The valuation allowance as of 30 September 2016 of $155.2 primarily related to the tax benefit on the federal capital loss carryforward of $48.0, tax benefit of foreign loss carryforwards of $37.7, and capital assets of $58.0 that were generated from the loss recorded on the exit from the Energy-from-Waste business in 2016.
If events warrant the reversal of the valuation allowance, it would result in a reduction of tax expense.
We believe it is more likely than not that future earnings and reversal of deferred tax liabilities will be sufficient to utilize our deferred tax assets, net of existing valuation allowance, at 30 September 2016.
The deferred tax liability associated with unremitted earnings of foreign entities decreased in part due to the dividend to repatriate cash from a foreign subsidiary in South Korea.
This amount was also impacted by ongoing activity including earnings, dividend payments, tax credit adjustments, and currency translation impacting the undistributed earnings of our foreign subsidiaries and corporate joint ventures which are not considered to be indefinitely reinvested outside of the U. S.  We record U. S.  income taxes on the undistributed earnings of our foreign subsidiaries and corporate joint ventures unless those earnings are indefinitely reinvested outside of the U. S.  These cumulative undistributed earnings that are considered to be indefinitely reinvested in foreign subsidiaries and corporate joint ventures are included in retained earnings on the consolidated balance sheets and amounted to $6,300.9 as of 30 September 2016.
An estimated $1,467.8 in U. S.  income and foreign withholding taxes would be due if these earnings were remitted as dividends after payment of all deferred taxes.
A reconciliation of the beginning and ending amount of the unrecognized tax benefits is as follows:
## Table 0 ##
At 30 September 2016 and 2015, we had $106.9 and $97.5 of unrecognized tax benefits, excluding interest and penalties, of which $64.5 and $62.5, respectively, would impact the effective tax rate if recognized.
Interest and penalties related to unrecognized tax benefits are recorded as a component of income tax expense and totaled $2.3 in 2016, $(1.8) in 2015, and $1.2 in 2014.
Our accrued balance for interest and penalties was $9.8 and $7.5 as of 30 September 2016 and 2015, respectively.
PART II Contract Types Our earnings and profitability may vary materially depending on changes in the proportionate amount of revenues derived from each type of contract.
For a discussion of the types of contracts under which we generate revenue, see “Business—Contract Types” in Part I of this Annual Report on Form 10-K.
The following table summarizes revenues by contract type as a percentage of our total revenue for fiscal 2016, the 11-month period ended January 1, 2016, and fiscal 2015:
## Table 1 ##
The percentage of revenue derived from cost-reimbursement contracts for fiscal 2016 remained consistent with the 11-month period ended January 1, 2016.
The percentage of revenue derived from T&M and FP-LOE contracts decreased by 3% and FFP contracts increased by 3% for fiscal 2016 from the 11-month period ended January 1, 2016, primarily due to the contract mix of the acquired IS&GS Business.
Liquidity and Capital Resources Overview of Liquidity As of December 30, 2016, we had $376 million in cash and cash equivalents.
In addition, in August 2016, we entered into a secured revolving credit facility which can provide up to $750 million in secured borrowing capacity, if required.
This new credit facility replaced the previous unsecured credit facility held that provided $500 million of borrowing capacity.
During fiscal 2016 and the 11-month period ended January 1, 2016, there were no borrowings outstanding under either of the credit facilities and we were in compliance with the financial covenants.
In August 2016, our Board of Directors declared a special dividend of $13.64 per share of Leidos common stock.
Consequently, on August 22, 2016, we paid $993 million to stockholders of record as of August 15, 2016, and accrued $29 million of dividend equivalents with respect to the outstanding unvested equity awards.
In addition, we paid quarterly dividends of $142 million, $93 million and $95 million for fiscal 2016, the 11-month period ended January 1, 2016, and fiscal 2015, respectively.
At December 30, 2016, and January 1, 2016, we had outstanding debt of $3.3 billion and $1.1 billion, respectively.
The notes outstanding as of December 30, 2016, contain financial covenants and customary restrictive covenants.
We were in compliance with all covenants as of December 30, 2016.
In connection with the Transactions, Leidos has incurred $2.5 billion of new indebtedness in the form of term loans (see "Note 2–Acquisitions").
