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
1 800 FLOWERS COM INC CL A COM 68243Q106 2,816 102,000 SH   SOLE   102,000 0 0
A H BELO CORP COM CL A COM 001282102 42 20,000 SH   SOLE   20,000 0 0
A10 NETWORKS INC COM COM 002121101 913 95,000 SH   SOLE   95,000 0 0
AAR CORP COM COM 000361105 1,837 44,100 SH   SOLE   44,100 0 0
ABM INDS INC COM COM 000957100 1,041 20,400 SH   SOLE   20,400 0 0
ACCURAY INC COM COM 004397105 79 16,000 SH   SOLE   16,000 0 0
ACIES ACQUISITION CORP COM G0103T121 125 12,000 SH   SOLE   12,000 0 0
ACME UTD CORP COM COM 004816104 2,800 71,000 SH   SOLE   71,000 0 0
ADVANCED ENERGY INDS INC COM COM 007973100 1,365 12,500 SH   SOLE   12,500 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 30,148 642,000 SH   SOLE   642,000 0 0
AJRD 2 1/4 12/15/23 CONVERTIBLE BOND 007800AB1 449 250,000 PRN   SOLE   250,000 0 0
ALBANY INTL CORP-CL A COM 012348108 217 2,600 SH   SOLE   2,600 0 0
ALITHYA GROUP INC CL A SUB VTG COM 01643B106 1,756 722,821 SH   SOLE   722,821 0 0
ALLEGIANCE BANCSHARES INC COM COM 01748H107 1,905 47,000 SH   SOLE   47,000 0 0
ALLIED MOTION TECHNOLOGIES ICO COM 019330109 4,622 90,040 SH   SOLE   90,040 0 0
ALPINE INCOME PPTY TR INC COM COM 02083X103 174 10,000 SH   SOLE   10,000 0 0
AMERICAN EAGLE OUTFITTERS INCO COM 02553E106 724 24,750 SH   SOLE   24,750 0 0
AMERICAN SOFTWARE INC CL A COM 029683109 3,630 175,380 SH   SOLE   175,380 0 0
AMN HEALTHCARE SVCS INC COM COM 001744101 302 4,100 SH   SOLE   4,100 0 0
AMPCO PITTSBURGH CORP COM 032037103 311 46,080 SH   SOLE   46,080 0 0
AMPCO-PITTSBURG CORP WT A EXP WARRANT AND RIGH 032037111 62 47,000 SH   SOLE   47,000 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 897 22,000 SH   SOLE   22,000 0 0
ANTERIX INC COM COM 03676C100 2,358 50,000 SH   SOLE   50,000 0 0
APOGEE ENTERPRISES INC COM COM 037598109 311 7,600 SH   SOLE   7,600 0 0
ARC DOCUMENT SOLUTIONS INC COM COM 00191G103 211 100,000 SH   SOLE   100,000 0 0
ARLO TECHNOLOGIES INC COM COM 04206A101 923 147,000 SH   SOLE   147,000 0 0
ARTESIAN RES CORP COM CL A COM 043113208 1,395 35,426 SH   SOLE   35,426 0 0
ASTEC INDS INC COM COM 046224101 17,007 225,500 SH   SOLE   225,500 0 0
ASTRONICS CORP COM COM 046433108 2,159 119,670 SH   SOLE   119,670 0 0
ATLANTIC AMERN CORP COM COM 048209100 66 18,000 SH   SOLE   18,000 0 0
ATLANTIC CAP BANCSHARES INC CO COM 048269203 6,335 262,858 SH   SOLE   262,858 0 0
ATLANTIC UN BANKSHARES CORP CO COM 04911A107 2,009 52,377 SH   SOLE   52,377 0 0
ATLAS AIR WORLDWIDE 1.875 06/ CONVERTIBLE BOND 049164BJ4 602 500,000 PRN   SOLE   500,000 0 0
ATN INTERNATIONAL INC COM 00215F107 305 6,200 SH   SOLE   6,200 0 0
AVID TECHNOLOGY INC COM 05367P100 2,174 103,000 SH   SOLE   103,000 0 0
AVIENT CORPORATION COM COM 05368V106 411 8,700 SH   SOLE   8,700 0 0
AZZ INC COM COM 002474104 881 17,500 SH   SOLE   17,500 0 0
BABCOCK & WILCOX ENTERPRISESCO COM 05614L209 200 21,100 SH   SOLE   21,100 0 0
BADGER METER INC COM COM 056525108 2,485 26,700 SH   SOLE   26,700 0 0
BALLYS CORPORATION COM COM 05875B106 2,792 42,964 SH   SOLE   42,964 0 0
BANC OF CALIFORNIA INC COM COM 05990K106 233 12,900 SH   SOLE   12,900 0 0
BAND 1/4 3/1/26 CONVERTIBLE BOND 05988JAB9 762 500,000 PRN   SOLE   500,000 0 0
BARINGS BDC INC COM COM 06759L103 599 60,000 SH   SOLE   60,000 0 0
BASSETT FURNITURE INDS COM 070203104 1,480 61,000 SH   SOLE   61,000 0 0
BEASLEY BROADCAST GRP INC. COM 074014101 1,288 455,000 SH   SOLE   455,000 0 0
BELLRING BRANDS INC COM CL A COM 079823100 354 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HILLS BANCORP INC CO COM 084680107 252 11,275 SH   SOLE   11,275 0 0
