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 1,172 1,250,000 PRN   SOLE   1,250,000 0 0
1 800 FLOWERS COM INC CL A COM 68243Q106 3,112 102,000 SH   SOLE   102,000 0 0
A10 NETWORKS INC COM COM 002121101 1,281 95,000 SH   SOLE   95,000 0 0
AAR CORP COM COM 000361105 1,430 44,100 SH   SOLE   44,100 0 0
ABM INDS INC COM COM 000957100 918 20,400 SH   SOLE   20,400 0 0
ACCURAY INC COM COM 004397105 63 16,000 SH   SOLE   16,000 0 0
ACME UTD CORP COM COM 004816104 1,964 60,000 SH   SOLE   60,000 0 0
ADVANCED ENERGY INDS INC COM COM 007973100 1,097 12,500 SH   SOLE   12,500 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 25,259 580,000 SH   SOLE   580,000 0 0
AGILYSYS INC COM 00847J105 209 4,000 SH   SOLE   4,000 0 0
ALBANY INTL CORP-CL A COM 012348108 200 2,600 SH   SOLE   2,600 0 0
ALITHYA GROUP INC CL A SUB VTG COM 01643B106 1,879 722,821 SH   SOLE   722,821 0 0
ALLEGIANCE BANCSHARES INC COM COM 01748H107 1,793 47,000 SH   SOLE   47,000 0 0
ALLIED MOTION TECHNOLOGIES ICO COM 019330109 4,272 136,560 SH   SOLE   136,560 0 0
ALPINE INCOME PPTY TR INC COM COM 02083X103 184 10,000 SH   SOLE   10,000 0 0
AMERICAN EAGLE OUTFITTERS INCO COM 02553E109 453 17,550 SH   SOLE   17,550 0 0
AMERICAN SOFTWARE INC CL A COM 029683109 4,118 173,380 SH   SOLE   173,380 0 0
AMN HEALTHCARE SVCS INC COM COM 001744101 470 4,100 SH   SOLE   4,100 0 0
AMPCO PITTSBURGH CORP COM 032037103 217 46,080 SH   SOLE   46,080 0 0
AMPCO-PITTSBURG CORP WT A EXP WARRANT AND RIGH 032037111 39 47,000 SH   SOLE   47,000 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 936 22,000 SH   SOLE   22,000 0 0
ANTERIX INC COM COM 03676C100 3,035 50,000 SH   SOLE   50,000 0 0
APOGEE ENTERPRISES INC COM COM 037598109 287 7,600 SH   SOLE   7,600 0 0
ARC DOCUMENT SOLUTIONS INC COM COM 00191G103 295 100,000 SH   SOLE   100,000 0 0
ARLO TECHNOLOGIES INC COM COM 04206A101 942 147,000 SH   SOLE   147,000 0 0
ARMSTRONG FLOORING INC COM COM 04238R106 133 42,445 SH   SOLE   42,445 0 0
ARTESIAN RES CORP COM CL A COM 043113208 1,333 34,926 SH   SOLE   34,926 0 0
ASTEC INDS INC COM COM 046224101 11,838 220,000 SH   SOLE   220,000 0 0
ASTRONICS CORP COM COM 046433108 2,315 164,670 SH   SOLE   164,670 0 0
ATLANTIC AMERN CORP COM COM 048209100 91 22,000 SH   SOLE   22,000 0 0
ATLANTIC CAP BANCSHARES INC CO COM 048269203 7,043 265,858 SH   SOLE   265,858 0 0
ATLANTIC UN BANKSHARES CORP CO COM 04911A107 1,930 52,377 SH   SOLE   52,377 0 0
ATLAS AIR WORLDWIDE 1.875 06/ CONVERTIBLE BOND 049164BJ4 724 500,000 PRN   SOLE   500,000 0 0
ATN INTERNATIONAL INC COM 00215F107 290 6,200 SH   SOLE   6,200 0 0
AUDACY INC CL A COM 05070N103 37 10,160 SH   SOLE   10,160 0 0
AVID TECHNOLOGY INC COM 05367P100 1,591 55,000 SH   SOLE   55,000 0 0
AVIENT CORPORATION COM COM 05368V106 403 8,700 SH   SOLE   8,700 0 0
AZZ INC COM COM 002474104 931 17,500 SH   SOLE   17,500 0 0
BADGER METER INC COM COM 056525108 2,700 26,700 SH   SOLE   26,700 0 0
BALLYS CORPORATION COM COM 05875B106 2,154 42,964 SH   SOLE   42,964 0 0
BANC OF CALIFORNIA INC COM COM 05990K106 239 12,900 SH   SOLE   12,900 0 0
BAND 1/4 3/1/26 CONVERTIBLE BOND 05988JAB9 597 500,000 PRN   SOLE   500,000 0 0
BARINGS BDC INC COM COM 06759L103 331 30,000 SH   SOLE   30,000 0 0
BASSETT FURNITURE INDS COM 070203104 1,087 60,000 SH   SOLE   60,000 0 0
BE 2 1/2 8/15/25 CONVERTIBLE BOND 093712AH0 669 485,000 PRN   SOLE   485,000 0 0
BEASLEY BROADCAST GRP INC. COM 074014101 1,122 420,092 SH   SOLE   420,092 0 0
BED BATH & BEYOND INC COM 075896100 247 14,300 SH   SOLE   14,300 0 0
BELLRING BRANDS INC COM CL A COM 079823100 461 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HILLS BANCORP INC CO COM 084680107 304 11,275 SH   SOLE   11,275 0 0
