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 4,965 375,320 SH   SOLE   375,320 0 0
A H BELO CORP COM CL A COM 001282102 172 100,000 SH   SOLE   100,000 0 0
A10 NETWORKS INC COM COM 002121101 472 76,000 SH   SOLE   76,000 0 0
AAR CORP COM COM 000361105 959 54,000 SH   SOLE   25,200 0 28,800
ABM INDS INC COM COM 000957100 1,084 44,500 SH   SOLE   21,000 0 23,500
ACCURAY INC COM COM 004397105 49 26,000 SH   SOLE   26,000 0 0
ACME UTD CORP COM COM 004816104 2,578 127,200 SH   SOLE   127,200 0 0
ADVANCED ENERGY INDS INC COM COM 007973100 1,367 28,200 SH   SOLE   13,300 0 14,900
AEP 6 1/8 3/15/22 CONVERTIBLE PREF 025537127 416 8,552 SH   SOLE   8,552 0 0
AEROJET ROCKETDYDTD 12/14/1 2. CORPORATE BONDS 007800AB1 413 250,000 PRN   SOLE   250,000 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 43,457 1,038,900 SH   SOLE   1,038,900 0 0
AIZ 6 1/2 3/15/21 CONVERTIBLE PREF 04621X207 270 2,538 SH   SOLE   2,538 0 0
ALITHYA GROUP INC CL A SUB VTG COM 01643B106 1,482 851,636 SH   SOLE   851,636 0 0
ALLEGIANCE BANCSHARES INC COM COM 01748H107 1,326 55,000 SH   SOLE   55,000 0 0
ALLIED MOTION TECHNOLOGIES ICO COM 019330109 2,331 98,340 SH   SOLE   98,340 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 488 40,000 SH   SOLE   40,000 0 0
AMERICAN EAGLE OUTFITTERS INCO COM 02553E106 140 17,600 SH   SOLE   6,350 0 11,250
AMERICAN SOFTWARE INC CL A COM 029683109 2,961 208,380 SH   SOLE   208,380 0 0
AMN HEALTHCARE SVCS INC COM COM 001744101 318 5,500 SH   SOLE   2,700 0 2,800
AMPCO PITTSBURGH CORP COM 032037103 945 378,000 SH   SOLE   378,000 0 0
AMTECH SYS INC COM PAR $0.01N COM 032332504 44 10,000 SH   SOLE   10,000 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 463 16,000 SH   SOLE   16,000 0 0
APERGY CORP COM COM 03755L104 141 24,600 SH   SOLE   10,800 0 13,800
ARC DOCUMENT SOLUTIONS INC COM COM 00191G103 89 110,000 SH   SOLE   110,000 0 0
ARLO TECHNOLOGIES INC COM COM 04206A101 445 183,000 SH   SOLE   183,000 0 0
ARMSTRONG FLOORING INC COM COM 04238R106 315 220,000 SH   SOLE   220,000 0 0
ARTESIAN RES CORP COM CL A COM 043113208 1,362 36,426 SH   SOLE   36,426 0 0
ASTEC INDS INC COM COM 046224101 10,911 312,000 SH   SOLE   312,000 0 0
ASTRONICS CORP COM COM 046433108 124 13,500 SH   SOLE   13,500 0 0
ATLANTIC AMERN CORP COM COM 048209100 46 22,000 SH   SOLE   22,000 0 0
ATLANTIC CAP BANCSHARES INC CO COM 048269203 4,174 351,658 SH   SOLE   328,258 0 23,400
ATLANTIC UN BANKSHARES CORP CO COM 04911A107 1,426 65,111 SH   SOLE   55,211 0 9,900
ATLAS AIR WORLDWIDE 1.875 06/ CONVERTIBLE BOND 049164BJ4 394 500,000 PRN   SOLE   500,000 0 0
AVANTOR INC SR A COV PFD CONVERTIBLE PREF 05352A209 261 5,730 SH   SOLE   5,730 0 0
AVGO 8 9/30/22 CONVERTIBLE PREF 11135F200 939 1,005 SH   SOLE   1,005 0 0
AVID TECHNOLOGY INC COM 05367P100 1,959 291,042 SH   SOLE   291,042 0 0
AZZ INC COM COM 002474104 562 20,000 SH   SOLE   20,000 0 0
BADGER METER INC COM COM 056525108 1,501 28,000 SH   SOLE   28,000 0 0
BANC OF CALIFORNIA INC COM COM 05990K106 238 29,800 SH   SOLE   15,600 0 14,200
BANK OF AMERICA CV PFD L 7.250 CONVERTIBLE PREF 060505682 775 600 SH   SOLE   600 0 0
BANKUNITED INC COM COM 06652K103 473 25,300 SH   SOLE   13,200 0 12,100
BASSETT FURNITURE INDS COM 070203104 1,221 224,000 SH   SOLE   224,000 0 0
BEASLEY BROADCAST GRP INC. COM 074014101 1,670 898,000 SH   SOLE   898,000 0 0
BELLRING BRANDS INC COM CL A COM 079823100 256 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HILLS BANCORP INC CO COM 084680107 343 23,075 SH   SOLE   17,175 0 5,900
BIG 5 SPORTING GOODS CORP COM COM 08915P101 88 82,000 SH   SOLE   82,000 0 0
BIGLARI HOLDINGS INC-A COM 08986R408 338 1,139 SH   SOLE   1,139 0 0
BIOTELEMETRY INC COM COM 090672106 4,737 123,000 SH   SOLE   123,000 0 0
BOK FINL CORP COM NEW COM 05561Q201 429 10,090 SH   SOLE   10,090 0 0
BOSTON BEER INC CL A COM 100557107 1,161 3,160 SH   SOLE   3,160 0 0
BOSTON PRIVATE FINL HLDGS INCO COM 101119105 162 22,600 SH   SOLE   10,700 0 11,900
