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 |
1 800 FLOWERS COM INC CL A | COM | 68243Q106 | 3,042 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
A H BELO CORP COM CL A | COM | 001282102 | 30 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
A10 NETWORKS INC COM | COM | 002121101 | 986 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AAR CORP COM | COM | 000361105 | 3,115 | 86,000 | SH | SOLE | 44,100 | 0 | 41,900 | ||
ABM INDS INC COM | COM | 000957100 | 1,551 | 41,000 | SH | SOLE | 20,400 | 0 | 20,600 | ||
ACCURAY INC COM | COM | 004397105 | 67 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
ACIES ACQUISITION CORP | COM | G0103T121 | 107 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ACME UTD CORP COM | COM | 004816104 | 2,531 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
ADVANCED ENERGY INDS INC COM | COM | 007973100 | 2,482 | 25,600 | SH | SOLE | 12,500 | 0 | 13,100 | ||
AEP 6 1/8 3/15/22 | CONVERTIBLE PREF | 025537127 | 671 | 13,552 | SH | SOLE | 13,552 | 0 | 0 | ||
AEROJET ROCKETDYNE HOLDINGS | COM | 007800105 | 41,495 | 785,140 | SH | SOLE | 785,140 | 0 | 0 | ||
AGILYSYS INC | COM | 00847J105 | 307 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
AJRD 2 1/4 12/15/23 | CONVERTIBLE BOND | 007800AB1 | 508 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
ALBANY INTL CORP-CL A | COM | 012348108 | 382 | 5,200 | SH | SOLE | 2,600 | 0 | 2,600 | ||
ALITHYA GROUP INC CL A SUB VTG | COM | 01643B106 | 1,552 | 742,821 | SH | SOLE | 742,821 | 0 | 0 | ||
ALLEGIANCE BANCSHARES INC COM | COM | 01748H107 | 1,604 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
ALLIED MOTION TECHNOLOGIES ICO | COM | 019330109 | 4,550 | 89,040 | SH | SOLE | 89,040 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS INCO | COM | 02553E106 | 905 | 45,100 | SH | SOLE | 24,750 | 0 | 20,350 | ||
AMERICAN SOFTWARE INC CL A | COM | 029683109 | 3,097 | 180,380 | SH | SOLE | 180,380 | 0 | 0 | ||
AMN HEALTHCARE SVCS INC COM | COM | 001744101 | 546 | 8,000 | SH | SOLE | 4,100 | 0 | 3,900 | ||
AMPCO PITTSBURGH CORP | COM | 032037103 | 225 | 40,980 | SH | SOLE | 40,980 | 0 | 0 | ||
AMPCO-PITTSBURG CORP WT A EXP | WARRANT AND RIGH | 032037111 | 41 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC COM | COM | 035255108 | 996 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
ANTERIX INC COM | COM | 03676C100 | 1,241 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
APOGEE ENTERPRISES INC COM | COM | 037598109 | 475 | 15,000 | SH | SOLE | 7,600 | 0 | 7,400 | ||
ARC DOCUMENT SOLUTIONS INC COM | COM | 00191G103 | 148 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ARLO TECHNOLOGIES INC COM | COM | 04206A101 | 1,207 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
ARTESIAN RES CORP COM CL A | COM | 043113208 | 1,332 | 35,926 | SH | SOLE | 35,926 | 0 | 0 | ||
ASTEC INDS INC COM | COM | 046224101 | 14,123 | 244,000 | SH | SOLE | 244,000 | 0 | 0 | ||
ASTRONICS CORP COM | COM | 046433108 | 1,168 | 88,290 | SH | SOLE | 88,290 | 0 | 0 | ||
ATLANTIC AMERN CORP COM | COM | 048209100 | 37 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
ATLANTIC CAP BANCSHARES INC CO | COM | 048269203 | 4,686 | 294,358 | SH | SOLE | 273,758 | 0 | 20,600 | ||
ATLANTIC UN BANKSHARES CORP CO | COM | 04911A107 | 2,051 | 62,277 | SH | SOLE | 52,377 | 0 | 9,900 | ||
ATLAS AIR WORLDWIDE 1.875 06/ | CONVERTIBLE BOND | 049164BJ4 | 573 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
ATN INTERNATIONAL INC | COM | 00215F107 | 234 | 5,600 | SH | SOLE | 2,900 | 0 | 2,700 | ||
AVID TECHNOLOGY INC | COM | 05367P100 | 3,936 | 248,000 | SH | SOLE | 248,000 | 0 | 0 | ||
AVIENT CORPORATION COM | COM | 05368V106 | 632 | 15,700 | SH | SOLE | 8,700 | 0 | 7,000 | ||
AZZ INC COM | COM | 002474104 | 830 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
BADGER METER INC COM | COM | 056525108 | 2,511 | 26,700 | SH | SOLE | 26,700 | 0 | 0 | ||
BALLYS CORPORATION COM | COM | 05875B106 | 2,409 | 47,964 | SH | SOLE | 47,964 | 0 | 0 | ||
BANC OF CALIFORNIA INC COM | COM | 05990K106 | 374 | 25,400 | SH | SOLE | 12,900 | 0 | 12,500 | ||
BANK OF AMERICA CV PFD L 7.250 | CONVERTIBLE PREF | 060505682 | 913 | 600 | SH | SOLE | 600 | 0 | 0 | ||
BARINGS BDC INC COM | COM | 06759L103 | 794 | 86,257 | SH | SOLE | 86,257 | 0 | 0 | ||
BASSETT FURNITURE INDS | COM | 070203104 | 1,325 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
BEASLEY BROADCAST GRP INC. | COM | 074014101 | 745 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
BELLRING BRANDS INC COM CL A | COM | 079823100 | 365 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC CO | COM | 084680107 | 193 | 11,275 | SH | SOLE | 11,275 | 0 | 0 | ||
