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BAC-WT - Bank of America Warrants


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yeah...three Merrill deals and only one MLMI 2007-HE1 in 2007.  Does the "HE1" indicate it was issued earlier in the year?  (vs. HE2 and HE3?)

 

In most cases, yes. What it really means is the order in which the deals were started. So a new deal gets going and it's HE1, for example. The next one that starts is HE2 and so on. Typically HE1 would be issued before HE2, but if for some reason a deal got delayed its possible to have a later number have closed before an earlier one but not so likely.

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I guess the funny thing about the motley fool article (whose headline talks about BAC) is, the general assumption that if someone is going after mortgages, BAC/Countrywide is the main target.  But as your ad shows, countrywide is NOT the target.  Which probably confuses the TMF people, but not us. 

 

As I understand it, part of BAC's existing reserves are for the ML trusts.  They might have reserved  on the basis of the CFC settlement.  But, people have not been as aggressive about going after ML.  So I wonder if there could be a reserve release in a few years if there aren't any aggressive groups trying to force ML to settle for other trusts.  (I know there are some sporadic attempts, but nothing big so far. 

 

For example. GIbbs/Brun has also gone after JPM (i.e. http://www.gibbsbruns.com/institutional-holders-issue-notice-of-non-performance-identifying-09-19-2012/) and WFC and MS.  But I haven't seen them do anything against ML yet.  Maybe this year; if not, it would seem like they'd run the risk of the shot clock expiring. 

 

 

yeah...three Merrill deals and only one MLMI 2007-HE1 in 2007.  Does the "HE1" indicate it was issued earlier in the year?  (vs. HE2 and HE3?)

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The warrants, which expire on January 16, 2019, entitle the owner to buy Bank of America common stock at $13.30.  The warrants today trade around $5.25.  However, the structure of the warrants is unusual (to the warrant-holder’s benefit) in that the exercise price is adjusted downward each time Bank of America pays a quarterly dividend over 1 cent.  In addition, the number of warrants adjusts upward each time a quarter dividend is paid over 1 cent.  So every time BofA boosts its dividend—which we expect to happen regularly over the coming five years--the exercise price on the warrants will fall and the number of warrants the holder owns will go up.

 

The formulas to calculate the lowered exercise price and increased number of shares per warrant are somewhat complicated, and require assumptions of the company’s earnings, payout ratio, its stock price between now and January, 2019.  However, we conservatively model that the exercise price will fall below $11 per share (from $13.30 now), and the number of shares per warrant will raise over 1.2 from 1.0.  We do not believe investors are accounting for these quirky but investor-friendly adjustments in their current valuation of the warrants.

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The warrants, which expire on January 16, 2019, entitle the owner to buy Bank of America common stock at $13.30.  The warrants today trade around $5.25.  However, the structure of the warrants is unusual (to the warrant-holder’s benefit) in that the exercise price is adjusted downward each time Bank of America pays a quarterly dividend over 1 cent.  In addition, the number of warrants adjusts upward each time a quarter dividend is paid over 1 cent.  So every time BofA boosts its dividend—which we expect to happen regularly over the coming five years--the exercise price on the warrants will fall and the number of warrants the holder owns will go up.

 

The formulas to calculate the lowered exercise price and increased number of shares per warrant are somewhat complicated, and require assumptions of the company’s earnings, payout ratio, its stock price between now and January, 2019.  However, we conservatively model that the exercise price will fall below $11 per share (from $13.30 now), and the number of shares per warrant will raise over 1.2 from 1.0.  We do not believe investors are accounting for these quirky but investor-friendly adjustments in their current valuation of the warrants.

 

The secret on the A warrants is getting out. I'm sure we'll see them move more now.

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Nice BAC and other financials write-up out today, Brooklyn Investor if you are on here thanks!

 

http://brooklyninvestor.blogspot.com/2013/01/financials-still-look-good-part-2.html

 

1+

 

Many thanks to vpagano & specially BrooklynInvestor,...

 

thanks for posting this outstanding article for BofA & ML.

 

It's the only research paper up til now that deeply researches the separate book values of BofA & ML like if they would be independently traded.

 

 

 

 

=====

 

 

So let's see how this breaks out.  Using average balance sheet figures for 4Q12, the allocation of equity and tangible equity to the old Merrill (combined above three segments) were as follows:

 

Total equity:                  $82.1 billion

Total economic capital:    $42.2 billion

 

There are 10.8 billion shares outstanding so BPS of the old Merrill is $7.60/BAC share.  Tangible book is $3.91/BAC share.

 

BAC is now trading at around $11.50, so the old BAC (pre-Merrill) is trading at $3.90/share (keep in mind, though, that some of the old BAC is now in the old Merrill; Global Banking, for example).  What do you get for $3.90/share?

 

For BAC as a whole, the common equity and tangible equity were:

 

Common equity:  $218 billion

Tangible equity:  $144 billion

 

Stripping out the old Merrill from above, you get:

 

Old BAC:

Common equity:  $136 billion

Tangible equity:  $102 billion

 

On a per share basis, that comes to $12.59/share in BPS and $9.44/share in tangible BPS for the old BAC (or the post-Merrill-spinoff-BAC).

 

So you are getting $12.59/share in book and $9.44/share in tangible book for $3.90/share!  That's a 60% discount to tangible book and 70% discount to BPS.

 

Pretty stunning when you look at it that way.

 

If post-spin BAC is worth tangible book value and the Merrill is worth BPS, then the fair value of BAC is:

 

Merrill value (@BPS):                            $7.60/share

BAC ex-Merrill value at tangible book:  $9.44/share

Total value:                                            $17.04/share

 

That's 50% higher than the current price of around $11.50/share.  This is less than the $20/share book value for the current BAC as we don't give credit to the goodwill in the non-Merrill portion of BAC (which is goodwill from the Countrywide deal and maybe some others).  So it can be seen as conservative.

