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 | 1,098 | 1,250,000 | PRN | | SOLE | | 1,250,000 | 0 | 0 |
1 800 FLOWERS COM INC CL A | COM | 68243Q106 | 986 | 152,000 | SH | | SOLE | | 152,000 | 0 | 0 |
A10 NETWORKS INC COM | COM | 002121101 | 942 | 71,000 | SH | | SOLE | | 71,000 | 0 | 0 |
ACCURAY INC COM | COM | 004397105 | 135 | 65,000 | SH | | SOLE | | 65,000 | 0 | 0 |
ACME UTD CORP COM | COM | 004816104 | 1,266 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
AEROJET ROCKETDYNE HOLDINGS | COM | 007800105 | 20,275 | 507,000 | SH | | SOLE | | 507,000 | 0 | 0 |
AGILYSYS INC | COM | 00847J105 | 221 | 4,000 | SH | | SOLE | | 4,000 | 0 | 0 |
AKAM 0.375 09/01/27 CVT | CONVERTIBLE BOND | 00971TAL5 | 281 | 300,000 | PRN | | SOLE | | 300,000 | 0 | 0 |
ALITHYA GROUP INC CL A SUB VTG | COM | 01643B106 | 1,395 | 722,821 | SH | | SOLE | | 722,821 | 0 | 0 |
ALLEGIANCE BANCSHARES INC COM | COM | 01748H107 | 1,957 | 47,000 | SH | | SOLE | | 47,000 | 0 | 0 |
ALLIED MOTION TECHNOLOGIES ICO | COM | 019330109 | 3,848 | 134,460 | SH | | SOLE | | 134,460 | 0 | 0 |
AMERICAN OUTDOOR BRANDS INC CO | COM | 02875D109 | 1,070 | 122,000 | SH | | SOLE | | 122,000 | 0 | 0 |
AMERICAN SOFTWARE INC CL A | COM | 029683109 | 2,206 | 144,000 | SH | | SOLE | | 144,000 | 0 | 0 |
AMERICAN VANGUARD CORP COM | COM | 030371108 | 374 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
AMPCO PITTSBURGH CORP | COM | 032037103 | 493 | 134,016 | SH | | SOLE | | 134,016 | 0 | 0 |
AMPCO-PITTSBURG CORP WT A EXP | WARRANT AND RIGH | 032037111 | 13 | 47,000 | SH | | SOLE | | 47,000 | 0 | 0 |
ANTERIX INC COM | COM | 03676C100 | 2,250 | 63,000 | SH | | SOLE | | 63,000 | 0 | 0 |
APTV 5 1/2 6/15/23 | CONVERTIBLE PREF | G6095L117 | 845 | 8,875 | SH | | SOLE | | 8,875 | 0 | 0 |
ARLO TECHNOLOGIES INC COM | COM | 04206A101 | 682 | 147,000 | SH | | SOLE | | 147,000 | 0 | 0 |
ARTESIAN RES CORP COM CL A | COM | 043113208 | 1,666 | 34,626 | SH | | SOLE | | 34,626 | 0 | 0 |
ASTEC INDS INC COM | COM | 046224101 | 6,831 | 219,000 | SH | | SOLE | | 219,000 | 0 | 0 |
ASTRONICS CORP COM | COM | 046433108 | 1,596 | 203,000 | SH | | SOLE | | 203,000 | 0 | 0 |
ATLANTIC AMERN CORP COM | COM | 048209100 | 63 | 22,000 | SH | | SOLE | | 22,000 | 0 | 0 |
ATLANTIC UN BANKSHARES CORP CO | COM | 04911A107 | 1,268 | 41,744 | SH | | SOLE | | 41,744 | 0 | 0 |
AVID TECHNOLOGY INC | COM | 05367P100 | 698 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
AZZ INC COM | COM | 002474104 | 621 | 17,000 | SH | | SOLE | | 17,000 | 0 | 0 |
BADGER METER INC COM | COM | 056525108 | 1,792 | 19,400 | SH | | SOLE | | 19,400 | 0 | 0 |
BALLYS CORPORATION COM | COM | 05875B106 | 849 | 42,964 | SH | | SOLE | | 42,964 | 0 | 0 |
BAND 1/4 3/1/26 | CONVERTIBLE BOND | 05988JAB9 | 456 | 700,000 | PRN | | SOLE | | 700,000 | 0 | 0 |
BANK7 CORP COM | COM | 06652N107 | 306 | 13,800 | SH | | SOLE | | 13,800 | 0 | 0 |
BASSETT FURNITURE INDS | COM | 070203104 | 434 | 27,700 | SH | | SOLE | | 27,700 | 0 | 0 |
BE 2 1/2 8/15/25 | CONVERTIBLE BOND | 093712AH0 | 676 | 485,000 | PRN | | SOLE | | 485,000 | 0 | 0 |
BEASLEY BROADCAST GRP INC. | COM | 074014101 | 391 | 362,000 | SH | | SOLE | | 362,000 | 0 | 0 |
BELLRING DISTR LLC COMMON STOC | COM | 07831C103 | 309 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
BERKSHIRE HILLS BANCORP INC CO | COM | 084680107 | 308 | 11,275 | SH | | SOLE | | 11,275 | 0 | 0 |
