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
THE ADT CORPORATION COM COM 00101J106 94,376 2,861,602 SH   SOLE   2,658,959 0 202,643
THE ADT CORPORATION COM COM 00101J106 102 3,089 SH   OTR   0 0 3,089
AFLAC INC COM COM 001055102 12,683 211,729 SH   SOLE   211,729 0 0
AES CORP COM COM 00130H105 19,148 2,000,800 SH   SOLE   2,000,800 0 0
AMC NETWORKS INC CL A COM 00164V103 57,491 769,828 SH   SOLE   727,957 0 41,871
AT&T INC COM COM 00206R102 361,184 10,496,479 SH   SOLE   10,189,759 0 306,720
ATYR PHARMA INC COM COM 002120103 867 88,235 SH   SOLE   88,235 0 0
ATYR PHARMA INC COM COM 002120103 199 20,216 SH   OTR   20,216 0 0
AZZ INC COM COM 002474104 2,367 42,600 SH   SOLE   42,600 0 0
AARONS INC COM PAR $0.50 COM 002535300 1,849 82,600 SH   SOLE   82,600 0 0
ABBVIE INC COM COM 00287Y109 52,475 885,806 SH   SOLE   885,806 0 0
ABIOMED INC COM COM 003654100 38,328 424,547 SH   SOLE   415,239 0 9,308
ACADIA HEALTHCARE COMPANY IN COM COM 00404A109 15,313 245,164 SH   SOLE   245,164 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 21,238 595,723 SH   SOLE   588,992 0 6,731
ACCELERON PHARMA INC COM COM 00434H108 6,002 123,102 SH   SOLE   123,102 0 0
ACCELERON PHARMA INC COM COM 00434H108 1,372 28,138 SH   OTR   28,138 0 0
ACETO CORP COM COM 004446100 4,406 163,300 SH   SOLE   163,300 0 0
ACTIVISION BLIZZARD INC COM COM 00507V109 66,028 1,705,699 SH   SOLE   1,705,699 0 0
ACUITY BRANDS INC COM COM 00508Y102 32,532 139,143 SH   SOLE   139,143 0 0
ACXIOM CORP COM COM 005125109 65,516 3,131,746 SH   SOLE   2,964,386 0 167,360
ADOBE SYS INC COM COM 00724F101 46,473 494,710 SH   SOLE   494,710 0 0
ADVANCE AUTO PARTS INC COM COM 00751Y106 5,388 35,799 SH   SOLE   35,799 0 0
AECOM COM COM 00766T100 110,114 3,666,806 SH   SOLE   3,461,171 0 205,635
ADVANCED DRAIN SYS INC DEL COM COM 00790R104 12,343 513,638 SH   SOLE   513,638 0 0
AEGON N V NY REGISTRY SH ADR 007924103 130 22,886 SH   SOLE   9,314 0 13,572
AEGON N V NY REGISTRY SH ADR 007924103 6 990 SH   OTR   0 0 990
AEROVIRONMENT INC COM COM 008073108 5,425 184,090 SH   SOLE   184,090 0 0
AEROVIRONMENT INC COM COM 008073108 1,240 42,079 SH   OTR   42,079 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 120,741 755,764 SH   SOLE   713,927 0 41,837
AGILENT TECHNOLOGIES INC COM COM 00846U101 30,620 732,353 SH   SOLE   732,353 0 0
AGIOS PHARMACEUTICALS INC COM COM 00847X104 11,278 173,722 SH   SOLE   169,859 0 3,863
AIR LEASE CORP CL A COM 00912X302 13,740 410,400 SH   SOLE   410,400 0 0
AIR LEASE CORP NOTE 3.875%12/0 CV 00912XAK0 205 150,000 PRN   SOLE   150,000 0 0
AIR PRODS & CHEMS INC COM COM 009158106 4,749 36,500 SH   SOLE   36,500 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 CV 00949PAD0 5,360 1,815,000 PRN   SOLE   1,815,000 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 43,387 824,373 SH   SOLE   770,953 0 53,420
ALASKA AIR GROUP INC COM COM 011659109 10,607 131,744 SH   SOLE   131,744 0 0
ALBEMARLE CORP COM COM 012653101 37,732 673,657 SH   SOLE   673,657 0 0
ALCOA INC DEP SHS 1/10TH CVPFD 013817309 3,165 95,003 SH   SOLE   95,003 0 0
ALERE INC COM COM 01449J105 41,458 1,060,573 SH   SOLE   1,060,573 0 0
ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 53,173 588,462 SH   SOLE   588,462 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 43,761 229,415 SH   SOLE   229,415 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS ADR 01609W102 26,679 328,278 SH   SOLE   328,278 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 81,537 1,238,227 SH   SOLE   1,221,166 0 17,061
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 17,376 62,826 SH   SOLE   62,826 0 0
ALLSTATE CORP COM COM 020002101 113,596 1,829,543 SH   SOLE   1,829,543 0 0
ALPHABET INC CAP STK CL C COM 02079K107 20,941 27,595 SH   SOLE   27,595 0 0
ALPHABET INC CAP STK CL A COM 02079K305 194,054 249,423 SH   SOLE   243,375 0 6,048
ALPHABET INC CAP STK CL A COM 02079K305 117 150 SH   OTR   0 0 150
ALTRIA GROUP INC COM COM 02209S103 107,187 1,841,379 SH   SOLE   1,841,379 0 0
ALZA CORP SDCV 7/2 CV 02261WAB5 2,730 1,930,000 PRN   SOLE   1,930,000 0 0
AMAZON COM INC COM COM 023135106 118,651 175,548 SH   SOLE   175,548 0 0
AMERCO COM COM 023586100 13,116 33,673 SH   SOLE   33,673 0 0
AMEREN CORP COM COM 023608102 10,068 232,900 SH   SOLE   232,900 0 0
AMERICAN EAGLE OUTFITTERS NE COM COM 02553E106 18,280 1,179,358 SH   SOLE   1,133,293 0 46,065
AMERICAN INTL GROUP INC COM NEW COM 026874784 148,446 2,395,451 SH   SOLE   2,232,242 0 163,209
AMERICAN INTL GROUP INC COM NEW COM 026874784 99 1,600 SH   OTR   0 0 1,600
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 CV 02917TAA2 7,430 8,000,000 PRN   SOLE   8,000,000 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A CVPFD 03027X308 22,170 216,803 SH   SOLE   216,803 0 0
AMERICAN WTR WKS CO INC NEW COM COM 030420103 109,896 1,839,260 SH   SOLE   1,732,506 0 106,754
AMERICAN WOODMARK CORP COM COM 030506109 8,774 109,701 SH   SOLE   109,701 0 0
AMERICAN WOODMARK CORP COM COM 030506109 1,153 14,411 SH   OTR   14,411 0 0
AMERISAFE INC COM COM 03071H100 2,657 52,200 SH   SOLE   52,200 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 21,833 210,515 SH   SOLE   210,515 0 0
AMERIPRISE FINL INC COM COM 03076C106 73,025 686,200 SH   SOLE   686,200 0 0
AMERIS BANCORP COM COM 03076K108 5,324 156,644 SH   SOLE   156,644 0 0
AMETEK INC NEW COM COM 031100100 8,997 167,892 SH   SOLE   167,892 0 0
AMGEN INC COM COM 031162100 27,797 171,240 SH   SOLE   171,240 0 0
AMPHENOL CORP NEW CL A COM 032095101 47,159 902,912 SH   SOLE   850,447 0 52,465
AMPLIFY SNACK BRANDS COM COM 03211L102 5,415 470,029 SH   SOLE   470,029 0 0
AMTRUST FINL SVCS INC COM COM 032359309 27,452 445,800 SH   SOLE   445,800 0 0
ANACOR PHARMACEUTICALS INC COM COM 032420101 14,878 131,698 SH   SOLE   128,816 0 2,882
ANADARKO PETE CORP COM COM 032511107 2,215 45,600 SH   SOLE   45,600 0 0
ANALOG DEVICES INC COM COM 032654105 10,915 197,300 SH   SOLE   197,300 0 0
ANNALY CAP MGMT INC COM COM 035710409 17,459 1,861,300 SH   SOLE   1,861,300 0 0
ANTHEM INC COM COM 036752103 5,410 38,800 SH   SOLE   38,800 0 0
ANTHEM INC UNIT 05/01/20188 CVPFD 036752202 17,850 387,623 SH   SOLE   387,623 0 0
APIGEE CORP COM COM 03765N108 4,192 522,079 SH   SOLE   522,079 0 0
APIGEE CORP COM COM 03765N108 961 119,623 SH   OTR   119,623 0 0
APPLE INC COM COM 037833100 224,288 2,130,802 SH   SOLE   2,108,700 0 22,102
APPLE INC COM COM 037833100 29 273 SH   OTR   0 0 273
APPFOLIO INC COM CL A COM 03783C100 2,838 194,416 SH   SOLE   194,416 0 0
APPFOLIO INC COM CL A COM 03783C100 652 44,630 SH   OTR   44,630 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 2,091 121,830 SH   SOLE   121,830 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 479 27,912 SH   OTR   27,912 0 0
APTARGROUP INC COM COM 038336103 24,029 330,756 SH   SOLE   330,756 0 0
AQUA AMERICA INC COM COM 03836W103 11,152 374,244 SH   SOLE   374,244 0 0
ARAMARK COM COM 03852U106 82,305 2,552,106 SH   SOLE   2,435,266 0 116,840
ARCHER DANIELS MIDLAND CO COM COM 039483102 57,903 1,578,600 SH   SOLE   1,578,600 0 0
ARES CAP CORP NOTE 5.750% 2/0 CV 04010LAB9 10,019 10,000,000 PRN   SOLE   10,000,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 CV 04010LAG8 12,106 11,964,000 PRN   SOLE   11,964,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 CV 04010LAJ2 4,853 4,865,000 PRN   SOLE   4,865,000 0 0
ARISTA NETWORKS INC COM COM 040413106 53,513 687,469 SH   SOLE   676,342 0 11,127
ARRIS GROUP INC NEW COM COM 04270V106 81,466 2,664,886 SH   SOLE   2,508,209 0 156,677
ASTRONICS CORP COM COM 046433108 2,481 60,935 SH   SOLE   60,935 0 0
ASTRONICS CORP COM COM 046433108 567 13,930 SH   OTR   13,930 0 0
ATHENAHEALTH INC COM COM 04685W103 73,215 454,835 SH   SOLE   447,169 0 7,666
ATRICURE INC COM COM 04963C209 3,799 169,313 SH   SOLE   169,313 0 0
ATRICURE INC COM COM 04963C209 872 38,867 SH   OTR   38,867 0 0
AUTOMATIC DATA PROCESSING IN COM COM 053015103 9,319 110,000 SH   SOLE   110,000 0 0
AUTOZONE INC COM COM 053332102 15,678 21,132 SH   SOLE   21,132 0 0
AVALONBAY CMNTYS INC COM COM 053484101 86,661 470,650 SH   SOLE   470,650 0 0
AVERY DENNISON CORP COM COM 053611109 6,097 97,300 SH   SOLE   97,300 0 0
AVNET INC COM COM 053807103 11,061 258,200 SH   SOLE   258,200 0 0
BB&T CORP COM COM 054937107 55,817 1,476,249 SH   SOLE   1,476,249 0 0
B & G FOODS INC NEW COM COM 05508R106 10,586 302,291 SH   SOLE   302,291 0 0
BNC BANCORP COM COM 05566T101 6,193 244,000 SH   SOLE   244,000 0 0
BWX TECHNOLOGIES INC COM COM 05605H100 1,884 59,300 SH   SOLE   59,300 0 0
BAIDU INC SPON ADR REP A ADR 056752108 22,628 119,698 SH   SOLE   119,238 0 460
BAIDU INC SPON ADR REP A ADR 056752108 6 31 SH   OTR   0 0 31
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR ADR 05946K101 93 12,631 SH   SOLE   5,535 0 7,096
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR ADR 05946K101 4 495 SH   OTR   0 0 495
BANK HAWAII CORP COM COM 062540109 52,719 838,135 SH   SOLE   780,975 0 57,160
BANK OF THE OZARKS INC COM COM 063904106 40,629 821,456 SH   SOLE   807,882 0 13,574
BANKUNITED INC COM COM 06652K103 11,068 306,944 SH   SOLE   306,944 0 0
BARD C R INC COM COM 067383109 35,697 188,436 SH   SOLE   188,436 0 0
BARCLAYS PLC ADR ADR 06738E204 151 11,648 SH   SOLE   4,953 0 6,695
BARCLAYS PLC ADR ADR 06738E204 6 482 SH   OTR   0 0 482
BARNES GROUP INC COM COM 067806109 14,903 421,117 SH   SOLE   421,117 0 0
BEACON ROOFING SUPPLY INC COM COM 073685109 46,111 1,119,743 SH   SOLE   1,103,136 0 16,607
BECTON DICKINSON & CO COM COM 075887109 36,912 239,549 SH   SOLE   239,549 0 0
BEMIS INC COM COM 081437105 1,890 42,300 SH   SOLE   42,300 0 0
BENEFITFOCUS INC COM COM 08180D106 61,647 1,694,073 SH   SOLE   1,660,089 0 33,984
BENEFITFOCUS INC COM COM 08180D106 1,243 34,151 SH   OTR   34,151 0 0
BERRY PLASTICS GROUP INC COM COM 08579W103 81,843 2,262,118 SH   SOLE   2,161,929 0 100,189
BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 14,257 136,091 SH   SOLE   136,091 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 CV 09061GAF8 13,033 9,717,000 PRN   SOLE   9,717,000 0 0
BLACKHAWK NETWORK HLDGS INC COM COM 09238E104 44,366 1,003,539 SH   SOLE   981,582 0 21,957
BLUE BUFFALO PET PRODS INC COM COM 09531U102 56,262 3,007,050 SH   SOLE   2,956,968 0 50,082
