risk benefits are contracts or contract features that both provide protection to the contractholder from other-than-nominal capital market risk and expose the Company to other-than-nominal capital market risk. Most of the variable annuity contracts issued by the Company contain a GMDB provision. The Company previously offered contracts containing GMWB, GMAB, or GMIB provisions.

The GMDB provisions provide a specified minimum return upon death of the contractholder. The death benefit payable is the greater of (i) the contract value less any purchase payment credits subject to recapture less a pro-rata portion of any rider fees, or (ii) the GMDB provisions specified in the contract.

The Company has the following primary GMDB provisions:

•Return of premium – provides purchase payments minus adjusted partial surrenders.

•Reset – provides that the value resets to the account value at specified contract anniversary intervals minus adjusted partial surrenders. This provision was often provided in combination with the return of premium provision and is no longer offered.

•Ratchet – provides that the value ratchets up to the maximum account value at specified anniversary intervals, plus subsequent purchase payments less adjusted partial surrenders.

The variable annuity contracts with GMWB riders typically have account values that are based on an underlying portfolio of mutual funds, the values of which fluctuate based on fund performance. At contract issue, the guaranteed amount is equal to the amount deposited but the guarantee may be increased annually to the account value (a “step-up”) in the case of favorable market performance or by a benefit credit if the contract includes this provision.

41

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The Company has GMWB riders in force, which contain one or more of the following provisions:

•Withdrawals at a specified rate per year until the amount withdrawn is equal to the guaranteed amount.

•Withdrawals at a specified rate per year for the life of the contractholder (“GMWB for life”).

•Withdrawals at a specified rate per year for joint contractholders while either is alive.

•Withdrawals based on performance of the contract.

•Withdrawals based on the age withdrawals begin.

•Credits are applied annually for a specified number of years to increase the guaranteed amount as long as withdrawals have not been taken.

Variable annuity contractholders age 79 or younger at contract issue could obtain a principal-back guarantee by purchasing the optional GMAB rider for an additional charge. The GMAB rider guarantees that, regardless of market performance at the end of the 10-year waiting period, the contract value will be no less than the original investment or a specified percentage of the highest anniversary value, adjusted for withdrawals. If the contract value is less than the guarantee at the end of the 10-year period, a lump sum will be added to the contract value to make the contract value equal to the guarantee value.

Individual variable annuity contracts may have both a death benefit and a living benefit. Net amount at risk is quantified for each benefit and a composite net amount at risk is calculated using the greater of the death benefit or living benefit for each individual contract. The net amount at risk for GMDB and GMAB is defined as the current guaranteed benefit amount in excess of the current contract value. The net amount at risk for GMIB is defined as the greater of the present value of the minimum guaranteed annuity payments less the current contract value or zero. The net amount at risk for GMWB is defined as the greater of the present value of the minimum guaranteed withdrawal payments less the current contract value or zero.

42

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables summarize the balances of and changes in market risk benefits:

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions, except age)
Balance at beginning of period			$	(575)					$	(114)					$	(1,092)					$	(919)
Issuances			9						6						16						11
Interest accrual and time decay			(37)						(31)						(58)						(49)
Reserve increase from attributed fees collected			182						186						359						367
Reserve release for benefit payments and derecognition			(4)						(3)						(7)						(5)
Effect of changes in interest rates and bond markets			(100)						(129)						(105)						140
Effect of changes in equity markets and subaccount performance			(876)						(711)						(579)						(389)
Effect of changes in equity index volatility			2						15						85						40
Actual policyholder behavior different from expected behavior			18						13						38						38
Effect of changes in future expected assumptions			—						—						—						(1)
Effect of changes in the instrument-specific credit risk on market risk benefits			38						(1)						—						(2)
Balance at end of period			$	(1,343)					$	(769)					$	(1,343)					$	(769)
Reconciliation of the gross balances in an asset or liability position:
Asset position			$	2,386					$	2,095					$	2,386					$	2,095
Liability position			(1,043)						(1,326)						(1,043)						(1,326)
Net asset (liability) position			$	1,343					$	769					$	1,343					$	769
Guaranteed benefit amount in excess of current account balances (net amount at risk):
Death benefits			$	288					$	325					$	288					$	325
Living benefits			$	1,689					$	2,201					$	1,689					$	2,201
Composite (greater of)			$	1,960					$	2,497					$	1,960					$	2,497
Weighted average attained age of contractholders			70						69						70						69
Changes in unrealized (gains) losses in net income relating to liabilities held at end of period			$	(1,016)					$	(855)					$	(669)					$	(253)
Changes in unrealized (gains) losses in other comprehensive income (loss) relating to liabilities held at end of period			$	39					$	—					$	3					$	—

43

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Year Ended December 31,
			2025
			(in millions, except age)
Balance at beginning of period			$	(919)
Issuances			23
Interest accrual and time decay			(116)
Reserve increase from attributed fees collected			761
Reserve release for benefit payments and derecognition			(9)
Effect of changes in interest rates and bond markets			(51)
Effect of changes in equity markets and subaccount performance			(1,006)
Effect of changes in equity index volatility			90
Actual policyholder behavior different from expected behavior			68
Effect of changes in future expected assumptions			93
Effect of changes in the instrument-specific credit risk on market risk benefits			(26)
Balance at end of period			$	(1,092)
Reconciliation of the gross balances in an asset or liability position:
Asset position			$	2,274
Liability position			(1,182)
Net asset (liability) position			$	1,092
Guaranteed benefit amount in excess of current account balances (net amount at risk):
Death benefits			$	291
Living benefits			$	1,811
Composite (greater of)			$	2,084
Weighted average attained age of contractholders			70
Changes in unrealized (gains) losses in net income relating to liabilities held at end of period			$	(966)
Changes in unrealized (gains) losses in other comprehensive income (loss) relating to liabilities held at end of period			$	(20)

The following tables provide a summary of the significant inputs and assumptions used in the fair value measurements developed by the Company or reasonably available to the Company of market risk benefits:

			June 30, 2026
			Fair Value						Valuation Technique						Significant Inputs and Assumptions						Range												Weighted  Average
			(in millions)
Market risk benefits			$	(1,343)					Discounted cash flow						Utilization of guaranteed withdrawals (1)						0.0%			–			52.8%						11.9%
															Surrender rate (2)						0.4%			–			75.0%						3.7%
															Market volatility (3)						0.0%			–			25.4%						11.6%
															Nonperformance risk (4)						60 bps												60 bps
															Mortality rate (5)						0.0%			–			41.6%						1.7%

44

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			December 31, 2025
			Fair Value						Valuation Technique						Significant Inputs and Assumptions						Range												Weighted  Average
			(in millions)
Market risk benefits			$	(1,092)					Discounted cash flow						Utilization of guaranteed withdrawals (1)						0.0%			–			52.8%						12.2%
															Surrender rate (2)						0.4%			–			75.0%						3.6%
															Market volatility (3)						0.0%			–			24.9%						11.2%
															Nonperformance risk (4)						65 bps												65 bps
															Mortality rate (5)						0.0%			–			41.6%						1.8%

(1) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. The weighted average utilization rate represents the average assumption, weighted based on the benefit base. The calculation excludes policies that have already started taking withdrawals.

(2) The weighted average surrender rate represents the average assumption weighted based on the account value of each contract.

(3) Market volatility represents the implied volatility of each contractholder’s mix of funds. The weighted average market volatility represents the average volatility across all contracts, weighted by the size of the guaranteed benefit.

(4) The nonperformance risk is the spread added to the U.S. Treasury curve.

(5) The weighted average mortality rate represents the average assumption weighted based on the account value of each contract.

Changes to Significant Inputs and Assumptions:

During the year ended December 31, 2025, the Company updated inputs and assumptions based on management’s review of experience studies. These updates resulted in the following notable changes in the fair value estimates of market risk benefits calculations:

Year ended December 31, 2025

•Updates to surrender assumptions resulted in a decrease to pretax income of $70 million.

•Updates to utilization of guaranteed withdrawal assumptions resulted in a decrease to pretax income of $14 million.

Refer to the rollforward of market risk benefits for the impacts of changes to interest rate, equity market, volatility and nonperformance risk assumptions.

Uncertainty of Fair Value Measurements

Significant increases (decreases) in utilization and volatility used in the fair value measurement of market risk benefits in isolation would have resulted in a significantly higher (lower) liability value.

Significant increases (decreases) in nonperformance risk and surrender assumptions used in the fair value measurement of market risk benefits in isolation would have resulted in a significantly lower (higher) liability value.

Significant increases (decreases) in mortality assumptions used in the fair value measurement of the death benefit portion of market risk benefits in isolation would have resulted in a significantly higher (lower) liability value whereas significant increases (decreases) in mortality rates used in the fair value measurement of the life contingent portion of market risk benefits in isolation would have resulted in a significantly lower (higher) liability value.

Surrender assumptions, utilization assumptions and mortality assumptions vary with the type of base product, type of rider, duration of the policy, age of the contractholder, calendar year of the projection, previous withdrawal history, and the relationship between the value of the guaranteed benefit and the contract accumulation value.

Determination of Fair Value

The Company values market risk benefits using internal valuation models. These models include observable capital market assumptions and significant unobservable inputs related to implied volatility, contractholder behavior assumptions that include margins for risk, and the Company’s nonperformance risk. These measurements are classified as Level 3.

45

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

11.  Debt

The balances and stated interest rates of outstanding debt of Ameriprise Financial were as follows: 

			Outstanding Balance												Stated Interest Rate
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
Long-term debt:
Senior notes due 2026			$	500					$	500					2.9		%				2.9		%
Senior notes due 2028			600						600						5.7						5.7
Senior notes due 2031			300						—						4.8						—
Senior notes due 2032			500						500						4.5						4.5
Senior notes due 2033			750						750						5.2						5.2
Senior notes due 2035			750						750						5.2						5.2
Senior notes due 2036			450						—						5.4						—
Other (1)			(27)						(23)						N/A						N/A
Total long-term debt			3,823						3,077
Short-term borrowings:
Federal Home Loan Bank (“FHLB”) advances			200						200						3.9		%				4.0		%
Total			$	4,023					$	3,277

(1) Includes adjustments for net unamortized discounts, debt issuance costs and other lease obligations.

N/A Not Applicable

Long-Term Debt

The Company’s senior notes may be redeemed, in whole or in part, at any time prior to maturity at a price equal to the greater of the principal amount and the present value of remaining scheduled payments, discounted to the redemption date, plus accrued interest.

On June 9, 2026, the Company issued the following unsecured senior notes:

			Principal Issued						Interest Rate						Debt Issuance Costs
			(in millions)												(in millions)
Senior notes due on June 15, 2031			$	300					4.80		%				$	3
Senior notes due on June 15, 2036			$	450					5.35		%				$	4

Interest payments on both series are due semi-annually in arrears on June 15 and December 15, which commences on December 15, 2026.

Short-Term Borrowings

The Company’s life insurance and bank subsidiaries are members of the FHLB of Des Moines which provides access to collateralized borrowings. The Company’s life insurance subsidiary has accessed collateralized borrowings from the FHLB and has pledged (granted a lien on) certain investments as collateral, primarily commercial mortgage backed securities and residential mortgage backed securities, with an aggregate fair value of $1.1 billion as of both June 30, 2026 and December 31, 2025. The remaining maturity of outstanding FHLB advances was less than three months as of both June 30, 2026 and December 31, 2025. The stated interest rate of the FHLB advances is a weighted average annualized interest rate on the outstanding borrowings as of the balance sheet date.

The Company’s bank subsidiary had no outstanding obligations to the FHLB as of both June 30, 2026 and December 31, 2025. The Company’s bank subsidiary maintains access to collateralized borrowings from the Federal Reserve. As of both June 30, 2026 and December 31, 2025, there were no outstanding obligations to the Federal Reserve.

On November 25, 2024, the Company entered into an agreement to amend and restate its credit agreement that provides for an unsecured committed revolving credit facility of up to $1.0 billion that expires in November 2029. Under the terms of the credit agreement for the facility, the Company may increase the amount of this facility up to $1.25 billion upon satisfaction of certain approval requirements. As of both June 30, 2026 and December 31, 2025, the Company had no borrowings outstanding and $1 million of letters of credit issued against the facility. The Company’s credit facility contains various administrative, reporting, legal and financial covenants. The Company was in compliance with all such covenants as of both June 30, 2026 and December 31, 2025.

46

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

American Enterprise Investment Services, Inc. (“AEIS”), a subsidiary of the Company, has credit agreements for uncommitted lines of credit with third-party financial institutions, having a combined credit limit of $750 million. As of both June 30, 2026 and December 31, 2025, AEIS had no borrowings outstanding.

12.  Fair Values of Assets and Liabilities

GAAP defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date; that is, an exit price. The exit price assumes the asset or liability is not exchanged subject to a forced liquidation or distressed sale.

Valuation Hierarchy

The Company categorizes its fair value measurements according to a three-level hierarchy. The hierarchy prioritizes the inputs used by the Company’s valuation techniques. A level is assigned to each fair value measurement based on the lowest level input that is significant to the fair value measurement in its entirety.

The three levels of the fair value hierarchy are defined as follows:

Level 1 Unadjusted quoted prices for identical assets or liabilities in active markets that are accessible at the measurement date.

Level 2 Prices or valuations based on observable inputs other than quoted prices in active markets for identical assets and liabilities.

Level 3 Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable.

47

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables present the balances of assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis (See Note 4 for the balances of assets and liabilities for consolidated investment entities): 

			June 30, 2026
			Level 1						Level 2						Level 3						Total
			(in millions)
Assets
Cash equivalents			$	4,725					$	2,144					$	—					$	6,869
Available-for-Sale securities:
Corporate debt securities			—						16,055						797						16,852
Residential mortgage backed securities			—						27,973						—						27,973
Commercial mortgage backed securities			—						3,486						—						3,486
Asset backed securities			—						3,803						1						3,804
State and municipal obligations			—						690						—						690
U.S. government and agency obligations			1,576						—						—						1,576
Foreign government bonds and obligations			—						1						—						1
Total Available-for-Sale securities			1,576						52,008						798						54,382
Investments at net asset value (“NAV”)																					13			(1)
Trading and other securities			389						31						—						420
Separate account assets at NAV																					80,990			(1)
Cash equivalents segregated for regulatory purposes			399						—						—						399
Market risk benefits			—						—						2,386						2,386			(2)
Receivables:
Fixed deferred indexed annuity ceded embedded derivatives			—						—						54						54
Other assets:
Interest rate derivative contracts			2						162						—						164
Equity derivative contracts			344						15,912						—						16,256
Credit derivative contracts			—						1						—						1
Foreign exchange derivative contracts			1						19						—						20
Total other assets			347						16,094						—						16,441
Total assets at fair value			$	7,436					$	70,277					$	3,238					$	161,954
Liabilities
Policyholder account balances, future policy benefits and claims:
Fixed deferred indexed annuity embedded derivatives			$	—					$	—					$	53					$	53
IUL embedded derivatives			—						—						1,085						1,085
Structured variable annuity embedded derivatives			—						—						4,948						4,948
Total policyholder account balances, future policy benefits and claims			—						—						6,086						6,086			(3)
Market risk benefits			—						—						1,043						1,043			(2)
Customer deposits			—						3						—						3
Other liabilities:
Interest rate derivative contracts			1						278						—						279
Equity derivative contracts			607						9,243						—						9,850
Credit derivative contracts			—						1						—						1
Foreign exchange derivative contracts			—						3						—						3
Other			393						8						82						483
Total other liabilities			1,001						9,533						82						10,616
Total liabilities at fair value			$	1,001					$	9,536					$	7,211					$	17,748

48

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			December 31, 2025
			Level 1						Level 2						Level 3						Total
			(in millions)
Assets
Cash equivalents			$	2,657					$	3,864					$	—					$	6,521
Available-for-Sale securities:
Corporate debt securities			—						15,131						711						15,842
Residential mortgage backed securities			—						28,149						24						28,173
Commercial mortgage backed securities			—						3,687						—						3,687
Asset backed securities			—						3,752						1						3,753
State and municipal obligations			—						677						—						677
U.S. government and agency obligations			1,359						99						—						1,458
Foreign government bonds and obligations			—						1						—						1
Total Available-for-Sale securities			1,359						51,496						736						53,591
Investments at NAV																					13			(1)
Trading and other securities			372						21						—						393
Separate account assets at NAV																					80,044			(1)
Cash equivalents segregated for regulatory purposes			439						—						—						439
Market risk benefits			—						—						2,274						2,274			(2)
Receivables:
Fixed deferred indexed annuity ceded embedded derivatives			—						—						59						59
Other assets:
Interest rate derivative contracts			1						142						—						143
Equity derivative contracts			218						12,722						—						12,940
Credit derivative contracts			—						15						—						15
Foreign exchange derivative contracts			—						24						—						24
Total other assets			219						12,903						—						13,122
Total assets at fair value			$	5,046					$	68,284					$	3,069					$	156,456
Liabilities
Policyholder account balances, future policy benefits and claims:
Fixed deferred indexed annuity embedded derivatives			$	—					$	—					$	58					$	58
IUL embedded derivatives			—						—						1,042						1,042
Structured variable annuity embedded derivatives			—						—						3,879						3,879
Total policyholder account balances, future policy benefits and claims			—						—						4,979						4,979			(3)
Market risk benefits			—						—						1,182						1,182			(2)
Customer deposits			—						4						—						4
Other liabilities:
Interest rate derivative contracts			1						218						—						219
Equity derivative contracts			346						7,651						—						7,997
Foreign exchange derivative contracts			—						1						—						1
Other			376						5						71						452
Total other liabilities			723						7,875						71						8,669
Total liabilities at fair value			$	723					$	7,879					$	6,232					$	14,834

(1) Amounts are comprised of financial instruments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy.

(2) See Note 10 for additional information related to market risk benefits, including the balances of and changes in market risk benefits as well as the significant inputs and assumptions used in the fair value measurements of market risk benefits.

(3) The Company’s adjustment for nonperformance risk resulted in a $272 million and $258 million cumulative decrease to the embedded derivatives as of June 30, 2026 and December 31, 2025, respectively.

49

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables provide a summary of changes in Level 3 assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis:

			Available-for-Sale Securities																											Receivables
			Corporate Debt Securities												Commercial Mortgage Backed Securities						Asset Backed Securities												Total						Fixed Deferred Indexed Annuity Ceded Embedded Derivatives
			(in millions)
Balance at April 1, 2026			$	708											$	135					$	1											$	844								$	53
Total gains (losses) included in:
Net income			—												—						—												—									4
Other comprehensive income (loss)			(3)												—						—												(3)									—
Purchases			94												—						—												94									—
Settlements			(2)												—						—												(2)									(3)
Transfers out of Level 3			—												(135)						—												(135)									—
Balance at June 30, 2026			$	797											$	—					$	1											$	798								$	54
Changes in unrealized gains (losses) in net income relating to assets held at June 30, 2026			$	1											$	—					$	—											$	1		(1)						$	—
Changes in unrealized gains (losses) in other comprehensive income (loss) relating to assets held at June 30, 2026			$	(4)											$	—					$	—											$	(4)								$	—

			Policyholder Account Balances, Future Policy Benefits and Claims																								Other Liabilities
			Fixed Deferred Indexed Annuity Embedded Derivatives						IUL Embedded Derivatives												Structured Variable Annuity Embedded Derivatives															Total
			(in millions)
Balance at April 1, 2026			$	52					$	1,002											$	3,226					$	4,280					$	78
Total (gains) losses included in:
Net income			4			(2)			134			(2)									1,993			(3)			2,131						—
Issues			—						(16)												54						38						13
Settlements			(3)						(35)												(325)						(363)						(9)
Balance at June 30, 2026			$	53					$	1,085											$	4,948					$	6,086					$	82
Changes in unrealized (gains) losses in net income relating to liabilities held at June 30, 2026			$	—					$	134		(2)									$	1,993		(3)			$	2,127					$	—

50

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Available-for-Sale Securities																											Receivables
			Corporate Debt Securities						Residential Mortgage Backed Securities												Asset Backed Securities												Total						Fixed Deferred Indexed Annuity Ceded Embedded Derivatives
			(in millions)
Balance at April 1, 2025			$	629					$	25											$	106											$	760								$	53
Total gains (losses) included in:
Net income			—						—												—												—									5
Other comprehensive income (loss)			5						—												—												5									—
Purchases			82						—												—												82									—
Settlements			(8)						(2)												(26)												(36)									(1)
Balance at June 30, 2025			$	708					$	23											$	80											$	811								$	57
Changes in unrealized gains (losses) in other comprehensive income (loss) relating to assets held at June 30, 2025			$	5					$	—											$	—											$	5								$	—

			Policyholder Account Balances, Future Policy Benefits and Claims																								Other Liabilities
			Fixed Deferred Indexed Annuity Embedded Derivatives						IUL Embedded Derivatives												Structured Variable Annuity Embedded Derivatives															Total
			(in millions)
Balance at April 1, 2025			$	51					$	969											$	1,841					$	2,861					$	65
Total (gains) losses included in:
Net income			5			(2)			67			(2)									1,086			(3)			1,158						—
Other comprehensive income (loss)			—						—												—						—						1
Issues			—						3												39						42						9
Settlements			—						(40)												(87)						(127)						(9)
Balance at June 30, 2025			$	56					$	999											$	2,879					$	3,934					$	66
Changes in unrealized (gains) losses in net income relating to liabilities held at June 30, 2025			$	—					$	66		(2)									$	1,086		(3)			$	1,152					$	—

51

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Available-for-Sale Securities																														Receivables
			Corporate Debt Securities						Residential Mortgage Backed Securities						Commercial Mortgage Backed Securities						Asset Backed Securities												Total						Fixed Deferred Indexed Annuity Ceded Embedded Derivatives
			(in millions)
Balance at January 1, 2026			$	711					$	24					$	—					$	1											$	736					$	59
Total gains (losses) included in:
Net income			1						—						—						—												1			(1)			1
Other comprehensive income (loss)			(9)						—						—						—												(9)						—
Purchases			108						—						135						—												243						—
Settlements			(14)						—						—						—												(14)						(6)
Transfers out of Level 3			—						(24)						(135)						—												(159)						—
Balance at June 30, 2026			$	797					$	—					$	—					$	1											$	798					$	54
Changes in unrealized gains (losses) in net income relating to assets held at June 30, 2026			$	1					$	—					$	—					$	—											$	1		(1)			$	—
Changes in unrealized gains (losses) in other comprehensive income (loss) relating to assets held at June 30, 2026			$	(9)					$	—					$	—					$	—											$	(9)					$	—

			Policyholder Account Balances, Future Policy Benefits and Claims																								Other Liabilities
			Fixed Deferred Indexed Annuity Embedded Derivatives						IUL Embedded Derivatives												Structured Variable Annuity Embedded Derivatives															Total
			(in millions)
Balance at January 1, 2026			$	58					$	1,042											$	3,879					$	4,979					$	71
Total (gains) losses included in:
Net income			1			(2)			143			(2)									1,488			(3)			1,632						—
Issues			—						(33)												70						37						32
Settlements			(6)						(67)												(489)						(562)						(21)
Balance at June 30, 2026			$	53					$	1,085											$	4,948					$	6,086					$	82
Changes in unrealized (gains) losses in net income relating to liabilities held at June 30, 2026			$	—					$	143		(2)									$	1,488		(3)			$	1,631					$	—

52

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Available-for-Sale Securities																								Receivables
			Corporate Debt Securities						Residential Mortgage Backed Securities												Asset Backed Securities												Total						Fixed Deferred Indexed Annuity Ceded Embedded Derivatives
			(in millions)
Balance at January 1, 2025			$	583					$	38											$	126											$	747					$	55
Total gains (losses) included in:
Net income			1						—												—												1			(1)			5
Other comprehensive income (loss)			14						—												—												14						—
Purchases			131						25												—												156						—
Settlements			(21)						(2)												(46)												(69)						(3)
Transfers out of Level 3			—						(38)												—												(38)						—
Balance at June 30, 2025			$	708					$	23											$	80											$	811					$	57
Changes in unrealized gains (losses) in net income relating to assets held at June 30, 2025			$	1					$	—											$	—											$	1		(1)			$	—
Changes in unrealized gains (losses) in other comprehensive income (loss) relating to assets held at June 30, 2025			$	14					$	—											$	—											$	14					$	—

			Policyholder Account Balances, Future Policy Benefits and Claims																								Other Liabilities
			Fixed Deferred Indexed Annuity Embedded Derivatives						IUL Embedded Derivatives												Structured Variable Annuity Embedded Derivatives															Total
			(in millions)
Balance at January 1, 2025			$	53					$	1,002											$	2,461					$	3,516					$	68
Total (gains) losses included in:
Net income			5			(2)			72			(2)									538			(3)			615						(6)			(4)
Other comprehensive income (loss)			—						—												—						—						1
Issues			—						2												52						54						19
Settlements			(2)						(77)												(172)						(251)						(16)
Balance at June 30, 2025			$	56					$	999											$	2,879					$	3,934					$	66
Changes in unrealized (gains) losses in net income relating to liabilities held at June 30, 2025			$	—					$	71		(2)									$	538		(3)			$	609					$	—

(1) Included in Net investment income.

