VLLM accuracy issue

prompts.py

public_system = """Pay attention and remember the information below. You will need to use only any chat history, any images given, or any document text in order to answer the question or imperative at the end."""
public_prompt = """
<all_documents>
<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>73</page>
<text>
When using internal models based on unobservable inputs,
management judgment is necessary as we make judgments
about significant assumptions that market participants would
use to estimate fair value. Determination of these assumptions
includes consideration of many factors, including market
conditions and liquidity levels. Changes in the market conditions,
such as reduced liquidity in the capital markets or changes in
secondary market activities, may reduce the availability and
reliability of quoted prices or observable data used to determine
fair value. In such cases, it may be appropriate to adjust available
quoted prices or observable market data. For example, we may
adjust a price received from a third-party pricing service using
internal models based on discounted cash flows when the impact
of illiquid markets has not already been incorporated in the fair
value measurement. Additionally, for certain residential LHFS and
certain debt and equity securities where the significant inputs
have become unobservable due to illiquid markets and a third-
party pricing service is not used, our discounted cash flow model
uses a discount rate that reflects what we believe a market
participant would require in light of the illiquid market.
We continually assess the level and volume of market
activity in our debt and equity security classes in determining
adjustments, if any, to quoted prices. Given market conditions
can change over time, our determination of which securities
markets are considered active or inactive can change. If we
determine a market to be inactive, the degree to which quoted
prices require adjustment, can also change.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>114</page>
<text>
The
interest income reversed for the years ended 2022 and 2021 was
insignificant.
Table 3.1: Available-for-Sale and Held-to-Maturity Debt Securities Outstanding
(in millions)
Amortized
cost, net (1)
Gross
unrealized gains
Gross
unrealized losses
Fair value
December 31, 2022
Available-for-sale debt securities:
Securities of U.S. Treasury and federal agencies
$
47,536
9
(2,260)
45,285
Non-U.S. government securities
162
—
—
162
Securities of U.S. states and political subdivisions (2)
10,958
20
(533)
10,445
Federal agency mortgage-backed securities
53,302
2
(5,167)
48,137
Non-agency mortgage-backed securities (3)
3,423
1
(140)
3,284
Collateralized loan obligations
4,071
—
(90)
3,981
Other debt securities
2,273
75
(48)
2,300
Total available-for-sale debt securities
121,725
107
(8,238)
113,594
Held-to-maturity debt securities:
Securities of U.S. Treasury and federal agencies
16,202
—
(1,917)
14,285
Securities of U.S.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>141</page>
<text>
debt
–
Parent
(3)
1,170
1,372
Total long-term debt – Parent
(2)
134,401
146,286
Wells Fargo Bank
, N.A., and other bank
entities (Bank
)
Senior
Floating-rate notes
2038-2053
4.21-4.54%
117
116
Floating-rate advances – Federal Home Loan Bank (FHLB)
(4)
2023-2024
3.71-4.93%
27,000
—
Structured notes
(1)
262
307
Finance leases
2023-2029
1.13-17.78%
22
26
Total senior debt – Bank
27,401
449
Subordinated
Fixed-rate notes
2023-2038
5.25-7.74%
4,305
5,387
Total subordinated debt – Bank
4,305
5,387
Junior subordinated
Floating-rate notes
2027
4.73-5.18%
401
388
Total junior subordinated debt – Bank
(3)
401
388
Other bank debt
(5)
2023-2062
0.24-9.50%
7,082
6,634
Total long-term debt – Bank
$
39,189
12,858
(continued on following page)
Wells Fargo & Company
131
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>128 to 129</page>
<text>
186
66
466
No LTV available
150
112
98
67
60
255
108
40
890
Government insured/guaranteed loans (1)
14
134
209
349
364
12,088
—
—
13,158
Total residential mortgage
$
70,176
41,794
25,234
8,122
14,245
76,380
16,305
6,632
258,888
(1)
Government insured or guaranteed loans represent loans whose repayments are predominantly insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans
Affairs (VA). Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $3.2 billion and $5.7 billion at December 31, 2022 and 2021, respectively.
(2)
Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.
Wells Fargo & Company
118
Table 5.10
provides the outstanding balances of our credit
card loan portfolio by primary credit quality indicators.