BLUEPRINT MEDICINES CORP COM COM 09627Y109 18,607 706,417 SH   SOLE   695,036 0 11,381
BLUEPRINT MEDICINES CORP COM COM 09627Y109 1,193 45,298 SH   OTR   45,298 0 0
BOEING CO COM COM 097023105 93,890 649,350 SH   SOLE   649,350 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A COM 099502106 121,450 3,936,790 SH   SOLE   3,731,080 0 205,710
BOSTON PROPERTIES INC COM COM 101121101 43,781 343,271 SH   SOLE   343,271 0 0
BOYD GAMING CORP COM COM 103304101 21,677 1,090,929 SH   SOLE   1,090,929 0 0
BRIGHT HORIZONS FAM SOL IN D COM COM 109194100 48,066 719,557 SH   SOLE   708,920 0 10,637
BRISTOL MYERS SQUIBB CO COM COM 110122108 43,738 635,816 SH   SOLE   635,816 0 0
BRISTOL MYERS SQUIBB CO DBCV 9/1 CV 110122AN8 509 293,000 PRN   SOLE   293,000 0 0
BROADSOFT INC COM COM 11133B409 43,609 1,233,298 SH   SOLE   1,209,645 0 23,653
BROADSOFT INC COM COM 11133B409 1,233 34,871 SH   OTR   34,871 0 0
BROADRIDGE FINL SOLUTIONS IN COM COM 11133T103 6,168 114,800 SH   SOLE   114,800 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 CV 112463AA2 5,656 5,660,000 PRN   SOLE   5,660,000 0 0
BROWN FORMAN CORP CL B COM 115637209 20,680 208,302 SH   SOLE   208,302 0 0
BRUNSWICK CORP COM COM 117043109 69,235 1,370,721 SH   SOLE   1,305,917 0 64,804
BUFFALO WILD WINGS INC COM COM 119848109 14,603 91,466 SH   SOLE   90,425 0 1,041
BUILDERS FIRSTSOURCE INC COM COM 12008R107 46,446 4,191,873 SH   SOLE   4,109,391 0 82,482
BUILDERS FIRSTSOURCE INC COM COM 12008R107 1,095 98,850 SH   OTR   98,850 0 0
CBOE HLDGS INC COM COM 12503M108 54,788 844,190 SH   SOLE   830,236 0 13,954
CBRE GROUP INC CL A COM 12504L109 7,923 229,114 SH   SOLE   229,114 0 0
CF INDS HLDGS INC COM COM 125269100 47,656 1,167,750 SH   SOLE   1,167,750 0 0
CIGNA CORPORATION COM COM 125509109 6,643 45,400 SH   SOLE   45,400 0 0
CIT GROUP INC COM NEW COM 125581801 35,121 884,651 SH   SOLE   884,651 0 0
CMS ENERGY CORP COM COM 125896100 73,235 2,029,808 SH   SOLE   1,875,144 0 154,664
CSRA INC COM COM 12650T104 50,781 1,692,705 SH   SOLE   1,692,705 0 0
CVS HEALTH CORP COM COM 126650100 83,691 855,996 SH   SOLE   848,330 0 7,666
CVS HEALTH CORP COM COM 126650100 109 1,119 SH   OTR   0 0 1,119
CA INC COM COM 12673P105 12,341 432,100 SH   SOLE   432,100 0 0
CALAVO GROWERS INC COM COM 128246105 34,401 702,071 SH   SOLE   689,208 0 12,863
CALAVO GROWERS INC COM COM 128246105 1,240 25,296 SH   OTR   25,296 0 0
CALLIDUS SOFTWARE INC COM COM 13123E500 42,662 2,297,354 SH   SOLE   2,255,646 0 41,708
CALLIDUS SOFTWARE INC COM COM 13123E500 1,556 83,797 SH   OTR   83,797 0 0
CAMDEN PPTY TR SH BEN INT COM 133131102 9,879 128,700 SH   SOLE   128,700 0 0
CAPITAL ONE FINL CORP COM COM 14040H105 57,462 796,087 SH   SOLE   750,264 0 45,823
CAPITAL ONE FINL CORP COM COM 14040H105 82 1,141 SH   OTR   0 0 1,141
CARDINAL FINL CORP COM COM 14149F109 5,177 227,560 SH   SOLE   227,560 0 0
CARDINAL FINL CORP COM COM 14149F109 1,186 52,137 SH   OTR   52,137 0 0
CARDINAL HEALTH INC COM COM 14149Y108 130,170 1,458,157 SH   SOLE   1,458,157 0 0
CARDTRONICS INC COM COM 14161H108 46,301 1,375,961 SH   SOLE   1,307,347 0 68,614
CARNIVAL CORP PAIRED CTF COM 143658300 30,637 562,345 SH   SOLE   514,735 0 47,610
CARRIAGE SVCS INC NOTE 2.750% 3/1 CV 143905AM9 5,964 5,041,000 PRN   SOLE   5,041,000 0 0
CARRIZO OIL & GAS INC COM COM 144577103 65,996 2,231,096 SH   SOLE   2,127,807 0 103,289
CASEYS GEN STORES INC COM COM 147528103 67,706 562,112 SH   SOLE   554,947 0 7,165
CAVIUM INC COM COM 14964U108 75,770 1,153,102 SH   SOLE   1,136,726 0 16,376
CELANESE CORP DEL COM SER A COM 150870103 22,232 330,200 SH   SOLE   330,200 0 0
CELGENE CORP COM COM 151020104 24,698 206,232 SH   SOLE   206,232 0 0
CELLDEX THERAPEUTICS INC NEW COM COM 15117B103 17,083 1,089,508 SH   SOLE   1,070,156 0 19,352
CELLDEX THERAPEUTICS INC NEW COM COM 15117B103 735 46,859 SH   OTR   46,859 0 0
CENTENE CORP DEL COM COM 15135B101 10,399 158,018 SH   SOLE   158,018 0 0
CEPHEID DBCV 1.250% 2/0 CV 15670RAC1 4,816 5,392,000 PRN   SOLE   5,392,000 0 0
CERNER CORP COM COM 156782104 9,676 160,813 SH   SOLE   160,813 0 0
CHASE CORP COM COM 16150R104 1,747 42,900 SH   SOLE   42,900 0 0
CHEESECAKE FACTORY INC COM COM 163072101 12,791 277,400 SH   SOLE   277,400 0 0
CHEGG INC COM COM 163092109 4,194 623,194 SH   SOLE   623,194 0 0
CHEGG INC COM COM 163092109 958 142,402 SH   OTR   142,402 0 0
CHEMTURA CORP COM NEW COM 163893209 14,084 516,476 SH   SOLE   516,476 0 0
CHENIERE ENERGY INC COM NEW COM 16411R208 3,636 97,600 SH   SOLE   97,600 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 5,170 91,100 SH   SOLE   91,100 0 0
CHEVRON CORP NEW COM COM 166764100 336,286 3,738,174 SH   SOLE   3,706,657 0 31,517
CHEVRON CORP NEW COM COM 166764100 68 761 SH   OTR   0 0 761
CHURCH & DWIGHT INC COM COM 171340102 6,447 75,950 SH   SOLE   75,950 0 0
CHURCHILL DOWNS INC COM COM 171484108 5,477 38,710 SH   SOLE   38,710 0 0
CHUYS HLDGS INC COM COM 171604101 4,342 138,558 SH   SOLE   138,558 0 0
CHUYS HLDGS INC COM COM 171604101 997 31,828 SH   OTR   31,828 0 0
CIMAREX ENERGY CO COM COM 171798101 77,361 865,524 SH   SOLE   842,425 0 23,099
CIRRUS LOGIC INC COM COM 172755100 26,497 897,301 SH   SOLE   877,656 0 19,645
CISCO SYS INC COM COM 17275R102 237,259 8,737,197 SH   SOLE   8,369,447 0 367,750
CINTAS CORP COM COM 172908105 5,664 62,206 SH   SOLE   62,206 0 0
CITIGROUP INC COM NEW COM 172967424 19,216 371,322 SH   SOLE   361,668 0 9,654
CITIGROUP INC COM NEW COM 172967424 80 1,554 SH   OTR   0 0 1,554
CITIZENS FINL GROUP INC COM COM 174610105 281,439 10,746,034 SH   SOLE   10,150,890 0 595,144
CITIZENS FINL GROUP INC COM COM 174610105 145 5,522 SH   OTR   0 0 5,522
CLOROX CO DEL COM COM 189054109 39,237 309,370 SH   SOLE   309,370 0 0
COCA COLA CO COM COM 191216100 30,461 709,047 SH   SOLE   709,047 0 0
COGENT COMMUNICATIONS HLDGS COM NEW COM 19239V302 16,585 478,094 SH   SOLE   478,094 0 0
COGNEX CORP COM COM 192422103 9,363 277,247 SH   SOLE   277,247 0 0
COHERUS BIOSCIENCES INC COM COM 19249H103 3,410 148,505 SH   SOLE   148,505 0 0
COHERUS BIOSCIENCES INC COM COM 19249H103 781 34,024 SH   OTR   34,024 0 0
COLGATE PALMOLIVE CO COM COM 194162103 104,545 1,569,266 SH   SOLE   1,476,252 0 93,014
COLGATE PALMOLIVE CO COM COM 194162103 110 1,648 SH   OTR   0 0 1,648
COLUMBIA BKG SYS INC COM COM 197236102 13,922 428,250 SH   SOLE   428,250 0 0
COMFORT SYS USA INC COM COM 199908104 3,995 140,585 SH   SOLE   140,585 0 0
COMFORT SYS USA INC COM COM 199908104 917 32,262 SH   OTR   32,262 0 0
COMCAST CORP NEW CL A COM 20030N101 82,749 1,466,407 SH   SOLE   1,466,407 0 0
COMERICA INC COM COM 200340107 3,735 89,300 SH   SOLE   89,300 0 0
COMMSCOPE HLDG CO INC COM COM 20337X109 6,177 238,600 SH   SOLE   238,600 0 0
COMSCORE INC COM COM 20564W105 29,720 722,241 SH   SOLE   706,182 0 16,059
CONAGRA FOODS INC COM COM 205887102 67,418 1,599,100 SH   SOLE   1,599,100 0 0
CONCHO RES INC COM COM 20605P101 13,618 146,646 SH   SOLE   146,646 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 3,638 95,700 SH   SOLE   95,700 0 0
CONOCOPHILLIPS COM COM 20825C104 82,693 1,771,100 SH   SOLE   1,771,100 0 0
CONSOLIDATED EDISON INC COM COM 209115104 28,562 444,400 SH   SOLE   444,400 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 45,288 317,941 SH   SOLE   317,941 0 0
CONTINENTAL RESOURCES INC COM COM 212015101 1,054 45,868 SH   SOLE   45,868 0 0
COOPER COS INC COM NEW COM 216648402 6,280 46,799 SH   SOLE   46,799 0 0
CORE MARK HOLDING CO INC COM COM 218681104 25,696 313,601 SH   SOLE   313,601 0 0
CORESITE RLTY CORP COM COM 21870Q105 23,369 412,000 SH   SOLE   412,000 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 CV 21925YAB9 9,882 10,020,000 PRN   SOLE   10,020,000 0 0
COSTCO WHSL CORP NEW COM COM 22160K105 45,217 279,984 SH   SOLE   279,984 0 0
COSTAR GROUP INC COM COM 22160N109 32,983 159,577 SH   SOLE   159,577 0 0
COTY INC COM CL A COM 222070203 38,741 1,511,530 SH   SOLE   1,403,444 0 108,086
CRAY INC COM NEW COM 225223304 4,302 132,581 SH   SOLE   132,581 0 0
CRAY INC COM NEW COM 225223304 983 30,305 SH   OTR   30,305 0 0
CRITEO S A SPONS ADS ADR 226718104 41,158 1,039,344 SH   SOLE   1,016,548 0 22,796
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A CVPFD 22822V200 21,352 199,049 SH   SOLE   199,049 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS ADR 22943F100 10,470 225,983 SH   SOLE   225,983 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 CV 22943FAD2 3,883 2,925,000 PRN   SOLE   2,925,000 0 0
CUBESMART COM COM 229663109 11,005 359,416 SH   SOLE   359,416 0 0
CUMMINS INC COM COM 231021106 53,396 606,700 SH   SOLE   606,700 0 0
CVENT INC COM COM 23247G109 26,559 760,778 SH   SOLE   748,908 0 11,870
CVENT INC COM COM 23247G109 1,764 50,531 SH   OTR   50,531 0 0
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 74,504 7,594,741 SH   SOLE   7,294,460 0 300,281
DDR CORP COM COM 23317H102 1,903 113,000 SH   SOLE   113,000 0 0
D R HORTON INC COM COM 23331A109 18,883 589,552 SH   SOLE   589,552 0 0
DANAHER CORP DEL COM COM 235851102 5,453 58,707 SH   SOLE   58,707 0 0
DANAHER CORP DEL NOTE 1/2 CV 235851AF9 18,385 6,817,000 PRN   SOLE   6,817,000 0 0
DARDEN RESTAURANTS INC COM COM 237194105 56,614 889,600 SH   SOLE   889,600 0 0
DELTA AIR LINES INC DEL COM NEW COM 247361702 34,146 673,623 SH   SOLE   673,623 0 0
DENBURY RES INC COM NEW COM 247916208 570 282,400 SH   SOLE   282,400 0 0
DENNYS CORP COM COM 24869P104 18,632 1,895,400 SH   SOLE   1,895,400 0 0
DEVON ENERGY CORP NEW COM COM 25179M103 51,238 1,601,195 SH   SOLE   1,528,203 0 72,992
DIAMOND FOODS INC COM COM 252603105 5,822 151,018 SH   SOLE   151,018 0 0
DIAMOND FOODS INC COM COM 252603105 1,119 29,036 SH   OTR   29,036 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 10,925 163,308 SH   SOLE   163,308 0 0
DIPLOMAT PHARMACY INC COM COM 25456K101 20,803 607,927 SH   SOLE   596,958 0 10,969
DISNEY WALT CO COM DISNEY COM 254687106 18,964 180,471 SH   SOLE   180,471 0 0
DOLLAR GEN CORP NEW COM COM 256677105 17,147 238,585 SH   SOLE   238,585 0 0
DOLLAR TREE INC COM COM 256746108 10,708 138,667 SH   SOLE   138,667 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 CVPFD 25746U703 5,911 111,362 SH   SOLE   111,362 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 CVPFD 25746U869 1,551 32,267 SH   SOLE   32,267 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 CVPFD 25746U885 3,932 73,270 SH   SOLE   73,270 0 0