Of the $2.5 billion, $1.8 billion of the term loans was secured by Leidos Innovations prior to being acquired and the funds were used to finance the special cash payment to Lockheed Martin.
The remaining $690 million of term loans was secured by Leidos to fund the special cash dividend.
During fiscal 2016, we repaid $275 million of these term loans (see "Note 11–Debt").
In August 2016, the Company entered into interest rate swap agreements to hedge the cash flows with respect to $1.2 billion of the aggregate principal outstanding on the Company's variable rate senior secured notes (see "Note 10–Derivative Instruments").
The objective of these instruments is to reduce variability in the forecasted interest payments of the Company's variable rate secured notes.
We may from time to time seek to retire or purchase our outstanding debt through cash purchases in the open market, privately negotiated transactions or otherwise.
Such repurchases, if any, will depend on prevailing market conditions, our liquidity requirements, contractual restrictions, and other factors.
The amounts involved may be material.
In addition to the $275 million repaid in fiscal 2016 noted above, we paid $36 million and $175 million in the 11-month period ended January 1, 2016, and fiscal 2015, respectively, to repurchase and retire a principal amount of $37 million and $183 million of outstanding debt, respectively.
In the workers’ compensation insurance class, the majority of which was written in California, the Company has experienced adverse development primarily for accident year 2002 due to higher than expected claim frequency and severity.
As a result of significant growth in this book of business in a challenging business environment, the Company’s writings in this class were subject to more relative variability than in some of its established and/or stable lines of business.
Although cumulative results through 2015 continue to be profitable for this book of business, there was some deterioration in claim frequency and severity related to older accident years.
The adverse development on the 2008 outstanding reserves was primarily attributable to foreign exchange rate movements resulting in an increase in the U. S.  dollar reserves.
In addition, the Company experienced adverse development on liability exposures for sub-prime for accident years 2006-2008 and contractors’ liability exposures for the 2005 accident year.
The contractor liability exposures are currently in run-off.
The Company also experienced adverse development on property lines but was offset by favorable development on other casualty lines.
The Company’s loss and LAE reserves represent management’s best estimate of the ultimate liability.
While there can be no assurance that these reserves will not need to be increased in the future, management believes that the Company’s existing reserves and reserving methodologies reduce the likelihood that any such increases would have a material adverse effect on the Company’s financial condition, results of operations or cash flows.
These statements regarding the Company’s loss reserves are forward looking statements within the meaning of the U. S.  federal securities laws and are intended to be covered by the safe harbor provisions contained therein.
See ITEM 7, “Management’s Discussion and Analysis of Financial Condition and Results of Operations – Safe Harbor Disclosure”.
The following table is derived from the Ten Year GAAP Loss Development Table above and summarizes the effect of reserve re-estimates, net of reinsurance, on calendar year operations by accident year for the same ten year period ended December 31, 2015.
Each column represents the amount of net reserve re-estimates made in the indicated calendar year and shows the accident years to which the re-estimates are applicable.
The amounts in the total accident year column on the far right represent the cumulative reserve re-estimates for the indicated accident years.
Since the Company has operations in many countries, part of the Company’s loss and LAE reserves are in foreign currencies and translated to U. S.  dollars for each reporting period.
Fluctuations in the exchange rates for the currencies, period over period, affect the U. S.  dollar amount of outstanding reserves.
The translation adjustment line at the bottom of the table eliminates the impact of the exchange fluctuations from the reserve re-estimates.
## Table 2 ##
Mutual and Pooled Funds Shares of mutual funds are valued at the net asset value (NAV) quoted on the exchange where the fund is traded and are classified as Level 1 assets.
Units of pooled funds are valued at the per unit NAV determined by the fund manager and are classified as Level 2 assets.
The investments are utilizing NAV as a practical expedient for fair value.
Corporate and Government Bonds Corporate and government bonds are classified as Level 2 assets, as they are either valued at quoted market prices from observable pricing sources at the reporting date or valued based upon comparable securities with similar yields and credit ratings.
Mortgage and Asset-Backed Securities Mortgage and asset–backed securities are classified as Level 2 assets, as they are either valued at quoted market prices from observable pricing sources at the reporting date or valued based upon comparable securities with similar yields, credit ratings, and purpose of the underlying loan.