BIG 5 SPORTING GOODS CORP COM | COM | 08915P101 | 172 | 16,000 | SH | | SOLE | | 16,000 | 0 | 0 |
BL 1/8 8/1/24 | CONVERTIBLE BOND | 09239BAB5 | 363 | 350,000 | PRN | | SOLE | | 350,000 | 0 | 0 |
BOYD GAMING CORP | COM | 103304101 | 908 | 19,051 | SH | | SOLE | | 19,051 | 0 | 0 |
BRIDGE BANCORP INC COM | COM | 25432X102 | 618 | 21,111 | SH | | SOLE | | 21,111 | 0 | 0 |
CADENCE BANK | COM | 12740C103 | 387 | 15,240 | SH | | SOLE | | 15,240 | 0 | 0 |
CADIZ INC | COM | 127537207 | 19 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
CAESARS ENTERTAINMENT INC COM | COM | 12769G100 | 694 | 21,500 | SH | | SOLE | | 21,500 | 0 | 0 |
CALAVO GROWERS INC COM | COM | 128246105 | 1,683 | 53,000 | SH | | SOLE | | 53,000 | 0 | 0 |
CALIFORNIA WTR SVC GROUP COM | COM | 130788102 | 1,243 | 23,600 | SH | | SOLE | | 23,600 | 0 | 0 |
CAPITAL CITY BK GROUP INC COM | COM | 139674105 | 2,545 | 81,800 | SH | | SOLE | | 81,800 | 0 | 0 |
CAPITOL FEDERAL FINANCIAL INC | COM | 14057J101 | 83 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
CARDIOVASCULAR SYS INC DEL COM | COM | 141619106 | 491 | 35,400 | SH | | SOLE | | 35,400 | 0 | 0 |
CASELLA WASTE SYS INC CL A | COM | 147448104 | 3,995 | 52,300 | SH | | SOLE | | 52,300 | 0 | 0 |
CAVCO INDUSTRIES | COM | 149568107 | 4,885 | 23,740 | SH | | SOLE | | 23,740 | 0 | 0 |
CDLX 1 9/15/25 | CONVERTIBLE BOND | 14161WAB1 | 474 | 780,000 | PRN | | SOLE | | 780,000 | 0 | 0 |
CHASE CORP | COM | 16150R104 | 3,217 | 38,500 | SH | | SOLE | | 38,500 | 0 | 0 |
CHESAPEAKE UTILS CORP COM | COM | 165303108 | 1,059 | 9,180 | SH | | SOLE | | 9,180 | 0 | 0 |
CHRS 1 1/2 4/15/26 | CONVERTIBLE BOND | 19249HAB9 | 204 | 255,000 | PRN | | SOLE | | 255,000 | 0 | 0 |
CHURCHILL DOWNS INC COM | COM | 171484108 | 735 | 3,990 | SH | | SOLE | | 3,990 | 0 | 0 |
CIRCOR INTL INC COM | COM | 17273K109 | 1,233 | 74,766 | SH | | SOLE | | 74,766 | 0 | 0 |
CITIZENS & NORTHN CORP COM | COM | 172922106 | 400 | 16,560 | SH | | SOLE | | 16,560 | 0 | 0 |
CNMD 2 5/8 2/1/24 | CONVERTIBLE BOND | 207410AF8 | 383 | 350,000 | PRN | | SOLE | | 350,000 | 0 | 0 |
COLUMBUS MCKINNON CORP N Y COM | COM | 199333105 | 1,944 | 74,300 | SH | | SOLE | | 74,300 | 0 | 0 |
COMMERCIAL VEH GROUP INC COM | COM | 202608105 | 1,410 | 313,300 | SH | | SOLE | | 313,300 | 0 | 0 |
COMTECH TELECOMMUNICATIONS CCO | COM | 205826209 | 1,897 | 189,500 | SH | | SOLE | | 189,500 | 0 | 0 |
CONFORMIS INC COM | COM | 20717E105 | 35 | 185,000 | SH | | SOLE | | 185,000 | 0 | 0 |
CONSOLIDATED WATER CO LTD ORD | COM | G23773107 | 938 | 61,000 | SH | | SOLE | | 61,000 | 0 | 0 |
CORE MOLDING TECH COM | COM | 218683100 | 1,663 | 167,500 | SH | | SOLE | | 167,500 | 0 | 0 |
CTS CORP | COM | 126501105 | 10,187 | 244,580 | SH | | SOLE | | 244,580 | 0 | 0 |
CUTERA INC COM | COM | 232109108 | 11,020 | 241,660 | SH | | SOLE | | 241,660 | 0 | 0 |
CUTR 2 1/4 3/15/26 | CONVERTIBLE BOND | 232109AB4 | 456 | 300,000 | PRN | | SOLE | | 300,000 | 0 | 0 |
DAKTRONICS INC COM | COM | 234264109 | 122 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
DANA HOLDING CORP COM | COM | 235825205 | 543 | 47,500 | SH | | SOLE | | 47,500 | 0 | 0 |
DAWSON GEOPHYSICAL CO NEW COM | COM | 239360100 | 38 | 24,000 | SH | | SOLE | | 24,000 | 0 | 0 |
DBX 0 3/1/28 | CONVERTIBLE BOND | 26210CAD6 | 428 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