BOTTOMLINE TECH DEL INC COM COM 101388106 608 16,600 SH   SOLE   8,300 0 8,300
BOYD GAMING CORP COM 103304101 862 59,800 SH   SOLE   59,800 0 0
BRAEMAR HOTELS & RESORTS INCCO COM 10482B101 188 110,500 SH   SOLE   110,500 0 0
BROWN & BROWN INC COM COM 115236101 1,024 28,268 SH   SOLE   13,400 0 14,868
CABOT MICROELECTRONICS COM 12709P103 331 2,900 SH   SOLE   1,100 0 1,800
CADENCE BANCORPORATION CL A COM 12739A100 594 90,738 SH   SOLE   69,220 0 21,518
CADIZ INC COM 127537207 140 12,000 SH   SOLE   12,000 0 0
CALAVO GROWERS INC COM COM 128246105 3,058 53,000 SH   SOLE   53,000 0 0
CALIFORNIA WTR SVC GROUP COM COM 130788102 1,248 24,800 SH   SOLE   24,800 0 0
CALLAWAY GOLF CO COM COM 131193104 985 96,387 SH   SOLE   96,387 0 0
CALLON PETE CO DEL COM COM 13123X102 47 85,000 SH   SOLE   85,000 0 0
CANTEL MEDICAL CORP COM COM 138098108 1,149 32,000 SH   SOLE   32,000 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 1,810 89,976 SH   SOLE   89,976 0 0
CARDIOVASCULAR SYS INC DEL COM COM 141619106 3,755 106,660 SH   SOLE   106,660 0 0
CARDLYTICS INC COM COM 14161W105 2,727 78,000 SH   SOLE   78,000 0 0
CAREDX INC COM 14167L103 218 10,000 SH   SOLE   10,000 0 0
CARETRUST REIT INC COM COM 14174T107 293 19,800 SH   SOLE   8,500 0 11,300
CAROLINA FINL CORP NEW COM COM 143873107 207 8,000 SH   SOLE   8,000 0 0
CARRIAGE SVCS INC CL A COM 143905107 1,421 88,000 SH   SOLE   88,000 0 0
CASELLA WASTE SYS INC CL A COM 147448104 10,267 262,853 SH   SOLE   262,853 0 0
CAVCO INDUSTRIES COM 149568107 6,957 48,000 SH   SOLE   48,000 0 0
CCI 6 7/8 8/1/20 CONVERTIBLE PREF 22822V309 655 504 SH   SOLE   504 0 0
CENTENNIAL RESOURCE DEV INC CL COM 15136A102 31 116,300 SH   SOLE   55,200 0 61,100
CENTERSTATE BK CORP COM COM 15201P109 1,015 58,900 SH   SOLE   46,400 0 12,500
CFX 5 3/4 1/15/22 CONVERTIBLE PREF 194014205 367 4,000 SH   SOLE   4,000 0 0
CHASE CORP COM 16150R104 6,392 77,673 SH   SOLE   77,673 0 0
CHEESECAKE FACTORY INC COM 163072101 717 42,000 SH   SOLE   42,000 0 0
CHENIERE ENERGY, INC. 4.250 0 CONVERTIBLE BOND 16411RAG4 853 1,300,000 PRN   SOLE   1,300,000 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 1,607 18,750 SH   SOLE   18,750 0 0
CHICKEN SOUP FOR THE SOUL ENCL COM 16842Q100 78 11,800 SH   SOLE   11,800 0 0
CHURCHILL DOWNS INC COM COM 171484108 6,138 59,620 SH   SOLE   59,620 0 0
CIRCOR INTL INC COM COM 17273K109 2,140 183,966 SH   SOLE   172,566 0 11,400
CITIZENS & NORTHN CORP COM COM 172922106 331 16,560 SH   SOLE   16,560 0 0
CLOUDERA INC COM COM 18914U100 507 64,400 SH   SOLE   31,300 0 33,100
CNMD 2 5/8 2/1/24 CORPORATE BONDS 207410AF8 324 350,000 PRN   SOLE   350,000 0 0
CNP 7. 09/01/21 CONVERTIBLE PREF 15189T503 604 20,200 SH   SOLE   20,200 0 0
COASTAL FINANCIAL CORP/WA COM 19046P209 124 11,800 SH   SOLE   11,800 0 0
COHEN & STEERS INC COM COM 19247A100 951 20,920 SH   SOLE   20,920 0 0
COLL 2 5/8 2/15/26 CONVERTIBLE BOND 19459JAA2 461 500,000 PRN   SOLE   500,000 0 0
COLLEGIUM PHARMACEUTICAL INCCO COM 19459J104 358 21,900 SH   SOLE   21,900 0 0
COLUMBIA BKG SYS INC COM COM 197236102 474 17,701 SH   SOLE   8,400 0 9,301
COLUMBUS MCKINNON CORP N Y COM COM 199333105 2,734 109,360 SH   SOLE   109,360 0 0
COMMUNICATIONS SYS COM 203900105 1,927 432,000 SH   SOLE   432,000 0 0
CONFORMIS INC COM COM 20717E101 122 193,000 SH   SOLE   193,000 0 0
CONSOLIDATED COMM HLDGS INC CO COM 209034107 123 27,000 SH   SOLE   27,000 0 0
CONSOLIDATED WATER CO LTD ORD COM G23773107 1,082 66,000 SH   SOLE   66,000 0 0
CORE MOLDING TECH COM COM 218683100 527 342,500 SH   SOLE   342,500 0 0
CPI AEROSTRUCTURES INC COM NEW COM 125919308 65 29,000 SH   SOLE   29,000 0 0
CSGS 4 1/4 3/15/36 CONVERTIBLE BOND 126349AF6 1,028 1,000,000 PRN   SOLE   1,000,000 0 0
CTS CORP COM 126501105 8,301 333,500 SH   SOLE   333,500 0 0
CUTERA INC COM COM 232109108 4,727 361,940 SH   SOLE   361,940 0 0
D 7 1/4 6/1/22 CONVERTIBLE PREF 25746U133 469 5,000 SH   SOLE   5,000 0 0