DONNELLEY R R & SONS CO COM COM 257867101 21,301 1,447,100 SH   SOLE   1,447,100 0 0
DOW CHEM CO COM COM 260543103 42,559 826,700 SH   SOLE   789,231 0 37,469
DOW CHEM CO COM COM 260543103 108 2,099 SH   OTR   0 0 2,099
DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 24,659 264,582 SH   SOLE   264,582 0 0
DREW INDS INC COM NEW COM 26168L205 11,361 186,578 SH   SOLE   186,578 0 0
DU PONT E I DE NEMOURS & CO COM COM 263534109 99,187 1,489,299 SH   SOLE   1,382,259 0 107,040
DUKE REALTY CORP COM NEW COM 264411505 66,173 3,148,084 SH   SOLE   3,148,084 0 0
DUKE ENERGY CORP NEW COM NEW COM 26441C204 131,725 1,845,145 SH   SOLE   1,807,632 0 37,513
DUKE ENERGY CORP NEW COM NEW COM 26441C204 59 822 SH   OTR   0 0 822
DULUTH HLDGS INC COM CL B COM 26443V101 4,758 326,139 SH   SOLE   326,139 0 0
DULUTH HLDGS INC COM CL B COM 26443V101 1,087 74,519 SH   OTR   74,519 0 0
DYCOM INDS INC COM COM 267475101 10,392 148,538 SH   SOLE   148,538 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 4,627 191,496 SH   SOLE   191,496 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 1,058 43,772 SH   OTR   43,772 0 0
EOG RES INC COM COM 26875P101 112,026 1,582,512 SH   SOLE   1,487,719 0 94,793
EOG RES INC COM COM 26875P101 91 1,288 SH   OTR   0 0 1,288
EQT CORP COM COM 26884L109 56,436 1,082,594 SH   SOLE   1,041,655 0 40,939
E TRADE FINANCIAL CORP COM NEW COM 269246401 5,678 191,554 SH   SOLE   191,554 0 0
EAST WEST BANCORP INC COM COM 27579R104 192,724 4,637,258 SH   SOLE   4,345,520 0 291,738
EAST WEST BANCORP INC COM COM 27579R104 115 2,762 SH   OTR   0 0 2,762
EASTMAN CHEM CO COM COM 277432100 9,391 139,100 SH   SOLE   139,100 0 0
ECOLAB INC COM COM 278865100 15,791 138,053 SH   SOLE   138,053 0 0
EDISON INTL COM COM 281020107 98,028 1,655,598 SH   SOLE   1,655,598 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 51,497 652,031 SH   SOLE   652,031 0 0
ELECTRONICS FOR IMAGING INC COM COM 286082102 33,433 715,300 SH   SOLE   715,300 0 0
EMCOR GROUP INC COM COM 29084Q100 19,019 395,900 SH   SOLE   395,900 0 0
EMERSON ELEC CO COM COM 291011104 8,188 171,199 SH   SOLE   171,199 0 0
ENDOLOGIX INC COM COM 29266S106 19,897 2,009,784 SH   SOLE   1,972,417 0 37,367
ENDOLOGIX INC COM COM 29266S106 696 70,316 SH   OTR   70,316 0 0
ENTERGY CORP NEW COM COM 29364G103 5,982 87,500 SH   SOLE   87,500 0 0
ENTRAVISION COMMUNICATIONS C CL A COM 29382R107 6,444 835,767 SH   SOLE   835,767 0 0
ENTRAVISION COMMUNICATIONS C CL A COM 29382R107 1,473 191,037 SH   OTR   191,037 0 0
EPAM SYS INC COM COM 29414B104 59,968 762,758 SH   SOLE   746,033 0 16,725
EPIZYME INC COM COM 29428V104 1,017 63,494 SH   SOLE   63,494 0 0
EPIZYME INC COM COM 29428V104 233 14,547 SH   OTR   14,547 0 0
EQUIFAX INC COM COM 294429105 11,472 103,004 SH   SOLE   103,004 0 0
EQUINIX INC COM PAR $0.001 COM 29444U700 32,075 106,067 SH   SOLE   106,067 0 0
EQUINIX INC NOTE 4.750% 6/1 CV 29444UAH9 4,941 1,250,000 PRN   SOLE   1,250,000 0 0
ESSEX PPTY TR INC COM COM 297178105 6,680 27,900 SH   SOLE   27,900 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 2,540 91,302 SH   SOLE   91,302 0 0
ETSY INC COM COM 29786A106 5,748 695,923 SH   SOLE   685,898 0 10,025
ETSY INC COM COM 29786A106 451 54,552 SH   OTR   54,552 0 0
EURONET WORLDWIDE INC COM COM 298736109 30,646 423,109 SH   SOLE   413,616 0 9,493
EVERCORE PARTNERS INC CLASS A COM 29977A105 48,049 888,647 SH   SOLE   869,204 0 19,443
EVERSOURCE ENERGY COM COM 30040W108 3,539 69,300 SH   SOLE   69,300 0 0
EVOLENT HEALTH INC CL A COM 30050B101 17,307 1,429,130 SH   SOLE   1,401,401 0 27,729
EVOLENT HEALTH INC CL A COM 30050B101 449 37,072 SH   OTR   37,072 0 0
EXAMWORKS GROUP INC COM COM 30066A105 67,701 2,545,132 SH   SOLE   2,394,902 0 150,230
EXELON CORP UNIT 99/99/9999 CVPFD 30161N127 7,623 188,353 SH   SOLE   188,353 0 0
EXPEDIA INC DEL COM NEW COM 30212P303 7,206 57,972 SH   SOLE   57,972 0 0
EXPEDITORS INTL WASH INC COM COM 302130109 7,554 167,500 SH   SOLE   167,500 0 0
EXPRESS INC COM COM 30219E103 11,420 660,900 SH   SOLE   660,900 0 0
EXTRA SPACE STORAGE INC COM COM 30225T102 10,832 122,802 SH   SOLE   122,802 0 0
EXXON MOBIL CORP COM COM 30231G102 226,396 2,904,371 SH   SOLE   2,661,441 0 242,930
EXXON MOBIL CORP COM COM 30231G102 229 2,932 SH   OTR   0 0 2,932
FACEBOOK INC CL A COM 30303M102 135,009 1,289,980 SH   SOLE   1,289,980 0 0
FARMER BROS CO COM COM 307675108 1,449 44,900 SH   SOLE   44,900 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 86,658 593,141 SH   SOLE   547,189 0 45,952
FEDEX CORP COM COM 31428X106 47,721 320,300 SH   SOLE   320,300 0 0
FIDELITY NATL INFORMATION SV COM COM 31620M106 176,611 2,914,380 SH   SOLE   2,836,998 0 77,382
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 CV 31620RAE5 5,369 2,810,000 PRN   SOLE   2,810,000 0 0
FIFTH THIRD BANCORP COM COM 316773100 163,445 8,131,591 SH   SOLE   8,131,591 0 0
FINANCIAL ENGINES INC COM COM 317485100 20,956 622,387 SH   SOLE   608,515 0 13,872
FIREEYE INC COM COM 31816Q101 2,803 135,146 SH   SOLE   135,146 0 0
FIRST DATA CORP NEW COM CL A COM 32008D106 16,807 1,049,144 SH   SOLE   1,049,144 0 0
FIRST INDUSTRIAL REALTY TRUS COM COM 32054K103 25,579 1,155,830 SH   SOLE   1,155,830 0 0
FIRST MERCHANTS CORP COM COM 320817109 25,064 986,006 SH   SOLE   986,006 0 0
FIRST REP BK SAN FRANCISCO C COM COM 33616C100 182,155 2,757,419 SH   SOLE   2,610,125 0 147,294
FIRST REP BK SAN FRANCISCO C COM COM 33616C100 129 1,948 SH   OTR   0 0 1,948
FIRST SOLAR INC COM COM 336433107 35,600 539,472 SH   SOLE   539,472 0 0
FISERV INC COM COM 337738108 10,081 110,226 SH   SOLE   110,226 0 0
FITBIT INC CL A COM 33812L102 14,948 505,163 SH   SOLE   505,163 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 5,147 124,027 SH   SOLE   124,027 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 1,179 28,399 SH   OTR   28,399 0 0
FLOTEK INDS INC DEL COM COM 343389102 11,120 972,007 SH   SOLE   956,673 0 15,334
FLOTEK INDS INC DEL COM COM 343389102 710 62,101 SH   OTR   62,101 0 0
FLUIDIGM CORP DEL COM COM 34385P108 1,800 166,510 SH   SOLE   166,510 0 0
FLUIDIGM CORP DEL COM COM 34385P108 411 38,048 SH   OTR   38,048 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS ADR 344419106 14,530 157,338 SH   SOLE   157,338 0 0
FOOT LOCKER INC COM COM 344849104 2,597 39,900 SH   SOLE   39,900 0 0
FORD MTR CO DEL COM PAR $0.01 COM 345370860 129,300 9,176,700 SH   SOLE   9,176,700 0 0
FORTUNE BRANDS HOME & SEC IN COM COM 34964C106 36,251 653,180 SH   SOLE   653,180 0 0
FOUNDATION MEDICINE INC COM COM 350465100 9,394 446,061 SH   SOLE   438,082 0 7,979
FOUNDATION MEDICINE INC COM COM 350465100 401 19,063 SH   OTR   19,063 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 1,936 117,143 SH   SOLE   117,143 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 443 26,776 SH   OTR   26,776 0 0
FRANCESCAS HLDGS CORP COM COM 351793104 28,659 1,646,100 SH   SOLE   1,646,100 0 0
FRONTIER COMMUNICATIONS CORP COM COM 35906A108 2,165 463,500 SH   SOLE   463,500 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A CVPFD 35906A207 7,509 81,998 SH   SOLE   81,998 0 0
GAMING & LEISURE PPTYS INC COM COM 36467J108 6,555 235,800 SH   SOLE   235,800 0 0
GAMESTOP CORP NEW CL A COM 36467W109 15,708 560,200 SH   SOLE   560,200 0 0
GAP INC DEL COM COM 364760108 2,813 113,900 SH   SOLE   113,900 0 0
GENERAL DYNAMICS CORP COM COM 369550108 168,418 1,226,104 SH   SOLE   1,160,373 0 65,731
GENERAL DYNAMICS CORP COM COM 369550108 106 775 SH   OTR   0 0 775
GENERAL ELECTRIC CO COM COM 369604103 516,244 16,572,838 SH   SOLE   15,907,475 0 665,363
GENERAL ELECTRIC CO COM COM 369604103 268 8,600 SH   OTR   0 0 8,600
GENERAL GROWTH PPTYS INC NEW COM COM 370023103 88,038 3,235,500 SH   SOLE   3,235,500 0 0
GENERAL MLS INC COM COM 370334104 19,656 340,900 SH   SOLE   340,900 0 0
GENERAL MTRS CO COM COM 37045V100 72,907 2,143,700 SH   SOLE   2,143,700 0 0
GENESEE & WYO INC CL A COM 371559105 28,049 522,422 SH   SOLE   490,692 0 31,730
GENOMIC HEALTH INC COM COM 37244C101 3,767 107,005 SH   SOLE   107,005 0 0
GENOMIC HEALTH INC COM COM 37244C101 861 24,459 SH   OTR   24,459 0 0
GENTHERM INC COM COM 37253A103 8,267 174,401 SH   SOLE   174,401 0 0
GIBRALTAR INDS INC COM COM 374689107 4,750 186,709 SH   SOLE   186,709 0 0
GIGAMON INC COM COM 37518B102 4,925 185,378 SH   SOLE   185,378 0 0
GIGAMON INC COM COM 37518B102 1,131 42,555 SH   OTR   42,555 0 0
GILEAD SCIENCES INC COM COM 375558103 16,100 159,110 SH   SOLE   159,110 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 CV 375558AP8 40,279 9,011,000 PRN   SOLE   9,011,000 0 0
GLAUKOS CORP COM COM 377322102 30,902 1,251,620 SH   SOLE   1,228,952 0 22,668
GLAUKOS CORP COM COM 377322102 1,243 50,325 SH   OTR   50,325 0 0
GODADDY INC CL A COM 380237107 82,136 2,561,960 SH   SOLE   2,521,781 0 40,179
GOGO INC COM COM 38046C109 81,849 4,598,273 SH   SOLE   4,524,308 0 73,965
GOGO INC COM COM 38046C109 1,606 90,225 SH   OTR   90,225 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 16,269 90,270 SH   SOLE   84,819 0 5,451
GOLDMAN SACHS GROUP INC COM COM 38141G104 63 347 SH   OTR   0 0 347
GRACO INC COM COM 384109104 11,564 160,454 SH   SOLE   160,454 0 0
GRANITE CONSTR INC COM COM 387328107 11,050 257,513 SH   SOLE   257,513 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 49,452 1,810,775 SH   SOLE   1,810,775 0 0
GREENHILL & CO INC COM COM 395259104 28,364 991,415 SH   SOLE   918,137 0 73,278
GUIDEWIRE SOFTWARE INC COM COM 40171V100 41,858 695,779 SH   SOLE   680,525 0 15,254
GULFPORT ENERGY CORP COM NEW COM 402635304 15,492 630,530 SH   SOLE   630,530 0 0
HCA HOLDINGS INC COM COM 40412C101 913 13,500 SH   SOLE   13,500 0 0
HCP INC COM COM 40414L109 5,893 154,100 SH   SOLE   154,100 0 0
HD SUPPLY HLDGS INC COM COM 40416M105 8,122 270,467 SH   SOLE   270,467 0 0
HABIT RESTAURANTS INC COM CL A COM 40449J103 23,966 1,039,291 SH   SOLE   1,020,250 0 19,041
HABIT RESTAURANTS INC COM CL A COM 40449J103 953 41,340 SH   OTR   41,340 0 0
HALLIBURTON CO COM COM 406216101 50,519 1,484,094 SH   SOLE   1,333,271 0 150,823
HANOVER INS GROUP INC COM COM 410867105 77,894 957,640 SH   SOLE   957,640 0 0