The revolving loans converted to term loans in the credit
card loan category represent credit card loans with modified
terms that require payment over a specific term.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>67</page>
<text>
Table 50: TLAC and Eligible Unsecured Long-Term Debt
December
31, 2022
($ in millions)
TLAC
Regulatory
Minimum
(2)
Eligible
Unsecured
Long-term
Debt
Regulatory
Minimum
Total eligible amount
$ 293,152
134,521
Percentage of RWAs
23.27 %
21.50
10.68
7.50
Percentage of total
leverage exposure
13.18
9.50
6.05
4.50
(1)
TLAC
ratios a
re ca
lculated
using
the C
ECL
transition p
rovision issu
ed
by
federal b
anking
regulators.
(2)
Represents t
he m
inimum
required
to a
void
restrictions on ca
pital d
istributions a
nd
discretionary
bonus p
ayments.
(3)
Our
minimum
TLAC
and
eligible u
nsecured
long-term
debt
requirements a
re ca
lculated
based
on t
he g
reater
of RWAs d
etermined
under
the S
tandardized
and
Advanced
Approaches.
OTHER REGULATORY CAPITAL AND LIQUIDITY MATTERS For
information regarding the U.S. implementation of the Basel III
LCR and NSFR, see the “Risk Management – Asset/ Liability
Management – Liquidity Risk and Funding – Liquidity Standards”
section in this Report.
Our principal U.S. broker-dealer subsidiaries, Wells Fargo
Securities, LLC, and Wells Fargo Clearing Services, LLC, are
subject to regulations to maintain minimum net capital
requirements.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>42</page>
<text>
Our credit risk monitoring process is designed to enable
early identification of developing risk and to support our
determination of an appropriate allowance for credit losses. The
following discussion provides additional characteristics and
analysis of our significant portfolios. See
Note 5
(Loans and
Related Allowance for Credit Losses
) to Financial Statements in
this Report for more analysis and credit metric information for
each of the following portfolios.
COMMERCIAL AND INDUSTRIAL LOANS AND LEASE FINANCING
For purposes of portfolio risk management, we aggregate
commercial and industrial loans and lease financing according
to market segmentation and standard industry codes. We
generally subject commercial and industrial loans and lease
financing to individual risk assessment using our internal
borrower and collateral quality ratings. Our ratings are aligned to
regulatory definitions of pass and criticized categories with
criticized segmented among special mention, substandard,
doubtful and loss categories.
We had $12.6 billion of the commercial and industrial loans
and lease financing portfolio internally classified as criticized in
accordance with regulatory guidance at December 31, 2022,
compared with $13.0 billion at December 31, 2021. The decline
was driven by decreases in the technology, telecom and media,
real estate and construction, and oil, gas and pipelines industries,
as these industries continued to recover from the economic
impacts of the COVID-19 pandemic, partially offset by an
increase in the materials and commodities, and equipment,
machinery and parts manufacturing industries.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>34</page>
<text>
Earnings Performance (continued)
Table 9j: Corporate – Balance Sheet
Year ended December 31,
(in millions)
2022
2021
$ Change
2022/
2021
% Change
2022/
2021
2020
$ Change
2021/
2020
% Change
2021/
2020
Selected Balance Sheet Data (average)
Cash, cash equivalents, and restricted cash
$
147,192
236,124
-88,932
-38%
$
183,420
52,704
29 %
Available-for-sale debt securities
124,308
181,841
-57,533
-32
221,493
-39,652
-18
Held-to-maturity debt securities
290,087
244,735
45,352
19
172,755
71,980
42
Equity securities
15,695
12,720
2,975
23
12,445
275
2
Total loans
9,143
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>80</page>
<text>
Moreover, a negative interest rate environment, in which
interest rates drop below zero, could reduce our net interest
income and net interest margin due to a likely decline in the
interest we could earn on loans and other earning assets, while
also likely requiring us to pay to maintain our deposits with
the FRB.
We assess our interest rate risk by estimating the effect on
our earnings under various scenarios that differ based on
assumptions about the direction, magnitude and speed of
interest rate changes and the slope of the yield curve. We may
hedge some of that interest rate risk with interest rate
derivatives. We also rely on the “natural hedge” that our
mortgage loan originations and servicing rights can provide as
their revenue impact tends to move in opposite directions based
on changes in interest rates.