BIG 5 SPORTING GOODS CORP COM COM 08915P101 864 55,000 SH   SOLE   55,000 0 0
BL 1/8 8/1/24 CONVERTIBLE BOND 09239BAB5 554 350,000 PRN   SOLE   350,000 0 0
BOSTON PRIVATE FINL HLDGS INCO COM 101119105 301 22,600 SH   SOLE   22,600 0 0
BOTTOMLINE TECH DEL INC COM COM 101388106 344 7,600 SH   SOLE   7,600 0 0
BOYD GAMING CORP COM 103304101 2,840 48,160 SH   SOLE   48,160 0 0
BRIDGE BANCORP INC COM COM 25432X102 636 21,111 SH   SOLE   21,111 0 0
BROWN & BROWN INC COM COM 115236101 402 8,800 SH   SOLE   8,800 0 0
CADENCE BANCORPORATION CL A COM 12739A100 405 19,558 SH   SOLE   19,558 0 0
CADIZ INC COM 127537207 115 12,000 SH   SOLE   12,000 0 0
CAESARS ENTERTAINMENT INC COM COM 12769G100 1,924 22,000 SH   SOLE   22,000 0 0
CALAVO GROWERS INC COM COM 128246105 3,882 50,000 SH   SOLE   50,000 0 0
CALIFORNIA WTR SVC GROUP COM COM 130788102 1,369 24,300 SH   SOLE   24,300 0 0
CALLAWAY GOLF CO COM COM 131193104 321 12,000 SH   SOLE   12,000 0 0
CANTEL MEDICAL CORP COM COM 138098108 1,038 13,000 SH   SOLE   13,000 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 2,128 81,800 SH   SOLE   81,800 0 0
CARDIOVASCULAR SYS INC DEL COM COM 141619106 3,898 101,660 SH   SOLE   101,660 0 0
CARDLYTICS INC COM COM 14161W105 1,536 14,000 SH   SOLE   14,000 0 0
CAREDX INC COM 14167L103 647 9,500 SH   SOLE   9,500 0 0
CARETRUST REIT INC COM COM 14174T107 296 12,700 SH   SOLE   12,700 0 0
CARRIAGE SVCS INC CL A COM 143905107 2,358 67,000 SH   SOLE   67,000 0 0
CASELLA WASTE SYS INC CL A COM 147448104 5,022 79,000 SH   SOLE   79,000 0 0
CAVCO INDUSTRIES COM 149568107 6,304 27,940 SH   SOLE   27,940 0 0
CFX 5 3/4 1/15/22 CONVERTIBLE PREF 194014205 718 4,000 SH   SOLE   4,000 0 0
CHAMPIONX CORPORATION COM COM 15872M104 676 31,100 SH   SOLE   31,100 0 0
CHASE CORP COM 16150R104 4,784 41,100 SH   SOLE   41,100 0 0
CHENIERE ENERGY, INC. 4.250 0 CONVERTIBLE BOND 16411RAG4 651 800,000 PRN   SOLE   800,000 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 1,066 9,180 SH   SOLE   9,180 0 0
CHICKEN SOUP FOR THE SOUL ENCL COM 16842Q100 207 8,600 SH   SOLE   8,600 0 0
CHURCHILL DOWNS INC COM COM 171484108 1,521 6,690 SH   SOLE   6,690 0 0
CIM 7.000 04/01/23 CONVERTIBLE BOND 16934QAA7 585 300,000 PRN   SOLE   300,000 0 0
CIRCOR INTL INC COM COM 17273K109 1,830 52,566 SH   SOLE   52,566 0 0
CITIZENS & NORTHN CORP COM COM 172922106 394 16,560 SH   SOLE   16,560 0 0
CLOUDERA INC COM COM 18914U100 241 19,800 SH   SOLE   19,800 0 0
CNMD 2 5/8 2/1/24 CONVERTIBLE BOND 207410AF8 548 350,000 PRN   SOLE   350,000 0 0
COHEN & STEERS INC COM COM 19247A100 329 5,040 SH   SOLE   5,040 0 0
COLL 2 5/8 2/15/26 CONVERTIBLE BOND 19459JAA2 542 500,000 PRN   SOLE   500,000 0 0
COLUMBIA BKG SYS INC COM COM 197236102 465 10,800 SH   SOLE   10,800 0 0
COLUMBUS MCKINNON CORP N Y COM COM 199333105 4,514 85,560 SH   SOLE   85,560 0 0
COMMERCIAL VEH GROUP INC COM COM 202608105 2,104 218,000 SH   SOLE   218,000 0 0
COMMUNICATIONS SYS COM 203900105 2,047 343,500 SH   SOLE   343,500 0 0
COMSCORE INC COM 20564W105 73 20,000 SH   SOLE   20,000 0 0
COMTECH TELECOMMUNICATIONS CCO COM 205826209 2,814 113,300 SH   SOLE   113,300 0 0
CONFORMIS INC COM COM 20717E101 183 185,000 SH   SOLE   185,000 0 0
CONSOLIDATED COMM HLDGS INC CO COM 209034107 94 13,000 SH   SOLE   13,000 0 0
CONSOLIDATED WATER CO LTD ORD COM G23773107 820 61,000 SH   SOLE   61,000 0 0
CORE MOLDING TECH COM COM 218683100 2,081 177,500 SH   SOLE   177,500 0 0
COUP 1/8 6/15/25 CONVERTIBLE BOND 22266LAC0 238 140,000 PRN   SOLE   140,000 0 0
