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 3,068 123,000 SH   SOLE   123,000 0 0
A H BELO CORP COM CL A COM 001282102 28 20,000 SH   SOLE   20,000 0 0
A10 NETWORKS INC COM COM 002121101 573 90,000 SH   SOLE   90,000 0 0
AAR CORP COM COM 000361105 1,504 80,000 SH   SOLE   38,100 0 41,900
ABM INDS INC COM COM 000957100 1,463 39,900 SH   SOLE   19,300 0 20,600
ACCURAY INC COM COM 004397105 38 16,000 SH   SOLE   16,000 0 0
ACME UTD CORP COM COM 004816104 2,769 120,250 SH   SOLE   120,250 0 0
ADVANCED ENERGY INDS INC COM COM 007973100 1,611 25,600 SH   SOLE   12,500 0 13,100
AEP 6 1/8 3/15/22 CONVERTIBLE PREF 025537127 659 13,552 SH   SOLE   13,552 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 33,733 845,640 SH   SOLE   845,640 0 0
AGILYSYS INC COM 00847J105 290 12,000 SH   SOLE   12,000 0 0
AJRD 2 1/4 12/15/23 CONVERTIBLE BOND 007800AB1 398 250,000 PRN   SOLE   250,000 0 0
ALITHYA GROUP INC CL A SUB VTG COM 01643B106 1,656 742,821 SH   SOLE   742,821 0 0
ALLEGIANCE BANCSHARES INC COM COM 01748H107 1,169 50,000 SH   SOLE   50,000 0 0
ALLIED MOTION TECHNOLOGIES ICO COM 019330109 3,737 90,540 SH   SOLE   90,540 0 0
AMERICAN EAGLE OUTFITTERS INCO COM 02553E115 499 33,700 SH   SOLE   13,350 0 20,350
AMERICAN SOFTWARE INC CL A COM 029683109 2,533 180,380 SH   SOLE   180,380 0 0
AMN HEALTHCARE SVCS INC COM COM 001744101 468 8,000 SH   SOLE   4,100 0 3,900
AMPCO PITTSBURGH CORP COM 032037103 135 40,980 SH   SOLE   40,980 0 0
AMPCO-PITTSBURG CORP WT A EXP WARRANT AND RIGH 032037111 17 47,000 SH   SOLE   47,000 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 779 22,000 SH   SOLE   22,000 0 0
ARC DOCUMENT SOLUTIONS INC COM COM 00191G103 90 100,000 SH   SOLE   100,000 0 0
ARLO TECHNOLOGIES INC COM COM 04206A101 852 162,000 SH   SOLE   162,000 0 0
ARTESIAN RES CORP COM CL A COM 043113208 1,238 35,926 SH   SOLE   35,926 0 0
ASTEC INDS INC COM COM 046224101 14,702 271,000 SH   SOLE   271,000 0 0
ASTRONICS CORP COM COM 046433108 104 13,500 SH   SOLE   13,500 0 0
ATLANTIC AMERN CORP COM COM 048209100 36 18,000 SH   SOLE   18,000 0 0
ATLANTIC CAP BANCSHARES INC CO COM 048269203 3,358 295,858 SH   SOLE   275,258 0 20,600
ATLANTIC UN BANKSHARES CORP CO COM 04911A107 1,305 61,077 SH   SOLE   51,177 0 9,900
ATLAS AIR WORLDWIDE 1.875 06/ CONVERTIBLE BOND 049164BJ4 605 500,000 PRN   SOLE   500,000 0 0
AVID TECHNOLOGY INC COM 05367P100 2,773 324,000 SH   SOLE   324,000 0 0
AVIENT CORPORATION COM COM 05368V106 238 9,000 SH   SOLE   4,700 0 4,300
AZZ INC COM COM 002474104 597 17,500 SH   SOLE   17,500 0 0
BADGER METER INC COM COM 056525108 1,778 27,200 SH   SOLE   27,200 0 0
BANC OF CALIFORNIA INC COM COM 05990K106 257 25,400 SH   SOLE   12,900 0 12,500
BANK OF AMERICA CV PFD L 7.250 CONVERTIBLE PREF 060505682 896 600 SH   SOLE   600 0 0
BASSETT FURNITURE INDS COM 070203104 971 71,000 SH   SOLE   71,000 0 0
BEASLEY BROADCAST GRP INC. COM 074014101 776 626,000 SH   SOLE   626,000 0 0
BELLRING BRANDS INC COM CL A COM 079823100 311 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HILLS BANCORP INC CO COM 084680107 114 11,275 SH   SOLE   11,275 0 0
BIG 5 SPORTING GOODS CORP COM COM 08915P101 411 55,000 SH   SOLE   55,000 0 0
BIOTELEMETRY INC COM COM 090672106 4,689 102,870 SH   SOLE   102,870 0 0
BL 1/8 8/1/24 CONVERTIBLE BOND 09239BAB5 689 500,000 PRN   SOLE   500,000 0 0
BOSTON PRIVATE FINL HLDGS INCO COM 101119105 250 45,200 SH   SOLE   22,600 0 22,600
BOTTOMLINE TECH DEL INC COM COM 101388106 628 14,900 SH   SOLE   7,600 0 7,300
BOYD GAMING CORP COM 103304101 1,835 59,800 SH   SOLE   59,800 0 0