HARRIS CORP DEL COM COM 413875105 61,240 704,718 SH   SOLE   704,718 0 0
HARTFORD FINL SVCS GROUP INC COM COM 416515104 233,839 5,380,560 SH   SOLE   5,136,970 0 243,590
HARTFORD FINL SVCS GROUP INC COM COM 416515104 108 2,477 SH   OTR   0 0 2,477
HASBRO INC COM COM 418056107 54,380 807,311 SH   SOLE   807,311 0 0
HEALTHCARE SVCS GRP INC COM COM 421906108 26,305 754,380 SH   SOLE   737,454 0 16,926
HEALTHSOUTH CORP COM NEW COM 421924309 104,874 3,012,751 SH   SOLE   2,888,600 0 124,151
HEALTHCARE TR AMER INC CL A NEW COM 42225P501 44,846 1,662,814 SH   SOLE   1,662,814 0 0
HEALTHEQUITY INC COM COM 42226A107 30,039 1,198,214 SH   SOLE   1,175,130 0 23,084
HEALTHEQUITY INC COM COM 42226A107 835 33,316 SH   OTR   33,316 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 CV 42330PAG2 8,609 10,855,000 PRN   SOLE   10,855,000 0 0
HELMERICH & PAYNE INC COM COM 423452101 25,087 468,487 SH   SOLE   443,972 0 24,515
HENRY JACK & ASSOC INC COM COM 426281101 21,467 275,000 SH   SOLE   275,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 CV 42703MAB9 8,439 10,046,000 PRN   SOLE   10,046,000 0 0
HERSHEY CO COM COM 427866108 9,635 107,927 SH   SOLE   107,927 0 0
HESS CORP COM COM 42809H107 8,091 166,900 SH   SOLE   166,900 0 0
HEXCEL CORP NEW COM COM 428291108 43,184 929,687 SH   SOLE   924,492 0 5,195
HIGHWOODS PPTYS INC COM COM 431284108 52,004 1,192,741 SH   SOLE   1,098,017 0 94,724
HILL ROM HLDGS INC COM COM 431475102 4,157 86,500 SH   SOLE   86,500 0 0
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 8,616 402,623 SH   SOLE   402,623 0 0
HOLOGIC INC DEBT 2.000% 3/0 CV 436440AC5 8,320 6,215,000 PRN   SOLE   6,215,000 0 0
HOLOGIC INC FRNT 12/1 CV 436440AG6 4,142 3,249,000 PRN   SOLE   3,249,000 0 0
HOME DEPOT INC COM COM 437076102 64,283 486,072 SH   SOLE   486,072 0 0
HOMESTREET INC COM COM 43785V102 4,190 192,984 SH   SOLE   192,984 0 0
HOMESTREET INC COM COM 43785V102 958 44,112 SH   OTR   44,112 0 0
HONEYWELL INTL INC COM COM 438516106 47,410 457,760 SH   SOLE   457,760 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 CV 440543AN6 4,211 7,404,000 PRN   SOLE   7,404,000 0 0
HORTONWORKS INC COM COM 440894103 2,305 105,250 SH   SOLE   105,250 0 0
HORTONWORKS INC COM COM 440894103 528 24,106 SH   OTR   24,106 0 0
HOST HOTELS & RESORTS INC COM COM 44107P104 3,697 241,000 SH   SOLE   241,000 0 0
HUBBELL INC COM COM 443510607 31,264 309,424 SH   SOLE   309,424 0 0
HUBSPOT INC COM COM 443573100 20,769 368,829 SH   SOLE   360,742 0 8,087
HUNT J B TRANS SVCS INC COM COM 445658107 6,479 88,315 SH   SOLE   88,315 0 0
HUNTSMAN CORP COM COM 447011107 33,959 2,986,695 SH   SOLE   2,986,695 0 0
ICF INTL INC COM COM 44925C103 3,317 93,268 SH   SOLE   93,268 0 0
IPG PHOTONICS CORP COM COM 44980X109 41,372 464,023 SH   SOLE   456,523 0 7,500
ITT CORP NEW COM NEW COM 450911201 115,297 3,174,490 SH   SOLE   3,000,213 0 174,277
ITT CORP NEW COM NEW COM 450911201 85 2,344 SH   OTR   0 0 2,344
ICICI BK LTD ADR ADR 45104G104 161 20,591 SH   SOLE   8,371 0 12,220
ICICI BK LTD ADR ADR 45104G104 6 739 SH   OTR   0 0 739
IDACORP INC COM COM 451107106 34,116 501,700 SH   SOLE   501,700 0 0
IDEX CORP COM COM 45167R104 8,947 116,780 SH   SOLE   116,780 0 0
IDEXX LABS INC COM COM 45168D104 9,424 129,232 SH   SOLE   129,232 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 14,180 153,000 SH   SOLE   153,000 0 0
ILLUMINA INC NOTE 0.250% 3/1 CV 452327AD1 1,403 615,000 PRN   SOLE   615,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 CV 452327AH2 18,145 15,500,000 PRN   SOLE   15,500,000 0 0
IMAX CORP COM COM 45245E109 65,303 1,837,443 SH   SOLE   1,797,168 0 40,275
INCYTE CORP COM COM 45337C102 6,387 58,896 SH   SOLE   58,896 0 0
INCYTE CORP NOTE 0.375%11/1 CV 45337CAM4 21,393 9,913,000 PRN   SOLE   9,913,000 0 0
INCYTE CORP NOTE 1.250%11/1 CV 45337CAN2 5,685 2,605,000 PRN   SOLE   2,605,000 0 0
INFINERA CORPORATION COM COM 45667G103 32,042 1,768,335 SH   SOLE   1,729,562 0 38,773
INFRAREIT INC COM COM 45685L100 15,155 819,164 SH   SOLE   819,164 0 0
INGRAM MICRO INC CL A COM 457153104 25,062 824,955 SH   SOLE   824,955 0 0
INGREDION INC COM COM 457187102 31,060 324,085 SH   SOLE   324,085 0 0
INPHI CORP COM COM 45772F107 7,223 267,328 SH   SOLE   267,328 0 0
INPHI CORP COM COM 45772F107 1,651 61,105 SH   OTR   61,105 0 0
INOGEN INC COM COM 45780L104 2,860 71,340 SH   SOLE   71,340 0 0
INOGEN INC COM COM 45780L104 654 16,302 SH   OTR   16,302 0 0
INSTRUCTURE INC COM COM 45781U103 4,604 221,151 SH   SOLE   221,151 0 0
INSTRUCTURE INC COM COM 45781U103 1,053 50,556 SH   OTR   50,556 0 0
INTEL CORP COM COM 458140100 436,050 12,657,468 SH   SOLE   12,231,945 0 425,523
INTEL CORP COM COM 458140100 201 5,839 SH   OTR   0 0 5,839
INTEL CORP SDCV 12/1 CV 458140AD2 39,779 31,032,000 PRN   SOLE   31,032,000 0 0
INTEL CORP SDCV 3.250% 8/0 CV 458140AF7 21,828 13,110,000 PRN   SOLE   13,110,000 0 0
INTERCONTINENTAL EXCHANGE IN COM COM 45866F104 56,892 222,008 SH   SOLE   222,008 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 152,990 1,111,687 SH   SOLE   1,111,687 0 0
INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 20,814 173,975 SH   SOLE   173,975 0 0
INTL PAPER CO COM COM 460146103 68,086 1,805,991 SH   SOLE   1,805,991 0 0
INTRA CELLULAR THERAPIES INC COM COM 46116X101 8,141 151,349 SH   SOLE   151,349 0 0
INTRA CELLULAR THERAPIES INC COM COM 46116X101 1,866 34,684 SH   OTR   34,684 0 0
INTUITIVE SURGICAL INC COM NEW COM 46120E602 11,334 20,752 SH   SOLE   20,752 0 0
IROBOT CORP COM COM 462726100 16,492 465,874 SH   SOLE   459,600 0 6,274
IROBOT CORP COM COM 462726100 1,454 41,061 SH   OTR   41,061 0 0
ISHARES TR RUS 1000 VAL ETF ETF 464287598 11,044 112,855 SH   SOLE   112,855 0 0
ISHARES TR EAFE SML CP ETF ETF 464288273 12,849 257,246 SH   SOLE   257,246 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 CV 464337AJ3 10,992 9,749,000 PRN   SOLE   9,749,000 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 9,989 717,117 SH   SOLE   717,117 0 0
ITC HLDGS CORP COM COM 465685105 95,446 2,431,741 SH   SOLE   2,335,595 0 96,146
J & J SNACK FOODS CORP COM COM 466032109 4,241 36,350 SH   SOLE   36,350 0 0
JPMORGAN CHASE & CO COM COM 46625H100 509,180 7,711,348 SH   SOLE   7,430,914 0 280,434
JPMORGAN CHASE & CO COM COM 46625H100 266 4,021 SH   OTR   0 0 4,021
JABIL CIRCUIT INC COM COM 466313103 5,969 256,300 SH   SOLE   256,300 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 46,757 1,114,583 SH   SOLE   1,032,955 0 81,628
JANUS CAP GROUP INC NOTE 0.750% 7/1 CV 47102XAH8 2,101 1,512,000 PRN   SOLE   1,512,000 0 0
JARDEN CORP COM COM 471109108 118,965 2,082,715 SH   SOLE   1,983,168 0 99,547
JARDEN CORP NOTE 1.875% 9/1 CV 471109AH1 4,558 2,500,000 PRN   SOLE   2,500,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 CV 472319AG7 5,234 5,241,000 PRN   SOLE   5,241,000 0 0
JETBLUE AIRWAYS CORP COM COM 477143101 7,930 350,100 SH   SOLE   350,100 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 CV 477143AG6 16,923 3,632,000 PRN   SOLE   3,632,000 0 0
JOHNSON & JOHNSON COM COM 478160104 178,069 1,733,542 SH   SOLE   1,733,542 0 0
JOHNSON CTLS INC COM COM 478366107 12,303 311,550 SH   SOLE   311,550 0 0
JONES LANG LASALLE INC COM COM 48020Q107 28,701 179,539 SH   SOLE   179,539 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 CV 48123VAC6 1,973 1,500,000 PRN   SOLE   1,500,000 0 0
JUNIPER NETWORKS INC COM COM 48203R104 92,915 3,366,492 SH   SOLE   3,366,492 0 0
JUNO THERAPEUTICS INC COM COM 48205A109 17,223 391,693 SH   SOLE   383,122 0 8,571
KAR AUCTION SVCS INC COM COM 48238T109 77,943 2,104,872 SH   SOLE   1,994,964 0 109,908
K2M GROUP HLDGS INC COM COM 48273J107 2,151 108,954 SH   SOLE   108,954 0 0
K2M GROUP HLDGS INC COM COM 48273J107 491 24,896 SH   OTR   24,896 0 0
KAPSTONE PAPER & PACKAGING C COM COM 48562P103 17,625 780,200 SH   SOLE   780,200 0 0
KELLOGG CO COM COM 487836108 7,943 109,909 SH   SOLE   109,909 0 0
KENNAMETAL INC COM COM 489170100 20,909 1,089,021 SH   SOLE   1,089,021 0 0
KENNEDY-WILSON HLDGS INC COM COM 489398107 16,256 675,100 SH   SOLE   675,100 0 0
KEYCORP NEW PFD 7.75% SR A CVPFD 493267405 2,866 21,611 SH   SOLE   21,611 0 0
KIMBERLY CLARK CORP COM COM 494368103 35,956 282,450 SH   SOLE   282,450 0 0
KIMCO RLTY CORP COM COM 49446R109 49,962 1,888,225 SH   SOLE   1,888,225 0 0
KINDER MORGAN INC DEL COM COM 49456B101 37,284 2,498,900 SH   SOLE   2,498,900 0 0
KINDER MORGAN INC DEL PFD SER A CVPFD 49456B200 30,978 768,673 SH   SOLE   768,673 0 0
KIRBY CORP COM COM 497266106 22,803 433,359 SH   SOLE   408,924 0 24,435
KITE PHARMA INC COM COM 49803L109 8,911 144,611 SH   SOLE   141,446 0 3,165
KNIGHT TRANSN INC COM COM 499064103 12,443 513,536 SH   SOLE   502,277 0 11,259
KOHLS CORP COM COM 500255104 7,283 152,901 SH   SOLE   152,901 0 0
KORN FERRY INTL COM NEW COM 500643200 5,112 154,055 SH   SOLE   154,055 0 0
KRAFT HEINZ CO COM COM 500754106 32,880 451,901 SH   SOLE   451,901 0 0
KROGER CO COM COM 501044101 71,730 1,714,802 SH   SOLE   1,583,771 0 131,031
KROGER CO COM COM 501044101 97 2,328 SH   OTR   0 0 2,328
L BRANDS INC COM COM 501797104 12,748 133,044 SH   SOLE   133,044 0 0
LDR HLDG CORP COM COM 50185U105 23,920 952,627 SH   SOLE   933,239 0 19,388
LDR HLDG CORP COM COM 50185U105 511 20,332 SH   OTR   20,332 0 0
LGI HOMES INC COM COM 50187T106 5,812 238,878 SH   SOLE   238,878 0 0
LGI HOMES INC COM COM 50187T106 1,329 54,607 SH   OTR   54,607 0 0
LKQ CORP COM COM 501889208 4,784 161,449 SH   SOLE   161,449 0 0
LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 7,245 58,600 SH   SOLE   58,600 0 0
LAM RESEARCH CORP COM COM 512807108 46,265 582,533 SH   SOLE   540,711 0 41,822
LAM RESEARCH CORP NOTE 0.500% 5/1 CV 512807AJ7 31,178 23,914,000 PRN   SOLE   23,914,000 0 0
LAS VEGAS SANDS CORP COM COM 517834107 1,488 33,942 SH   SOLE   33,942 0 0
LAUDER ESTEE COS INC CL A COM 518439104 5,984 67,950 SH   SOLE   67,950 0 0
LAWSON PRODS INC COM COM 520776105 2,786 119,300 SH   SOLE   119,300 0 0
LEAR CORP COM NEW COM 521865204 9,962 81,100 SH   SOLE   81,100 0 0
LEGGETT & PLATT INC COM COM 524660107 2,357 56,100 SH   SOLE   56,100 0 0
LEIDOS HLDGS INC COM COM 525327102 15,281 271,617 SH   SOLE   271,617 0 0
LENDINGTREE INC NEW COM COM 52603B107 13,604 152,370 SH   SOLE   150,020 0 2,350
