美国银行美股招股说明书(2026-06-24版)

Fully and Unconditionally Guaranteed by Bank of America Corporation Linked to the Least Performing of the Nasdaq-100®Technology Sector Index, the Russell2000®Index and the S&P 500®Index •The Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100® 2000®Index and the S&P 500®Index, due June 27, 2029 (the “Notes”) priced on June 22, 2026 and will issue on June 25, 2026.•Approximate 3 year term if not called prior to maturity.•Payments on the Notes will depend on the individual performance of the Nasdaq-100®Technology Sector Index, the Russell 2000®Index and the Observation Date is greater than or equal to 70.00% of its Starting Value, assuming the Notes have not been called.•Beginning on September 25, 2026, callable quarterly at our option for an amount equal to the principal amount plus the relevant Contingent closing level ofeachUnderlying on the final Observation Date is greater than or equal to 70.00% of its Starting Value.•All payments on the Notes are subject to the credit risk of BofA Finance LLC (“BofA Finance” or the “Issuer”), as issuer of the Notes, and Bank ofAmerica Corporation (“BAC” or the “Guarantor”), as guarantor of the Notes. The Notes will not be listed on any securities exchange.CUSIP No. 09712CRK1. The initial estimated value of the Notes as of the pricing date is $983.20 per $1,000.00 in principal amount of Notes, which is less than thepublic offering price listed below.The actual value of your Notes at any time will reflect many factors and cannot be predicted with accuracy. See 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-10 of this pricing supplement, page PS-3 of the accompanying product supplement, page None of the Securities and Exchange Commission (the “SEC”), any state securities commission, or any other regulatory body has approved ordisapproved of these securities or determined if this pricing supplement and the accompanying product supplement, prospectus supplement and (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 $995.00 per (2)The underwriting discount per $1,000.00 in principal amount of Notes may be as high as $5.00, resulting in proceeds, before expenses, to BofAFinance of as low as $995.00 per $1,000.00 in principal amount of Notes. The total underwriting discount and proceeds, before expenses, to BofA Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index Observation Dates, Contingent Payment Dates and Call Payment Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index 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.The economic 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 ofmarket-linked notes, and the economic terms of certain related hedging arrangements BAC’s affiliates enter into. BAC’s internal funding rate is typicallylower than the rate it would pay when it issues conventional fixed or floating rate debt securities. This difference in funding rate, as well as theunderwriting discount, if any, and the hedging related charges described below (see “Risk Factors” beginning on page PS-10), reduced the economic The initial estimated value of the Notes as of the pricing date is set forth on the cover page of this pricing supplement. For more information about theinitial estimated value and the structuring of the Notes, see “Risk Factors” beginning on page PS-10 and “Structuring the Notes” on page PS-27. Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the S&P 500®Index Contingent Coupon Payment and Redemption Amount Determination The Redemption Amount will also include a final Contingent Coupon Payment if the Ending Value of theLeast Performing Underlying is greater than or equal to its Coupon Barrier. Contingent Income Issuer Callable Yield Notes Linked to the Least Performing of the Nasdaq-100®Russell 2000®Index and the