DENNYS CORP COM | COM | 24869P104 | 536 | 57,000 | SH | | SOLE | | 57,000 | 0 | 0 |
DHI GROUP INC COM | COM | 23331S100 | 242 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
DHR 5 4/15/23 | CONVERTIBLE PREF | 235851409 | 674 | 500 | SH | | SOLE | | 500 | 0 | 0 |
DIEBOLD NIXDORF | COM | 253651103 | 630 | 258,000 | SH | | SOLE | | 258,000 | 0 | 0 |
DIGI INTL INC COM | COM | 253798102 | 2,212 | 64,000 | SH | | SOLE | | 64,000 | 0 | 0 |
DISH 0 12/15/25 | CONVERTIBLE BOND | 25470MAF6 | 461 | 700,000 | PRN | | SOLE | | 700,000 | 0 | 0 |
DISTRIBUTION SOLUTIONS GROUP | COM | 520776105 | 5,226 | 185,500 | SH | | SOLE | | 185,500 | 0 | 0 |
DUCOMMUN INC DEL COM | COM | 264147109 | 7,160 | 180,540 | SH | | SOLE | | 180,540 | 0 | 0 |
EASTERN CO COM | COM | 276317104 | 5,170 | 298,000 | SH | | SOLE | | 298,000 | 0 | 0 |
ELECTROMED INC COM | COM | 285409108 | 360 | 35,142 | SH | | SOLE | | 35,142 | 0 | 0 |
ELY 2 3/4 5/1/26 | CORPORATE BONDS | 131193AE4 | 465 | 360,000 | PRN | | SOLE | | 360,000 | 0 | 0 |
ENERGY RECOVERY INC | COM | 29270J100 | 652 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
EXACT SCIENCES 0.375 03/01/28 | CONVERTIBLE BOND | 30063PAC9 | 320 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
EXELIXIS INC COM | COM | 30161Q104 | 956 | 61,000 | SH | | SOLE | | 61,000 | 0 | 0 |
EXTREME NETWORKS INC COM | COM | 30226D106 | 1,176 | 90,000 | SH | | SOLE | | 90,000 | 0 | 0 |
EYE 2 1/2 5/15/25 | CONVERTIBLE BOND | 63845RAB3 | 453 | 365,000 | PRN | | SOLE | | 365,000 | 0 | 0 |
F N B CORP PA COM | COM | 302520101 | 858 | 74,000 | SH | | SOLE | | 74,000 | 0 | 0 |
FARMER BROS CO | COM | 307675108 | 1,950 | 415,700 | SH | | SOLE | | 415,700 | 0 | 0 |
FARMERS NATL BANC CORP COM | COM | 309627107 | 524 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
FEDERAL SIGNAL CORP COM | COM | 313855108 | 4,105 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
FIRST INTERNET BANCORP COM | COM | 320557101 | 895 | 26,440 | SH | | SOLE | | 26,440 | 0 | 0 |
FLUSHING FINL CORP COM | COM | 343873105 | 7,579 | 391,300 | SH | | SOLE | | 391,300 | 0 | 0 |
FOSTER L B CO COM | COM | 350060109 | 1,576 | 161,479 | SH | | SOLE | | 161,479 | 0 | 0 |
FOUR 0 12/15/25 | CORPORATE BONDS | 82452JAB5 | 490 | 565,000 | PRN | | SOLE | | 565,000 | 0 | 0 |
FREQUENCY ELECTRS INC COM | COM | 358010106 | 68 | 11,900 | SH | | SOLE | | 11,900 | 0 | 0 |
FRP HLDGS INC COM | COM | 30292L107 | 1,134 | 20,867 | SH | | SOLE | | 20,867 | 0 | 0 |
FS BANCORP INC COM | COM | 30263Y104 | 875 | 32,116 | SH | | SOLE | | 32,116 | 0 | 0 |
GAMBLING.COM GROUP LTD | COM | G3R239101 | 1,474 | 194,000 | SH | | SOLE | | 194,000 | 0 | 0 |
GAN LTD ORD SHS | COM | G3728V109 | 62 | 28,000 | SH | | SOLE | | 28,000 | 0 | 0 |
GARRETT MOTION INC | COM | 366505105 | 283 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
GENCOR INDS INC COM | COM | 368678108 | 4,289 | 476,037 | SH | | SOLE | | 476,037 | 0 | 0 |
GENIUS SPORTS LTD | COM | G3934V109 | 73 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
GENTHERM INC COM | COM | 37253A103 | 606 | 12,190 | SH | | SOLE | | 12,190 | 0 | 0 |
GIBRALTER INDUSTRIES INC | COM | 374689107 | 3,827 | 93,500 | SH | | SOLE | | 93,500 | 0 | 0 |
GOLDEN ENTERTAINMENT INC | COM | 381013101 | 4,239 | 121,500 | SH | | SOLE | | 121,500 | 0 | 0 |