BROWN & BROWN INC COM COM 115236101 1,130 24,968 SH   SOLE   11,900 0 13,068
CABOT MICROELECTRONICS COM 12709P103 386 2,700 SH   SOLE   1,100 0 1,600
CADENCE BANCORPORATION CL A COM 12739A100 177 20,558 SH   SOLE   20,558 0 0
CADIZ INC COM 127537207 119 12,000 SH   SOLE   12,000 0 0
CAESARS ENTERTAINMENT INC COM COM 12769G100 1,289 23,000 SH   SOLE   23,000 0 0
CALAVO GROWERS INC COM COM 128246105 3,413 51,500 SH   SOLE   51,500 0 0
CALIFORNIA WTR SVC GROUP COM COM 130788102 1,056 24,300 SH   SOLE   24,300 0 0
CALLAWAY GOLF CO COM COM 131193104 1,162 60,717 SH   SOLE   60,717 0 0
CANTEL MEDICAL CORP COM COM 138098108 989 22,500 SH   SOLE   22,500 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 1,565 83,300 SH   SOLE   83,300 0 0
CARDIOVASCULAR SYS INC DEL COM COM 141619106 4,079 103,660 SH   SOLE   103,660 0 0
CARDLYTICS INC COM COM 14161W105 3,387 48,000 SH   SOLE   48,000 0 0
CAREDX INC COM 14167L103 360 9,500 SH   SOLE   9,500 0 0
CARETRUST REIT INC COM COM 14174T107 361 20,300 SH   SOLE   8,500 0 11,800
CARRIAGE SVCS INC CL A COM 143905107 1,896 85,000 SH   SOLE   85,000 0 0
CASELLA WASTE SYS INC CL A COM 147448104 5,306 95,000 SH   SOLE   95,000 0 0
CAVCO INDUSTRIES COM 149568107 5,481 30,400 SH   SOLE   30,400 0 0
CFX 5 3/4 1/15/22 CONVERTIBLE PREF 194014205 538 4,000 SH   SOLE   4,000 0 0
CHAMPIONX CORPORATION COM COM 15872M104 183 22,900 SH   SOLE   10,800 0 12,100
CHASE CORP COM 16150R104 4,587 48,078 SH   SOLE   48,078 0 0
CHENIERE ENERGY, INC. 4.250 0 CONVERTIBLE BOND 16411RAG4 576 800,000 PRN   SOLE   800,000 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 1,581 18,750 SH   SOLE   18,750 0 0
CHICKEN SOUP FOR THE SOUL ENCL COM 16842Q100 170 11,800 SH   SOLE   11,800 0 0
CHURCHILL DOWNS INC COM COM 171484108 1,736 10,600 SH   SOLE   10,600 0 0
CIM 7.000 04/01/23 CONVERTIBLE BOND 16934QAA7 379 300,000 PRN   SOLE   300,000 0 0
CIRCOR INTL INC COM COM 17273K109 1,711 62,566 SH   SOLE   52,566 0 10,000
CITIZENS & NORTHN CORP COM COM 172922106 269 16,560 SH   SOLE   16,560 0 0
CLOUDERA INC COM COM 18914U100 436 40,000 SH   SOLE   19,800 0 20,200
CNMD 2 5/8 2/1/24 CONVERTIBLE BOND 207410AF8 392 350,000 PRN   SOLE   350,000 0 0
COHEN & STEERS INC COM COM 19247A100 281 5,040 SH   SOLE   5,040 0 0
COLL 2 5/8 2/15/26 CONVERTIBLE BOND 19459JAA2 492 500,000 PRN   SOLE   500,000 0 0
COLUMBIA BKG SYS INC COM COM 197236102 451 18,901 SH   SOLE   8,400 0 10,501
COLUMBUS MCKINNON CORP N Y COM COM 199333105 3,190 96,360 SH   SOLE   96,360 0 0
COMMUNICATIONS SYS COM 203900105 1,339 349,500 SH   SOLE   349,500 0 0
COMTECH TELECOMMUNICATIONS CCO COM 205826209 1,274 91,000 SH   SOLE   91,000 0 0
CONFORMIS INC COM COM 20717E101 155 185,000 SH   SOLE   185,000 0 0
CONSOLIDATED COMM HLDGS INC CO COM 209034107 154 27,000 SH   SOLE   27,000 0 0
CONSOLIDATED WATER CO LTD ORD COM G23773107 645 62,000 SH   SOLE   62,000 0 0
CORE MOLDING TECH COM COM 218683100 1,582 178,500 SH   SOLE   178,500 0 0
COUP 1/8 6/15/25 CONVERTIBLE BOND 22266LAC0 255 140,000 PRN   SOLE   140,000 0 0
CPI AEROSTRUCTURES INC COM NEW COM 125919308 78 29,000 SH   SOLE   29,000 0 0
CSGS 4 1/4 3/15/36 CONVERTIBLE BOND 126349AF6 1,046 1,000,000 PRN   SOLE   1,000,000 0 0
CTS CORP COM 126501105 6,598 299,500 SH   SOLE   299,500 0 0
CUTERA INC COM COM 232109108 6,487 341,940 SH   SOLE   341,940 0 0
DAKTRONICS INC COM COM 234264109 166 42,000 SH   SOLE   42,000 0 0
DANA HOLDING CORP COM COM 235825205 616 50,000 SH   SOLE   50,000 0 0
DARLING INTL INC COM COM 237266101 2,000 55,500 SH   SOLE   26,700 0 28,800