BIG 5 SPORTING GOODS CORP COM | COM | 08915P101 | 562 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
BIOTELEMETRY INC COM | COM | 090672106 | 7,054 | 97,870 | SH | SOLE | 97,870 | 0 | 0 | ||
BL 1/8 8/1/24 | CONVERTIBLE BOND | 09239BAB5 | 941 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS INCO | COM | 101119105 | 382 | 45,200 | SH | SOLE | 22,600 | 0 | 22,600 | ||
BOTTOMLINE TECH DEL INC COM | COM | 101388106 | 786 | 14,900 | SH | SOLE | 7,600 | 0 | 7,300 | ||
BOYD GAMING CORP | COM | 103304101 | 2,567 | 59,800 | SH | SOLE | 59,800 | 0 | 0 | ||
BROWN & BROWN INC COM | COM | 115236101 | 833 | 17,568 | SH | SOLE | 8,800 | 0 | 8,768 | ||
CADENCE BANCORPORATION CL A | COM | 12739A100 | 313 | 19,058 | SH | SOLE | 19,058 | 0 | 0 | ||
CADIZ INC | COM | 127537207 | 128 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC COM | COM | 12769G100 | 1,634 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CALAVO GROWERS INC COM | COM | 128246105 | 3,472 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CALIFORNIA WTR SVC GROUP COM | COM | 130788102 | 1,313 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
CALLAWAY GOLF CO COM | COM | 131193104 | 576 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
CANTEL MEDICAL CORP COM | COM | 138098108 | 1,025 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
CAPITAL CITY BK GROUP INC COM | COM | 139674105 | 2,011 | 81,800 | SH | SOLE | 81,800 | 0 | 0 | ||
CARDIOVASCULAR SYS INC DEL COM | COM | 141619106 | 4,449 | 101,660 | SH | SOLE | 101,660 | 0 | 0 | ||
CARDLYTICS INC COM | COM | 14161W105 | 4,997 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
CAREDX INC | COM | 14167L103 | 688 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
CARETRUST REIT INC COM | COM | 14174T107 | 495 | 22,300 | SH | SOLE | 10,500 | 0 | 11,800 | ||
CARRIAGE SVCS INC CL A | COM | 143905107 | 2,443 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
CASELLA WASTE SYS INC CL A | COM | 147448104 | 5,080 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
CAVCO INDUSTRIES | COM | 149568107 | 5,264 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CFX 5 3/4 1/15/22 | CONVERTIBLE PREF | 194014205 | 638 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
CHAMPIONX CORPORATION COM | COM | 15872M104 | 872 | 57,000 | SH | SOLE | 31,100 | 0 | 25,900 | ||
CHASE CORP | COM | 16150R104 | 4,152 | 41,100 | SH | SOLE | 41,100 | 0 | 0 | ||
CHENIERE ENERGY, INC. 4.250 0 | CONVERTIBLE BOND | 16411RAG4 | 629 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
CHESAPEAKE UTILS CORP COM | COM | 165303108 | 1,176 | 10,870 | SH | SOLE | 10,870 | 0 | 0 | ||
CHICKEN SOUP FOR THE SOUL ENCL | COM | 16842Q100 | 236 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
CHURCHILL DOWNS INC COM | COM | 171484108 | 1,500 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
CIM 7.000 04/01/23 | CONVERTIBLE BOND | 16934QAA7 | 469 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
CIRCOR INTL INC COM | COM | 17273K109 | 2,405 | 62,566 | SH | SOLE | 52,566 | 0 | 10,000 | ||
CITIZENS & NORTHN CORP COM | COM | 172922106 | 329 | 16,560 | SH | SOLE | 16,560 | 0 | 0 | ||
CLOUDERA INC COM | COM | 18914U100 | 556 | 40,000 | SH | SOLE | 19,800 | 0 | 20,200 | ||
CMC MATERIALS INC COM | COM | 12571T100 | 409 | 2,700 | SH | SOLE | 1,100 | 0 | 1,600 | ||
CNMD 2 5/8 2/1/24 | CONVERTIBLE BOND | 207410AF8 | 491 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
COHEN & STEERS INC COM | COM | 19247A100 | 374 | 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 | 765 | 21,301 | SH | SOLE | 10,800 | 0 | 10,501 | ||
COLUMBUS MCKINNON CORP N Y COM | COM | 199333105 | 3,704 | 96,360 | SH | SOLE | 96,360 | 0 | 0 | ||
COMMUNICATIONS SYS | COM | 203900105 | 1,586 | 347,000 | SH | SOLE | 347,000 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS CCO | COM | 205826209 | 2,352 | 113,700 | SH | SOLE | 107,300 | 0 | 6,400 | ||
CONFORMIS INC COM | COM | 20717E101 | 122 | 185,000 | SH | SOLE | 185,000 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC CO | COM | 209034107 | 64 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
CONSOLIDATED WATER CO LTD ORD | COM | G23773107 | 747 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
CORE MOLDING TECH COM | COM | 218683100 | 2,513 | 178,500 | SH | SOLE | 178,500 | 0 | 0 | ||
COUP 1/8 6/15/25 | CONVERTIBLE BOND | 22266LAC0 | 308 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
CPI AEROSTRUCTURES INC COM NEW | COM | 125919308 | 92 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
CSGS 4 1/4 3/15/36 | CONVERTIBLE BOND | 126349AF6 | 1,061 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
CTS CORP | COM | 126501105 | 8,671 | 252,580 | SH | SOLE | 252,580 | 0 | 0 | ||
CUTERA INC COM | COM | 232109108 | 7,931 | 328,940 | SH | SOLE | 328,940 | 0 | 0 | ||