DAKTRONICS INC COM COM 234264109 296 60,000 SH   SOLE   60,000 0 0
DANA HOLDING CORP COM COM 235825205 414 53,000 SH   SOLE   53,000 0 0
DARLING INTL INC COM COM 237266101 1,051 54,800 SH   SOLE   25,300 0 29,500
DAWSON GEOPHYSICAL CO NEW COM COM 239360100 51 52,000 SH   SOLE   52,000 0 0
DENNYS CORP COM COM 24869P104 330 43,000 SH   SOLE   43,000 0 0
DHI GROUP INC COM COM 23331S100 97 45,000 SH   SOLE   45,000 0 0
DHR 4 3/4 4/15/22 CONVERTIBLE PREF 235851300 525 500 SH   SOLE   500 0 0
DIEBOLD NIXDORF COM 253651103 1,400 397,701 SH   SOLE   397,701 0 0
DIGI INTL INC COM COM 253798102 1,532 160,620 SH   SOLE   160,620 0 0
DIME CMNTY BANCORP INC COM COM 253922108 447 32,580 SH   SOLE   32,580 0 0
DISH 3 3/8 8/15/26 CONVERTIBLE BOND 25470MAB5 811 1,000,000 PRN   SOLE   1,000,000 0 0
DTE ENERGY CO CORP UNITS UNITS 233331842 791 20,000 SH   SOLE   20,000 0 0
DUCOMMUN INC DEL COM COM 264147109 4,698 189,040 SH   SOLE   189,040 0 0
DXCM 3/4 12/1/23 CORPORATE BONDS 252131AH0 865 495,000 PRN   SOLE   495,000 0 0
EASTERN CO COM COM 276317104 7,001 359,020 SH   SOLE   359,020 0 0
ECPG 4 1/2 9/1/23 CONVERTIBLE BOND 29260UAA5 364 500,000 PRN   SOLE   500,000 0 0
EHGT 1/2 2/1/24 CONVERTIBLE BOND 282914AB6 875 1,005,000 PRN   SOLE   1,005,000 0 0
ELAN 5.000 02/01/23 CONVERTIBLE PREF 28414H202 419 9,795 SH   SOLE   9,795 0 0
ELDORADO RESORTS INC COM COM 28470R102 965 67,000 SH   SOLE   67,000 0 0
ELECTROMED INC COM COM 285409108 1,409 125,343 SH   SOLE   125,343 0 0
EMCOR GROUP INC COM COM 29084Q100 724 11,800 SH   SOLE   5,500 0 6,300
ENERGY RECOVERY INC COM 29270J100 506 68,000 SH   SOLE   68,000 0 0
ENR 7 1/2 1/15/22 CVT PFD CONVERTIBLE PREF 29272W208 347 5,150 SH   SOLE   5,150 0 0
ENTEGRIS INC COM COM 29362U104 5,961 133,140 SH   SOLE   108,440 0 24,700
ENTERCOM COMMUNICATIONS CORPCL COM 293639100 281 164,160 SH   SOLE   164,160 0 0
ENTRAVISION COMM CORP CL A COM 29382R107 113 55,470 SH   SOLE   55,470 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 1,526 149,310 SH   SOLE   107,710 0 41,600
EVERI HLDGS INC COM COM 30034T103 66 20,000 SH   SOLE   20,000 0 0
EVH 1 1/2 10/15/25 CORPORATE BONDS 30050BAD3 434 700,000 PRN   SOLE   700,000 0 0
EVOQUA WATER TECHNOLOGIES COCO COM 30057T105 510 45,500 SH   SOLE   22,600 0 22,900
EXAS 3/8 3/15/27 CONVERTIBLE BOND 30063PAB1 759 900,000 PRN   SOLE   900,000 0 0
EXELIXIS INC COM COM 30161Q104 2,239 130,000 SH   SOLE   130,000 0 0
EXTREME NETWORKS INC COM COM 30226D106 1,476 477,700 SH   SOLE   369,500 0 108,200
F N B CORP PA COM COM 302520101 557 75,600 SH   SOLE   75,600 0 0
FABRINET SHS COM G3323L100 409 7,500 SH   SOLE   3,900 0 3,600
FARMER BROS CO COM 307675108 2,589 372,021 SH   SOLE   372,021 0 0
FARMERS NATL BANC CORP COM COM 309627107 465 40,000 SH   SOLE   40,000 0 0
FARO TECHNOLOGIES INC COM COM 311642102 708 15,900 SH   SOLE   7,500 0 8,400
FEDERAL SIGNAL CORP COM COM 313855108 5,729 210,000 SH   SOLE   210,000 0 0
FERRO CORP COM 315405100 10,681 1,141,160 SH   SOLE   1,100,060 0 41,100
FIRST FNDTN INC COM COM 32026V104 735 71,900 SH   SOLE   34,400 0 37,500
FIRST INTERNET BANCORP COM COM 320557101 516 31,440 SH   SOLE   31,440 0 0
FLUSHING FINL CORP COM COM 343873105 7,793 583,300 SH   SOLE   583,300 0 0
FORMFACTOR INC COM COM 346375108 2,046 101,836 SH   SOLE   75,300 0 26,536
FOSTER L B CO COM COM 350060109 1,434 116,000 SH   SOLE   116,000 0 0
FREQUENCY ELECTRS INC COM COM 358010106 190 20,808 SH   SOLE   20,808 0 0
FRP HLDGS INC COM COM 30292L107 968 22,500 SH   SOLE   22,500 0 0
FS BANCORP INC COM COM 30263Y104 578 16,058 SH   SOLE   16,058 0 0
FTI CONSULTING INC COM COM 302941109 894 7,468 SH   SOLE   3,550 0 3,918
FULL HOUSE RESORTS INC COM COM 359678109 1,401 1,120,725 SH   SOLE   1,120,725 0 0
GDS 2.000 06/01/25 CONVERTIBLE BOND 36165LAB4 518 400,000 PRN   SOLE   400,000 0 0
GENCOR INDS INC COM COM 368678108 5,775 550,000 SH   SOLE   550,000 0 0