DAWSON GEOPHYSICAL CO NEW COM COM 239360100 42 24,000 SH   SOLE   24,000 0 0
DENNYS CORP COM COM 24869P104 430 43,000 SH   SOLE   43,000 0 0
DHI GROUP INC COM COM 23331S100 102 45,000 SH   SOLE   45,000 0 0
DHR 4 3/4 4/15/22 CONVERTIBLE PREF 235851300 739 500 SH   SOLE   500 0 0
DIEBOLD NIXDORF COM 253651103 2,771 362,701 SH   SOLE   362,701 0 0
DIGI INTL INC COM COM 253798102 2,510 160,620 SH   SOLE   160,620 0 0
DIME CMNTY BANCORP INC COM COM 253922108 368 32,580 SH   SOLE   32,580 0 0
DISH 3 3/8 8/15/26 CONVERTIBLE BOND 25470MAB5 873 950,000 PRN   SOLE   950,000 0 0
DMY TECHNOLOGY GROUP INC UNIT UNITS 233253202 196 14,000 SH   SOLE   14,000 0 0
DTE ENERGY CO CORP UNITS UNITS 233331842 972 21,384 SH   SOLE   21,384 0 0
DUCOMMUN INC DEL COM COM 264147109 6,059 184,040 SH   SOLE   184,040 0 0
DXCM 3/4 12/1/23 CONVERTIBLE BOND 252131AH0 1,250 495,000 PRN   SOLE   495,000 0 0
EASTERN CO COM COM 276317104 6,500 333,000 SH   SOLE   333,000 0 0
ECPG 4 1/2 9/1/23 CONVERTIBLE BOND 29260UAA5 545 500,000 PRN   SOLE   500,000 0 0
ELAN 5.000 02/01/23 CONVERTIBLE PREF 28414H202 439 9,795 SH   SOLE   9,795 0 0
ELECTROMED INC COM COM 285409108 428 41,142 SH   SOLE   41,142 0 0
EMCOR GROUP INC COM COM 29084Q100 745 11,000 SH   SOLE   5,500 0 5,500
ENERGY RECOVERY INC COM 29270J100 246 30,000 SH   SOLE   30,000 0 0
ENTEGRIS INC COM COM 29362U104 3,851 51,800 SH   SOLE   40,700 0 11,100
ENTERCOM COMMUNICATIONS CORPCL COM 293639100 65 40,160 SH   SOLE   40,160 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 1,680 124,100 SH   SOLE   75,100 0 49,000
EVOQUA WATER TECHNOLOGIES COCO COM 30057T105 949 44,700 SH   SOLE   22,600 0 22,100
EXAS 3/8 3/15/27 CONVERTIBLE BOND 30063PAB1 1,058 900,000 PRN   SOLE   900,000 0 0
EXELIXIS INC COM COM 30161Q104 1,565 64,000 SH   SOLE   64,000 0 0
EXTREME NETWORKS INC COM COM 30226D106 1,742 433,300 SH   SOLE   338,300 0 95,000
F N B CORP PA COM COM 302520101 502 74,000 SH   SOLE   74,000 0 0
FARMER BROS CO COM 307675108 561 127,000 SH   SOLE   127,000 0 0
FARMERS NATL BANC CORP COM COM 309627107 437 40,000 SH   SOLE   40,000 0 0
FARO TECHNOLOGIES INC COM COM 311642102 909 14,900 SH   SOLE   7,500 0 7,400
FEDERAL SIGNAL CORP COM COM 313855108 4,241 145,000 SH   SOLE   145,000 0 0
FERRO CORP COM 315405100 11,560 932,260 SH   SOLE   877,060 0 55,200
FIRST FNDTN INC COM COM 32026V104 840 64,300 SH   SOLE   31,400 0 32,900
FIRST INTERNET BANCORP COM COM 320557101 463 31,440 SH   SOLE   31,440 0 0
FLOWSERVE CORP COM COM 34354P105 289 10,600 SH   SOLE   5,300 0 5,300
FLUSHING FINL CORP COM COM 343873105 4,243 403,300 SH   SOLE   403,300 0 0
FORMFACTOR INC COM COM 346375108 1,367 54,836 SH   SOLE   34,100 0 20,736
FOSTER L B CO COM COM 350060109 1,530 114,000 SH   SOLE   114,000 0 0
FREQUENCY ELECTRS INC COM COM 358010106 152 15,000 SH   SOLE   15,000 0 0
FRP HLDGS INC COM COM 30292L107 938 22,500 SH   SOLE   22,500 0 0
FS BANCORP INC COM COM 30263Y104 658 16,058 SH   SOLE   16,058 0 0
FTI CONSULTING INC COM COM 302941109 696 6,568 SH   SOLE   3,150 0 3,418
FULL HOUSE RESORTS INC COM COM 359678109 2,216 1,142,119 SH   SOLE   1,142,119 0 0
GENCOR INDS INC COM COM 368678108 5,427 492,000 SH   SOLE   492,000 0 0
GENTHERM INC COM COM 37253A103 499 12,190 SH   SOLE   12,190 0 0
GIBRALTER INDUSTRIES INC COM 374689107 6,775 104,000 SH   SOLE   104,000 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 654 20,400 SH   SOLE   9,300 0 11,100
GOLDEN ENTERTAINMENT INC COM 381013101 8,425 609,210 SH   SOLE   609,210 0 0
GORMAN RUPP CO COM 383082104 2,445 83,000 SH   SOLE   83,000 0 0