DAKTRONICS INC COM | COM | 234264109 | 197 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
DANA HOLDING CORP COM | COM | 235825205 | 956 | 49,000 | SH | SOLE | 49,000 | 0 | 0 | ||
DARLING INTL INC COM | COM | 237266101 | 2,042 | 35,400 | SH | SOLE | 17,900 | 0 | 17,500 | ||
DAWSON GEOPHYSICAL CO NEW COM | COM | 239360100 | 51 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 225 | 7,700 | SH | SOLE | 4,000 | 0 | 3,700 | ||
DENNYS CORP COM | COM | 24869P104 | 631 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
DHI GROUP INC COM | COM | 23331S100 | 100 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
DHR 4 3/4 4/15/22 | CONVERTIBLE PREF | 235851300 | 755 | 500 | SH | SOLE | 500 | 0 | 0 | ||
DIAMONDBACK ENERGY INC COM | COM | 25278X109 | 1,002 | 20,700 | SH | SOLE | 10,100 | 0 | 10,600 | ||
DIEBOLD NIXDORF | COM | 253651103 | 3,845 | 360,701 | SH | SOLE | 360,701 | 0 | 0 | ||
DIGI INTL INC COM | COM | 253798102 | 3,036 | 160,620 | SH | SOLE | 160,620 | 0 | 0 | ||
DIME CMNTY BANCORP INC COM | COM | 253922108 | 514 | 32,580 | SH | SOLE | 32,580 | 0 | 0 | ||
DISH 3 3/8 8/15/26 | CONVERTIBLE BOND | 25470MAB5 | 910 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC II | COM | 233277201 | 263 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
DTE ENERGY CO CORP UNITS | UNITS | 233331842 | 1,020 | 21,384 | SH | SOLE | 21,384 | 0 | 0 | ||
DUCOMMUN INC DEL COM | COM | 264147109 | 9,776 | 182,040 | SH | SOLE | 182,040 | 0 | 0 | ||
DXCM 3/4 12/1/23 | CONVERTIBLE BOND | 252131AH0 | 1,115 | 495,000 | PRN | SOLE | 495,000 | 0 | 0 | ||
EASTERN CO COM | COM | 276317104 | 7,220 | 299,599 | SH | SOLE | 299,599 | 0 | 0 | ||
ECPG 4 1/2 9/1/23 | CONVERTIBLE BOND | 29260UAA5 | 553 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
ELAN 5.000 02/01/23 | CONVERTIBLE PREF | 28414H202 | 469 | 9,795 | SH | SOLE | 9,795 | 0 | 0 | ||
ELECTROMED INC COM | COM | 285409108 | 345 | 35,142 | SH | SOLE | 35,142 | 0 | 0 | ||
EMCOR GROUP INC COM | COM | 29084Q100 | 1,006 | 11,000 | SH | SOLE | 5,500 | 0 | 5,500 | ||
ENERGY RECOVERY INC | COM | 29270J100 | 409 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ENTEGRIS INC COM | COM | 29362U104 | 2,662 | 27,700 | SH | SOLE | 17,700 | 0 | 10,000 | ||
ENTERCOM COMMUNICATIONS CORPCL | COM | 293639100 | 25 | 10,160 | SH | SOLE | 10,160 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC COM | COM | 297602104 | 2,542 | 125,800 | SH | SOLE | 76,800 | 0 | 49,000 | ||
EVBG 1/8 12/15/24 | CONVERTIBLE BOND | 29978AAC8 | 1,418 | 960,000 | PRN | SOLE | 960,000 | 0 | 0 | ||
EVOQUA WATER TECHNOLOGIES COCO | COM | 30057T105 | 1,206 | 44,700 | SH | SOLE | 22,600 | 0 | 22,100 | ||
EXAS 3/8 3/15/27 | CONVERTIBLE BOND | 30063PAB1 | 1,254 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
EXELIXIS INC COM | COM | 30161Q104 | 1,284 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
EXTREME NETWORKS INC COM | COM | 30226D106 | 2,603 | 377,750 | SH | SOLE | 282,750 | 0 | 95,000 | ||
F N B CORP PA COM | COM | 302520101 | 703 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
FARMER BROS CO | COM | 307675108 | 476 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
FARMERS NATL BANC CORP COM | COM | 309627107 | 531 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
FARO TECHNOLOGIES INC COM | COM | 311642102 | 1,052 | 14,900 | SH | SOLE | 7,500 | 0 | 7,400 | ||
FEDERAL SIGNAL CORP COM | COM | 313855108 | 4,710 | 142,000 | SH | SOLE | 142,000 | 0 | 0 | ||
FERRO CORP | COM | 315405100 | 13,163 | 899,760 | SH | SOLE | 844,560 | 0 | 55,200 | ||
FIRST FNDTN INC COM | COM | 32026V104 | 1,330 | 66,500 | SH | SOLE | 33,600 | 0 | 32,900 | ||
FIRST INTERNET BANCORP COM | COM | 320557101 | 760 | 26,440 | SH | SOLE | 26,440 | 0 | 0 | ||
FLOWSERVE CORP COM | COM | 34354P105 | 542 | 14,700 | SH | SOLE | 7,500 | 0 | 7,200 | ||
FLUSHING FINL CORP COM | COM | 343873105 | 6,511 | 391,300 | SH | SOLE | 391,300 | 0 | 0 | ||
FORMFACTOR INC COM | COM | 346375108 | 1,632 | 37,936 | SH | SOLE | 19,100 | 0 | 18,836 | ||
FOSTER L B CO COM | COM | 350060109 | 1,761 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
FREQUENCY ELECTRS INC COM | COM | 358010106 | 165 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FRP HLDGS INC COM | COM | 30292L107 | 1,025 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
FS BANCORP INC COM | COM | 30263Y104 | 880 | 16,058 | SH | SOLE | 16,058 | 0 | 0 | ||
FTI CONSULTING INC COM | COM | 302941109 | 689 | 6,168 | SH | SOLE | 3,150 | 0 | 3,018 | ||
FULL HOUSE RESORTS INC COM | COM | 359678109 | 4,489 | 1,142,119 | SH | SOLE | 1,142,119 | 0 | 0 | ||
GAN LTD ORD SHS | COM | G3728V109 | 1,010 | 49,800 | SH | SOLE | 49,800 | 0 | 0 | ||
GENCOR INDS INC COM | COM | 368678108 | 5,781 | 470,000 | SH | SOLE | 470,000 | 0 | 0 | ||