BIG 5 SPORTING GOODS CORP COM COM 08915P101 645 28,000 SH   SOLE   28,000 0 0
BL 1/8 8/1/24 CONVERTIBLE BOND 09239BAB5 587 350,000 PRN   SOLE   350,000 0 0
BOTTOMLINE TECH DEL INC COM COM 101388106 299 7,600 SH   SOLE   7,600 0 0
BOYD GAMING CORP COM 103304101 2,833 44,780 SH   SOLE   44,780 0 0
BRAEMAR HOTELS & RESORTS INCCO COM 10482B101 49 10,000 SH   SOLE   10,000 0 0
BRIDGE BANCORP INC COM COM 25432X102 689 21,111 SH   SOLE   21,111 0 0
BROWN & BROWN INC COM COM 115236101 488 8,800 SH   SOLE   8,800 0 0
CADENCE BANCORPORATION CL A COM 12739A100 429 19,558 SH   SOLE   19,558 0 0
CADIZ INC COM 127537207 84 12,000 SH   SOLE   12,000 0 0
CAESARS ENTERTAINMENT INC COM COM 12769G100 2,470 22,000 SH   SOLE   22,000 0 0
CALAVO GROWERS INC COM COM 128246105 1,912 50,000 SH   SOLE   50,000 0 0
CALIFORNIA WTR SVC GROUP COM COM 130788102 1,432 24,300 SH   SOLE   24,300 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 2,024 81,800 SH   SOLE   81,800 0 0
CARDIOVASCULAR SYS INC DEL COM COM 141619106 3,337 101,660 SH   SOLE   101,660 0 0
CARDLYTICS INC COM COM 14161W105 1,175 14,000 SH   SOLE   14,000 0 0
CAREDX INC COM 14167L103 602 9,500 SH   SOLE   9,500 0 0
CARETRUST REIT INC COM COM 14174T107 258 12,700 SH   SOLE   12,700 0 0
CARRIAGE SVCS INC CL A COM 143905107 2,765 62,000 SH   SOLE   62,000 0 0
CASELLA WASTE SYS INC CL A COM 147448104 5,847 77,000 SH   SOLE   77,000 0 0
CAVCO INDUSTRIES COM 149568107 6,615 27,940 SH   SOLE   27,940 0 0
CDLX 1 9/15/25 CONVERTIBLE BOND 14161WAB1 1,234 980,000 PRN   SOLE   980,000 0 0
CFX 5 3/4 1/15/22 CONVERTIBLE PREF 194014205 745 4,000 SH   SOLE   4,000 0 0
CHAMPIONX CORPORATION COM COM 15872M104 695 31,100 SH   SOLE   31,100 0 0
CHASE CORP COM 16150R104 4,137 40,500 SH   SOLE   40,500 0 0
CHENIERE ENERGY, INC. 4.250 0 CONVERTIBLE BOND 16411RAG4 686 800,000 PRN   SOLE   800,000 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 1,102 9,180 SH   SOLE   9,180 0 0
CHRS 1 1/2 4/15/26 CONVERTIBLE BOND 19249HAB9 283 255,000 PRN   SOLE   255,000 0 0
CHURCHILL DOWNS INC COM COM 171484108 1,606 6,690 SH   SOLE   6,690 0 0
CIRCOR INTL INC COM COM 17273K109 1,748 52,966 SH   SOLE   52,966 0 0
CITIZENS & NORTHN CORP COM COM 172922106 418 16,560 SH   SOLE   16,560 0 0
CNMD 2 5/8 2/1/24 CONVERTIBLE BOND 207410AF8 543 350,000 PRN   SOLE   350,000 0 0
COHEN & STEERS INC COM COM 19247A100 422 5,040 SH   SOLE   5,040 0 0
COHU INC COM COM 192576106 265 8,300 SH   SOLE   8,300 0 0
COLL 2 5/8 2/15/26 CONVERTIBLE BOND 19459JAA2 498 500,000 PRN   SOLE   500,000 0 0
COLUMBIA BKG SYS INC COM COM 197236102 410 10,800 SH   SOLE   10,800 0 0
COLUMBUS MCKINNON CORP N Y COM COM 199333105 4,224 87,360 SH   SOLE   87,360 0 0
COMMERCIAL VEH GROUP INC COM COM 202608105 2,696 284,993 SH   SOLE   284,993 0 0
COMMUNICATIONS SYS COM 203900105 2,963 342,600 SH   SOLE   342,600 0 0
COMSCORE INC COM 20564W105 78 20,000 SH   SOLE   20,000 0 0
COMTECH TELECOMMUNICATIONS CCO COM 205826209 2,902 113,300 SH   SOLE   113,300 0 0
CONFORMIS INC COM COM 20717E105 246 185,000 SH   SOLE   185,000 0 0
CONSOLIDATED WATER CO LTD ORD COM G23773107 695 61,000 SH   SOLE   61,000 0 0
CORE MOLDING TECH COM COM 218683100 1,951 169,500 SH   SOLE   169,500 0 0
COUP 1/8 6/15/25 CONVERTIBLE BOND 22266LAC0 212 140,000 PRN   SOLE   140,000 0 0
COUP 3/8 6/15/26 CONVERTIBLE BOND 22266LAF3 503 465,000 PRN   SOLE   465,000 0 0
CPI AEROSTRUCTURES INC COM NEW COM 125919308 52 19,000 SH   SOLE   19,000 0 0
CTS CORP COM 126501105 7,838 253,580 SH   SOLE   253,580 0 0
CUTERA INC COM COM 232109108 12,520 268,660 SH   SOLE   268,660 0 0
CYBR 0 11/15/24 CONVERTIBLE BOND 23248VAB1 658 555,000 PRN   SOLE   555,000 0 0
DAKTRONICS INC COM COM 234264109 228 42,000 SH   SOLE   42,000 0 0
DANA HOLDING CORP COM COM 235825205 1,056 47,500 SH   SOLE   47,500 0 0
DARLING INTL INC COM COM 237266101 582 8,100 SH   SOLE   8,100 0 0
DAWSON GEOPHYSICAL CO NEW COM COM 239360100 60 24,000 SH   SOLE   24,000 0 0
DENNYS CORP COM COM 24869P104 931 57,000 SH   SOLE   57,000 0 0
DHI GROUP INC COM COM 23331S100 214 45,000 SH   SOLE   45,000 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 956 10,100 SH   SOLE   10,100 0 0
DIEBOLD NIXDORF COM 253651103 3,437 340,000 SH   SOLE   340,000 0 0
DIGI INTL INC COM COM 253798102 3,250 154,620 SH   SOLE   154,620 0 0
DISH 3 3/8 8/15/26 CONVERTIBLE BOND 25470MAB5 469 450,000 PRN   SOLE   450,000 0 0
DUCOMMUN INC DEL COM COM 264147109 9,090 180,540 SH   SOLE   180,540 0 0
DXCM 1/4 11/15/25 CONVERTIBLE BOND 252131AK3 578 485,000 PRN   SOLE   485,000 0 0
DXCM 3/4 12/1/23 CONVERTIBLE BOND 252131AH0 979 295,000 PRN   SOLE   295,000 0 0
EASTERN CO COM COM 276317104 7,548 300,000 SH   SOLE   300,000 0 0
ECPG 4 1/2 9/1/23 CONVERTIBLE BOND 29260UAA5 652 500,000 PRN   SOLE   500,000 0 0
ELAN 5.000 02/01/23 CONVERTIBLE PREF 28414H202 490 9,795 SH   SOLE   9,795 0 0
ELECTROMED INC COM COM 285409108 380 35,142 SH   SOLE   35,142 0 0
ELY 2 3/4 5/1/26 CORPORATE BONDS 131193AE4 631 360,000 PRN   SOLE   360,000 0 0
EMCOR GROUP INC COM COM 29084Q100 635 5,500 SH   SOLE   5,500 0 0
ENERGY RECOVERY INC COM 29270J100 571 30,000 SH   SOLE   30,000 0 0
ENTEGRIS INC COM COM 29362U104 1,347 10,700 SH   SOLE   10,700 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 1,702 71,800 SH   SOLE   71,800 0 0
EVBG 1/8 12/15/24 CONVERTIBLE BOND 29978AAC8 1,406 960,000 PRN   SOLE   960,000 0 0
EVOQUA WATER TECHNOLOGIES COCO COM 30057T105 575 15,300 SH   SOLE   15,300 0 0
EXAS 3/8 3/15/27 CONVERTIBLE BOND 30063PAB1 1,024 900,000 PRN   SOLE   900,000 0 0
EXELIXIS INC COM COM 30161Q104 1,311 62,000 SH   SOLE   62,000 0 0
EXTREME NETWORKS INC COM COM 30226D106 2,716 275,750 SH   SOLE   275,750 0 0
EYE 2 1/2 5/15/25 CONVERTIBLE BOND 63845RAB3 702 365,000 PRN   SOLE   365,000 0 0
F N B CORP PA COM COM 302520101 860 74,000 SH   SOLE   74,000 0 0
FARMER BROS CO COM 307675108 3,196 380,000 SH   SOLE   380,000 0 0
FARMERS NATL BANC CORP COM COM 309627107 628 40,000 SH   SOLE   40,000 0 0
FARO TECHNOLOGIES INC COM COM 311642102 494 7,500 SH   SOLE   7,500 0 0
FEDERAL SIGNAL CORP COM COM 313855108 5,214 135,000 SH   SOLE   135,000 0 0
FERRO CORP COM 315405100 10,780 530,000 SH   SOLE   530,000 0 0
FIRST FNDTN INC COM COM 32026V104 884 33,600 SH   SOLE   33,600 0 0
FIRST INTERNET BANCORP COM COM 320557101 824 26,440 SH   SOLE   26,440 0 0
FIVE STAR BANCORP COM 33830T103 359 15,000 SH   SOLE   15,000 0 0
FLOWSERVE CORP COM COM 34354P105 392 11,300 SH   SOLE   11,300 0 0
FLUSHING FINL CORP COM COM 343873105 8,843 391,300 SH   SOLE   391,300 0 0
FORMFACTOR INC COM COM 346375108 631 16,900 SH   SOLE   16,900 0 0
FOSTER L B CO COM COM 350060109 2,215 143,000 SH   SOLE   143,000 0 0
FREQUENCY ELECTRS INC COM COM 358010106 155 15,000 SH   SOLE   15,000 0 0
FRP HLDGS INC COM COM 30292L107 1,258 22,500 SH   SOLE   22,500 0 0
FS BANCORP INC COM COM 30263Y104 1,112 32,116 SH   SOLE   32,116 0 0
FTCH 3 3/4 5/1/27 CORPORATE BONDS 30744WAD9 513 205,000 PRN   SOLE   205,000 0 0
FTI CONSULTING INC COM COM 302941109 424 3,150 SH   SOLE   3,150 0 0
GAMBLING.COM GROUP LTD COM G3R239101 1,789 196,000 SH   SOLE   196,000 0 0
GAN LTD ORD SHS COM G3728V109 1,502 101,000 SH   SOLE   101,000 0 0
GENCOR INDS INC COM COM 368678108 5,246 473,037 SH   SOLE   473,037 0 0
GENIUS SPORTS LTD COM G3934V109 840 45,000 SH   SOLE   45,000 0 0
GENTHERM INC COM COM 37253A103 987 12,190 SH   SOLE   12,190 0 0