Real Estate Pooled Funds Real estate pooled funds are classified as Level 3 assets, as they are carried at the estimated fair value of the underlying properties.
Estimated fair value is calculated utilizing a combination of key inputs, such as revenue and expense growth rates, terminal capitalization rates, and discount rates.
These key inputs are consistent with practices prevailing within the real estate investment management industry.
Other Pooled Funds Other pooled funds classified as Level 2 assets are valued at the NAV of the shares held at year end, which is based on the fair value of the underlying investments.
Securities and interests classified as Level 3 are carried at the estimated fair value of the underlying investments.
The underlying investments are valued based on bids from brokers or other third-party vendor sources that utilize expected cash flow streams and other uncorroborated data, including counterparty credit quality, default risk, discount rates, and the overall capital market liquidity.
Insurance Contracts Insurance contracts are classified as Level 3 assets, as they are carried at contract value, which approximates the estimated fair value.
The estimated fair value is based on the fair value of the underlying investment of the insurance company.
Contributions and Projected Benefit Payments Pension contributions to funded plans and benefit payments for unfunded plans for fiscal year 2015 were $137.5.
Contributions resulted primarily from an assessment of long-term funding requirements of the plans and tax planning.
Benefit payments to unfunded plans were due primarily to the timing of retirements and cost reduction actions.
We anticipate contributing $100 to $120 to the defined benefit pension plans in 2016.
These contributions are driven primarily by benefit payments for unfunded plans, which are dependent upon timing of retirements and actions to reorganize the business.
Projected benefit payments, which reflect expected future service, are as follows:
## Table 3 ##
These estimated benefit payments are based on assumptions about future events.
Actual benefit payments may vary significantly from these estimates.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) (Dollar amounts in thousands except per share data) Note 10—Debt (continued) Terms of the various swaps held by Torchmark during the two years ended December 31, 2006 were as follows: Selected Information About Interest Rate Swaps
## Table 4 ##
The following table summarizes the pretax impact of interest-rate swaps on Torchmark’s operating results.
## Table 5 ##
* Due to the Securities and Exchange Commission’s interpretive guidance concerning SFAS 133, the benefit of the interest spread has been reclassified from “Interest expense” to “Realized investment losses.
” ** Swaps sold in June, 2006.
*** Swaps sold in September, 2005.
Commercial Paper: On November 18, 2004, Torchmark entered into a credit facility with a group of lenders allowing unsecured borrowings and stand-by letters of credit up to $600 million.
Originally a fiveyear facility set to terminate on November 18, 2009, the lending banks agreed in August, 2006 to extend the maturities to August 31, 2011.
As a part of the facility, the Company has the ability to request up to $175 million in letters of credit to be issued against the facility.
The credit facility is further designated as a back-up credit line for a commercial paper program, whereby Torchmark may borrow from either the credit line or issue commercial paper at any time, with total commercial paper outstanding not to exceed $600 million less any letters of credit issued.
Interest is charged at variable rates.
At December 31, 2007, Torchmark had $203 million face amount ($202 million carrying amount) of commercial paper outstanding, $150 million of letters of credit issued, and no borrowings under the line of credit.
During 2007, the short term borrowings under the facility averaged approximately $238 million, and were made at an average yield of 5.4%, compared with an average balance of $166 million at an average yield of 5.0% a year earlier.
The facility does not have a ratings-based acceleration trigger which would require early payment.
A facility fee is charged for the entire $600 million facility at a rate of 10 basis points.
For letters of credit issued, there is an issuance fee of 27.5 basis points.
Additionally, if borrowings on both the line of credit and letters of credit exceed 50% of the total $600 million facility, there is a usage fee of 10 basis points.
During 2006, Torchmark’s usage of the facility was below this threshold and no usage fee was required.
Torchmark is subject to certain covenants for the agreements regarding capitalization and earnings, with which it was in compliance at December 31, 2007 and throughout the three-year period ended December 31, 2007.
Borrowings on this facility are reported as short-term debt on the Consolidated Balance Sheets.