GENESIS HEALTHCARE INC CL A CO COM 37185X106 21 25,000 SH   SOLE   25,000 0 0
GENTHERM INC COM COM 37253A103 383 12,190 SH   SOLE   12,190 0 0
GIBRALTER INDUSTRIES INC COM 374689107 5,258 122,500 SH   SOLE   122,500 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 745 21,900 SH   SOLE   9,300 0 12,600
GNC HLDGS INC COM CL A COM 36191G107 28 60,000 SH   SOLE   60,000 0 0
GOGO INC COM COM 38046C109 138 65,000 SH   SOLE   65,000 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 4,192 634,210 SH   SOLE   634,210 0 0
GORMAN RUPP CO COM 383082104 4,057 130,000 SH   SOLE   130,000 0 0
GP STRATEGIES CORP COM COM 36225V104 1,160 178,172 SH   SOLE   178,172 0 0
GRAHAM CORP COM COM 384556106 446 34,600 SH   SOLE   34,600 0 0
GRANITE CONSTR INC COM COM 387328107 152 10,000 SH   SOLE   10,000 0 0
GRAY TELEVISION, INC COM 389375106 2,590 241,120 SH   SOLE   241,120 0 0
GRAY TELEVISION, INC CL A COM 389375205 1,025 86,293 SH   SOLE   86,293 0 0
GREENBRIER COS INC COM 393657101 612 34,500 SH   SOLE   16,500 0 18,000
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 9,089 277,950 SH   SOLE   277,950 0 0
GRIFFON CORP COM COM 398433102 6,157 486,703 SH   SOLE   486,703 0 0
GTY GOVTECH INC COM 362409104 2,061 456,000 SH   SOLE   456,000 0 0
GYRODYNE LLC COM COM 403829104 206 14,138 SH   SOLE   14,138 0 0
HAIN CELESTIAL GROUP INC COM 405217100 743 28,600 SH   SOLE   14,100 0 14,500
HALLMARK FINL SVCS INC ECCOM N COM 40624Q203 672 166,270 SH   SOLE   166,270 0 0
HANESBRANDS INC COM COM 410345102 349 44,400 SH   SOLE   21,900 0 22,500
HAWKINS INC COM COM 420261109 1,884 52,920 SH   SOLE   52,920 0 0
HC2 HLDGS INC COM COM 404139107 620 400,000 SH   SOLE   400,000 0 0
HEMISPHERE MEDIA GROUP INC CL COM 42365Q103 385 45,100 SH   SOLE   17,600 0 27,500
HERC HLDGS INC COM COM 42704L104 307 15,000 SH   SOLE   15,000 0 0
HESKA CORPORATION COM NEW COM 42805E306 221 4,000 SH   SOLE   4,000 0 0
HEXCEL CORP NEW COM COM 428291108 312 8,400 SH   SOLE   3,600 0 4,800
HOMESTREET INC COM COM 43785V102 607 27,300 SH   SOLE   27,300 0 0
HOPE BANCORP INC COM COM 43940T109 403 49,030 SH   SOLE   49,030 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 420 600,000 SH   SOLE   600,000 0 0
I3 VERTICALS INC COM CL A COM 46571Y107 2,216 116,100 SH   SOLE   116,100 0 0
IAA SPINCO INC COM COM 449253103 749 25,000 SH   SOLE   25,000 0 0
ICC HOLDINGS INC COM 44931Q104 331 30,000 SH   SOLE   30,000 0 0
ICF INTL INC COM COM 44925C103 1,601 23,300 SH   SOLE   23,300 0 0
ICPT 2.000 05/15/26 CONVERTIBLE BOND 45845PAB4 261 300,000 PRN   SOLE   300,000 0 0
ICU MEDICAL INC COM 44930G107 1,286 6,372 SH   SOLE   4,280 0 2,092
IFF 6 09/15/21 CONVERTIBLE PREF 459506309 467 12,032 SH   SOLE   12,032 0 0
IMAX CORP COM COM 45245E109 272 30,000 SH   SOLE   30,000 0 0
INDEPENDENCE CONTRACT DRILLING COM 453415606 35 24,850 SH   SOLE   24,850 0 0
INFINERA CORPORATION COM COM 45667G103 1,393 262,900 SH   SOLE   122,800 0 140,100
INFN 2 1/8 9/1/24 CONVERTIBLE BOND 45667GAC7 804 1,000,000 PRN   SOLE   1,000,000 0 0
INFUSYSTEM HLDGS INC COM COM 45685K102 4,487 528,448 SH   SOLE   528,448 0 0
INGLES MKTS INC CL A COM 457030104 4,800 132,740 SH   SOLE   132,740 0 0
INNOVATIVE SOLUTIONS & SUPPOCO COM 45769N105 392 123,000 SH   SOLE   123,000 0 0
INSPIRED ENTMT INC COM COM 45782N108 1,220 360,911 SH   SOLE   360,911 0 0
INTEGER HOLDINGS CORP COM 45826H109 1,446 23,000 SH   SOLE   23,000 0 0
INTERNAP CORP COM PAR COM 45885A409 9 296,000 SH   SOLE   296,000 0 0
INTEVAC INC COM COM 461148108 900 220,030 SH   SOLE   220,030 0 0
INTRICON CORP COM COM 46121H109 2,280 193,724 SH   SOLE   193,724 0 0
INVESTORS BANCORP INC COM 46146L101 886 110,846 SH   SOLE   52,050 0 58,796
INVITAE CORP COM COM 46185L103 820 60,000 SH   SOLE   60,000 0 0
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 447 20,000 SH   SOLE   20,000 0 0
IROBOT CORP COM COM 462726100 299 7,300 SH   SOLE   3,600 0 3,700
ITERIS INC COM 46564T107 32 10,000 SH   SOLE   10,000 0 0