(2) Included in Interest credited to fixed accounts.

(3) Included in Benefits, claims, losses and settlement expenses.

(4) Included in General and administrative expense.

The increase (decrease) to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $(1) million and $17 million, net of the reinsurance accrual, for the three months ended June 30, 2026 and 2025, respectively.

The increase (decrease) to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $15 million and $1 million, net of the reinsurance accrual, for the six months ended June 30, 2026 and 2025, respectively.

Securities transferred from Level 3 primarily represent securities with fair values that are now obtained from a third-party pricing service with observable inputs or fair values that were included in an observable transaction with a market participant.

53

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities:

			June 30, 2026
			Fair Value						Valuation Technique						Unobservable Input						Range												Weighted Average
			(in millions)
Corporate debt securities (private placements)			$	796					Discounted cash flow						Yield/spread to U.S. Treasuries (1)						0.9%			–			1.5%						1.1%
Asset backed securities			$	1					Discounted cash flow						Annual short-term default rate (2)						2.0%												2.0%
															Annual long-term default rate (2)						2.0%												2.0%
															Discount rate						13.0%												13.0%
															Constant prepayment rate						20.0%												20.0%
															Loss recovery						75.0%												75.0%
Fixed deferred indexed annuity ceded embedded derivatives			$	54					Discounted cash flow						Surrender rate (3)						0.6%			–			92.3%						10.0%
Fixed deferred indexed annuity embedded derivatives			$	53					Discounted cash flow						Surrender rate (3)						0.6%			–			92.3%						10.0%
															Nonperformance risk (4)						60 bps												60 bps
IUL embedded derivatives			$	1,085					Discounted cash flow						Nonperformance risk (4)						60 bps												60 bps
Structured variable annuity embedded derivatives			$	4,948					Discounted cash flow						Surrender rate (3)						0.5%			–			75.0%						2.8%
															Nonperformance risk (4)						60 bps												60 bps
Contingent consideration liabilities			$	82					Discounted cash flow						Discount rate (5)						0.0%			–			10.5%						2.2%

			December 31, 2025
			Fair Value						Valuation Technique						Unobservable Input						Range												Weighted Average
			(in millions)
Corporate debt securities (private placements)			$	708					Discounted cash flow						Yield/spread to U.S. Treasuries (1)						0.9%			–			1.6%						1.2%
Asset backed securities			$	1					Discounted cash flow						Annual short-term default rate (2)						3.0%												3.0%
															Annual long-term default rate (2)						3.5%												3.5%
															Discount rate						15.0%												15.0%
															Constant prepayment rate						20.0%												20.0%
															Loss recovery						60.0%												60.0%
Fixed deferred indexed annuity ceded embedded derivatives			$	59					Discounted cash flow						Surrender rate (3)						0.5%			–			89.8%						5.1%
Fixed deferred indexed annuity embedded derivatives			$	58					Discounted cash flow						Surrender rate (3)						0.5%			–			89.8%						5.1%
															Nonperformance risk (4)						65 bps												65 bps
IUL embedded derivatives			$	1,042					Discounted cash flow						Nonperformance risk (4)						65 bps												65 bps
Structured variable annuity embedded derivatives			$	3,879					Discounted cash flow						Surrender rate (3)						0.5%			–			75.0%						2.0%
															Nonperformance risk (4)						65 bps												65 bps
Contingent consideration liabilities			$	71					Discounted cash flow						Discount rate (5)						0.0%			–			10.5%						2.4%

(1) The weighted average for the yield/spread to U.S. Treasuries for corporate debt securities (private placements) is weighted based on the security’s market value as a percentage of the aggregate market value of the securities.

(2) The weighted average annual default rates of asset backed securities is weighted based on the security’s market value as a percentage of the aggregate market value of the securities.

(3) The weighted average surrender rate represents the average assumption weighted based on the account value of each contract.

(4) The nonperformance risk is the spread added to the U.S. Treasury curve.

(5) The weighted average discount rate represents the average discount rate across all contingent consideration liabilities, weighted based on the size of the contingent consideration liability.

Level 3 measurements not included in the tables above are obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company.

54

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Uncertainty of Fair Value Measurements

Significant increases (decreases) in the yield/spread to U.S. Treasuries used in the fair value measurement of Level 3 corporate debt securities in isolation would have resulted in a significantly lower (higher) fair value measurement.

Significant increases (decreases) in the annual default rate and discount rate used in the fair value measurement of Level 3 asset backed securities in isolation, generally, would have resulted in a significantly lower (higher) fair value measurement and significant increases (decreases) in loss recovery in isolation would have resulted in a significantly lower (higher) fair value measurement.

Significant increases (decreases) in the constant prepayment rate used in the fair value measurement of Level 3 asset backed securities in isolation would have resulted in a significantly lower (higher) fair value measurement.

Significant increases (decreases) in the surrender assumption used in the fair value measurement of the fixed deferred indexed annuity ceded embedded derivatives in isolation would have resulted in a significantly lower (higher) fair value measurement.

Significant increases (decreases) in nonperformance risk used in the fair value measurement of the IUL embedded derivatives in isolation would have resulted in a significantly lower (higher) fair value measurement.

Significant increases (decreases) in nonperformance risk and surrender assumption used in the fair value measurements of the fixed deferred indexed annuity embedded derivatives and structured variable annuity embedded derivatives in isolation would have resulted in a significantly lower (higher) liability value.

Significant increases (decreases) in the discount rate used in the fair value measurement of the contingent consideration liability in isolation would have resulted in a significantly lower (higher) fair value measurement.

Determination of Fair Value

The Company uses valuation techniques consistent with the market and income approaches to measure the fair value of its assets and liabilities. The Company’s market approach uses prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities. The Company’s income approach uses valuation techniques to convert future projected cash flows to a single discounted present value amount. When applying either approach, the Company maximizes the use of observable inputs and minimizes the use of unobservable inputs.

The following is a description of the valuation techniques used to measure fair value and the general classification of these instruments pursuant to the fair value hierarchy.

Assets

Cash Equivalents

Cash equivalents include time deposits and other highly liquid investments with original or remaining maturities at the time of purchase of 90 days or less. Actively traded money market funds are measured at their NAV and classified as Level 1. U.S. Treasuries are also classified as Level 1. The Company’s remaining cash equivalents are classified as Level 2 and measured at amortized cost, which is a reasonable estimate of fair value because of the short time between the purchase of the instrument and its expected realization.

Investments (Available-for-Sale Securities, Equity Securities and Trading Securities)

When available, the fair value of securities is based on quoted prices in active markets. If quoted prices are not available, fair values are obtained from third-party pricing services, non-binding broker quotes, or other model-based valuation techniques.

Level 1 securities primarily include trading securities and U.S. Treasuries.

Level 2 securities primarily include corporate bonds, residential mortgage backed securities, commercial mortgage backed securities, asset backed securities, state and municipal obligations, U.S. government and agency obligations, foreign government securities, and trading and other securities. The fair value of these Level 2 securities is based on a market approach with prices obtained from third-party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. The fair value of securities included in an observable transaction with a market participant are also considered Level 2 when the market is not active.

Level 3 securities primarily include certain corporate bonds, residential mortgage backed securities, commercial mortgage backed securities and asset backed securities with fair value typically based on a single non-binding broker quote. The underlying inputs used for some of the non-binding broker quotes are not readily available to the Company. The Company’s privately placed corporate bonds are typically based on a single non-binding broker quote. The fair value of certain asset backed securities is determined using a discounted cash flow model. Inputs used to determine the expected cash flows include assumptions about discount rates and default, prepayment and recovery rates of the underlying assets. Given the significance of the unobservable inputs to this fair value measurement, the fair value of the investment in certain asset backed securities is classified as Level 3.

55

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Management is responsible for the fair values recorded on the financial statements. Prices received from third-party pricing services are subjected to exception reporting that identifies investments with significant daily price movements as well as no movements. The Company reviews the exception reporting and resolves the exceptions through reaffirmation of the price or recording an appropriate fair value estimate. The Company also performs subsequent transaction testing. The Company performs annual due diligence of third-party pricing services. The Company’s due diligence procedures include assessing the vendor’s valuation qualifications, control environment, analysis of asset-class specific valuation methodologies, and understanding of sources of market observable assumptions and unobservable assumptions, if any, employed in the valuation methodology. The Company also considers the results of its exception reporting controls and any resulting price challenges that arise.

Separate Account Assets

The fair value of assets held by separate accounts is determined by the NAV of the funds in which those separate accounts are invested. The NAV is used as a practical expedient for fair value and represents the exit price for the separate account. Separate account assets are excluded from classification in the fair value hierarchy.

Cash Equivalents Segregated for Regulatory Purposes

Cash equivalents segregated for regulatory purposes include U.S. Treasuries that are classified as Level 1.

Receivables

The Company reinsured its fixed deferred indexed annuity products which have an indexed account that is accounted for as an embedded derivative. The Company uses discounted cash flow models to determine the fair value of these ceded embedded derivatives. The fair value of fixed deferred indexed annuity ceded embedded derivatives includes significant observable interest rates, volatilities and equity index levels and significant unobservable surrender rates. Given the significance of the unobservable surrender rates, these embedded derivatives are classified as Level 3.

Other Assets

Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active over-the-counter (“OTC”) markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps, foreign currency forwards and the majority of options. The counterparties’ nonperformance risk associated with uncollateralized derivative assets was immaterial as of both June 30, 2026 and December 31, 2025. See Note 13 and Note 14 for further information on the credit risk of derivative instruments and related collateral.

Liabilities

Policyholder Account Balances, Future Policy Benefits and Claims

There is no active market for the transfer of the Company’s embedded derivatives attributable to the provisions of fixed deferred indexed annuity, structured variable annuity and IUL products.

The Company uses discounted cash flow models to determine the fair value of the embedded derivatives associated with the provisions of its fixed deferred indexed annuity, structured variable annuity and IUL products. The fair value of fixed deferred indexed annuity, structured variable annuity and IUL embedded derivatives includes significant observable interest rates, volatilities and equity index levels and significant unobservable surrender rates and the estimate of the Company’s nonperformance risk. Given the significance of the unobservable surrender rates and the nonperformance risk assumption, the fixed deferred indexed annuity, structured variable annuity and IUL embedded derivatives are classified as Level 3.

The embedded derivatives attributable to these provisions are recorded in Policyholder account balances, future policy benefits and claims.

Customer Deposits

The Company uses Black-Scholes models to determine the fair value of the embedded derivative liability associated with the provisions of its stock market certificates (“SMC”). The inputs to these calculations are primarily market observable and include interest rates, volatilities and equity index levels. As a result, these measurements are classified as Level 2.

Other Liabilities

Derivatives that are measured using quoted prices in active markets, such as derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active OTC markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps, foreign currency forwards and the majority of options. The Company’s nonperformance risk associated with uncollateralized derivative liabilities was immaterial as of both June 30, 2026 and December 31, 2025. See Note 13 and Note 14 for further information on the credit risk of derivative instruments and related collateral.

56

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Securities sold but not yet purchased represent obligations of the Company to deliver specified securities that it does not yet own, creating a liability to purchase the security in the market at prevailing prices. When available, the fair value of securities is based on quoted prices in active markets. If quoted prices are not available, fair values are obtained from nationally-recognized pricing services, or other model-based valuation techniques such as the present value of cash flows. Level 1 securities sold but not yet purchased primarily include trading securities and U.S. Treasuries traded in active markets. Level 2 securities sold but not yet purchased primarily include corporate bonds.

Contingent consideration liabilities consist of earn-outs and/or deferred payments related to the Company’s acquisitions. Contingent consideration liabilities are recorded at fair value utilizing a discounted cash flow model using an unobservable input (discount rate). Given the use of a significant unobservable input, the fair value of contingent consideration liabilities is classified as Level 3 within the fair value hierarchy.

Fair Value on a Nonrecurring Basis

The Company assesses its investment in affordable housing partnerships for impairment. The investments that are determined to be impaired are written down to their fair value. The Company uses a discounted cash flow model to measure the fair value of these investments. Inputs to the discounted cash flow model are estimates of future net operating losses and tax credits available to the Company and discount rates based on market condition and the financial strength of the syndicator (general partner). The balance of affordable housing partnerships measured at fair value on a nonrecurring basis was $11 million and $17 million as of June 30, 2026 and December 31, 2025, respectively, and is classified as Level 3 in the fair value hierarchy.

Assets and Liabilities Not Reported at Fair Value

The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value:

			June 30, 2026
			Carrying Value						Fair Value
									Level 1						Level 2						Level 3						Total
			(in millions)
Financial Assets
Mortgage loans, net			$	3,170					$	—					$	1,027					$	2,025					$	3,052
Policy loans			1,085						—						1,085						—						1,085
Receivables			10,529						845						2,660						5,955						9,460
Restricted and segregated cash			512						512						—						—						512
Other investments and assets			268						—						203						66						269
Financial Liabilities
Policyholder account balances, future policy benefits and claims			$	25,064					$	—					$	—					$	21,301					$	21,301
Investment certificate reserves			7,378						—						—						7,347						7,347
Banking and brokerage deposits			26,363						26,357						6						—						26,363
Separate account liabilities — investment contracts			2,561						—						2,561						—						2,561
Debt and other liabilities			4,956						908						4,062						2						4,972

57

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			December 31, 2025
			Carrying Value						Fair Value
									Level 1						Level 2						Level 3						Total
			(in millions)
Financial Assets
Mortgage loans, net			$	2,824					$	—					$	774					$	1,979					$	2,753
Policy loans			1,056						—						1,056						—						1,056
Receivables			9,480						201						2,274						6,012						8,487
Restricted and segregated cash			616						616						—						—						616
Other investments and assets			250						—						194						57						251
Financial Liabilities
Policyholder account balances, future policy benefits and claims			$	23,297					$	—					$	—					$	19,636					$	19,636
Investment certificate reserves			8,150						—						—						8,128						8,128
Banking and brokerage deposits			25,611						25,596						15						—						25,611
Separate account liabilities — investment contracts			2,765						—						2,765						—						2,765
Debt and other liabilities			3,545						245						3,376						3						3,624

Receivables include deposit receivables, advisor loans, securities borrowed, margin loans and pledged asset lines of credit. Restricted and segregated cash includes cash segregated under federal and other regulations held in special reserve bank accounts for the exclusive benefit of the Company’s brokerage customers. Other investments and assets primarily include syndicated loans, credit card receivables, certificate of deposits with original or remaining maturities at the time of purchase of more than 90 days, the Company’s membership in the FHLB and investments related to the Community Reinvestment Act. See Note 6 for additional information on mortgage loans, policy loans, syndicated loans, credit card receivables and deposit receivables.

Policyholder account balances, future policy benefits and claims include fixed annuities in deferral status, non-life contingent fixed annuities in payout status, indexed and structured variable annuity host contracts, and the fixed portion of a small number of variable annuity contracts classified as investment contracts. See Note 8 for additional information on these liabilities. Investment certificate reserves represent customer deposits for fixed rate certificates and stock market certificates. Banking and brokerage deposits are amounts payable to customers related to free credit balances, funds deposited by customers and funds accruing to customers as a result of trades or contracts. Separate account liabilities are primarily investment contracts in pooled pension funds offered by Threadneedle. Debt and other liabilities include the Company’s long-term debt, short-term borrowings, securities loaned and future funding commitments to affordable housing partnerships and other real estate partnerships. See Note 11 for further information on the Company’s long-term debt and short-term borrowings.

13.  Offsetting Assets and Liabilities

Certain financial instruments and derivative instruments are eligible for offset in the Consolidated Balance Sheets. The Company’s derivative instruments and securities borrowing and lending agreements are subject to master netting and collateral arrangements and qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. Securities borrowed and securities loaned result from transactions between the Company’s broker-dealer subsidiary and other financial institutions. Securities borrowed transactions are on terms which permit the Company to pledge the securities to others, most of which are pledged under securities loaned transactions as a conduit to facilitate client transactions. Securities borrowed and securities loaned are primarily equity securities and are recorded at the amount of cash collateral advanced or received. The Company’s securities borrowed and securities loaned transactions generally do not have a fixed maturity date and may be terminated by either party under customary terms. The Company’s policy is to recognize amounts subject to master netting arrangements on a gross basis in the Consolidated Balance Sheets.

58

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The following tables present the gross and net information about the Company’s assets subject to master netting arrangements:

			June 30, 2026
			Gross Amounts of Recognized Assets						Gross Amounts Offset in the Consolidated Balance Sheets						Amounts of Assets Presented in the Consolidated Balance Sheets						Gross Amounts Not Offset in the Consolidated Balance Sheets																		Net Amount
																					Financial Instruments (1)						Cash Collateral						Securities Collateral
			(in millions)
Derivatives:
OTC			$	16,133					$	—					$	16,133					$	(9,763)					$	(2,082)					$	(4,169)					$	119
OTC cleared			24						—						24						(24)						—						—						—
Exchange-traded			284						—						284						(70)						—						—						214
Total derivatives			16,441						—						16,441						(9,857)						(2,082)						(4,169)						333
Securities borrowed			845						—						845						(164)						—						(673)						8
Total			$	17,286					$	—					$	17,286					$	(10,021)					$	(2,082)					$	(4,842)					$	341

			December 31, 2025
			Gross Amounts of Recognized Assets						Gross Amounts Offset in the Consolidated Balance Sheets						Amounts of Assets Presented in the Consolidated Balance Sheets						Gross Amounts Not Offset in the Consolidated Balance Sheets																		Net Amount
																					Financial Instruments (1)						Cash Collateral						Securities Collateral
			(in millions)
Derivatives:
OTC			$	12,908					$	—					$	12,908					$	(8,032)					$	(2,486)					$	(2,299)					$	91
OTC cleared			9						—						9						(9)						—						—						—
Exchange-traded			205						—						205						(41)						—						—						164
Total derivatives			13,122						—						13,122						(8,082)						(2,486)						(2,299)						255
Securities borrowed			202						—						202						(65)						—						(130)						7
Total			$	13,324					$	—					$	13,324					$	(8,147)					$	(2,486)					$	(2,429)					$	262

(1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements:

			June 30, 2026
			Gross Amounts of Recognized Liabilities						Gross Amounts Offset in the Consolidated Balance Sheets						Amounts of Liabilities Presented in the Consolidated Balance Sheets						Gross Amounts Not Offset in the Consolidated Balance Sheets																		Net Amount
																					Financial Instruments (1)						Cash Collateral						Securities Collateral
			(in millions)
Derivatives:
OTC			$	10,005					$	—					$	10,005					$	(9,763)					$	(39)					$	(201)					$	2
OTC cleared			55						—						55						(24)						—						—						31
Exchange-traded			73						—						73						(70)						—						—						3
Total derivatives			10,133						—						10,133						(9,857)						(39)						(201)						36
Securities loaned			905						—						905						(164)						—						(732)						9
Total			$	11,038					$	—					$	11,038					$	(10,021)					$	(39)					$	(933)					$	45

59

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			December 31, 2025
			Gross Amounts of Recognized Liabilities						Gross Amounts Offset in the Consolidated Balance Sheets						Amounts of Liabilities Presented in the Consolidated Balance Sheets						Gross Amounts Not Offset in the Consolidated Balance Sheets																		Net Amount
																					Financial Instruments (1)						Cash Collateral						Securities Collateral
			(in millions)
Derivatives:
OTC			$	8,146					$	—					$	8,146					$	(8,032)					$	(3)					$	(103)					$	8
OTC cleared			19						—						19						(9)						—						—						10
Exchange-traded			52						—						52						(41)						—						—						11
Total derivatives			8,217						—						8,217						(8,082)						(3)						(103)						29
Securities loaned			244						—						244						(65)						—						(170)						9
Total			$	8,461					$	—					$	8,461					$	(8,147)					$	(3)					$	(273)					$	38

(1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

In the tables above, the amount of assets or liabilities presented are offset first by financial instruments that have the right of offset under master netting or similar arrangements, then any remaining amount is reduced by the amount of cash and securities collateral. The actual collateral may be greater than amounts presented in the tables.