There was no capitalized interest during the three years ended December 31, 2007.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (continued) (Dollar amounts in thousands except per share data) Note 11—Shareholders’ Equity Share Data: A summary of preferred and common share activity is as follows:
## Table 6 ##
Acquisition of Common Shares: Torchmark shares are acquired from time to time through open market purchases under the Torchmark stock repurchase program when it is believed to be the best use of Torchmark’s excess cash flows.
Share repurchases under this program were 6.1 million shares at a cost of $402 million in 2007, 5.6 million shares at a cost of $320 million in 2006, and 5.6 million shares at a cost of $300 million in 2005.
When stock options are exercised, proceeds from the exercises are generally used to repurchase approximately the number of shares available with those funds, in order to reduce dilution.
Shares repurchased for dilution purposes were 767 thousand shares at a cost of $50 million in 2007, 415 thousand shares at a cost of $24 million in 2006, and 4.7 million shares costing $255 million in 2005.
Retirement of Treasury Stock: Torchmark retired 5 million shares of treasury stock in December, 2007, 5 million in 2006, and 4 million in 2005.
Restrictions: Restrictions exist on the flow of funds to Torchmark from its insurance subsidiaries.
Statutory regulations require life insurance subsidiaries to maintain certain minimum amounts of capital and surplus.
Dividends from insurance subsidiaries of Torchmark are limited to the greater of statutory net gain from operations, excluding capital gains and losses, on an annual noncumulative basis, or 10% of surplus, in the absence of special regulatory approval.
Additionally, insurance company distributions are generally not permitted in excess of statutory surplus.
Subsidiaries are also subject to certain minimum capital requirements.
In 2007, subsidiaries of Torchmark paid $458 million in dividends to the parent company.
During 2008, a maximum amount of $411 million is expected to be available to Torchmark from subsidiaries without regulatory approval.

Tables referenced above, in order (Table 0 first):
<table><tr><td>Unrecognized Tax Benefits</td><td>2016</td><td>2015</td><td>2014</td></tr><tr><td>Balance at beginning of year</td><td>$97.5</td><td>$108.7</td><td>$124.3</td></tr><tr><td>Additions for tax positions of the current year</td><td>15.0</td><td>6.9</td><td>8.1</td></tr><tr><td>Additions for tax positions of prior years</td><td>3.8</td><td>7.5</td><td>4.9</td></tr><tr><td>Reductions for tax positions of prior years</td><td>-.3</td><td>-7.9</td><td>-14.6</td></tr><tr><td>Settlements</td><td>-5.6</td><td>-.6</td><td>—</td></tr><tr><td>Statute of limitations expiration</td><td>-3.0</td><td>-11.2</td><td>-14.0</td></tr><tr><td>Foreign currency translation</td><td>-.5</td><td>-5.9</td><td>—</td></tr><tr><td>Balance at End of Year</td><td>$106.9</td><td>$97.5</td><td>$108.7</td></tr></table>
<table><tr><td></td><td>12 Months Ended December 30,2016</td><td>11 Months Ended January 1,2016</td><td>12 Months Ended January 30,2015</td></tr><tr><td>Cost-reimbursement and fixed price-incentive fee (FP-IF)</td><td>51%</td><td>51%</td><td>48%</td></tr><tr><td>Time and materials (T&M) and fixed-price-level-of-effort (FP-LOE)</td><td>19</td><td>22</td><td>25</td></tr><tr><td>Firm-fixed-price (FFP)</td><td>30</td><td>27</td><td>27</td></tr><tr><td>Total</td><td>100%</td><td>100%</td><td>100%</td></tr></table>
