The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 2/15/25 CONVERTIBLE BOND 44933TAB2 1,166 1,250,000 PRN   SOLE   1,250,000 0 0
1 800 FLOWERS COM INC CL A COM 68243Q106 2,384 102,000 SH   SOLE   102,000 0 0
A10 NETWORKS INC COM COM 002121101 1,509 91,000 SH   SOLE   91,000 0 0
AAR CORP COM COM 000361105 1,721 44,100 SH   SOLE   44,100 0 0
ABM INDS INC COM COM 000957100 833 20,400 SH   SOLE   20,400 0 0
ACCURAY INC COM COM 004397105 167 35,000 SH   SOLE   35,000 0 0
ACME UTD CORP COM COM 004816104 1,921 57,000 SH   SOLE   57,000 0 0
ADVANCED ENERGY INDS INC COM COM 007973100 1,302 14,300 SH   SOLE   14,300 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 24,643 527,000 SH   SOLE   527,000 0 0
ALBANY INTL CORP-CL A COM 012348108 230 2,600 SH   SOLE   2,600 0 0
ALITHYA GROUP INC CL A SUB VTG COM 01643B106 1,843 722,821 SH   SOLE   722,821 0 0
ALLEGIANCE BANCSHARES INC COM COM 01748H107 1,984 47,000 SH   SOLE   47,000 0 0
ALLIED MOTION TECHNOLOGIES ICO COM 019330109 4,983 136,560 SH   SOLE   136,560 0 0
ALPINE INCOME PPTY TR INC COM COM 02083X103 200 10,000 SH   SOLE   10,000 0 0
AMERICAN EAGLE OUTFITTERS INCO COM 02553E106 444 17,550 SH   SOLE   17,550 0 0
AMERICAN OUTDOOR BRANDS INC CO COM 02875D109 638 32,000 SH   SOLE   32,000 0 0
AMERICAN SOFTWARE INC CL A COM 029683109 4,135 158,000 SH   SOLE   158,000 0 0
AMN HEALTHCARE SVCS INC COM COM 001744101 502 4,100 SH   SOLE   4,100 0 0
AMPCO PITTSBURGH CORP COM 032037103 670 134,016 SH   SOLE   134,016 0 0
AMPCO-PITTSBURG CORP WT A EXP WARRANT AND RIGH 032037111 28 47,000 SH   SOLE   47,000 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 788 22,000 SH   SOLE   22,000 0 0
ANTERIX INC COM COM 03676C100 2,938 50,000 SH   SOLE   50,000 0 0
APOGEE ENTERPRISES INC COM COM 037598109 366 7,600 SH   SOLE   7,600 0 0
APTV 5 1/2 6/15/23 CONVERTIBLE PREF G6095L117 1,632 8,875 SH   SOLE   8,875 0 0
ARC DOCUMENT SOLUTIONS INC COM COM 00191G103 350 100,000 SH   SOLE   100,000 0 0
ARLO TECHNOLOGIES INC COM COM 04206A101 1,542 147,000 SH   SOLE   147,000 0 0
ARMSTRONG FLOORING INC COM COM 04238R106 95 48,000 SH   SOLE   48,000 0 0
ARTESIAN RES CORP COM CL A COM 043113208 1,618 34,926 SH   SOLE   34,926 0 0
ASTEC INDS INC COM COM 046224101 15,205 219,500 SH   SOLE   219,500 0 0
ASTRONICS CORP COM COM 046433108 2,300 191,670 SH   SOLE   191,670 0 0
ATLANTIC AMERN CORP COM COM 048209100 54 22,000 SH   SOLE   22,000 0 0
ATLANTIC CAP BANCSHARES INC CO COM 048269203 7,361 255,858 SH   SOLE   255,858 0 0
ATLANTIC UN BANKSHARES CORP CO COM 04911A107 1,953 52,377 SH   SOLE   52,377 0 0
ATLAS AIR WORLDWIDE 1.875 06/ CONVERTIBLE BOND 049164BJ4 816 500,000 PRN   SOLE   500,000 0 0
ATN INTERNATIONAL INC COM 00215F107 248 6,200 SH   SOLE   6,200 0 0
AVANTOR INC SR A COV PFD CONVERTIBLE PREF 05352A209 739 5,730 SH   SOLE   5,730 0 0
AVGO 8 9/30/22 CONVERTIBLE PREF 11135F200 2,086 1,005 SH   SOLE   1,005 0 0
AVID TECHNOLOGY INC COM 05367P100 1,629 50,000 SH   SOLE   50,000 0 0
AVIENT CORPORATION COM COM 05368V106 487 8,700 SH   SOLE   8,700 0 0
AZZ INC COM COM 002474104 968 17,500 SH   SOLE   17,500 0 0
BABCOCK & WILCOX ENTERPRISESCO COM 05614L209 235 26,000 SH   SOLE   26,000 0 0
BADGER METER INC COM COM 056525108 2,739 25,700 SH   SOLE   25,700 0 0
BALLYS CORPORATION COM COM 05875B106 1,635 42,964 SH   SOLE   42,964 0 0
BANC OF CALIFORNIA INC COM COM 05990K106 253 12,900 SH   SOLE   12,900 0 0
BAND 1/4 3/1/26 CONVERTIBLE BOND 05988JAB9 1,068 1,000,000 PRN   SOLE   1,000,000 0 0
BANK7 CORP COM COM 06652N107 345 15,000 SH   SOLE   15,000 0 0
BASSETT FURNITURE INDS COM 070203104 1,006 60,000 SH   SOLE   60,000 0 0
BE 2 1/2 8/15/25 CONVERTIBLE BOND 093712AH0 758 485,000 PRN   SOLE   485,000 0 0