GORMAN RUPP CO | COM | 383082104 | 2,046 | 86,000 | SH | | SOLE | | 86,000 | 0 | 0 |
GRAHAM CORP COM | COM | 384556106 | 984 | 112,000 | SH | | SOLE | | 112,000 | 0 | 0 |
GRAY TELEVISION, INC | COM | 389375106 | 3,453 | 241,120 | SH | | SOLE | | 241,120 | 0 | 0 |
GRAY TELEVISION, INC CL A | COM | 389375205 | 1,124 | 86,600 | SH | | SOLE | | 86,600 | 0 | 0 |
GRIFFON CORP COM | COM | 398433102 | 8,792 | 297,840 | SH | | SOLE | | 297,840 | 0 | 0 |
GYRODYNE LLC COM | COM | 403829104 | 155 | 16,138 | SH | | SOLE | | 16,138 | 0 | 0 |
HANOVER BANCORP INC/NY | COM | 410710206 | 287 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
HAWKINS INC COM | COM | 420261109 | 2,840 | 72,840 | SH | | SOLE | | 72,840 | 0 | 0 |
HERC HLDGS INC COM | COM | 42704L104 | 623 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
HOMESTREET INC COM | COM | 43785V102 | 787 | 27,300 | SH | | SOLE | | 27,300 | 0 | 0 |
I3 VERTICALS INC COM CL A | COM | 46571Y107 | 2,203 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
IAA SPINCO INC COM | COM | 449253103 | 430 | 13,500 | SH | | SOLE | | 13,500 | 0 | 0 |
ICC HOLDINGS INC | COM | 44931Q104 | 259 | 17,000 | SH | | SOLE | | 17,000 | 0 | 0 |
ICF INTL INC COM | COM | 44925C103 | 2,156 | 19,780 | SH | | SOLE | | 19,780 | 0 | 0 |
IMAX CORP COM | COM | 45245E113 | 424 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
INDUS REALTY TRUST INC | COM | 45580R103 | 10,535 | 201,166 | SH | | SOLE | | 201,166 | 0 | 0 |
INFN 2 1/2 3/1/2027 | CORPORATE BONDS | 45667GAE3 | 694 | 750,000 | PRN | | SOLE | | 750,000 | 0 | 0 |
INFUSYSTEM HLDGS INC COM | COM | 45685K102 | 1,398 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
INGLES MKTS INC CL A | COM | 457030104 | 840 | 10,600 | SH | | SOLE | | 10,600 | 0 | 0 |
INN 1 1/2 2/15/26 | CONVERTIBLE BOND | 866082AA8 | 324 | 385,000 | PRN | | SOLE | | 385,000 | 0 | 0 |
INNOVATE CORP | COM | 45784J105 | 210 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
INNOVATIVE SOLUTIONS & SUPPOCO | COM | 45769N105 | 915 | 106,000 | SH | | SOLE | | 106,000 | 0 | 0 |
INSPIRED ENTMT INC COM | COM | 45782N108 | 3,141 | 355,721 | SH | | SOLE | | 355,721 | 0 | 0 |
INTEGER HOLDINGS CORP | COM | 45826H109 | 1,352 | 21,730 | SH | | SOLE | | 21,730 | 0 | 0 |
INTEVAC INC COM | COM | 461148108 | 1,032 | 222,000 | SH | | SOLE | | 222,000 | 0 | 0 |
INVITAE CORP COM | COM | 46185L103 | 25 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
IRIDIUM COMMUNICATIONS INC COM | COM | 46269C102 | 333 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
ISPECIMEN INC COM | COM | 45032V108 | 66 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
IVC 4 1/4 3/15/26 | CONVERTIBLE BOND | 461203AQ4 | 170 | 365,000 | PRN | | SOLE | | 365,000 | 0 | 0 |
JBLU 0 1/2 4/1/26 | CONVERTIBLE BOND | 477143AP6 | 488 | 680,000 | PRN | | SOLE | | 680,000 | 0 | 0 |
JOHN BEAN TECHNOLOGIES CORP CO | COM | 477839104 | 860 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
JOHNSON OUTDOORS INC CL A | COM | 479167108 | 257 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
KAMAN CORP | COM | 483548103 | 3,933 | 140,830 | SH | | SOLE | | 140,830 | 0 | 0 |
KAR AUCTION SVCS INC COM | COM | 48238T109 | 355 | 31,800 | SH | | SOLE | | 31,800 | 0 | 0 |
KIMBALL ELECTRONICS INC COM | COM | 49428J109 | 607 | 35,400 | SH | | SOLE | | 35,400 | 0 | 0 |