LENDINGTREE INC NEW COM COM 52603B107 926 10,374 SH   OTR   10,374 0 0
LENNAR CORP CL A COM 526057104 93,032 1,902,107 SH   SOLE   1,834,893 0 67,214
LENNOX INTL INC COM COM 526107107 3,755 30,063 SH   SOLE   30,063 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW COM 52729N308 7,839 144,200 SH   SOLE   144,200 0 0
LIBBEY INC COM COM 529898108 1,480 69,400 SH   SOLE   69,400 0 0
LIBERTY PPTY TR SH BEN INT COM 531172104 4,552 146,600 SH   SOLE   146,600 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 CV 531229AB8 3,482 3,537,000 PRN   SOLE   3,537,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A COM 531465102 56,709 1,869,128 SH   SOLE   1,828,126 0 41,002
LILLY ELI & CO COM COM 532457108 144,372 1,713,410 SH   SOLE   1,708,412 0 4,998
LILLY ELI & CO COM COM 532457108 62 740 SH   OTR   0 0 740
LINCOLN NATL CORP IND COM COM 534187109 41,045 816,661 SH   SOLE   816,661 0 0
LINKEDIN CORP COM CL A COM 53578A108 47,114 209,322 SH   SOLE   209,322 0 0
LINKEDIN CORP NOTE 0.500%11/0 CV 53578AAB4 25,827 24,510,000 PRN   SOLE   24,510,000 0 0
LITTELFUSE INC COM COM 537008104 25,426 237,600 SH   SOLE   237,600 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 CV 538034AJ8 1,451 1,420,000 PRN   SOLE   1,420,000 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR ADR 539439109 181 41,542 SH   SOLE   18,261 0 23,281
LLOYDS BANKING GROUP PLC SPONSORED ADR ADR 539439109 7 1,699 SH   OTR   0 0 1,699
LOCKHEED MARTIN CORP COM COM 539830109 127,613 587,671 SH   SOLE   587,671 0 0
LOGMEIN INC COM COM 54142L109 19,761 294,497 SH   SOLE   287,930 0 6,567
LOWES COS INC COM COM 548661107 62,855 826,600 SH   SOLE   826,600 0 0
LULULEMON ATHLETICA INC COM COM 550021109 5,202 99,138 SH   SOLE   99,138 0 0
LYDALL INC DEL COM COM 550819106 3,992 112,500 SH   SOLE   112,500 0 0
M & T BK CORP COM COM 55261F104 99,646 822,299 SH   SOLE   822,299 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 CV 552848AD5 11,187 10,822,000 PRN   SOLE   10,822,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 CV 552848AE3 6,488 4,651,000 PRN   SOLE   4,651,000 0 0
MGM RESORTS INTERNATIONAL COM COM 552953101 54,691 2,407,171 SH   SOLE   2,407,171 0 0
MACERICH CO COM COM 554382101 24,975 309,518 SH   SOLE   309,518 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 CV 55608BAA3 1,516 1,350,000 PRN   SOLE   1,350,000 0 0
MADDEN STEVEN LTD COM COM 556269108 62,675 2,073,948 SH   SOLE   1,943,421 0 130,527
MANHATTAN ASSOCS INC COM COM 562750109 32,411 489,808 SH   SOLE   479,145 0 10,663
MANPOWERGROUP INC COM COM 56418H100 1,838 21,800 SH   SOLE   21,800 0 0
MARATHON OIL CORP COM COM 565849106 34,964 2,777,107 SH   SOLE   2,607,081 0 170,026
MARATHON OIL CORP COM COM 565849106 35 2,773 SH   OTR   0 0 2,773
MARATHON PETE CORP COM COM 56585A102 2,465 47,554 SH   SOLE   42,665 0 4,889
MARATHON PETE CORP COM COM 56585A102 42 814 SH   OTR   0 0 814
MARCUS & MILLICHAP INC COM COM 566324109 9,633 330,561 SH   SOLE   330,561 0 0
MARINEMAX INC COM COM 567908108 2,599 141,099 SH   SOLE   141,099 0 0
MARINEMAX INC COM COM 567908108 595 32,328 SH   OTR   32,328 0 0
MARKEL CORP COM COM 570535104 54,541 61,743 SH   SOLE   57,368 0 4,375
MARKETAXESS HLDGS INC COM COM 57060D108 86,690 776,858 SH   SOLE   764,247 0 12,611
MARTIN MARIETTA MATLS INC COM COM 573284106 11,992 87,801 SH   SOLE   87,801 0 0
MASCO CORP COM COM 574599106 5,569 196,787 SH   SOLE   196,787 0 0
MASTERCARD INC CL A COM 57636Q104 50,379 517,450 SH   SOLE   517,450 0 0
MATCH GROUP INC COM COM 57665R106 39,623 2,924,201 SH   SOLE   2,860,009 0 64,192
MATERIALISE NV SPONSORED ADS ADR 57667T100 11,375 1,611,125 SH   SOLE   1,586,751 0 24,374
MATERIALISE NV SPONSORED ADS ADR 57667T100 937 132,684 SH   OTR   132,684 0 0
MAXLINEAR INC CL A COM 57776J100 6,406 434,878 SH   SOLE   434,878 0 0
MAXLINEAR INC CL A COM 57776J100 1,464 99,404 SH   OTR   99,404 0 0
MAXIMUS INC COM COM 577933104 50,743 902,091 SH   SOLE   852,169 0 49,922
MCCORMICK & CO INC COM NON VTG COM 579780206 9,853 115,154 SH   SOLE   115,154 0 0
MCDONALDS CORP COM COM 580135101 235,100 1,990,015 SH   SOLE   1,912,879 0 77,136
MCDONALDS CORP COM COM 580135101 127 1,076 SH   OTR   0 0 1,076
MEAD JOHNSON NUTRITION CO COM COM 582839106 5,674 71,865 SH   SOLE   71,865 0 0
MEDIDATA SOLUTIONS INC COM COM 58471A105 38,370 778,450 SH   SOLE   761,290 0 17,160
MEDIVATION INC COM COM 58501N101 3,755 77,673 SH   SOLE   77,673 0 0
MEDNAX INC COM COM 58502B106 49,150 685,878 SH   SOLE   649,561 0 36,317
MERCADOLIBRE INC NOTE 2.250% 7/0 CV 58733RAB8 6,145 5,490,000 PRN   SOLE   5,490,000 0 0
MERCK & CO INC NEW COM COM 58933Y105 195,747 3,705,923 SH   SOLE   3,444,699 0 261,224
MERCK & CO INC NEW COM COM 58933Y105 176 3,327 SH   OTR   0 0 3,327
METTLER TOLEDO INTERNATIONAL COM COM 592688105 10,538 31,073 SH   SOLE   31,073 0 0
MICROSOFT CORP COM COM 594918104 310,022 5,587,998 SH   SOLE   5,337,337 0 250,661
MICROSOFT CORP COM COM 594918104 182 3,286 SH   OTR   0 0 3,286
MICROCHIP TECHNOLOGY INC COM COM 595017104 121,423 2,609,002 SH   SOLE   2,485,411 0 123,591
MICROCHIP TECHNOLOGY INC COM COM 595017104 84 1,809 SH   OTR   0 0 1,809
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 CV 595017AB0 9,172 4,807,000 PRN   SOLE   4,807,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 CV 595112AY9 13,051 15,606,000 PRN   SOLE   15,606,000 0 0
MICROSEMI CORP COM COM 595137100 19,708 604,732 SH   SOLE   591,879 0 12,853
MIDDLEBY CORP COM COM 596278101 4,317 40,019 SH   SOLE   40,019 0 0
MILLER HERMAN INC COM COM 600544100 46,599 1,623,669 SH   SOLE   1,504,332 0 119,337
MINERALS TECHNOLOGIES INC COM COM 603158106 17,436 380,200 SH   SOLE   380,200 0 0
MOELIS & CO CL A COM 60786M105 30,552 1,047,016 SH   SOLE   972,396 0 74,620
MOHAWK INDS INC COM COM 608190104 7,919 41,813 SH   SOLE   41,813 0 0
MOLSON COORS BREWING CO CL B COM 60871R209 48,777 519,344 SH   SOLE   519,344 0 0
MONDELEZ INTL INC CL A COM 609207105 147,139 3,281,424 SH   SOLE   3,046,238 0 235,186
MONDELEZ INTL INC CL A COM 609207105 152 3,389 SH   OTR   0 0 3,389
MONOLITHIC PWR SYS INC COM COM 609839105 20,924 328,423 SH   SOLE   321,103 0 7,320
MONRO MUFFLER BRAKE INC COM COM 610236101 20,549 310,312 SH   SOLE   303,535 0 6,777
MONSANTO CO NEW COM COM 61166W101 36,999 375,544 SH   SOLE   375,544 0 0
MONSTER BEVERAGE CORP NEW COM COM 61174X109 46,285 310,724 SH   SOLE   310,724 0 0
MOODYS CORP COM COM 615369105 9,836 98,025 SH   SOLE   98,025 0 0
MORGAN STANLEY COM NEW COM 617446448 4,119 129,482 SH   SOLE   117,067 0 12,415
MORGAN STANLEY COM NEW COM 617446448 64 2,008 SH   OTR   0 0 2,008
MOTOROLA SOLUTIONS INC COM NEW COM 620076307 41,214 602,107 SH   SOLE   602,107 0 0
MULTI COLOR CORP COM COM 625383104 6,871 114,876 SH   SOLE   114,876 0 0
MURPHY OIL CORP COM COM 626717102 2,903 129,300 SH   SOLE   129,300 0 0
MURPHY USA INC COM COM 626755102 20,265 333,632 SH   SOLE   333,632 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 CV 62952QAB6 6,444 5,855,000 PRN   SOLE   5,855,000 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 19,585 584,800 SH   SOLE   584,800 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN COM 637870106 6,327 369,377 SH   SOLE   369,377 0 0
NAVIENT CORP COM COM 63938C108 19,210 1,677,700 SH   SOLE   1,677,700 0 0
NEENAH PAPER INC COM COM 640079109 4,088 65,475 SH   SOLE   65,475 0 0
NETFLIX INC COM COM 64110L106 44,837 392,004 SH   SOLE   392,004 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 33,053 584,280 SH   SOLE   571,564 0 12,716
NEVRO CORP COM COM 64157F103 53,626 794,343 SH   SOLE   779,522 0 14,821
NEVRO CORP COM COM 64157F103 1,789 26,500 SH   OTR   26,500 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR ADR 647581107 9,900 315,586 SH   SOLE   308,670 0 6,916
NEW RELIC INC COM COM 64829B100 22,046 605,153 SH   SOLE   591,711 0 13,442
NEW YORK TIMES CO CL A COM 650111107 52,604 3,919,784 SH   SOLE   3,659,216 0 260,568
NEWELL RUBBERMAID INC COM COM 651229106 7,289 165,364 SH   SOLE   165,364 0 0
NEWFIELD EXPL CO COM COM 651290108 22,637 695,252 SH   SOLE   695,252 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 CV 651639AJ5 23,817 24,226,000 PRN   SOLE   24,226,000 0 0
NEXTERA ENERGY INC COM COM 65339F101 198,885 1,914,381 SH   SOLE   1,789,182 0 125,199
NEXTERA ENERGY INC COM COM 65339F101 137 1,318 SH   OTR   0 0 1,318
NEXTERA ENERGY INC UNIT 08/31/2018 CVPFD 65339F846 16,477 311,887 SH   SOLE   311,887 0 0
NEXTERA ENERGY INC UNIT 09/01/2016 CVPFD 65339F861 1,582 28,950 SH   SOLE   28,950 0 0
NIDEC CORP SPONSORED ADR ADR 654090109 178 9,761 SH   SOLE   4,509 0 5,252
NIDEC CORP SPONSORED ADR ADR 654090109 7 385 SH   OTR   0 0 385
NIKE INC CL B COM 654106103 81,820 1,309,126 SH   SOLE   1,309,126 0 0
NOBLE ENERGY INC COM COM 655044105 35,343 1,073,277 SH   SOLE   1,073,277 0 0
NORDSON CORP COM COM 655663102 15,695 244,657 SH   SOLE   241,146 0 3,511
NORTHROP GRUMMAN CORP COM COM 666807102 51,791 274,300 SH   SOLE   274,300 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 CV 670008AD3 33,167 14,065,000 PRN   SOLE   14,065,000 0 0
NVIDIA CORP COM COM 67066G104 119,299 3,619,495 SH   SOLE   3,619,495 0 0
NVIDIA CORP NOTE 1.000%12/0 CV 67066GAC8 33,757 20,206,000 PRN   SOLE   20,206,000 0 0
NUVASIVE INC COM COM 670704105 2,631 48,622 SH   SOLE   48,622 0 0
NUVASIVE INC NOTE 2.750% 7/0 CV 670704AC9 5,093 3,719,000 PRN   SOLE   3,719,000 0 0
NXSTAGE MEDICAL INC COM COM 67072V103 8,294 378,570 SH   SOLE   378,570 0 0
NXSTAGE MEDICAL INC COM COM 67072V103 1,896 86,533 SH   OTR   86,533 0 0
O REILLY AUTOMOTIVE INC NEW COM COM 67103H107 19,182 75,692 SH   SOLE   75,692 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 104,714 1,548,790 SH   SOLE   1,495,820 0 52,970
OCCIDENTAL PETE CORP DEL COM COM 674599105 67 989 SH   OTR   0 0 989
OLD DOMINION FGHT LINES INC COM COM 679580100 34,850 589,978 SH   SOLE   549,196 0 40,782
OLD REP INTL CORP COM COM 680223104 7,422 398,400 SH   SOLE   398,400 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 CV 680223AH7 3,178 2,500,000 PRN   SOLE   2,500,000 0 0
ON ASSIGNMENT INC COM COM 682159108 30,361 675,447 SH   SOLE   660,637 0 14,810
ON DECK CAP INC COM COM 682163100 3,324 322,744 SH   SOLE   322,744 0 0
