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
AES CORP COM COM 00130H105 12,849 1,149,300 SH   SOLE   1,149,300 0 0
AK STL HLDG CORP COM COM 001547108 30,719 4,272,515 SH   SOLE   4,113,478 0 159,037
AMC NETWORKS INC CL A COM 00164V103 53,288 908,113 SH   SOLE   874,654 0 33,459
AT&T INC COM COM 00206R102 291,293 7,010,664 SH   SOLE   6,915,862 0 94,802
AT&T INC COM COM 00206R102 169 4,064 SH   OTR   0 0 4,064
AZZ INC COM COM 002474104 2,142 36,000 SH   SOLE   36,000 0 0
ABBOTT LABS COM COM 002824100 133,349 3,002,682 SH   SOLE   2,903,978 0 98,704
ABBOTT LABS COM COM 002824100 206 4,641 SH   OTR   0 0 4,641
ABBVIE INC COM COM 00287Y109 39,070 599,606 SH   SOLE   599,606 0 0
ABIOMED INC COM COM 003654100 1,993 15,915 SH   SOLE   13,844 0 2,071
ACACIA COMMUNICATIONS INC COM COM 00401C108 12,900 220,064 SH   SOLE   211,851 0 8,213
ACADIA PHARMACEUTICALS INC COM COM 004225108 8,721 253,673 SH   SOLE   248,105 0 5,568
ACCELERON PHARMA INC COM COM 00434H108 1,901 71,834 SH   SOLE   71,834 0 0
ACCELERON PHARMA INC COM COM 00434H108 466 17,597 SH   OTR   17,597 0 0
ACHAOGEN INC COM COM 004449104 3,487 138,213 SH   SOLE   138,213 0 0
ACHAOGEN INC COM COM 004449104 856 33,941 SH   OTR   33,941 0 0
ACTIVISION BLIZZARD INC COM COM 00507V109 11,221 225,051 SH   SOLE   225,051 0 0
ACXIOM CORP COM COM 005125109 85,662 3,008,843 SH   SOLE   2,881,518 0 127,325
ADOBE SYS INC COM COM 00724F101 30,596 235,116 SH   SOLE   235,116 0 0
AECOM COM COM 00766T100 85,655 2,406,720 SH   SOLE   2,294,698 0 112,022
ADVANCED MICRO DEVICES INC NOTE 2.125 9/0 CV 007903BD8 13,627 6,891,000 PRN   SOLE   6,891,000 0 0
ADVANCED DRAIN SYS INC DEL COM COM 00790R104 22,167 1,012,206 SH   SOLE   1,012,206 0 0
AETNA INC NEW COM COM 00817Y108 66,418 520,722 SH   SOLE   503,165 0 17,557
AETNA INC NEW COM COM 00817Y108 95 744 SH   OTR   0 0 744
AFFILIATED MANAGERS GROUP COM COM 008252108 1,654 10,091 SH   SOLE   10,091 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 62,080 1,174,205 SH   SOLE   1,174,205 0 0
AGIOS PHARMACEUTICALS INC COM COM 00847X104 8,589 147,074 SH   SOLE   141,614 0 5,460
AIR LEASE CORP CL A COM 00912X302 61,636 1,590,609 SH   SOLE   1,547,133 0 43,476
AIR LEASE CORP NOTE 3.875 12/0 CV 00912XAK0 6,625 4,625,000 PRN   SOLE   4,625,000 0 0
AIR PRODS & CHEMS INC COM COM 009158106 8,632 63,800 SH   SOLE   63,800 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 6,434 400,889 SH   SOLE   400,889 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 1,579 98,362 SH   OTR   98,362 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 52,168 873,841 SH   SOLE   823,618 0 50,223
ALARM COM HLDGS INC COM COM 011642105 4,398 143,062 SH   SOLE   143,062 0 0