CPI AEROSTRUCTURES INC COM NEW COM 125919308 109 24,000 SH   SOLE   24,000 0 0
CSGS 4 1/4 3/15/36 CONVERTIBLE BOND 126349AF6 1,590 1,500,000 PRN   SOLE   1,500,000 0 0
CTS CORP COM 126501105 7,845 252,580 SH   SOLE   252,580 0 0
CUTERA INC COM COM 232109108 9,855 327,940 SH   SOLE   327,940 0 0
CYBR 0 11/15/24 CONVERTIBLE BOND 23248VAB1 600 555,000 PRN   SOLE   555,000 0 0
DAKTRONICS INC COM COM 234264109 263 42,000 SH   SOLE   42,000 0 0
DANA HOLDING CORP COM COM 235825205 1,156 47,500 SH   SOLE   47,500 0 0
DARLING INTL INC COM COM 237266101 1,207 16,400 SH   SOLE   16,400 0 0
DAWSON GEOPHYSICAL CO NEW COM COM 239360100 59 24,000 SH   SOLE   24,000 0 0
DENNYS CORP COM COM 24869P104 906 50,000 SH   SOLE   50,000 0 0
DHI GROUP INC COM COM 23331S100 151 45,000 SH   SOLE   45,000 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 742 10,100 SH   SOLE   10,100 0 0
DIEBOLD NIXDORF COM 253651103 4,804 340,000 SH   SOLE   340,000 0 0
DIGI INTL INC COM COM 253798102 2,936 154,620 SH   SOLE   154,620 0 0
DISH 3 3/8 8/15/26 CONVERTIBLE BOND 25470MAB5 435 450,000 PRN   SOLE   450,000 0 0
DMY TECHNOLOGY GROUP INC II COM 233277201 323 21,000 SH   SOLE   21,000 0 0
DMY TECHNOLOGY GROUP INC II CO COM 233277102 279 19,000 SH   SOLE   19,000 0 0
DUCOMMUN INC DEL COM COM 264147109 10,832 180,540 SH   SOLE   180,540 0 0
DXCM 3/4 12/1/23 CONVERTIBLE BOND 252131AH0 1,095 495,000 PRN   SOLE   495,000 0 0
EASTERN CO COM COM 276317104 8,040 300,000 SH   SOLE   300,000 0 0
ECPG 4 1/2 9/1/23 CONVERTIBLE BOND 29260UAA5 562 500,000 PRN   SOLE   500,000 0 0
ELAN 5.000 02/01/23 CONVERTIBLE PREF 28414H202 448 9,795 SH   SOLE   9,795 0 0
ELECTROMED INC COM COM 285409108 370 35,142 SH   SOLE   35,142 0 0
EMCOR GROUP INC COM COM 29084Q100 617 5,500 SH   SOLE   5,500 0 0
ENERGY RECOVERY INC COM 29270J100 550 30,000 SH   SOLE   30,000 0 0
ENTEGRIS INC COM COM 29362U104 1,196 10,700 SH   SOLE   10,700 0 0
ENTERCOM COMMUNICATIONS CORPCL COM 293639100 53 10,160 SH   SOLE   10,160 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 1,982 71,800 SH   SOLE   71,800 0 0
EVBG 1/8 12/15/24 CONVERTIBLE BOND 29978AAC8 1,223 960,000 PRN   SOLE   960,000 0 0
EVOQUA WATER TECHNOLOGIES COCO COM 30057T105 492 18,700 SH   SOLE   18,700 0 0
EXAS 3/8 3/15/27 CONVERTIBLE BOND 30063PAB1 1,230 900,000 PRN   SOLE   900,000 0 0
EXELIXIS INC COM COM 30161Q104 1,423 63,000 SH   SOLE   63,000 0 0
EXTREME NETWORKS INC COM COM 30226D106 2,413 275,750 SH   SOLE   275,750 0 0
F N B CORP PA COM COM 302520101 940 74,000 SH   SOLE   74,000 0 0
FARMER BROS CO COM 307675108 2,182 209,000 SH   SOLE   209,000 0 0
FARMERS NATL BANC CORP COM COM 309627107 668 40,000 SH   SOLE   40,000 0 0
FARO TECHNOLOGIES INC COM COM 311642102 649 7,500 SH   SOLE   7,500 0 0
FEDERAL SIGNAL CORP COM COM 313855108 5,209 136,000 SH   SOLE   136,000 0 0
FERRO CORP COM 315405100 14,273 846,560 SH   SOLE   846,560 0 0
FIRST FNDTN INC COM COM 32026V104 788 33,600 SH   SOLE   33,600 0 0
FIRST INTERNET BANCORP COM COM 320557101 931 26,440 SH   SOLE   26,440 0 0
FLOWSERVE CORP COM COM 34354P105 291 7,500 SH   SOLE   7,500 0 0
FLUSHING FINL CORP COM COM 343873105 8,222 387,300 SH   SOLE   387,300 0 0
FORMFACTOR INC COM COM 346375108 762 16,900 SH   SOLE   16,900 0 0
FOSTER L B CO COM COM 350060109 2,112 118,000 SH   SOLE   118,000 0 0
FREQUENCY ELECTRS INC COM COM 358010106 169 15,000 SH   SOLE   15,000 0 0
FRP HLDGS INC COM COM 30292L107 1,107 22,500 SH   SOLE   22,500 0 0
FS BANCORP INC COM COM 30263Y104 1,079 16,058 SH   SOLE   16,058 0 0
FTI CONSULTING INC COM COM 302941109 441 3,150 SH   SOLE   3,150 0 0