We generally do not hedge all of our interest rate risk. There
is always the risk that changes in interest rates, credit spreads or
option volatility could reduce our net interest income and
earnings, as well as our other comprehensive income, in material
amounts, especially if actual conditions turn out to be materially
different than what we assumed. For example, if interest rates
rise or fall faster than we assumed or the slope of the yield curve
changes, we may incur significant losses on debt securities we
hold as investments. To reduce our interest rate risk, we may
rebalance our portfolios of debt securities, equity securities and
loans, refinance our debt and take other strategic actions. We
may incur losses when we take such actions.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>60 to 61</page>
<text>
As of December 31, 2022, we had approximately
$209.0 billion of available borrowing capacity at various Federal
Home Loan Banks and the Federal Reserve Discount Window.
Although available, we do not view the borrowing capacity at the
Federal Reserve Discount Window as a primary source of
liquidity. Table 36 presents a summary of our short-term
borrowings, which generally mature in less than 30 days. For
additional information on the classification of our short-term
borrowings, see Note 1 (Summary of Significant Accounting
Policies) to Financial Statements in this Report. We pledge
certain financial instruments that we own to collateralize
repurchase agreements and other securities financings. For
additional information, see the “Pledged Assets” section of Note
18 (Pledged Assets and Collateral) to Financial Statements in this
Report.
Wells Fargo & Company
50
Table 36:
Short-Term Bo
rrowings
(in millions)
December 31, 2022
December 31, 2021
Federal funds purchased and securities sold under agreements to repurchase
$
30,623
21,191
Other short-term borrowings (1)
20,522
13,218
Total
$
51,145
34,409
(1)
Includes $7.0 billion and $0 of Federal Home Loan Bank (FHLB) advances at December 31, 2022 and 2021, respectively.
We access domestic and international capital markets for
long-term funding through issuances of registered debt
securities, private placements and asset-backed secured funding
.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>161</page>
<text>
Table 15.2:
Changes in Level 3 Fa
ir Va
lue Assets a
nd
Liabilities o
n a
Recurring Ba
sis
(in
millions)
Balance,
beginning
of
period
Net
gains/
(losses)
(1)
Purchases
(2)
Sales
Settlements
Transfers
into
Level
3
(3)
Transfers
out
of
Level
3
(4)
Balance,
end
of
period
Net unrealized
gains (losses)
related
to
assets
and
liabilities
held
at period
end (5)
Year
ended
December
31,
2022
Trading
debt
securities
$
241
(72)
218
(186)
(6)
22
(32)
185
(73)
(6)
Available-for-sale
debt
securities
186
(36)
327
(26)
(25)
460
(610)
276
(10)
(6)
Loans
held
for
sale
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>155</page>
<text>
Table 14.5: Hedged Items in Fair Value Hedging Relationships
Hedged items currently designated
Hedged items no longer designated
(in millions)
Carrying amount of assets/
(liabilities) (1)(2)
Hedge accounting
basis adjustment
assets/(liabilities) (3)
Carrying amount of assets/
(liabilities) (2)
Hedge accounting basis
adjustment
assets/(liabilities)
December 31, 2022
Available-for-sale debt securities
(4)
$
39,423
(3,859)
16,100
722
Other assets
1,663
38
—
—
Deposits
(41,687)
205
(10)
—
Long-term debt
(130,997)
13,862
(5)
—
December 31, 2021
Available-for-sale debt securities (4)
$
24,144
(559)
17,962
965
Other assets
1,156
(58)
—
—
Deposits
(10,187)
(144)
—
—
Long-term debt
(138,801)
(5,192)
—
—
(1)
Does not
include t
he ca
rrying
amount
of h
edged
items wh
ere only
foreign cu
rrency
risk
is t
he d
esignated
hedged
risk.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>81</page>
<text>
In addition to customer deposits,
our sources of liquidity include certain debt and equity securities,
our ability to sell or securitize loans in secondary markets and to
pledge loans to access secured borrowing facilities through the
FHLB and the FRB, and our ability to raise funds in domestic and
international money through capital markets.