<table><tr><td>(Dollars in millions)</td><td>2006</td><td>2007</td><td>2008</td><td>2009</td><td>2010</td><td>2011</td><td>2012</td><td>2013</td><td>2014</td><td>2015</td><td>Cumulative Re-estimates for Each Accident Year</td></tr><tr><td>Accident Years</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>2005 and prior</td><td>$-244.4</td><td>$-189.3</td><td>$119.5</td><td>$-194.2</td><td>$-45.9</td><td>$-22.7</td><td>$2.0</td><td>$-79.4</td><td>$-147.3</td><td>$-3.0</td><td>$-804.7</td></tr><tr><td>2006</td><td></td><td>-88.4</td><td>50.9</td><td>-18.3</td><td>42.8</td><td>-3.0</td><td>25.7</td><td>11.9</td><td>-7.0</td><td>-73.3</td><td>-58.7</td></tr><tr><td>2007</td><td></td><td></td><td>41.5</td><td>17.6</td><td>43.6</td><td>-5.7</td><td>-1.8</td><td>22.3</td><td>4.2</td><td>-37.7</td><td>84.0</td></tr><tr><td>2008</td><td></td><td></td><td></td><td>-52.5</td><td>38.6</td><td>-12.4</td><td>-7.7</td><td>37.0</td><td>12.9</td><td>-22.1</td><td>-6.2</td></tr><tr><td>2009</td><td></td><td></td><td></td><td></td><td>7.4</td><td>-0.8</td><td>-18.5</td><td>34.4</td><td>31.9</td><td>-10.5</td><td>43.9</td></tr><tr><td>2010</td><td></td><td></td><td></td><td></td><td></td><td>47.1</td><td>-8.9</td><td>-32.1</td><td>84.8</td><td>-9.4</td><td>81.5</td></tr><tr><td>2011</td><td></td><td></td><td></td><td></td><td></td><td></td><td>-10.2</td><td>19.6</td><td>-4.9</td><td>129.3</td><td>133.8</td></tr><tr><td>2012</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td>26.9</td><td>188.2</td><td>29.9</td><td>245.0</td></tr><tr><td>2013</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td>12.7</td><td>275.4</td><td>288.1</td></tr><tr><td>2014</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td>-58.2</td><td>-58.2</td></tr><tr><td>Total calendar year effect</td><td>$-244.4</td><td>$-277.8</td><td>$211.8</td><td>$-247.2</td><td>$86.5</td><td>$2.5</td><td>$-19.4</td><td>$40.5</td><td>$175.4</td><td>$220.5</td><td></td></tr><tr><td>Canada<sup>-1</sup></td><td>-0.5</td><td>-49.6</td><td>63.7</td><td>-39.4</td><td>-21.2</td><td>9.7</td><td>-9.9</td><td>26.4</td><td>25.1</td><td>38.1</td><td></td></tr><tr><td>Translation adjustment</td><td>109.3</td><td>120.9</td><td>-310.4</td><td>157.8</td><td>-34.5</td><td>-15.9</td><td>32.9</td><td>-48.6</td><td>-160.7</td><td>-190.0</td><td></td></tr><tr><td>Re-estimate of net reserve after translation adjustment</td><td>$-135.6</td><td>$-206.5</td><td>$-34.9</td><td>$-128.8</td><td>$30.9</td><td>$-3.7</td><td>$3.7</td><td>$18.2</td><td>$39.9</td><td>$68.6</td><td></td></tr><tr><td><sup>-1</sup>This adjustment converts Canadian dollars to U.S. dollars.</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>(Some amounts may not reconcile due to rounding.)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>
<table><tr><td></td><td>U.S.</td><td>International</td></tr><tr><td>2016</td><td>$129.0</td><td>$52.0</td></tr><tr><td>2017</td><td>135.8</td><td>53.5</td></tr><tr><td>2018</td><td>142.2</td><td>55.3</td></tr><tr><td>2019</td><td>149.6</td><td>57.5</td></tr><tr><td>2020</td><td>157.4</td><td>57.8</td></tr><tr><td>2021–2025</td><td>917.9</td><td>332.3</td></tr></table>