KIMBALL INTL INC CL B | COM | 494274103 | 1,591 | 253,000 | SH | | SOLE | | 253,000 | 0 | 0 |
KKR & CO INC CL A | COM | 48251W104 | 2,688 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
LA Z BOY CHAIR CO | COM | 505336107 | 745 | 33,000 | SH | | SOLE | | 33,000 | 0 | 0 |
LANDS END INC NEW COM | COM | 51509F105 | 154 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
LEE ENTERPRISES INC COM | COM | 523768406 | 343 | 19,500 | SH | | SOLE | | 19,500 | 0 | 0 |
LEGACY HOUSING CORP COM | COM | 52472M101 | 1,384 | 80,700 | SH | | SOLE | | 80,700 | 0 | 0 |
LEMAITRE VASCULAR INC COM | COM | 525558201 | 279 | 5,500 | SH | | SOLE | | 5,500 | 0 | 0 |
LENDINGTREE INC DTD 07/15/2 0. | CONVERTIBLE BOND | 52603BAD9 | 178 | 250,000 | PRN | | SOLE | | 250,000 | 0 | 0 |
LIFETIME BRANDS INC COM | COM | 53222Q103 | 1,656 | 244,675 | SH | | SOLE | | 244,675 | 0 | 0 |
LIMONEIRA CO COM | COM | 532746104 | 2,676 | 203,000 | SH | | SOLE | | 203,000 | 0 | 0 |
LINDSAY CORP | COM | 535555106 | 427 | 2,980 | SH | | SOLE | | 2,980 | 0 | 0 |
LITE 1/2 12/15/26 | CONVERTIBLE BOND | 55024UAD1 | 469 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
LLNW 3 1/2 8/1/25 | CORPORATE BONDS | 53261MAB0 | 636 | 700,000 | PRN | | SOLE | | 700,000 | 0 | 0 |
LRN 1 1/8 9/1/27 | CONVERTIBLE BOND | 86333MAA6 | 1,122 | 1,100,000 | PRN | | SOLE | | 1,100,000 | 0 | 0 |
LUV 1 1/4 5/1/25 | CONVERTIBLE BOND | 844741BG2 | 1,150 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
MANITOWOC CO INC COM NEW | COM | 563571405 | 167 | 21,500 | SH | | SOLE | | 21,500 | 0 | 0 |
MARCUS CORP COM | COM | 566330106 | 1,007 | 72,500 | SH | | SOLE | | 72,500 | 0 | 0 |
MARINE PRODS CORP COM | COM | 568427108 | 3,384 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
MARINEMAX INC COM | COM | 567908108 | 387 | 13,000 | SH | | SOLE | | 13,000 | 0 | 0 |
MATERIALISE NV SPONSORED ADS | COM | 57667T100 | 107 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
MEDALLION FINANCIAL CORP | COM | 583928106 | 716 | 102,000 | SH | | SOLE | | 102,000 | 0 | 0 |
MELI 2 8/15/28 | CONVERTIBLE BOND | 58733RAD4 | 595 | 300,000 | PRN | | SOLE | | 300,000 | 0 | 0 |
MESA LABS INC COM | COM | 59064R109 | 662 | 4,700 | SH | | SOLE | | 4,700 | 0 | 0 |
METHODE ELECTRS INC CL A | COM | 591520200 | 773 | 20,800 | SH | | SOLE | | 20,800 | 0 | 0 |
MIDDLEBY CORP COM | COM | 596278101 | 2,310 | 18,020 | SH | | SOLE | | 18,020 | 0 | 0 |
MIDDLESEX WTR CO COM | COM | 596680108 | 521 | 6,752 | SH | | SOLE | | 6,752 | 0 | 0 |
MITEK SYS INC COM NEW | COM | 606710200 | 1,255 | 137,000 | SH | | SOLE | | 137,000 | 0 | 0 |
MODINE MFG CO | COM | 607828100 | 4,594 | 355,000 | SH | | SOLE | | 355,000 | 0 | 0 |
MONEYGRAM INTERNATIONAL INC CO | COM | 60935Y208 | 260 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
MOTORCAR PTS & ACCESSORS INCCO | COM | 620071100 | 274 | 18,000 | SH | | SOLE | | 18,000 | 0 | 0 |
MOVADO GROUP INC COM | COM | 624580106 | 1,395 | 49,500 | SH | | SOLE | | 49,500 | 0 | 0 |
MSA SAFETY INC COM | COM | 553498106 | 852 | 7,800 | SH | | SOLE | | 7,800 | 0 | 0 |
MYERS INDS INC | COM | 628464109 | 12,416 | 753,870 | SH | | SOLE | | 753,870 | 0 | 0 |
MYR GROUP INC DEL COM | COM | 55405W104 | 1,923 | 22,700 | SH | | SOLE | | 22,700 | 0 | 0 |
NAPCO SEC SYS INC COM | COM | 630402105 | 872 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