Our liquidity and our ability to fund and run our business
could be materially adversely affected by a variety of conditions
and factors, including financial and credit market disruption and
volatility or a lack of market or customer confidence in financial
markets in general similar to what occurred during the financial
crisis in 2008 and early 2009, which may result in a loss of
customer deposits or outflows of cash or collateral and/or our
inability to access capital markets on favorable terms. Market
disruption and volatility could impact our credit spreads, which
are the amount in excess of the interest rate of U.S. Treasury
securities, or other benchmark securities, of the same maturity
that we need to pay to our funding providers. Increases in
interest rates and our credit spreads could significantly increase
our funding costs.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>14</page>
<text>
Financial performance for
2022, compared with
2021, included
the following:
Credit quality reflected the following:
•
total revenue decreased due to lower net gains from equity
securities, mortgage banking, and investment advisory and
other asset-based fee income, partially offset by higher net
interest income;
•
provision for credit losses increased reflecting loan growth
and a less favorable economic environment;
•
noninterest expense increased due to higher operating
losses, partially offset by lower personnel expense, and
professional and outside services expense;
•
average loans increased driven by loan growth across both
our commercial and consumer loan portfolios; and
•
average deposits decreased driven by reductions in
Corporate and Investment Banking, Commercial Banking,
Wealth and Investment Management, and Corporate,
partially offset by growth in Consumer Banking and Lending.
Capital and Liquidity
We maintained a strong capital position in 2022. Total equity of
$181.9 billion at December 31, 2022, decreased compared with
$190.1 billion at December 31, 2021, driven by a decrease in
accumulated other comprehensive income due to net unrealized
losses on available-for-sale (AFS) debt securities.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>107 to 108</page>
<text>
We generally report
borrowings with original maturities of one year or less as short-
term borrowings and borrowings with original maturities of
Wells Fargo & Company
97
Note 1: Summary of Significant Accounting Policies (continued)
greater than one year as long-term debt on our consolidated
balance sheet. We do not reclassify long-term debt to short-
term borrowings within a year of maturity.
Refer to Note 9 (Deposits) for further information on
deposits, Note 10 (Long-Term Debt) for further information on
long-term debt, and Note 15 (Fair Values of Assets and
Liabilities) for additional information on fair value, including fair
value option elections.
Securitizations and Beneficial Interests
Securitizations are transactions in which financial assets are sold
to a Special Purpose Entity (SPE), which then issues beneficial
interests collateralized by the transferred financial assets.
Beneficial interests are generally issued in the form of senior and
subordinated interests, and in some cases, we may obtain
beneficial interests issued by the SPE. Additionally, from time to
time, we may re-securitize certain financial assets in a new
securitization transaction. See Note 16 (Securitizations and
Variable Interest Entities) for additional information about our
involvement with SPEs.
The assets and liabilities transferred to a SPE are excluded
from our consolidated balance sheet if the transfer qualifies
as a sale and we are not required to consolidate the SPE.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>5</page>
<text>
Much work was needed to build what is necessary to properly
accomplish the work.
When I arrived, we did not have the culture, effective processes,
or appropriate management oversight in place to remediate
weaknesses on a timely basis. Today, we approach these issues
differently. This management team (the broad team – not just
me) has the skills and experience and is now responsible for
closing our consent orders. We have changed and implemented
much to put ourselves in a position to have the confidence that
we can accomplish this. The specifics of our regulatory
remediation plans are confidential, and while we are not where
we need to be, I believe that our position is significantly
improved and that we will reach our goals. We are committed to
making all necessary resources available to meet our obligations.
I have said we are a different company today, and in this
sub-section, I provide some examples.
1.
When I arrived at the company in 2019, we had 12 open,
public enforcement actions. Given this and the other
control issues we needed to assess, it took many months to
understand the depth and breadth of the weaknesses and
what was required to complete the work.
2.
We then went about recruiting a mostly new management
team with the experience and skills that we did not
sufficiently have at the company. A large portion of the
Operating Committee was recruited during 2020 and they
then needed to do their own assessments and develop
plans.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>6</page>
<text>
Additionally, until our work is complete, we will
likely find new issues that need to be remediated, and these may
result in additional regulatory actions.
Finally, as we continue to execute on our detailed plans, given
the scope and complexity of our work, we may miss some
interim milestones. We recognize the importance of meeting
milestones that we ourselves set, but perfection is unlikely.
When we discover an issue, we act quickly to course-correct and
do what we can to get back on schedule. This is frustrating for us
and others outside the company but is not indicative of our
willingness or ability to complete our work. Rather, it is an
obstacle that presents itself in nearly any large-scale, multi-year
transformation.