GENTHERM INC COM | COM | 37253A103 | 795 | 12,190 | SH | SOLE | 12,190 | 0 | 0 | ||
GIBRALTER INDUSTRIES INC | COM | 374689107 | 7,194 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GLACIER BANCORP INC NEW COM | COM | 37637Q105 | 939 | 20,400 | SH | SOLE | 9,300 | 0 | 11,100 | ||
GOLDEN ENTERTAINMENT INC | COM | 381013101 | 12,038 | 605,210 | SH | SOLE | 605,210 | 0 | 0 | ||
GORMAN RUPP CO | COM | 383082104 | 2,693 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
GP STRATEGIES CORP COM | COM | 36225V104 | 2,066 | 174,172 | SH | SOLE | 174,172 | 0 | 0 | ||
GRAHAM CORP COM | COM | 384556106 | 546 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
GRAY TELEVISION, INC | COM | 389375106 | 4,314 | 241,120 | SH | SOLE | 241,120 | 0 | 0 | ||
GRAY TELEVISION, INC CL A | COM | 389375205 | 1,442 | 86,293 | SH | SOLE | 86,293 | 0 | 0 | ||
GREENBRIER COS INC | COM | 393657101 | 1,579 | 43,400 | SH | SOLE | 22,300 | 0 | 21,100 | ||
GRIFFIN INDUSTRIAL REALTY IN | COM | 398231100 | 15,259 | 244,150 | SH | SOLE | 244,150 | 0 | 0 | ||
GRIFFON CORP COM | COM | 398433102 | 8,831 | 433,313 | SH | SOLE | 433,313 | 0 | 0 | ||
GTY GOVTECH INC | COM | 362409104 | 333 | 64,348 | SH | SOLE | 64,348 | 0 | 0 | ||
GYRODYNE LLC COM | COM | 403829104 | 230 | 14,138 | SH | SOLE | 14,138 | 0 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 960 | 23,900 | SH | SOLE | 12,200 | 0 | 11,700 | ||
HALLMARK FINL SVCS INC ECCOM N | COM | 40624Q203 | 94 | 26,270 | SH | SOLE | 26,270 | 0 | 0 | ||
HANESBRANDS INC COM | COM | 410345102 | 563 | 38,600 | SH | SOLE | 18,800 | 0 | 19,800 | ||
HAWKINS INC COM | COM | 420261109 | 1,905 | 36,420 | SH | SOLE | 36,420 | 0 | 0 | ||
HC2 HLDGS INC COM | COM | 404139107 | 913 | 280,000 | SH | SOLE | 280,000 | 0 | 0 | ||
HEIDRICK & STRUGGLES INTL INCO | COM | 422819102 | 491 | 16,700 | SH | SOLE | 9,900 | 0 | 6,800 | ||
HEMISPHERE MEDIA GROUP INC CL | COM | 42365Q103 | 690 | 66,600 | SH | SOLE | 35,900 | 0 | 30,700 | ||
HERC HLDGS INC COM | COM | 42704L104 | 465 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
HESKA CORPORATION COM NEW | COM | 42805E306 | 291 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
HEXCEL CORP NEW COM | COM | 428291108 | 422 | 8,700 | SH | SOLE | 3,600 | 0 | 5,100 | ||
HILT 2 9/1/24 | CONVERTIBLE BOND | 413160AD4 | 545 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
HOMESTREET INC COM | COM | 43785V102 | 921 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
HORACE MANN EDUCATORS CP NEWCO | COM | 440327104 | 446 | 10,600 | SH | SOLE | 6,000 | 0 | 4,600 | ||
HUTTIG BLDG PRODS INC COM | COM | 448451104 | 1,534 | 418,000 | SH | SOLE | 418,000 | 0 | 0 | ||
I3 VERTICALS INC COM CL A | COM | 46571Y107 | 3,453 | 104,000 | SH | SOLE | 104,000 | 0 | 0 | ||
IAA SPINCO INC COM | COM | 449253103 | 942 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
ICC HOLDINGS INC | COM | 44931Q104 | 243 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ICF INTL INC COM | COM | 44925C103 | 1,732 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
ICU MEDICAL INC | COM | 44930G107 | 766 | 3,572 | SH | SOLE | 1,780 | 0 | 1,792 | ||
IMAX CORP COM | COM | 45245E109 | 541 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
INFINERA CORPORATION COM | COM | 45667G103 | 2,491 | 237,700 | SH | SOLE | 114,700 | 0 | 123,000 | ||
INFUSYSTEM HLDGS INC COM | COM | 45685K102 | 3,442 | 183,258 | SH | SOLE | 183,258 | 0 | 0 | ||
INGLES MKTS INC CL A | COM | 457030104 | 3,082 | 72,240 | SH | SOLE | 72,240 | 0 | 0 | ||
INNOVATIVE SOLUTIONS & SUPPOCO | COM | 45769N105 | 691 | 106,000 | SH | SOLE | 106,000 | 0 | 0 | ||
INSPIRED ENTMT INC COM | COM | 45782N108 | 2,324 | 353,221 | SH | SOLE | 353,221 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COM | 45826H109 | 1,867 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
INTERSECT ENT INC COM | COM | 46071F103 | 412 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
INTEVAC INC COM | COM | 461148108 | 1,118 | 155,030 | SH | SOLE | 155,030 | 0 | 0 | ||
INTRICON CORP COM | COM | 46121H109 | 3,451 | 190,665 | SH | SOLE | 190,665 | 0 | 0 | ||
INVESTORS BANCORP INC | COM | 46146L101 | 968 | 91,646 | SH | SOLE | 48,750 | 0 | 42,896 | ||
INVITAE CORP COM | COM | 46185L103 | 606 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC COM | COM | 46269C102 | 590 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
IVC 4 1/2 6/1/22 | CONVERTIBLE BOND | 461203AH4 | 382 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
J & J SNACK FOODS CORP | COM | 466032109 | 233 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP CO | COM | 477839104 | 3,188 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