ALARM COM HLDGS INC COM COM 011642105 1,082 35,190 SH   OTR   35,190 0 0
ALASKA AIR GROUP INC COM COM 011659109 137,278 1,488,591 SH   SOLE   1,420,960 0 67,631
ALBANY MOLECULAR RESH INC COM COM 012423109 9,724 693,107 SH   SOLE   693,107 0 0
ALERE INC COM COM 01449J105 32,932 828,888 SH   SOLE   828,888 0 0
ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 29,245 264,617 SH   SOLE   264,617 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 18,382 160,250 SH   SOLE   160,250 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750 7/0 CV 01741RAG7 7,494 5,034,000 PRN   SOLE   5,034,000 0 0
ALLIANT ENERGY CORP COM COM 018802108 8,568 216,300 SH   SOLE   216,300 0 0
ALLISON TRANSMISSION HLDGS I COM COM 01973R101 47,483 1,316,775 SH   SOLE   1,279,487 0 37,288
ALLSTATE CORP COM COM 020002101 197,950 2,429,129 SH   SOLE   2,397,026 0 32,103
ALLSTATE CORP COM COM 020002101 118 1,447 SH   OTR   0 0 1,447
ALPHABET INC CAP STK CL A COM 02079K305 101,269 119,449 SH   SOLE   119,031 0 418
ALTERYX INC COM CL A COM 02156B103 2,525 161,536 SH   SOLE   161,536 0 0
ALTERYX INC COM CL A COM 02156B103 609 38,963 SH   OTR   38,963 0 0
ALTRIA GROUP INC COM COM 02209S103 23,259 325,659 SH   SOLE   325,659 0 0
AMAZON COM INC COM COM 023135106 105,121 118,575 SH   SOLE   118,575 0 0
AMERICAN AIRLS GROUP INC COM COM 02376R102 2,094 49,500 SH   SOLE   49,500 0 0
AMERICAN HOMES 4 RENT CL A COM 02665T306 4,950 215,600 SH   SOLE   215,600 0 0
AMERICAN INTL GROUP INC COM NEW COM 026874784 14,798 237,029 SH   SOLE   229,024 0 8,005
AMERICAN INTL GROUP INC COM NEW COM 026874784 19 309 SH   OTR   0 0 309
AMERICAN RLTY CAP PPTYS INC NOTE 3.000 8/0 CV 02917TAA2 47,047 46,959,000 PRN   SOLE   46,959,000 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE CVPFD 03027X407 9,327 83,504 SH   SOLE   83,504 0 0
AMERICAN WTR WKS CO INC NEW COM COM 030420103 51,474 661,873 SH   SOLE   624,911 0 36,962
AMERICAN WOODMARK CORP COM COM 030506109 1,425 15,525 SH   SOLE   15,525 0 0
AMERISAFE INC COM COM 03071H100 3,288 50,670 SH   SOLE   50,670 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 13,523 152,800 SH   SOLE   152,800 0 0
AMERIPRISE FINL INC COM COM 03076C106 105,211 811,309 SH   SOLE   811,309 0 0
AMERIS BANCORP COM COM 03076K108 2,397 52,000 SH   SOLE   52,000 0 0
AMETEK INC NEW COM COM 031100100 89,485 1,654,671 SH   SOLE   1,629,691 0 24,980
AMETEK INC NEW COM COM 031100100 56 1,030 SH   OTR   0 0 1,030
AMPHENOL CORP NEW CL A COM 032095101 43,289 608,252 SH   SOLE   568,652 0 39,600
AMTRUST FINL SVCS INC COM COM 032359309 4,988 270,200 SH   SOLE   270,200 0 0
ANADARKO PETE CORP COM COM 032511107 59,263 955,855 SH   SOLE   924,876 0 30,979
ANADARKO PETE CORP COM COM 032511107 101 1,623 SH   OTR   0 0 1,623