GP STRATEGIES CORP COM COM 36225V104 1,679 174,172 SH   SOLE   174,172 0 0
GRAHAM CORP COM COM 384556106 460 36,000 SH   SOLE   36,000 0 0
GRAY TELEVISION, INC COM 389375106 3,320 241,120 SH   SOLE   241,120 0 0
GRAY TELEVISION, INC CL A COM 389375205 1,057 86,293 SH   SOLE   86,293 0 0
GREENBRIER COS INC COM 393657101 1,205 41,000 SH   SOLE   19,900 0 21,100
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 14,407 269,550 SH   SOLE   269,550 0 0
GRIFFON CORP COM COM 398433102 8,760 448,313 SH   SOLE   448,313 0 0
GTY GOVTECH INC COM 362409104 179 67,500 SH   SOLE   67,500 0 0
GYRODYNE LLC COM COM 403829104 233 14,138 SH   SOLE   14,138 0 0
HAIN CELESTIAL GROUP INC COM 405217100 854 24,900 SH   SOLE   12,200 0 12,700
HALLMARK FINL SVCS INC ECCOM N COM 40624Q203 121 46,270 SH   SOLE   46,270 0 0
HANESBRANDS INC COM COM 410345102 608 38,600 SH   SOLE   18,800 0 19,800
HAWKINS INC COM COM 420261109 1,679 36,420 SH   SOLE   36,420 0 0
HC2 HLDGS INC COM COM 404139107 448 185,000 SH   SOLE   185,000 0 0
HEMISPHERE MEDIA GROUP INC CL COM 42365Q103 446 51,300 SH   SOLE   20,600 0 30,700
HERC HLDGS INC COM COM 42704L104 277 7,000 SH   SOLE   7,000 0 0
HESKA CORPORATION COM NEW COM 42805E306 217 2,200 SH   SOLE   2,200 0 0
HEXCEL CORP NEW COM COM 428291108 292 8,700 SH   SOLE   3,600 0 5,100
HOMESTREET INC COM COM 43785V102 703 27,300 SH   SOLE   27,300 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 1,106 505,000 SH   SOLE   505,000 0 0
I3 VERTICALS INC COM CL A COM 46571Y107 2,626 104,000 SH   SOLE   104,000 0 0
IAA SPINCO INC COM COM 449253103 755 14,500 SH   SOLE   14,500 0 0
ICC HOLDINGS INC COM 44931Q104 199 17,000 SH   SOLE   17,000 0 0
ICF INTL INC COM COM 44925C103 1,434 23,300 SH   SOLE   23,300 0 0
ICPT 2.000 05/15/26 CONVERTIBLE BOND 45845PAB4 208 300,000 PRN   SOLE   300,000 0 0
ICU MEDICAL INC COM 44930G107 653 3,572 SH   SOLE   1,780 0 1,792
IMAX CORP COM COM 45245E109 359 30,000 SH   SOLE   30,000 0 0
INFINERA CORPORATION COM COM 45667G103 1,464 237,700 SH   SOLE   114,700 0 123,000
INFUSYSTEM HLDGS INC COM COM 45685K102 3,541 276,248 SH   SOLE   276,248 0 0
INGLES MKTS INC CL A COM 457030104 2,843 74,740 SH   SOLE   74,740 0 0
INNOVATIVE SOLUTIONS & SUPPOCO COM 45769N105 787 115,000 SH   SOLE   115,000 0 0
INSPIRED ENTMT INC COM COM 45782N108 1,046 353,221 SH   SOLE   353,221 0 0
INTEGER HOLDINGS CORP COM 45826H109 1,357 23,000 SH   SOLE   23,000 0 0
INTERSECT ENT INC COM COM 46071F103 294 18,000 SH   SOLE   18,000 0 0
INTEVAC INC COM COM 461148108 854 155,030 SH   SOLE   155,030 0 0
INTRICON CORP COM COM 46121H109 2,334 191,665 SH   SOLE   191,665 0 0
INVESTORS BANCORP INC COM 46146L101 639 88,046 SH   SOLE   36,450 0 51,596
INVITAE CORP COM COM 46185L103 1,214 28,000 SH   SOLE   28,000 0 0
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 460 18,000 SH   SOLE   18,000 0 0
IVC 4 1/2 6/1/22 CONVERTIBLE BOND 461203AH4 350 400,000 PRN   SOLE   400,000 0 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 3,032 33,000 SH   SOLE   33,000 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 409 5,000 SH   SOLE   5,000 0 0
KAMAN CORP COM 483548103 5,814 149,200 SH   SOLE   149,200 0 0
KAMN 3 1/4 5/1/24 CONVERTIBLE BOND 483548AF0 296 300,000 PRN   SOLE   300,000 0 0
KAR AUCTION SVCS INC COM COM 48238T109 605 42,029 SH   SOLE   35,929 0 6,100
KENNAMETAL INC COM COM 489170100 359 12,400 SH   SOLE   4,900 0 7,500
KIMBALL ELECTRONICS INC COM COM 49428J109 595 51,500 SH   SOLE   51,500 0 0
KIMBALL INTL INC CL B COM 494274103 1,581 150,000 SH   SOLE   150,000 0 0