GIBRALTER INDUSTRIES INC COM 374689107 6,679 95,900 SH   SOLE   95,900 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 376 6,800 SH   SOLE   6,800 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 11,487 234,000 SH   SOLE   234,000 0 0
GORMAN RUPP CO COM 383082104 3,080 86,000 SH   SOLE   86,000 0 0
GP STRATEGIES CORP COM COM 36225V104 2,984 144,172 SH   SOLE   144,172 0 0
GRAHAM CORP COM COM 384556106 521 42,000 SH   SOLE   42,000 0 0
GRANITE CONSTR INC COM COM 387328107 218 5,500 SH   SOLE   5,500 0 0
GRAY TELEVISION, INC COM 389375106 5,502 241,120 SH   SOLE   241,120 0 0
GRAY TELEVISION, INC CL A COM 389375205 1,913 86,293 SH   SOLE   86,293 0 0
GREENBRIER COS INC COM 393657101 959 22,300 SH   SOLE   22,300 0 0
GRIFFON CORP COM COM 398433102 10,167 413,313 SH   SOLE   413,313 0 0
GTY GOVTECH INC COM 362409104 489 65,048 SH   SOLE   65,048 0 0
GYRODYNE LLC COM COM 403829104 209 16,138 SH   SOLE   16,138 0 0
HAEMONETICS CORP COM 405024100 311 4,400 SH   SOLE   4,400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 248 5,800 SH   SOLE   5,800 0 0
HALLMARK FINL SVCS INC ECCOM N COM 40624Q203 89 24,270 SH   SOLE   24,270 0 0
HANESBRANDS INC COM COM 410345102 323 18,800 SH   SOLE   18,800 0 0
HAWKINS INC COM COM 420261109 2,541 72,840 SH   SOLE   72,840 0 0
HEIDRICK & STRUGGLES INTL INCO COM 422819102 442 9,900 SH   SOLE   9,900 0 0
HEMISPHERE MEDIA GROUP INC CL COM 42365Q103 437 35,900 SH   SOLE   35,900 0 0
HERC HLDGS INC COM COM 42704L104 981 6,000 SH   SOLE   6,000 0 0
HESKA CORPORATION COM NEW COM 42805E306 297 1,150 SH   SOLE   1,150 0 0
HEXCEL CORP NEW COM COM 428291108 214 3,600 SH   SOLE   3,600 0 0
HILT 2 9/1/24 CONVERTIBLE BOND 413160AD4 911 750,000 PRN   SOLE   750,000 0 0
HOMESTREET INC COM COM 43785V102 1,123 27,300 SH   SOLE   27,300 0 0
HORACE MANN EDUCATORS CP NEWCO COM 440327104 239 6,000 SH   SOLE   6,000 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 1,945 365,000 SH   SOLE   365,000 0 0
HYSTER YALE MATLS HANDLING ICL COM 449172105 251 5,000 SH   SOLE   5,000 0 0
I3 VERTICALS INC COM CL A COM 46571Y107 2,518 104,000 SH   SOLE   104,000 0 0
IAA SPINCO INC COM COM 449253103 737 13,500 SH   SOLE   13,500 0 0
ICC HOLDINGS INC COM 44931Q104 281 17,000 SH   SOLE   17,000 0 0
ICF INTL INC COM COM 44925C103 2,080 23,300 SH   SOLE   23,300 0 0
ICU MEDICAL INC COM 44930G107 415 1,780 SH   SOLE   1,780 0 0
IMAX CORP COM COM 45245E113 818 43,100 SH   SOLE   43,100 0 0
INDUS REALTY TRUST INC COM 45580R103 17,553 250,393 SH   SOLE   250,393 0 0
INFINERA CORPORATION COM COM 45667G103 832 100,000 SH   SOLE   100,000 0 0
INFN 2 1/2 3/1/2027 CORPORATE BONDS 45667GAE3 999 750,000 PRN   SOLE   750,000 0 0
INFUSYSTEM HLDGS INC COM COM 45685K102 2,280 175,000 SH   SOLE   175,000 0 0
INGLES MKTS INC CL A COM 457030104 3,978 60,240 SH   SOLE   60,240 0 0
INN 1 1/2 2/15/26 CONVERTIBLE BOND 866082AA8 406 385,000 PRN   SOLE   385,000 0 0
INNOVATE CORP COM 45784J105 1,230 300,000 SH   SOLE   300,000 0 0
INNOVATIVE SOLUTIONS & SUPPOCO COM 45769N105 744 106,000 SH   SOLE   106,000 0 0
INSPIRED ENTMT INC COM COM 45782N108 4,162 355,721 SH   SOLE   355,721 0 0
INTEGER HOLDINGS CORP COM 45826H109 2,055 23,000 SH   SOLE   23,000 0 0
INTERSECT ENT INC COM COM 46071F103 490 18,000 SH   SOLE   18,000 0 0
INTEVAC INC COM COM 461148108 849 177,530 SH   SOLE   177,530 0 0
INTRICON CORP COM COM 46121H109 3,517 193,665 SH   SOLE   193,665 0 0
INVESTORS BANCORP INC COM 46146L101 737 48,750 SH   SOLE   48,750 0 0
INVITAE CORP COM COM 46185L103 327 11,500 SH   SOLE   11,500 0 0
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 438 11,000 SH   SOLE   11,000 0 0
IVC 4 1/2 6/1/22 CONVERTIBLE BOND 461203AH4 385 400,000 PRN   SOLE   400,000 0 0