ANALOG DEVICES INC COM COM 032654105 30,980 378,032 SH   SOLE   378,032 0 0
ANTHEM INC COM COM 036752103 34,912 211,100 SH   SOLE   211,100 0 0
ANTHEM INC UNIT 05/01/20188 CVPFD 036752202 32,334 633,996 SH   SOLE   633,996 0 0
APOGEE ENTERPRISES INC COM COM 037598109 24,563 412,058 SH   SOLE   396,739 0 15,319
APPLE INC COM COM 037833100 389,148 2,708,813 SH   SOLE   2,688,950 0 19,863
APPLE INC COM COM 037833100 128 893 SH   OTR   0 0 893
APPLIED MATLS INC COM COM 038222105 73,338 1,885,283 SH   SOLE   1,885,283 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 7,985 142,208 SH   SOLE   142,208 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 1,944 34,630 SH   OTR   34,630 0 0
APTARGROUP INC COM COM 038336103 19,779 256,900 SH   SOLE   256,900 0 0
ARAMARK COM COM 03852U106 41,886 1,136,053 SH   SOLE   1,073,248 0 62,805
ARCHER DANIELS MIDLAND CO COM COM 039483102 91,044 1,977,500 SH   SOLE   1,977,500 0 0
ARGAN INC COM COM 04010E109 2,584 39,066 SH   SOLE   39,066 0 0
ARISTA NETWORKS INC COM COM 040413106 57,870 437,512 SH   SOLE   437,512 0 0
ASSURANT INC COM COM 04621X108 10,505 109,800 SH   SOLE   109,800 0 0
ASTORIA FINL CORP COM COM 046265104 19,078 930,200 SH   SOLE   930,200 0 0
ATKORE INTL GROUP INC COM COM 047649108 27,597 1,050,120 SH   SOLE   1,050,120 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250 6/0 CV 049164BH8 10,780 10,134,000 PRN   SOLE   10,134,000 0 0
ATMOS ENERGY CORP COM COM 049560105 4,408 55,800 SH   SOLE   55,800 0 0
AUTOMATIC DATA PROCESSING IN COM COM 053015103 16,956 165,600 SH   SOLE   165,600 0 0
AUTOZONE INC COM COM 053332102 8,997 12,443 SH   SOLE   12,443 0 0
AVALONBAY CMNTYS INC COM COM 053484101 65,683 357,750 SH   SOLE   357,750 0 0
AVERY DENNISON CORP COM COM 053611109 27,678 343,400 SH   SOLE   343,400 0 0
BNC BANCORP COM COM 05566T101 2,818 80,403 SH   SOLE   80,403 0 0
BMC STK HLDGS INC COM COM 05591B109 5,978 264,500 SH   SOLE   264,500 0 0
BAKER HUGHES INC COM COM 057224107 3,180 53,157 SH   SOLE   53,157 0 0
BALL CORP COM COM 058498106 4,857 65,404 SH   SOLE   65,404 0 0
BANK AMER CORP COM COM 060505104 80,241 3,401,474 SH   SOLE   3,308,162 0 93,312
BANK AMER CORP COM COM 060505104 106 4,482 SH   OTR   0 0 4,482
BANK HAWAII CORP COM COM 062540109 78,348 951,293 SH   SOLE   890,031 0 61,262
BARD C R INC COM COM 067383109 48,095 193,512 SH   SOLE   193,512 0 0
BAXTER INTL INC COM COM 071813109 11,521 222,150 SH   SOLE   222,150 0 0
BEACON ROOFING SUPPLY INC COM COM 073685109 83,422 1,696,956 SH   SOLE   1,612,527 0 84,429
BECTON DICKINSON & CO COM COM 075887109 14,217 77,500 SH   SOLE   77,500 0 0
BELDEN INC COM COM 077454106 72,100 1,042,051 SH   SOLE   985,638 0 56,413