IVC 4 1/2 6/1/22 CONVERTIBLE BOND 461203AH4 348 400,000 PRN   SOLE   400,000 0 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 4,465 60,120 SH   SOLE   60,120 0 0
JOHNSON OUTDOORS INC CL A COM 479167108 376 6,000 SH   SOLE   6,000 0 0
KAMAN CORP COM 483548103 7,163 186,200 SH   SOLE   186,200 0 0
KAMN 3 1/4 5/1/24 CONVERTIBLE BOND 483548AF0 483 500,000 PRN   SOLE   500,000 0 0
KAR AUCTION SVCS INC COM COM 48238T109 384 32,029 SH   SOLE   32,029 0 0
KBR 2 1/2 11/1/23 CORPORATE BONDS 48242WAB2 518 500,000 PRN   SOLE   500,000 0 0
KIMBALL ELECTRONICS INC COM COM 49428J109 874 80,000 SH   SOLE   80,000 0 0
KIMBALL INTL INC CL B COM 494274103 3,430 288,000 SH   SOLE   288,000 0 0
KINDRED BIOSCIENCES INC COM COM 494577109 144 36,000 SH   SOLE   36,000 0 0
KKR & CO INC CL A COM 48251W104 2,108 89,800 SH   SOLE   89,800 0 0
KLX ENERGY SERVICES HOLD COM 48253L106 113 162,000 SH   SOLE   162,000 0 0
KN 3 1/4 11/1/21 CONVERTIBLE BOND 49926DAB5 515 500,000 PRN   SOLE   500,000 0 0
KOPIN CORP COM COM 500600101 9 25,000 SH   SOLE   25,000 0 0
LA Z BOY CHAIR CO COM 505336107 771 37,500 SH   SOLE   37,500 0 0
LAKELAND INDS INC. COM 511795106 310 20,000 SH   SOLE   20,000 0 0
LANDS END INC NEW COM COM 51509F105 545 102,000 SH   SOLE   102,000 0 0
LAWSON PRODS INC COM COM 520776105 7,255 271,502 SH   SOLE   271,502 0 0
LEGACY HOUSING CORP COM COM 52472M101 608 65,700 SH   SOLE   65,700 0 0
LENDING TREE INC. COM 52603B107 1,071 5,840 SH   SOLE   5,840 0 0
LIFETIME BRANDS INC COM COM 53222Q103 1,430 253,175 SH   SOLE   253,175 0 0
LIMELIGHT NETWORKS INC COM COM 53261M104 342 60,000 SH   SOLE   60,000 0 0
LIMONEIRA CO COM COM 532746104 3,006 229,500 SH   SOLE   229,500 0 0
LINDSAY CORP COM 535555106 554 6,050 SH   SOLE   6,050 0 0
LITHIA MOTORS INC. COM 536797103 2,147 26,250 SH   SOLE   26,250 0 0
LITTELFUSE INC COM 537008104 488 3,654 SH   SOLE   3,654 0 0
LIVE OAK BANCSHARES INC COM COM 53803X105 166 13,300 SH   SOLE   6,500 0 6,800
LUMENTUM HLDGS INC COM COM 55024U109 794 10,768 SH   SOLE   4,822 0 5,946
LYDALL INC COM COM 550819106 532 82,309 SH   SOLE   82,309 0 0
MACQUARIE INFRASTRUCTURE COMPA COM 55608B105 404 16,000 SH   SOLE   16,000 0 0
MAGNOLIA OIL & GAS CORP CL A COM 559663109 338 84,400 SH   SOLE   41,200 0 43,200
MARCUS CORP COM COM 566330106 2,846 231,000 SH   SOLE   231,000 0 0
MARINE PRODS CORP COM COM 568427108 6,383 790,000 SH   SOLE   790,000 0 0
MARINEMAX INC COM COM 567908108 573 55,000 SH   SOLE   55,000 0 0
MARVELL TECHNOLOGY GRP LTD COM G5876H105 987 43,600 SH   SOLE   20,600 0 23,000
MATADOR RES CO COM COM 576485205 122 49,300 SH   SOLE   24,200 0 25,100
MATERIALISE NV SPONSORED ADS COM 57667T100 186 10,000 SH   SOLE   10,000 0 0
MCGRATH RENTCORP COM COM 580589109 639 12,200 SH   SOLE   5,600 0 6,600
MDC PARTNERS INC-A COM 552697104 102 70,000 SH   SOLE   70,000 0 0
MEDALLION FINANCIAL CORP COM 583928106 304 163,500 SH   SOLE   163,500 0 0
MELI 2 8/15/28 CORPORATE BONDS 58733RAD4 652 500,000 PRN   SOLE   500,000 0 0
MERCURY GEN CORP NEW COM COM 589400100 338 8,300 SH   SOLE   3,900 0 4,400
MEREDITH CORP COM 589433101 396 32,400 SH   SOLE   16,100 0 16,300
MERIDIAN BIOSCIENCE INC COM COM 589584101 676 80,500 SH   SOLE   80,500 0 0
MESA LABS INC COM COM 59064R109 2,261 10,000 SH   SOLE   10,000 0 0
METHODE ELECTRS INC CL A COM 591520200 655 24,800 SH   SOLE   24,800 0 0
MGE ENERGY INC COM 55277P104 1,178 18,000 SH   SOLE   18,000 0 0
MIDDLEBY CORP COM COM 596278101 2,412 42,400 SH   SOLE   42,400 0 0
MIDDLESEX WTR CO COM COM 596680108 1,649 27,433 SH   SOLE   27,433 0 0
MINERALS TECHNOLOGIES INC COM 603158106 355 9,800 SH   SOLE   6,800 0 3,000
MITCHAM INDS INC COM COM 606501104 175 140,000 SH   SOLE   140,000 0 0
MITEK SYS INC COM NEW COM 606710200 965 122,500 SH   SOLE   122,500 0 0
MODINE MFG CO COM 607828100 1,200 369,210 SH   SOLE   369,210 0 0
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 420 320,500 SH   SOLE   320,500 0 0