NATHANS FAMOUS INC NEW COM | COM | 632347100 | 14,022 | 220,234 | SH | | SOLE | | 220,234 | 0 | 0 |
NATURAL GROCERS BY VITAMIN CCO | COM | 63888U108 | 173 | 16,000 | SH | | SOLE | | 16,000 | 0 | 0 |
NAUTILUS INC | COM | 63910B102 | 17 | 10,500 | SH | | SOLE | | 10,500 | 0 | 0 |
NAVIGATOR HOLDINGS LTD SHS | COM | Y62132108 | 1,151 | 100,530 | SH | | SOLE | | 100,530 | 0 | 0 |
NCLH 5 3/8 8/1/25 | CORPORATE BONDS | 62886HAX9 | 249 | 250,000 | PRN | | SOLE | | 250,000 | 0 | 0 |
NEOGEN CORP COM | COM | 640491106 | 2,962 | 212,000 | SH | | SOLE | | 212,000 | 0 | 0 |
NEOGENOMICS INC COM NEW | COM | 64049M209 | 521 | 60,500 | SH | | SOLE | | 60,500 | 0 | 0 |
NEURONETICS INC COM | COM | 64131A105 | 184 | 58,000 | SH | | SOLE | | 58,000 | 0 | 0 |
NICE 0 9/15/25 | CONVERTIBLE BOND | 653656AB4 | 632 | 680,000 | PRN | | SOLE | | 680,000 | 0 | 0 |
NICE 1 1/4 1/15/24 | CONVERTIBLE BOND | 65366HAB9 | 463 | 205,000 | PRN | | SOLE | | 205,000 | 0 | 0 |
OCEANFIRST FINL CORP COM | COM | 675234108 | 361 | 19,390 | SH | | SOLE | | 19,390 | 0 | 0 |
OIL DRI CORP AMER COM | COM | 677864100 | 654 | 27,020 | SH | | SOLE | | 27,020 | 0 | 0 |
OMNICELL INC COM | COM | 68213N109 | 566 | 6,500 | SH | | SOLE | | 6,500 | 0 | 0 |
OPKO HEALTH INC COM | COM | 68375N103 | 397 | 210,000 | SH | | SOLE | | 210,000 | 0 | 0 |
OPTION CARE HEALTH INC | COM | 68404L201 | 661 | 21,000 | SH | | SOLE | | 21,000 | 0 | 0 |
ORTHOFIX MED INC COM | COM | 68752M108 | 1,198 | 62,700 | SH | | SOLE | | 62,700 | 0 | 0 |
OTONOMO TECHNOLOGIES LTD ORDIN | COM | M7571L103 | 18 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
PACIFIC PREMIER BANCORP COM | COM | 69478X105 | 341 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |
PAR 2 7/8 4/15/26 | CONVERTIBLE BOND | 698884AC7 | 988 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
PARATEK PHARMACEUTICALS INC CO | COM | 699374302 | 113 | 44,000 | SH | | SOLE | | 44,000 | 0 | 0 |
PARK AEROSPACE CORP | COM | 70014A104 | 712 | 64,500 | SH | | SOLE | | 64,500 | 0 | 0 |
PARK OHIO HLDGS CORP COM | COM | 700666100 | 2,245 | 198,500 | SH | | SOLE | | 198,500 | 0 | 0 |
PEB 1 3/4 12/15/26 | CONVERTIBLE BOND | 70509VAA8 | 176 | 200,000 | PRN | | SOLE | | 200,000 | 0 | 0 |
PETQ 4 6/1/26 | CORPORATE BONDS | 71639TAB2 | 402 | 490,000 | PRN | | SOLE | | 490,000 | 0 | 0 |
PFSWEB INC COM NEW | COM | 717098206 | 2,433 | 261,000 | SH | | SOLE | | 261,000 | 0 | 0 |
PINEAPPLE ENERGY INC | COM | 72303P107 | 33 | 38,000 | SH | | SOLE | | 38,000 | 0 | 0 |
PLAYAGS INC COM | COM | 72814N104 | 1,230 | 232,000 | SH | | SOLE | | 232,000 | 0 | 0 |
PLAYSTUDIOS INC | COM | 72815G108 | 109 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
PODD 3/8 9/1/26 144A | CONVERTIBLE BOND | 45784PAK7 | 1,181 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
POST HOLDINGS PARTNERING COR | COM | 737465203 | 2,770 | 285,000 | SH | | SOLE | | 285,000 | 0 | 0 |
PRIMIS FINANCIAL CORP COM | COM | 74167B109 | 388 | 32,000 | SH | | SOLE | | 32,000 | 0 | 0 |
PRIMO WATER CORP | COM | 74167P108 | 188 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
PRO 2 1/4 9/15/27 | CONVERTIBLE BOND | 74346YAG8 | 409 | 465,000 | PRN | | SOLE | | 465,000 | 0 | 0 |
PROGRESS SOFTWARE CORP 1.000 | CONVERTIBLE BOND | 743312AB6 | 807 | 860,000 | PRN | | SOLE | | 860,000 | 0 | 0 |
PRTK 4 3/4 5/1/24 | CONVERTIBLE BOND | 699374AB0 | 354 | 400,000 | PRN | | SOLE | | 400,000 | 0 | 0 |