When Wells Fargo faces criticism about where we stand, I
understand the sentiment. I hope this section has provided
detailed context and is helpful in providing an understanding of
what we are doing to close our gaps. This team is taking decisive
action to move our company past these issues.
Leadership Team
Key to transforming the company, changing our culture, and
realizing the full strength of our franchise is having the best
management team in place. Since I joined the company in 2019,
12 of our 17 Operating Committee members are new to Wells
Fargo and 15 are new to their roles. In 2022, we put in place a
new Chief Auditor, a new Chief Risk Officer, a new head of
Consumer Lending, and a new head of Diverse Segments,
Representation and Inclusion.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>141</page>
<text>
Table 10.1: Long-Term Debt
December 31,
2022
2021
(in
millions)
Maturity
date(s)
Stated
interest
rate(s)
Wells Fargo & Company (Parent only)
Senior
Fixed-rate notes
2023-2045
0.50-6.75%
$
43,749
62,525
Floating-rate notes
2026-2048
3.49-4.74%
1,046
5,535
FixFloat notes
2024-2053
0.81-5.01%
60,752
43,010
Structured notes
(1)
6,305
5,874
Total senior debt – Parent
111,852
116,944
Subordinated
Fixed-rate notes
(2)
2023-2046
3.45-7.57%
21,379
27,970
Total subordinated debt – Parent
21,379
27,970
Junior subordinated
Fixed-rate notes
2029-2036
5.95-7.95%
827
1,041
Floating-rate notes
2027
4.58-5.08%
343
331
Total
junior
subordinated
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>67</page>
<text>
Table 49: Components Used to Calculate TLAC and Eligible Unsecured
Long-Term Debt Requirements
TLAC requirement
Greater of:
7.50%
of
total
leverage
exposure
(the
denominator
of
the
SLR
calculation)
+
External
TLAC
leverage
buffer
(equal
to
2.00%
of
total
leverage
exposure)
18.00%
of
RWAs
+
TLAC
buffer
(equal
to
2.50%
of
RWAs
+
method
one
G-SIB
capital
surcharge
+
any
countercyclical
buffer)
Minimum amount of eligible unsecured long-term debt
Greater of:
6.00%
of
RWAs
+
Greater
of
method
one
and
method
two
G-SIB
capital
surcharge
4.50% of total leverage exposure
Under the Proposed SLR rules, the 2.00% external TLAC
leverage buffer would be replaced with a buffer equal to one-half
of our applicable G-SIB capital surcharge, and the leverage
component for calculating the minimum amount of eligible
unsecured long-term debt would be modified from 4.50% of
total leverage exposure to 2.50% of total leverage exposure plus
one-half of our applicable G-SIB capital surcharge.
Table 50
provides our TLAC and eligible unsecured long
-
term debt and related ratios.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>97 to 98</page>
<text>
(2)
Our consolidated liabilities at December 31, 2022 and 2021, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Long-term debt, $0 million and
$149 million; All other liabilities, $201 million and $259 million; and Total liabilities, $201 million and $408 million, respectively.
The accompanying notes are an integral part of these statements.
Wells Fargo & Company
87
Wells Fargo & Company and Subsidiaries
Consolidated Statement of Changes in Equity
Wells Fargo stockholders’ equity
Preferred stock
Common stock
Accumulated
other
comprehensive
income (loss)
Additional
paid-in
capital
Unearned
ESOP
shares
($ and shares in millions)
Shares
Amount
Shares
Amount
Retained
earnings
Treasury
stock
Noncontrolling
interests
Total
equity
Balance December 31, 2019
7.5
$
21,549
4,134.4
$
9,136
61,049
166,415
-1,311
-68,831
-1,143
838
187,702
Cumulative effect from change in
accounting policies (1)
990
990
Balance January 1, 2020
7.5
21,549
4,134.4
9,136
61,049
167,405
-1,311
-68,831
-1,143
838
188,692
Net income
3,377
285
3,662
Other comprehensive income,
net of tax
1,505
—
1,505
Noncontrolling interests
-91
-91
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>67</page>
<text>
(4)
The Tier
1 lev
erage r
atio consist
s of Tier
1 ca
pital d
ivided
by
total a
verage a
ssets,
excluding
goodwill a
nd
certain ot
her
items a
s d
etermined
under
the r
ule.