BEASLEY BROADCAST GRP INC. COM 074014101 783 412,092 SH   SOLE   412,092 0 0
BED BATH & BEYOND INC COM 075896100 258 17,700 SH   SOLE   17,700 0 0
BELLRING BRANDS INC COM CL A COM 079823100 428 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HILLS BANCORP INC CO COM 084680107 321 11,275 SH   SOLE   11,275 0 0
BIG 5 SPORTING GOODS CORP COM COM 08915P101 304 16,000 SH   SOLE   16,000 0 0
BL 1/8 8/1/24 CONVERTIBLE BOND 09239BAB5 528 350,000 PRN   SOLE   350,000 0 0
BOTTOMLINE TECH DEL INC COM COM 101388106 429 7,600 SH   SOLE   7,600 0 0
BOYD GAMING CORP COM 103304101 2,229 34,000 SH   SOLE   34,000 0 0
BRIDGE BANCORP INC COM COM 25432X102 742 21,111 SH   SOLE   21,111 0 0
BROWN & BROWN INC COM COM 115236101 618 8,800 SH   SOLE   8,800 0 0
CADENCE BANK COM 12740C103 439 14,740 SH   SOLE   14,740 0 0
CADIZ INC COM 127537207 39 10,000 SH   SOLE   10,000 0 0
CAESARS ENTERTAINMENT INC COM COM 12769G100 2,058 22,000 SH   SOLE   22,000 0 0
CALAVO GROWERS INC COM COM 128246105 2,290 54,000 SH   SOLE   54,000 0 0
CALIFORNIA WTR SVC GROUP COM COM 130788102 1,710 23,800 SH   SOLE   23,800 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 2,160 81,800 SH   SOLE   81,800 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 113 10,000 SH   SOLE   10,000 0 0
CARDIOVASCULAR SYS INC DEL COM COM 141619106 1,909 101,660 SH   SOLE   101,660 0 0
CARDLYTICS INC COM COM 14161W105 925 14,000 SH   SOLE   14,000 0 0
CAREDX INC COM 14167L103 409 9,000 SH   SOLE   9,000 0 0
CARETRUST REIT INC COM COM 14174T107 290 12,700 SH   SOLE   12,700 0 0
CARRIAGE SVCS INC CL A COM 143905107 1,901 29,500 SH   SOLE   29,500 0 0
CASELLA WASTE SYS INC CL A COM 147448104 6,364 74,500 SH   SOLE   74,500 0 0
CAVCO INDUSTRIES COM 149568107 8,494 26,740 SH   SOLE   26,740 0 0
CDLX 1 9/15/25 CONVERTIBLE BOND 14161WAB1 1,144 1,030,000 PRN   SOLE   1,030,000 0 0
CFX 5 3/4 1/15/22 CONVERTIBLE PREF 194014205 741 4,000 SH   SOLE   4,000 0 0
CHAMPIONX CORPORATION COM COM 15872M104 629 31,100 SH   SOLE   31,100 0 0
CHASE CORP COM 16150R104 4,032 40,500 SH   SOLE   40,500 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 1,339 9,180 SH   SOLE   9,180 0 0
CHRS 1 1/2 4/15/26 CONVERTIBLE BOND 19249HAB9 281 255,000 PRN   SOLE   255,000 0 0
CHURCHILL DOWNS INC COM COM 171484108 1,130 4,690 SH   SOLE   4,690 0 0
CIRCOR INTL INC COM COM 17273K109 1,440 52,966 SH   SOLE   52,966 0 0
CITIZENS & NORTHN CORP COM COM 172922106 433 16,560 SH   SOLE   16,560 0 0
CMC MATERIALS INC COM COM 12571T100 211 1,100 SH   SOLE   1,100 0 0
CNMD 2 5/8 2/1/24 CONVERTIBLE BOND 207410AF8 583 350,000 PRN   SOLE   350,000 0 0
COHEN & STEERS INC COM COM 19247A100 466 5,040 SH   SOLE   5,040 0 0
COHU INC COM COM 192576106 381 10,000 SH   SOLE   10,000 0 0
COLUMBIA BKG SYS INC COM COM 197236102 353 10,800 SH   SOLE   10,800 0 0
COLUMBUS MCKINNON CORP N Y COM COM 199333105 3,940 85,160 SH   SOLE   85,160 0 0
COMMERCIAL VEH GROUP INC COM COM 202608105 2,367 293,693 SH   SOLE   293,693 0 0
COMMUNICATIONS SYS COM 203900105 822 342,600 SH   SOLE   342,600 0 0
COMSCORE INC COM 20564W105 67 20,000 SH   SOLE   20,000 0 0
COMTECH TELECOMMUNICATIONS CCO COM 205826209 2,684 113,300 SH   SOLE   113,300 0 0
CONFORMIS INC COM COM 20717E101 141 185,000 SH   SOLE   185,000 0 0
CONSOLIDATED WATER CO LTD ORD COM G23773107 649 61,000 SH   SOLE   61,000 0 0
CORE MOLDING TECH COM COM 218683100 1,442 169,500 SH   SOLE   169,500 0 0
COUP 3/8 6/15/26 CONVERTIBLE BOND 22266LAF3 441 465,000 PRN   SOLE   465,000 0 0
CTS CORP COM 126501105 9,165 249,580 SH   SOLE   249,580 0 0
CUTERA INC COM COM 232109108 10,812 261,660 SH   SOLE   261,660 0 0
CYBR 0 11/15/24 CONVERTIBLE BOND 23248VAB1 704 555,000 PRN   SOLE   555,000 0 0