 

=====

 

But I would definitely also advise to read the full article, because it shows how profitable ML already is again. The old Merrill is worth at least book value, if they would spin them off.

http://brooklyninvestor.blogspot.de/2013/01/financials-still-look-good-part-2.html?m=0

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I think the basic premise of Brooklyn Investor that these three divisions primarily represent old Merrill is wrong. The three units he segregates as Old Merrill have a very large Old BAC business merged into it as well.

 

Merrill Lynch acquisition has been accounted for by BAC as being at $29.1 billion with $24 billion accounted for as Fair value of net assets acquired (which would be tangible book) and Goodwill of $5.1 billion. The comparable numbers quoted by Brooklyn investor are $82.1 billion and $42.2 billion for book and tangible book. So old Merill really represents only 35% (29.1/82.1) of book value or 57% (24/42.2) of tangible assets of the three divisions.

 

Numbers from BAC 2009 AR, pg 139.

 

Vinod

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Supporting Vinod's point, Merrill Lynch numbers are still reported. As of September:

 

Total Stockholder's Equity $49.1 billion.

Total Assets $595.4

Goodwill and intangible assets $9.9 billion

 

 

As a cross check looking at 2007 Merrill Lynch AR, total shareholders equity is about $32 billion which is more in line with BAC acquisition numbers.

 

Vinod

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BofA's Moynihan on U.S. Lending, Housing, Economy

2013-01-25 Bloomberg

Video 10:40mim

 

Brian Moynihan is currently in Davos, Switzerland...

 

http://www.bloomberg.com/video/bofa-s-moynihan-on-u-s-lending-housing-economy-Sm9WW8vbTKS~kV54UOjpcQ.html?cmpid=yhoo

 

 

Brian Moynihan, chief executive officer of Bank of America Corp., talks about the outlook for the U.S. economy, housing market and mortgage lending. Speaking with Erik Schatzker on Bloomberg Television's "Market Makers" on the sidelines of the World Economic Forum's annual meeting in Davos, Switzerland, he also talks about the bank's growth strategy, U.S. fiscal policy and Europe's debt crisis.

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Jain, Moynihan, Dalio: Bloomberg Panel at Davos

2013-01-25 Bloomberg

Video 57:40min

 

http://www.bloomberg.com/video/jain-moynihan-dalio-bloomberg-panel-at-davos-QUUHn~jkR9iLj2cigMszGw.html?cmpid=yhoo

 

Deutsche Bank AG Co-Chief Executive Officer Anshu Jain, Bank of America Corp. CEO Brian Moynihan, Bridgewater Associates LP founder Ray Dalio, French Finance Minister Pierre Moscovici, Bank of Italy Governor Ignazio Visco and Jin Liqun, chairman of China Investment Corp.'s supervisory board, participate in a panel discussion at the World Economic Forum's annual meeting in Davos, Switzerland. Bloomberg Television's Francine Lacqua moderates the discussion, entitled "No Growth, Easy Money - The New Normal?"

 

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There are Merrill bondholders and fraudulent conveyance was avoided. The operations can still be integrated.

 

Right, but didn't they fold BofA's pre-Merrill investment banking operations into the no-BofA-Merrill division?  If so, not sure how to make the pro forma comps.

 

Ah, gotcha

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I loved his analogy..."Our competitors had a camel pack strapped to their back, while we've been struggling with a 250 pound pack." And then the comment, "We've taken enough out of our pack now, where we think we can propel past our competitors."  That's a pretty big, bold statement!  Cheers!

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Is it just me or is Brian Moynihan becoming a better speaker/presenter/interviewee? I remember I used to cringe at some of his presentations two years ago. It seemed like his mind was going at 100 MPH but the mouth was stuck at 60 MPH and in one sentence he would touch on 4 wildly different ideas and topics. Now it seems like he answers questions fairly clearly, concisely, and coherently. Hell, he even threw in a couple jokes. I'm going to interpret this as him being more comfortable with his job and role in the company but am well aware that I could just be seeing what I want to see. 

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Is it just me or is Brian Moynihan becoming a better speaker/presenter/interviewee? I remember I used to cringe at some of his presentations two years ago. It seemed like his mind was going at 100 MPH but the mouth was stuck at 60 MPH and in one sentence he would touch on 4 wildly different ideas and topics. Now it seems like he answers questions fairly clearly, concisely, and coherently. Hell, he even threw in a couple jokes. I'm going to interpret this as him being more comfortable with his job and role in the company but am well aware that I could just be seeing what I want to see.

 

It may have something to do with the bank being in a better position.  I contribute it to have ing a couple of years experience in public speaking.  He has a history with being able to handle the numbers.  Conveying it in a way the public understands is not an easy feat.

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Is it just me or is Brian Moynihan becoming a better speaker/presenter/interviewee? I remember I used to cringe at some of his presentations two years ago. It seemed like his mind was going at 100 MPH but the mouth was stuck at 60 MPH and in one sentence he would touch on 4 wildly different ideas and topics. Now it seems like he answers questions fairly clearly, concisely, and coherently. Hell, he even threw in a couple jokes. I'm going to interpret this as him being more comfortable with his job and role in the company but am well aware that I could just be seeing what I want to see.

 

It may have something to do with the bank being in a better position.  I contribute it to have ing a couple of years experience in public speaking.  He has a history with being able to handle the numbers.  Conveying it in a way the public understands is not an easy feat.

 

Maybe he took a Dale Carnegie course in public speaking  ;D

 

 

 

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