When the fair value of collateral accepted by the Company is less than the amount due to the Company, there is a risk of loss if the counterparty fails to perform or provide additional collateral. To mitigate this risk, the Company monitors collateral values regularly and requires additional collateral when necessary. When the value of collateral pledged by the Company declines, it may be required to post additional collateral.

Freestanding derivative instruments are reflected in Other assets and Other liabilities. Cash collateral pledged by the Company is reflected in Other assets and cash collateral accepted by the Company is reflected in Other liabilities. Securities borrowing and lending agreements are reflected in Receivables and Other liabilities, respectively. See Note 14 for additional disclosures related to the Company’s derivative instruments.

14.  Derivatives and Hedging Activities

Derivative instruments enable the Company to manage its exposure to various market risks. The value of such instruments is derived from an underlying variable or multiple variables, including equity, foreign exchange and interest rate indices or prices. The Company primarily enters into derivative agreements for risk management purposes related to the Company’s products and operations.

Certain of the Company’s freestanding derivative instruments are subject to master netting arrangements. The Company’s policy on the recognition of derivatives on the Consolidated Balance Sheets is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. See Note 13 for additional information regarding the estimated fair value of the Company’s freestanding derivatives after considering the effect of master netting arrangements and collateral.

60

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Generally, the Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives:

			June 30, 2026												December 31, 2025
			Notional			Gross Fair Value									Notional			Gross Fair Value
						Assets (1)			Liabilities (2)									Assets (1)			Liabilities (2)
			(in millions)
Derivatives not designated as hedging instruments
Interest rate contracts			$	35,864		$	164		$	279					$	36,011		$	143		$	219
Equity contracts			143,275			16,256			9,850						132,590			12,940			7,997
Credit contracts			2,720			1			1						3,297			15			—
Foreign exchange contracts			2,476			20			3						2,459			24			1
Total non-designated hedges			184,335			16,441			10,133						174,357			13,122			8,217
Embedded derivatives
IUL			N/A			—			1,085						N/A			—			1,042
Fixed deferred indexed annuities and deposit receivables			N/A			54			53						N/A			59			58
Structured variable annuities (3)			N/A			—			4,948						N/A			—			3,879
SMC			N/A			—			3						N/A			—			4
Total embedded derivatives			N/A			54			6,089						N/A			59			4,983
Total derivatives			$	184,335		$	16,495		$	16,222					$	174,357		$	13,181		$	13,200

N/A  Not applicable.

(1) The fair value of freestanding derivative assets is included in Other assets and the fair value of ceded embedded derivative assets related to deposit receivables is included in Receivables.

(2) The fair value of freestanding derivative liabilities is included in Other liabilities. The fair value of IUL, fixed deferred indexed annuity and structured variable annuity embedded derivatives is included in Policyholder account balances, future policy benefits and claims. The fair value of the SMC embedded derivative liability is included in Customer deposits.

(3) The fair value of the structured variable annuity embedded derivatives as of June 30, 2026 included $4.9 billion of individual contracts in a liability position and $1 million of individual contracts in an asset position. The fair value of the structured variable annuity embedded derivatives as of December 31, 2025 included $3.9 billion of individual contracts in a liability position and $1 million of individual contracts in an asset position.

See Note 12 for additional information regarding the Company’s fair value measurement of derivative instruments.

As of June 30, 2026 and December 31, 2025, investment securities with a fair value of $1.9 billion and $1.7 billion respectively, were pledged to meet contractual obligations under derivative contracts, of which $169 million and $104 million, respectively, may be sold, pledged or rehypothecated by the counterparty. As of June 30, 2026 and December 31, 2025, investment securities with a fair value of $4.7 billion and $2.8 billion, respectively, were received as collateral to meet contractual obligations under derivative contracts, of which $4.1 billion and $2.4 billion, respectively, may be sold, pledged or rehypothecated by the Company. As of both June 30, 2026 and December 31, 2025, the Company had sold, pledged or rehypothecated none of these securities. In addition, as of both June 30, 2026 and December 31, 2025, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets.

61

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Derivatives Not Designated as Hedges

The following table presents a summary of the impact of derivatives not designated as hedging instruments, including embedded derivatives, on the Consolidated Statements of Operations:

			Net Investment Income			Banking and Deposit Interest Expense			Distribution Expenses			Interest Credited to Fixed Accounts			Benefits, Claims, Losses and Settlement Expenses			Change in Fair Value of Market Risk Benefits						General and Administrative Expense
			(in millions)
Three Months Ended June 30, 2026
Interest rate contracts			$	—		$	—		$	—		$	—		$	1		$	(102)					$	—
Equity contracts			(10)			—			13			83			1,991			(477)						2
Credit contracts			—			—			—			—			—			5						—
Foreign exchange contracts			1			—			—			—			—			(2)						(1)
IUL embedded derivatives			—			—			—			(99)			—			—						—
Fixed deferred indexed annuity and deposit receivables embedded derivatives			—			—			—			8			—			—						—
Structured variable annuity embedded derivatives			—			—			—			—			(1,993)			—						—
SMC embedded derivatives			—			—			—			—			—			—						—
Total gain (loss)			$	(9)		$	—		$	13		$	(8)		$	(1)		$	(576)					$	1
Three Months Ended June 30, 2025
Interest rate contracts			$	—		$	—		$	—		$	—		$	—		$	(52)					$	—
Equity contracts			(2)			2			116			71			1,094			(533)						10
Credit contracts			(2)			—			2			—			—			(6)						—
Foreign exchange contracts			—			—			—			—			—			(53)						25
IUL embedded derivatives			—			—			—			(27)			—			—						—
Fixed deferred indexed annuity and deposit receivables embedded derivatives			—			—			—			11			—			—						—
Structured variable annuity embedded derivatives			—			—			—			—			(1,086)			—						—
SMC embedded derivatives			—			(2)			—			—			—			—						—
Total gain (loss)			$	(4)		$	—		$	118		$	55		$	8		$	(644)					$	35

62

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Net Investment Income			Banking and Deposit Interest Expense			Distribution Expenses			Interest Credited to Fixed Accounts			Benefits, Claims, Losses and Settlement Expenses			Change in Fair Value of Market Risk Benefits						General and Administrative Expense
			(in millions)
Six Months Ended June 30, 2026
Interest rate contracts			$	—		$	—		$	—		$	—		$	(1)		$	(130)					$	—
Equity contracts			(7)			—			28			58			1,461			(310)						3
Credit contracts			—			—			—			—			—			34						—
Foreign exchange contracts			1			—			—			—			—			6						(4)
IUL embedded derivatives			—			—			—			(76)			—			—						—
Fixed deferred indexed annuity and deposit receivables embedded derivatives			—			—			—			2			—			—						—
Structured variable annuity embedded derivatives			—			—			—			—			(1,488)			—						—
SMC embedded derivatives			—			—			—			—			—			—						—
Total gain (loss)			$	(6)		$	—		$	28		$	(16)		$	(28)		$	(400)					$	(1)
Six Months Ended June 30, 2025
Interest rate contracts			$	—		$	—		$	—		$	—		$	2		$	68					$	—
Equity contracts			(4)			1			41			42			420			(286)						5
Credit contracts			(2)			—			4			—			—			(54)						—
Foreign exchange contracts			—			—			—			—			—			(63)						37
IUL embedded derivatives			—			—			—			5			—			—						—
Fixed deferred indexed annuity and deposit receivables embedded derivatives			—			—			—			10			—			—						—
Structured variable annuity embedded derivatives			—			—			—			—			(538)			—						—
SMC embedded derivatives			—			(1)			—			—			—			—						—
Total gain (loss)			$	(6)		$	—		$	45		$	57		$	(116)		$	(335)					$	42

The Company holds derivative instruments that either do not qualify or are not designated for hedge accounting treatment. These derivative instruments are used as economic hedges of equity, interest rate, credit and foreign currency exchange rate risk related to various products and transactions of the Company.

The deferred premium associated with certain of the above options is paid or received semi-annually over the life of the contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options as of June 30, 2026:

			Premiums Payable						Premiums Receivable
			(in millions)
2026 (1)			$	130					$	70
2027			20						—
2028			30						—
2029			135						—
2030			217						—
2031			48						—
Total			$	580					$	70

(1) 2026 amounts represent the amounts payable and receivable for the period from July 1, 2026 to December 31, 2026.

Actual timing and payment amounts may differ due to future settlements, modifications or exercises of the contracts prior to the full premium being paid or received.

63

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Structured variable annuity, IUL and stock market certificate products have returns tied to the performance of equity markets. As a result of fluctuations in equity markets, the obligation incurred by the Company related to structured variable annuity, IUL and stock market certificate products will positively or negatively impact earnings over the life of these products. The equity components of structured variable annuity, IUL and stock market certificate product obligations are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. As a means of economically hedging its obligations under the provisions of these products, the Company enters into interest rate swaps, index options and futures contracts.

As discussed in Note 10, the Company issues variable annuity contracts that provide protection to contractholders from other-than-nominal capital market risk and expose the Company to other-than-nominal capital market risk. The Company economically hedges its obligations under these market risk benefits using options, swaptions, swaps and futures.

The Company enters into futures, credit default swaps, commodity swaps, total return swaps and foreign currency forwards to manage its exposure to price risk arising from seed money investments in proprietary investment products. The Company enters into foreign currency forward contracts to economically hedge its exposure to certain foreign transactions. The Company enters into futures contracts, total return swaps and foreign currency forwards to economically hedge its exposure related to compensation plans. The Company enters into interest rate swaps to offset interest rate changes on unrealized gains or losses for certain investments.

Cash Flow Hedges

The Company has designated derivative instruments as a cash flow hedge for equity exposure of certain compensation-related liabilities and interest rate exposure on forecasted debt interest payments. For derivative instruments that qualify as cash flow hedges, the gains or losses on the derivative instruments are reported in AOCI and reclassified into earnings when the hedged item or transaction impacts earnings. The amount that is reclassified into earnings is presented within the same line item as the earnings impact of the hedged item in Interest and debt expense.

For both the three and six months ended June 30, 2026 and 2025, the amounts reclassified from AOCI to earnings related to cash flow hedges were immaterial. The estimated net amount recorded in AOCI as of June 30, 2026 that the Company expects to reclassify to earnings as a reduction to Interest and debt expense within the next twelve months is not material. Currently, the longest period of time over which the Company is hedging exposure to the variability in future cash flows is 9 years and relates to forecasted debt interest payments. See Note 15 for a rollforward of net unrealized gains (losses) on derivatives included in AOCI related to cash flow hedges.

Net Investment Hedges

The Company entered into, and designated as net investment hedges in foreign operations, forward contracts to hedge a portion of the Company’s foreign currency exchange rate risk associated with its investment in Threadneedle. As the Company determined that the forward contracts are effective, the change in fair value of the derivatives is recognized in AOCI as part of the foreign currency translation adjustment. For both the three and six months ended June 30, 2026 and 2025, the Company did not recognize a gain or loss in other comprehensive income (loss) (“OCI”).

Credit Risk

Credit risk associated with the Company’s derivatives is the risk that a derivative counterparty will not perform in accordance with the terms of the applicable derivative contract. To mitigate such risk, the Company has established guidelines and oversight of credit risk through a comprehensive enterprise risk management program that includes members of senior management. Key components of this program are to require preapproval of counterparties and the use of master netting and collateral arrangements whenever practical. See Note 13 for additional information on the Company’s credit exposure related to derivative assets.

Certain of the Company’s derivative contracts contain provisions that adjust the level of collateral the Company is required to post based on the Company’s debt rating (or based on the financial strength of the Company’s life insurance subsidiaries for contracts in which those subsidiaries are the counterparty). Additionally, certain of the Company’s derivative contracts contain provisions that allow the counterparty to terminate the contract if the Company’s debt does not maintain a specific credit rating (generally an investment grade rating) or the Company’s life insurance subsidiaries do not maintain a specific financial strength rating. If these termination provisions were to be triggered, the Company’s counterparty could require immediate settlement of any net liability position. As of June 30, 2026 and December 31, 2025, the aggregate fair value of derivative contracts in a net liability position containing such credit contingent provisions was $241 million and $104 million, respectively. The aggregate fair value of assets posted as collateral for such instruments as of June 30, 2026 and December 31, 2025 was $240 million and $103 million, respectively. If the credit contingent provisions of derivative contracts in a net liability position as of June 30, 2026 and December 31, 2025 were triggered, the aggregate fair value of additional assets that would be required to be posted as collateral or needed to settle the instruments immediately would have been $1 million as of both June 30, 2026 and December 31, 2025. 

64

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

15.  Shareholders’ Equity

The following table presents the amounts related to each component of OCI:

			Three Months Ended June 30,
			2026																		2025
			Pretax						Income Tax Benefit (Expense)						Net of Tax						Pretax						Income Tax Benefit (Expense)						Net of Tax
			(in millions)
Net unrealized gains (losses) on securities:
Net unrealized gains (losses) on securities arising during the period (1)			$	(39)					$	(4)					$	(43)					$	233					$	(54)					$	179
Reclassification of net (gains) losses on securities included in net income (2)			9						(2)						7						15						(3)						12
Impact of benefit reserves and reinsurance recoverables			15						(3)						12						2						(1)						1
Net unrealized gains (losses) on securities			(15)						(9)						(24)						250						(58)						192
Net unrealized gains (losses) on derivatives:
Net unrealized gains (losses) on derivatives arising during the period			—						—						—						(1)						—						(1)
Net unrealized gains (losses) on derivatives			—						—						—						(1)						—						(1)
Effect of changes in discount rate assumptions on certain long-duration contracts			(6)						1						(5)						(15)						3						(12)
Effect of changes in instrument-specific credit risk on MRBs			(38)						8						(30)						1						—						1
Foreign currency translation			(11)						(1)						(12)						107						(4)						103
Total other comprehensive income (loss)			$	(70)					$	(1)					$	(71)					$	342					$	(59)					$	283

			Six Months Ended June 30,
			2026																		2025
			Pretax						Income Tax Benefit (Expense)						Net of Tax						Pretax						Income Tax Benefit (Expense)						Net of Tax
			(in millions)
Net unrealized gains (losses) on securities:
Net unrealized gains (losses) on securities arising during the period (1)			$	(531)					$	103					$	(428)					$	724					$	(164)					$	560
Reclassification of net (gains) losses on securities included in net income (2)			6						(1)						5						10						(2)						8
Impact of benefit reserves and reinsurance recoverables			21						(4)						17						(2)						—						(2)
Net unrealized gains (losses) on securities			(504)						98						(406)						732						(166)						566
Net unrealized gains (losses) on derivatives:
Net unrealized gains (losses) on derivatives arising during the period			—						—						—						(11)						2						(9)
Net unrealized gains (losses) on derivatives			—						—						—						(11)						2						(9)
Effect of changes in discount rate assumptions on certain long-duration contracts			77						(17)						60						(53)						11						(42)
Effect of changes in instrument-specific credit risk on MRBs			—						—						—						2						—						2
Foreign currency translation			(39)						1						(38)						159						(4)						155
Total other comprehensive income (loss)			$	(466)					$	82					$	(384)					$	829					$	(157)					$	672

(1) Includes impairments on Available-for-Sale securities related to factors other than credit that were recognized in OCI during the period.

(2) Reclassification amounts are recorded in Net investment income.

65

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Other comprehensive income (loss) related to net unrealized gains (losses) on securities includes three components: (i) unrealized gains (losses) that arose from changes in the market value of securities that were held during the period; (ii) (gains) losses that were previously unrealized, but have been recognized in current period net income due to sales of Available-for-Sale securities and due to the reclassification of noncredit losses to credit losses; and (iii) other adjustments primarily consisting of changes in insurance and annuity asset and liability balances, such as benefit reserves and reinsurance recoverables, to reflect the expected impact on their carrying values had the unrealized gains (losses) been realized as of the respective balance sheet dates.

The following table presents the changes in the balances of each component of AOCI, net of tax:

			Net Unrealized Gains (Losses) on Securities						Net Unrealized Gains (Losses) on Derivatives						Effect of Changes in Discount Rate Assumptions on Certain Long-Duration Contracts						Effect of Changes in Instrument-Specific Credit Risk on MRBs						Defined Benefit Plans						Foreign Currency Translation						Other						Total
			(in millions)
Balance at April 1, 2026			$	(890)					$	(4)					$	20					$	(97)					$	(31)					$	(203)					$	—					$	(1,205)
OCI before reclassifications			(31)						—						(5)						(30)						—						(12)						—						(78)
Amounts reclassified from AOCI			7						—						—						—						—						—						—						7
Total OCI			(24)						—						(5)						(30)						—						(12)						—						(71)
Balance at June 30, 2026			$	(914)					$	(4)					$	15					$	(127)					$	(31)					$	(215)					$	—					$	(1,276)
Balance at April 1, 2025			$	(1,078)					$	(3)					$	(3)					$	(146)					$	(45)					$	(243)					$	(1)					$	(1,519)
OCI before reclassifications			180						(1)						(12)						1						—						103						—						271
Amounts reclassified from AOCI			12						—						—						—						—						—						—						12
Total OCI			192						(1)						(12)						1						—						103						—						283
Balance at June 30, 2025			$	(886)					$	(4)					$	(15)					$	(145)					$	(45)					$	(140)					$	(1)					$	(1,236)
Balance at January 1, 2026			$	(508)					$	(4)					$	(45)					$	(127)					$	(31)					$	(177)					$	—					$	(892)
OCI before reclassifications			(411)						—						60						—						—						(38)						—						(389)
Amounts reclassified from AOCI			5						—						—						—						—						—						—						5
Total OCI			(406)						—						60						—						—						(38)						—						(384)
Balance at June 30, 2026			$	(914)					$	(4)					$	15					$	(127)					$	(31)					$	(215)					$	—					$	(1,276)
Balance at January 1, 2025			$	(1,452)					$	5					$	27					$	(147)					$	(45)					$	(295)					$	(1)					$	(1,908)
OCI before reclassifications			558						(9)						(42)						2						—						155						—						664
Amounts reclassified from AOCI			8						—						—						—						—						—						—						8
Total OCI			566						(9)						(42)						2						—						155						—						672
Balance at June 30, 2025			$	(886)					$	(4)					$	(15)					$	(145)					$	(45)					$	(140)					$	(1)					$	(1,236)

For the six months ended June 30, 2026 and 2025, the Company repurchased a total of 3.3 million shares and 2.3 million shares, respectively, of its common stock for an aggregate cost of $1.6 billion and $1.2 billion, respectively. On April 22, 2025, the Company’s Board of Directors authorized $4.5 billion for the repurchase of the Company’s common stock through June 30, 2027. As of June 30, 2026, the Company had $1.1 billion remaining under this share repurchase authorization.

The Company may also reacquire shares of its common stock under its share-based compensation plans related to restricted stock awards and certain option exercises. The holders of restricted shares may elect to surrender a portion of their shares on the vesting date to cover their income tax obligation. These vested restricted shares are reacquired by the Company and the Company’s payment of the holders’ income tax obligations are recorded as a treasury share purchase.

66

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

For the six months ended June 30, 2026 and 2025, the Company reacquired 0.2 million shares, in both periods, of its common stock through the surrender of shares upon vesting and paid in the aggregate $84 million and $123 million, respectively, related to the holders’ income tax obligations on the vesting date. Option holders may elect to net settle their vested awards resulting in the surrender of the number of shares required to cover the strike price and tax obligation of the options exercised. These shares are reacquired by the Company and recorded as treasury shares. For the six months ended June 30, 2026 and 2025, the Company reacquired 0.1 million shares, in both periods, of its common stock through the net settlement of options for an aggregate value of $56 million and $47 million, respectively.

During the six months ended June 30, 2026 and 2025, the Company reissued 0.4 million and 0.6 million, respectively, treasury shares for restricted stock award grants, performance share units and issuance of shares vested under advisor deferred compensation plans.

16.  Income Taxes

The Company’s effective tax rate was 22.8% and 21.6% for the three months ended June 30, 2026 and 2025, respectively. The Company’s effective tax rate was 21.6% and 19.4% for the six months ended June 30, 2026 and 2025, respectively.

The effective tax rate for the three months ended June 30, 2026 was higher than the statutory rate primarily as a result of state income taxes, net of federal income tax effect. The effective tax rate for the six months ended June 30, 2026 was higher than the statutory rate primarily as a result of state income taxes, net of federal income tax effect, partially offset by tax preferred items including incentive compensation and tax credits.

The effective tax rate for the three months ended June 30, 2025 was higher than the statutory rate primarily as a result of state income taxes, net of federal income tax effect. The effective tax rate for the six months ended June 30, 2025 was lower than the statutory rate as a result of tax preferred items including incentive compensation and foreign tax credits, net of addback, partially offset by state income taxes, net of federal income tax effect.

The increase in the effective tax rate for the three months ended June 30, 2026 compared to the three months ended June 30, 2025 was primarily due to an increase in state income taxes, net of federal income tax effect. The increase in the effective tax rate for the six months ended June 30, 2026 compared to the six months ended June 30, 2025 was primarily due to higher pretax income in the current period compared to the prior year period and the related impact on tax preferred items and a decrease in the benefit for incentive compensation.

Included in the Company’s deferred income tax assets are tax benefits related to foreign net operating losses of $48 million, which do not expire, corporate alternative minimum tax (“CAMT”) credit carryforwards of $46 million, which do not expire, and state net operating losses of $34 million, net of federal income tax effect, which will expire beginning December 31, 2026.