JOHNSON OUTDOORS INC CL A | COM | 479167108 | 563 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
KAMAN CORP | COM | 483548103 | 8,010 | 140,200 | SH | SOLE | 140,200 | 0 | 0 | ||
KAMN 3 1/4 5/1/24 | CONVERTIBLE BOND | 483548AF0 | 346 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
KAR AUCTION SVCS INC COM | COM | 48238T109 | 1,342 | 72,129 | SH | SOLE | 53,429 | 0 | 18,700 | ||
KENNAMETAL INC COM | COM | 489170100 | 616 | 17,000 | SH | SOLE | 9,500 | 0 | 7,500 | ||
KIMBALL ELECTRONICS INC COM | COM | 49428J109 | 704 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
KIMBALL INTL INC CL B | COM | 494274103 | 1,697 | 142,000 | SH | SOLE | 142,000 | 0 | 0 | ||
KINDRED BIOSCIENCES INC COM | COM | 494577109 | 112 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
KKR & CO INC CL A | COM | 48251W104 | 3,165 | 78,170 | SH | SOLE | 78,170 | 0 | 0 | ||
KN 3 1/4 11/1/21 | CONVERTIBLE BOND | 49926DAB5 | 1,025 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
LA Z BOY CHAIR CO | COM | 505336107 | 1,315 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
LANDS END INC NEW COM | COM | 51509F105 | 216 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
LAWSON PRODS INC COM | COM | 520776105 | 12,218 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
LEGACY HOUSING CORP COM | COM | 52472M101 | 1,023 | 67,700 | SH | SOLE | 67,700 | 0 | 0 | ||
LEMAITRE VASCULAR INC COM | COM | 525558201 | 223 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
LENDING TREE INC. | COM | 52603B107 | 1,331 | 4,860 | SH | SOLE | 4,860 | 0 | 0 | ||
LIFETIME BRANDS INC COM | COM | 53222Q103 | 3,651 | 240,175 | SH | SOLE | 240,175 | 0 | 0 | ||
LIMELIGHT NETWORKS INC COM | COM | 53261M104 | 239 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
LIMONEIRA CO COM | COM | 532746104 | 3,713 | 223,000 | SH | SOLE | 223,000 | 0 | 0 | ||
LINDSAY CORP | COM | 535555106 | 640 | 4,980 | SH | SOLE | 4,980 | 0 | 0 | ||
LITE 1/2 12/15/26 | CONVERTIBLE BOND | 55024UAD1 | 612 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
LITHIA MOTORS INC. | COM | 536797103 | 205 | 700 | SH | SOLE | 700 | 0 | 0 | ||
LIVE OAK BANCSHARES INC COM | COM | 53803X105 | 593 | 12,500 | SH | SOLE | 6,500 | 0 | 6,000 | ||
LPSN 3/4 3/1/24 | CONVERTIBLE BOND | 538146AB7 | 1,218 | 690,000 | PRN | SOLE | 690,000 | 0 | 0 | ||
LUMENTUM HLDGS INC COM | COM | 55024U109 | 907 | 9,568 | SH | SOLE | 4,822 | 0 | 4,746 | ||
LUV 1 1/4 5/1/25 | CONVERTIBLE BOND | 844741BG2 | 1,049 | 720,000 | PRN | SOLE | 720,000 | 0 | 0 | ||
LUXFER HOLDINGS PLC SHS | COM | G5698W116 | 325 | 19,800 | SH | SOLE | 9,800 | 0 | 10,000 | ||
LYDALL INC COM | COM | 550819106 | 1,892 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
MAGNOLIA OIL & GAS CORP CL A | COM | 559663109 | 498 | 70,600 | SH | SOLE | 32,700 | 0 | 37,900 | ||
MARCUS CORP COM | COM | 566330106 | 998 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
MARINE PRODS CORP COM | COM | 568427108 | 6,180 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
MARINEMAX INC COM | COM | 567908108 | 1,576 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
MARVELL TECHNOLOGY GRP LTD | COM | G5876H105 | 1,326 | 27,900 | SH | SOLE | 14,200 | 0 | 13,700 | ||
MATADOR RES CO COM | COM | 576485205 | 283 | 23,500 | SH | SOLE | 8,700 | 0 | 14,800 | ||
MATERIALISE NV SPONSORED ADS | COM | 57667T100 | 542 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MCGRATH RENTCORP COM | COM | 580589109 | 980 | 14,600 | SH | SOLE | 7,200 | 0 | 7,400 | ||
MDC PARTNERS INC-A | COM | 552697104 | 90 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
MEDALLION FINANCIAL CORP | COM | 583928106 | 539 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
MELI 2 8/15/28 | CONVERTIBLE BOND | 58733RAD4 | 1,518 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
MERCURY GEN CORP NEW COM | COM | 589400100 | 486 | 9,300 | SH | SOLE | 4,700 | 0 | 4,600 | ||
MEREDITH CORP | COM | 589433101 | 445 | 23,200 | SH | SOLE | 8,900 | 0 | 14,300 | ||
MERIDIAN BIOSCIENCE INC COM | COM | 589584101 | 439 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
MESA LABS INC COM | COM | 59064R109 | 1,863 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
METHODE ELECTRS INC CL A | COM | 591520200 | 796 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
MIDDLEBY CORP COM | COM | 596278101 | 3,482 | 27,010 | SH | SOLE | 27,010 | 0 | 0 | ||
MIDDLESEX WTR CO COM | COM | 596680108 | 1,879 | 25,933 | SH | SOLE | 25,933 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 590 | 9,500 | SH | SOLE | 6,200 | 0 | 3,300 | ||
MITEK SYS INC COM NEW | COM | 606710200 | 2,436 | 137,000 | SH | SOLE | 137,000 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 2,211 | 176,000 | SH | SOLE | 176,000 | 0 | 0 | ||