MOTORCAR PTS & ACCESSORS INCCO COM 620071100 302 24,000 SH   SOLE   24,000 0 0
MOVADO GROUP INC COM COM 624580106 1,383 117,000 SH   SOLE   117,000 0 0
MSA SAFETY INC COM COM 553498106 911 9,000 SH   SOLE   9,000 0 0
MUELLER WATER PRODUCTS INC COM 624758108 681 85,000 SH   SOLE   42,300 0 42,700
MVC CAP COM COM 553829102 489 111,980 SH   SOLE   111,980 0 0
MYERS INDS INC COM 628464109 10,792 1,003,870 SH   SOLE   1,003,870 0 0
MYR GROUP INC DEL COM COM 55405W104 3,351 127,934 SH   SOLE   116,234 0 11,700
NAPCO SEC SYS INC COM COM 630402105 1,138 75,000 SH   SOLE   75,000 0 0
NATHANS FAMOUS INC NEW COM COM 632347100 13,546 222,060 SH   SOLE   222,060 0 0
NATIONAL CINEMEDIA INC COM COM 635309107 183 56,000 SH   SOLE   56,000 0 0
NATUS MEDICAL INC DEL COM COM 639050103 652 28,200 SH   SOLE   12,800 0 15,400
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 446 100,000 SH   SOLE   100,000 0 0
NAVISTAR INTL CORP COM COM 63934E108 247 15,000 SH   SOLE   15,000 0 0
NBIX 2 1/4 5/15/24 CONVERTIBLE BOND 64125CAD1 432 337,000 PRN   SOLE   337,000 0 0
NEE 4.872 9/1/22 CV PFD CONVERTIBLE PREF 65339F796 943 19,000 SH   SOLE   19,000 0 0
NEE 5.279 3/1/23 CONVERTIBLE PREF 65339F770 406 9,200 SH   SOLE   9,200 0 0
NEOGEN CORP COM COM 640491106 9,312 139,000 SH   SOLE   139,000 0 0
NEOGENOMICS INC COM NEW COM 64049M209 3,031 109,780 SH   SOLE   109,780 0 0
NETSCOUT SYS INC COM COM 64115T104 2,139 90,350 SH   SOLE   44,000 0 46,350
NEW SR INVT GROUP INC COM COM 648691103 82 32,000 SH   SOLE   32,000 0 0
NEW YORK CMNTY CAP TR V CV PFD CONVERTIBLE PREF 64944P307 258 6,000 SH   SOLE   6,000 0 0
NICE 1 1/4 1/15/24 CONVERTIBLE BOND 65366HAB9 537 305,000 PRN   SOLE   305,000 0 0
NLIGHT INC COM COM 65487K100 168 16,000 SH   SOLE   7,500 0 8,500
OCEANEERING INTL INC COM COM 675232102 142 48,200 SH   SOLE   23,700 0 24,500
OCEANFIRST FINL CORP COM COM 675234108 877 55,140 SH   SOLE   36,540 0 18,600
OFG BANCORP COM 67103X102 194 17,350 SH   SOLE   17,350 0 0
OIL DRI CORP AMER COM COM 677864100 2,475 74,000 SH   SOLE   74,000 0 0
OMNICELL INC COM COM 68213N109 3,593 54,788 SH   SOLE   47,873 0 6,915
ONTO INNOVATION INC COM COM 683344105 1,489 50,200 SH   SOLE   23,500 0 26,700
OPKO HEALTH INC COM COM 68375N103 308 230,000 SH   SOLE   230,000 0 0
OPTION CARE HEALTH INC COM 68404L201 237 25,002 SH   SOLE   25,002 0 0
OPUS BK IRVINE CALIF COM COM 684000102 243 14,000 SH   SOLE   14,000 0 0
ORBCOMM INC COM COM 68555P100 1,355 555,315 SH   SOLE   555,315 0 0
ORTHOFIX MED INC COM COM 68752M108 1,686 60,200 SH   SOLE   60,200 0 0
OXFORD INDS INC COM COM 691497309 500 13,800 SH   SOLE   7,300 0 6,500
PARATEK PHARMACEUTICALS INC CO COM 699374302 79 25,000 SH   SOLE   25,000 0 0
PARK AEROSPACE CORP COM 70014A104 1,361 108,000 SH   SOLE   108,000 0 0
PARK OHIO HLDGS CORP COM COM 700666100 4,022 212,331 SH   SOLE   212,331 0 0
PARSLEY ENERGY INC CL A COM 701877102 401 69,900 SH   SOLE   34,500 0 35,400
PATRIOT TRAMSPORTATION HOLDING COM 70338W105 153 16,500 SH   SOLE   16,500 0 0
PATTERSON COMPANIES INC COM 703395103 1,485 97,113 SH   SOLE   44,900 0 52,213
PATTERSON-UTI ENERGY INC COM COM 703481101 476 202,346 SH   SOLE   94,200 0 108,146
PCRX 2 3/8 4/1/22 CONVERTIBLE BOND 695127AD2 480 500,000 PRN   SOLE   500,000 0 0
PCSB FINANCIAL CORPORATION COM COM 69324R104 238 17,000 SH   SOLE   17,000 0 0
PEOPLES UNITED FINANCIAL INCCO COM 712704105 1,325 119,883 SH   SOLE   119,883 0 0
PFSWEB INC COM NEW COM 717098206 883 294,330 SH   SOLE   294,330 0 0
PLANTRONICS COM 727493108 322 32,000 SH   SOLE   14,100 0 17,900
PLAYAGS INC COM COM 72814N104 180 68,000 SH   SOLE   68,000 0 0
POWELL INDS INC COM COM 739128106 529 20,593 SH   SOLE   20,593 0 0
PREFORMED LINE PRODS CO COM COM 740444104 288 5,788 SH   SOLE   5,788 0 0
PRFT 2 3/8 9/15/23 CONVERTIBLE BOND 71375UAB7 957 1,000,000 PRN   SOLE   1,000,000 0 0
PRGX GLOBAL INC COM 69357C503 88 31,549 SH   SOLE   31,549 0 0
PRIMO WATER CORP COM 74167P108 543 59,904 SH   SOLE   59,904 0 0