The Company is required to establish a valuation allowance for any portion of its deferred tax assets that management believes will not be realized. Significant judgment is required in determining if a valuation allowance should be established and the amount of such allowance if required. Factors used in making this determination include estimates relating to the performance of the business. Consideration is given to, among other things in making this determination: (i) future taxable income exclusive of reversing temporary differences and carryforwards; (ii) future reversals of existing taxable temporary differences; (iii) taxable income in prior carryback years; and (iv) tax planning strategies. Based on analysis of the Company’s tax position as of June 30, 2026, management believes it is more likely than not that the Company will not realize certain state net operating losses of $29 million, state deferred tax assets of $2 million (both net of federal income tax effect), and foreign net operating losses of $33 million; therefore, a valuation allowance has been established. The valuation allowance was $64 million and $65 million as of June 30, 2026 and December 31, 2025, respectively.

As of June 30, 2026 and December 31, 2025, the Company had $172 million and $168 million, respectively, of gross unrecognized tax benefits. If recognized, approximately $143 million and $137 million, net of federal income tax effect, of unrecognized tax benefits as of June 30, 2026 and December 31, 2025, respectively, would affect the effective tax rate.

The Company recognizes interest and penalties related to unrecognized tax benefits as a component of the income tax provision. The Company recognized a net increase of $4 million and $8 million in interest and penalties for the three and six months ended June 30, 2026, respectively. The Company recognized a net increase of $1 million and $8 million in interest and penalties for the three and six months ended June 30, 2025, respectively. As of June 30, 2026 and December 31, 2025, the Company had a payable of $63 million and $55 million, respectively, related to accrued interest and penalties.

The Company or one or more of its subsidiaries files income tax returns in the U.S. federal jurisdiction and various state and foreign jurisdictions. The federal statutes of limitations are closed on years through 2019, except for two issues for 2016 which were claimed on an amended return. During 2025, the Internal Revenue Service (“IRS”) finalized the audit of tax year 2020, except for one issue which remains open. The IRS is currently auditing the Company’s U.S. income tax returns for 2021 through 2023. The Company’s state income tax returns are currently under examination by various jurisdictions for years ranging from 2018 through 2024.

67

Index

AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

The Company is an applicable corporation required to compute CAMT, however, as of June 30, 2026, based on current estimates, the Company does not expect to be liable for CAMT in 2026. This estimate is based on interpretations and assumptions of available guidance, including proposed regulations and notices, that the Company has made regarding the CAMT provisions of the Inflation Reduction Act of 2022.

In December 2021, the Organization for Economic Co-operation and Development published the Pillar Two model rules which introduce new taxing mechanisms aimed at ensuring multinational enterprises pay a minimum level of tax on profits from each jurisdiction in which they operate. As of June 30, 2026, the tax impact was not material to the consolidated financial statements. The Company continues to monitor the adoption and implementation of these rules and evaluate the potential impact on its consolidated financial statements.

The legislation commonly referred to as the One Big Beautiful Bill Act (“OBBBA”) was enacted on July 4, 2025. The corporate tax law changes resulting from the OBBBA did not have a material impact to the Company’s consolidated financial statements as of June 30, 2026 and, based on current guidance, the Company does not expect to record any material impacts in the future.

17.  Contingencies

Contingencies

The Company and its subsidiaries are involved, in the normal course of business, in legal proceedings, which include regulatory inquiries, arbitration and litigation (including class actions), concerning matters arising in connection with the conduct of its activities as a diversified financial services firm. These include proceedings specific to the Company as well as proceedings generally applicable to business practices in the industries in which it operates. The Company can also be subject to legal proceedings arising out of its general business activities, such as its investments, contracts, leases and employment relationships. Uncertain economic conditions, heightened and sustained volatility in the financial markets and significant financial reform legislation may increase the likelihood that clients and other persons or regulators may present or threaten legal claims or that regulators increase the scope or frequency of examinations of the Company or the financial services industry generally.

As with other financial services firms, the level of regulatory activity concerning the Company’s businesses remains elevated. From time to time, the Company receives requests for information from, and/or has been subject to examination or claims by the SEC, the Financial Industry Regulatory Authority, the Office of the Comptroller of the Currency, the Federal Deposit Insurance Corporation, the U.K. Financial Conduct Authority, the Federal Reserve Board, state insurance and securities regulators, state attorneys general and various other domestic and foreign governmental and quasi-governmental authorities on behalf of themselves or clients concerning the Company’s business activities and practices, and the practices of the Company’s financial advisors. The Company is cooperating with the applicable regulators.

The Company typically has numerous pending matters that include information requests, exams, inquiries or disputes regarding certain subjects, including from time to time: sales and distribution of, and disclosure practices related to, mutual and other pooled funds, exchange traded funds, private funds, segregated accounts, annuities, equity and fixed income securities, real estate investment trusts, insurance products, banking products, brokerage offerings, including money settlement options, and financial advice offerings, including managed accounts; wholesaler activity; supervision of the Company’s financial advisors and other associated persons; administration of insurance and annuity claims; security of client information; trading activity and the Company’s monitoring and supervision of such activity; recordkeeping requirements; and transaction monitoring systems and controls.

These pending matters are subject to uncertainties and, as such, it is inherently difficult to determine whether any loss is probable or even reasonably possible, or to reasonably estimate the amount of any loss that may result from such matters. The Company cannot predict with certainty if, how, or when any such proceedings will be initiated or resolved. Matters frequently need to be more developed before a potential loss or range of loss can be reasonably estimated for any matter. An adverse outcome in any matter could result in an adverse judgment, a settlement, fine, penalty, or other sanction, and may lead to further claims, examinations, adverse publicity or reputational damage, each of which could have a material adverse effect on the Company’s consolidated results of operations, financial condition, or liquidity.

In accordance with applicable accounting standards, the Company establishes an accrued liability for contingent litigation and regulatory matters when those matters present loss contingencies that are both probable and can be reasonably estimated. The Company discloses the nature of the contingency when management believes there is at least a reasonable possibility that the outcome may be material to the Company’s consolidated financial statements and, where feasible, an estimate of the possible loss. In such cases, there still may be an exposure to loss in excess of any amounts reasonably estimated and accrued. When a loss contingency is not both probable and reasonably estimable, the Company does not establish an accrued liability, but continues to monitor, in conjunction with any outside counsel handling a matter, further developments that would make such loss contingency both probable and reasonably estimable. Once the Company establishes an accrued liability with respect to a loss contingency, the Company continues to monitor the matter for further developments that could affect the amount of the accrued liability that has been previously established, and any appropriate adjustments are made each quarter.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

Guaranty Fund Assessments

RiverSource Life Insurance Company (“RiverSource Life”) and RiverSource Life Insurance Co. of New York (“RiverSource Life of NY”) are required by law to be a member of the guaranty fund association in every state where they are licensed to do business. In the event of insolvency of one or more unaffiliated insurance companies, the Company could be adversely affected by the requirement to pay assessments to the guaranty fund associations. The Company projects its cost of future guaranty fund assessments based on estimates of insurance company insolvencies provided by the National Organization of Life and Health Insurance Guaranty Associations and the amount of its premiums written relative to the industry-wide premium in each state. The Company accrues the estimated cost of future guaranty fund assessments when it is considered probable that an assessment will be imposed, the event obligating the Company to pay the assessment has occurred and the amount of the assessment can be reasonably estimated.

The Company has a liability for estimated guaranty fund assessments and a related premium tax asset. As of both June 30, 2026 and December 31, 2025, the estimated liability was $13 million. As of both June 30, 2026 and December 31, 2025, the related premium tax asset was $11 million. The expected period over which guaranty fund assessments will be made and the related tax credits recovered is not known.

18.  Earnings per Share

The computations of basic and diluted earnings per share were as follows:

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions, except per share amounts)
Numerator:
Net income			$	1,113					$	1,060					$	2,028					$	1,643
Denominator:
Basic: Weighted-average common shares outstanding			91.8						97.4						92.6						97.9
Effect of potentially dilutive nonqualified stock options and other share-based awards			1.1						1.4						1.1						1.5
Diluted: Weighted-average common shares outstanding			92.9						98.8						93.7						99.4
Earnings per share:
Basic			$	12.12					$	10.88					$	21.90					$	16.78
Diluted			$	11.98					$	10.73					$	21.64					$	16.53

The calculation of diluted earnings per share includes the dilutive effect of the assumed exercise or issuance of stock-based awards using the treasury stock method. The calculation excludes the incremental effect of nil options for both the three months ended June 30, 2026 and 2025, and 0.2 million and 0.1 million options for the six months ended June 30, 2026 and 2025, respectively, due to their anti-dilutive effect.

19.  Segment Information

The Company’s four reporting segments are Advice & Wealth Management, Asset Management, Retirement & Protection Solutions and Corporate & Other.

The accounting policies of the segments are the same as those of the Company, except for operating adjustments defined below, the method of capital allocation, the accounting for gains (losses) from intercompany revenues and expenses and not providing for income taxes on a segment basis.

Management uses segment adjusted operating measures in goal setting, as a basis for determining employee compensation and in evaluating performance on a basis comparable to that used by some securities analysts and investors. Consistent with GAAP accounting guidance for segment reporting, adjusted operating earnings is the Company’s measure of segment performance. Adjusted operating earnings should not be viewed as a substitute for GAAP pretax income. The Company believes the presentation of segment adjusted operating earnings, as the Company measures it for management purposes, enhances the understanding of its business by reflecting the underlying performance of its core operations and facilitating a more meaningful trend analysis.

Adjusted operating earnings is defined as adjusted operating net revenues less adjusted operating expenses. Adjusted operating net revenues and adjusted operating expenses exclude net realized investment gains or losses (net of reinsurance accrual); the market impact on non-traditional long-duration products (including variable and fixed deferred annuity contracts and UL insurance contracts), net of hedges and reinsurance accrual; mean reversion related impacts (the impact on VUL products for the difference between

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AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

assumed and updated separate account investment performance on the reinsurance accrual and additional insurance benefit reserves); the market impact of hedges to offset interest rate and currency changes on unrealized gains or losses for certain investments; block transfer reinsurance transaction impacts; gain or loss on disposal of a business that is not considered discontinued operations; integration and restructuring charges; income (loss) from discontinued operations; and the impact of consolidating CIEs. The market impact on non-traditional long-duration products includes changes in market risk benefits and embedded derivative values caused by changes in financial market conditions, net of changes in economic hedge values and unhedged items including the difference between assumed and actual underlying separate account investment performance, fixed income credit exposures, transaction costs and certain policyholder contract elections. The market impact also includes certain valuation adjustments made in accordance with FASB Accounting Standards Codification 820, Fair Value Measurements and Disclosures, including the impact on embedded derivative values of discounting projected benefits to reflect a current estimate of the RiverSource Life companies’ nonperformance spread.

The following tables summarize selected financial information by segment and reconcile segment totals to those reported on the consolidated financial statements:

			June 30, 2026						December 31, 2025
			(in millions)
Advice & Wealth Management			$	41,511					$	40,038
Asset Management			6,692						6,723
Retirement & Protection Solutions			133,625						127,778
Corporate & Other			16,043						16,365
Total assets			$	197,871					$	190,904

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions)
Adjusted operating net revenues:
Advice & Wealth Management			$	3,246					$	2,807					$	6,421					$	5,589
Asset Management			947						830						1,857						1,676
Retirement & Protection Solutions			975						936						1,927						1,862
Corporate & Other			114						116						217						220
Elimination of segment revenues (1) (2)			(383)						(354)						(749)						(703)
Total segment adjusted operating net revenues			4,899						4,335						9,673						8,644
Adjustments:
Net realized investment gains (losses)			5						(18)						—						(20)
Market impact on non-traditional long-duration products			(3)						4						(1)						9
Mean reversion related impacts			—						1						—						1
Revenue attributable to consolidated investment entities			39						53						80						95
Total net revenues per consolidated statements of operations			$	4,940					$	4,375					$	9,752					$	8,729

(1) Represents the elimination of intersegment revenues recognized for the three months ended June 30, 2026 and 2025 in each segment as follows: Advice & Wealth Management ($254 million and $228 million, respectively); Asset Management ($23 million and $25 million, respectively); Retirement & Protection Solutions ($110 million and $108 million, respectively); and Corporate & Other ($(4) million and $(7) million, respectively).

(2) Represents the elimination of intersegment revenues recognized for the six months ended June 30, 2026 and 2025 in each segment as follows: Advice & Wealth Management ($493 million and $450 million, respectively); Asset Management ($46 million and $51 million, respectively); Retirement & Protection Solutions ($218 million and $217 million, respectively); and Corporate & Other ($(8) million and $(15) million, respectively).

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AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Three Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions)
Adjusted operating earnings:
Advice & Wealth Management			$	939					$	812					$	1,890					$	1,604
Asset Management			274						222						547						463
Retirement & Protection Solutions			202						214						392						429
Corporate & Other			(81)						(99)						(162)						(196)
Total segment adjusted operating earnings			1,334						1,149						2,667						2,300
Adjustments:
Net realized investment gains (losses)			5						(18)						—						(20)
Market impact on non-traditional long-duration products			106						219						(78)						(241)
Mean reversion related impacts			1						1						1						1
Integration/restructuring charges			(1)						—						(1)						—
Net income (loss) attributable to consolidated investment entities			(3)						—						(3)						(2)
Pretax income per consolidated statements of operations			$	1,442					$	1,351					$	2,586					$	2,038

Adjusted operating earnings includes the following significant expense categories:

			Three Months Ended June 30, 2026
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other
			(in millions)
Expenses:
Distribution expenses			$	1,829					$	270					$	139					$	(3)
Interest credited to fixed accounts			—						—						94						50
Benefits, claims, losses and settlement expenses			—						—						234						54
Remeasurement (gains) losses of future policy benefit reserves			—						—						(3)						4
Change in fair value of market risk benefits			—						—						162						—
Amortization of deferred acquisition costs			—						1						58						2
Interest and debt expense			15						4						10						26
General and administrative expense			463						398						79						62
Total expenses			$	2,307					$	673					$	773					$	195

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AMERIPRISE FINANCIAL, INC.

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED) (Continued)

			Three Months Ended June 30, 2025
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other
			(in millions)
Expenses:
Distribution expenses			$	1,546					$	240					$	126					$	(3)
Interest credited to fixed accounts			—						—						93						51
Benefits, claims, losses and settlement expenses			—						—						209						53
Remeasurement (gains) losses of future policy benefit reserves			—						—						(7)						4
Change in fair value of market risk benefits			—						—						153						—
Amortization of deferred acquisition costs			—						1						58						1
Interest and debt expense			14						3						11						26
General and administrative expense			435						364						79						83
Total expenses			$	1,995					$	608					$	722					$	215

			Six Months Ended June 30, 2026
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other
			(in millions)
Expenses:
Distribution expenses			$	3,599					$	532					$	271					$	(5)
Interest credited to fixed accounts			—						—						187						100
Benefits, claims, losses and settlement expenses			—						—						469						107
Remeasurement (gains) losses of future policy benefit reserves			—						—						(5)						5
Change in fair value of market risk benefits			—						—						317						—
Amortization of deferred acquisition costs			—						3						116						3
Interest and debt expense			30						8						20						50
General and administrative expense			902						767						160						119
Total expenses			$	4,531					$	1,310					$	1,535					$	379

			Six Months Ended June 30, 2025
			Advice & Wealth Management						Asset Management						Retirement & Protection Solutions						Corporate & Other
			(in millions)
Expenses:
Distribution expenses			$	3,100					$	486					$	249					$	(5)
Interest credited to fixed accounts			—						—						185						102
Benefits, claims, losses and settlement expenses			—						—						420						109
Remeasurement (gains) losses of future policy benefit reserves			—						—						(10)						(3)
Change in fair value of market risk benefits			—						—						296						—
Amortization of deferred acquisition costs			—						3						115						3
Interest and debt expense			26						6						19						54
General and administrative expense			859						718						159						156
Total expenses			$	3,985					$	1,213					$	1,433					$	416

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AMERIPRISE FINANCIAL, INC. 

ITEM 2.  MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

The following discussion and analysis of our consolidated results of operations and financial condition should be read in conjunction with the “Forward-Looking Statements” that follow and our Consolidated Financial Statements and Notes presented in Item 1. Our Management’s Discussion and Analysis should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2025, filed with the Securities and Exchange Commission (“SEC”) on February 19, 2026 (“2025 10-K”), as well as our quarterly reports on Form 10-Q and current reports on Form 8-K. References below to “Ameriprise Financial,” “Ameriprise,” the “Company,” “we,” “us,” and “our” refer to Ameriprise Financial, Inc. exclusively, to our entire family of companies, or to one or more of our subsidiaries.

Overview

Ameriprise Financial is a diversified financial services company with a more than 130-year history of providing financial solutions. We are a long-standing leader in financial planning and advice with $1.8 trillion in assets under management, administration and advisement as of June 30, 2026. We offer a broad range of products and services designed to achieve individual and institutional clients’ financial objectives.

The products and services we provide retail clients and, to a lesser extent, institutional clients, are the primary source of our revenues and net income. Revenues and net income are significantly affected by investment performance and the total value and composition of assets we manage and administer for our retail and institutional clients as well as the distribution fees we receive from other companies. These factors, in turn, are largely determined by overall investment market performance and the depth and breadth of our individual client relationships.

We operate our business in the broader context of the macroeconomic forces around us, including the global and U.S. economies, changes in interest and inflation rates, financial market volatility, fluctuations in foreign exchange rates, geopolitical strain, the competitive environment, client and customer activities and preferences, and the various regulatory and legislative developments. Financial markets and macroeconomic conditions have had and will continue to have a significant impact on our operating and performance results. In addition, the business, political and regulatory environments in which we operate are subject to elevated uncertainty and substantial, frequent change. Accordingly, we expect to continue focusing on our key strategic objectives and obtaining operational and strategic leverage from our core capabilities. The success of these and other strategies may be affected by the factors discussed in Item 1A, “Risk Factors” in our 2025 10-K and other factors as discussed herein.

Equity price, credit market and interest rate fluctuations can have a significant impact on our results of operations, primarily due to the effects they have on the asset management and other asset-based fees we earn, the values of market risk benefits and embedded derivatives associated with our variable annuities and the values of derivatives held to hedge these benefits and the “spread” income generated on our deposit products, fixed insurance, the fixed portion of variable annuities and variable insurance contracts and fixed deferred annuities. A higher (lower) interest rate environment may result in decreases (increases) to our long-duration contract reserves, which may impact our adjusted operating earnings after tax. For additional discussion on our interest rate risk, see Item 3. “Quantitative and Qualitative Disclosures About Market Risk.”

We consolidate certain variable interest entities for which we provide asset management services. These entities are defined as consolidated investment entities (“CIEs”). While the consolidation of the CIEs impacts our balance sheet and income statement, our exposure to these entities is unchanged and there is no impact to the underlying business results. For further information on CIEs, see Note 4 to our Consolidated Financial Statements. The results of operations of the CIEs are reflected in the Corporate & Other segment. On a consolidated basis, the management fees we earn for the services we provide to the CIEs and the related general and administrative expenses are eliminated and the changes in the fair value of assets and liabilities related to the CIEs, primarily syndicated loans and debt, are reflected in Net investment income. We include the fees from these entities in the Management and financial advice fees line within our Asset Management segment.

While our consolidated financial statements are prepared in accordance with U.S. generally accepted accounting principles (“GAAP”), management believes that adjusted operating earnings measures, which exclude net realized investment gains or losses, net of reinsurance accrual; the market impact on non-traditional long-duration products (including variable and fixed deferred annuity contracts and universal life (“UL”) insurance contracts), net of hedges and the reinsurance accrual; mean reversion related impacts (the impact on variable universal life (“VUL”) products for the difference between assumed and updated separate account investment performance on the reinsurance accrual and additional insurance benefit reserves); the market impact of hedges to offset interest rate and currency changes on unrealized gains or losses for certain investments; block transfer reinsurance transaction impact; gain or loss on disposal of a business that is not considered discontinued operations; integration and restructuring charges; income (loss) from discontinued operations; and the impact of consolidating CIEs, best reflect the underlying performance of our core operations and facilitate a more meaningful trend analysis.

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The market impact on non-traditional long-duration products includes changes in market risk benefits and embedded derivative values caused by changes in financial market conditions, net of changes in economic hedge values and unhedged items including the difference between assumed and actual underlying separate account investment performance, fixed income credit exposures, transaction costs and certain policyholder contract elections. The market impact also includes certain valuation adjustments made in accordance with Financial Accounting Standards Board Accounting Standards Codification 820, Fair Value Measurements and Disclosures, including the impact on embedded derivative values of discounting projected benefits to reflect a current estimate of our life insurance subsidiary’s nonperformance spread.

Management uses these non-GAAP measures to evaluate our financial performance and available capital on a basis comparable to that used by some securities analysts and investors. Also, certain of these non-GAAP measures are taken into consideration, to varying degrees, for purposes of business planning and analysis and for certain compensation-related matters. Throughout our Management’s Discussion and Analysis, these non-GAAP measures are referred to as adjusted operating measures. These non-GAAP measures should not be viewed as a substitute for U.S. GAAP measures.

It is management’s priority to increase shareholder value over a multi-year horizon by achieving our on-average, over-time financial targets.

Our financial targets are:

•Adjusted operating earnings per diluted share growth of 12% to 15%, and

•Adjusted operating return on equity of over 30%.

The following tables reconcile our GAAP measures to adjusted operating measures:

															Per Diluted Share
			Three Months Ended June 30,												Three Months Ended June 30,
			2026						2025						2026						2025
			(in millions, except per share amounts)
Net income (loss)			$	1,113					$	1,060					$	11.98					$	10.73
Less Adjustments:
Net realized investment gains (losses) (1)			5						(18)						0.05						(0.18)
Market impact on non-traditional long-duration products (1)			106						219						1.14						2.22
Mean reversion related impacts (1)			1						1						0.01						0.01
Integration/restructuring charges (1)			(1)						—						(0.01)						—
Net income (loss) attributable to CIEs			(2)						—						(0.02)						—
Tax effect of adjustments (2)			(24)						(42)						(0.26)						(0.43)
Adjusted operating earnings			$	1,028					$	900					$	11.07					$	9.11
Weighted average common shares outstanding:
Basic			91.8						97.4
Diluted			92.9						98.8

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AMERIPRISE FINANCIAL, INC. 