MONARCH CASINO & RESORT INC CO | COM | 609027107 | 367 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
MONEYGRAM INTERNATIONAL INC CO | COM | 60935Y208 | 656 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
MOTORCAR PTS & ACCESSORS INCCO | COM | 620071100 | 353 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
MOVADO GROUP INC COM | COM | 624580106 | 1,463 | 88,000 | SH | SOLE | 88,000 | 0 | 0 | ||
MSA SAFETY INC COM | COM | 553498106 | 1,195 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
MUELLER WATER PRODUCTS INC | COM | 624758108 | 1,332 | 107,600 | SH | SOLE | 57,700 | 0 | 49,900 | ||
MYERS INDS INC | COM | 628464109 | 16,081 | 773,870 | SH | SOLE | 773,870 | 0 | 0 | ||
MYR GROUP INC DEL COM | COM | 55405W104 | 5,139 | 85,500 | SH | SOLE | 76,800 | 0 | 8,700 | ||
NAPCO SEC SYS INC COM | COM | 630402105 | 787 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
NATHANS FAMOUS INC NEW COM | COM | 632347100 | 11,940 | 216,234 | SH | SOLE | 216,234 | 0 | 0 | ||
NATUS MEDICAL INC DEL COM | COM | 639050103 | 635 | 31,700 | SH | SOLE | 18,200 | 0 | 13,500 | ||
NAVIGATOR HOLDINGS LTD SHS | COM | Y62132108 | 723 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
NAVISTAR INTL CORP COM | COM | 63934E108 | 220 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
NBIX 2 1/4 5/15/24 | CONVERTIBLE BOND | 64125CAD1 | 470 | 337,000 | PRN | SOLE | 337,000 | 0 | 0 | ||
NEE 4.872 9/1/22 CV PFD | CONVERTIBLE PREF | 65339F796 | 818 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
NEE 5.279 3/1/23 | CONVERTIBLE PREF | 65339F770 | 468 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
NEE 6.219 9/1/23 | CONVERTIBLE PREF | 65339F739 | 493 | 9,645 | SH | SOLE | 9,645 | 0 | 0 | ||
NEOGEN CORP COM | COM | 640491106 | 8,723 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
NEOGENOMICS INC COM NEW | COM | 64049M209 | 3,622 | 67,280 | SH | SOLE | 67,280 | 0 | 0 | ||
NETSCOUT SYS INC COM | COM | 64115T104 | 2,329 | 84,950 | SH | SOLE | 44,200 | 0 | 40,750 | ||
NEW SR INVT GROUP INC COM | COM | 648691103 | 145 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V CV PFD | CONVERTIBLE PREF | 64944P307 | 276 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NICE 1 1/4 1/15/24 | CONVERTIBLE BOND | 65366HAB9 | 691 | 205,000 | PRN | SOLE | 205,000 | 0 | 0 | ||
NLIGHT INC COM | COM | 65487K100 | 519 | 15,900 | SH | SOLE | 7,500 | 0 | 8,400 | ||
OCEANEERING INTL INC COM | COM | 675232102 | 401 | 50,400 | SH | SOLE | 28,900 | 0 | 21,500 | ||
OCEANFIRST FINL CORP COM | COM | 675234108 | 1,316 | 70,640 | SH | SOLE | 47,540 | 0 | 23,100 | ||
OFG BANCORP | COM | 67103X102 | 322 | 17,350 | SH | SOLE | 17,350 | 0 | 0 | ||
OIL DRI CORP AMER COM | COM | 677864100 | 1,169 | 34,300 | SH | SOLE | 34,300 | 0 | 0 | ||
OLD NATL BANCORP IND COM | COM | 680033107 | 368 | 22,200 | SH | SOLE | 10,900 | 0 | 11,300 | ||
OMNICELL INC COM | COM | 68213N109 | 4,617 | 38,465 | SH | SOLE | 32,350 | 0 | 6,115 | ||
ONTO INNOVATION INC COM | COM | 683344105 | 2,549 | 53,600 | SH | SOLE | 28,100 | 0 | 25,500 | ||
OPKO HEALTH INC COM | COM | 68375N103 | 869 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
OPTION CARE HEALTH INC | COM | 68404L201 | 391 | 25,002 | SH | SOLE | 25,002 | 0 | 0 | ||
ORBCOMM INC COM | COM | 68555P100 | 3,042 | 410,000 | SH | SOLE | 410,000 | 0 | 0 | ||
ORTHOFIX MED INC COM | COM | 68752M108 | 2,695 | 62,700 | SH | SOLE | 62,700 | 0 | 0 | ||
OXFORD INDS INC COM | COM | 691497309 | 1,101 | 16,800 | SH | SOLE | 9,700 | 0 | 7,100 | ||
PACIFIC PREMIER BANCORP COM | COM | 69478X105 | 345 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC CO | COM | 699374302 | 119 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
PARK AEROSPACE CORP | COM | 70014A104 | 925 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
PARK OHIO HLDGS CORP COM | COM | 700666100 | 5,438 | 176,000 | SH | SOLE | 176,000 | 0 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 2,237 | 75,513 | SH | SOLE | 38,500 | 0 | 37,013 | ||
PATTERSON-UTI ENERGY INC COM | COM | 703481101 | 1,106 | 210,346 | SH | SOLE | 115,400 | 0 | 94,946 | ||
PCRX 2 3/8 4/1/22 | CONVERTIBLE BOND | 695127AD2 | 569 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
PENSKE AUTOMOTIVE GRP INC COM | COM | 70959W103 | 273 | 4,600 | SH | SOLE | 2,300 | 0 | 2,300 | ||
PEOPLES UNITED FINANCIAL INCCO | COM | 712704105 | 715 | 55,332 | SH | SOLE | 55,332 | 0 | 0 | ||
PFPT 1/4 8/15/24 | CORPORATE BONDS | 743424AF0 | 1,117 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
PFSWEB INC COM NEW | COM | 717098206 | 1,468 | 218,129 | SH | SOLE | 218,129 | 0 | 0 | ||
PLANTRONICS | COM | 727493108 | 749 | 27,700 | SH | SOLE | 12,000 | 0 | 15,700 | ||
PLAYAGS INC COM | COM | 72814N104 | 619 | 86,000 | SH | SOLE | 86,000 | 0 | 0 | ||