DAKTRONICS INC COM COM 234264109 232 46,000 SH   SOLE   46,000 0 0
DANA HOLDING CORP COM COM 235825205 1,084 47,500 SH   SOLE   47,500 0 0
DARLING INTL INC COM COM 237266101 561 8,100 SH   SOLE   8,100 0 0
DAWSON GEOPHYSICAL CO NEW COM COM 239360100 56 24,000 SH   SOLE   24,000 0 0
DENNYS CORP COM COM 24869P104 912 57,000 SH   SOLE   57,000 0 0
DHI GROUP INC COM COM 23331S100 281 45,000 SH   SOLE   45,000 0 0
DHR 5 4/15/23 CONVERTIBLE PREF 235851409 875 500 SH   SOLE   500 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 1,089 10,100 SH   SOLE   10,100 0 0
DIEBOLD NIXDORF COM 253651103 3,077 340,000 SH   SOLE   340,000 0 0
DIGI INTL INC COM COM 253798102 3,799 154,620 SH   SOLE   154,620 0 0
DISH 3 3/8 8/15/26 CONVERTIBLE BOND 25470MAB5 423 450,000 PRN   SOLE   450,000 0 0
DUCOMMUN INC DEL COM COM 264147109 8,444 180,540 SH   SOLE   180,540 0 0
DXCM 1/4 11/15/25 CONVERTIBLE BOND 252131AK3 1,187 1,000,000 PRN   SOLE   1,000,000 0 0
EASTERN CO COM COM 276317104 7,471 298,000 SH   SOLE   298,000 0 0
ECPG 4 1/2 9/1/23 CONVERTIBLE BOND 29260UAA5 747 500,000 PRN   SOLE   500,000 0 0
ELAN 5.000 02/01/23 CONVERTIBLE PREF 28414H202 436 9,795 SH   SOLE   9,795 0 0
ELECTROMED INC COM COM 285409108 457 35,142 SH   SOLE   35,142 0 0
ELY 2 3/4 5/1/26 CORPORATE BONDS 131193AE4 623 360,000 PRN   SOLE   360,000 0 0
EMCOR GROUP INC COM COM 29084Q100 701 5,500 SH   SOLE   5,500 0 0
ENERGY RECOVERY INC COM 29270J100 645 30,000 SH   SOLE   30,000 0 0
ENERPAC TOOL GROUP CORP CL A C COM 292765104 260 12,800 SH   SOLE   12,800 0 0
ENTEGRIS INC COM COM 29362U104 1,483 10,700 SH   SOLE   10,700 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 1,683 64,000 SH   SOLE   64,000 0 0
EVBG 1/8 12/15/24 CONVERTIBLE BOND 29978AAC8 940 960,000 PRN   SOLE   960,000 0 0
EVOQUA WATER TECHNOLOGIES COCO COM 30057T105 715 15,300 SH   SOLE   15,300 0 0
EXACT SCIENCES 0.375 03/01/28 CONVERTIBLE BOND 30063PAC9 486 500,000 PRN   SOLE   500,000 0 0
EXAS 3/8 3/15/27 CONVERTIBLE BOND 30063PAB1 920 900,000 PRN   SOLE   900,000 0 0
EXELIXIS INC COM COM 30161Q104 1,133 62,000 SH   SOLE   62,000 0 0
EXTREME NETWORKS INC COM COM 30226D106 4,173 265,800 SH   SOLE   265,800 0 0
EYE 2 1/2 5/15/25 CONVERTIBLE BOND 63845RAB3 614 365,000 PRN   SOLE   365,000 0 0
F N B CORP PA COM COM 302520101 898 74,000 SH   SOLE   74,000 0 0
FARMER BROS CO COM 307675108 2,948 395,639 SH   SOLE   395,639 0 0
FARMERS NATL BANC CORP COM COM 309627107 742 40,000 SH   SOLE   40,000 0 0
FARO TECHNOLOGIES INC COM COM 311642102 525 7,500 SH   SOLE   7,500 0 0
FEDERAL SIGNAL CORP COM COM 313855108 4,984 115,000 SH   SOLE   115,000 0 0
FERRO CORP COM 315405100 10,024 459,200 SH   SOLE   459,200 0 0
FIRST FNDTN INC COM COM 32026V104 835 33,600 SH   SOLE   33,600 0 0
FIRST INTERNET BANCORP COM COM 320557101 1,244 26,440 SH   SOLE   26,440 0 0
FIVE STAR BANCORP COM 33830T103 450 15,000 SH   SOLE   15,000 0 0
FLOWSERVE CORP COM COM 34354P105 545 17,800 SH   SOLE   17,800 0 0
FLUSHING FINL CORP COM COM 343873105 9,509 391,300 SH   SOLE   391,300 0 0
FORMFACTOR INC COM COM 346375108 773 16,900 SH   SOLE   16,900 0 0
FOSTER L B CO COM COM 350060109 2,174 158,100 SH   SOLE   158,100 0 0
FREQUENCY ELECTRS INC COM COM 358010106 150 15,000 SH   SOLE   15,000 0 0
FRP HLDGS INC COM COM 30292L107 1,272 22,000 SH   SOLE   22,000 0 0
FS BANCORP INC COM COM 30263Y104 1,080 32,116 SH   SOLE   32,116 0 0
FTCH 3 3/4 5/1/27 CORPORATE BONDS 30744WAD9 465 205,000 PRN   SOLE   205,000 0 0
FTI CONSULTING INC COM COM 302941109 483 3,150 SH   SOLE   3,150 0 0
GAMBLING.COM GROUP LTD COM G3R239101 1,969 194,000 SH   SOLE   194,000 0 0
GAN LTD ORD SHS COM G3728V109 928 101,000 SH   SOLE   101,000 0 0