															Per Diluted Share
			Six Months Ended June 30,												Six Months Ended June 30,
			2026						2025						2026						2025
			(in millions, except per share amounts)
Net income (loss)			$	2,028					$	1,643					$	21.64					$	16.53
Less Adjustments:
Net realized investment gains (losses) (1)			—						(20)						—						(0.20)
Market impact on non-traditional long-duration products (1)			(78)						(241)						(0.84)						(2.42)
Mean reversion related impacts (1)			1						1						0.01						0.01
Integration/restructuring charges (1)			(1)						—						(0.01)						—
Net income (loss) attributable to CIEs			(2)						(2)						(0.02)						(0.02)
Tax effect of adjustments (2)			16						55						0.17						0.55
Adjusted operating earnings			$	2,092					$	1,850					$	22.33					$	18.61
Weighted average common shares outstanding:
Basic			92.6						97.9
Diluted			93.7						99.4

(1) Pretax adjusted operating adjustments.

(2) Calculated using the statutory federal tax rate of 21%.

The following table reconciles the trailing twelve months’ sum of net income to adjusted operating earnings and the five-point average of quarter-end equity to adjusted operating equity:

			Twelve Months Ended June 30,
			2026						2025
			(in millions)
Net income			$	3,948					$	3,225
Less: Adjustments (1)			(152)						(400)
Adjusted operating earnings			$	4,100					$	3,625
Total Ameriprise Financial, Inc. shareholders’ equity			$	6,333					$	5,489
Less: AOCI, net of tax			(1,115)						(1,551)
Total Ameriprise Financial, Inc. shareholders’ equity, excluding AOCI			7,448						7,040
Less: Equity impacts attributable to CIEs			(1)						(2)
Adjusted operating equity			$	7,449					$	7,042

Return on equity, excluding AOCI			53.0		%				45.8		%
Adjusted operating return on equity, excluding AOCI (2)			55.0		%				51.5		%

(1) Adjustments reflect the sum of after-tax net realized investment gains or losses, net of the reinsurance accrual; the market impact on non-traditional long-duration products (including variable and fixed deferred annuity contracts and UL insurance contracts), net of hedges and related reinsurance accrual; mean reversion related impacts; the market impact of hedges to offset interest rate and currency changes on unrealized gains or losses for certain investments; block transfer reinsurance transaction impacts; gain or loss on disposal of a business that is not considered discontinued operations; integration and restructuring charges; income (loss) from discontinued operations; and net income (loss) from consolidated investment entities. After-tax is calculated using the statutory tax rate of 21%.

(2) Adjusted operating return on equity, excluding accumulated other comprehensive income (“AOCI”) is calculated using adjusted operating earnings in the numerator, and Ameriprise Financial shareholders’ equity, excluding AOCI and the impact of consolidating investment entities using a five-point average of quarter-end equity in the denominator. After-tax is calculated using the statutory tax rate of 21%.

Critical Accounting Estimates

The accounting and reporting policies that we use affect our Consolidated Financial Statements. Certain of our accounting and reporting policies are critical to an understanding of our consolidated results of operations and financial condition and, in some cases, the application of these policies can be significantly affected by the estimates, judgments and assumptions made by management during the preparation of our Consolidated Financial Statements. These accounting policies are discussed in detail in “Management’s Discussion and Analysis — Critical Accounting Estimates” in our 2025 10-K.

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Recent Accounting Pronouncements

For information regarding recent accounting pronouncements and their expected impact on our future consolidated results of operations and financial condition, see Note 2 to our Consolidated Financial Statements.

Economic Environment

Global equity market conditions could materially affect our financial condition and results of operations. The following table presents relevant market indices:

			Three Months Ended June 30,
			2026						2025						Change
S&P 500
Daily average			7,267						5,728						27%
Period end			7,499						6,205						21%
Weighted Equity Index (“WEI”) (1)
Daily average			4,603						3,638						27%
Period end			4,753						3,921						21%

(1) Weighted Equity Index is an Ameriprise calculated proxy for equity market movements calculated using a weighted average of the S&P 500, Russell 2000, Russell Midcap and MSCI EAFE indices based on North America distributed equity assets.

See our segment results of operations discussion below for additional information on how changes in the economic environment have impacted and may continue to impact our results. For further information regarding the impact of the economic environment on our results of operations and financial condition, and potentially material effects, see Part 1 - Item 1A “Risk Factors” of our 2025 10-K.

Assets Under Management, Administration and Advisement

Assets under management (“AUM”) include external client assets for which we provide investment management services, such as the assets of the Columbia Threadneedle Investments funds, institutional clients and clients in our advisor platform held in wrap accounts as well as assets managed by sub-advisors selected by us. AUM also includes certain assets on our Consolidated Balance Sheets for which we provide investment management services and recognize management fees in our Asset Management segment, such as the assets of the general account and the variable product funds held in the separate accounts of our life insurance subsidiaries and CIEs.

Assets under administration include assets for which we provide administrative services such as client assets invested in other companies’ products that we offer outside of our wrap accounts. These assets include those held in clients’ brokerage accounts. We generally record revenues received from administered assets as distribution fees. We do not exercise management discretion over these assets and do not earn a management fee. These assets are not reported on our Consolidated Balance Sheets. Assets under administration also include certain assets on our Consolidated Balance Sheets for which we do not provide investment management services and do not recognize management fees, such as investments in non-affiliated funds held in the separate accounts of our life insurance subsidiaries.

Assets under advisement include assets for which we provide advisory services such as model portfolios but do not have full discretionary investment authority.

The following table presents detail regarding our Assets Under Management, Administration and Advisement:

			June 30,												Change
			2026						2025
			(in billions)
			Assets Under Management, Administration and Advisement
Advice & Wealth Management AUM			$	727.7					$	611.3					$	116.4					19		%
Asset Management AUM			714.8						654.2						60.6						9
Corporate AUM			1.2						0.7						0.5						71
Eliminations			(47.7)						(46.2)						(1.5)						(3)
Total Assets Under Management			1,396.0						1,220.0						176.0						14
Total Assets Under Administration			374.6						331.0						43.6						13
Total Assets Under Advisement (net of eliminations)			42.0						33.8						8.2						24
Total Assets Under Management, Administration and Advisement			$	1,812.6					$	1,584.8					$	227.8					14		%

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Total AUM increased $176.0 billion, or 14%, to $1.4 trillion as of June 30, 2026 compared to $1.2 trillion as of June 30, 2025 due to a $116.4 billion increase in Advice & Wealth Management AUM driven by equity market appreciation and wrap account net inflows, and a $60.6 billion increase in Asset Management AUM primarily driven by equity market appreciation, partially offset by net outflows. Total Assets Under Administration increased $43.6 billion, or 13%, to $374.6 billion as of June 30, 2026 compared to the prior year period primarily driven by equity market appreciation. Total Assets Under Advisement increased $8.2 billion, or 24%, to $42.0 billion as of June 30, 2026 compared to the prior year period due to net inflows and market appreciation. See our segment results of operations discussion below for additional information on changes in our AUM.

Consolidated Results of Operations for the Three Months Ended June 30, 2026 and 2025

The following table presents our consolidated results of operations:

			Three Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	3,066					$	2,600					$	466					18		%
Distribution fees			573						502						71						14
Net investment income			893						891						2						—
Premiums, policy and contract charges			341						361						(20)						(6)
Other revenues			140						136						4						3
Total revenues			5,013						4,490						523						12
Banking and deposit interest expense			73						115						(42)						(37)
Total net revenues			4,940						4,375						565						13
Expenses
Distribution expenses			2,116						1,596						520						33
Interest credited to fixed accounts			169						95						74						78
Benefits, claims, losses and settlement expenses			294						257						37						14
Remeasurement (gains) losses of future policy benefit reserves			1						(3)						4						NM
Change in fair value of market risk benefits			(229)						(10)						(219)						NM
Amortization of deferred acquisition costs			61						60						1						2
Interest and debt expense			84						82						2						2
General and administrative expense			1,002						947						55						6
Total expenses			3,498						3,024						474						16
Pretax income			1,442						1,351						91						7
Income tax provision			329						291						38						13
Net income			$	1,113					$	1,060					$	53					5		%
NM  Not Meaningful - variance equal to or greater than 100%.

Overall

Pretax income increased $91 million, or 7%, for the three months ended June 30, 2026 compared to the prior year period. The following impacts were significant drivers of the period-over-period change in pretax income:

•A favorable impact from higher average equity markets compared to the prior year period. Our average WEI, which is a proxy for equity movements on AUM, increased 27% in the three months ended June 30, 2026 compared to the prior year period.

•The favorable impact from the cumulative impact of wrap net inflows.

•The market impact on non-traditional long duration products (including variable and fixed deferred annuity contracts and UL insurance contracts), net of hedges and the reinsurance accrual, was a benefit of $106 million for the three months ended June 30, 2026 compared to a benefit of $219 million for the prior year period.

•An unfavorable impact from the cumulative impact of Asset Management net outflows.

Net Revenues

Management and financial advice fees increased $466 million, or 18%, for the three months ended June 30, 2026 compared to the prior year period reflecting market appreciation, continued wrap account net inflows and a higher average advisory fee rate, partially offset by the cumulative impact of Asset Management net outflows.

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Distribution fees increased $71 million, or 14%, for the three months ended June 30, 2026 compared to the prior year period primarily due to higher transactional activity and market appreciation.

Premiums, policy and contract charges decreased $20 million, or 6%, for the three months ended June 30, 2026 compared to the prior year period primarily due to lower contract charges from lower guaranteed living benefit volumes.

Banking and deposit interest expense decreased $42 million, or 37%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting lower balances and lower average crediting rates on certificates and lower average crediting rates on Ameriprise Bank, FSB (“Ameriprise Bank”) cash deposits.

Expenses

Distribution expenses increased $520 million, or 33%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting higher advisor compensation from higher average wrap account assets and increased transactional activity.

Interest credited to fixed accounts increased $74 million, or 78%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting the following items:

•A $66 million increase in expense from other market impacts on indexed universal life (“IUL”) benefits, net of hedges, which was an expense of $4 million for the three months ended June 30, 2026 compared to a benefit of $62 million for the prior year period. The increase in expense was primarily due to a decrease in the IUL embedded derivatives in the prior period, which reflected more discounting due to higher forward rates.

•A $6 million increase in expense from the unhedged nonperformance credit spread risk adjustment on IUL benefits. The unfavorable impact of the nonperformance credit spread was $16 million for the three months ended June 30, 2026 compared to an unfavorable impact of $10 million for the prior year period.

Benefits, claims, losses and settlement expenses increased $37 million, or 14%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting the following items:

•An $18 million increase in expense from market impacts on structured variable annuities (“SVA”) embedded derivatives, net of hedging activity. This increase was primarily the result of a favorable $898 million change in the market impact on derivatives hedging the SVA embedded derivatives and an unfavorable $916 million change in the market impact on SVA embedded derivatives.

•The impact of increased volume in SVAs.

Change in fair value of market risk benefits decreased $219 million for the three months ended June 30, 2026 compared to the prior year period primarily reflecting the following items:

•A $229 million decrease in expense from other market impacts on variable annuity guaranteed benefits, net of hedges. This decrease was the result of a favorable $163 million change in the market impact on variable annuity guaranteed benefits reserves and a favorable $66 million change in the market impact on derivatives hedging the variable annuity guaranteed benefits. The main market drivers contributing to these changes are summarized below:

•Equity market impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a larger benefit for the three months ended June 30, 2026 compared to the prior year period.

•Interest rate and bond impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a lower benefit for the three months ended June 30, 2026 compared to the prior year period.

•Volatility impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a benefit for the three months ended June 30, 2026 compared to an expense for the prior year period.

•Other unhedged items, including the difference between the assumed and actual underlying separate account investment performance, transaction costs and various behavioral items, were a larger net expense for the three months ended June 30, 2026 compared to the prior year period.

General and administrative expense increased $55 million, or 6%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting higher compensation expense for our Seligman investment team from AUM growth and strong investment performance, volume-related expenses and investments for growth.

Income Taxes

Our effective tax rate was 22.8% for the three months ended June 30, 2026 compared to 21.6% for the prior year period. The increase in the effective tax rate for the three months ended June 30, 2026 compared to the three months ended June 30, 2025 was primarily due to an increase in state income taxes, net of federal income tax effect. See Note 16 to our Consolidated Financial Statements for additional discussion on income taxes.

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Results of Operations by Segment for the Three Months Ended June 30, 2026 and 2025 

Adjusted operating earnings is the measure of segment profit or loss management uses to evaluate segment performance. Adjusted operating earnings should not be viewed as a substitute for GAAP pretax income. We believe the presentation of segment adjusted operating earnings as we measure it for management purposes enhances the understanding of our business by reflecting the underlying performance of our core operations and facilitating a more meaningful trend analysis. See Note 19 to the Consolidated Financial Statements for further information on the presentation of segment results and our definition of adjusted operating earnings.

 The following table presents summary financial information by segment:

			Three Months Ended June 30,
			2026						2025
			(in millions)
Advice & Wealth Management
Net revenues			$	3,246					$	2,807
Expenses			2,307						1,995
Adjusted operating earnings			$	939					$	812
Asset Management
Net revenues			$	947					$	830
Expenses			673						608
Adjusted operating earnings			$	274					$	222
Retirement & Protection Solutions
Net revenues			$	975					$	936
Expenses			773						722
Adjusted operating earnings			$	202					$	214
Corporate & Other
Net revenues			$	114					$	116
Expenses			195						215
Adjusted operating loss			$	(81)					$	(99)

Advice & Wealth Management

The following table presents Advice & Wealth Management total client assets as of June 30:

			2026						2025
			(in billions)
Wrap assets (1)			$	731.5					$	615.2
Brokerage and other assets (1)			516.1						468.6
Total client assets			$	1,247.6					$	1,083.8
(1) Total cash balances (included in the wrap and brokerage and other assets above)			$	83.9					$	85.2

Total client assets increased $163.8 billion, or 15%, to $1.2 trillion compared to a year ago primarily due to market appreciation and client net inflows.

The following table presents the changes in wrap account assets and average balances for the three months ended June 30:

			2026						2025
			(in billions)
Beginning balance			$	664.2					$	572.8
Net flows			6.9						5.4
Market appreciation (depreciation) and other			60.4						37.0
Ending balance			$	731.5					$	615.2
Advisory wrap account assets ending balance (1)			$	725.5					$	609.5
Average advisory wrap account assets (2)			$	694.0					$	574.4

(1) Advisory wrap account assets represent those assets for which clients receive advisory services and are the primary driver of revenue earned on wrap accounts. Clients may hold non-advisory investments in their wrap accounts that do not incur an advisory fee.

(2) Average advisory wrap account assets are calculated using an average of the prior period’s ending balance and all months in the current period excluding the most recent month for the three months ended June 30, 2026 and 2025, which is reflective of our billing cycle.

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Ending wrap account assets increased $67.3 billion to $731.5 billion during the three months ended June 30, 2026 due to market appreciation of $60.4 billion and net inflows of $6.9 billion. Average advisory wrap account assets increased $119.6 billion, or 21%, compared to the prior year period primarily reflecting market appreciation and net inflows.

The following table presents client cash balances as of June 30:

Cash and Certificates Balances			2026						2025
			(in billions)
On-balance sheet - Ameriprise Bank			$	23.9					$	22.5
On-balance sheet - Ameriprise Certificate Company			7.4						9.9
On-balance sheet - broker-dealer			2.4						2.2
Total on-balance sheet			33.7						34.6
Off-balance sheet - broker-dealer			3.5						3.4
Total cash and certificate balances			37.2						38.0
Third-party cash products (money market funds and brokered CDs)			46.7						47.2
Total client cash balances			$	83.9					$	85.2

Ameriprise Bank is continuing its deposit growth trend, with bank deposit balances increasing 6% from the prior year to $23.9 billion as of June 30, 2026. Ameriprise Certificate Company (“ACC”) client deposits decreased $2.5 billion from the prior year to $7.4 billion. After a period of strong growth during a rising interest rate environment, ACC has experienced net outflows during the past ten quarters. Third-party cash products decreased $0.5 billion to $46.7 billion driven by a decline in brokered CDs.

The following table presents assets supporting Ameriprise Bank deposits and ACC certificates as of June 30:

			Ameriprise Bank												ACC
			2026						2025						2026						2025
			(in millions)
Investments
Fixed and adjustable rate (1)			$	19,339					$	17,690					$	4,365					$	5,988
Floating rate (1)			1,281						2,584						2,699						3,825
Total Available-for-Sale securities			20,620						20,274						7,064						9,813
Cash and cash equivalents			2,481						2,459						700						546
Loans and other assets			2,619						1,520						142						145
Total assets supporting deposits or certificates			$	25,720					$	24,253					$	7,906					$	10,504
(1) Presented on an amortized cost basis.

•In Ameriprise Bank, assets included $20.6 billion of Available-for-Sale securities, $2.5 billion of cash and cash equivalents, and $2.6 billion of other assets, primarily loans. The Ameriprise Bank investment portfolio securities are mostly rated AA+ and primarily consist of structured assets, of which 6% were floating rate and sensitive to changes in short-term interest rates as of June 30, 2026. We took action to reduce the floating rate allocation from 13% as of June 30, 2025. The duration of Ameriprise Bank investments was 4.2 years as of June 30, 2026 compared to 3.7 years as of June 30, 2025. In the three months ended June 30, 2026, we purchased $1.1 billion of investments, which was primarily funded from security maturities and prepayments.

•In ACC, assets include $7.1 billion of Available-for-Sale securities, $0.7 billion of cash and cash equivalents, and $0.1 billion of loans and other assets. The ACC investment portfolio securities are mostly rated AA+ and primarily consist of structured assets and government bonds, of which 38% were floating rate and approximately 25% were 6-month Treasury Bills or short-term Federal Home Loan Bank securities as of June 30, 2026. The duration of ACC investments was 1.4 years as of both June 30, 2026 and June 30, 2025.

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AMERIPRISE FINANCIAL, INC. 

The following table presents the results of operations of our Advice & Wealth Management segment on an adjusted operating basis:

			Three Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	2,090					$	1,737					$	353					20		%
Distribution fees			684						603						81						13
Net investment income			455						496						(41)						(8)
Other revenues			90						86						4						5
Total revenues			3,319						2,922						397						14
Banking and deposit interest expense			73						115						(42)						(37)
Total net revenues			3,246						2,807						439						16
Expenses
Distribution expenses			1,829						1,546						283						18
Interest and debt expense			15						14						1						7
General and administrative expense			463						435						28						6
Total expenses			2,307						1,995						312						16
Adjusted operating earnings			$	939					$	812					$	127					16		%

Our Advice & Wealth Management segment pretax adjusted operating earnings, which exclude net realized investment gains or losses, increased $127 million, or 16%, for the three months ended June 30, 2026 compared to the prior year period. This reflected the benefit from market appreciation, increased advisor productivity through the cumulative impact of client net inflows and higher transactional revenue. Pretax adjusted operating margin was 28.9% for the three months ended June 30, 2026 compared to 28.9% for the prior year period.

Net Revenues

Management and financial advice fees increased $353 million, or 20%, for the three months ended June 30, 2026 compared to the prior year period primarily due to growth in average wrap account assets and a higher average advisory fee rate. Average advisory wrap account assets increased $119.6 billion, or 21%, compared to the prior year period primarily reflecting net inflows and market appreciation.

Distribution fees increased $81 million, or 13%, for the three months ended June 30, 2026 compared to the prior year period from strong transactional activity and market appreciation, while brokerage cash revenue decreased $5 million due to a lower off-balance sheet brokerage cash yield.

Net investment income, which excludes net realized investment gains or losses, decreased $41 million, or 8%, for the three months ended June 30, 2026 compared to the prior year period primarily due to lower average invested assets and lower investment yields on the investment portfolio supporting certificate products, partially offset by higher average invested assets supporting Ameriprise Bank cash deposits.

Banking and deposit interest expense decreased $42 million, or 37%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting lower balances and lower average crediting rates on certificates and lower average crediting rates on Ameriprise Bank cash deposits.

•The average certificate reserve balance for ACC was $7.4 billion for the three months ended June 30, 2026 compared to $10.3 billion for the prior year period with the average crediting rate of 3.05% for the three months ended June 30, 2026 compared to 3.74% for the prior year period.

•The daily average interest-bearing deposit balance for the Ameriprise Bank increased to $23.6 billion for the three months ended June 30, 2026 compared to $22.4 billion for the prior year period with the average interest rate paid on deposits decreasing to 0.21% for the three months ended June 30, 2026 from 0.28% for the prior year period.

Expenses

Distribution expenses increased $283 million, or 18%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting higher advisor compensation from higher average wrap account assets and increased transactional activity.

General and administrative expense increased $28 million, or 6%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting volume-related expenses and investments for growth.

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Asset Management

The following tables present the mutual fund performance of our retail Columbia Threadneedle Investments funds as of June 30, 2026:

Retail Fund Rankings in Top 2 Quartiles or Above Index Benchmark - Asset Weighted (1)			1 year			3 year			5 year			10 year
Equity			74%			76%			79%			86%
Fixed Income			70%			82%			60%			93%
Asset Allocation			33%			58%			76%			87%
4- or 5-star Morningstar rated funds (2)			Overall			3 year			5 year			10 year
Number of rated funds			97			80			71			78

(1) Retail Fund performance rankings for each fund are measured on a consistent basis against the most appropriate peer group or index. Peer groupings of Columbia funds are defined by Lipper category and are based on the Primary Share Class (i.e. Institutional if available, otherwise Institutional 3 share class), net of fees. Peer groupings of Threadneedle funds are defined by either IA or Morningstar index and are based on the Primary Share Class. Comparisons to the Index are measured gross of fees.

To calculate asset weighted performance, the sum of the total assets of the funds with above median ranking are divided by total assets of all funds. Funds with more assets will receive a greater share of the total percentage above or below median.

Aggregated Asset Allocation Funds may include funds that invest in other Columbia or Threadneedle branded mutual funds included in both equity and fixed income.

(2) Columbia funds are available for purchase by U.S. customers. Out of 86 Columbia funds rated (based on primary share class), 4 received a 5-star Overall Rating and 38 received a 4-star Overall Rating. Out of 129 Threadneedle funds rated (based on highest-rated share class), 13 received a 5-star Overall Rating and 42 received a 4-star Overall Rating. The Overall Morningstar Rating is derived from a weighted average of the performance figures associated with its 3-, 5- and 10-year (if applicable) Morningstar Rating metrics.