GAN LTD ORD SHS COM G3728V109 1,238 68,000 SH   SOLE   68,000 0 0
GENCOR INDS INC COM COM 368678108 6,303 470,000 SH   SOLE   470,000 0 0
GENTHERM INC COM COM 37253A103 903 12,190 SH   SOLE   12,190 0 0
GIBRALTER INDUSTRIES INC COM 374689107 8,895 97,200 SH   SOLE   97,200 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 388 6,800 SH   SOLE   6,800 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 15,187 601,210 SH   SOLE   601,210 0 0
GORMAN RUPP CO COM 383082104 2,980 90,000 SH   SOLE   90,000 0 0
GP STRATEGIES CORP COM COM 36225V104 3,039 174,172 SH   SOLE   174,172 0 0
GRAHAM CORP COM COM 384556106 513 36,000 SH   SOLE   36,000 0 0
GRANITE CONSTR INC COM COM 387328107 221 5,500 SH   SOLE   5,500 0 0
GRAY TELEVISION, INC COM 389375106 4,437 241,120 SH   SOLE   241,120 0 0
GRAY TELEVISION, INC CL A COM 389375205 1,502 86,293 SH   SOLE   86,293 0 0
GREENBRIER COS INC COM 393657101 1,053 22,300 SH   SOLE   22,300 0 0
GRIFFON CORP COM COM 398433102 11,366 418,313 SH   SOLE   418,313 0 0
GTY GOVTECH INC COM 362409104 416 65,048 SH   SOLE   65,048 0 0
GYRODYNE LLC COM COM 403829104 217 14,138 SH   SOLE   14,138 0 0
HAIN CELESTIAL GROUP INC COM 405217100 427 9,800 SH   SOLE   9,800 0 0
HALLMARK FINL SVCS INC ECCOM N COM 40624Q203 94 24,270 SH   SOLE   24,270 0 0
HANESBRANDS INC COM COM 410345102 370 18,800 SH   SOLE   18,800 0 0
HAWKINS INC COM COM 420261109 2,442 72,840 SH   SOLE   72,840 0 0
HC2 HLDGS INC COM COM 404139107 1,103 280,000 SH   SOLE   280,000 0 0
HEIDRICK & STRUGGLES INTL INCO COM 422819102 354 9,900 SH   SOLE   9,900 0 0
HEMISPHERE MEDIA GROUP INC CL COM 42365Q103 418 35,900 SH   SOLE   35,900 0 0
HERC HLDGS INC COM COM 42704L104 659 6,500 SH   SOLE   6,500 0 0
HESKA CORPORATION COM NEW COM 42805E306 253 1,500 SH   SOLE   1,500 0 0
HEXCEL CORP NEW COM COM 428291108 202 3,600 SH   SOLE   3,600 0 0
HILT 2 9/1/24 CONVERTIBLE BOND 413160AD4 564 500,000 PRN   SOLE   500,000 0 0
HOMESTREET INC COM COM 43785V102 1,203 27,300 SH   SOLE   27,300 0 0
HORACE MANN EDUCATORS CP NEWCO COM 440327104 259 6,000 SH   SOLE   6,000 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 1,530 418,000 SH   SOLE   418,000 0 0
I3 VERTICALS INC COM CL A COM 46571Y107 3,237 104,000 SH   SOLE   104,000 0 0
IAA SPINCO INC COM COM 449253103 783 14,200 SH   SOLE   14,200 0 0
ICC HOLDINGS INC COM 44931Q104 251 17,000 SH   SOLE   17,000 0 0
ICF INTL INC COM COM 44925C103 2,036 23,300 SH   SOLE   23,300 0 0
ICU MEDICAL INC COM 44930G107 366 1,780 SH   SOLE   1,780 0 0
IMAX CORP COM COM 45245E109 603 30,000 SH   SOLE   30,000 0 0
INDUS REALTY TRUST INC COM 45580R103 15,118 251,290 SH   SOLE   251,290 0 0
INFINERA CORPORATION COM COM 45667G103 963 100,000 SH   SOLE   100,000 0 0
INFN 2 1/2 3/1/2027 CORPORATE BONDS 45667GAE3 1,097 750,000 PRN   SOLE   750,000 0 0
INFUSYSTEM HLDGS INC COM COM 45685K102 3,563 175,000 SH   SOLE   175,000 0 0
INGLES MKTS INC CL A COM 457030104 4,269 69,240 SH   SOLE   69,240 0 0
INN 1 1/2 2/15/26 CONVERTIBLE BOND 866082AA8 425 385,000 PRN   SOLE   385,000 0 0
INNOVATIVE SOLUTIONS & SUPPOCO COM 45769N105 670 106,000 SH   SOLE   106,000 0 0
INSPIRED ENTMT INC COM COM 45782N108 3,281 353,221 SH   SOLE   353,221 0 0
INTEGER HOLDINGS CORP COM 45826H109 2,118 23,000 SH   SOLE   23,000 0 0
INTERSECT ENT INC COM COM 46071F103 376 18,000 SH   SOLE   18,000 0 0
INTEVAC INC COM COM 461148108 1,108 155,030 SH   SOLE   155,030 0 0
INTRICON CORP COM COM 46121H109 4,914 191,665 SH   SOLE   191,665 0 0
INVESTORS BANCORP INC COM 46146L101 716 48,750 SH   SOLE   48,750 0 0