PODD 3/8 9/1/26 144A | CONVERTIBLE BOND | 45784PAK7 | 1,332 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
POWELL INDS INC COM | COM | 739128106 | 480 | 16,293 | SH | SOLE | 16,293 | 0 | 0 | ||
PRIMO WATER CORP | COM | 74167P108 | 312 | 19,894 | SH | SOLE | 19,894 | 0 | 0 | ||
PRO 1 5/15/24 | CONVERTIBLE BOND | 74346YAH6 | 264 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
PROASSURANCE CORP COM | COM | 74267C106 | 224 | 12,600 | SH | SOLE | 6,400 | 0 | 6,200 | ||
PROGRESS SOFTWARE CORP COM | COM | 743312100 | 1,530 | 33,858 | SH | SOLE | 16,300 | 0 | 17,558 | ||
PRTK 4 3/4 5/1/24 | CONVERTIBLE BOND | 699374AB0 | 347 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
PZENA INVESTMENT MGMT INC CLAS | COM | 74731Q103 | 1,066 | 146,000 | SH | SOLE | 146,000 | 0 | 0 | ||
QTS 6 1/2 SERIES B PERP | CONVERTIBLE PREF | 74736A301 | 1,064 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
QTWO 3/4 6/1/26 | CONVERTIBLE BOND | 74736LAD1 | 1,148 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
QUIDEL CORP COM | COM | 74838J101 | 449 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
RAVEN INDS INC COM | COM | 754212108 | 830 | 25,080 | SH | SOLE | 25,080 | 0 | 0 | ||
READING INTERNATIONAL INC CL B | COM | 755408200 | 1,550 | 73,770 | SH | SOLE | 73,770 | 0 | 0 | ||
READING INTL INC CL A | COM | 755408101 | 1,442 | 287,269 | SH | SOLE | 287,269 | 0 | 0 | ||
RENASANT CORP COM | COM | 75970E107 | 1,133 | 33,651 | SH | SOLE | 33,651 | 0 | 0 | ||
RGC RES INC COM | COM | 74955L103 | 1,291 | 54,310 | SH | SOLE | 54,310 | 0 | 0 | ||
RP 1 1/2 5/15/25 144A | CONVERTIBLE BOND | 75606NAC3 | 1,028 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
RPC INC. COMMON | COM | 749660106 | 192 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
RTRX 2 1/2 9/15/25 | CONVERTIBLE BOND | 761299AB2 | 357 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
RUSH ENTERPRISES INC CL A | COM | 781846209 | 3,163 | 76,357 | SH | SOLE | 60,157 | 0 | 16,200 | ||
RUSH ENTERPRISES INC CL B | COM | 781846308 | 4,244 | 112,007 | SH | SOLE | 112,007 | 0 | 0 | ||
RUSH STREET INTERACTIVE INC CO | COM | 782011100 | 325 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SANDY SPRING BANCORP INC COM | COM | 800363103 | 869 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
SANFILIPPO JOHN B & SON INC CO | COM | 800422107 | 670 | 8,490 | SH | SOLE | 8,490 | 0 | 0 | ||
SCHMITT INDS INC ORE COM NEW | COM | 806870200 | 3,167 | 593,000 | SH | SOLE | 593,000 | 0 | 0 | ||
SCRIPPS E W CO OHIO CL A | COM | 811054402 | 7,731 | 505,600 | SH | SOLE | 505,600 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATIONCD | COM | 82312B106 | 627 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
SHOP 1/8 11/1/25 | CONVERTIBLE BOND | 82509LAA5 | 290 | 245,000 | PRN | SOLE | 245,000 | 0 | 0 | ||
SILVERCREST ASSET MGMT GROUPCL | COM | 828359109 | 1,042 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INCCL | COM | 829226109 | 1,019 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
SJW GROUP | COM | 784305104 | 4,321 | 62,304 | SH | SOLE | 62,304 | 0 | 0 | ||
SKYLINE CHAMPION CORPORATION | COM | 830830105 | 2,924 | 94,500 | SH | SOLE | 94,500 | 0 | 0 | ||
SONIC AUTOMOTIVE INC CL A | COM | 83545G102 | 849 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
SOUTH ST CORP COM | COM | 840441109 | 1,390 | 19,222 | SH | SOLE | 15,921 | 0 | 3,301 | ||
SOUTHERN FIRST BANCSHARES INCO | COM | 842873101 | 1,572 | 44,480 | SH | SOLE | 44,480 | 0 | 0 | ||
SOUTHERN NATL BANCORP OF VA CO | COM | 843395104 | 388 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
SPLK 1 1/8 9/15/25 | CONVERTIBLE BOND | 848637AD6 | 543 | 400,000 | PRN | SOLE | 400,000 | 0 | 0 | ||
SRE 6 01/15/21 | CONVERTIBLE PREF | 816851406 | 351 | 3,535 | SH | SOLE | 3,535 | 0 | 0 | ||
STANDARD MTR PRODS INC CLASS A | COM | 853666105 | 1,923 | 47,528 | SH | SOLE | 47,528 | 0 | 0 | ||
STANDEX INTL CORP | COM | 854231107 | 1,240 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
STARRETT L S CO CL A | COM | 855668109 | 217 | 51,300 | SH | SOLE | 51,300 | 0 | 0 | ||
STEEL PARTNERS HLDGS L P | COM | 85814R107 | 630 | 58,638 | SH | SOLE | 58,638 | 0 | 0 | ||
STEELCASE INC CL A | COM | 858155203 | 995 | 73,400 | SH | SOLE | 41,400 | 0 | 32,000 | ||
STERLING BANCORP/DE | COM | 85917A100 | 2,861 | 159,149 | SH | SOLE | 138,949 | 0 | 20,200 | ||
STIFEL FINL CORP COM | COM | 860630102 | 1,032 | 20,448 | SH | SOLE | 9,750 | 0 | 10,698 | ||
STONERIDGE INC | COM | 86183P102 | 4,173 | 138,038 | SH | SOLE | 138,038 | 0 | 0 | ||
STRATASYS LTD SHS | COM | M85548101 | 518 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
STRATTEC SECURITY CORP. | COM | 863111100 | 5,129 | 103,910 | SH | SOLE | 103,910 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INCCO | COM | 868459108 | 460 | 18,300 | SH | SOLE | 9,000 | 0 | 9,300 | ||