GENCOR INDS INC COM COM 368678108 5,454 473,037 SH   SOLE   473,037 0 0
GENIUS SPORTS LTD COM G3934V109 372 49,000 SH   SOLE   49,000 0 0
GENTHERM INC COM COM 37253A103 1,059 12,190 SH   SOLE   12,190 0 0
GIBRALTER INDUSTRIES INC COM 374689107 6,368 95,500 SH   SOLE   95,500 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 386 6,800 SH   SOLE   6,800 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 8,110 160,500 SH   SOLE   160,500 0 0
GORMAN RUPP CO COM 383082104 3,831 86,000 SH   SOLE   86,000 0 0
GRAHAM CORP COM COM 384556106 498 40,000 SH   SOLE   40,000 0 0
GRANITE CONSTR INC COM COM 387328107 213 5,500 SH   SOLE   5,500 0 0
GRAY TELEVISION, INC COM 389375106 4,861 241,120 SH   SOLE   241,120 0 0
GRAY TELEVISION, INC CL A COM 389375205 1,587 86,293 SH   SOLE   86,293 0 0
GREENBRIER COS INC COM 393657101 1,023 22,300 SH   SOLE   22,300 0 0
GRIFFON CORP COM COM 398433102 11,486 403,313 SH   SOLE   403,313 0 0
GTY GOVTECH INC COM 362409104 436 65,048 SH   SOLE   65,048 0 0
GYRODYNE LLC COM COM 403829104 186 16,138 SH   SOLE   16,138 0 0
HAEMONETICS CORP COM 405024100 233 4,400 SH   SOLE   4,400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 247 5,800 SH   SOLE   5,800 0 0
HALLMARK FINL SVCS INC ECCOM N COM 40624Q203 52 12,000 SH   SOLE   12,000 0 0
HANESBRANDS INC COM COM 410345102 314 18,800 SH   SOLE   18,800 0 0
HAWKINS INC COM COM 420261109 2,874 72,840 SH   SOLE   72,840 0 0
HEIDRICK & STRUGGLES INTL INCO COM 422819102 433 9,900 SH   SOLE   9,900 0 0
HEMISPHERE MEDIA GROUP INC CL COM 42365Q103 261 35,900 SH   SOLE   35,900 0 0
HERC HLDGS INC COM COM 42704L104 939 6,000 SH   SOLE   6,000 0 0
HILT 2 9/1/24 CONVERTIBLE BOND 413160AD4 1,126 750,000 PRN   SOLE   750,000 0 0
HOMESTREET INC COM COM 43785V102 1,420 27,300 SH   SOLE   27,300 0 0
HORACE MANN EDUCATORS CP NEWCO COM 440327104 232 6,000 SH   SOLE   6,000 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 1,882 170,000 SH   SOLE   170,000 0 0
I3 VERTICALS INC COM CL A COM 46571Y107 2,894 127,000 SH   SOLE   127,000 0 0
IAA SPINCO INC COM COM 449253103 683 13,500 SH   SOLE   13,500 0 0
ICC HOLDINGS INC COM 44931Q104 285 17,000 SH   SOLE   17,000 0 0
ICF INTL INC COM COM 44925C103 2,028 19,780 SH   SOLE   19,780 0 0
ICU MEDICAL INC COM 44930G107 422 1,780 SH   SOLE   1,780 0 0
IMAX CORP COM COM 45245E109 769 43,100 SH   SOLE   43,100 0 0
INDUS REALTY TRUST INC COM 45580R103 19,835 244,693 SH   SOLE   244,693 0 0
INFINERA CORPORATION COM COM 45667G103 959 100,000 SH   SOLE   100,000 0 0
INFN 2 1/2 3/1/2027 CORPORATE BONDS 45667GAE3 1,104 750,000 PRN   SOLE   750,000 0 0
INFUSYSTEM HLDGS INC COM COM 45685K102 2,980 175,000 SH   SOLE   175,000 0 0
INGLES MKTS INC CL A COM 457030104 4,813 55,740 SH   SOLE   55,740 0 0
INN 1 1/2 2/15/26 CONVERTIBLE BOND 866082AA8 402 385,000 PRN   SOLE   385,000 0 0
INNOVATE CORP COM 45784J105 1,110 300,000 SH   SOLE   300,000 0 0
INNOVATIVE SOLUTIONS & SUPPOCO COM 45769N105 695 106,000 SH   SOLE   106,000 0 0
INSPIRED ENTMT INC COM COM 45782N108 4,610 355,721 SH   SOLE   355,721 0 0
INTEGER HOLDINGS CORP COM 45826H109 1,969 23,000 SH   SOLE   23,000 0 0
INTEVAC INC COM COM 461148108 785 166,730 SH   SOLE   166,730 0 0
INTRICON CORP COM COM 46121H109 3,212 198,665 SH   SOLE   198,665 0 0
INVESTORS BANCORP INC COM 46146L101 739 48,750 SH   SOLE   48,750 0 0
INVITAE CORP COM COM 46185L103 176 11,500 SH   SOLE   11,500 0 0
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 372 9,000 SH   SOLE   9,000 0 0
IVC 4 1/2 6/1/22 CONVERTIBLE BOND 461203AH4 394 400,000 PRN   SOLE   400,000 0 0