BEMIS INC COM COM 081437105 12,059 246,800 SH   SOLE   246,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 6,134 36,800 SH   SOLE   36,800 0 0
BERRY PLASTICS GROUP INC COM COM 08579W103 76,882 1,582,919 SH   SOLE   1,505,239 0 77,680
BEST BUY INC COM COM 086516101 51,549 1,048,800 SH   SOLE   1,048,800 0 0
BIO TECHNE CORP COM COM 09073M104 21,920 215,645 SH   SOLE   202,758 0 12,887
BLACK HILLS CORP COM COM 092113109 92,440 1,390,703 SH   SOLE   1,336,772 0 53,931
BLACKLINE INC COM COM 09239B109 8,946 300,601 SH   SOLE   292,264 0 8,337
BLACKLINE INC COM COM 09239B109 576 19,369 SH   OTR   19,369 0 0
BLACKROCK INC COM COM 09247X101 56,606 147,600 SH   SOLE   147,600 0 0
BLOCK H & R INC COM COM 093671105 3,613 155,400 SH   SOLE   155,400 0 0
BLUEBIRD BIO INC COM COM 09609G100 6,420 70,622 SH   SOLE   70,622 0 0
BLUEPRINT MEDICINES CORP COM COM 09627Y109 65,847 1,646,594 SH   SOLE   1,615,789 0 30,805
BLUEPRINT MEDICINES CORP COM COM 09627Y109 2,946 73,672 SH   OTR   73,672 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A COM 099502106 119,133 3,366,290 SH   SOLE   3,205,485 0 160,805
BORGWARNER INC COM COM 099724106 11,574 276,945 SH   SOLE   276,945 0 0
BOSTON PROPERTIES INC COM COM 101121101 53,200 401,780 SH   SOLE   387,841 0 13,939
BOSTON PROPERTIES INC COM COM 101121101 105 795 SH   OTR   0 0 795
BRIDGE BANCORP INC COM COM 108035106 3,134 89,543 SH   SOLE   89,543 0 0
BRIDGE BANCORP INC COM COM 108035106 768 21,932 SH   OTR   21,932 0 0
BRISTOL MYERS SQUIBB CO COM COM 110122108 32,962 606,147 SH   SOLE   606,147 0 0
BRIXMOR PPTY GROUP INC COM COM 11120U105 32,932 1,534,571 SH   SOLE   1,534,571 0 0
BROADSOFT INC COM COM 11133B409 12,991 323,161 SH   SOLE   310,877 0 12,284
BROOKDALE SR LIVING INC NOTE 2.750 6/1 CV 112463AA2 9,875 10,000,000 PRN   SOLE   10,000,000 0 0
BROWN FORMAN CORP CL B COM 115637209 7,342 158,985 SH   SOLE   158,985 0 0
BRUNSWICK CORP COM COM 117043109 28,293 462,312 SH   SOLE   462,312 0 0
BRYN MAWR BK CORP COM COM 117665109 4,971 125,857 SH   SOLE   125,857 0 0
BRYN MAWR BK CORP COM COM 117665109 1,219 30,859 SH   OTR   30,859 0 0
BUILDERS FIRSTSOURCE INC COM COM 12008R107 38,890 2,610,070 SH   SOLE   2,522,902 0 87,168
BUILDERS FIRSTSOURCE INC COM COM 12008R107 1,010 67,782 SH   OTR   67,782 0 0
BURLINGTON STORES INC COM COM 122017106 36,979 380,089 SH   SOLE   365,875 0 14,214
CAI INTERNATIONAL INC COM COM 12477X106 1,637 104,000 SH   SOLE   104,000 0 0
CBOE HLDGS INC COM COM 12503M108 4,970 61,303 SH   SOLE   61,303 0 0
CF INDS HLDGS INC COM COM 125269100 4,856 165,438 SH   SOLE   165,438 0 0
CIGNA CORPORATION COM COM 125509109 6,211 42,400 SH   SOLE   42,400 0 0