KINDRED BIOSCIENCES INC COM COM 494577109 112 26,000 SH   SOLE   26,000 0 0
KKR & CO INC CL A COM 48251W104 3,084 89,800 SH   SOLE   89,800 0 0
KN 3 1/4 11/1/21 CONVERTIBLE BOND 49926DAB5 955 900,000 PRN   SOLE   900,000 0 0
LA Z BOY CHAIR CO COM 505336107 1,107 35,000 SH   SOLE   35,000 0 0
LANDS END INC NEW COM COM 51509F105 899 69,000 SH   SOLE   69,000 0 0
LAWSON PRODS INC COM COM 520776105 11,017 268,502 SH   SOLE   268,502 0 0
LEGACY HOUSING CORP COM COM 52472M101 926 67,700 SH   SOLE   67,700 0 0
LENDING TREE INC. COM 52603B107 1,669 5,440 SH   SOLE   5,440 0 0
LIFETIME BRANDS INC COM COM 53222Q103 2,336 247,175 SH   SOLE   247,175 0 0
LIMELIGHT NETWORKS INC COM COM 53261M104 346 60,000 SH   SOLE   60,000 0 0
LIMONEIRA CO COM COM 532746104 3,189 223,000 SH   SOLE   223,000 0 0
LINDSAY CORP COM 535555106 481 4,980 SH   SOLE   4,980 0 0
LITHIA MOTORS INC. COM 536797103 1,368 6,000 SH   SOLE   6,000 0 0
LITTELFUSE INC COM 537008104 547 3,084 SH   SOLE   3,084 0 0
LIVE OAK BANCSHARES INC COM COM 53803X105 317 12,500 SH   SOLE   6,500 0 6,000
LPSN 3/4 3/1/24 CONVERTIBLE BOND 538146AB7 1,058 690,000 PRN   SOLE   690,000 0 0
LUMENTUM HLDGS INC COM COM 55024U109 756 10,068 SH   SOLE   4,822 0 5,246
LUV 1 1/4 5/1/25 CONVERTIBLE BOND 844741BG2 939 720,000 PRN   SOLE   720,000 0 0
LYDALL INC COM COM 550819106 1,334 80,680 SH   SOLE   80,680 0 0
MACQUARIE INFRASTRUCTURE COMPA COM 55608B105 296 11,000 SH   SOLE   11,000 0 0
MAGNOLIA OIL & GAS CORP CL A COM 559663109 365 70,600 SH   SOLE   32,700 0 37,900
MARCUS CORP COM COM 566330106 688 89,000 SH   SOLE   89,000 0 0
MARINE PRODS CORP COM COM 568427108 7,546 482,500 SH   SOLE   482,500 0 0
MARINEMAX INC COM COM 567908108 1,181 46,000 SH   SOLE   46,000 0 0
MARVELL TECHNOLOGY GRP LTD COM G5876H105 1,143 28,800 SH   SOLE   14,200 0 14,600
MATADOR RES CO COM COM 576485205 254 30,700 SH   SOLE   8,700 0 22,000
MATERIALISE NV SPONSORED ADS COM 57667T100 369 10,000 SH   SOLE   10,000 0 0
MCGRATH RENTCORP COM COM 580589109 834 14,000 SH   SOLE   6,600 0 7,400
MDC PARTNERS INC-A COM 552697104 64 40,000 SH   SOLE   40,000 0 0
MEDALLION FINANCIAL CORP COM 583928106 300 120,000 SH   SOLE   120,000 0 0
MELI 2 8/15/28 CONVERTIBLE BOND 58733RAD4 1,007 400,000 PRN   SOLE   400,000 0 0
MERCURY GEN CORP NEW COM COM 589400100 352 8,500 SH   SOLE   3,900 0 4,600
MEREDITH CORP COM 589433101 277 21,100 SH   SOLE   6,800 0 14,300
MERIDIAN BIOSCIENCE INC COM COM 589584101 425 25,000 SH   SOLE   25,000 0 0
MESA LABS INC COM COM 59064R109 1,911 7,500 SH   SOLE   7,500 0 0
METHODE ELECTRS INC CL A COM 591520200 593 20,800 SH   SOLE   20,800 0 0
MIDDLEBY CORP COM COM 596278101 3,310 36,900 SH   SOLE   36,900 0 0
MIDDLESEX WTR CO COM COM 596680108 1,624 26,133 SH   SOLE   26,133 0 0
MINERALS TECHNOLOGIES INC COM 603158106 552 10,800 SH   SOLE   6,800 0 4,000
MITEK SYS INC COM NEW COM 606710200 1,860 146,000 SH   SOLE   146,000 0 0
MODINE MFG CO COM 607828100 1,125 180,000 SH   SOLE   180,000 0 0
MONARCH CASINO & RESORT INC CO COM 609027107 268 6,000 SH   SOLE   6,000 0 0
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 424 150,000 SH   SOLE   150,000 0 0
MOTORCAR PTS & ACCESSORS INCCO COM 620071100 280 18,000 SH   SOLE   18,000 0 0
MOVADO GROUP INC COM COM 624580106 924 93,000 SH   SOLE   93,000 0 0
MSA SAFETY INC COM COM 553498106 1,073 8,000 SH   SOLE   8,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 958 92,200 SH   SOLE   42,300 0 49,900
MVC CAP COM COM 553829102 688 88,100 SH   SOLE   88,100 0 0
MYERS INDS INC COM 628464109 10,900 823,870 SH   SOLE   823,870 0 0