TOTAL LOSS ABSORBING CAPACITY As a G-SIB, we are required to
have a minimum amount of equity and unsecured long-term
debt for purposes of resolvability and resiliency, often referred to
as Total Loss Absorbing Capacity (TLAC). U.S. G-SIBs are required
to have a minimum amount of TLAC (consisting of CET1 capital
and additional Tier 1 capital issued directly by the top-tier or
covered BHC plus eligible external long-term debt) to avoid
restrictions on capital distributions and discretionary bonus
payments as well as a minimum amount of eligible unsecured
long-term debt. The components used to calculate our minimum
TLAC and eligible unsecured long-term debt requirements as of
December 31, 2022, are presented in Table 49.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>34 to 35</page>
<text>
full year 2021
Total assets (average and period-end) decreased reflecting:
•
a decrease in cash, cash equivalents, and restricted cash
managed by corporate treasury as a result of payments on
long-term debt and an increase in loans originated in the
operating segments; and
•
lower available-for-sale debt securities due to sales and net
unrealized losses as well as a transfer from available-for-sale
debt securities to held-to-maturity debt securities related
to portfolio rebalancing to manage liquidity and interest rate
risk.
Total deposits (average) decreased driven by the transition of
deposits related to divested businesses.
Total deposits (period-end) increased driven by issuances of
certificates of deposit (CDs), partially offset by the transition of
deposits related to divested businesses.
Wells Fargo & Company
24
Balance Sheet Analysis
At December 31, 2022, our assets totaled $1.88 trillion, down
$67.1 billion from December 31, 2021.
The following discussion provides additional information
about the major components of our consolidated balance sheet.
See the “Capital Management” section in this Report for
information on changes in our equity.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>141</page>
<text>
Table 10.1 presents a summary of our long-term debt
carrying values, reflecting unamortized debt discounts and
premiums, and hedge basis adjustments; unless we have elected
the fair value option. See Note 14 (Derivatives) for additional
information on qualifying hedge contracts and Note 15 (Fair
Values of Assets and Liabilities) for additional information on fair
value option elections. The interest rates displayed represent the
range of contractual rates in effect at December 31, 2022. These
interest rates do not include the effects of any associated
derivatives designated in a hedge accounting relationship.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>142</page>
<text>
In addition, Parent long-term debt presented in Note 26 also includes affiliate related issuance costs of $365 million and $329 million at
December 31, 2022 and 2021, respectively.
(3)
Includes $401 million and $388 million of junior subordinated debentures held by unconsolidated wholly-owned trust preferred security VIEs at December 31, 2022 and 2021, respectively. In 2021,
we liquidated certain of our trust preferred security VIEs. As part of these liquidations, junior subordinated debentures that were held by the trusts with a total carrying value of $332 million, were
distributed to third-party investors. See Note 16 (Securitizations and Variable Interest Entities) for additional information about trust preferred security VIEs.
(4)
We pledge certain assets as collateral to secure advances from the FHLB. For additional information, see Note 18 (Pledged Assets and Collateral).
(5)
Primarily relates to unfunded commitments for LIHTC investments. For additional information, see Note 16 (Securitizations and Variable Interest Entities).
(6)
A major portion of long-term debt is redeemable at our option at one or more dates prior to contractual maturity.
The aggregate carrying value of long-term debt that
matures (based on contractual payment dates) as of
December 31, 2022, in each of the following five years and
thereafter is presented in Table 10.2.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>140 to 141</page>
<text>
$
66,887
30,012
Time deposits in excess of $250,000
9,133
5,527
The contractual maturities of time deposits are presented in
Table 9.2.
Table 9.2: Contractual Maturities of Time Deposits
(in millions)
December 31, 2022
2023
$
52,445
2024
12,654
2025
693
2026
255
2027
474
Thereafter
366
Total
$
66,887
Demand deposit overdrafts of $339 million and $153 million
were included as loan balances at December 31, 2022 and 2021,
respectively.
Wells Fargo & Company
130
Note 10: Long-Term Debt
We issue long-term debt denominated in multiple currencies,
predominantly
in U.S. dollars.
Our issuances
, which are generally
unsecured, have both fixed and floating interest rates. Princip
al is
repaid upon contractual maturity, unless redeemed at our optio
n
at an earlier date. Interest is paid primarily on either a semi
-
annual or annual basis.