J & J SNACK FOODS CORP COM 466032109 237 1,500 SH   SOLE   1,500 0 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 2,303 15,000 SH   SOLE   15,000 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 468 5,000 SH   SOLE   5,000 0 0
KAMAN CORP COM 483548103 6,138 142,250 SH   SOLE   142,250 0 0
KAR AUCTION SVCS INC COM COM 48238T109 1,421 91,000 SH   SOLE   91,000 0 0
KENNAMETAL INC COM COM 489170100 341 9,500 SH   SOLE   9,500 0 0
KIMBALL ELECTRONICS INC COM COM 49428J109 783 36,000 SH   SOLE   36,000 0 0
KIMBALL INTL INC CL B COM 494274103 2,527 247,000 SH   SOLE   247,000 0 0
KKR & CO INC CL A COM 48251W104 4,656 62,500 SH   SOLE   62,500 0 0
LA Z BOY CHAIR CO COM 505336107 1,198 33,000 SH   SOLE   33,000 0 0
LANDS END INC NEW COM COM 51509F105 393 20,000 SH   SOLE   20,000 0 0
LAWSON PRODS INC COM COM 520776105 12,277 224,239 SH   SOLE   224,239 0 0
LEE ENTERPRISES INC COM COM 523768406 553 16,000 SH   SOLE   16,000 0 0
LEGACY HOUSING CORP COM COM 52472M101 1,792 67,700 SH   SOLE   67,700 0 0
LEMAITRE VASCULAR INC COM COM 525558201 276 5,500 SH   SOLE   5,500 0 0
LENDING TREE INC. COM 52603B107 596 4,860 SH   SOLE   4,860 0 0
LIFETIME BRANDS INC COM COM 53222Q103 4,011 251,175 SH   SOLE   251,175 0 0
LIMELIGHT NETWORKS INC COM COM 53261M104 120 35,000 SH   SOLE   35,000 0 0
LIMONEIRA CO COM COM 532746104 3,480 232,000 SH   SOLE   232,000 0 0
LINDSAY CORP COM 535555106 757 4,980 SH   SOLE   4,980 0 0
LITE 1/2 12/15/26 CONVERTIBLE BOND 55024UAD1 622 500,000 PRN   SOLE   500,000 0 0
LLNW 3 1/2 8/1/25 CORPORATE BONDS 53261MAB0 665 700,000 PRN   SOLE   700,000 0 0
LPSN 3/4 3/1/24 CONVERTIBLE BOND 538146AB7 804 690,000 PRN   SOLE   690,000 0 0
LRN 1 1/8 9/1/27 CONVERTIBLE BOND 86333MAA6 1,077 1,100,000 PRN   SOLE   1,100,000 0 0
LUMENTUM HLDGS INC COM COM 55024U109 328 3,100 SH   SOLE   3,100 0 0
LUV 1 1/4 5/1/25 CONVERTIBLE BOND 844741BG2 1,335 1,000,000 PRN   SOLE   1,000,000 0 0
MAGNOLIA OIL & GAS CORP CL A COM 559663109 617 32,700 SH   SOLE   32,700 0 0
MARCUS CORP COM COM 566330106 1,295 72,500 SH   SOLE   72,500 0 0
MARINE PRODS CORP COM COM 568427108 5,000 400,000 SH   SOLE   400,000 0 0
MARINEMAX INC COM COM 567908108 797 13,500 SH   SOLE   13,500 0 0
MARVELL TECHNOLOGY GROUP LTD C COM 573874104 796 9,100 SH   SOLE   9,100 0 0
MATERIALISE NV SPONSORED ADS COM 57667T100 239 10,000 SH   SOLE   10,000 0 0
MCGRATH RENTCORP COM COM 580589109 578 7,200 SH   SOLE   7,200 0 0
MEDALLION FINANCIAL CORP COM 583928106 638 110,000 SH   SOLE   110,000 0 0
MELI 2 8/15/28 CONVERTIBLE BOND 58733RAD4 934 300,000 PRN   SOLE   300,000 0 0
MERCURY GEN CORP NEW COM COM 589400100 249 4,700 SH   SOLE   4,700 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 510 25,000 SH   SOLE   25,000 0 0
MESA LABS INC COM COM 59064R109 1,804 5,500 SH   SOLE   5,500 0 0
METHODE ELECTRS INC CL A COM 591520200 1,023 20,800 SH   SOLE   20,800 0 0
MIDDLEBY CORP COM COM 596278101 3,939 20,020 SH   SOLE   20,020 0 0
MIDDLESEX WTR CO COM COM 596680108 812 6,752 SH   SOLE   6,752 0 0
MINERALS TECHNOLOGIES INC COM 603158106 454 6,200 SH   SOLE   6,200 0 0
MITEK SYS INC COM NEW COM 606710200 2,432 137,000 SH   SOLE   137,000 0 0
MODINE MFG CO COM 607828100 3,552 352,000 SH   SOLE   352,000 0 0
MONARCH CASINO & RESORT INC CO COM 609027107 370 5,000 SH   SOLE   5,000 0 0
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 1,759 223,000 SH   SOLE   223,000 0 0
MOTORCAR PTS & ACCESSORS INCCO COM 620071100 307 18,000 SH   SOLE   18,000 0 0
MOVADO GROUP INC COM COM 624580106 3,200 76,500 SH   SOLE   76,500 0 0
MSA SAFETY INC COM COM 553498106 1,208 8,000 SH   SOLE   8,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 831 57,700 SH   SOLE   57,700 0 0
MYERS INDS INC COM 628464109 15,345 766,870 SH   SOLE   766,870 0 0
