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 3,042 117,000 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