INVITAE CORP COM COM 46185L103 535 14,000 SH   SOLE   14,000 0 0
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 557 13,500 SH   SOLE   13,500 0 0
IVC 4 1/2 6/1/22 CONVERTIBLE BOND 461203AH4 375 400,000 PRN   SOLE   400,000 0 0
J & J SNACK FOODS CORP COM 466032109 236 1,500 SH   SOLE   1,500 0 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 2,733 20,500 SH   SOLE   20,500 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 714 5,000 SH   SOLE   5,000 0 0
KAMAN CORP COM 483548103 7,191 140,200 SH   SOLE   140,200 0 0
KAMN 3 1/4 5/1/24 CONVERTIBLE BOND 483548AF0 324 300,000 PRN   SOLE   300,000 0 0
KAR AUCTION SVCS INC COM COM 48238T109 1,104 73,600 SH   SOLE   73,600 0 0
KENNAMETAL INC COM COM 489170100 380 9,500 SH   SOLE   9,500 0 0
KIMBALL ELECTRONICS INC COM COM 49428J109 980 38,000 SH   SOLE   38,000 0 0
KIMBALL INTL INC CL B COM 494274103 1,862 133,000 SH   SOLE   133,000 0 0
KINDRED BIOSCIENCES INC COM COM 494577109 129 26,000 SH   SOLE   26,000 0 0
KKR & CO INC CL A COM 48251W104 3,273 67,000 SH   SOLE   67,000 0 0
LA Z BOY CHAIR CO COM 505336107 1,402 33,000 SH   SOLE   33,000 0 0
LANDS END INC NEW COM COM 51509F105 223 9,000 SH   SOLE   9,000 0 0
LAWSON PRODS INC COM COM 520776105 11,691 225,439 SH   SOLE   225,439 0 0
LEGACY HOUSING CORP COM COM 52472M101 1,200 67,700 SH   SOLE   67,700 0 0
LEMAITRE VASCULAR INC COM COM 525558201 268 5,500 SH   SOLE   5,500 0 0
LENDING TREE INC. COM 52603B107 1,035 4,860 SH   SOLE   4,860 0 0
LIFETIME BRANDS INC COM COM 53222Q103 3,528 240,175 SH   SOLE   240,175 0 0
LIMELIGHT NETWORKS INC COM COM 53261M104 214 60,000 SH   SOLE   60,000 0 0
LIMONEIRA CO COM COM 532746104 4,078 233,000 SH   SOLE   233,000 0 0
LINDSAY CORP COM 535555106 830 4,980 SH   SOLE   4,980 0 0
LITE 1/2 12/15/26 CONVERTIBLE BOND 55024UAD1 581 500,000 PRN   SOLE   500,000 0 0
LPSN 3/4 3/1/24 CONVERTIBLE BOND 538146AB7 1,064 690,000 PRN   SOLE   690,000 0 0
LUV 1 1/4 5/1/25 CONVERTIBLE BOND 844741BG2 1,718 1,000,000 PRN   SOLE   1,000,000 0 0
LUXFER HOLDINGS PLC SHS COM G5698W116 209 9,800 SH   SOLE   9,800 0 0
LYDALL INC COM COM 550819106 1,046 31,000 SH   SOLE   31,000 0 0
MAGNOLIA OIL & GAS CORP CL A COM 559663109 375 32,700 SH   SOLE   32,700 0 0
MARCUS CORP COM COM 566330106 1,479 74,000 SH   SOLE   74,000 0 0
MARINE PRODS CORP COM COM 568427108 6,589 405,000 SH   SOLE   405,000 0 0
MARINEMAX INC COM COM 567908108 2,221 45,000 SH   SOLE   45,000 0 0
MARVELL TECHNOLOGY GRP LTD COM G5876H105 598 12,200 SH   SOLE   12,200 0 0
MATADOR RES CO COM COM 576485205 204 8,700 SH   SOLE   8,700 0 0
MATERIALISE NV SPONSORED ADS COM 57667T100 360 10,000 SH   SOLE   10,000 0 0
MCGRATH RENTCORP COM COM 580589109 581 7,200 SH   SOLE   7,200 0 0
MDC PARTNERS INC-A COM 552697104 112 36,000 SH   SOLE   36,000 0 0
MEDALLION FINANCIAL CORP COM 583928106 776 110,000 SH   SOLE   110,000 0 0
MELI 2 8/15/28 CONVERTIBLE BOND 58733RAD4 1,333 400,000 PRN   SOLE   400,000 0 0
MERCURY GEN CORP NEW COM COM 589400100 286 4,700 SH   SOLE   4,700 0 0
MEREDITH CORP COM 589433101 265 8,900 SH   SOLE   8,900 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 617 23,500 SH   SOLE   23,500 0 0
MESA LABS INC COM COM 59064R109 1,583 6,500 SH   SOLE   6,500 0 0
METHODE ELECTRS INC CL A COM 591520200 873 20,800 SH   SOLE   20,800 0 0
MIDDLEBY CORP COM COM 596278101 3,484 21,020 SH   SOLE   21,020 0 0
MIDDLESEX WTR CO COM COM 596680108 1,891 23,933 SH   SOLE   23,933 0 0
MINERALS TECHNOLOGIES INC COM 603158106 467 6,200 SH   SOLE   6,200 0 0
MITEK SYS INC COM NEW COM 606710200 1,997 137,000 SH   SOLE   137,000 0 0