As a part of our overall interest rate risk management
strategy, we often use derivatives to manage our exposure to
interest rate risk. We also use derivatives to manage our
exposure to foreign currency risk. As a result, a majority of the
long-term debt presented below is hedged in a fair value or cash
flow hedge relationship.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>155</page>
<text>
The ca
rrying
amount
excluded
for
debt
securities is
$739 m
illion
and
for
long-
term
debt
is
$0 m
illion
as of
December
31,
2022,
and
$873 m
illion
for
debt
securities a
nd
$(2.7) b
illion
for
long-term
debt
as of
December
31,
2021.
(2)
Represents the full carrying amount of the hedged asset or liability item as of the balance sheet date, except for circumstances in which only a portion of the asset or liability was designated as the
hedged item in which case only the portion designated is presented.
(3)
The b
alance inclu
des $39 m
illion
and
$334 m
illion
of d
ebt
securities a
nd
long-term
debt
cumulative b
asis a
djustments a
s of
December
31,
2022,
respectively,
and
$136 m
illion
and
$188 m
illion
of
debt
securities a
nd
long-term
debt
cumulative b
asis a
djustments a
s of
December
31,
2021,
respectively,
on t
erminated
hedges wh
ereby
the h
edged
items h
ave su
bsequently
been r
e-designated
into exist
ing
hedges.
(4)
Carrying amount represents the amortized cost.
Derivatives Not Designated as Hedging Instruments
Derivatives not designated as hedging instruments include
economic hedges and derivatives entered into for customer
accommodation trading purposes.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>142</page>
<text>
Note 10: Long-Term Debt (continued)
(continued from previous page)
December 31,
2022
2021
(in millions)
Maturity
date(s)
Stated
interest rate(s)
Other consolidated su
bsidiaries
Senior
Fixed-rate
notes
2023
3.46%
$
369
398
Structured
notes
(1)
911
1,147
Total
long-term
debt
–
Other
consolidated
subsidiaries
1,280
1,545
Total
long-term
debt
(6)
$
174,870
160,689
(1)
Includes certain structured notes that have coupon or repayment terms linked to the performance of debt or equity securities, an embedded equity, commodity, or currency index, or basket of
indices, for which the maturity may be accelerated based on the value of a referenced index or security. In addition, a major portion consists of zero coupon notes where interest is paid as part of the
final redemption amount.
(2)
Includes fixed-rate subordinated notes issued by the Parent at a discount of $121 million and $123 million at December 31, 2022 and 2021, respectively, and debt issuance costs of $2 million at both
December 31, 2022 and 2021, to effect a modification of Wells Fargo Bank, N.A., notes. These subordinated notes are carried at their par amount on the consolidated balance sheet of the Parent
presented in Note 26 (Parent-Only Financial Statements).
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>61</page>
<text>
We issue long-term debt in a variety of maturities and currenci
es
to achieve cost-efficient funding and to maintain an appropriat
e
maturity profile. Proceeds from securities issued were used fo
r
general corporate purposes unless otherwise specified in the
applicable prospectus or prospectus supplement, and we expect
the
proceeds
from securities issued in the future will be used for
the same purposes. Depending on market conditions and our
liquidity position, we may redeem or repurchase, and
subsequently retire, our outstanding debt securities in privately
negotiated or open market transactions, by tender offer, or
otherwise.
Table 37
presents a summary of our long-term debt. For
additional information on our long-term debt, including
contractual maturities, see
Note 10
(Long-Term Debt
), and for
information on the classification of our long-term debt, see
Note
1 (
Summary of Significant Accounting Policies
) to Financial
Statements
in this Report
.
Table 37: Long-Term Debt
(in millions)
December 31, 2022
December 31, 2021
Wells Fargo & Company (Parent Only)
$
134,401
146,286
Wells Fargo Bank, N.A., and other bank entities (Bank) (1)
39,189
12,858
Other consolidated subsidiaries
1,280
1,545
Total
$
174,870
160,689
(1)
Includes $27.0 billion and $0 of FHLB advances at December 31, 2022 and 2021, respectively.