ON DECK CAP INC COM COM 682163100 759 73,690 SH   OTR   73,690 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 17,554 1,791,200 SH   SOLE   1,791,200 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 CV 682189AH8 8,272 7,394,000 PRN   SOLE   7,394,000 0 0
ONEOK INC NEW COM COM 682680103 9,294 376,900 SH   SOLE   376,900 0 0
OPHTHOTECH CORP COM COM 683745103 34,417 438,271 SH   SOLE   430,350 0 7,921
OPHTHOTECH CORP COM COM 683745103 1,379 17,561 SH   OTR   17,561 0 0
ORBITAL ATK INC COM COM 68557N103 71,104 795,885 SH   SOLE   795,885 0 0
OWENS ILL INC COM NEW COM 690768403 3,648 209,417 SH   SOLE   209,417 0 0
PBF ENERGY INC CL A COM 69318G106 12,994 353,000 SH   SOLE   353,000 0 0
PG&E CORP COM COM 69331C108 10,576 198,832 SH   SOLE   193,951 0 4,881
PG&E CORP COM COM 69331C108 42 781 SH   OTR   0 0 781
PPG INDS INC COM COM 693506107 14,612 147,863 SH   SOLE   147,863 0 0
PPL CORP COM COM 69351T106 87,500 2,563,728 SH   SOLE   2,563,728 0 0
PVH CORP COM COM 693656100 23,309 316,477 SH   SOLE   316,477 0 0
PACCAR INC COM COM 693718108 2,977 62,800 SH   SOLE   62,800 0 0
PACIFIC BIOSCIENCES CALIF IN COM COM 69404D108 45,198 3,442,339 SH   SOLE   3,383,832 0 58,507
PACIFIC BIOSCIENCES CALIF IN COM COM 69404D108 2,323 176,920 SH   OTR   176,920 0 0
PACIFIC PREMIER BANCORP COM COM 69478X105 2,990 140,700 SH   SOLE   140,700 0 0
PACIRA PHARMACEUTICALS INC COM COM 695127100 43,764 569,913 SH   SOLE   557,421 0 12,492
PALO ALTO NETWORKS INC COM COM 697435105 23,780 135,006 SH   SOLE   135,006 0 0
PANDORA MEDIA INC COM COM 698354107 4,340 323,610 SH   SOLE   323,610 0 0
PANERA BREAD CO CL A COM 69840W108 48,078 246,834 SH   SOLE   242,143 0 4,691
PARSLEY ENERGY INC CL A COM 701877102 29,736 1,611,720 SH   SOLE   1,611,720 0 0
PATRICK INDS INC COM COM 703343103 32,118 738,338 SH   SOLE   738,338 0 0
PATTERSON COMPANIES INC COM COM 703395103 3,603 79,700 SH   SOLE   79,700 0 0
PATTERSON UTI ENERGY INC COM COM 703481101 26,087 1,729,884 SH   SOLE   1,729,884 0 0
PAYCOM SOFTWARE INC COM COM 70432V102 46,376 1,232,417 SH   SOLE   1,205,397 0 27,020
PAYLOCITY HLDG CORP COM COM 70438V106 77,562 1,912,760 SH   SOLE   1,878,510 0 34,250
PAYLOCITY HLDG CORP COM COM 70438V106 1,461 36,027 SH   OTR   36,027 0 0
PAYPAL HLDGS INC COM COM 70450Y103 49,179 1,358,546 SH   SOLE   1,358,546 0 0
PENNEY J C INC COM COM 708160106 3,096 464,800 SH   SOLE   464,800 0 0
PENSKE AUTOMOTIVE GRP INC COM COM 70959W103 35,610 841,051 SH   SOLE   809,203 0 31,848
PENUMBRA INC COM COM 70975L107 35,932 667,762 SH   SOLE   655,447 0 12,315
PENUMBRA INC COM COM 70975L107 1,304 24,239 SH   OTR   24,239 0 0
PEOPLES UNITED FINANCIAL INC COM COM 712704105 18,290 1,132,500 SH   SOLE   1,132,500 0 0
PEPSICO INC COM COM 713448108 263,956 2,641,673 SH   SOLE   2,519,663 0 122,010
PEPSICO INC COM COM 713448108 170 1,704 SH   OTR   0 0 1,704
PERFORMANCE FOOD GROUP CO COM COM 71377A103 20,348 879,333 SH   SOLE   860,060 0 19,273
PERKINELMER INC COM COM 714046109 86,347 1,611,851 SH   SOLE   1,529,560 0 82,291
PFIZER INC COM COM 717081103 496,541 15,382,297 SH   SOLE   14,785,524 0 596,773
PFIZER INC COM COM 717081103 265 8,221 SH   OTR   0 0 8,221
PHYSICIANS RLTY TR COM COM 71943U104 75,779 4,494,577 SH   SOLE   4,270,016 0 224,561
PINNACLE FOODS INC DEL COM COM 72348P104 132,991 3,132,146 SH   SOLE   3,016,018 0 116,128
PIONEER NAT RES CO COM COM 723787107 38,950 310,659 SH   SOLE   310,659 0 0
PITNEY BOWES INC COM COM 724479100 16,518 799,900 SH   SOLE   799,900 0 0
POLYONE CORP COM COM 73179P106 13,155 414,200 SH   SOLE   414,200 0 0
POOL CORPORATION COM COM 73278L105 52,497 649,880 SH   SOLE   638,406 0 11,474
PORTLAND GEN ELEC CO COM NEW COM 736508847 112,766 3,100,531 SH   SOLE   2,965,447 0 135,084
PORTOLA PHARMACEUTICALS INC COM COM 737010108 11,005 213,903 SH   SOLE   209,249 0 4,654
PRESTIGE BRANDS HLDGS INC COM COM 74112D101 89,453 1,737,628 SH   SOLE   1,664,138 0 73,490
PRESS GANEY HLDGS INC COM COM 74113L102 49,790 1,578,120 SH   SOLE   1,546,477 0 31,643
PRESS GANEY HLDGS INC COM COM 74113L102 1,188 37,663 SH   OTR   37,663 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 11,388 159,300 SH   SOLE   159,300 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 CV 741503AQ9 45,338 31,774,000 PRN   SOLE   31,774,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 CV 741503AX4 839 830,000 PRN   SOLE   830,000 0 0
PRIMORIS SVCS CORP COM COM 74164F103 18,798 853,300 SH   SOLE   853,300 0 0
PROCTER & GAMBLE CO COM COM 742718109 137,482 1,731,291 SH   SOLE   1,724,395 0 6,896
PROCTER & GAMBLE CO COM COM 742718109 91 1,148 SH   OTR   0 0 1,148
PRIVATEBANCORP INC COM COM 742962103 68,862 1,678,743 SH   SOLE   1,657,127 0 21,616
PROLOGIS INC COM COM 74340W103 40,521 944,100 SH   SOLE   944,100 0 0
PROOFPOINT INC COM COM 743424103 28,714 441,685 SH   SOLE   435,110 0 6,575
PROOFPOINT INC NOTE 1.250%12/1 CV 743424AB9 7,893 4,569,000 PRN   SOLE   4,569,000 0 0
PROTO LABS INC COM COM 743713109 34,633 543,779 SH   SOLE   531,860 0 11,919
PRUDENTIAL FINL INC COM COM 744320102 78,601 965,500 SH   SOLE   965,500 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 26,522 685,500 SH   SOLE   685,500 0 0
PUBLIC STORAGE COM COM 74460D109 7,380 29,795 SH   SOLE   29,795 0 0
QUAKER CHEM CORP COM COM 747316107 1,993 25,800 SH   SOLE   25,800 0 0
QTS RLTY TR INC COM CL A COM 74736A103 12,865 285,198 SH   SOLE   285,198 0 0
Q2 HLDGS INC COM COM 74736L109 5,846 221,674 SH   SOLE   221,674 0 0
Q2 HLDGS INC COM COM 74736L109 1,339 50,789 SH   OTR   50,789 0 0
QUALCOMM INC COM COM 747525103 161,445 3,229,860 SH   SOLE   3,229,860 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 21,683 304,800 SH   SOLE   304,800 0 0
QUINTILES TRANSNATIO HLDGS I COM COM 74876Y101 28,833 419,944 SH   SOLE   389,217 0 30,727
RPM INTL INC COM COM 749685103 42,068 954,778 SH   SOLE   906,739 0 48,039
RPM INTL INC NOTE 2.250%12/1 CV 749685AT0 5,557 4,861,000 PRN   SOLE   4,861,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 CV 74973WAB3 9,283 9,029,000 PRN   SOLE   9,029,000 0 0
RSP PERMIAN INC COM COM 74978Q105 7,809 320,190 SH   SOLE   320,190 0 0
RAPID7 INC COM COM 753422104 2,316 153,099 SH   SOLE   153,099 0 0
RAPID7 INC COM COM 753422104 532 35,133 SH   OTR   35,133 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 36,017 621,296 SH   SOLE   575,287 0 46,009
RAYTHEON CO COM NEW COM 755111507 74,574 598,847 SH   SOLE   598,847 0 0
RBC BEARINGS INC COM COM 75524B104 27,546 426,472 SH   SOLE   418,205 0 8,267
RBC BEARINGS INC COM COM 75524B104 728 11,270 SH   OTR   11,270 0 0
RE MAX HLDGS INC CL A COM 75524W108 5,382 144,294 SH   SOLE   144,294 0 0
REALOGY HLDGS CORP COM COM 75605Y106 69,745 1,901,958 SH   SOLE   1,848,370 0 53,588
RED HAT INC COM COM 756577102 41,410 500,062 SH   SOLE   500,062 0 0
RED HAT INC NOTE 0.250%10/0 CV 756577AD4 42,139 32,244,000 PRN   SOLE   32,244,000 0 0
RED ROBIN GOURMET BURGERS IN COM COM 75689M101 37,118 601,194 SH   SOLE   558,634 0 42,560
REGENERON PHARMACEUTICALS COM COM 75886F107 37,637 69,330 SH   SOLE   69,330 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 CV 75886FAD9 16,316 2,525,000 PRN   SOLE   2,525,000 0 0
REINSURANCE GROUP AMER INC COM NEW COM 759351604 17,058 199,398 SH   SOLE   199,398 0 0
RELIANCE STEEL & ALUMINUM CO COM COM 759509102 77,189 1,332,915 SH   SOLE   1,256,281 0 76,634
RENASANT CORP COM COM 75970E107 26,338 765,409 SH   SOLE   765,409 0 0
RENTRAK CORP COM COM 760174102 23,149 487,030 SH   SOLE   478,076 0 8,954
RENTRAK CORP COM COM 760174102 855 17,988 SH   OTR   17,988 0 0
RESMED INC COM COM 761152107 3,000 55,884 SH   SOLE   55,244 0 640
RESMED INC COM COM 761152107 4 83 SH   OTR   0 0 83
RESTORATION HARDWARE HLDGS I COM COM 761283100 38,380 483,076 SH   SOLE   472,477 0 10,599
RESTAURANT BRANDS INTL INC COM COM 76131D103 11,727 313,884 SH   SOLE   313,884 0 0
RETAIL OPPORTUNITY INVTS COR COM COM 76131N101 71,731 4,007,295 SH   SOLE   3,810,288 0 197,007
RETAIL PPTYS AMER INC CL A COM 76131V202 2,317 156,900 SH   SOLE   156,900 0 0
REVANCE THERAPEUTICS INC COM COM 761330109 19,474 570,077 SH   SOLE   561,443 0 8,634
REVANCE THERAPEUTICS INC COM COM 761330109 1,356 39,691 SH   OTR   39,691 0 0
REYNOLDS AMERICAN INC COM COM 761713106 149,835 3,246,688 SH   SOLE   3,246,688 0 0
RICE ENERGY INC COM COM 762760106 39,802 3,651,539 SH   SOLE   3,462,177 0 189,362
RINGCENTRAL INC CL A COM 76680R206 3,054 129,509 SH   SOLE   129,509 0 0
RINGCENTRAL INC CL A COM 76680R206 697 29,570 SH   OTR   29,570 0 0
RIO TINTO PLC SPONSORED ADR ADR 767204100 34,671 1,190,612 SH   SOLE   1,188,046 0 2,566
RIO TINTO PLC SPONSORED ADR ADR 767204100 4 144 SH   OTR   0 0 144
ROBERT HALF INTL INC COM COM 770323103 16,862 357,700 SH   SOLE   357,700 0 0
ROCKWELL AUTOMATION INC COM COM 773903109 5,296 51,616 SH   SOLE   51,616 0 0
ROCKWELL COLLINS INC COM COM 774341101 11,316 122,600 SH   SOLE   122,600 0 0
ROPER TECHNOLOGIES INC COM COM 776696106 37,293 196,494 SH   SOLE   196,494 0 0
ROSS STORES INC COM COM 778296103 7,264 135,000 SH   SOLE   135,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A ADR 780259206 36,981 807,631 SH   SOLE   805,184 0 2,447
ROYAL DUTCH SHELL PLC SPONS ADR A ADR 780259206 7 146 SH   OTR   0 0 146
ROYAL GOLD INC NOTE 2.875% 6/1 CV 780287AA6 9,961 10,916,000 PRN   SOLE   10,916,000 0 0
RUBICON PROJ INC COM COM 78112V102 27,050 1,644,365 SH   SOLE   1,614,583 0 29,782
RUBICON PROJ INC COM COM 78112V102 1,075 65,324 SH   OTR   65,324 0 0
RUCKUS WIRELESS INC COM COM 781220108 11,891 1,110,256 SH   SOLE   1,092,102 0 18,154
RUCKUS WIRELESS INC COM COM 781220108 711 66,400 SH   OTR   66,400 0 0
RUSH ENTERPRISES INC CL A COM 781846209 1,589 72,600 SH   SOLE   72,600 0 0
RYDER SYS INC COM COM 783549108 7,064 124,300 SH   SOLE   124,300 0 0
SEI INVESTMENTS CO COM COM 784117103 9,678 184,700 SH   SOLE   184,700 0 0
SL GREEN RLTY CORP COM COM 78440X101 51,490 455,748 SH   SOLE   455,748 0 0
SS&C TECHNOLOGIES HLDGS INC COM COM 78467J100 10,934 160,159 SH   SOLE   160,159 0 0
SPX FLOW INC COM COM 78469X107 1,881 67,400 SH   SOLE   67,400 0 0
SVB FINL GROUP COM COM 78486Q101 19,790 166,441 SH   SOLE   162,793 0 3,648
SAGE THERAPEUTICS INC COM COM 78667J108 62,596 1,073,684 SH   SOLE   1,056,493 0 17,191
SAGE THERAPEUTICS INC COM COM 78667J108 1,259 21,599 SH   OTR   21,599 0 0
