  We condition a Brownian motion with arbitrary starting point $y \in
\mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit
description of the resulting process. In particular, we provide explicit
formulas for the distributions of its last zero $g=g^y$ and of its occupation
time $\Gamma=\Gamma^y$ below $0$ as functions of $y$. This generalizes a result
of Benjamini and Berestycki from 2011, which covers the special case $y=0$.
Additionally, we study the behavior of the distributions of $g^y$ and
$\Gamma^y$, respectively, for $y \to \pm\infty$.