MYR GROUP INC DEL COM COM 55405W104 4,297 115,570 SH   SOLE   105,270 0 10,300
NAPCO SEC SYS INC COM COM 630402105 940 40,000 SH   SOLE   40,000 0 0
NATHANS FAMOUS INC NEW COM COM 632347100 11,123 217,034 SH   SOLE   217,034 0 0
NATIONAL CINEMEDIA INC COM COM 635309107 54 20,000 SH   SOLE   20,000 0 0
NATUS MEDICAL INC DEL COM COM 639050103 361 21,100 SH   SOLE   7,600 0 13,500
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 552 66,000 SH   SOLE   66,000 0 0
NAVISTAR INTL CORP COM COM 63934E108 522 12,000 SH   SOLE   12,000 0 0
NBIX 2 1/4 5/15/24 CONVERTIBLE BOND 64125CAD1 463 337,000 PRN   SOLE   337,000 0 0
NEE 4.872 9/1/22 CV PFD CONVERTIBLE PREF 65339F796 759 14,000 SH   SOLE   14,000 0 0
NEE 5.279 3/1/23 CONVERTIBLE PREF 65339F770 429 9,200 SH   SOLE   9,200 0 0
NEE 6.219 9/1/23 CONVERTIBLE PREF 65339F739 459 9,645 SH   SOLE   9,645 0 0
NEOGEN CORP COM COM 640491106 8,881 113,500 SH   SOLE   113,500 0 0
NEOGENOMICS INC COM NEW COM 64049M209 2,519 68,280 SH   SOLE   68,280 0 0
NETSCOUT SYS INC COM COM 64115T104 1,758 80,550 SH   SOLE   39,800 0 40,750
NEW SR INVT GROUP INC COM COM 648691103 112 28,000 SH   SOLE   28,000 0 0
NEW YORK CMNTY CAP TR V CV PFD CONVERTIBLE PREF 64944P307 264 6,000 SH   SOLE   6,000 0 0
NICE 1 1/4 1/15/24 CONVERTIBLE BOND 65366HAB9 557 205,000 PRN   SOLE   205,000 0 0
NLIGHT INC COM COM 65487K100 404 17,200 SH   SOLE   7,500 0 9,700
OCEANEERING INTL INC COM COM 675232102 132 37,600 SH   SOLE   16,100 0 21,500
OCEANFIRST FINL CORP COM COM 675234108 726 53,040 SH   SOLE   36,740 0 16,300
OFG BANCORP COM 67103X102 216 17,350 SH   SOLE   17,350 0 0
OIL DRI CORP AMER COM COM 677864100 1,263 35,300 SH   SOLE   35,300 0 0
OKTA 1/8 9/1/25 CONVERTIBLE BOND 679295AD7 658 500,000 PRN   SOLE   500,000 0 0
OLD NATL BANCORP IND COM COM 680033107 279 22,200 SH   SOLE   10,900 0 11,300
OMNICELL INC COM COM 68213N109 3,552 47,578 SH   SOLE   41,463 0 6,115
ONTO INNOVATION INC COM COM 683344105 1,400 47,000 SH   SOLE   23,500 0 23,500
OPKO HEALTH INC COM COM 68375N103 812 220,000 SH   SOLE   220,000 0 0
OPTION CARE HEALTH INC COM 68404L201 334 25,002 SH   SOLE   25,002 0 0
ORBCOMM INC COM COM 68555P100 1,683 495,000 SH   SOLE   495,000 0 0
ORTHOFIX MED INC COM COM 68752M108 1,952 62,700 SH   SOLE   62,700 0 0
OXFORD INDS INC COM COM 691497309 533 13,200 SH   SOLE   6,100 0 7,100
PACIFIC PREMIER BANCORP COM COM 69478X105 222 11,000 SH   SOLE   11,000 0 0
PARATEK PHARMACEUTICALS INC CO COM 699374302 103 19,000 SH   SOLE   19,000 0 0
PARK AEROSPACE CORP COM 70014A104 863 79,000 SH   SOLE   79,000 0 0
PARK OHIO HLDGS CORP COM COM 700666100 2,957 184,001 SH   SOLE   184,001 0 0
PARSLEY ENERGY INC CL A COM 701877102 540 57,700 SH   SOLE   26,600 0 31,100
PATTERSON COMPANIES INC COM 703395103 2,011 83,413 SH   SOLE   38,500 0 44,913
PATTERSON-UTI ENERGY INC COM COM 703481101 522 183,246 SH   SOLE   88,300 0 94,946
PCRX 2 3/8 4/1/22 CONVERTIBLE BOND 695127AD2 574 500,000 PRN   SOLE   500,000 0 0
PENSKE AUTOMOTIVE GRP INC COM COM 70959W103 219 4,600 SH   SOLE   2,300 0 2,300
PEOPLES UNITED FINANCIAL INCCO COM 712704105 570 55,332 SH   SOLE   55,332 0 0
PFPT 1/4 8/15/24 CORPORATE BONDS 743424AF0 1,000 1,000,000 PRN   SOLE   1,000,000 0 0
PFSWEB INC COM NEW COM 717098206 1,493 223,129 SH   SOLE   223,129 0 0
PLANTRONICS COM 727493108 310 26,200 SH   SOLE   10,500 0 15,700
PLAYAGS INC COM COM 72814N104 142 40,000 SH   SOLE   40,000 0 0
POWELL INDS INC COM COM 739128106 441 18,293 SH   SOLE   18,293 0 0
PREFORMED LINE PRODS CO COM COM 740444104 244 5,000 SH   SOLE   5,000 0 0