ST JUDE MED INC COM COM 790849103 98,092 1,588,016 SH   SOLE   1,504,459 0 83,557
ST JUDE MED INC COM COM 790849103 54 879 SH   OTR   0 0 879
SALESFORCE COM INC COM COM 79466L302 35,891 457,796 SH   SOLE   457,796 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 CV 79466LAD6 38,266 29,692,000 PRN   SOLE   29,692,000 0 0
SANDISK CORP NOTE 1.500% 8/1 CV 80004CAD3 11,325 7,199,000 PRN   SOLE   7,199,000 0 0
SANDISK CORP NOTE 0.500%10/1 CV 80004CAF8 6,621 6,366,000 PRN   SOLE   6,366,000 0 0
SANTANDER CONSUMER USA HDG I COM COM 80283M101 12,338 778,400 SH   SOLE   778,400 0 0
SAREPTA THERAPEUTICS INC COM COM 803607100 27,088 702,124 SH   SOLE   689,605 0 12,519
SAREPTA THERAPEUTICS INC COM COM 803607100 1,141 29,584 SH   OTR   29,584 0 0
SCANA CORP NEW COM COM 80589M102 60,224 995,595 SH   SOLE   995,595 0 0
SCHEIN HENRY INC COM COM 806407102 8,374 52,937 SH   SOLE   52,937 0 0
SCHLUMBERGER LTD COM COM 806857108 115,772 1,659,818 SH   SOLE   1,627,999 0 31,819
SCHWAB CHARLES CORP NEW COM COM 808513105 22,213 674,566 SH   SOLE   674,566 0 0
SCOTTS MIRACLE GRO CO CL A COM 810186106 14,337 222,238 SH   SOLE   222,238 0 0
SEALED AIR CORP NEW COM COM 81211K100 42,686 957,082 SH   SOLE   887,571 0 69,511
SEAWORLD ENTMT INC COM COM 81282V100 54,994 2,792,975 SH   SOLE   2,595,472 0 197,503
SEMPRA ENERGY COM COM 816851109 140,528 1,494,824 SH   SOLE   1,455,867 0 38,957
SERES THERAPEUTICS INC COM COM 81750R102 2,367 67,456 SH   SOLE   67,456 0 0
SERES THERAPEUTICS INC COM COM 81750R102 541 15,417 SH   OTR   15,417 0 0
SERVICENOW INC COM COM 81762P102 46,836 541,076 SH   SOLE   541,076 0 0
SERVICENOW INC NOTE 11/0 CV 81762PAB8 5,784 4,490,000 PRN   SOLE   4,490,000 0 0
SERVISFIRST BANCSHARES INC COM COM 81768T108 5,720 120,348 SH   SOLE   120,348 0 0
SERVISFIRST BANCSHARES INC COM COM 81768T108 1,311 27,573 SH   OTR   27,573 0 0
SHAKE SHACK INC CL A COM 819047101 25,954 655,399 SH   SOLE   649,417 0 5,982
SHERWIN WILLIAMS CO COM COM 824348106 37,324 143,776 SH   SOLE   143,776 0 0
SHOPIFY INC CL A COM 82509L107 20,415 791,264 SH   SOLE   773,382 0 17,882
SIGNATURE BK NEW YORK N Y COM COM 82669G104 202,102 1,317,744 SH   SOLE   1,241,569 0 76,175
SIGNATURE BK NEW YORK N Y COM COM 82669G104 103 673 SH   OTR   0 0 673
SILICON MOTION TECHNOLOGY CO SPONSORED ADR ADR 82706C108 7,422 236,674 SH   SOLE   236,674 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR ADR 82706C108 1,196 38,131 SH   OTR   38,131 0 0
SILVER SPRING NETWORKS INC COM COM 82817Q103 4,934 342,428 SH   SOLE   342,428 0 0
SILVER SPRING NETWORKS INC COM COM 82817Q103 1,127 78,184 SH   OTR   78,184 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 70,274 361,416 SH   SOLE   331,582 0 29,834
SINCLAIR BROADCAST GROUP INC CL A COM 829226109 49,094 1,508,718 SH   SOLE   1,475,534 0 33,184
SIRONA DENTAL SYSTEMS INC COM COM 82966C103 5,842 53,320 SH   SOLE   53,320 0 0
SIX FLAGS ENTMT CORP NEW COM COM 83001A102 20,386 371,056 SH   SOLE   371,056 0 0
SMITH & WESSON HLDG CORP COM COM 831756101 3,264 148,497 SH   SOLE   148,497 0 0
SMITH & WESSON HLDG CORP COM COM 831756101 746 33,943 SH   OTR   33,943 0 0
SMITH A O COM COM 831865209 43,486 567,626 SH   SOLE   567,626 0 0
SNAP ON INC COM COM 833034101 57,181 333,554 SH   SOLE   309,033 0 24,521
SNYDERS-LANCE INC COM COM 833551104 40,840 1,190,656 SH   SOLE   1,164,543 0 26,113
SOUTH ST CORP COM COM 840441109 37,371 519,399 SH   SOLE   519,399 0 0
SOUTHERN CO COM COM 842587107 75,402 1,611,500 SH   SOLE   1,611,500 0 0
SOUTHWEST AIRLS CO COM COM 844741108 33,111 768,943 SH   SOLE   768,943 0 0
SPARK THERAPEUTICS INC COM COM 84652J103 28,744 634,377 SH   SOLE   621,947 0 12,430
SPARK THERAPEUTICS INC COM COM 84652J103 776 17,118 SH   OTR   17,118 0 0
SPECTRA ENERGY CORP COM COM 847560109 19,420 811,200 SH   SOLE   811,200 0 0
SPLUNK INC COM COM 848637104 5,057 85,992 SH   SOLE   85,992 0 0
SPROUTS FMRS MKT INC COM COM 85208M102 15,401 579,217 SH   SOLE   579,217 0 0
SQUARE INC CL A COM 852234103 5,048 385,650 SH   SOLE   377,228 0 8,422
STAMPS COM INC COM NEW COM 852857200 4,417 40,293 SH   SOLE   40,293 0 0
STAMPS COM INC COM NEW COM 852857200 1,010 9,210 SH   OTR   9,210 0 0
STANDEX INTL CORP COM COM 854231107 2,303 27,700 SH   SOLE   27,700 0 0
STANLEY BLACK & DECKER INC COM COM 854502101 77,650 727,534 SH   SOLE   727,534 0 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 CVPFD 854502804 22,445 192,186 SH   SOLE   192,186 0 0
STARBUCKS CORP COM COM 855244109 52,222 869,935 SH   SOLE   869,935 0 0
STARWOOD PPTY TR INC COM COM 85571B105 12,910 627,900 SH   SOLE   627,900 0 0
STARZ COM SER A COM 85571Q102 12,682 378,573 SH   SOLE   378,573 0 0
STARWOOD HOTELS&RESORTS WRLD COM COM 85590A401 4,674 67,466 SH   SOLE   67,466 0 0
STEEL DYNAMICS INC COM COM 858119100 38,099 2,132,019 SH   SOLE   2,132,019 0 0
STERICYCLE INC DEP PFD A 1/10 CVPFD 858912207 7,164 78,246 SH   SOLE   78,246 0 0
STILLWATER MNG CO NOTE 1.750%10/1 CV 86074QAL6 4,641 4,863,000 PRN   SOLE   4,863,000 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR ADR 86562M209 250 32,910 SH   SOLE   14,271 0 18,639
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR ADR 86562M209 10 1,278 SH   OTR   0 0 1,278
SUMMIT MATLS INC CL A COM 86614U100 16,348 815,785 SH   SOLE   815,785 0 0
SUNPOWER CORP COM COM 867652406 63,851 2,127,643 SH   SOLE   2,080,958 0 46,685
SUNPOWER CORP DBCV 0.750% 6/0 CV 867652AG4 2,615 2,002,000 PRN   SOLE   2,002,000 0 0
SUNRUN INC COM COM 86771W105 2,199 186,841 SH   SOLE   186,841 0 0
SUNRUN INC COM COM 86771W105 503 42,708 SH   OTR   42,708 0 0
SUNTRUST BKS INC COM COM 867914103 2,455 57,301 SH   SOLE   50,915 0 6,386
SUNTRUST BKS INC COM COM 867914103 50 1,165 SH   OTR   0 0 1,165
SUPERIOR ENERGY SVCS INC COM COM 868157108 20,735 1,539,329 SH   SOLE   1,539,329 0 0
SYNCHRONOSS TECHNOLOGIES INC COM COM 87157B103 1,298 36,834 SH   SOLE   36,077 0 757
SYNAPTICS INC COM COM 87157D109 93,193 1,159,984 SH   SOLE   1,107,441 0 52,543
SYNOVUS FINL CORP COM NEW COM 87161C501 12,081 373,101 SH   SOLE   373,101 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW COM 871639308 3,294 581,014 SH   SOLE   581,014 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW COM 871639308 755 133,118 SH   OTR   133,118 0 0
TD AMERITRADE HLDG CORP COM COM 87236Y108 83,867 2,416,215 SH   SOLE   2,270,860 0 145,355
TD AMERITRADE HLDG CORP COM COM 87236Y108 71 2,044 SH   OTR   0 0 2,044
TJX COS INC NEW COM COM 872540109 19,871 280,222 SH   SOLE   280,222 0 0
T MOBILE US INC COM COM 872590104 22,005 562,498 SH   SOLE   562,498 0 0
T MOBILE US INC CONV PFD SER A CVPFD 872590203 12,396 183,073 SH   SOLE   183,073 0 0
TABLEAU SOFTWARE INC CL A COM 87336U105 70,291 746,032 SH   SOLE   736,216 0 9,816
TARGET CORP COM COM 87612E106 208,126 2,866,350 SH   SOLE   2,779,368 0 86,982
TARGET CORP COM COM 87612E106 91 1,260 SH   OTR   0 0 1,260
TEGNA INC COM COM 87901J105 4,395 172,200 SH   SOLE   172,200 0 0
TELADOC INC COM COM 87918A105 3,093 172,198 SH   SOLE   172,198 0 0
TELADOC INC COM COM 87918A105 706 39,317 SH   OTR   39,317 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 12,448 140,339 SH   SOLE   140,339 0 0
TERADYNE INC COM COM 880770102 18,921 915,400 SH   SOLE   915,400 0 0
TESARO INC COM COM 881569107 21,542 411,733 SH   SOLE   402,706 0 9,027
TESARO INC NOTE 3.000%10/0 CV 881569AA5 2,867 1,700,000 PRN   SOLE   1,700,000 0 0
TESORO CORP COM COM 881609101 5,100 48,400 SH   SOLE   48,400 0 0
TESLA MTRS INC COM COM 88160R101 10,553 43,970 SH   SOLE   43,970 0 0
TESLA MTRS INC NOTE 1.250% 3/0 CV 88160RAC5 30,969 33,616,000 PRN   SOLE   33,616,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR ADR 881624209 11,696 178,186 SH   SOLE   176,192 0 1,994
TEVA PHARMACEUTICAL INDS LTD ADR ADR 881624209 7 113 SH   OTR   0 0 113
TEXTURA CORP COM COM 883211104 5,015 232,409 SH   SOLE   229,239 0 3,170
TEXTURA CORP COM COM 883211104 441 20,421 SH   OTR   20,421 0 0
THERMO FISHER SCIENTIFIC INC COM COM 883556102 3,404 24,000 SH   SOLE   24,000 0 0
3M CO COM COM 88579Y101 66,332 440,334 SH   SOLE   440,334 0 0
TIFFANY & CO NEW COM COM 886547108 5,073 66,497 SH   SOLE   66,497 0 0
TILE SHOP HLDGS INC COM COM 88677Q109 17,511 1,067,754 SH   SOLE   1,067,754 0 0
TILE SHOP HLDGS INC COM COM 88677Q109 965 58,846 SH   OTR   58,846 0 0
TIME WARNER INC COM NEW COM 887317303 114,308 1,767,553 SH   SOLE   1,635,385 0 132,168
TIME WARNER INC COM NEW COM 887317303 100 1,549 SH   OTR   0 0 1,549
TIMKEN CO COM COM 887389104 1,933 67,600 SH   SOLE   67,600 0 0
TOLL BROTHERS INC COM COM 889478103 4,539 136,300 SH   SOLE   136,300 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 CV 88947EAM2 15,366 15,318,000 PRN   SOLE   15,318,000 0 0
TORO CO COM COM 891092108 12,968 177,469 SH   SOLE   177,469 0 0
TOTAL S A SPONSORED ADR ADR 89151E109 20,158 448,455 SH   SOLE   446,688 0 1,767
TOTAL S A SPONSORED ADR ADR 89151E109 5 106 SH   OTR   0 0 106
TOWER INTL INC COM COM 891826109 1,726 60,400 SH   SOLE   60,400 0 0
TRACTOR SUPPLY CO COM COM 892356106 8,769 102,566 SH   SOLE   102,566 0 0
TRANSDIGM GROUP INC COM COM 893641100 88,567 387,687 SH   SOLE   361,166 0 26,521
TRANSDIGM GROUP INC COM COM 893641100 107 470 SH   OTR   0 0 470
TRANSUNION COM COM 89400J107 17,732 643,146 SH   SOLE   628,939 0 14,207
TRAVELERS COMPANIES INC COM COM 89417E109 51,791 458,900 SH   SOLE   458,900 0 0
TRINITY INDS INC COM COM 896522109 18,467 768,800 SH   SOLE   768,800 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 17,430 438,495 SH   SOLE   438,495 0 0
TRIPADVISOR INC COM COM 896945201 51,150 600,003 SH   SOLE   600,003 0 0
TRUECAR INC COM COM 89785L107 5,838 611,933 SH   SOLE   611,933 0 0
TRUECAR INC COM COM 89785L107 1,334 139,848 SH   OTR   139,848 0 0
TWITTER INC NOTE 0.250% 9/1 CV 90184LAB8 7,511 8,791,000 PRN   SOLE   8,791,000 0 0
TWITTER INC NOTE 1.000% 9/1 CV 90184LAD4 17,733 21,095,000 PRN   SOLE   21,095,000 0 0
2U INC COM COM 90214J101 64,423 2,302,461 SH   SOLE   2,255,610 0 46,851
2U INC COM COM 90214J101 1,253 44,781 SH   OTR   44,781 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 52,691 302,268 SH   SOLE   295,707 0 6,561
TYSON FOODS INC UNIT 99/99/9999 CVPFD 902494301 3,717 61,250 SH   SOLE   61,250 0 0
UDR INC COM COM 902653104 59,306 1,578,559 SH   SOLE   1,578,559 0 0