PZENA INVESTMENT MGMT INC CLAS | COM | 74731Q103 | 1,232 | 130,000 | SH | | SOLE | | 130,000 | 0 | 0 |
READING INTERNATIONAL INC CL B | COM | 755408200 | 1,391 | 74,400 | SH | | SOLE | | 74,400 | 0 | 0 |
READING INTL INC CL A | COM | 755408101 | 935 | 284,269 | SH | | SOLE | | 284,269 | 0 | 0 |
RENASANT CORP COM | COM | 07597E111 | 1,053 | 33,651 | SH | | SOLE | | 33,651 | 0 | 0 |
RGC RES INC COM | COM | 74955L103 | 1,133 | 53,810 | SH | | SOLE | | 53,810 | 0 | 0 |
RPC INC. COMMON | COM | 749660106 | 416 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
RUSH ENTERPRISES INC CL A | COM | 781846209 | 1,696 | 38,660 | SH | | SOLE | | 38,660 | 0 | 0 |
RUSH ENTERPRISES INC CL B | COM | 781846308 | 4,168 | 87,000 | SH | | SOLE | | 87,000 | 0 | 0 |
RUSH STREET INTERACTIVE INC CO | COM | 782011100 | 74 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
SANDY SPRING BANCORP INC COM | COM | 800363103 | 934 | 26,500 | SH | | SOLE | | 26,500 | 0 | 0 |
SCHMITT INDS INC ORE COM NEW | COM | 806870200 | 1,228 | 593,000 | SH | | SOLE | | 593,000 | 0 | 0 |
SCRIPPS E W CO OHIO CL A | COM | 811054402 | 3,853 | 341,900 | SH | | SOLE | | 341,900 | 0 | 0 |
SILVERCREST ASSET MGMT GROUPCL | COM | 828359109 | 1,153 | 70,500 | SH | | SOLE | | 70,500 | 0 | 0 |
SINCLAIR BROADCAST GROUP INCCL | COM | 829226109 | 579 | 32,000 | SH | | SOLE | | 32,000 | 0 | 0 |
SJW GROUP | COM | 784305104 | 3,589 | 62,304 | SH | | SOLE | | 62,304 | 0 | 0 |
SKYLINE CHAMPION CORPORATION | COM | 830830105 | 3,886 | 73,500 | SH | | SOLE | | 73,500 | 0 | 0 |
SOUTH ST CORP COM | COM | 840441109 | 5,874 | 74,240 | SH | | SOLE | | 74,240 | 0 | 0 |
SOUTHERN FIRST BANCSHARES INCO | COM | 842873101 | 3,125 | 75,010 | SH | | SOLE | | 75,010 | 0 | 0 |
SPORTSMANS WHSE HLDGS INC COM | COM | 84920Y106 | 208 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
SRPT 1.250 09/15/27 | CONVERTIBLE BOND | 803607AC4 | 263 | 255,000 | PRN | | SOLE | | 255,000 | 0 | 0 |
STANDARD MTR PRODS INC CLASS A | COM | 853666105 | 1,561 | 48,028 | SH | | SOLE | | 48,028 | 0 | 0 |
STANDEX INTL CORP | COM | 854231107 | 1,208 | 14,800 | SH | | SOLE | | 14,800 | 0 | 0 |
STARRETT L S CO CL A | COM | 855668109 | 596 | 67,500 | SH | | SOLE | | 67,500 | 0 | 0 |
STEEL PARTNERS HLDGS L P | COM | 85814R107 | 3,847 | 92,700 | SH | | SOLE | | 92,700 | 0 | 0 |
STERIS PLC | COM | G8473T100 | 216 | 1,300 | SH | | SOLE | | 1,300 | 0 | 0 |
STONERIDGE INC | COM | 86183P102 | 1,865 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
SURMODICS INC COM | COM | 868873100 | 1,520 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
S&W SEED CO COM | COM | 785135104 | 299 | 410,000 | SH | | SOLE | | 410,000 | 0 | 0 |
TEAM INC COM | COM | 878155100 | 42 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
TEJON RANCH CO DEL COM | COM | 879080109 | 1,411 | 98,000 | SH | | SOLE | | 98,000 | 0 | 0 |
TENNANT CO | COM | 880345103 | 1,281 | 22,650 | SH | | SOLE | | 22,650 | 0 | 0 |
TERRITORIAL BANCORP INC COM | COM | 88145X108 | 556 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
TITAN INTL INC ILL COM | COM | 88830M102 | 249 | 20,500 | SH | | SOLE | | 20,500 | 0 | 0 |
TITAN MACHY INC COM | COM | 88830R101 | 3,928 | 139,000 | SH | | SOLE | | 139,000 | 0 | 0 |
TOWNSQUARE MEDIA INC CL A | COM | 892231101 | 1,089 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