MODINE MFG CO COM 607828100 3,693 250,000 SH   SOLE   250,000 0 0
MONARCH CASINO & RESORT INC CO COM 609027107 364 6,000 SH   SOLE   6,000 0 0
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 933 142,000 SH   SOLE   142,000 0 0
MOTORCAR PTS & ACCESSORS INCCO COM 620071100 405 18,000 SH   SOLE   18,000 0 0
MOVADO GROUP INC COM COM 624580106 2,390 84,000 SH   SOLE   84,000 0 0
MSA SAFETY INC COM COM 553498106 1,200 8,000 SH   SOLE   8,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 801 57,700 SH   SOLE   57,700 0 0
MYERS INDS INC COM 628464109 15,153 766,870 SH   SOLE   766,870 0 0
MYR GROUP INC DEL COM COM 55405W104 4,716 65,800 SH   SOLE   65,800 0 0
NAPCO SEC SYS INC COM COM 630402105 1,045 30,000 SH   SOLE   30,000 0 0
NATHANS FAMOUS INC NEW COM COM 632347100 13,642 216,234 SH   SOLE   216,234 0 0
NATUS MEDICAL INC DEL COM COM 639050103 571 22,300 SH   SOLE   22,300 0 0
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 668 75,000 SH   SOLE   75,000 0 0
NAVISTAR INTL CORP COM COM 63934E108 220 5,000 SH   SOLE   5,000 0 0
NBIX 2 1/4 5/15/24 CONVERTIBLE BOND 64125CAD1 456 337,000 PRN   SOLE   337,000 0 0
NEE 4.872 9/1/22 CV PFD CONVERTIBLE PREF 65339F796 576 10,000 SH   SOLE   10,000 0 0
NEE 5.279 3/1/23 CONVERTIBLE PREF 65339F770 458 9,200 SH   SOLE   9,200 0 0
NEE 6.219 9/1/23 CONVERTIBLE PREF 65339F739 479 9,645 SH   SOLE   9,645 0 0
NEOGEN CORP COM COM 640491106 9,467 106,500 SH   SOLE   106,500 0 0
NEOGENOMICS INC COM NEW COM 64049M209 2,966 61,500 SH   SOLE   61,500 0 0
NETSCOUT SYS INC COM COM 64115T104 1,245 44,200 SH   SOLE   44,200 0 0
NEURONETICS INC COM COM 64131A105 252 20,400 SH   SOLE   20,400 0 0
NEW SR INVT GROUP INC COM COM 648691103 174 28,000 SH   SOLE   28,000 0 0
NEW YORK CMNTY CAP TR V CV PFD CONVERTIBLE PREF 64944P307 298 6,000 SH   SOLE   6,000 0 0
NICE 1 1/4 1/15/24 CONVERTIBLE BOND 65366HAB9 536 205,000 PRN   SOLE   205,000 0 0
OCEANEERING INTL INC COM COM 675232102 330 28,900 SH   SOLE   28,900 0 0
OCEANFIRST FINL CORP COM COM 675234108 1,138 47,540 SH   SOLE   47,540 0 0
OFG BANCORP COM 67103X102 202 8,950 SH   SOLE   8,950 0 0
OIL DRI CORP AMER COM COM 677864100 1,181 34,300 SH   SOLE   34,300 0 0
OLD NATL BANCORP IND COM COM 680033107 211 10,900 SH   SOLE   10,900 0 0
OMNICELL INC COM COM 68213N109 4,201 32,350 SH   SOLE   32,350 0 0
ONTO INNOVATION INC COM COM 683344105 1,735 26,400 SH   SOLE   26,400 0 0
OPKO HEALTH INC COM COM 68375N103 944 220,000 SH   SOLE   220,000 0 0
OPTION CARE HEALTH INC COM 68404L201 444 25,002 SH   SOLE   25,002 0 0
ORBCOMM INC COM COM 68555P100 2,899 380,000 SH   SOLE   380,000 0 0
ORTHOFIX MED INC COM COM 68752M108 2,718 62,700 SH   SOLE   62,700 0 0
OXFORD INDS INC COM COM 691497309 848 9,700 SH   SOLE   9,700 0 0
PACIFIC PREMIER BANCORP COM COM 69478X105 478 11,000 SH   SOLE   11,000 0 0
PAR 2 7/8 4/15/26 CONVERTIBLE BOND 698884AC7 1,720 1,000,000 PRN   SOLE   1,000,000 0 0
PARATEK PHARMACEUTICALS INC CO COM 699374302 134 19,000 SH   SOLE   19,000 0 0
PARK AEROSPACE CORP COM 70014A104 886 67,000 SH   SOLE   67,000 0 0
PARK OHIO HLDGS CORP COM COM 700666100 5,416 172,000 SH   SOLE   172,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,131 35,400 SH   SOLE   35,400 0 0
PATTERSON-UTI ENERGY INC COM COM 703481101 823 115,400 SH   SOLE   115,400 0 0
PEOPLES UNITED FINANCIAL INCCO COM 712704105 990 55,332 SH   SOLE   55,332 0 0
PFPT 1/4 8/15/24 CORPORATE BONDS 743424AF0 1,063 1,000,000 PRN   SOLE   1,000,000 0 0
PFSWEB INC COM NEW COM 717098206 1,431 212,000 SH   SOLE   212,000 0 0