CIT GROUP INC COM NEW COM 125581801 48,008 1,118,283 SH   SOLE   1,118,283 0 0
CMS ENERGY CORP COM COM 125896100 84,712 1,893,426 SH   SOLE   1,774,551 0 118,875
CSX CORP COM COM 126408103 89,066 1,913,336 SH   SOLE   1,894,889 0 18,447
CSX CORP COM COM 126408103 43 934 SH   OTR   0 0 934
CSRA INC COM COM 12650T104 32,544 1,111,110 SH   SOLE   1,111,110 0 0
CVS HEALTH CORP COM COM 126650100 69,127 880,593 SH   SOLE   869,100 0 11,493
CVS HEALTH CORP COM COM 126650100 45 568 SH   OTR   0 0 568
CA INC COM COM 12673P105 5,871 185,100 SH   SOLE   185,100 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 2,793 241,859 SH   SOLE   241,859 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 680 58,897 SH   OTR   58,897 0 0
CAMPING WORLD HLDGS INC CL A COM 13462K109 10,459 324,400 SH   SOLE   324,400 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG COM 135086106 22,276 1,395,751 SH   SOLE   1,343,916 0 51,835
CANTEL MEDICAL CORP COM COM 138098108 11,525 143,877 SH   SOLE   143,877 0 0
CAPITAL ONE FINL CORP COM COM 14040H105 4,307 49,700 SH   SOLE   49,700 0 0
CAPSTAR FINL HLDGS INC COM COM 14070T102 3,169 166,193 SH   SOLE   166,193 0 0
CAPSTAR FINL HLDGS INC COM COM 14070T102 775 40,643 SH   OTR   40,643 0 0
CARDINAL HEALTH INC COM COM 14149Y108 82,291 1,009,086 SH   SOLE   1,009,086 0 0
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 59,174 1,004,474 SH   SOLE   970,472 0 34,002
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 76 1,291 SH   OTR   0 0 1,291
CARRIZO OIL & GAS INC COM COM 144577103 40,208 1,402,947 SH   SOLE   1,328,123 0 74,824
CARTER INC COM COM 146229109 6,980 77,723 SH   SOLE   77,723 0 0
CATERPILLAR INC DEL COM COM 149123101 106,446 1,147,540 SH   SOLE   1,137,765 0 9,775
CATERPILLAR INC DEL COM COM 149123101 45 486 SH   OTR   0 0 486
CAVCO INDS INC DEL COM COM 149568107 5,470 46,993 SH   SOLE   46,993 0 0
CAVCO INDS INC DEL COM COM 149568107 1,342 11,527 SH   OTR   11,527 0 0
CAVIUM INC COM COM 14964U108 44,017 614,253 SH   SOLE   591,665 0 22,588
CELANESE CORP DEL COM SER A COM 150870103 60,783 676,496 SH   SOLE   676,496 0 0
CELGENE CORP COM COM 151020104 46,824 376,307 SH   SOLE   376,307 0 0
CENTENE CORP DEL COM COM 15135B101 10,043 140,932 SH   SOLE   140,932 0 0
CENTENNIAL RESOURCE DEV INC CL A COM 15136A102 26,486 1,452,871 SH   SOLE   1,452,871 0 0
CENTERPOINT ENERGY INC COM COM 15189T107 23,054 836,200 SH   SOLE   836,200 0 0
CENTERSTATE BANKS INC COM COM 15201P109 32,460 1,253,301 SH   SOLE   1,225,313 0 27,988
CENTERSTATE BANKS INC COM COM 15201P109 3,166 122,223 SH   OTR   122,223 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 13,112 353,714 SH   SOLE   353,714 0 0
CENTURY ALUM CO COM COM 156431108 19,824 1,562,203 SH   SOLE   1,562,203 0 0