J & J SNACK FOODS CORP COM 466032109 229 1,500 SH   SOLE   1,500 0 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 2,179 15,500 SH   SOLE   15,500 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 529 5,000 SH   SOLE   5,000 0 0
KAMAN CORP COM 483548103 5,003 140,250 SH   SOLE   140,250 0 0
KAR AUCTION SVCS INC COM COM 48238T109 1,206 73,600 SH   SOLE   73,600 0 0
KENNAMETAL INC COM COM 489170100 325 9,500 SH   SOLE   9,500 0 0
KIMBALL ELECTRONICS INC COM COM 49428J109 928 36,000 SH   SOLE   36,000 0 0
KIMBALL INTL INC CL B COM 494274103 2,576 230,000 SH   SOLE   230,000 0 0
KKR & CO INC CL A COM 48251W104 3,957 65,000 SH   SOLE   65,000 0 0
LA Z BOY CHAIR CO COM 505336107 1,064 33,000 SH   SOLE   33,000 0 0
LAWSON PRODS INC COM COM 520776105 11,214 224,239 SH   SOLE   224,239 0 0
LEE ENTERPRISES INC COM COM 523768406 204 9,000 SH   SOLE   9,000 0 0
LEGACY HOUSING CORP COM COM 52472M101 1,217 67,700 SH   SOLE   67,700 0 0
LEMAITRE VASCULAR INC COM COM 525558201 292 5,500 SH   SOLE   5,500 0 0
LENDING TREE INC. COM 52603B107 680 4,860 SH   SOLE   4,860 0 0
LIFETIME BRANDS INC COM COM 53222Q103 4,569 251,175 SH   SOLE   251,175 0 0
LIMELIGHT NETWORKS INC COM COM 53261M104 83 35,000 SH   SOLE   35,000 0 0
LIMONEIRA CO COM COM 532746104 3,740 231,300 SH   SOLE   231,300 0 0
LINDSAY CORP COM 535555106 756 4,980 SH   SOLE   4,980 0 0
LITE 1/2 12/15/26 CONVERTIBLE BOND 55024UAD1 550 500,000 PRN   SOLE   500,000 0 0
LLNW 3 1/2 8/1/25 CORPORATE BONDS 53261MAB0 619 700,000 PRN   SOLE   700,000 0 0
LPSN 3/4 3/1/24 CONVERTIBLE BOND 538146AB7 1,134 690,000 PRN   SOLE   690,000 0 0
LUMENTUM HLDGS INC COM COM 55024U109 259 3,100 SH   SOLE   3,100 0 0
LUV 1 1/4 5/1/25 CONVERTIBLE BOND 844741BG2 1,496 1,000,000 PRN   SOLE   1,000,000 0 0
LYDALL INC COM COM 550819106 683 11,000 SH   SOLE   11,000 0 0
MACQUARIE INFRASTRUCTURE COMPA COM 55608B105 203 5,000 SH   SOLE   5,000 0 0
MAGNOLIA OIL & GAS CORP CL A COM 559663109 582 32,700 SH   SOLE   32,700 0 0
MARCUS CORP COM COM 566330106 1,265 72,500 SH   SOLE   72,500 0 0
MARINE PRODS CORP COM COM 568427108 5,004 400,000 SH   SOLE   400,000 0 0
MARINEMAX INC COM COM 567908108 689 14,200 SH   SOLE   14,200 0 0
MARVELL TECHNOLOGY GROUP LTD C COM 573874104 736 12,200 SH   SOLE   12,200 0 0
MATERIALISE NV SPONSORED ADS COM 57667T100 201 10,000 SH   SOLE   10,000 0 0
MCGRATH RENTCORP COM COM 580589109 518 7,200 SH   SOLE   7,200 0 0
MEDALLION FINANCIAL CORP COM 583928106 862 110,000 SH   SOLE   110,000 0 0
MELI 2 8/15/28 CONVERTIBLE BOND 58733RAD4 1,155 300,000 PRN   SOLE   300,000 0 0
MERCURY GEN CORP NEW COM COM 589400100 262 4,700 SH   SOLE   4,700 0 0
MEREDITH CORP COM 589433101 691 12,400 SH   SOLE   12,400 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 452 23,500 SH   SOLE   23,500 0 0
MESA LABS INC COM COM 59064R109 1,814 6,000 SH   SOLE   6,000 0 0
METHODE ELECTRS INC CL A COM 591520200 875 20,800 SH   SOLE   20,800 0 0
MIDDLEBY CORP COM COM 596278101 3,414 20,020 SH   SOLE   20,020 0 0
MIDDLESEX WTR CO COM COM 596680108 725 7,053 SH   SOLE   7,053 0 0
MINERALS TECHNOLOGIES INC COM 603158106 433 6,200 SH   SOLE   6,200 0 0
MITEK SYS INC COM NEW COM 606710200 2,535 137,000 SH   SOLE   137,000 0 0
MODINE MFG CO COM 607828100 3,872 341,750 SH   SOLE   341,750 0 0
MONARCH CASINO & RESORT INC CO COM 609027107 335 5,000 SH   SOLE   5,000 0 0
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 1,452 181,000 SH   SOLE   181,000 0 0
MOTORCAR PTS & ACCESSORS INCCO COM 620071100 351 18,000 SH   SOLE   18,000 0 0
MOVADO GROUP INC COM COM 624580106 2,614 83,000 SH   SOLE   83,000 0 0
MSA SAFETY INC COM COM 553498106 1,166 8,000 SH   SOLE   8,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 878 57,700 SH   SOLE   57,700 0 0
MYERS INDS INC COM 628464109 15,008 766,870 SH   SOLE   766,870 0 0
