Filed Pursuant to Rule 424(b)(2)Registration Nos. 333-292881 and 333-292881-01 Subject To Completion, dated July 20, 2026PRICING SUPPLEMENT No. 80 dated July, 2026(To Product Supplement No. 1 dated February 13, 2026,Market Measure 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 Index Linked SecuritiesMarket Linked Securities—Auto-Callable with Contingent Coupon and ContingentDownside Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average®, the Nasdaq-100Index®and the Russell 2000®Index due July 31, 2031■Linked to thelowest performingof the Dow Jones Industrial Average®, the Nasdaq-100 Index®and the Russell 2000® Index (each referred to as an “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 to potentialautomatic call prior to stated maturity upon the terms described below. Whether the securities pay a contingent coupon, whether the securities are automatically called prior to statedmaturity and, if they are not automatically called, whether you receive the face amount of your securities at stated maturity, will depend, in each case, on the closing value of the lowestperforming Underlier on the relevant calculation day. The lowest performing Underlier on any calculation day is the Underlier that has the lowest closing value on that calculation day asa percentage of its starting value■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 value of the lowest performing Underlier on the calculation day for that quarter is greater than or equal to its coupon threshold value. However, if the closing value of the lowest performing Underlier on acalculation day is less than its coupon threshold value, you will not receive any contingent coupon for the relevant quarter. If the closing value of the lowest performing Underlier is lessthan its coupon threshold value on every calculation day, you will not receive any contingent coupons throughout the entire term of the securities. The coupon threshold value for eachUnderlier is equal to 75% of its starting value. The contingent coupon rate will be determined on the pricing date and will be at least 10.25% per annum■Automatic Call.If the closing value of the lowest performing Underlier on any of the quarterly calculation days scheduled to occur from January 2027 to April 2031, inclusive, is greater ■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, the closing value ofthe lowest performing Underlier on the final calculation day is greater than or equal to its downside threshold value. If the closing value of the lowest performing Underlier on the finalcalculation day is less than its downside threshold value, you will lose more than 25%, and possibly all, of the face amount of your securities. The downside threshold valuefor eachUnderlier is equal to 75% of its starting value■If the securities are not automatically called prior to stated maturity, you will have full downside exposure to the lowest performing Underlier from its starting value if its closing value on Thecurrent estimated value of the securities is approximately $954.30 per security. While the estimated value of the securities at pricing may differfrom the estimated value set forth above, we do not expect it to differ significantly absent a material change in market conditions or other relevantfactors. In no event will the estimated value of the securities on the pricing date be less than $920.00 per security. The estimated value of thesecurities was determined for us by Wells Fargo Securities, LLC using its proprietary pricing models. It is not an indication of actual profit to us orto 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 anyother person may be willing to buy the securities from you at any time after issuance. See “Estimated Value of the Securities” in this pricingsupplement. The securities have complex features and investing in the securities involves risks not associated with an investment in conventional debtsecurities. See “Selected Risk Considerations” beginning on page PRS-11 herein and “Risk Factors” beginning on page PS-5 of the accompanyingproduct supplement. The securities are the unsecured obligations of Wells Fargo Finance LLC, and, accordingly, all payments are subject to credit risk. If Wells FargoFinance LLC, as issuer, and Wells Fargo & Company, as guarantor, default on their oblig