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        <EOYBookValueAmt>75000</EOYBookValueAmt>
        <EOYFMVAmt>75000</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>BCS 9.85% CONTINGENT AUTOCALL CSCO (SQBLW)</StockNm>
        <EOYBookValueAmt>71025</EOYBookValueAmt>
        <EOYFMVAmt>71025</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>BCS CONTINGENT 9.4% AUTOCALL ON KHC (SPZMA)</StockNm>
        <EOYBookValueAmt>28000</EOYBookValueAmt>
        <EOYFMVAmt>28000</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>GS 9.25% CONTINGENT AUTOCALL AMZN (SQDNP)</StockNm>
        <EOYBookValueAmt>75472</EOYBookValueAmt>
        <EOYFMVAmt>75472</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>GS 9.65% CONTINGENT AUTOCALL XOP (SQBAA)</StockNm>
        <EOYBookValueAmt>44715</EOYBookValueAmt>
        <EOYFMVAmt>44715</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>GS AUTO-CALLABLE TRIGGER JUMP SXSE (SQCOR)</StockNm>
        <EOYBookValueAmt>54700</EOYBookValueAmt>
        <EOYFMVAmt>54700</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
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        <EOYBookValueAmt>92900</EOYBookValueAmt>
        <EOYFMVAmt>92900</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>HSBC TRIGGER JUMP VIAC (SQCYL)</StockNm>
        <EOYBookValueAmt>80880</EOYBookValueAmt>
        <EOYFMVAmt>80880</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
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        <EOYBookValueAmt>62500</EOYBookValueAmt>
        <EOYFMVAmt>62500</EOYFMVAmt>
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        <StockNm>UBS 10.5% CONTINGENT AUTOCAL UBER (SQBXZ)</StockNm>
        <EOYBookValueAmt>101600</EOYBookValueAmt>
        <EOYFMVAmt>101600</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>UBS 9.35% CONTINGENT AUTOCALL MET (SQDPG)</StockNm>
        <EOYBookValueAmt>73275</EOYBookValueAmt>
        <EOYFMVAmt>73275</EOYFMVAmt>
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      <OtherIncreasesDetail>
        <Desc>UNREALIZED GAIN</Desc>
        <Amt>71085</Amt>
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      <OtherProfessionalFeesDetail>
        <CategoryTxt>INVESTMENT MGMT FEES</CategoryTxt>
        <Amt>15379</Amt>
        <NetInvestmentIncomeAmt>15379</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
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    </OtherProfessionalFeesSchedule>
    <TaxesSchedule documentId="RetDoc2002500001">
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        <CategoryTxt>FILING FEES</CategoryTxt>
        <Amt>110</Amt>
        <NetInvestmentIncomeAmt>0</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
      </TaxesDetail>
      <TaxesDetail>
        <CategoryTxt>FOREIGN TAX</CategoryTxt>
        <Amt>0</Amt>
        <NetInvestmentIncomeAmt>190</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
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      <TaxesDetail>
        <CategoryTxt>FEDARAL TAX</CategoryTxt>
        <Amt>1416</Amt>
        <NetInvestmentIncomeAmt>0</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
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</Return>