MYR GROUP INC DEL COM COM 55405W104 4,201 38,000 SH   SOLE   38,000 0 0
NAPCO SEC SYS INC COM COM 630402105 1,150 23,000 SH   SOLE   23,000 0 0
NATHANS FAMOUS INC NEW COM COM 632347100 12,859 220,234 SH   SOLE   220,234 0 0
NATUS MEDICAL INC DEL COM COM 639050103 579 24,400 SH   SOLE   24,400 0 0
NAUTILUS INC COM 63910B102 61 10,000 SH   SOLE   10,000 0 0
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 887 100,043 SH   SOLE   100,043 0 0
NCLH 5 3/8 8/1/25 CORPORATE BONDS 62886HAX9 783 550,000 PRN   SOLE   550,000 0 0
NEE 4.872 9/1/22 CV PFD CONVERTIBLE PREF 65339F796 681 10,000 SH   SOLE   10,000 0 0
NEE 5.279 3/1/23 CONVERTIBLE PREF 65339F770 529 9,200 SH   SOLE   9,200 0 0
NEE 6.219 9/1/23 CONVERTIBLE PREF 65339F739 558 9,645 SH   SOLE   9,645 0 0
NEOGEN CORP COM COM 640491106 9,627 212,000 SH   SOLE   212,000 0 0
NEOGENOMICS INC COM NEW COM 64049M209 2,064 60,500 SH   SOLE   60,500 0 0
NETSCOUT SYS INC COM COM 64115T104 1,462 44,200 SH   SOLE   44,200 0 0
NEURONETICS INC COM COM 64131A105 245 55,000 SH   SOLE   55,000 0 0
NEW YORK CMNTY CAP TR V CV PFD CONVERTIBLE PREF 64944P307 316 6,000 SH   SOLE   6,000 0 0
NICE 0 9/15/25 CONVERTIBLE BOND 653656AB4 832 680,000 PRN   SOLE   680,000 0 0
NICE 1 1/4 1/15/24 CONVERTIBLE BOND 65366HAB9 754 205,000 PRN   SOLE   205,000 0 0
OCEANEERING INTL INC COM COM 675232102 327 28,900 SH   SOLE   28,900 0 0
OCEANFIRST FINL CORP COM COM 675234108 1,055 47,540 SH   SOLE   47,540 0 0
OIL DRI CORP AMER COM COM 677864100 1,081 33,020 SH   SOLE   33,020 0 0
OLD NATL BANCORP IND COM COM 680033107 254 14,000 SH   SOLE   14,000 0 0
OMNICELL INC COM COM 68213N109 4,574 25,350 SH   SOLE   25,350 0 0
ONTO INNOVATION INC COM COM 683344105 2,166 21,400 SH   SOLE   21,400 0 0
OPKO HEALTH INC COM COM 68375N103 1,058 220,000 SH   SOLE   220,000 0 0
OPTION CARE HEALTH INC COM 68404L201 597 21,000 SH   SOLE   21,000 0 0
ORTHOFIX MED INC COM COM 68752M108 1,949 62,700 SH   SOLE   62,700 0 0
OTONOMO TECHNOLOGIES LTD ORDIN COM M7571L103 266 65,000 SH   SOLE   65,000 0 0
OXFORD INDS INC COM COM 691497309 589 5,800 SH   SOLE   5,800 0 0
PACIFIC PREMIER BANCORP COM COM 69478X105 440 11,000 SH   SOLE   11,000 0 0
PAR 2 7/8 4/15/26 CONVERTIBLE BOND 698884AC7 1,464 1,000,000 PRN   SOLE   1,000,000 0 0
PARATEK PHARMACEUTICALS INC CO COM 699374302 198 44,000 SH   SOLE   44,000 0 0
PARK AEROSPACE CORP COM 70014A104 871 66,000 SH   SOLE   66,000 0 0
PARK OHIO HLDGS CORP COM COM 700666100 4,023 190,047 SH   SOLE   190,047 0 0
PATTERSON COMPANIES INC COM 703395103 1,039 35,400 SH   SOLE   35,400 0 0
PATTERSON-UTI ENERGY INC COM COM 703481101 775 91,700 SH   SOLE   91,700 0 0
PAYA HOLDINGS INC COM COM 70434P103 317 50,000 SH   SOLE   50,000 0 0
PD 1.25 7/1/25 CONVERTIBLE BOND 69553PAB6 716 615,000 PRN   SOLE   615,000 0 0
PEOPLES UNITED FINANCIAL INCCO COM 712704105 897 50,332 SH   SOLE   50,332 0 0
PETQ 4 6/1/26 CORPORATE BONDS 71639TAB2 1,164 990,000 PRN   SOLE   990,000 0 0
PFSWEB INC COM NEW COM 717098206 3,104 241,000 SH   SOLE   241,000 0 0
PLANTRONICS COM 727493108 337 11,500 SH   SOLE   11,500 0 0
PLAYAGS INC COM COM 72814N104 1,575 232,000 SH   SOLE   232,000 0 0
PLAYSTUDIOS INC COM 72815G108 158 40,000 SH   SOLE   40,000 0 0
PODD 3/8 9/1/26 144A CONVERTIBLE BOND 45784PAK7 1,332 1,000,000 PRN   SOLE   1,000,000 0 0
POST HOLDINGS PARTNERING COR COM 737465203 2,850 285,000 SH   SOLE   285,000 0 0
POWELL INDS INC COM COM 739128106 618 20,950 SH   SOLE   20,950 0 0
PRFT 1 1/4 8/1/25 CORPORATE BONDS 71375UAD3 1,144 450,000 PRN   SOLE   450,000 0 0
PRIMIS FINANCIAL CORP COM COM 74167B109 481 32,000 SH   SOLE   32,000 0 0
PRIMO WATER CORP COM 74167P108 264 15,000 SH   SOLE   15,000 0 0