The following table presents global managed assets by type:																											Average (1)												Change
			As of June 30,												Change												Three Months Ended June 30,
			2026						2025																		2026						2025
			(in billions)
Equity			$	406.9					$	351.2					$	55.7					16		%				$	389.3					$	334.0					$	55.3					17		%
Fixed income			234.7						232.8						1.9						1						236.0						230.3						5.7						2
Money market			21.9						22.3						(0.4)						(2)						22.4						21.5						0.9						4
Alternative			31.9						28.5						3.4						12						31.0						28.1						2.9						10
Hybrid and other			19.4						19.4						—						—						19.5						18.9						0.6						3
Total managed assets			$	714.8					$	654.2					$	60.6					9		%				$	698.2					$	632.8					$	65.4					10		%

(1) Average ending balances are calculated using an average of the prior period’s ending balance and all months in the current period.

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The following table presents the changes in global managed assets:

			Three Months Ended June 30,
			2026						2025
			(in billions)
Global Retail Funds
Beginning managed assets			$	368.2					$	340.4
Inflows			17.0						13.7
Outflows			(19.5)						(18.1)
Net VP/VIT fund flows			(1.7)						(1.5)
Net new flows			(4.2)						(5.9)
Reinvested dividends			2.8						2.2
Net flows			(1.4)						(3.7)
Distributions			(3.0)						(2.5)
Market appreciation (depreciation) and other			46.3						23.3
Foreign currency translation (1)			—						4.2
Total ending managed assets			410.1						361.7
Global Institutional
Beginning managed assets			293.4						281.0
Inflows (2)			12.9						10.2
Outflows (2)			(18.0)						(15.6)
Net flows			(5.1)						(5.4)
Market appreciation (depreciation) and other (3)			16.2						8.7
Foreign currency translation (1)			0.2						8.2
Total ending managed assets			304.7						292.5
Total managed assets			714.8						654.2
Total assets under advisement (4)			44.6						35.5
Total assets under management and advisement			$	759.4					$	689.7
Total assets under management net flows			$	(6.5)					$	(9.1)
Model delivery assets under advisement flows (5)			—						0.4
Total assets under management and advisement flows (5)			$	(6.5)					$	(8.7)
Legacy insurance partners net flows (6)			$	—					$	(0.8)

(1) Amounts represent local currency to U.S. dollar translation for reporting purposes.

(2) Global Institutional inflows and outflows include net flows from our structured variable annuity product and Ameriprise Bank.

(3) Included in Market appreciation (depreciation) and other for Global Institutional is the change in affiliated general account balance, excluding net flows related to our structured variable annuity product and Ameriprise Bank.

(4) Assets under advisement are presented on a one-quarter lag.

(5) Assets under advisement flows are estimated flows based on the period-to-period change in assets less calculated performance based on strategy returns on a one-quarter lag.

(6) Legacy insurance partners assets and net flows are included in the rollforwards above.

Total segment AUM increased $53.2 billion, or 8%, during the three months ended June 30, 2026 primarily due to market appreciation, partially offset by net outflows. Net outflows were $6.5 billion for the three months ended June 30, 2026.

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The following table presents the results of operations of our Asset Management segment on an adjusted operating basis:

			Three Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	830					$	721					$	109					15		%
Distribution fees			105						91						14						15
Net investment income			7						14						(7)						(50)
Other revenues			5						4						1						25
Total revenues			947						830						117						14
Banking and deposit interest expense			—						—						—						—
Total net revenues			947						830						117						14
Expenses
Distribution expenses			270						240						30						13
Amortization of deferred acquisition costs			1						1						—						—
Interest and debt expense			4						3						1						33
General and administrative expense			398						364						34						9
Total expenses			673						608						65						11
Adjusted operating earnings			$	274					$	222					$	52					23		%

Our Asset Management segment pretax adjusted operating earnings, which exclude net realized investment gains or losses, increased $52 million, or 23%, for the three months ended June 30, 2026 compared to the prior year period primarily due to equity market appreciation and the benefit of strong performance in our Seligman technology strategies, partially offset by the cumulative impact from net outflows.

Net Revenues

Management and financial advice fees increased $109 million, or 15%, for the three months ended June 30, 2026 compared to the prior year period primarily due to higher average equity markets and the growth in AUM in Seligman funds, partially offset by the cumulative impact from net outflows.

Distribution fees increased $14 million, or 15%, for the three months ended June 30, 2026 compared to the prior year period due to equity market appreciation, partially offset by net outflows.

Expenses

Distribution expenses increased $30 million, or 13%, for the three months ended June 30, 2026 compared to the prior year period primarily due to equity market appreciation, partially offset by the cumulative impact of net outflows.

General and administrative expense increased $34 million, or 9%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting higher compensation expense for our Seligman investment team from AUM growth and performance, volume-related expenses and an unfavorable foreign exchange impact.

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Retirement & Protection Solutions

The following table presents the results of operations of our Retirement & Protection Solutions segment on an adjusted operating basis:

			Three Months Ended June 30,												Change
			2026						2025
			(in millions)
			Revenues
Management and financial advice fees			$	190					$	183					$	7					4		%
Distribution fees			107						101						6						6
Net investment income			347						309						38						12
Premiums, policy and contract charges			330						342						(12)						(4)
Other revenues			1						1						—						—
Total revenues			975						936						39						4
Banking and deposit interest expense			—						—						—						—
Total net revenues			975						936						39						4
Expenses
Distribution expenses			139						126						13						10
Interest credited to fixed accounts			94						93						1						1
Benefits, claims, losses and settlement expenses			234						209						25						12
Remeasurement (gains) losses of future policy benefit reserves			(3)						(7)						4						57
Change in fair value of market risk benefits			162						153						9						6
Amortization of deferred acquisition costs			58						58						—						—
Interest and debt expense			10						11						(1)						(9)
General and administrative expense			79						79						—						—
Total expenses			773						722						51						7
Adjusted operating earnings			$	202					$	214					$	(12)					(6)		%

Our Retirement & Protection Solutions segment pretax adjusted operating earnings, which excludes net realized investment gains or losses (net of the reinsurance accrual), the market impact on variable annuity guaranteed benefits (net of hedges), the market impact on IUL benefits (net of hedges and the reinsurance accrual), mean reversion related impacts, and block transfer reinsurance transaction impacts decreased $12 million, or 6%, for the three months ended June 30, 2026 compared to prior year period primarily reflecting the cumulative impact of variable annuity net outflows and higher sales volume.

Variable annuity account balances increased 7% to $94.4 billion as of June 30, 2026 compared to the prior year period primarily due to market appreciation, partially offset by net outflows of $5.2 billion. Variable annuity sales increased 21% compared to the prior year period primarily reflecting a strong level of sales of SVAs. Account values with living benefit riders declined to 44% as of June 30, 2026 compared to 48% a year ago reflecting our actions to optimize our business mix. This trend is expected to continue and meaningfully shift the mix of business away from products with living benefit guarantees over time.

Net Revenues

Net investment income, which excludes net realized investment gains or losses, increased $38 million, or 12%, for the three months ended June 30, 2026 compared to the prior year period primarily due to higher SVA balances.

Premiums, policy and contract charges decreased $12 million, or 4%, for the three months ended June 30, 2026 compared to the prior year period primarily due to lower contract charges from lower guaranteed living benefit volumes.

Expenses

Distribution expenses increased $13 million, or 10%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting higher annuity sales and higher equity markets.

Benefits, claims, losses and settlement expenses, which exclude the market impact on SVA indexed account embedded derivatives (net of hedges) and mean reversion related impacts increased $25 million, or 12%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting increased volume in SVAs.

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AMERIPRISE FINANCIAL, INC. 

Corporate & Other

The following table presents the results of operations of our Corporate & Other segment on an adjusted operating basis:

			Three Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Net investment income			$	53					$	56					$	(3)					(5)		%
Premiums, policy and contract charges			21						23						(2)						(9)
Other revenues			44						45						(1)						(2)
Total revenues			118						124						(6)						(5)
Banking and deposit interest expense			4						8						(4)						(50)
Total net revenues			114						116						(2)						(2)
Expenses
Distribution expenses			(3)						(3)						—						—
Interest credited to fixed accounts			50						51						(1)						(2)
Benefits, claims, losses and settlement expenses			54						53						1						2
Remeasurement (gains) losses of future policy benefit reserves			4						4						—						—
Amortization of deferred acquisition costs			2						1						1						NM
Interest and debt expense			26						26						—						—
General and administrative expense			62						83						(21)						(25)
Total expenses			195						215						(20)						(9)
Adjusted operating loss			$	(81)					$	(99)					$	18					18		%
NM  Not Meaningful - variance equal to or greater than 100%.

Our Corporate & Other segment includes our closed blocks of long term care (“LTC”) insurance and fixed annuity and fixed indexed annuity (“FA”) business.

Our Corporate & Other segment pretax adjusted operating loss excludes net realized investment gains or losses, the market impact on fixed annuity benefits (net of hedges), the market impact of hedges to offset interest rate and currency changes on unrealized gains or losses for certain investments, block transfer reinsurance transaction impact, gain or loss on disposal of a business that is not considered discontinued operations, integration and restructuring charges, and the impact of consolidating CIEs. Our Corporate & Other segment pretax adjusted operating loss decreased $18 million, or 18%, for the three months ended June 30, 2026 compared to the prior year period, primarily reflecting improved general and administrative expenses.

LTC insurance had pretax adjusted operating earnings of $4 million for the three months ended June 30, 2026 compared to pretax adjusted operating earnings of $7 million for the prior year period primarily reflecting higher claims experience.

The FA business had a pretax adjusted operating loss of $8 million for the three months ended June 30, 2026 compared to a pretax adjusted operating loss of $6 million for the prior year period. Fixed deferred annuity account balances declined 8% to $5.0 billion as of June 30, 2026 compared to the prior year period as policies continue to lapse.

Expenses

General and administrative expense decreased $21 million, or 25%, for the three months ended June 30, 2026 compared to the prior year period primarily reflecting lower real estate expenses as well as expenses to accelerate our transition to cloud-based technology in the prior year period.

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AMERIPRISE FINANCIAL, INC. 

Consolidated Results of Operations for the Six Months Ended June 30, 2026 and 2025

The following table presents our consolidated results of operations:

			Six Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	6,010					$	5,202					$	808					16		%
Distribution fees			1,136						1,024						112						11
Net investment income			1,765						1,759						6						—
Premiums, policy and contract charges			682						721						(39)						(5)
Other revenues			306						265						41						15
Total revenues			9,899						8,971						928						10
Banking and deposit interest expense			147						242						(95)						(39)
Total net revenues			9,752						8,729						1,023						12
Expenses
Distribution expenses			3,889						3,208						681						21
Interest credited to fixed accounts			311						225						86						38
Benefits, claims, losses and settlement expenses			611						638						(27)						(4)
Remeasurement (gains) losses of future policy benefit reserves			—						(13)						13						NM
Change in fair value of market risk benefits			149						487						(338)						(69)
Amortization of deferred acquisition costs			122						121						1						1
Interest and debt expense			164						162						2						1
General and administrative expense			1,920						1,863						57						3
Total expenses			7,166						6,691						475						7
Pretax income			2,586						2,038						548						27
Income tax provision			558						395						163						41
Net income			$	2,028					$	1,643					$	385					23		%
NM Not Meaningful - variance equal to or greater than 100%.

Overall

Pretax income increased $548 million, or 27%, for the six months ended June 30, 2026 compared to the prior year period. The following impacts were significant drivers of the period-over-period change in pretax income:

•The favorable impact from the cumulative impact of wrap net inflows.

•A favorable impact from higher average equity markets compared to the prior year period. Our average WEI, which is a proxy for equity movements on AUM, increased 22% in the six months ended June 30, 2026 compared to the prior year period.

•The market impact on non-traditional long duration products (including variable and fixed deferred annuity contracts and UL insurance contracts), net of hedges and the reinsurance accrual, was an expense of $78 million for the six months ended June 30, 2026 compared to an expense of $241 million for the prior year period.

•An unfavorable impact from the cumulative impact of Asset Management net outflows.

Net Revenues

Management and financial advice fees increased $808 million, or 16%, for the six months ended June 30, 2026 compared to the prior year period reflecting market appreciation and continued wrap account net inflows, partially offset by the cumulative impact of Asset Management net outflows.

Distribution fees increased $112 million, or 11%, for the six months ended June 30, 2026 compared to the prior year period due to higher transactional activity and market appreciation.

Premiums, policy and contract charges decreased $39 million, or 5%, for the six months ended June 30, 2026 compared to the prior year period primarily due to lower sales of life contingent payout annuities and lower contract charges from lower guaranteed living benefit volumes.

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Other revenues increased $41 million, or 15%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting a $28 million benefit from the termination of the Comerica Bank relationship.

Banking and deposit interest expense decreased $95 million, or 39%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting lower balances and lower average crediting rates on certificates and lower average crediting rates on Ameriprise Bank cash deposits.

Expenses

Distribution expenses increased $681 million, or 21%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting higher advisor compensation from higher average wrap account assets, as well as continued investments in recruiting experienced advisors.

Interest credited to fixed accounts increased $86 million, or 38%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting the following items:

•An $88 million increase in expense from other market impacts on IUL benefits, net of hedges, which was an expense of $19 million for the six months ended June 30, 2026 compared to a benefit of $69 million for the prior year period. The increase in expense was primarily due to a decrease in the IUL embedded derivatives in the prior period, which reflected more discounting due to higher forward rates and lower option costs due to a lower new money rate.

•A $3 million decrease in expense from the unhedged nonperformance credit spread risk adjustment on IUL benefits. The unfavorable impact of the nonperformance credit spread was $3 million for the six months ended June 30, 2026 compared to an unfavorable impact of $6 million for the prior year period.

Benefits, claims, losses and settlement expenses decreased $27 million, or 4%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting an $80 million decrease in expense from market impacts on SVA embedded derivatives, net of hedging activity. This decrease was primarily the result of a favorable $1.0 billion change in the market impact on derivatives hedging the SVA embedded derivatives and an unfavorable $958 million change in the market impact on SVA embedded derivatives. This decrease also reflects the impact of lower sales of life contingent payout annuities, partially offset by the impact of increased volume in SVAs.

Change in fair value of market risk benefits decreased $338 million, or 69%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting the following items:

•A $359 million decrease in expense from market impacts on variable annuity guaranteed benefits, net of hedges. This decrease was the result of a favorable $425 million change in the market impact on variable annuity guaranteed benefits reserves and an unfavorable $66 million change in the market impact on derivatives hedging the variable annuity guaranteed benefits. The main market drivers contributing to these changes are summarized below:

•Equity market impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a larger benefit for the six months ended June 30, 2026 compared to the prior year period.

•Interest rate and bond impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a benefit for the six months ended June 30, 2026 compared to an expense for the prior year period.

•Volatility impact on the variable annuity guaranteed benefits liability net of the impact on the corresponding hedge assets resulted in a larger expense for the six months ended June 30, 2026 compared to the prior year period.

•Other unhedged items, including the difference between the assumed and actual underlying separate account investment performance, transaction costs and various behavioral items, were a lower net expense for the six months ended June 30, 2026 compared to the prior year period.

General and administrative expense increased $57 million, or 3%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting higher compensation expense for our Seligman investment team from AUM growth and strong investment performance, volume-related expenses and investments for growth.

Income Taxes

Our effective tax rate was 21.6% for the six months ended June 30, 2026 compared to 19.4% for the prior year period. The increase in the effective tax rate for the six months ended June 30, 2026 compared to the prior year period was primarily due to higher pretax income in the current period compared to the prior year period and the related impact on tax preferred items and a decrease in the benefit for incentive compensation. See Note 16 to our Consolidated Financial Statements for additional discussion on income taxes.

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AMERIPRISE FINANCIAL, INC. 

Results of Operations by Segment for the Six Months Ended June 30, 2026 and 2025 

The following table presents summary financial information by segment:

			Six Months Ended June 30,
			2026						2025
			(in millions)
Advice & Wealth Management
Net revenues			$	6,421					$	5,589
Expenses			4,531						3,985
Adjusted operating earnings			$	1,890					$	1,604
Asset Management
Net revenues			$	1,857					$	1,676
Expenses			1,310						1,213
Adjusted operating earnings			$	547					$	463
Retirement & Protection Solutions
Net revenues			$	1,927					$	1,862
Expenses			1,535						1,433
Adjusted operating earnings			$	392					$	429
Corporate & Other
Net revenues			$	217					$	220
Expenses			379						416
Adjusted operating loss			$	(162)					$	(196)

Advice & Wealth Management

The following table presents the changes in wrap account assets and average balances for the six months ended June 30:

			2026						2025
			(in billions)
Beginning balance			$	670.4					$	573.9
Net flows			12.9						14.1
Market appreciation (depreciation) and other			48.2						27.2
Ending balance			$	731.5					$	615.2
Advisory wrap account assets ending balance (1)			$	725.5					$	609.5
Average advisory wrap account assets (2)			$	685.2					$	576.6

(1) Advisory wrap account assets represent those assets for which clients receive advisory services and are the primary driver of revenue earned on wrap accounts. Clients may hold non-advisory investments in their wrap accounts that do not incur an advisory fee.

(2) Average advisory wrap account assets are calculated using an average of the prior period’s ending balance and all months in the current period excluding the most recent month for the six months ended June 30, 2026 and 2025, which is reflective of our billing cycle.

Ending wrap account assets increased $61.1 billion, or 9%, to $731.5 billion during the six months ended June 30, 2026 due to market appreciation of $48.2 billion and net inflows of $12.9 billion. Average advisory wrap account assets increased $108.6 billion, or 19%, compared to the prior year period reflecting market appreciation and net inflows.

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The following table presents the results of operations of our Advice & Wealth Management segment on an adjusted operating basis:

			Six Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	4,101					$	3,456					$	645					19		%
Distribution fees			1,348						1,216						132						11
Net investment income			910						996						(86)						(9)
Other revenues			209						163						46						28
Total revenues			6,568						5,831						737						13
Banking and deposit interest expense			147						242						(95)						(39)
Total net revenues			6,421						5,589						832						15
Expenses
Distribution expenses			3,599						3,100						499						16
Interest and debt expense			30						26						4						15
General and administrative expense			902						859						43						5
Total expenses			4,531						3,985						546						14
Adjusted operating earnings			$	1,890					$	1,604					$	286					18		%

Our Advice & Wealth Management segment pretax adjusted operating earnings, which exclude net realized investment gains or losses, increased $286 million, or 18%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting market appreciation and increased advisor productivity through the cumulative impact of client net inflows. Pretax adjusted operating margin was 29.4% for the six months ended June 30, 2026 compared to 28.7% for the prior year period.

Net Revenues

Management and financial advice fees increased $645 million, or 19%, for the six months ended June 30, 2026 compared to the prior year period primarily due to higher average wrap account assets and a higher average advisory fee rate. Average advisory wrap account assets increased $108.6 billion, or 19%, compared to the prior year period reflecting market appreciation and net inflows.

Distribution fees increased $132 million, or 11%, for the six months ended June 30, 2026 compared to the prior year period due to strong transactional activity and market appreciation, while brokerage cash revenue decreased $14 million due to lower off-balance sheet brokerage cash balances and a lower average yield.

Net investment income, which excludes net realized investment gains or losses, decreased $86 million, or 9%, for the six months ended June 30, 2026 compared to the prior year period primarily due to lower average invested assets and lower investment yields on the investment portfolio supporting certificate products, partially offset by higher average invested assets supporting Ameriprise Bank cash deposits.

Other revenues increased $46 million, or 28%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting a $28 million benefit from the termination of the Comerica Bank relationship.

Banking and deposit interest expense decreased $95 million, or 39%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting lower balances and lower average crediting rates on certificates and lower average crediting rates on Ameriprise Bank cash deposits.

•The average certificate reserve balance for ACC was $7.6 billion for the six months ended June 30, 2026 compared to $10.6 billion for the prior year period with the average crediting rate of 3.13% for the six months ended June 30, 2026 compared to 3.85% for the prior year period.

•The daily average interest-bearing deposit balance for the Ameriprise Bank increased to $23.5 billion for the six months ended June 30, 2026 compared to $22.3 billion for the prior year period with the average interest rate paid on deposits decreasing to 0.19% for the six months ended June 30, 2026 from 0.30% for the prior year period.

Expenses

Distribution expenses increased $499 million, or 16%, for the six months ended June 30, 2026 compared to the prior year period reflecting higher advisor compensation from higher average wrap account assets and increased transactional activity.

General and administrative expense increased $43 million, or 5%, for the six months ended June 30, 2026 compared to the prior year period primarily due to higher volume-related expenses and investments for business growth.

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AMERIPRISE FINANCIAL, INC. 

Asset Management

The following table presents global managed assets by type:																											Average (1)												Change
			As of June 30,												Change												Six Months Ended June 30,
			2026						2025																		2026						2025
			(in billions)
Equity			$	406.9					$	351.2					$	55.7					16		%				$	384.1					$	339.0					$	45.1					13		%
Fixed income			234.7						232.8						1.9						1						237.1						231.5						5.6						2
Money market			21.9						22.3						(0.4)						(2)						22.3						20.6						1.7						8
Alternative			31.9						28.5						3.4						12						30.7						29.3						1.4						5
Hybrid and other			19.4						19.4						—						—						19.9						19.2						0.7						4
Total managed assets			$	714.8					$	654.2					$	60.6					9		%				$	694.1					$	639.6					$	54.5					9		%

(1) Average ending balances are calculated using an average of the prior period’s ending balance and all months in the current period.

The following table presents the changes in global managed assets:

			Six Months Ended June 30,
			2026						2025
			(in billions)
Global Retail Funds
Beginning managed assets			$	378.0					$	352.7
Inflows			34.1						28.7
Outflows			(40.2)						(38.2)
Net VP/VIT fund flows			(3.5)						(3.2)
Net new flows			(9.6)						(12.7)
Reinvested dividends			4.0						3.2
Net flows			(5.6)						(9.5)
Distributions			(4.3)						(3.5)
Market appreciation (depreciation) and other			43.3						15.5
Foreign currency translation (1)			(1.3)						6.5
Total ending managed assets			410.1						361.7
Global Institutional
Beginning managed assets			300.1						292.2
Inflows (2)			25.9						19.7
Outflows (2)			(33.0)						(37.6)
Net flows			(7.1)						(17.9)
Market appreciation (depreciation) and other (3)			14.0						5.7
Foreign currency translation (1)			(2.3)						12.5
Total ending managed assets			304.7						292.5
Total managed assets			714.8						654.2
Total assets under advisement (4)			44.6						35.5
Total assets under management and advisement			$	759.4					$	689.7
Total assets under management net flows			$	(12.7)					$	(27.4)
Model delivery assets under advisement flows (5)			0.3						0.4
Total assets under management and advisement flows (5)			$	(12.4)					$	(27.0)
Legacy insurance partners net flows (6)			$	(0.8)					$	(1.8)

(1) Amounts represent local currency to U.S. dollar translation for reporting purposes.