PROASSURANCE CORP COM COM 74267C106 338 13,500 SH   SOLE   6,400 0 7,100
PROGRESS SOFTWARE CORP COM COM 743312100 1,205 37,658 SH   SOLE   17,700 0 19,958
PRTK 4 3/4 5/1/24 CONVERTIBLE BOND 699374AB0 263 400,000 PRN   SOLE   400,000 0 0
PZENA INVESTMENT MGMT INC CLAS COM 74731Q103 660 148,000 SH   SOLE   148,000 0 0
QTS 6 1/2 SERIES B PERP CONVERTIBLE PREF 74736A301 964 7,500 SH   SOLE   7,500 0 0
QUIDEL CORP COM COM 74838J101 6,260 64,000 SH   SOLE   64,000 0 0
RAVEN INDS INC COM COM 754212108 532 25,080 SH   SOLE   25,080 0 0
READING INTERNATIONAL INC CL B COM 755408200 975 74,670 SH   SOLE   74,670 0 0
READING INTL INC CL A COM 755408101 2,051 527,269 SH   SOLE   527,269 0 0
RENASANT CORP COM COM 75970E107 807 36,971 SH   SOLE   36,971 0 0
RGC RES INC COM COM 74955L103 1,629 56,310 SH   SOLE   56,310 0 0
RMBS 1 3/8 2/1/23 CONVERTIBLE BOND 750917AG1 731 758,000 PRN   SOLE   758,000 0 0
RPC INC. COMMON COM 749660106 126 61,000 SH   SOLE   61,000 0 0
RTI BIOLOGICS INC COM COM 74975N105 86 50,000 SH   SOLE   50,000 0 0
RTRX 2 1/2 9/15/25 CONVERTIBLE BOND 761299AB2 275 350,000 PRN   SOLE   350,000 0 0
RUSH ENTERPRISES INC CL A COM 781846209 1,673 52,405 SH   SOLE   40,105 0 12,300
RUSH ENTERPRISES INC CL B COM 781846308 3,082 101,005 SH   SOLE   101,005 0 0
SALEM COMMUNICATIONS CORP DECL COM 794093104 86 100,000 SH   SOLE   100,000 0 0
SANDY SPRING BANCORP INC COM COM 800363103 679 30,000 SH   SOLE   30,000 0 0
SANFILIPPO JOHN B & SON INC CO COM 800422107 759 8,490 SH   SOLE   8,490 0 0
SCHMITT INDS INC ORE COM NEW COM 806870200 1,925 700,000 SH   SOLE   700,000 0 0
SCRIPPS E W CO OHIO CL A COM 811054402 6,398 848,600 SH   SOLE   848,600 0 0
SHENANDOAH TELECOMMUNICATIONCD COM 82312B106 5,861 119,000 SH   SOLE   119,000 0 0
SILVERCREST ASSET MGMT GROUPCL COM 828359109 757 80,000 SH   SOLE   80,000 0 0
SINCLAIR BROADCAST GROUP INCCL COM 829226109 531 33,000 SH   SOLE   33,000 0 0
SJW GROUP COM 784305104 4,235 73,304 SH   SOLE   73,304 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,568 100,000 SH   SOLE   100,000 0 0
SONIC AUTOMOTIVE INC CL A COM 83545G102 637 47,930 SH   SOLE   47,930 0 0
SOUTH ST CORP COM COM 840441109 211 3,600 SH   SOLE   3,600 0 0
SOUTHERN COMPANY 6.75 8/1/2022 CONVERTIBLE PREF 842587602 666 15,000 SH   SOLE   15,000 0 0
SOUTHERN FIRST BANCSHARES INCO COM 842873101 1,460 51,480 SH   SOLE   51,480 0 0
SOUTHERN NATL BANCORP OF VA CO COM 843395104 630 64,000 SH   SOLE   64,000 0 0
SPLK 1 1/8 9/15/25 CONVERTIBLE BOND 848637AD6 440 400,000 PRN   SOLE   400,000 0 0
SPWR 4 1/15/23 CONVERTIBLE BOND 867652AL3 611 750,000 PRN   SOLE   750,000 0 0
SRE 6 01/15/21 CONVERTIBLE PREF 816851406 335 3,535 SH   SOLE   3,535 0 0
STANDARD MTR PRODS INC CLASS A COM 853666105 2,080 50,028 SH   SOLE   50,028 0 0
STANDEX INTL CORP COM 854231107 1,422 29,000 SH   SOLE   29,000 0 0
STARRETT L S CO CL A COM 855668109 1,029 317,500 SH   SOLE   317,500 0 0
STEEL CONNECT INC COM 858098106 1,223 1,630,000 SH   SOLE   1,630,000 0 0
STEEL PARTNERS HLDGS L P COM 85814R107 3,411 629,000 SH   SOLE   629,000 0 0
STEELCASE INC CL A COM 858155203 477 48,300 SH   SOLE   24,300 0 24,000
STERLING BANCORP/DE COM 85917A100 1,692 161,949 SH   SOLE   138,949 0 23,000
STIFEL FINL CORP COM COM 860630102 604 14,632 SH   SOLE   6,500 0 8,132
STONERIDGE INC COM 86183P102 2,580 154,038 SH   SOLE   154,038 0 0
STRATASYS LTD SHS COM M85548101 255 16,000 SH   SOLE   16,000 0 0
STRATTEC SECURITY CORP. COM 863111100 2,673 184,700 SH   SOLE   184,700 0 0
SUPERIOR INDS INTL INC COM 868168105 168 140,000 SH   SOLE   140,000 0 0
SUPERNUS PHARMACEUTICALS INCCO COM 868459108 378 21,000 SH   SOLE   10,400 0 10,600
SUPN 5/8 4/1/23 CONVERTIBLE BOND 868459AD0 569 708,000 PRN   SOLE   708,000 0 0
SURMODICS INC COM COM 868873100 3,130 93,934 SH   SOLE   93,934 0 0
SWITCH INC A COM 87105L104 548 38,000 SH   SOLE   15,500 0 22,500
SWK 5 1/4 11/15/22 CONVERTIBLE PREF 854502846 360 5,150 SH   SOLE   5,150 0 0