PRIMO WATER CORP COM 74167P108 282 19,894 SH   SOLE   19,894 0 0
PROASSURANCE CORP COM COM 74267C106 197 12,600 SH   SOLE   6,400 0 6,200
PROGRESS SOFTWARE CORP COM COM 743312100 1,242 33,858 SH   SOLE   16,300 0 17,558
PRTK 4 3/4 5/1/24 CONVERTIBLE BOND 699374AB0 329 400,000 PRN   SOLE   400,000 0 0
PS 3/8 3/1/24 CONVERTIBLE BOND 72941BAB2 1,087 1,220,000 PRN   SOLE   1,220,000 0 0
PZENA INVESTMENT MGMT INC CLAS COM 74731Q103 783 146,000 SH   SOLE   146,000 0 0
QTS 6 1/2 SERIES B PERP CONVERTIBLE PREF 74736A301 1,061 7,500 SH   SOLE   7,500 0 0
QTWO 3/4 6/1/26 CONVERTIBLE BOND 74736LAD1 919 750,000 PRN   SOLE   750,000 0 0
QUIDEL CORP COM COM 74838J101 790 3,600 SH   SOLE   3,600 0 0
RAVEN INDS INC COM COM 754212108 540 25,080 SH   SOLE   25,080 0 0
READING INTERNATIONAL INC CL B COM 755408200 1,793 73,770 SH   SOLE   73,770 0 0
READING INTL INC CL A COM 755408101 970 301,269 SH   SOLE   301,269 0 0
RENASANT CORP COM COM 75970E107 840 36,971 SH   SOLE   36,971 0 0
RGC RES INC COM COM 74955L103 1,274 54,310 SH   SOLE   54,310 0 0
RP 1 1/2 5/15/25 144A CONVERTIBLE BOND 75606NAC3 519 500,000 PRN   SOLE   500,000 0 0
RPC INC. COMMON COM 749660106 161 61,000 SH   SOLE   61,000 0 0
RTRX 2 1/2 9/15/25 CONVERTIBLE BOND 761299AB2 296 350,000 PRN   SOLE   350,000 0 0
RUSH ENTERPRISES INC CL A COM 781846209 2,573 50,905 SH   SOLE   40,105 0 10,800
RUSH ENTERPRISES INC CL B COM 781846308 3,323 75,005 SH   SOLE   75,005 0 0
SANDY SPRING BANCORP INC COM COM 800363103 623 27,000 SH   SOLE   27,000 0 0
SANFILIPPO JOHN B & SON INC CO COM 800422107 640 8,490 SH   SOLE   8,490 0 0
SCHMITT INDS INC ORE COM NEW COM 806870200 3,074 594,000 SH   SOLE   594,000 0 0
SCRIPPS E W CO OHIO CL A COM 811054402 7,935 693,600 SH   SOLE   693,600 0 0
SHENANDOAH TELECOMMUNICATIONCD COM 82312B106 733 16,500 SH   SOLE   16,500 0 0
SILVERCREST ASSET MGMT GROUPCL COM 828359109 805 77,000 SH   SOLE   77,000 0 0
SINCLAIR BROADCAST GROUP INCCL COM 829226109 615 32,000 SH   SOLE   32,000 0 0
SJW GROUP COM 784305104 4,035 66,304 SH   SOLE   66,304 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,583 96,500 SH   SOLE   96,500 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 1,365 34,000 SH   SOLE   34,000 0 0
SOUTH ST CORP COM COM 840441109 926 19,222 SH   SOLE   15,921 0 3,301
SOUTHERN FIRST BANCSHARES INCO COM 842873101 1,086 44,980 SH   SOLE   44,980 0 0
SOUTHERN NATL BANCORP OF VA CO COM 843395104 321 37,000 SH   SOLE   37,000 0 0
SPLK 1 1/8 9/15/25 CONVERTIBLE BOND 848637AD6 579 400,000 PRN   SOLE   400,000 0 0
SPWR 4 1/15/23 CONVERTIBLE BOND 867652AL3 711 750,000 PRN   SOLE   750,000 0 0
SRE 6 01/15/21 CONVERTIBLE PREF 816851406 350 3,535 SH   SOLE   3,535 0 0
STANDARD MTR PRODS INC CLASS A COM 853666105 2,189 49,028 SH   SOLE   49,028 0 0
STANDEX INTL CORP COM 854231107 1,598 27,000 SH   SOLE   27,000 0 0
STARRETT L S CO CL A COM 855668109 168 57,000 SH   SOLE   57,000 0 0
STEEL PARTNERS HLDGS L P COM 85814R107 309 50,000 SH   SOLE   50,000 0 0
STEELCASE INC CL A COM 858155203 595 58,900 SH   SOLE   26,900 0 32,000
STERLING BANCORP/DE COM 85917A100 1,674 159,149 SH   SOLE   138,949 0 20,200
STIFEL FINL CORP COM COM 860630102 689 13,632 SH   SOLE   6,500 0 7,132
STONERIDGE INC COM 86183P102 2,646 144,038 SH   SOLE   144,038 0 0
STRATASYS LTD SHS COM M85548101 200 16,000 SH   SOLE   16,000 0 0
STRATTEC SECURITY CORP. COM 863111100 2,200 110,560 SH   SOLE   110,560 0 0
SUPERNUS PHARMACEUTICALS INCCO COM 868459108 381 18,300 SH   SOLE   9,000 0 9,300
SUPN 5/8 4/1/23 CONVERTIBLE BOND 868459AD0 652 708,000 PRN   SOLE   708,000 0 0