MYR GROUP INC DEL COM COM 55405W104 4,706 47,300 SH   SOLE   47,300 0 0
NAPCO SEC SYS INC COM COM 630402105 1,077 25,000 SH   SOLE   25,000 0 0
NATHANS FAMOUS INC NEW COM COM 632347100 13,472 220,234 SH   SOLE   220,234 0 0
NATUS MEDICAL INC DEL COM COM 639050103 559 22,300 SH   SOLE   22,300 0 0
NAUTILUS INC COM 63910B102 112 12,000 SH   SOLE   12,000 0 0
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 810 91,043 SH   SOLE   91,043 0 0
NCLH 5 3/8 8/1/25 CORPORATE BONDS 62886HAX9 940 550,000 PRN   SOLE   550,000 0 0
NEE 4.872 9/1/22 CV PFD CONVERTIBLE PREF 65339F796 588 10,000 SH   SOLE   10,000 0 0
NEE 5.279 3/1/23 CONVERTIBLE PREF 65339F770 470 9,200 SH   SOLE   9,200 0 0
NEE 6.219 9/1/23 CONVERTIBLE PREF 65339F739 496 9,645 SH   SOLE   9,645 0 0
NEOGEN CORP COM COM 640491106 9,251 213,000 SH   SOLE   213,000 0 0
NEOGENOMICS INC COM NEW COM 64049M209 2,967 61,500 SH   SOLE   61,500 0 0
NET 3/4 5/15/25 CONVERTIBLE BOND 18915MAB3 742 245,000 PRN   SOLE   245,000 0 0
NETSCOUT SYS INC COM COM 64115T104 1,191 44,200 SH   SOLE   44,200 0 0
NEURONETICS INC COM COM 64131A105 295 45,000 SH   SOLE   45,000 0 0
NEW YORK CMNTY CAP TR V CV PFD CONVERTIBLE PREF 64944P307 319 6,000 SH   SOLE   6,000 0 0
NICE 0 9/15/25 CONVERTIBLE BOND 653656AB4 796 680,000 PRN   SOLE   680,000 0 0
NICE 1 1/4 1/15/24 CONVERTIBLE BOND 65366HAB9 700 205,000 PRN   SOLE   205,000 0 0
OCEANEERING INTL INC COM COM 675232102 385 28,900 SH   SOLE   28,900 0 0
OCEANFIRST FINL CORP COM COM 675234108 1,018 47,540 SH   SOLE   47,540 0 0
OIL DRI CORP AMER COM COM 677864100 1,201 34,300 SH   SOLE   34,300 0 0
OLD NATL BANCORP IND COM COM 680033107 185 10,900 SH   SOLE   10,900 0 0
OMNICELL INC COM COM 68213N109 4,802 32,350 SH   SOLE   32,350 0 0
ONEM 3 6/15/25 CORPORATE BONDS 68269GAB3 579 605,000 PRN   SOLE   605,000 0 0
ONTO INNOVATION INC COM COM 683344105 1,597 22,100 SH   SOLE   22,100 0 0
OPKO HEALTH INC COM COM 68375N103 803 220,000 SH   SOLE   220,000 0 0
OPTION CARE HEALTH INC COM 68404L201 509 21,000 SH   SOLE   21,000 0 0
ORTHOFIX MED INC COM COM 68752M108 2,390 62,700 SH   SOLE   62,700 0 0
OTONOMO TECHNOLOGIES LTD ORDIN COM M7571L103 253 53,000 SH   SOLE   53,000 0 0
OXFORD INDS INC COM COM 691497309 875 9,700 SH   SOLE   9,700 0 0
PACIFIC PREMIER BANCORP COM COM 69478X105 456 11,000 SH   SOLE   11,000 0 0
PAR 2 7/8 4/15/26 CONVERTIBLE BOND 698884AC7 1,640 1,000,000 PRN   SOLE   1,000,000 0 0
PARATEK PHARMACEUTICALS INC CO COM 699374302 73 15,000 SH   SOLE   15,000 0 0
PARK AEROSPACE CORP COM 70014A104 917 67,000 SH   SOLE   67,000 0 0
PARK OHIO HLDGS CORP COM COM 700666100 4,773 187,047 SH   SOLE   187,047 0 0
PATTERSON COMPANIES INC COM 703395103 1,067 35,400 SH   SOLE   35,400 0 0
PATTERSON-UTI ENERGY INC COM COM 703481101 1,039 115,400 SH   SOLE   115,400 0 0
PD 1.25 7/1/25 CONVERTIBLE BOND 69553PAB6 784 615,000 PRN   SOLE   615,000 0 0
PEOPLES UNITED FINANCIAL INCCO COM 712704105 879 50,332 SH   SOLE   50,332 0 0
PETQ 4 6/1/26 CORPORATE BONDS 71639TAB2 587 490,000 PRN   SOLE   490,000 0 0
PFSWEB INC COM NEW COM 717098206 3,096 240,000 SH   SOLE   240,000 0 0
PI 2 12/15/26 CONVERTIBLE BOND 453204AA7 918 500,000 PRN   SOLE   500,000 0 0
PLANTRONICS COM 727493108 296 11,500 SH   SOLE   11,500 0 0
PLAYAGS INC COM COM 72814N104 1,710 217,000 SH   SOLE   217,000 0 0
PLAYSTUDIOS INC COM 72815G108 160 35,000 SH   SOLE   35,000 0 0
PODD 3/8 9/1/26 144A CONVERTIBLE BOND 45784PAK7 1,398 1,000,000 PRN   SOLE   1,000,000 0 0
POST HOLDINGS PARTNERING COR COM 737465203 2,881 285,000 SH   SOLE   285,000 0 0
POWELL INDS INC COM COM 739128106 822 33,450 SH   SOLE   33,450 0 0
PRFT 1 1/4 8/1/25 CORPORATE BONDS 71375UAD3 2,040 900,000 PRN   SOLE   900,000 0 0
