富国银行美股招股说明书(2026-07-13版)

Filed Pursuant to Rule 424(b)(2)Registration Nos. 333-292881 and 333-292881-01 Subject To Completion, dated July 13, 2026PRICING SUPPLEMENT No. 81 dated July, 2026(To Product Supplement No. 1 dated February 13, 2026,Prospectus Supplement dated February 13, 2026and Prospectus dated February 13, 2026) Wells Fargo Finance LLCMedium-Term Notes, Series B Fully and Unconditionally Guaranteed by Wells Fargo & CompanyEquity Linked SecuritiesMarket Linked Securities—Auto-Callable with Contingent Coupon and Buffered Downside Principal at Risk Securities Linked to the Common Stock of Oracle Corporation due July 20, 2027◼Linked to the common stock of Oracle Corporation (the “Underlier”) ◼Unlike ordinary debt securities, the securities do not provide for fixed payments of interest, do not repay a fixed amount of principal at stated maturity and are subject topotential automatic call prior to stated maturity upon the terms described below. Whether the securities pay a contingent coupon, whether the securities are automaticallycalled prior to stated maturity and, if they are not automatically called, whether you receive the face amount of your securities at stated maturity, will depend, in eachcase, on the closing value of the Underlier on the relevant calculation day ◼Contingent Coupon.The securities will pay a contingent coupon on a quarterly basis until the earlier of stated maturity or automatic call if,and only if, the closing valueof the Underlier on the calculation day for that quarter is greater than or equal to the coupon threshold value. However, if the closing value of the Underlier on acalculation day is less than the coupon threshold value, you will not receive any contingent coupon for the relevant quarter. If the closing value of the Underlier is lessthan the coupon threshold value on every calculation day, you will not receive any contingent coupons throughout the entire term of the securities. The coupon thresholdvalue is equal to 75% of the starting value. The contingent coupon rate will be determined on the pricing date and will be at least 32.00% per annum ◼Automatic Call.If the closing value of the Underlier on any of the quarterly calculation days scheduled to occur from October 2026 to April 2027, inclusive, is greater thanor equal to the starting value, the securities will be automatically called for the face amount plus a final contingent coupon payment ◼Potential Loss of Principal.If the securities are not automatically called prior to stated maturity, you will receive the face amount at stated maturity if,and only if, theclosing value of the Underlier on the final calculation day is greater than or equal to the downside threshold value. If the closing value of the Underlier on the finalcalculation day is less than the downside threshold value, you will receive less than the face amount and be exposed on a leveraged basis to any decline in the value ofthe Underlier in excess of the buffer amount of 25%. In this case, you will lose approximately 1.3333% of the face amount for every 1% decline in the value of theUnderlier in excess of the buffer amount. The downside threshold value is equal to 75% of the starting value ◼If the securities are not automatically called prior to stated maturity, you will have downside exposure on a leveraged basis to any decline in the value of the Underlier inexcess of the buffer amount, but you will not participate in any appreciation of the Underlier and will not receive any dividends on the Underlier◼All payments on the securities are subject to credit risk, and you will have no ability to pursue the Underlier for payment; if Wells FargoFinance LLC, as issuer, and WellsFargo & Company, as guarantor, default on their obligations, you could lose some or all of your investment◼No exchange listing; designed to be held to maturity or automatic call Thecurrent estimated value of the securities is approximately $966.80 per security. While the estimated value of the securities at pricing maydiffer from the estimated value set forth above, we do not expect it to differ significantly absent a material change in market conditions or otherrelevant factors. In no event will the estimated value of the securities on the pricing date be less than $930.00 per security. The estimated valueof the securities was determined for us by Wells Fargo Securities, LLC using its proprietary pricing models. It is not an indication of actual profitto us or to Wells Fargo Securities, LLC or any of our other affiliates, nor is it an indication of the price, if any, at which Wells Fargo Securities,LLC or any other person may be willing to buy the securities from you at any time after issuance. See “Estimated Value of the Securities” in thispricing supplement. The securities have complex features and investing in the securities involves risks not associated with an investment inconventional debt securities. See “Selected Risk Considerations” beginning on page PRS-11 herein and “Risk Facto