UGI CORP NEW COM COM 902681105 9,380 277,850 SH   SOLE   277,850 0 0
U S G CORP COM NEW COM 903293405 48,810 2,009,473 SH   SOLE   1,850,265 0 159,208
U S G CORP COM NEW COM 903293405 50 2,051 SH   OTR   0 0 2,051
U S SILICA HLDGS INC COM COM 90346E103 4,981 265,958 SH   SOLE   260,143 0 5,815
ULTA SALON COSMETCS & FRAG I COM COM 90384S303 34,104 184,348 SH   SOLE   184,348 0 0
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 108,430 554,599 SH   SOLE   544,580 0 10,019
ULTRAGENYX PHARMACEUTICAL IN COM COM 90400D108 31,378 279,713 SH   SOLE   273,581 0 6,132
UNDER ARMOUR INC CL A COM 904311107 4,938 61,252 SH   SOLE   61,252 0 0
UNION PAC CORP COM COM 907818108 34,322 438,900 SH   SOLE   438,900 0 0
UNITED CONTL HLDGS INC COM COM 910047109 7,368 128,595 SH   SOLE   128,595 0 0
UNITED RENTALS INC COM COM 911363109 17,103 235,769 SH   SOLE   233,282 0 2,487
UNITED TECHNOLOGIES CORP COM COM 913017109 109,693 1,141,800 SH   SOLE   1,138,888 0 2,912
UNITED TECHNOLOGIES CORP COM COM 913017109 44 460 SH   OTR   0 0 460
UNITEDHEALTH GROUP INC COM COM 91324P102 131,588 1,118,565 SH   SOLE   1,058,386 0 60,179
UNITEDHEALTH GROUP INC COM COM 91324P102 86 730 SH   OTR   0 0 730
UNIVAR INC COM COM 91336L107 12,626 742,271 SH   SOLE   742,271 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 42,924 788,469 SH   SOLE   772,216 0 16,253
UNIVERSAL HLTH SVCS INC CL B COM 913903100 4,215 35,274 SH   SOLE   35,274 0 0
VAIL RESORTS INC COM COM 91879Q109 15,027 117,407 SH   SOLE   117,407 0 0
VALERO ENERGY CORP NEW COM COM 91913Y100 113,083 1,599,250 SH   SOLE   1,599,250 0 0
VALSPAR CORP COM COM 920355104 14,730 177,580 SH   SOLE   177,580 0 0
VANTIV INC CL A COM 92210H105 78,969 1,665,309 SH   SOLE   1,547,992 0 117,317
VANTIV INC CL A COM 92210H105 64 1,350 SH   OTR   0 0 1,350
VECTOR GROUP LTD NOTE 1.750% 4/1 CV 92240MBC1 12,888 11,225,000 PRN   SOLE   11,225,000 0 0
VEEVA SYS INC CL A COM COM 922475108 56,282 1,950,847 SH   SOLE   1,908,188 0 42,659
VERIFONE SYS INC COM COM 92342Y109 37,434 1,335,989 SH   SOLE   1,335,989 0 0
VERISIGN INC SDCV 3.250% 8/1 CV 92343EAD4 36,427 14,198,000 PRN   SOLE   14,198,000 0 0
VERIZON COMMUNICATIONS INC COM COM 92343V104 170,540 3,689,746 SH   SOLE   3,615,455 0 74,291
VERIZON COMMUNICATIONS INC COM COM 92343V104 44 952 SH   OTR   0 0 952
VERISK ANALYTICS INC COM COM 92345Y106 3,892 50,619 SH   SOLE   50,619 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 40,513 321,966 SH   SOLE   321,966 0 0
VISA INC COM CL A COM 92826C839 55,721 718,519 SH   SOLE   718,519 0 0
VORNADO RLTY TR SH BEN INT COM 929042109 101,595 1,016,358 SH   SOLE   951,258 0 65,100
VORNADO RLTY TR SH BEN INT COM 929042109 55 548 SH   OTR   0 0 548
VOYA FINL INC COM COM 929089100 4,595 124,500 SH   SOLE   124,500 0 0
VULCAN MATLS CO COM COM 929160109 14,966 157,583 SH   SOLE   157,583 0 0
WD-40 CO COM COM 929236107 15,398 156,090 SH   SOLE   156,090 0 0
WABCO HLDGS INC COM COM 92927K102 19,614 191,808 SH   SOLE   177,788 0 14,020
WABTEC CORP COM COM 929740108 5,579 78,442 SH   SOLE   78,442 0 0
WAL-MART STORES INC COM COM 931142103 85,492 1,394,650 SH   SOLE   1,394,650 0 0
WALGREENS BOOTS ALLIANCE INC COM COM 931427108 151,520 1,779,340 SH   SOLE   1,779,340 0 0
WATSCO INC COM COM 942622200 45,203 385,921 SH   SOLE   362,964 0 22,957
WAYFAIR INC CL A COM 94419L101 115,907 2,433,991 SH   SOLE   2,400,425 0 33,566
WEB COM GROUP INC NOTE 1.000% 8/1 CV 94733AAA2 5,290 5,635,000 PRN   SOLE   5,635,000 0 0
WEBMD HEALTH CORP COM COM 94770V102 14,003 289,918 SH   SOLE   283,529 0 6,389
WELLS FARGO & CO NEW COM COM 949746101 112,745 2,074,046 SH   SOLE   2,067,600 0 6,446
WELLS FARGO & CO NEW COM COM 949746101 59 1,077 SH   OTR   0 0 1,077
WELLS FARGO & CO NEW PERP PFD CNV A CVPFD 949746804 43,130 37,233 SH   SOLE   37,233 0 0
WELLTOWER INC COM COM 95040Q104 15,511 228,000 SH   SOLE   228,000 0 0
WELLTOWER INC 6.50% PFD PREPET CVPFD 95040Q203 12,290 201,765 SH   SOLE   201,765 0 0
WENDYS CO COM COM 95058W100 8,479 787,259 SH   SOLE   787,259 0 0
WEST PHARMACEUTICAL SVSC INC COM COM 955306105 17,274 286,850 SH   SOLE   286,850 0 0
WESTAR ENERGY INC COM COM 95709T100 33,584 791,900 SH   SOLE   791,900 0 0
WESTERN ALLIANCE BANCORP COM COM 957638109 142,431 3,971,873 SH   SOLE   3,824,262 0 147,611
WESTERN UN CO COM COM 959802109 47,723 2,664,600 SH   SOLE   2,664,600 0 0
WESTROCK CO COM COM 96145D105 111,190 2,437,308 SH   SOLE   2,374,398 0 62,910
WEYERHAEUSER CO COM COM 962166104 4,419 147,400 SH   SOLE   147,400 0 0
WEYERHAEUSER CO PREF CONV SER A CVPFD 962166872 18,595 369,837 SH   SOLE   369,837 0 0
WHIRLPOOL CORP COM COM 963320106 132,339 901,062 SH   SOLE   901,062 0 0
WISDOMTREE INVTS INC COM COM 97717P104 9,406 599,850 SH   SOLE   586,703 0 13,147
WISDOMTREE TR JAPN HEDGE EQT ETF 97717W851 54,072 1,079,710 SH   SOLE   1,079,710 0 0
WORKDAY INC CL A COM 98138H101 6,904 86,645 SH   SOLE   86,645 0 0
WORKDAY INC NOTE 0.750% 7/1 CV 98138HAC5 12,735 11,104,000 PRN   SOLE   11,104,000 0 0
WORKDAY INC NOTE 1.500% 7/1 CV 98138HAD3 19,894 16,700,000 PRN   SOLE   16,700,000 0 0
WYNDHAM WORLDWIDE CORP COM COM 98310W108 36,471 502,004 SH   SOLE   502,004 0 0
WYNN RESORTS LTD COM COM 983134107 23,177 334,971 SH   SOLE   334,971 0 0
XCEL ENERGY INC COM COM 98389B100 59,388 1,653,800 SH   SOLE   1,653,800 0 0
XILINX INC NOTE 2.625% 6/1 CV 983919AF8 10,010 6,148,000 PRN   SOLE   6,148,000 0 0
YAHOO INC NOTE 12/0 CV 984332AF3 48,902 50,028,000 PRN   SOLE   50,028,000 0 0
YIRENDAI LTD SPONSORED ADR ADR 98585L100 1,890 200,000 SH   SOLE   200,000 0 0
YUM BRANDS INC COM COM 988498101 52,668 720,980 SH   SOLE   673,318 0 47,662
YUM BRANDS INC COM COM 988498101 25 347 SH   OTR   0 0 347
ZAYO GROUP HLDGS INC COM COM 98919V105 63,711 2,396,061 SH   SOLE   2,221,802 0 174,259
ZELTIQ AESTHETICS INC COM COM 98933Q108 70,430 2,468,625 SH   SOLE   2,428,321 0 40,304
ZELTIQ AESTHETICS INC COM COM 98933Q108 1,527 53,540 SH   OTR   53,540 0 0
ZENDESK INC COM COM 98936J101 54,712 2,069,278 SH   SOLE   2,023,728 0 45,550
ZILLOW GROUP INC CL A COM 98954M101 16,871 647,895 SH   SOLE   633,548 0 14,347
ZOETIS INC CL A COM 98978V103 17,449 364,118 SH   SOLE   364,118 0 0
ZOES KITCHEN INC COM COM 98979J109 30,605 1,093,824 SH   SOLE   1,072,835 0 20,989
ZOES KITCHEN INC COM COM 98979J109 860 30,748 SH   OTR   30,748 0 0
ALLERGAN PLC PFD CONV SER A CVPFD G0177J116 34,921 33,898 SH   SOLE   33,898 0 0
AMDOCS LTD SHS COM G02602103 52,065 954,094 SH   SOLE   882,608 0 71,486
AMBARELLA INC SHS COM G037AX101 25,409 455,845 SH   SOLE   445,710 0 10,135
ARCH CAP GROUP LTD ORD COM G0450A105 54,705 784,308 SH   SOLE   726,587 0 57,721
ARGO GROUP INTL HLDGS LTD COM COM G0464B107 32,971 550,981 SH   SOLE   550,981 0 0
ASPEN INSURANCE HOLDINGS LTD SHS COM G05384105 13,082 270,850 SH   SOLE   270,850 0 0
ATLASSIAN CORP PLC CL A COM G06242104 23,466 780,115 SH   SOLE   762,954 0 17,161
AXALTA COATING SYS LTD COM COM G0750C108 2,780 104,320 SH   SOLE   104,320 0 0
ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 32,071 306,898 SH   SOLE   306,898 0 0
BUNGE LIMITED COM COM G16962105 7,511 110,000 SH   SOLE   110,000 0 0
DELPHI AUTOMOTIVE PLC SHS COM G27823106 12,257 142,973 SH   SOLE   142,973 0 0
EATON CORP PLC SHS COM G29183103 69,702 1,339,394 SH   SOLE   1,339,394 0 0
ENDURANCE SPECIALTY HLDGS LT SHS COM G30397106 36,455 569,702 SH   SOLE   569,702 0 0
ESSENT GROUP LTD COM COM G3198U102 57,433 2,623,706 SH   SOLE   2,491,291 0 132,415
EVEREST RE GROUP LTD COM COM G3223R108 50,093 273,600 SH   SOLE   273,600 0 0
FLEETMATICS GROUP PLC COM COM G35569105 40,303 793,531 SH   SOLE   776,009 0 17,522
GASLOG LTD SHS COM G37585109 15,994 1,927,030 SH   SOLE   1,884,767 0 42,263
HELEN OF TROY CORP LTD COM COM G4388N106 11,852 125,750 SH   SOLE   125,750 0 0
HERBALIFE LTD COM USD SHS COM G4412G101 18,442 343,948 SH   SOLE   343,948 0 0
INGERSOLL-RAND PLC SHS COM G47791101 36,782 665,252 SH   SOLE   665,252 0 0
INVESCO LTD SHS COM G491BT108 97,656 2,916,842 SH   SOLE   2,916,842 0 0
LUXOFT HLDG INC ORD SHS CL A COM G57279104 6,966 90,312 SH   SOLE   90,312 0 0
LUXOFT HLDG INC ORD SHS CL A COM G57279104 1,595 20,684 SH   OTR   20,684 0 0
MALLINCKRODT PUB LTD CO SHS COM G5785G107 40,801 546,707 SH   SOLE   546,707 0 0
MEDTRONIC PLC SHS COM G5960L103 79,519 1,033,794 SH   SOLE   1,033,794 0 0
MULTI PACKAGING SOLUTIONS IN COM COM G6331W109 11,453 660,132 SH   SOLE   660,132 0 0
NIELSEN HLDGS PLC SHS EUR COM G6518L108 30,877 662,600 SH   SOLE   662,600 0 0
NORWEGIAN CRUISE LINE HLDGS SHS COM G66721104 20,818 355,261 SH   SOLE   355,261 0 0
PROTHENA CORP PLC SHS COM G72800108 10,386 152,484 SH   SOLE   149,166 0 3,318
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 128,534 1,135,556 SH   SOLE   1,073,339 0 62,217
ROWAN COMPANIES PLC SHS CL A COM G7665A101 15,238 899,000 SH   SOLE   899,000 0 0
STERIS PLC SHS USD COM G84720104 125,296 1,663,072 SH   SOLE   1,581,746 0 81,326
VALIDUS HOLDINGS LTD COM SHS COM G9319H102 14,317 309,300 SH   SOLE   309,300 0 0
PERRIGO CO PLC SHS COM G97822103 5,582 38,578 SH   SOLE   38,578 0 0
XL GROUP PLC SHS COM G98290102 135,342 3,454,358 SH   SOLE   3,454,358 0 0
ACE LTD SHS COM H0023R105 268,061 2,294,059 SH   SOLE   2,231,024 0 63,035
ACE LTD SHS COM H0023R105 63 539 SH   OTR   0 0 539
ALLIED WRLD ASSUR COM HLDG A SHS COM H01531104 11,432 307,400 SH   SOLE   307,400 0 0
GLOBANT S A COM COM L44385109 6,822 181,861 SH   SOLE   181,861 0 0
GLOBANT S A COM COM L44385109 1,559 41,556 SH   OTR   41,556 0 0
TRINSEO S A SHS COM L9340P101 23,357 828,255 SH   SOLE   828,255 0 0
ORBOTECH LTD ORD COM M75253100 1,733 78,300 SH   SOLE   78,300 0 0
WIX COM LTD SHS COM M98068105 4,355 191,414 SH   SOLE   191,414 0 0
WIX COM LTD SHS COM M98068105 1,000 43,942 SH   OTR   43,942 0 0
CIMPRESS N V SHS EURO COM N20146101 30,126 371,285 SH   SOLE   363,205 0 8,080
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 CV N31738110 12,509 107,600 PRN   SOLE   107,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 42,885 493,500 SH   SOLE   493,500 0 0
NXP SEMICONDUCTORS N V COM COM N6596X109 26,166 310,573 SH   SOLE   310,573 0 0
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 19,781 195,450 SH   SOLE   195,450 0 0
AVAGO TECHNOLOGIES LTD SHS COM Y0486S104 30,247 208,387 SH   SOLE   208,387 0 0