<table><tr><td> Related Debt</td><td> Date Disposed </td><td> Original Expiration </td><td> Hedge Y/N </td><td> Notional Amount </td><td>Fixed Rate</td><td> Floating LIBOR base </td><td> Additional basis points </td><td> Reset period </td></tr><tr><td>Senior Notes, due 12/06</td><td>06/06</td><td>12/06</td><td>Yes</td><td>$180,000</td><td>6.250%</td><td>six-month</td><td>120.5</td><td>six months</td></tr><tr><td>Trust Preferred Securities, due 11/41</td><td>06/06</td><td>11/11</td><td>No</td><td>150,000</td><td>7.750%</td><td>three-month</td><td>221.0</td><td>three months</td></tr><tr><td>Senior Debentures, due 8/09</td><td>09/05</td><td>08/09</td><td>Yes</td><td>99,450</td><td>8.250%</td><td>six-month</td><td>391.0</td><td>six months</td></tr><tr><td>Notes, due 8/13</td><td>09/05</td><td>08/09</td><td>No</td><td>100,000</td><td>7.375%</td><td>six-month</td><td>305.0</td><td>six months</td></tr></table>
<table><tr><td></td><td colspan="3"> Net Cash Settlements Received by Instrument* </td><td colspan="3">Valuation Adjustment by Instrument</td></tr><tr><td> Related Debt </td><td> 2007 </td><td> 2006 </td><td> 2005 </td><td> 2007 </td><td>2006</td><td>2005</td></tr><tr><td>Senior Notes, due 12/06 (hedge)**</td><td>$-0-</td><td>$275</td><td>$3,131</td><td>$-0-</td><td>$-0-</td><td>$-0-</td></tr><tr><td>Trust Preferred Securities, due 11/41**</td><td>-0-</td><td>216</td><td>2,478</td><td>-0-</td><td>-4,548</td><td>-6,104</td></tr><tr><td>Senior Debentures, due 8/09 (hedge)***</td><td>-0-</td><td>-0-</td><td>920</td><td>-0-</td><td>-0-</td><td>-0-</td></tr><tr><td>Notes, due 8/13***</td><td>-0-</td><td>-0-</td><td>864</td><td>-0-</td><td>-0-</td><td>-2,186</td></tr><tr><td></td><td>$-0-</td><td>$491</td><td>$7,393</td><td>$-0-</td><td>$-4,548</td><td>$-8,290</td></tr></table>
<table><tr><td></td><td colspan="2"> Preferred Stock </td><td colspan="2">Common Stock</td></tr><tr><td></td><td> Issued </td><td> Treasury Stock </td><td>Issued</td><td>Treasury Stock</td></tr><tr><td>2005:</td><td></td><td></td><td></td><td></td></tr><tr><td>Balance at January 1, 2005</td><td>-0-</td><td>-0-</td><td>108,783,658</td><td>-839,737</td></tr><tr><td>Issuance of common stock due to exercise of stock options</td><td></td><td></td><td>91,090</td><td>5,835,740</td></tr><tr><td>Treasury stock acquired</td><td></td><td></td><td></td><td>-10,301,852</td></tr><tr><td>Retirement of treasury stock</td><td></td><td></td><td>-4,000,000</td><td>4,000,000</td></tr><tr><td>Balance at December 31, 2005</td><td>-0-</td><td>-0-</td><td>104,874,748</td><td>-1,305,849</td></tr><tr><td>2006:</td><td></td><td></td><td></td><td></td></tr><tr><td>Grants of restricted stock</td><td></td><td></td><td></td><td>28,000</td></tr><tr><td>Issuance of common stock due to exercise of stock options</td><td></td><td></td><td></td><td>507,259</td></tr><tr><td>Treasury stock acquired</td><td></td><td></td><td></td><td>-5,989,531</td></tr><tr><td>Retirement of treasury stock</td><td></td><td></td><td>-5,000,000</td><td>5,000,000</td></tr><tr><td>Balance at December 31, 2006</td><td>-0-</td><td>-0-</td><td>99,874,748</td><td>-1,760,121</td></tr><tr><td>2007:</td><td></td><td></td><td></td><td></td></tr><tr><td>Grants of restricted stock</td><td></td><td></td><td></td><td>10,000</td></tr><tr><td>Issuance of common stock due to exercise of stock options</td><td></td><td></td><td></td><td>967,227</td></tr><tr><td>Treasury stock acquired</td><td></td><td></td><td></td><td>-6,916,439</td></tr><tr><td>Retirement of treasury stock</td><td></td><td></td><td>-5,000,000</td><td>5,000,000</td></tr><tr><td>Balance at December 31, 2007</td><td>-0-</td><td>-0-</td><td>94,874,748</td><td>-2,699,333</td></tr></table>

Question: what's the total amount of Notes, due 8/13*** of Valuation Adjustment by Instrument 2005, and Treasury stock acquired of Common Stock Treasury Stock ?
Answer: 1.0304e+07
Reasoning program: add(2186.0,10301852.0)