PI 2 12/15/26 CONVERTIBLE BOND 453204AA7 897 500,000 PRN   SOLE   500,000 0 0
PLANTRONICS COM 727493108 467 12,000 SH   SOLE   12,000 0 0
PLAYAGS INC COM COM 72814N104 865 107,000 SH   SOLE   107,000 0 0
PODD 3/8 9/1/26 144A CONVERTIBLE BOND 45784PAK7 1,324 1,000,000 PRN   SOLE   1,000,000 0 0
POWELL INDS INC COM COM 739128106 1,302 38,450 SH   SOLE   38,450 0 0
PRIMIS FINANCIAL CORP COM COM 74167B109 465 32,000 SH   SOLE   32,000 0 0
PRIMO WATER CORP COM 74167P108 323 19,894 SH   SOLE   19,894 0 0
PRO 1 5/15/24 CONVERTIBLE BOND 74346YAH6 249 250,000 PRN   SOLE   250,000 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 718 16,300 SH   SOLE   16,300 0 0
PRTK 4 3/4 5/1/24 CONVERTIBLE BOND 699374AB0 358 400,000 PRN   SOLE   400,000 0 0
PZENA INVESTMENT MGMT INC CLAS COM 74731Q103 1,527 145,000 SH   SOLE   145,000 0 0
QTWO 3/4 6/1/26 CONVERTIBLE BOND 74736LAD1 974 750,000 PRN   SOLE   750,000 0 0
QUIDEL CORP COM COM 74838J101 320 2,500 SH   SOLE   2,500 0 0
RAVEN INDS INC COM COM 754212108 961 25,080 SH   SOLE   25,080 0 0
READING INTERNATIONAL INC CL B COM 755408200 1,476 73,770 SH   SOLE   73,770 0 0
READING INTL INC CL A COM 755408101 1,594 287,269 SH   SOLE   287,269 0 0
RENASANT CORP COM COM 75970E107 1,392 33,651 SH   SOLE   33,651 0 0
RGC RES INC COM COM 74955L103 1,205 54,310 SH   SOLE   54,310 0 0
RNG 0 3/1/25 CONVERTIBLE BOND 76680RAF4 985 900,000 PRN   SOLE   900,000 0 0
RPC INC. COMMON COM 749660106 329 61,000 SH   SOLE   61,000 0 0
RTRX 2 1/2 9/15/25 CONVERTIBLE BOND 761299AB2 356 350,000 PRN   SOLE   350,000 0 0
RUSH ENTERPRISES INC CL A COM 781846209 2,998 60,157 SH   SOLE   60,157 0 0
RUSH ENTERPRISES INC CL B COM 781846308 5,050 112,007 SH   SOLE   112,007 0 0
RUSH STREET INTERACTIVE INC CO COM 782011100 368 22,500 SH   SOLE   22,500 0 0
SANDY SPRING BANCORP INC COM COM 800363103 1,173 27,000 SH   SOLE   27,000 0 0
SANFILIPPO JOHN B & SON INC CO COM 800422107 767 8,490 SH   SOLE   8,490 0 0
SCHMITT INDS INC ORE COM NEW COM 806870200 3,487 593,000 SH   SOLE   593,000 0 0
SCRIPPS E W CO OHIO CL A COM 811054402 7,064 366,600 SH   SOLE   366,600 0 0
SHENANDOAH TELECOMMUNICATIONCD COM 82312B106 708 14,500 SH   SOLE   14,500 0 0
SHOP 1/8 11/1/25 CONVERTIBLE BOND 82509LAA5 278 245,000 PRN   SOLE   245,000 0 0
SILVERCREST ASSET MGMT GROUPCL COM 828359109 1,064 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 936 32,000 SH   SOLE   32,000 0 0
SJW GROUP COM 784305104 3,925 62,304 SH   SOLE   62,304 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 4,277 94,500 SH   SOLE   94,500 0 0
SOFTWARE ACQUISITN GRUP INC UN UNITS 83407F200 154 14,000 SH   SOLE   14,000 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 1,091 22,000 SH   SOLE   22,000 0 0
SOUTH ST CORP COM COM 840441109 1,250 15,921 SH   SOLE   15,921 0 0
SOUTHERN FIRST BANCSHARES INCO COM 842873101 2,062 43,980 SH   SOLE   43,980 0 0
SPLK 1 1/8 9/15/25 CONVERTIBLE BOND 848637AD6 769 650,000 PRN   SOLE   650,000 0 0
STANDARD MTR PRODS INC CLASS A COM 853666105 1,976 47,528 SH   SOLE   47,528 0 0
STANDEX INTL CORP COM 854231107 1,434 15,000 SH   SOLE   15,000 0 0
STARRETT L S CO CL A COM 855668109 409 63,400 SH   SOLE   63,400 0 0
STEEL PARTNERS HLDGS L P COM 85814R107 1,057 76,900 SH   SOLE   76,900 0 0
STEELCASE INC CL A COM 858155203 701 48,700 SH   SOLE   48,700 0 0
STERLING BANCORP/DE COM 85917A100 3,199 138,949 SH   SOLE   138,949 0 0
STIFEL FINL CORP COM COM 860630102 625 9,750 SH   SOLE   9,750 0 0
STONERIDGE INC COM 86183P102 3,690 116,000 SH   SOLE   116,000 0 0
STRATTEC SECURITY CORP. COM 863111100 4,857 103,560 SH   SOLE   103,560 0 0