PRIMIS FINANCIAL CORP COM COM 74167B109 463 32,000 SH   SOLE   32,000 0 0
PRIMO WATER CORP COM 74167P108 313 19,894 SH   SOLE   19,894 0 0
PRO 1 5/15/24 CONVERTIBLE BOND 74346YAH6 238 250,000 PRN   SOLE   250,000 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 802 16,300 SH   SOLE   16,300 0 0
PRTK 4 3/4 5/1/24 CONVERTIBLE BOND 699374AB0 353 400,000 PRN   SOLE   400,000 0 0
PZENA INVESTMENT MGMT INC CLAS COM 74731Q103 1,427 145,000 SH   SOLE   145,000 0 0
QTWO 3/4 6/1/26 CONVERTIBLE BOND 74736LAD1 844 750,000 PRN   SOLE   750,000 0 0
QUIDEL CORP COM COM 74838J101 353 2,500 SH   SOLE   2,500 0 0
RAVEN INDS INC COM COM 754212108 1,445 25,080 SH   SOLE   25,080 0 0
RCL 4 1/4 6/15/23 CORPORATE BONDS 780153BB7 218 155,000 PRN   SOLE   155,000 0 0
READING INTERNATIONAL INC CL B COM 755408200 1,679 73,970 SH   SOLE   73,970 0 0
READING INTL INC CL A COM 755408101 1,464 289,269 SH   SOLE   289,269 0 0
RENASANT CORP COM COM 07597E111 1,213 33,651 SH   SOLE   33,651 0 0
RGC RES INC COM COM 74955L103 1,222 54,310 SH   SOLE   54,310 0 0
RPC INC. COMMON COM 749660106 296 61,000 SH   SOLE   61,000 0 0
RTRX 2 1/2 9/15/25 CONVERTIBLE BOND 761299AB2 352 350,000 PRN   SOLE   350,000 0 0
RUSH ENTERPRISES INC CL A COM 781846209 2,717 60,157 SH   SOLE   60,157 0 0
RUSH ENTERPRISES INC CL B COM 781846308 5,127 112,007 SH   SOLE   112,007 0 0
RUSH STREET INTERACTIVE INC CO COM 782011100 442 23,000 SH   SOLE   23,000 0 0
SANDY SPRING BANCORP INC COM COM 800363103 1,237 27,000 SH   SOLE   27,000 0 0
SANFILIPPO JOHN B & SON INC CO COM 800422107 367 4,490 SH   SOLE   4,490 0 0
SCHMITT INDS INC ORE COM NEW COM 806870200 2,550 593,000 SH   SOLE   593,000 0 0
SCRIPPS E W CO OHIO CL A COM 811054402 6,205 343,600 SH   SOLE   343,600 0 0
SHOP 1/8 11/1/25 CONVERTIBLE BOND 82509LAA5 300 245,000 PRN   SOLE   245,000 0 0
SILVERCREST ASSET MGMT GROUPCL COM 828359109 1,153 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 1,014 32,000 SH   SOLE   32,000 0 0
SJW GROUP COM 784305104 4,116 62,304 SH   SOLE   62,304 0 0
SKILLSOFT CORP CL A COM 83066P200 129 11,000 SH   SOLE   11,000 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 5,435 90,500 SH   SOLE   90,500 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 1,156 22,000 SH   SOLE   22,000 0 0
SOUTH ST CORP COM COM 840441109 1,263 16,921 SH   SOLE   16,921 0 0
SOUTHERN FIRST BANCSHARES INCO COM 842873101 3,478 65,010 SH   SOLE   65,010 0 0
SPLK 1 1/8 9/15/25 CONVERTIBLE BOND 848637AD6 794 650,000 PRN   SOLE   650,000 0 0
SQ 1/8 3/1/25 CONVERTIBLE BOND 852234AF0 509 250,000 PRN   SOLE   250,000 0 0
STAGWELL INC COM 85256A109 276 36,000 SH   SOLE   36,000 0 0
STANDARD MTR PRODS INC CLASS A COM 853666105 2,187 50,028 SH   SOLE   50,028 0 0
STANDEX INTL CORP COM 854231107 1,484 15,000 SH   SOLE   15,000 0 0
STARRETT L S CO CL A COM 855668109 812 65,000 SH   SOLE   65,000 0 0
STEEL PARTNERS HLDGS L P COM 85814R107 2,642 92,971 SH   SOLE   92,971 0 0
STEELCASE INC CL A COM 858155203 618 48,700 SH   SOLE   48,700 0 0
STERIS PLC COM G8473T100 858 4,200 SH   SOLE   4,200 0 0
STERLING BANCORP/DE COM 85917A100 3,259 130,549 SH   SOLE   130,549 0 0
STIFEL FINL CORP COM COM 860630102 663 9,750 SH   SOLE   9,750 0 0
STONERIDGE INC COM 86183P102 2,345 115,000 SH   SOLE   115,000 0 0
STRATTEC SECURITY CORP. COM 863111100 4,301 110,560 SH   SOLE   110,560 0 0
SUPERNUS PHARMACEUTICALS INCCO COM 868459108 293 11,000 SH   SOLE   11,000 0 0
SURGALIGN HOLDINGS INC COM COM 86882C105 36 33,000 SH   SOLE   33,000 0 0
SURMODICS INC COM COM 868873100 2,891 52,000 SH   SOLE   52,000 0 0
S&W SEED CO COM COM 785135104 1,217 470,000 SH   SOLE   470,000 0 0
TEAM INC COM COM 878155100 74 24,500 SH   SOLE   24,500 0 0
