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        <StockNm>WABCO HLDGS INC (WBC)</StockNm>
        <EOYBookValueAmt>2870</EOYBookValueAmt>
        <EOYFMVAmt>2870</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>CYPRESS SEMICONDUCTOR DELA (CY)</StockNm>
        <EOYBookValueAmt>3018</EOYBookValueAmt>
        <EOYFMVAmt>3018</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>ENBRIDGE INC (ENB)</StockNm>
        <EOYBookValueAmt>3129</EOYBookValueAmt>
        <EOYFMVAmt>3129</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>HANESBRANDS INC (HBI)</StockNm>
        <EOYBookValueAmt>1882</EOYBookValueAmt>
        <EOYFMVAmt>1882</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>HP INC COM (HPQ)</StockNm>
        <EOYBookValueAmt>2353</EOYBookValueAmt>
        <EOYFMVAmt>2353</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>HSBC HOLDINGS PLC SPON ADR NEW (HSBC)</StockNm>
        <EOYBookValueAmt>2995</EOYBookValueAmt>
        <EOYFMVAmt>2995</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>INTERNATIONAL PAPER CO (IP)</StockNm>
        <EOYBookValueAmt>3013</EOYBookValueAmt>
        <EOYFMVAmt>3013</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>NATIONAL GRID PLC SPON ADR (NGG)</StockNm>
        <EOYBookValueAmt>1882</EOYBookValueAmt>
        <EOYFMVAmt>1882</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>SABRE CORPORATION (SABR)</StockNm>
        <EOYBookValueAmt>2460</EOYBookValueAmt>
        <EOYFMVAmt>2460</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>SYSCO CORP (SYY)</StockNm>
        <EOYBookValueAmt>2368</EOYBookValueAmt>
        <EOYFMVAmt>2368</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TAIWAN SMCNDCTR MFG CO LTD ADR (TSM)</StockNm>
        <EOYBookValueAmt>2657</EOYBookValueAmt>
        <EOYFMVAmt>2657</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TAPESTRY IND (TPR)</StockNm>
        <EOYBookValueAmt>2786</EOYBookValueAmt>
        <EOYFMVAmt>2786</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TARGET CORPORATION (TGT)</StockNm>
        <EOYBookValueAmt>3654</EOYBookValueAmt>
        <EOYFMVAmt>3654</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TEXAS INSTRUMENTS (TXN)</StockNm>
        <EOYBookValueAmt>2507</EOYBookValueAmt>
        <EOYFMVAmt>2507</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TOTAL S A SPON ADR (TDT)</StockNm>
        <EOYBookValueAmt>2211</EOYBookValueAmt>
        <EOYFMVAmt>2211</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>TUPPERWARE BRANDS CORP (TUP)</StockNm>
        <EOYBookValueAmt>1191</EOYBookValueAmt>
        <EOYFMVAmt>1191</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>WELLTOWER INC (HCN)</StockNm>
        <EOYBookValueAmt>1020</EOYBookValueAmt>
        <EOYFMVAmt>1020</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>WILLIAMS CO INC (WMB)</StockNm>
        <EOYBookValueAmt>2256</EOYBookValueAmt>
        <EOYFMVAmt>2256</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>BCS CONTINGENT 8%</StockNm>
        <EOYBookValueAmt>38080</EOYBookValueAmt>
        <EOYFMVAmt>38080</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>BCS CONTINGENT 8.55%</StockNm>
        <EOYBookValueAmt>45600</EOYBookValueAmt>
        <EOYFMVAmt>45600</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>BCS CONTINGENT 8.75%</StockNm>
        <EOYBookValueAmt>23725</EOYBookValueAmt>
        <EOYFMVAmt>23725</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>BCS CONTINGENT 8.75% ON VIAB</StockNm>
        <EOYBookValueAmt>65325</EOYBookValueAmt>
        <EOYFMVAmt>65325</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>HSBC CONTINGENT</StockNm>
        <EOYBookValueAmt>30900</EOYBookValueAmt>
        <EOYFMVAmt>30900</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>JPM CONTINGENT 8.15%</StockNm>
        <EOYBookValueAmt>46500</EOYBookValueAmt>
        <EOYFMVAmt>46500</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>JPM CONTINGENT 9%</StockNm>
        <EOYBookValueAmt>29080</EOYBookValueAmt>
        <EOYFMVAmt>29080</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
      <InvestmentsCorporateStockGrp>
        <StockNm>UBS AG LONDON BRANCH</StockNm>
        <EOYBookValueAmt>96500</EOYBookValueAmt>
        <EOYFMVAmt>96500</EOYFMVAmt>
      </InvestmentsCorporateStockGrp>
    </InvestmentsCorpStockSchedule>
    <OtherDecreasesSchedule documentId="RetDoc2049800001">
      <OtherDecreasesDetail>
        <Desc>UNREALIZED LOSS</Desc>
        <Amt>9935</Amt>
      </OtherDecreasesDetail>
    </OtherDecreasesSchedule>
    <OtherProfessionalFeesSchedule documentId="RetDoc2002300001">
      <OtherProfessionalFeesDetail>
        <CategoryTxt>INVESTMENT MGMT FEES</CategoryTxt>
        <Amt>7685</Amt>
        <NetInvestmentIncomeAmt>7685</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
      </OtherProfessionalFeesDetail>
    </OtherProfessionalFeesSchedule>
    <TaxesSchedule documentId="RetDoc2002500001">
      <TaxesDetail>
        <CategoryTxt>FILING FEES</CategoryTxt>
        <Amt>115</Amt>
        <NetInvestmentIncomeAmt>0</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
      </TaxesDetail>
      <TaxesDetail>
        <CategoryTxt>FOREIGN TAX</CategoryTxt>
        <Amt>0</Amt>
        <NetInvestmentIncomeAmt>282</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
      </TaxesDetail>
      <TaxesDetail>
        <CategoryTxt>BANK CHARGES</CategoryTxt>
        <Amt>26</Amt>
        <NetInvestmentIncomeAmt>0</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>0</DisbursementsCharitablePrpsAmt>
      </TaxesDetail>
    </TaxesSchedule>
  </ReturnData>
</Return>