SUPERNUS PHARMACEUTICALS INCCO COM 868459108 288 11,000 SH   SOLE   11,000 0 0
SUPN 5/8 4/1/23 CONVERTIBLE BOND 868459AD0 684 708,000 PRN   SOLE   708,000 0 0
SURGALIGN HOLDINGS INC COM COM 86882C105 76 35,000 SH   SOLE   35,000 0 0
SURMODICS INC COM COM 868873100 3,532 63,000 SH   SOLE   63,000 0 0
S&W SEED CO COM COM 785135104 1,711 470,000 SH   SOLE   470,000 0 0
TEAM INC COM COM 878155100 709 61,500 SH   SOLE   61,500 0 0
TEJON RANCH CO DEL COM COM 879080109 1,641 98,000 SH   SOLE   98,000 0 0
TENNANT CO COM 880345103 1,810 22,650 SH   SOLE   22,650 0 0
TERADATA CORP DEL COM COM 88076W103 266 6,900 SH   SOLE   6,900 0 0
TEXTAINER GROUP HOLDINGS LTDSH COM G8766E109 370 12,900 SH   SOLE   12,900 0 0
TITAN INTL INC ILL COM COM 88830M102 190 20,500 SH   SOLE   20,500 0 0
TITAN MACHY INC COM COM 88830R101 4,490 176,065 SH   SOLE   176,065 0 0
TOWNSQUARE MEDIA INC CL A COM 892231101 1,610 150,000 SH   SOLE   150,000 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 359 33,000 SH   SOLE   33,000 0 0
TREDEGAR INDS INC COM 894650100 5,103 340,000 SH   SOLE   340,000 0 0
TRHC 1 3/4 2/15/26 CORPORATE BONDS 873379AA9 770 770,000 PRN   SOLE   770,000 0 0
TRINITY PL HLDGS INC COM COM 89656D101 1,097 525,000 SH   SOLE   525,000 0 0
TRUSTCO BK CORP N Y COM COM 898349105 532 72,250 SH   SOLE   72,250 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 712 49,100 SH   SOLE   49,100 0 0
TUPPERWARE CORP COM COM 899896104 370 14,000 SH   SOLE   14,000 0 0
TWIN DISC INC COM COM 901476101 1,587 166,000 SH   SOLE   166,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 425 1,000 SH   SOLE   1,000 0 0
ULTRA CLEAN HLDGS INC COM COM 90385V107 7,324 126,190 SH   SOLE   126,190 0 0
ULTRALIFE BATTERIES INC COM COM 903899102 1,499 181,000 SH   SOLE   181,000 0 0
UMPQUA HLDGS CORP COM COM 904214103 334 19,050 SH   SOLE   19,050 0 0
UNITED BANKSHARES INC WEST VCO COM 909907107 336 8,701 SH   SOLE   8,701 0 0
UNITED GUARDIAN INC COM COM 910571108 1,068 70,511 SH   SOLE   70,511 0 0
UNIVERSAL TECHNICAL INST INCCO COM 913915104 555 95,000 SH   SOLE   95,000 0 0
VALLEY NATL BANCORP COM COM 919794107 1,569 114,172 SH   SOLE   114,172 0 0
VALUE LINE INC COM 920437100 925 32,800 SH   SOLE   32,800 0 0
VCRA 1 1/2 5/15/23 CONVERTIBLE BOND 92857FAB3 685 500,000 PRN   SOLE   500,000 0 0
VERITEX HLDGS INC COM COM 923451108 1,201 36,700 SH   SOLE   36,700 0 0
VIAD CORP COM NEW COM 92552R406 2,219 53,160 SH   SOLE   53,160 0 0
VILLAGE SUPER MKT INC CL A NEW COM 927107409 2,774 117,674 SH   SOLE   117,674 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 2,126 69,000 SH   SOLE   69,000 0 0
WABASH NATL CORP COM COM 929566107 1,222 65,000 SH   SOLE   65,000 0 0
WASHINGTON FED INC COM 938824109 431 14,000 SH   SOLE   14,000 0 0
WASHINGTON TR BANCORP COM COM 940610108 2,762 53,500 SH   SOLE   53,500 0 0
WATERSTONE FINL INC MD COM COM 94188P101 1,527 74,800 SH   SOLE   74,800 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 668 79,260 SH   SOLE   79,260 0 0
WILLAMETTE VY VINEYARD INC COM COM 969136100 208 23,000 SH   SOLE   23,000 0 0
WILLDAN GROUP INC COM COM 96924N100 4,235 103,169 SH   SOLE   103,169 0 0
WILLIAMS INDL SVCS GROUP INC C COM 96951A104 49 14,000 SH   SOLE   14,000 0 0
WINNEBAGO INDS INC COM COM 974637100 3,820 49,800 SH   SOLE   49,800 0 0
WK 1 1/8 8/15/26 CONVERTIBLE BOND 98139AAB1 1,321 1,000,000 PRN   SOLE   1,000,000 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1,628 30,000 SH   SOLE   30,000 0 0
YORK WTR CO COM COM 987184108 2,155 44,007 SH   SOLE   44,007 0 0