The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |