美国银行美股招股说明书(2025-09-11版)

Linked to the Least Performing of the TOPIX®Index, the iShares®MSCI Emerging Markets ETFand the iShares®Russell 2000®Value ETF The Auto-Callable Notes Linked to the Least Performing of the TOPIX®Index, the iShares®MSCI Emerging Markets ETF and the iShares®Russell 2000®ValueETF, due September 12, 2030 (the “Notes”) priced on September 9, 2025 and will issue on September 12, 2025. Approximate 5 year term if not called prior to maturity. •Payment on the Notes will depend on the individual performance of the TOPIX®Index, the iShares®MSCI Emerging Markets ETF and the iShares®Russell2000®Value ETF (each an “Underlying”). •Beginning with the September 14, 2026 Call Observation Date, automatically callable annually for an amount equal to the applicable Call Amount if, on the applicableCall Observation Date, the Observation Value of each Underlying is equal to or greater than its Call Value. The Call Values are indicated on page PS-2 and theCallObservation Dates and Call Amounts are indicated on page PS-4. Assuming the Notes are not called prior to maturity, if the Ending Value of each Underlying is greater than or equal to 80% of its Starting Value, at maturity, you willreceive $1,700.00 per $1,000.00 in principal amount of your Notes. Any payment on the Notes is subject to the credit risk of BofA Finance LLC (“BofA Finance” or the “Issuer”), as issuer of the Notes, and Bank of America Corporation(“BAC” or the “Guarantor”), as guarantor of the Notes. The initial estimated value of the Notes as of the pricing date is $982.00 per $1,000.00 in principal amount of Notes, which is less than the publicoffering price listed below.The actual value of your Notes at any time will reflect many factors and cannot be predicted with accuracy. See “Risk Factors”beginning on page PS-8 of this pricing supplement and “Structuring the Notes” on page PS-27of this pricing supplement for additional information.There are important differences between the Notes and a conventional debt security. Potential purchasers of the Notes should consider theinformation in “Risk Factors” beginning on page PS-8of this pricing supplement, page PS-5 of the accompanying product supplement, page S-6 ofthe accompanying prospectus supplement, and page 7 of the accompanying prospectus.None of the Securities and Exchange Commission (the “SEC”), any state securities commission, or any other regulatory body has approved or disapproved of these securities or determined if this pricing supplement and the accompanying product supplement, prospectus supplement and prospectus is truthful orcomplete. Any representation to the contrary is a criminal offense. (1)Certain dealers who purchase the Notes for sale to certain fee-based advisory accounts may forgo some or all of their selling concessions, fees orcommissions. The public offering price for investors purchasing the Notes in these fee-based advisory accounts may be as low as $996.00 per $1,000.00 inprincipal amount of Notes.(2) The underwriting discount per $1,000.00 in principal amount of Notes may be as high as $4.00, resulting in proceeds, before expenses, to BofA Finance of aslow as $996.00 per $1,000.00 in principal amount of Notes. The total underwriting discount and proceeds, before expenses, to BofA Finance specified abovereflect the aggregate of the underwriting discounts per $1,000.00 in principal amount of Notes. Selling Agent Auto-Callable Notes Linked to the Least Performing of the TOPIX®Index, the iShares®MSCI Emerging Markets ETF and the iShares®Russell2000®Value ETF Terms of the Notes Auto-Callable Notes Linked to the Least Performing of the TOPIX®Index, the iShares®MSCI Emerging Markets ETF and the iShares®Russell2000®Value ETF Auto-Callable Notes Linked to the Least Performing of the TOPIX®Index, the iShares®MSCI Emerging Markets ETF and the iShares®Russell2000®Value ETF * The Call Observation Dates are subject to postponement as set forth in “Description of the Notes—Certain Terms of the Notes—Events Relating to ObservationDates” beginning on page PS-23 of the accompanying product supplement, with references to “Observation Dates” being read as references to “Call ObservationDates.” Any payments on the Notes depend on the credit risk of BofA Finance, as Issuer, and BAC, as Guarantor, and on the performance of the Underlyings. Theeconomic terms of the Notes are based on BAC’s internal funding rate, which is the rate it would pay to borrow funds through the issuance of market-linkednotes, and the economic terms of certain related hedging arrangements BAC’s affiliates enter into. BAC’s internal funding rate is typically lower than the rate itwould pay when it issues conventional fixed or floating rate debt securities. This difference in funding rate, as well as the underwriting discount, if any, and thehedging related charges described below (see “Risk Factors” beginning on page PS-8), reduced the economic terms of the Notes to you and the initial estimatedvalue of the Notes. Due