PRO 1 5/15/24 CONVERTIBLE BOND 74346YAH6 237 250,000 PRN   SOLE   250,000 0 0
PRO 2 1/4 9/15/27 CONVERTIBLE BOND 74346YAG8 517 465,000 PRN   SOLE   465,000 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 787 16,300 SH   SOLE   16,300 0 0
PRTK 4 3/4 5/1/24 CONVERTIBLE BOND 699374AB0 366 400,000 PRN   SOLE   400,000 0 0
PZENA INVESTMENT MGMT INC CLAS COM 74731Q103 1,373 145,000 SH   SOLE   145,000 0 0
QTWO 3/4 6/1/26 CONVERTIBLE BOND 74736LAD1 848 750,000 PRN   SOLE   750,000 0 0
QUIDEL CORP COM COM 74838J101 337 2,500 SH   SOLE   2,500 0 0
RCL 4 1/4 6/15/23 CORPORATE BONDS 780153BF8 297 250,000 PRN   SOLE   250,000 0 0
READING INTERNATIONAL INC CL B COM 755408200 1,704 73,400 SH   SOLE   73,400 0 0
READING INTL INC CL A COM 755408101 1,169 289,269 SH   SOLE   289,269 0 0
RENASANT CORP COM COM 75970E107 1,277 33,651 SH   SOLE   33,651 0 0
RGC RES INC COM COM 74955L103 1,250 54,310 SH   SOLE   54,310 0 0
RPC INC. COMMON COM 749660106 277 61,000 SH   SOLE   61,000 0 0
RTRX 2 1/2 9/15/25 CONVERTIBLE BOND 761299AB2 382 350,000 PRN   SOLE   350,000 0 0
RUSH ENTERPRISES INC CL A COM 781846209 3,249 58,400 SH   SOLE   58,400 0 0
RUSH ENTERPRISES INC CL B COM 781846308 5,787 107,235 SH   SOLE   107,235 0 0
RUSH STREET INTERACTIVE INC CO COM 782011100 330 20,000 SH   SOLE   20,000 0 0
SANDY SPRING BANCORP INC COM COM 800363103 1,298 27,000 SH   SOLE   27,000 0 0
SANFILIPPO JOHN B & SON INC CO COM 800422107 348 3,860 SH   SOLE   3,860 0 0
SCHMITT INDS INC ORE COM NEW COM 806870200 3,256 593,000 SH   SOLE   593,000 0 0
SCRIPPS E W CO OHIO CL A COM 811054402 6,649 343,600 SH   SOLE   343,600 0 0
SHOP 1/8 11/1/25 CONVERTIBLE BOND 82509LAA5 305 245,000 PRN   SOLE   245,000 0 0
SILVERCREST ASSET MGMT GROUPCL COM 828359109 1,271 74,000 SH   SOLE   74,000 0 0
SIMMONS 1ST NATL CORP CL A $1 COM 828730200 200 6,750 SH   SOLE   6,750 0 0
SINCLAIR BROADCAST GROUP INCCL COM 829226109 846 32,000 SH   SOLE   32,000 0 0
SJW GROUP COM 784305104 4,561 62,304 SH   SOLE   62,304 0 0
SKILLSOFT CORP CL A COM 83066P200 101 11,000 SH   SOLE   11,000 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 6,279 79,500 SH   SOLE   79,500 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 1,088 22,000 SH   SOLE   22,000 0 0
SOUTH ST CORP COM COM 840441109 1,315 16,421 SH   SOLE   16,421 0 0
SOUTHERN FIRST BANCSHARES INCO COM 842873101 4,125 66,010 SH   SOLE   66,010 0 0
SPLK 1 1/8 9/15/25 CONVERTIBLE BOND 848637AD6 719 650,000 PRN   SOLE   650,000 0 0
SPORTSMANS WHSE HLDGS INC COM COM 84920Y106 118 10,000 SH   SOLE   10,000 0 0
SQ 0 1/4 11/1/27 CORPORATE BONDS 852234AK9 533 500,000 PRN   SOLE   500,000 0 0
SQ 1/8 3/1/25 CONVERTIBLE BOND 852234AF0 372 250,000 PRN   SOLE   250,000 0 0
STANDARD MTR PRODS INC CLASS A COM 853666105 2,516 48,028 SH   SOLE   48,028 0 0
STANDEX INTL CORP COM 854231107 1,660 15,000 SH   SOLE   15,000 0 0
STARRETT L S CO CL A COM 855668109 608 65,000 SH   SOLE   65,000 0 0
STEEL PARTNERS HLDGS L P COM 85814R107 3,956 94,182 SH   SOLE   94,182 0 0
STEELCASE INC CL A COM 858155203 631 53,800 SH   SOLE   53,800 0 0
STERIS PLC COM G8473T100 438 1,800 SH   SOLE   1,800 0 0
STERLING BANCORP/DE COM 85917A100 3,367 130,549 SH   SOLE   130,549 0 0
STIFEL FINL CORP COM COM 860630102 687 9,750 SH   SOLE   9,750 0 0
STONERIDGE INC COM 86183P102 2,270 115,000 SH   SOLE   115,000 0 0
STRATTEC SECURITY CORP. COM 863111100 4,093 110,560 SH   SOLE   110,560 0 0
SUPERNUS PHARMACEUTICALS INCCO COM 868459108 321 11,000 SH   SOLE   11,000 0 0
SURGALIGN HOLDINGS INC COM COM 86882C105 13 18,000 SH   SOLE   18,000 0 0
SURMODICS INC COM COM 868873100 2,408 50,000 SH   SOLE   50,000 0 0
S&W SEED CO COM COM 785135104 1,283 470,000 SH   SOLE   470,000 0 0