TEJON RANCH CO DEL COM COM 879080109 1,545 87,000 SH   SOLE   87,000 0 0
TENNANT CO COM 880345103 1,675 22,650 SH   SOLE   22,650 0 0
TERADATA CORP DEL COM COM 88076W103 396 6,900 SH   SOLE   6,900 0 0
TERRITORIAL BANCORP INC COM COM 88145X108 622 24,500 SH   SOLE   24,500 0 0
TEXTAINER GROUP HOLDINGS LTDSH COM G8766E109 450 12,900 SH   SOLE   12,900 0 0
TITAN INTL INC ILL COM COM 88830M102 147 20,500 SH   SOLE   20,500 0 0
TITAN MACHY INC COM COM 88830R101 4,197 162,000 SH   SOLE   162,000 0 0
TOWNSQUARE MEDIA INC CL A COM 892231101 1,961 150,000 SH   SOLE   150,000 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 459 33,000 SH   SOLE   33,000 0 0
TRAVELCENTERS OF AMERICA INCCO COM 89421B109 597 12,000 SH   SOLE   12,000 0 0
TREDEGAR INDS INC COM 894650100 3,849 316,000 SH   SOLE   316,000 0 0
TRHC 1 3/4 2/15/26 CORPORATE BONDS 873379AA9 835 1,000,000 PRN   SOLE   1,000,000 0 0
TRINITY PL HLDGS INC COM COM 89656D101 905 461,500 SH   SOLE   461,500 0 0
TRUSTCO BK CORP N Y COM NEW COM 898349204 462 14,450 SH   SOLE   14,450 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 617 49,100 SH   SOLE   49,100 0 0
TUPPERWARE CORP COM COM 899896104 380 18,000 SH   SOLE   18,000 0 0
TWIN DISC INC COM COM 901476101 1,508 141,500 SH   SOLE   141,500 0 0
TWOU 2 1/4 5/1/25 CONVERTIBLE BOND 90214JAB7 670 480,000 PRN   SOLE   480,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 459 1,000 SH   SOLE   1,000 0 0
ULTRA CLEAN HLDGS INC COM COM 90385V107 4,958 116,390 SH   SOLE   116,390 0 0
ULTRALIFE BATTERIES INC COM COM 903899102 1,289 181,000 SH   SOLE   181,000 0 0
UMPQUA HLDGS CORP COM COM 904214103 386 19,050 SH   SOLE   19,050 0 0
UNITED BANKSHARES INC WEST VCO COM 909907107 317 8,701 SH   SOLE   8,701 0 0
UNITED GUARDIAN INC COM COM 910571108 1,001 70,511 SH   SOLE   70,511 0 0
UNIVERSAL TECHNICAL INST INCCO COM 913915104 642 95,000 SH   SOLE   95,000 0 0
UNIVEST FINANCIAL CORPORATIOCO COM 915271100 211 7,700 SH   SOLE   7,700 0 0
US CENTURY BANK-CLASS A COM 90343D108 244 20,000 SH   SOLE   20,000 0 0
VALLEY NATL BANCORP COM COM 919794107 1,520 114,172 SH   SOLE   114,172 0 0
VALUE LINE INC COM 920437100 1,124 32,800 SH   SOLE   32,800 0 0
VCRA 1 1/2 5/15/23 CONVERTIBLE BOND 92857FAB3 750 500,000 PRN   SOLE   500,000 0 0
VERITEX HLDGS INC COM COM 923451108 1,445 36,700 SH   SOLE   36,700 0 0
VIAD CORP COM NEW COM 92552R406 2,414 53,160 SH   SOLE   53,160 0 0
VILLAGE SUPER MKT INC CL A NEW COM 927107409 2,779 128,174 SH   SOLE   128,174 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 2,434 70,000 SH   SOLE   70,000 0 0
VRNS 1 1/4 8/15/25 CONVERTIBLE BOND 922280AB8 750 365,000 PRN   SOLE   365,000 0 0
W 5/8 10/1/25 CONVERTIBLE BOND 94419LAM3 710 710,000 PRN   SOLE   710,000 0 0
WABASH NATL CORP COM COM 929566107 983 65,000 SH   SOLE   65,000 0 0
WASHINGTON FED INC COM 938824109 480 14,000 SH   SOLE   14,000 0 0
WASHINGTON TR BANCORP COM COM 940610108 2,834 53,500 SH   SOLE   53,500 0 0
WATERSTONE FINL INC MD COM COM 94188P101 1,533 74,800 SH   SOLE   74,800 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 676 79,260 SH   SOLE   79,260 0 0
WILLAMETTE VY VINEYARD INC COM COM 969136100 292 23,000 SH   SOLE   23,000 0 0
WILLDAN GROUP INC COM COM 96924N100 3,707 104,169 SH   SOLE   104,169 0 0
WILLIAMS INDL SVCS GROUP INC C COM 96951A104 60 14,000 SH   SOLE   14,000 0 0
WINNEBAGO INDS INC COM COM 974637100 3,463 47,800 SH   SOLE   47,800 0 0
WK 1 1/8 8/15/26 CONVERTIBLE BOND 98139AAB1 1,686 900,000 PRN   SOLE   900,000 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1,632 29,000 SH   SOLE   29,000 0 0
YORK WTR CO COM COM 987184108 1,900 43,507 SH   SOLE   43,507 0 0
ZS 1/8 7/1/25 CONVERTIBLE BOND 98980GAB8 1,232 675,000 PRN   SOLE   675,000 0 0