TRANSACT TECHNOLOGIES INC COM | COM | 892918103 | 120 | 33,000 | SH | | SOLE | | 33,000 | 0 | 0 |
TRAVELCENTERS OF AMERICA INCCO | COM | 89421B109 | 647 | 12,000 | SH | | SOLE | | 12,000 | 0 | 0 |
TREDEGAR INDS INC | COM | 894650100 | 2,530 | 268,000 | SH | | SOLE | | 268,000 | 0 | 0 |
TRINITY PL HLDGS INC COM | COM | 89656D101 | 388 | 440,000 | SH | | SOLE | | 440,000 | 0 | 0 |
TRUSTCO BK CORP N Y COM NEW | COM | 898349204 | 315 | 10,010 | SH | | SOLE | | 10,010 | 0 | 0 |
TWIN DISC INC COM | COM | 901476101 | 1,290 | 112,500 | SH | | SOLE | | 112,500 | 0 | 0 |
TWOU 2 1/4 5/1/25 | CONVERTIBLE BOND | 90214JAB7 | 751 | 1,100,000 | PRN | | SOLE | | 1,100,000 | 0 | 0 |
TYLER TECHNOLOGIES INC COM | COM | 902252105 | 348 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
ULTRA CLEAN HLDGS INC COM | COM | 90385V107 | 2,395 | 93,000 | SH | | SOLE | | 93,000 | 0 | 0 |
ULTRALIFE BATTERIES INC COM | COM | 903899102 | 823 | 171,000 | SH | | SOLE | | 171,000 | 0 | 0 |
UNITED BANKSHARES INC WEST VCO | COM | 909907107 | 311 | 8,701 | SH | | SOLE | | 8,701 | 0 | 0 |
UNITED GUARDIAN INC COM | COM | 910571108 | 801 | 70,511 | SH | | SOLE | | 70,511 | 0 | 0 |
UNIVERSAL TECHNICAL INST INCCO | COM | 913915104 | 517 | 95,000 | SH | | SOLE | | 95,000 | 0 | 0 |
UPSTART HLDGS IND 0.25 08/15/ | CORPORATE BONDS | 91680MAB3 | 424 | 750,000 | PRN | | SOLE | | 750,000 | 0 | 0 |
VALLEY NATL BANCORP COM | COM | 919794107 | 552 | 51,152 | SH | | SOLE | | 51,152 | 0 | 0 |
VALUE LINE INC | COM | 920437100 | 1,396 | 31,800 | SH | | SOLE | | 31,800 | 0 | 0 |
VERINT SYS INC 0.250 04/15/26 | CORPORATE BONDS | 92343XAC4 | 767 | 925,000 | PRN | | SOLE | | 925,000 | 0 | 0 |
VIAD CORP COM NEW | COM | 92552R406 | 1,679 | 53,160 | SH | | SOLE | | 53,160 | 0 | 0 |
VILLAGE SUPER MKT INC CL A NEW | COM | 927107409 | 2,477 | 128,167 | SH | | SOLE | | 128,167 | 0 | 0 |
VISHAY PRECISION GROUP INC COM | COM | 92835K103 | 2,071 | 70,000 | SH | | SOLE | | 70,000 | 0 | 0 |
VRNS 1 1/4 8/15/25 | CONVERTIBLE BOND | 922280AB8 | 406 | 365,000 | PRN | | SOLE | | 365,000 | 0 | 0 |
WABASH NATL CORP COM | COM | 929566107 | 996 | 64,000 | SH | | SOLE | | 64,000 | 0 | 0 |
WASHINGTON TR BANCORP COM | COM | 940610108 | 2,040 | 43,900 | SH | | SOLE | | 43,900 | 0 | 0 |
WATERSTONE FINL INC MD COM | COM | 94188P101 | 1,209 | 74,800 | SH | | SOLE | | 74,800 | 0 | 0 |
WEBSTER FINL CORP WATERBURY CO | COM | 947890109 | 1,898 | 42,002 | SH | | SOLE | | 42,002 | 0 | 0 |
WESTERN NEW ENGLAND BANCORP | COM | 958892101 | 688 | 84,580 | SH | | SOLE | | 84,580 | 0 | 0 |
WILLAMETTE VY VINEYARD INC COM | COM | 969136100 | 142 | 23,000 | SH | | SOLE | | 23,000 | 0 | 0 |
WILLDAN GROUP INC COM | COM | 96924N100 | 1,392 | 94,000 | SH | | SOLE | | 94,000 | 0 | 0 |
WILLIAMS INDL SVCS GROUP INC C | COM | 96951A104 | 19 | 13,000 | SH | | SOLE | | 13,000 | 0 | 0 |
WINNEBAGO INDS INC COM | COM | 974637100 | 2,059 | 38,700 | SH | | SOLE | | 38,700 | 0 | 0 |
WK 1 1/8 8/15/26 | CONVERTIBLE BOND | 98139AAB1 | 697 | 600,000 | PRN | | SOLE | | 600,000 | 0 | 0 |
WORLD WRESTLING ENTERTAINMENT | COM | 98156Q108 | 1,789 | 25,500 | SH | | SOLE | | 25,500 | 0 | 0 |
YORK WTR CO COM | COM | 987184108 | 1,653 | 43,007 | SH | | SOLE | | 43,007 | 0 | 0 |
ZS 1/8 7/1/25 | CONVERTIBLE BOND | 98980GAB8 | 867 | 675,000 | PRN | | SOLE | | 675,000 | 0 | 0 |