SURGALIGN HOLDINGS INC COM COM 86882C105 63 35,000 SH   SOLE   35,000 0 0
SURMODICS INC COM COM 868873100 3,110 79,934 SH   SOLE   79,934 0 0
SWK 5 1/4 11/15/22 CONVERTIBLE PREF 854502846 421 4,150 SH   SOLE   4,150 0 0
S&W SEED CO COM COM 785135104 1,205 486,000 SH   SOLE   486,000 0 0
TEAM INC COM COM 878155100 440 80,000 SH   SOLE   80,000 0 0
TEJON RANCH CO DEL COM COM 879080109 1,528 108,000 SH   SOLE   108,000 0 0
TENNANT CO COM 880345103 1,609 26,650 SH   SOLE   26,650 0 0
TERADATA CORP DEL COM COM 88076W103 379 16,700 SH   SOLE   8,600 0 8,100
TEXTAINER GROUP HOLDINGS LTDSH COM G8766E109 589 41,600 SH   SOLE   17,700 0 23,900
TITAN INTL INC ILL COM COM 88830M102 59 20,500 SH   SOLE   20,500 0 0
TITAN MACHY INC COM COM 88830R101 2,343 177,065 SH   SOLE   177,065 0 0
TOWNSQUARE MEDIA INC CL A COM 892231101 713 153,000 SH   SOLE   153,000 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 165 33,000 SH   SOLE   33,000 0 0
TREDEGAR INDS INC COM 894650100 6,364 428,000 SH   SOLE   428,000 0 0
TREE 5/8 6/1/22 CONVERTIBLE BOND 52603BAA5 311 199,000 PRN   SOLE   199,000 0 0
TRINITY PL HLDGS INC COM COM 89656D101 801 568,000 SH   SOLE   568,000 0 0
TRUSTCO BK CORP N Y COM COM 898349105 377 72,250 SH   SOLE   72,250 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 571 50,000 SH   SOLE   25,700 0 24,300
TWIN DISC INC COM COM 901476101 1,037 205,000 SH   SOLE   205,000 0 0
TWIN RIVER WORLDWIDE HOLDINGS COM 90171V204 1,260 47,964 SH   SOLE   47,964 0 0
TWLO 1/4 6/1/23 CONVERTIBLE BOND 90138FAB8 869 250,000 PRN   SOLE   250,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 349 1,000 SH   SOLE   1,000 0 0
ULTRA CLEAN HLDGS INC COM COM 90385V107 3,066 142,870 SH   SOLE   142,870 0 0
ULTRALIFE BATTERIES INC COM COM 903899102 1,086 184,000 SH   SOLE   184,000 0 0
UMPQUA HLDGS CORP COM COM 904214103 374 35,186 SH   SOLE   19,050 0 16,136
UNITED GUARDIAN INC COM COM 910571108 1,069 70,511 SH   SOLE   70,511 0 0
UNIVERSAL TECHNICAL INST INCCO COM 913915104 488 96,000 SH   SOLE   96,000 0 0
VALLEY NATL BANCORP COM COM 919794107 1,028 150,079 SH   SOLE   93,672 0 56,407
VALUE LINE INC COM 920437100 810 32,800 SH   SOLE   32,800 0 0
VCRA 1 1/2 5/15/23 CONVERTIBLE BOND 92857FAB3 900 800,000 PRN   SOLE   800,000 0 0
VERITEX HLDGS INC COM COM 923451108 1,073 63,000 SH   SOLE   30,100 0 32,900
VIAD CORP COM NEW COM 92552R406 1,045 50,160 SH   SOLE   50,160 0 0
VILLAGE SUPER MKT INC CL A NEW COM 927107409 2,921 118,674 SH   SOLE   118,674 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 1,608 63,500 SH   SOLE   63,500 0 0
WABASH NATL CORP COM COM 929566107 837 70,000 SH   SOLE   70,000 0 0
WASHINGTON FED INC COM 938824109 564 27,050 SH   SOLE   14,000 0 13,050
WASHINGTON TR BANCORP COM COM 940610108 1,705 55,620 SH   SOLE   50,600 0 5,020
WATERSTONE FINL INC MD COM COM 94188P101 1,159 74,800 SH   SOLE   74,800 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 446 79,260 SH   SOLE   79,260 0 0
WILLAMETTE VY VINEYARD INC COM COM 969136100 141 23,000 SH   SOLE   23,000 0 0
WILLDAN GROUP INC COM COM 96924N100 2,632 103,169 SH   SOLE   103,169 0 0
WINNEBAGO INDS INC COM COM 974637100 3,043 58,900 SH   SOLE   53,300 0 5,600
WK 1 1/8 8/15/26 CONVERTIBLE BOND 98139AAB1 1,001 1,000,000 PRN   SOLE   1,000,000 0 0
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1,214 30,000 SH   SOLE   30,000 0 0
WTR 6 04/30/22 UNITS 29670G201 306 5,720 SH   SOLE   5,720 0 0
YORK WTR CO COM COM 987184108 1,902 45,007 SH   SOLE   45,007 0 0
ZAGG INC COM COM 98884U108 126 45,000 SH   SOLE   45,000 0 0