(2) Global Institutional inflows and outflows include net flows from our structured variable annuity product and Ameriprise Bank.

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(3) Included in Market appreciation (depreciation) and other for Global Institutional is the change in affiliated general account balance, excluding net flows related to our structured variable annuity product and Ameriprise Bank.

(4) Assets under advisement are presented on a one-quarter lag.

(5) Assets under advisement flows are estimated flows based on the period-to-period change in assets less calculated performance based on strategy returns on a one-quarter lag.

(6) Legacy insurance partners assets and net flows are included in the rollforwards above.

Total segment AUM increased $36.7 billion, or 5%, during the six months ended June 30, 2026 primarily due to equity market appreciation, partially offset by net outflows and an unfavorable foreign exchange impact. Total AUM net outflows were $12.7 billion for the six months ended June 30, 2026.

The following table presents the results of operations of our Asset Management segment on an adjusted operating basis:

			Six Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	1,620					$	1,461					$	159					11		%
Distribution fees			205						185						20						11
Net investment income			21						19						2						11
Other revenues			11						11						—						—
Total revenues			1,857						1,676						181						11
Banking and deposit interest expense			—						—						—						—
Total net revenues			1,857						1,676						181						11
Expenses
Distribution expenses			532						486						46						9
Amortization of deferred acquisition costs			3						3						—						—
Interest and debt expense			8						6						2						33
General and administrative expense			767						718						49						7
Total expenses			1,310						1,213						97						8
Adjusted operating earnings			$	547					$	463					$	84					18		%

Our Asset Management segment pretax adjusted operating earnings, which exclude net realized investment gains or losses, increased $84 million, or 18%, for the six months ended June 30, 2026 compared to the prior year period primarily due to equity market appreciation and the benefit of strong performance in our Seligman technology strategies, partially offset by the cumulative impact from net outflows.

Net Revenues

Management and financial advice fees increased $159 million, or 11%, for the six months ended June 30, 2026 compared to the prior year period primarily due to equity market appreciation, partially offset by the cumulative impact from net outflows.

Distribution fees increased $20 million, or 11%, for the six months ended June 30, 2026 compared to the prior year period due to equity market appreciation, partially offset by the cumulative impact from net outflows.

Expenses

Distribution expenses increased $46 million, or 9%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting equity market appreciation, partially offset by the cumulative impact of net outflows.

General and administrative expense increased $49 million, or 7%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting higher compensation expense for our Seligman investment team from AUM growth and performance, volume-related expenses and an unfavorable foreign exchange impact.

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AMERIPRISE FINANCIAL, INC. 

Retirement & Protection Solutions

The following table presents the results of operations of our Retirement & Protection Solutions segment on an adjusted operating basis:

			Six Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Management and financial advice fees			$	376					$	368					$	8					2		%
Distribution fees			210						203						7						3
Net investment income			683						605						78						13
Premiums, policy and contract charges			656						683						(27)						(4)
Other revenues			2						3						(1)						(33)
Total revenues			1,927						1,862						65						3
Banking and deposit interest expense			—						—						—						—
Total net revenues			1,927						1,862						65						3
Expenses
Distribution expenses			271						249						22						9
Interest credited to fixed accounts			187						185						2						1
Benefits, claims, losses and settlement expenses			469						420						49						12
Remeasurement (gains) losses of future policy benefit reserves			(5)						(10)						5						50
Change in fair value of market risk benefits			317						296						21						7
Amortization of deferred acquisition costs			116						115						1						1
Interest and debt expense			20						19						1						5
General and administrative expense			160						159						1						1
Total expenses			1,535						1,433						102						7
Adjusted operating earnings			$	392					$	429					$	(37)					(9)		%

Our Retirement & Protection Solutions segment pretax adjusted operating earnings, which excludes net realized investment gains or losses (net of the reinsurance accrual), the market impact on variable annuity guaranteed benefits (net of hedges), the market impact on IUL benefits (net of hedges and the reinsurance accrual), mean reversion related impacts, and block transfer reinsurance transaction impacts decreased $37 million, or 9%, for the six months ended June 30, 2026 compared to the prior year period, primarily reflecting the cumulative impact of variable annuity net outflows and higher sales volume.

Net Revenues

Management and financial advice fees increased $8 million, or 2%, for the six months ended June 30, 2026 compared to the prior year period primarily due to the impact from variable annuity net outflows, partially offset by market appreciation.

Net investment income, which excludes net realized investment gains or losses, increased $78 million, or 13%, for the six months ended June 30, 2026 compared to the prior year period primarily due to increased SVA balances.

Premiums, policy and contract charges decreased $27 million, or 4%, for the six months ended June 30, 2026 compared to the prior year period primarily due to lower contract charges from lower guaranteed living benefit volumes and lower sales of life contingent payout annuities.

Expenses

Distribution expenses increased $22 million, or 9%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting higher annuity sales and higher equity markets.

Benefits, claims, losses and settlement expenses, which exclude the market impact on SVA indexed account embedded derivatives (net of hedges) and mean reversion related impacts, increased $49 million, or 12%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting the impact of increased volume in SVAs, partially offset by lower sales of life contingent payout annuities.

Change in fair value of market risk benefits, which exclude the market impact on variable annuity guaranteed benefits (net of hedges), increased $21 million, or 7%, for the six months ended June 30, 2026 compared to the prior year period reflecting market appreciation on contractual fees.

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Corporate & Other

The following table presents the results of operations of our Corporate & Other segment on an adjusted operating basis:

			Six Months Ended June 30,												Change
			2026						2025
			(in millions)
Revenues
Net investment income			$	99					$	103					$	(4)					(4)		%
Premiums, policy and contract charges			43						45						(2)						(4)
Other revenues			83						88						(5)						(6)
Total revenues			225						236						(11)						(5)
Banking and deposit interest expense			8						16						(8)						(50)
Total net revenues			217						220						(3)						(1)
Expenses
Distribution expenses			(5)						(5)						—						—
Interest credited to fixed accounts			100						102						(2)						(2)
Benefits, claims, losses and settlement expenses			107						109						(2)						(2)
Remeasurement (gains) losses of future policy benefit reserves			5						(3)						8						NM
Amortization of deferred acquisition costs			3						3						—						—
Interest and debt expense			50						54						(4)						(7)
General and administrative expense			119						156						(37)						(24)
Total expenses			379						416						(37)						(9)
Adjusted operating loss			$	(162)					$	(196)					$	34					17		%
NM  Not Meaningful - variance equal to or greater than 100%.

Our Corporate & Other segment pretax adjusted operating loss excludes net realized investment gains or losses, the market impact on fixed index annuity benefits (net of hedges), the market impact of hedges to offset interest rate and currency changes on unrealized gains or losses for certain investments, block transfer reinsurance transaction impact, gain or loss on disposal of a business that is not considered discontinued operations, integration and restructuring charges, and the impact of consolidating CIEs. Our Corporate & Other segment pretax adjusted operating loss decreased $34 million, or 17%, for the six months ended June 30, 2026 compared to the prior year period.

LTC insurance had pretax adjusted operating earnings of $11 million for the six months ended June 30, 2026 compared to pretax adjusted operating earnings of $21 million for the prior year period primarily reflecting higher claims experience.

The FA business had a pretax adjusted operating loss of $17 million for the six months ended June 30, 2026 compared to a pretax adjusted operating loss of $14 million for the prior year period.

Expenses

Remeasurement (gains) losses of future policy benefit reserves increased $8 million for the six months ended June 30, 2026 compared to the prior year period primarily reflecting higher LTC claims experience.

General and administrative expense, which excludes integration and restructuring charges, decreased $37 million, or 24%, for the six months ended June 30, 2026 compared to the prior year period primarily reflecting lower real estate expenses as well as expenses to accelerate our transition to cloud-based technology in the prior year period.

Fair Value Measurements

We report certain assets and liabilities at fair value; specifically, separate account assets, derivatives, market risk benefits, embedded derivatives, and most investments and cash equivalents. Fair value assumes the exchange of assets or liabilities occurs in orderly transactions and is not the result of a forced liquidation or distressed sale. We include actual market prices, or observable inputs, in our fair value measurements to the extent available. Broker quotes are obtained when quotes from pricing services are not available. We validate prices obtained from third parties through a variety of means such as: price variance analysis, subsequent sales testing, stale price review, price comparison across pricing vendors and due diligence reviews of vendors. See Note 12 to the Consolidated Financial Statements for additional information on our fair value measurements.

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Fair Value of Liabilities and Nonperformance Risk

Companies are required to measure the fair value of liabilities at the price that would be received to transfer the liability to a market participant (an exit price). Since there is not a market for our obligations of our market risk benefits, fixed deferred indexed annuities, structured variable annuities, and IUL insurance, we consider the assumptions participants in a hypothetical market would make to reflect an exit price. As a result, we adjust the valuation of market risk benefits, fixed deferred indexed annuities, structured variable annuities, and IUL insurance by updating certain contractholder assumptions, adding explicit margins to provide for risk, and adjusting the rates used to discount expected cash flows to reflect a current market estimate of our nonperformance risk. The nonperformance risk adjustment is based on observable market data adjusted to estimate the risk of our life insurance company subsidiaries not fulfilling these liabilities. Consistent with general market conditions, this estimate resulted in a spread over the U.S. Treasury curve as of June 30, 2026. As our estimate of this spread widens or tightens, the liability will decrease or increase, respectively. If this nonperformance credit spread moves to a zero spread over the U.S. Treasury curve, the reduction to future total equity would be approximately $439 million, net of the reinsurance accrual and income taxes (calculated at the statutory tax rate of 21%), based on June 30, 2026 credit spreads.

Liquidity and Capital Resources

Overview

We maintained substantial liquidity during the six months ended June 30, 2026. As of June 30, 2026 and December 31, 2025, we had $10.1 billion and $10.0 billion, respectively, in cash and cash equivalents excluding CIEs and other restricted cash on a consolidated basis.

As of June 30, 2026 and December 31, 2025, the parent company had $1.5 billion and $987 million, respectively, in cash, cash equivalents, and unencumbered liquid securities. Liquid securities predominantly include U.S. government agency mortgage backed securities. Additional sources of liquidity at the parent company include a line of credit with an affiliate up to $772 million and an unsecured revolving committed credit facility for up to $1.0 billion that expires in November 2029. Management’s estimate of liquidity available to the parent company in a volatile and uncertain economic environment as of June 30, 2026 was $2.8 billion which includes cash, cash equivalents, unencumbered liquid securities, the line of credit with an affiliate and a portion of the committed credit facility.

Under the terms of the committed credit facility, we can increase the availability to $1.3 billion upon satisfaction of certain approval requirements. Available borrowings under this facility are reduced by any outstanding letters of credit. As of June 30, 2026, we had no outstanding borrowings under this credit facility and had $1 million of letters of credit issued against the facility. Our credit facility contains various administrative, reporting, legal and financial covenants. We remained in compliance with all such covenants as of June 30, 2026.

In addition, we have access to collateralized borrowings, which may include repurchase agreements, Federal Home Loan Bank (“FHLB”) advances, and advances at the Federal Reserve. Our subsidiaries, RiverSource Life Insurance Company (“RiverSource Life”), and Ameriprise Bank are members of the FHLB of Des Moines, which provides access to collateralized borrowings. As of June 30, 2026 and December 31, 2025, we had $16.0 billion and $13.7 billion, respectively, of estimated borrowing capacity under the FHLB facilities, of which $200 million was outstanding as of both June 30, 2026 and December 31, 2025, and is collateralized with commercial mortgage backed securities and residential mortgage backed securities. In addition, Ameriprise Bank maintains access to borrowings from the Federal Reserve which are collateralized with residential mortgage backed securities, commercial mortgage backed securities and asset backed securities. As of June 30, 2026 and December 31, 2025, we estimated $6.8 billion and $8.5 billion, respectively, of borrowing capacity from the Federal Reserve in addition to the FHLB capacity and there were no outstanding obligations.

There have been no material changes to our contractual obligations disclosed in our 2025 10-K.

Effective June 30, 2026, amendments to SEC Rule 15c3‑3 require clearing broker-dealers, including our broker‑dealer subsidiary American Enterprise Investment Services, Inc. (“AEIS”), to compute daily customer reserve requirements and to make corresponding daily adjustments to its related reserve deposits. Within the broker-dealer industry, this daily cadence of adjusting reserve deposits may increase short‑term liquidity variability due to timing mismatches between reserve requirements and ETF settlement rules and market practices. Relief from certain aspects of this variability in liquidity was granted to the broker-dealer industry through an SEC No Action Letter. At this time, the relief is temporary and set to expire on June 30, 2027. Management expects AEIS to continue to be compliant with requirements of the rule without a material adverse impact on the Company’s consolidated financial condition or results of operations.

We believe cash flows from operating activities, available cash balances, our availability of internal and external borrowings, access to debt markets, and dividends from our subsidiaries will be sufficient to fund our short-term and long-term operating liquidity needs and stress requirements.

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In October 2023, the Federal Reserve Board (“FRB”) issued its final rule establishing a consolidated capital framework termed the “Building Block Approach” (“BBA”) for savings and loan holding companies like Ameriprise Financial that are significantly engaged in insurance activities. For information on the impact of the BBA, see “Business - Regulation - Federal Banking and Financial Holding Company Regulation” included in Part I, Item 1 in our 2025 10-K.

We are an applicable corporation required to compute the corporate alternative minimum tax (“CAMT”); however, as of June 30, 2026, based on current estimates, we do not expect to be liable for CAMT in 2026. This estimate is based on interpretations and assumptions of available guidance, including proposed regulations and notices, that we have made regarding the CAMT provisions of the Inflation Reduction Act of 2022.

In December 2021, the Organization for Economic Co-operation and Development published the Pillar Two model rules which introduce new taxing mechanisms aimed at ensuring multinational enterprises pay a minimum level of tax on profits from each jurisdiction in which they operate. As of June 30, 2026, the tax impact was not material to the consolidated financial statements. We continue to monitor the adoption and implementation of these rules and evaluate the potential impact on our consolidated financial statements.

Dividends from Subsidiaries

Ameriprise Financial is primarily a parent holding company for the operations carried out by our wholly-owned subsidiaries. Because of our holding company structure, our ability to meet our cash requirements, including the payment of dividends on our common stock, substantially depends upon the receipt of dividends or return of capital from our subsidiaries, particularly our life insurance subsidiary, RiverSource Life; our face-amount certificate subsidiary, ACC; Ameriprise Bank; AMPF Holding, LLC, which is the parent company of our retail introducing broker-dealer subsidiary, Ameriprise Financial Services, LLC (“AFS”) and our clearing broker-dealer subsidiary, AEIS; our transfer agent subsidiary, Columbia Management Investment Services Corp. (“CMIS”); our investment advisory company, Columbia Management Investment Advisers, LLC (“CMIA”); TAM UK International Holdings Ltd and Columbia Threadneedle Investments UK International Ltd. The payment of dividends by many of our subsidiaries is restricted and certain of our subsidiaries are subject to regulatory capital requirements. For example, RiverSource Life payments in excess of statutory unassigned funds require advance notice to the Minnesota Department of Commerce (“MN DOC”), RiverSource Life’s primary regulator, and are subject to potential disapproval. In addition, dividends and other distributions whose fair market value, together with that of other dividends or distributions made within the preceding 12 months, exceeds the greater of the previous year’s statutory net gain from operations or 10% of the previous year-end statutory capital and surplus are referred to as “extraordinary dividends.” Extraordinary dividends also require advance notice to MN DOC, and are subject to potential disapproval.

Our broker-dealer subsidiaries are subject to the Uniform Net Capital Rule (Rule 15c3-1) under the Securities Exchange Act of 1934. Rule 15c3-1 provides an “alternative net capital requirement” which AEIS and AFS (significant broker-dealers) have elected. Regulations require that minimum net capital, as defined, be equal to the greater of $250 thousand or 2% of aggregate debit items arising from client balances. The Financial Industry Regulatory Authority (“FINRA”) may impose certain restrictions, such as restricting withdrawals of equity capital, if a member firm were to fall below a certain threshold or fail to meet minimum net capital requirements.

Ameriprise Bank is subject to regulation by the Office of the Comptroller of the Currency (“OCC”) and the Federal Deposit Insurance Corporation in its role as insurer of its deposits. Ameriprise Bank is required to maintain minimum amounts and ratios of Total and Tier 1 capital (as defined in the regulations) to risk-weighted assets (as defined), Tier 1 Capital to average assets (as defined), and under rules defined under the Basel III capital framework, Common equity Tier 1 capital (“CEIT”) to risk-weighted assets. Ameriprise Bank calculates these ratios under the Basel III standardized approach in order to assess compliance with both regulatory requirements and Ameriprise Bank’s internal capital policies. As permitted under the rules of the Basel III capital framework, we have elected to exclude AOCI from the calculation of regulatory capital.

ACC is registered as an investment company under the Investment Company Act of 1940 (the “1940 Act”). ACC markets and sells investment certificates to clients. ACC is subject to various capital requirements under the 1940 Act, laws of the State of Minnesota and understandings with the SEC and MN DOC. The terms of the investment certificates issued by ACC and the provisions of the 1940 Act also require the maintenance by ACC of qualified assets.

Actual capital and the regulatory capital requirement for TAM UK International Holdings Ltd. and Columbia Threadneedle Investments UK International Ltd. are calculated and reported as a single consolidated group under TAM UK International Holdings Ltd. Required capital for these entities is predominantly based on the requirements specified by its regulator, the Financial Conduct Authority (“FCA”), under its Capital Adequacy Requirements for investment firms. Required capital reflects 110% of the Own Funds Threshold Requirement (“OFTR”) and is determined by the group through its ongoing Internal Capital Adequacy and Risk Assessment (“ICARA”) process.

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Actual capital and regulatory capital requirements for our wholly owned subsidiaries subject to regulatory capital requirements were as follows:

			Actual Capital												Regulatory Capital Requirements
			June 30, 2026						December 31, 2025						June 30, 2026						December 31, 2025
			(in millions)
RiverSource Life (1)			$	2,567					$	2,731					N/A						$	522
RiverSource Life of NY (1)			192						216						N/A						38
ACC (3)(4)			418						476						$	392					434
TAM UK International Holdings Ltd. (5)			516						471						295						302
Ameriprise Bank (6)			1,885						1,821						1,278						1,245
AFS (2)(3)			215						138						#						#
Ameriprise Captive Insurance Company (2)			33						31						12						9
Ameriprise Trust Company (2)			94						86						65						59
AEIS (2)(3)			355						173						45						35
RiverSource Distributors, Inc. (2)(3)			14						14						#						#
Columbia Management Investment Distributors, Inc. (2)(3)			29						30						#						#

N/A Not applicable as only required to be calculated annually.

#  Amounts are less than $1 million.

(1) Actual capital is determined on a statutory basis. Regulatory capital requirement is the company action level and is based on the statutory risk-based capital filing.

(2) Regulatory capital requirement is based on the applicable regulatory requirement, calculated as of June 30, 2026 and December 31, 2025.

(3) Actual capital is determined on an adjusted GAAP basis.

(4) ACC is required to hold capital in compliance with MN DOC and SEC capital requirements.

(5) Actual capital and regulatory capital requirements are determined in accordance with U.K. regulatory legislation.

(6) Actual capital and regulatory capital requirements are determined in accordance with rules defined under Basel III capital framework. As permitted, AOCI is excluded from the calculation of regulatory capital.

In addition to the particular regulations restricting dividend payments and establishing subsidiary capitalization requirements, we take into account the overall health of the business, capital levels and risk management considerations in determining a strategy for payments to our parent holding company from our subsidiaries, and in deciding to use cash to make capital contributions to our subsidiaries.

During the six months ended June 30, 2026, the parent holding company received cash dividends or a return of capital from its subsidiaries of $2.0 billion (including $300 million from RiverSource Life and $895 million from AMPF Holding, LLC) and contributed cash to its subsidiaries of $120 million. During the six months ended June 30, 2025, the parent holding company received cash dividends or a return of capital from its subsidiaries of $1.9 billion (including $400 million from RiverSource Life and $850 million from AMPF Holding, LLC) and contributed cash to its subsidiaries of $150 million.

In 2009, RiverSource Life established an agreement to protect its exposure to Genworth Life Insurance Company (“GLIC”) for its reinsured LTC. In 2016, substantial enhancements to this reinsurance protection agreement were finalized. The terms of these confidential provisions within the agreement have been shared, in the normal course of regular reviews, with our domiciliary regulator and rating agencies. GLIC is domiciled in Delaware, so in the event GLIC were subjected to rehabilitation or insolvency proceedings, such proceedings would be located in (and governed by) Delaware laws. Delaware courts have a long tradition of respecting commercial and reinsurance affairs, as well as contracts among sophisticated parties. Similar credit protections to what we have with GLIC have been tested and respected in Delaware and elsewhere in the United States, and as a result we believe our credit protections would be respected even in the unlikely event that GLIC becomes subject to rehabilitation or insolvency proceedings in Delaware. Accordingly, while no credit protections are perfect, we believe the correct way to think about the risks represented by our counterparty credit exposure to GLIC is not the full amount of the gross liability that GLIC reinsures, but a much smaller net exposure to GLIC (if any that might exist after taking into account our credit protections). Thus, management believes that our agreement and offsetting non-LTC legacy arrangements with GLIC will enable RiverSource Life to recover on all net exposure in all material respects in the event of a rehabilitation or insolvency of GLIC.

Dividends Paid to Shareholders and Share Repurchases

We paid regular quarterly dividends to our shareholders totaling $310 million and $306 million for the six months ended June 30, 2026 and 2025, respectively. On July 23, 2026, we announced a quarterly dividend of $1.70 per common share. The dividend will be paid on August 21, 2026 to our shareholders of record at the close of business on August 3, 2026.