S&W SEED CO COM COM 785135104 1,046 510,000 SH   SOLE   510,000 0 0
TDOC 1 3/8 5/15/25 CONVERTIBLE BOND 87918AAC9 873 300,000 PRN   SOLE   300,000 0 0
TEAM INC COM COM 878155100 2,837 436,451 SH   SOLE   436,451 0 0
TEJON RANCH CO DEL COM COM 879080109 2,109 150,000 SH   SOLE   150,000 0 0
TENNANT CO COM 880345103 1,602 27,650 SH   SOLE   27,650 0 0
TER 1 1/4 12/15/23 CONVERTIBLE BOND 880770AG7 538 300,000 PRN   SOLE   300,000 0 0
TEXTAINER GROUP HOLDINGS LTDSH COM G8766E109 307 37,300 SH   SOLE   17,700 0 19,600
TIMKENSTEEL CORP COM COM 887399103 129 40,000 SH   SOLE   40,000 0 0
TISI 5.000 08/01/23 CONVERTIBLE BOND 878155AE0 220 292,000 PRN   SOLE   292,000 0 0
TITAN INTL INC ILL COM COM 88830M102 62 40,000 SH   SOLE   40,000 0 0
TITAN MACHY INC COM COM 88830R101 1,333 153,435 SH   SOLE   153,435 0 0
TOWNSQUARE MEDIA INC CL A COM 892231101 715 155,000 SH   SOLE   155,000 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 165 53,000 SH   SOLE   53,000 0 0
TREDEGAR INDS INC COM 894650100 7,440 476,000 SH   SOLE   476,000 0 0
TREE 5/8 6/1/22 CONVERTIBLE BOND 52603BAA5 218 199,000 PRN   SOLE   199,000 0 0
TRIBUNE PUBG CO NEW COM COM 89609W107 89 11,000 SH   SOLE   11,000 0 0
TRINITY PL HLDGS INC COM COM 89656D101 1,139 626,000 SH   SOLE   626,000 0 0
TRUSTCO BK CORP N Y COM COM 898349105 391 72,250 SH   SOLE   72,250 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 552 53,400 SH   SOLE   25,700 0 27,700
TUESDAY MORNING CORP COM NEW COM 899035505 50 86,000 SH   SOLE   86,000 0 0
TWIN DISC INC COM COM 901476101 3,169 454,000 SH   SOLE   454,000 0 0
TWIN RIVER WORLDWIDE HOLDINGS COM 90171V204 631 48,464 SH   SOLE   48,464 0 0
TWLO 1/4 6/1/23 CONVERTIBLE BOND 90138FAB8 419 300,000 PRN   SOLE   300,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 297 1,000 SH   SOLE   1,000 0 0
ULTRA CLEAN HLDGS INC COM COM 90385V107 2,082 150,870 SH   SOLE   150,870 0 0
ULTRALIFE BATTERIES INC COM COM 903899102 946 182,000 SH   SOLE   182,000 0 0
UMPQUA HLDGS CORP COM COM 904214103 408 37,386 SH   SOLE   19,050 0 18,336
UNITED GUARDIAN INC COM COM 910571108 1,045 72,301 SH   SOLE   72,301 0 0
UNIVERSAL TECHNICAL INST INCCO COM 913915104 732 123,000 SH   SOLE   123,000 0 0
UTAH MED PRODS INC COM COM 917488108 357 3,800 SH   SOLE   3,800 0 0
VALLEY NATL BANCORP COM COM 919794107 961 131,479 SH   SOLE   88,872 0 42,607
VALUE LINE INC COM 920437100 1,061 32,800 SH   SOLE   32,800 0 0
VCRA 1 1/2 5/15/23 CONVERTIBLE BOND 92857FAB3 794 800,000 PRN   SOLE   800,000 0 0
VERITEX HLDGS INC COM COM 923451108 926 66,300 SH   SOLE   33,200 0 33,100
VIAD CORP COM NEW COM 92552R406 788 37,132 SH   SOLE   37,132 0 0
VICOR CORP COM COM 925815102 285 6,400 SH   SOLE   6,400 0 0
VILLAGE SUPER MKT INC CL A NEW COM 927107409 3,187 129,674 SH   SOLE   129,674 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 843 42,000 SH   SOLE   42,000 0 0
WABASH NATL CORP COM COM 929566107 505 70,000 SH   SOLE   70,000 0 0
WASHINGTON FED INC COM 938824109 749 28,850 SH   SOLE   14,000 0 14,850
WASHINGTON TR BANCORP COM COM 940610108 2,059 56,320 SH   SOLE   50,600 0 5,720
WATERSTONE FINL INC MD COM COM 94188P101 1,088 74,800 SH   SOLE   74,800 0 0
WESBANCO INC COM COM 950810101 596 25,132 SH   SOLE   25,132 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 607 89,760 SH   SOLE   89,760 0 0
WIFI 1 10/1/23 CORPORATE BONDS 09739CAB8 746 840,000 PRN   SOLE   840,000 0 0
WILLAMETTE VY VINEYARD INC COM COM 969136100 112 23,000 SH   SOLE   23,000 0 0
WILLDAN GROUP INC COM COM 96924N100 2,109 98,669 SH   SOLE   98,669 0 0
WINNEBAGO INDS INC COM COM 974637100 2,203 79,200 SH   SOLE   67,300 0 11,900
WORLD WRESTLING ENTERTAINMENT COM 98156Q108 1,086 32,000 SH   SOLE   32,000 0 0
WTR 6 04/30/22 UNITS 29670G201 521 9,720 SH   SOLE   9,720 0 0
YORK WTR CO COM COM 987184108 1,969 45,307 SH   SOLE   45,307 0 0
ZAGG INC COM COM 98884U108 421 135,220 SH   SOLE   135,220 0 0