SUPN 5/8 4/1/23 | CONVERTIBLE BOND | 868459AD0 | 669 | 708,000 | PRN | SOLE | 708,000 | 0 | 0 | ||
SURGALIGN HOLDINGS INC COM | COM | 86882C105 | 77 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SURMODICS INC COM | COM | 868873100 | 3,370 | 77,434 | SH | SOLE | 77,434 | 0 | 0 | ||
SWK 5 1/4 11/15/22 | CONVERTIBLE PREF | 854502846 | 458 | 4,150 | SH | SOLE | 4,150 | 0 | 0 | ||
S&W SEED CO COM | COM | 785135104 | 1,377 | 470,000 | SH | SOLE | 470,000 | 0 | 0 | ||
TEAM INC COM | COM | 878155100 | 676 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
TEJON RANCH CO DEL COM | COM | 879080109 | 1,416 | 98,000 | SH | SOLE | 98,000 | 0 | 0 | ||
TENNANT CO | COM | 880345103 | 1,589 | 22,650 | SH | SOLE | 22,650 | 0 | 0 | ||
TERADATA CORP DEL COM | COM | 88076W103 | 411 | 18,300 | SH | SOLE | 10,200 | 0 | 8,100 | ||
TEXTAINER GROUP HOLDINGS LTDSH | COM | G8766E109 | 717 | 37,400 | SH | SOLE | 17,700 | 0 | 19,700 | ||
TITAN INTL INC ILL COM | COM | 88830M102 | 100 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
TITAN MACHY INC COM | COM | 88830R101 | 3,462 | 177,065 | SH | SOLE | 177,065 | 0 | 0 | ||
TOWNSQUARE MEDIA INC CL A | COM | 892231101 | 1,019 | 153,000 | SH | SOLE | 153,000 | 0 | 0 | ||
TRANSACT TECHNOLOGIES INC COM | COM | 892918103 | 234 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
TREDEGAR INDS INC | COM | 894650100 | 5,728 | 343,000 | SH | SOLE | 343,000 | 0 | 0 | ||
TREE 5/8 6/1/22 | CONVERTIBLE BOND | 52603BAA5 | 285 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
TRINITY PL HLDGS INC COM | COM | 89656D101 | 666 | 533,000 | SH | SOLE | 533,000 | 0 | 0 | ||
TRUSTCO BK CORP N Y COM | COM | 898349105 | 482 | 72,250 | SH | SOLE | 72,250 | 0 | 0 | ||
TTM TECHNOLOGIES INC COM | COM | 87305R109 | 1,036 | 75,100 | SH | SOLE | 41,900 | 0 | 33,200 | ||
TWIN DISC INC COM | COM | 901476101 | 1,319 | 168,000 | SH | SOLE | 168,000 | 0 | 0 | ||
TWLO 1/4 6/1/23 | CONVERTIBLE BOND | 90138FAB8 | 1,201 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
TYLER TECHNOLOGIES INC COM | COM | 902252105 | 437 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC COM | COM | 90385V107 | 4,233 | 135,890 | SH | SOLE | 135,890 | 0 | 0 | ||
ULTRALIFE BATTERIES INC COM | COM | 903899102 | 1,171 | 181,000 | SH | SOLE | 181,000 | 0 | 0 | ||
UMPQUA HLDGS CORP COM | COM | 904214103 | 533 | 35,186 | SH | SOLE | 19,050 | 0 | 16,136 | ||
UNITED BANKSHARES INC WEST VCO | COM | 909907107 | 282 | 8,701 | SH | SOLE | 8,701 | 0 | 0 | ||
UNITED GUARDIAN INC COM | COM | 910571108 | 1,007 | 70,011 | SH | SOLE | 70,011 | 0 | 0 | ||
UNIVERSAL TECHNICAL INST INCCO | COM | 913915104 | 581 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
VALLEY NATL BANCORP COM | COM | 919794107 | 1,663 | 170,579 | SH | SOLE | 114,172 | 0 | 56,407 | ||
VALUE LINE INC | COM | 920437100 | 1,081 | 32,800 | SH | SOLE | 32,800 | 0 | 0 | ||
VCRA 1 1/2 5/15/23 | CONVERTIBLE BOND | 92857FAB3 | 1,143 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
VERITEX HLDGS INC COM | COM | 923451108 | 1,786 | 69,600 | SH | SOLE | 36,700 | 0 | 32,900 | ||
VIAD CORP COM NEW | COM | 92552R406 | 1,923 | 53,160 | SH | SOLE | 53,160 | 0 | 0 | ||
VILLAGE SUPER MKT INC CL A NEW | COM | 927107409 | 2,596 | 117,674 | SH | SOLE | 117,674 | 0 | 0 | ||
VISHAY PRECISION GROUP INC COM | COM | 92835K103 | 2,030 | 64,500 | SH | SOLE | 64,500 | 0 | 0 | ||
WABASH NATL CORP COM | COM | 929566107 | 1,154 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 696 | 27,050 | SH | SOLE | 14,000 | 0 | 13,050 | ||
WASHINGTON TR BANCORP COM | COM | 940610108 | 2,622 | 58,520 | SH | SOLE | 53,500 | 0 | 5,020 | ||
WATERSTONE FINL INC MD COM | COM | 94188P101 | 1,408 | 74,800 | SH | SOLE | 74,800 | 0 | 0 | ||
WESTERN NEW ENGLAND BANCORP | COM | 958892101 | 546 | 79,260 | SH | SOLE | 79,260 | 0 | 0 | ||
WEX INC COM | COM | 96208T104 | 204 | 1,000 | SH | SOLE | 500 | 0 | 500 | ||
WILLAMETTE VY VINEYARD INC COM | COM | 969136100 | 147 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
WILLDAN GROUP INC COM | COM | 96924N100 | 4,302 | 103,169 | SH | SOLE | 103,169 | 0 | 0 | ||
WINNEBAGO INDS INC COM | COM | 974637100 | 3,500 | 58,400 | SH | SOLE | 52,800 | 0 | 5,600 | ||
WK 1 1/8 8/15/26 | CONVERTIBLE BOND | 98139AAB1 | 1,335 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
WORLD WRESTLING ENTERTAINMENT | COM | 98156Q108 | 1,442 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
WTR 6 04/30/22 | UNITS | 29670G201 | 355 | 5,720 | SH | SOLE | 5,720 | 0 | 0 | ||
YORK WTR CO COM | COM | 987184108 | 2,051 | 44,007 | SH | SOLE | 44,007 | 0 | 0 | ||
ZAGG INC COM | COM | 98884U108 | 125 | 30,000 | SH | SOLE | 30,000 | 0 | 0 |