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On April 22, 2025, our Board of Directors authorized $4.5 billion for the repurchase of our common stock through June 30, 2027. As of June 30, 2026, we had $1.1 billion remaining under this share repurchase authorization. We intend to fund share repurchases through existing excess capital, future free cash flow generation and other customary financing methods. The share repurchase program does not require the purchase of any minimum number of shares, and depending on market conditions and other factors, these purchases may be commenced or suspended at any time without prior notice. Acquisitions under the share repurchase program may be made in the open market, through privately negotiated transactions or block trades or other means. During the six months ended June 30, 2026, we repurchased a total of 3.3 million shares of our common stock at an average price of $470.84 per share.

Cash Flows

Cash flows of CIEs and restricted and segregated cash and cash equivalents are reflected in our cash flows provided by (used in) operating activities, investing activities and financing activities. Cash held by CIEs is not available for general use by Ameriprise Financial, nor is Ameriprise Financial cash available for general use by its CIEs. Cash and cash equivalents segregated under federal and other regulations is held for the exclusive benefit of our brokerage customers and is not available for general use by Ameriprise Financial. Changes in cash flows for the six months ended June 30, 2026 compared with the prior-year period were primarily driven by our investing and financing activities, as outlined below.

Our investing activities primarily relate to our Available-for-Sale investment portfolio and are significantly affected by the net flows supporting our bank deposit, structured variable annuity, insurance and certificate products.

Net cash used in investing activities increased $653 million to $1.6 billion for the six months ended June 30, 2026 compared to $939 million for the prior year period driven by an increase in net cash outflows of $491 million related to maturities, sales and purchases of Available-for-Sale securities.

Net cash used in financing activities decreased $684 million to $1.7 billion for the six months ended June 30, 2026 compared to $2.4 billion for the prior year period. The decrease in net cash used in financing activities primarily reflects a $544 million decrease in net cash outflows from investment certificates.

Forward-Looking Statements

This report contains forward-looking statements that reflect management’s plans, estimates and beliefs. Actual results could differ materially from those described in these forward-looking statements. Examples of such forward-looking statements include: 

•statements of the Company’s plans, intentions, positioning, expectations, objectives or goals, including those relating to asset flows, mass affluent and affluent client acquisition strategy, client retention and growth of our client base, financial advisor productivity, retention, recruiting and enrollments, the introduction, cessation, terms or pricing of new or existing products and services, acquisition integration, benefits and claims expenses, general and administrative costs, consolidated tax rate, return of capital to shareholders, debt repayment and excess capital position and financial flexibility to capture additional growth opportunities;

•statements about the expected trend in the shift to lower-risk products, including the exit from variable annuities with living benefit riders;

•statements about the anticipated deposit growth at Ameriprise Bank;

•other statements about future economic performance, the performance of equity and bond markets and interest rate variations and the economic performance of the United States and of global markets; and

•statements of assumptions underlying such statements.

The words “believe,” “expect,” “anticipate,” “optimistic,” “intend,” “plan,” “aim,” “will,” “may,” “should,” “could,” “would,” “likely,” “forecast,” “on track,” “project,” “continue,” “able to remain,” “resume,” “deliver,” “develop,” “evolve,” “drive,” “enable,” “flexibility,” “scenario,” “case”, “appear”, “expand” and similar expressions are intended to identify forward-looking statements but are not the exclusive means of identifying such statements. Forward-looking statements are subject to risks and uncertainties, which could cause actual results to differ materially from such statements.

Such factors include, but are not limited to:

•market fluctuations and general economic and political factors, including volatility in the U.S. and global market conditions, client behavior and volatility in the markets for our products;

•changes in interest rates;

•adverse capital and credit market conditions or any downgrade in our credit ratings;

•effects of competition and our larger competitors’ economies of scale;

•declines in our investment management performance;

•our ability to compete in attracting and retaining talent, including financial advisors;

•impairment, negative performance or default by financial institutions or other counterparties;

•the ability to maintain our unaffiliated third-party distribution channels and the impacts of sales of unaffiliated products;

•changes in valuation of securities and investments included in our assets;

•the determination of the amount of allowances taken on loans and investments;

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•the illiquidity of some of our investments;

•failures or defaults by counterparties to our reinsurance arrangements;

•failures by other insurers that lead to higher assessments we owe to state insurance guaranty funds;

•inadequate reserves for future policy benefits and claims or for future redemptions and maturities;

•deviations from our assumptions regarding morbidity, mortality and persistency affecting our insurance profitability;

•damage to our reputation arising from employee or advisor misconduct or otherwise;

•direct or indirect effects of or responses to climate change;

•interruptions or other failures in our operating systems and networks, including errors or failures caused by third-party service providers, interference or third-party attacks;

•interruptions or other errors in our telecommunications or data processing systems;

•    identification and mitigation of risk exposure in market environments, new products, vendors and other types of risk;

•    ability of our subsidiaries to transfer funds to us to pay dividends;

•    changes in exchange rates and other risks in connection with our international operations and earnings and income generated overseas;

•    occurrence of natural or man-made disasters and catastrophes;

•    risks in acquisition transactions, or other potential strategic acquisitions or divestitures;

•    legal and regulatory actions brought against us;

•    changes to laws and regulations that govern operation of our business;

•    supervision by bank regulators and related regulatory and prudential standards as a savings and loan holding company that may limit our activities and strategies;

•    changes in corporate tax laws and regulations and interpretations and determinations of tax laws impacting our products;

•    protection of our intellectual property and claims we infringe the intellectual property of others; and

•changes in and the adoption of new accounting standards.

Management cautions the reader that the foregoing list of factors is not exhaustive. There may also be other risks that management is unable to predict at this time that may cause actual results to differ materially from those in forward-looking statements. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of the date on which they are made. Management undertakes no obligation to update publicly or revise any forward-looking statements. The foregoing list of factors should be read in conjunction with the “Risk Factors” discussion included in Part I, Item 1A of our 2025 10-K.

Ameriprise Financial announces financial and other information to investors through the Company’s investor relations website at ir.ameriprise.com, as well as SEC filings, press releases, public conference calls and webcasts. Investors and others interested in the company are encouraged to visit the investor relations website from time to time, as information is updated and new information is posted. The website also allows users to sign up for automatic notifications in the event new materials are posted. The information found on the website is not incorporated by reference into this report or in any other report or document the Company furnishes or files with the SEC.

ITEM 3.  QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

Market Risk

Our primary market risk exposures are interest rate, equity price, foreign currency exchange rate and credit risk. Equity price and interest rate fluctuations can have a significant impact on our results of operations, primarily due to the effects they have on the asset management and other asset-based fees we earn, the spread income generated on our brokerage client cash balances, banking deposits, face-amount certificate products, fixed portion of our variable annuities and variable insurance contracts, fixed annuity and insurance contracts, the value of market risk benefits and other liabilities associated with our variable annuities and the value of derivatives held to hedge related benefits.

Market risk benefits continue to be managed by utilizing a hedging program which attempts to match the sensitivity of the assets with the sensitivity of the benefits. This approach works with the premise that matched sensitivities will produce a highly effective hedging result. Our comprehensive hedging program focuses mainly on first order sensitivities of assets and liabilities: Equity Market Level (Delta), Interest Rate Level (Rho) and Volatility (Vega). Additionally, various second order sensitivities are managed. We use various options, swaptions, swaps and futures to manage risk exposures. The exposures are measured and monitored daily, and adjustments to the hedge portfolio are made as necessary.

To evaluate interest rate and equity price risk, we perform sensitivity testing which measures the impact on pretax income from the sources listed below for a 12-month period following a hypothetical 100 basis point increase in interest rates or a hypothetical 10% decline in equity prices. The interest rate risk test assumes a sudden 100 basis point parallel shift in the yield curve, with rates then staying at those levels for the next 12 months. The equity price risk test assumes a sudden 10% drop in equity prices, with equity prices then staying at those levels for the next 12 months. In estimating the values of variable annuities, indexed annuities, indexed

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universal life (“IUL”) insurance and the associated hedging instruments, we assume no change in implied market volatility despite the 10% drop in equity prices.

The following tables present our estimate of the impact on pretax income from the above defined hypothetical market movements as of June 30, 2026:

Equity Price Decline 10%						Equity Price Exposure to Pretax Income
						Before Hedge Impact						Hedge Impact						Net Impact
						(in millions)
Asset-based management and distribution fees (1)						$	(413)					$	3					$	(410)
Variable annuity and structured variable annuity benefits:
Market risk benefits						(721)						395						(326)
Indexing feature for structured variable annuities						1,405						(1,446)						(41)
Total variable annuity and structured variable annuity benefits						684						(1,051)						(367)
IUL insurance						63						(74)						(11)
Total						$	334					$	(1,122)					$	(788)		(2)

Interest Rate Increase 100 Basis Points						Interest Rate Exposure to Pretax Income
						Before Hedge Impact						Hedge Impact						Net Impact
						(in millions)
Asset-based management and distribution fees (1)						$	(69)					$	—					$	(69)
Variable annuity and structured variable annuity benefits:
Market risk benefits						850						(623)						227
Indexing feature for structured variable annuities						(26)						176						150
Total variable annuity and structured variable annuity benefits						824						(447)						377
Fixed annuities, fixed insurance and fixed portion of variable annuities and variable insurance products						33						—						33
Banking deposits						33						—						33
Brokerage client cash balances						41						—						41
Certificates						(7)						—						(7)
IUL insurance						8						2						10
Total						$	863					$	(445)					$	418

(1) Excludes incentive income which is impacted by market and fund performance during the period and cannot be readily estimated.

(2) Represents the net impact to pretax income. The estimated net impact to pretax adjusted operating income is $(410) million as of June 30, 2026.

The above results compare to an estimated negative net impact to pretax income of $510 million related to a 10% equity price decline and an estimated positive net impact to pretax income of $514 million related to a 100 basis point increase in interest rates as of December 31, 2025.

Net impacts shown in the above tables from market risk benefits result largely from differences between the liability valuation basis and the hedging basis. Liabilities are valued using fair value accounting principles, with risk margins incorporated in contractholder behavior assumptions. Our hedging is based on our determination of economic risk, which excludes certain items in the liability valuation.

Actual results could and likely will differ materially from those illustrated above as fair values have a number of estimates and assumptions. For example, the illustration above includes assuming that implied market volatility does not change when equity prices fall by 10% and that the 100 basis point increase in interest rates is a parallel shift of the yield curve. Furthermore, we have not tried to anticipate changes in client preferences for different types of assets or other changes in client behavior, nor have we tried to anticipate all strategic actions management might take to increase revenues or reduce expenses in these scenarios.

The selection of a 100 basis point interest rate increase as well as a 10% equity price decline should not be construed as a prediction of future market events. Impacts of larger or smaller changes in interest rates or equity prices will not be proportional to those shown for a 100 basis point increase in interest rates or a 10% decline in equity prices.

Fixed Annuities, Fixed Insurance and Fixed Portion of Variable Annuities and Variable Insurance Contracts

Our earnings from fixed deferred annuities, fixed insurance, and the fixed portion of variable annuities and variable insurance contracts are based upon the spread between rates earned on assets held and the rates at which interest is credited to accounts. We primarily invest in fixed rate securities to fund the rate credited to clients. We guarantee an interest rate to the holders of these products. Investment assets and client liabilities generally differ as it relates to basis, repricing or maturity characteristics. Rates credited to clients’ accounts generally reset at shorter intervals than the yield on the underlying investments. Therefore, in an

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increasing interest rate environment, higher interest rates may be reflected in crediting rates to clients sooner than in rates earned on invested assets, which could result in a reduced spread between the two rates, reduced earned income and a negative impact on pretax income. While interest rates under the current environment have relieved some pressure from the liability guaranteed minimum interest rates (“GMIRs”), there are still some GMIRs above current levels. Hence, liability credited rates will move more slowly under a modest rise in interest rates while projected asset purchases would capture the full increase in interest rates. This dynamic would result in widening spreads under a modestly rising rate scenario given the current relationship between the current level of interest rates and the underlying GMIRs on the business. Of the $49.2 billion in Policyholder account balances, future policy benefits and claims as of June 30, 2026, $14.9 billion is related to liabilities created by these products. We do not hedge this exposure.

As a result of the current market environment, reinvestment yields are becoming more aligned with the current portfolio yield. The carrying value and weighted average yield of non-structured fixed maturity securities and commercial mortgage loans that may generate proceeds to reinvest through June 30, 2028 due to prepayment, maturity or call activity at the option of the issuer, excluding securities with a make-whole provision, were $3.0 billion and 4.1%, respectively, as of June 30, 2026. In addition, residential mortgage backed securities, which can be subject to prepayment risk under a low interest rate environment, totaled $28.0 billion and had a weighted average yield of 4.7% as of June 30, 2026. While these amounts represent investments that could be subject to reinvestment risk, it is also possible that these investments will be used to fund liabilities or may not be prepaid and will remain invested at their current yields. In addition to the interest rate environment, the mix of benefit payments versus product sales as well as the timing and volumes associated with such mix may impact our investment yield. Furthermore, reinvestment activities and the associated investment yield may also be impacted by corporate strategies implemented at management’s discretion. The average yield for investment purchases during the six months ended June 30, 2026 was approximately 4.8%.

The reinvestment of proceeds from maturities, calls and prepayments at rates above the current portfolio yields will create potential upside impact to future operating results. In this volatile rate environment, we assess reinvestment risk in our investment portfolio and monitor this risk in accordance with our asset/liability management framework. In addition, we may update the crediting rates on our fixed products when warranted, subject to guaranteed minimums.

See Note 8 to our Consolidated Financial Statements for more information on the account values of fixed deferred annuities, fixed insurance, and the fixed portion of variable annuities and variable insurance contracts by range of GMIRs and the range of the difference between rates credited to policyholders and contractholders as of June 30, 2026 and December 31, 2025 and the respective guaranteed minimums, as well as the percentage of account values subject to rate reset in the time period indicated.

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ITEM 4.  CONTROLS AND PROCEDURES

Disclosure Controls and Procedures

We maintain disclosure controls and procedures (as defined in Rules 13a-15(e) and 15d-15(e) of the Securities Exchange Act of 1934, as amended (the “Exchange Act”) designed to provide reasonable assurance that the information required to be reported in the Exchange Act filings is recorded, processed, summarized and reported within the time periods specified in and pursuant to U.S. Securities and Exchange Commission (“SEC”) regulations, including controls and procedures designed to ensure that this information is accumulated and communicated to our management, including our principal executive officer and principal financial officer, as appropriate, to allow timely decisions regarding the required disclosure. It should be noted that, because of inherent limitations, our company’s disclosure controls and procedures, however well designed and operated, can provide only reasonable, and not absolute, assurance that the objectives of the disclosure controls and procedures are met.

Our management, under the supervision and with the participation of our principal executive officer and principal financial officer, evaluated the effectiveness of the disclosure controls and procedures as of the end of the period covered by this report. Based upon that evaluation, our company’s principal executive officer and principal financial officer have concluded that our disclosure controls and procedures were effective at a reasonable level of assurance as of June 30, 2026.

Changes in Internal Control over Financial Reporting

There have not been any changes to our internal control over financial reporting (as such term is defined in Rules 13a-15(f) and 15d-15(f) under the Exchange Act) during the second fiscal quarter of the year to which this report relates that have materially affected, or are reasonably likely to materially affect, our internal control over financial reporting.

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AMERIPRISE FINANCIAL, INC. 

PART II.  OTHER INFORMATION

ITEM 1.  LEGAL PROCEEDINGS

The information set forth in Note 17 to the Consolidated Financial Statements in Part I, Item 1 is incorporated herein by reference.

ITEM 1A.  RISK FACTORS

There have been no material changes in the risk factors provided in Part I, Item 1A of our 2025 10-K.

ITEM 2.  UNREGISTERED SALES OF EQUITY SECURITIES, USE OF PROCEEDS, AND ISSUER PURCHASES OF EQUITY SECURITIES

The following table presents the information with respect to purchases made by or on behalf of Ameriprise Financial, Inc. or any “affiliated purchaser” (as defined in Rule 10b-18(a)(3) under the Securities Exchange Act of 1934), of our common stock during the second quarter of 2026:

Period						(a)						(b)						(c)						(d)
						Total Number of Shares Purchased						Average Price Paid Per Share						Total Number of Shares Purchased as part of Publicly Announced Plans or Programs (1)						Approximate Dollar Value of Shares that May Yet Be Purchased Under the Plans or Programs (1)
April 1 to April 30, 2026
Share repurchase program (1)						289,045						$	465.35					289,045						$	1,695,743,463
Employee transactions (2)						6,133						$	472.70					N/A						N/A
May 1 to May 31, 2026
Share repurchase program (1)						569,436						$	465.38					569,436						$	1,430,741,516
Employee transactions (2)						25,107						$	469.24					N/A						N/A
June 1 to June 30, 2026
Share repurchase program (1)						814,603						$	460.35					814,603						$	1,055,740,889
Employee transactions (2)						24,153						$	465.06					N/A						N/A
Totals
Share repurchase program (1)						1,673,084						$	462.92					1,673,084
Employee transactions (2)						55,393						$	467.80					N/A
						1,728,477												1,673,084

N/A  Not applicable.

(1) On April 22, 2025, our Board of Directors authorized $4.5 billion for the repurchase of our common stock through June 30, 2027. The share repurchase program does not require the purchase of any minimum number of shares, and depending on market conditions and other factors, these purchases may be commenced or suspended at any time without prior notice. Acquisitions under the share repurchase program may be made in the open market, through privately negotiated transactions or block trades or other means.

(2) Includes restricted shares withheld pursuant to the terms of awards under the Company’s share-based compensation plans to offset tax withholding obligations that occur upon vesting and release of restricted shares. The value of the restricted shares withheld is the closing price of common stock of Ameriprise Financial, Inc. on the date the relevant transaction occurs. Also includes shares withheld pursuant to the net settlement of Non-Qualified Stock Option (“NQSO”) exercises to offset tax withholding obligations that occur upon exercise and to cover the strike price of the NQSO. The value of the shares withheld pursuant to the net settlement of NQSO exercises is the closing price of common stock of Ameriprise Financial, Inc. on the day prior to the date the relevant transaction occurs.

ITEM 5. OTHER INFORMATION

During the three months ended June 30, 2026, no director or officer of the Company adopted, modified or terminated a “Rule 10b5-1 trading arrangement” or “non-Rule 10b5-1 trading arrangement,” as each term is defined in Item 408(a) of Regulation S-K.

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AMERIPRISE FINANCIAL, INC. 

ITEM 6.  EXHIBITS

Pursuant to the rules and regulations of the Securities and Exchange Commission, we have filed certain agreements as exhibits to this Quarterly Report on Form 10-Q. These agreements may contain representations and warranties by the parties. These representations and warranties have been made solely for the benefit of the other party or parties to such agreements and (i) may have been qualified by disclosures made to such other party or parties, (ii) were made only as of the date of such agreements or such other date(s) as may be specified in such agreements and are subject to more recent developments, which may not be fully reflected in our public disclosure, (iii) may reflect the allocation of risk among the parties to such agreements and (iv) may apply materiality standards different from what may be viewed as material to investors. Accordingly, these representations and warranties may not describe our actual state of affairs at the date hereof and should not be relied upon.

The following exhibits are filed as part of this Quarterly Report on Form 10-Q. The exhibit numbers followed by an asterisk (*) indicate exhibits electronically filed herewith. All other exhibit numbers indicate exhibits previously filed and are hereby incorporated herein by reference.

Exhibit			Description
3.1			Amended and Restated Certificate of Incorporation of Ameriprise Financial, Inc. (incorporated by reference to Exhibit 3.1 to the Current Report on Form 8-K, File No. 1-32525, filed on May 1, 2014).
3.2			Certificate of Amendment to the Amended and Restated Certificate of Incorporation, as amended (incorporated by reference to Exhibit 3.1 to the Current Report on Form 8-K, File No. 1-32525, filed on April 26, 2024).
3.3			Amended and Restated Bylaws of Ameriprise Financial, Inc. (incorporated by reference to Exhibit 3.3 to the Annual Report on Form 10-K, File No. 1-32525, filed on February 20, 2025).
4.1			Form of Specimen Common Stock Certificate (incorporated by reference to Exhibit 4.1 to Amendment No. 3 to Form 10 Registration Statement, File No. 1-32525, filed on August 19, 2005). Other instruments defining the rights of holders of long-term debt securities of the registrant are omitted pursuant to Section (b)(4)(iii)(A) of Item 601 of Regulation S-K. The registrant agrees to furnish copies of these instruments to the SEC upon request.
31.1*			Certification of James M. Cracchiolo pursuant to Rule 13a-14(a) promulgated under the Securities Exchange Act of 1934, as amended.
31.2*			Certification of Walter S. Berman pursuant to Rule 13a-14(a) promulgated under the Securities Exchange Act of 1934, as amended.
32*			Certification of James M. Cracchiolo and Walter S. Berman pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.
101			The following materials from Ameriprise Financial, Inc.’s Quarterly Report on Form 10-Q for the period ended June 30, 2026 are formatted in iXBRL (Inline eXtensible Business Reporting Language): (i) Consolidated Statements of Operations for the three and six months ended June 30, 2026 and 2025; (ii) Consolidated Statements of Comprehensive Income for the three and six months ended June 30, 2026 and 2025; (iii) Consolidated Balance Sheets as of June 30, 2026 and December 31, 2025; (iv) Consolidated Statements of Equity for the three and six months ended June 30, 2026 and 2025; (v) Consolidated Statements of Cash Flows for the six months ended June 30, 2026 and 2025; and (vi) Notes to the Consolidated Financial Statements.
104			The cover page from Ameriprise Financial, Inc.’s Quarterly Report on Form 10-Q for the period ended June 30, 2026 is formatted in iXBRL and contained in Exhibit 101.
* Filed electronically herewithin.

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AMERIPRISE FINANCIAL, INC. 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

AMERIPRISE FINANCIAL, INC.

(Registrant)

Date:			August 4, 2026			By:			/s/ Walter S. Berman
									Walter S. Berman
									Executive Vice President and Chief Financial Officer
									(Principal Financial Officer)

Date:			August 4, 2026			By:			/s/ Dawn M. Brockman
									Dawn M. Brockman
									Senior Vice President and Controller
									(Principal Accounting Officer)

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