TEAM INC COM COM 878155100 49 45,000 SH   SOLE   45,000 0 0
TEJON RANCH CO DEL COM COM 879080109 1,717 90,000 SH   SOLE   90,000 0 0
TENNANT CO COM 880345103 1,836 22,650 SH   SOLE   22,650 0 0
TERADATA CORP DEL COM COM 88076W103 293 6,900 SH   SOLE   6,900 0 0
TERRITORIAL BANCORP INC COM COM 88145X108 644 25,500 SH   SOLE   25,500 0 0
TEXTAINER GROUP HOLDINGS LTDSH COM G8766E109 461 12,900 SH   SOLE   12,900 0 0
TITAN INTL INC ILL COM COM 88830M102 225 20,500 SH   SOLE   20,500 0 0
TITAN MACHY INC COM COM 88830R101 5,188 154,000 SH   SOLE   154,000 0 0
TOWNSQUARE MEDIA INC CL A COM 892231101 2,000 150,000 SH   SOLE   150,000 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 360 33,000 SH   SOLE   33,000 0 0
TRAVELCENTERS OF AMERICA INCCO COM 89421B109 619 12,000 SH   SOLE   12,000 0 0
TREDEGAR INDS INC COM 894650100 3,570 302,000 SH   SOLE   302,000 0 0
TRINITY PL HLDGS INC COM COM 89656D101 873 474,664 SH   SOLE   474,664 0 0
TRUSTCO BK CORP N Y COM NEW COM 898349204 481 14,450 SH   SOLE   14,450 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 827 55,500 SH   SOLE   55,500 0 0
TUPPERWARE CORP COM COM 899896104 469 30,700 SH   SOLE   30,700 0 0
TWIN DISC INC COM COM 901476101 1,260 115,000 SH   SOLE   115,000 0 0
TWOU 2 1/4 5/1/25 CONVERTIBLE BOND 90214JAB7 511 480,000 PRN   SOLE   480,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 538 1,000 SH   SOLE   1,000 0 0
ULTRA CLEAN HLDGS INC COM COM 90385V107 6,252 109,000 SH   SOLE   109,000 0 0
ULTRALIFE BATTERIES INC COM COM 903899102 1,142 189,000 SH   SOLE   189,000 0 0
UMPQUA HLDGS CORP COM COM 904214103 367 19,050 SH   SOLE   19,050 0 0
UNISYS CORP COM NEW COM 909214306 239 11,600 SH   SOLE   11,600 0 0
UNITED BANKSHARES INC WEST VCO COM 909907107 316 8,701 SH   SOLE   8,701 0 0
UNITED GUARDIAN INC COM COM 910571108 1,160 70,511 SH   SOLE   70,511 0 0
UNIVERSAL TECHNICAL INST INCCO COM 913915104 743 95,000 SH   SOLE   95,000 0 0
UNIVEST FINANCIAL CORPORATIOCO COM 915271100 230 7,700 SH   SOLE   7,700 0 0
URBAN OUTFITTERS INC COM COM 917047102 344 11,700 SH   SOLE   11,700 0 0
USCB FINANCIAL HOLDINGS INC CL COM 90355N101 280 20,000 SH   SOLE   20,000 0 0
VALLEY NATL BANCORP COM COM 919794107 1,570 114,172 SH   SOLE   114,172 0 0
VALUE LINE INC COM 920437100 1,508 32,200 SH   SOLE   32,200 0 0
VERITEX HLDGS INC COM COM 923451108 1,460 36,700 SH   SOLE   36,700 0 0
VIAD CORP COM NEW COM 92552R406 2,275 53,160 SH   SOLE   53,160 0 0
VILLAGE SUPER MKT INC CL A NEW COM 927107409 3,045 130,174 SH   SOLE   130,174 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 2,598 70,000 SH   SOLE   70,000 0 0
VRNS 1 1/4 8/15/25 CONVERTIBLE BOND 922280AB8 628 365,000 PRN   SOLE   365,000 0 0
WABASH NATL CORP COM COM 929566107 1,269 65,000 SH   SOLE   65,000 0 0
WASHINGTON FED INC COM 938824109 467 14,000 SH   SOLE   14,000 0 0
WASHINGTON TR BANCORP COM COM 940610108 3,016 53,500 SH   SOLE   53,500 0 0
WATERSTONE FINL INC MD COM COM 94188P101 1,635 74,800 SH   SOLE   74,800 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 694 79,260 SH   SOLE   79,260 0 0
WILLAMETTE VY VINEYARD INC COM COM 969136100 199 23,000 SH   SOLE   23,000 0 0
WILLDAN GROUP INC COM COM 96924N100 3,667 104,169 SH   SOLE   104,169 0 0
WILLIAMS INDL SVCS GROUP INC C COM 96951A104 42 14,000 SH   SOLE   14,000 0 0
WINNEBAGO INDS INC COM COM 974637100 3,431 45,800 SH   SOLE   45,800 0 0
WK 1 1/8 8/15/26 CONVERTIBLE BOND 98139AAB1 1,596 900,000 PRN   SOLE   900,000 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1,382 28,000 SH   SOLE   28,000 0 0
YORK WTR CO COM COM 987184108 2,141 43,007 SH   SOLE   43,007 0 0
ZS 1/8 7/1/25 CONVERTIBLE BOND 98980GAB8 1,479 675,000 PRN   SOLE   675,000 0 0