</text>
</doc>

<doc>
<name>wellsfargo-2022-annual-report.pdf</name>
<page>142</page>
<text>
Table 10.2: Maturity of Long-Term Debt
December 31, 2022
(in millions)
2023
2024
2025
2026
2027
Thereafter
Total
Wells Fargo & Company (Parent Only)
Senior debt
$
3,712
11,116
14,030
23,189
7,392
52,413
111,852
Subordinated debt
2,620
702
951
2,631
2,343
12,132
21,379
Junior subordinated debt
—
—
—
—
343
827
1,170
Total long-term debt – Parent
6,332
11,818
14,981
25,820
10,078
65,372
134,401
Wells Fargo Bank, N.A., and other bank entities (Bank)
Senior debt
10,003
17,003
176
82
3
134
27,401
Subordinated debt
894
—
149
—
27
3,235
4,305
Junior subordinated debt
—
—
—
—
401
—
401
Other bank debt
2,815
1,613
488
163
54
1,949
7,082
Total long-term debt – Bank
13,712
18,616
813
245
485
5,318
39,189
Other consolidated subsidiaries
Senior debt
463
86
413
222
—
96
1,280
Total long-term debt – Other consolidated subsidiaries
463
86
413
222
—
96
1,280
Total long-term debt
$
20,507
30,520
16,207
26,287
10,563
70,786
174,870
As part of
</text>
</doc>
</all_documents>
According to only the information in any chat history, any images given, or any document text provided within the context above, 
What was long-term debt at the end of 2022?"""

request_to_endpoint

    resp = client.chat.completions.with_raw_response.create(
        model=model,
        messages=[
            {
                "role": "system",
                "content": public_system,
            },
            {
                "role": "user",
                "content": public_prompt,
            },
        ],
        temperature=0.01,
        max_tokens=200,
    )

    assert resp.status_code == 200

    completion = resp.parse()
    assert completion is not None
    assert "$174,870" in completion.choices[0].message.content

tgi_response

ChatCompletion(id='', choices=[Choice(finish_reason='stop', index=0, logprobs=None, message=ChatCompletionMessage(content='According to the document text, the long-term debt at the end of 2022 was $174,870 million.', refusal=None, role='assistant', audio=None, function_call=None, tool_calls=None))], created=1732142594, model='/mnt/models', object='chat.completion', service_tier=None, system_fingerprint='2.3.1-dev0-sha-169178b', usage=CompletionUsage(completion_tokens=25, prompt_tokens=9465, total_tokens=9490, completion_tokens_details=None, prompt_tokens_details=None))

vllm_deployment_config(kserve)

apiVersion: serving.kserve.io/v1beta1
kind: InferenceService
  name: llama-3-1-8b-instruct-vllm
  namespace: s-ailm
spec:
  predictor:
    maxReplicas: 1
    minReplicas: 1  
    model:
      args:
        - '--model=/mnt/models'
        - '--port=8080'
        - '--served-model-name=dsp.llama-3.1-8b-instruct'
        - '--load-format=safetensors'
        - '--dtype=auto'
        - '--kv-cache-dtype=auto' 
        - '--guided-decoding-backend=outlines' # 'outlines', 'lm-format-enforcer'
        - '--gpu-memory-utilization=0.99'
        - '--enable-chunked-prefill=False' # enabled by default for context>32k.        
      env:
        - name: KSERVE_OPENAI_ROUTE_PREFIX # override with empty value to remove the default prefix
          value:       
      name: ''
      resources:
        limits:
          cpu: 4
          memory: 100Gi
          nvidia.com/gpu: 1
        requests:
          cpu: 4
          memory: 100Gi
          nvidia.com/gpu: 1
      modelFormat:
        name: huggingface
      runtime: vllm-openai
      runtimeVersion: v0.6.3.post1
      storageUri: s3://models/llama-3.1-8b-instruct/huggingface/

vllm_response

ChatCompletion(id='chat-97d4531f720141f0a3434902dec2b512', choices=[Choice(finish_reason='length', index=0, logprobs=None, message=ChatCompletionMessage(content='According to\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text\n</text', refusal=None, role='assistant', audio=None, function_call=None, tool_calls=[]), stop_reason=None)], created=1732142549, model='dsp.llama-3.1-8b-instruct', object='chat.completion', service_tier=None, system_fingerprint=None, usage=CompletionUsage(completion_tokens=200, prompt_tokens=9465, total_tokens=9665, completion_tokens_details=None, prompt_tokens_details=None), prompt_logprobs=None)