CENTURYLINK INC COM COM 156700106 3,849 163,300 SH   SOLE   163,300 0 0
CEVA INC COM COM 157210105 27,660 779,159 SH   SOLE   763,530 0 15,629
CEVA INC COM COM 157210105 1,767 49,782 SH   OTR   49,782 0 0
CHARTER COMMUNICATIONS INC N CL A COM 16119P108 17,684 54,027 SH   SOLE   54,027 0 0
CHASE CORP COM COM 16150R104 5,028 52,700 SH   SOLE   52,700 0 0
CHEESECAKE FACTORY INC COM COM 163072101 25,678 405,270 SH   SOLE   405,270 0 0
CHEGG INC COM COM 163092109 6,715 795,560 SH   SOLE   795,560 0 0
CHEGG INC COM COM 163092109 1,649 195,414 SH   OTR   195,414 0 0
CHEMICAL FINL CORP COM COM 163731102 101,304 1,980,525 SH   SOLE   1,914,539 0 65,986
CHENIERE ENERGY INC COM NEW COM 16411R208 4,292 90,800 SH   SOLE   90,800 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 3,529 51,000 SH   SOLE   51,000 0 0
CHEVRON CORP NEW COM COM 166764100 380,801 3,546,621 SH   SOLE   3,523,615 0 23,006
CHEVRON CORP NEW COM COM 166764100 105 978 SH   OTR   0 0 978
CHOICE HOTELS INTL INC COM COM 169905106 9,077 145,000 SH   SOLE   145,000 0 0
CIMAREX ENERGY CO COM COM 171798101 99,137 829,671 SH   SOLE   803,491 0 26,180
CIRRUS LOGIC INC COM COM 172755100 14,338 236,243 SH   SOLE   227,401 0 8,842
CISCO SYS INC COM COM 17275R102 175,636 5,196,319 SH   SOLE   5,098,195 0 98,124
CISCO SYS INC COM COM 17275R102 127 3,743 SH   OTR   0 0 3,743
CINTAS CORP COM COM 172908105 8,783 69,410 SH   SOLE   69,410 0 0
CITIGROUP INC COM NEW COM 172967424 39,248 656,099 SH   SOLE   637,083 0 19,016
CITIGROUP INC COM NEW COM 172967424 37 616 SH   OTR   0 0 616
CITIZENS FINL GROUP INC COM COM 174610105 313,247 9,066,479 SH   SOLE   8,917,210 0 149,269
CITIZENS FINL GROUP INC COM COM 174610105 127 3,667 SH   OTR   0 0 3,667
CLIFFS NAT RES INC COM COM 18683K101 62,618 7,627,085 SH   SOLE   7,517,171 0 109,914
CLOROX CO DEL COM COM 189054109 59,662 442,495 SH   SOLE   433,308 0 9,187
CLOROX CO DEL COM COM 189054109 44 323 SH   OTR   0 0 323
CLOVIS ONCOLOGY INC COM COM 189464100 36,809 578,125 SH   SOLE   566,523 0 11,602
CLOVIS ONCOLOGY INC COM COM 189464100 1,657 26,032 SH   OTR   26,032 0 0
CLOVIS ONCOLOGY INC NOTE 2.500 9/1 CV 189464AB6 18,417 14,249,000 PRN   SOLE   14,249,000 0 0
COCA COLA CO COM COM 191216100 110,341 2,599,929 SH   SOLE   2,599,929 0 0
COGNEX CORP COM COM 192422103 137,983 1,643,638 SH   SOLE   1,616,491 0 27,147
COHERENT INC COM COM 192479103 46,879 227,966 SH   SOLE   219,508 0 8,458
COHERUS BIOSCIENCES INC COM COM 19249H103 3,902 184,471 SH   SOLE   184,471 0 0
COHERUS BIOSCIENCES INC COM COM 19249H103 950 44,921 SH   OTR   44,921 0 0
COLGATE PALMOLIVE CO COM COM 194162103 51,290 700,784 SH   SOLE   677,208 0 23,576
COLGATE PALMOLIVE CO COM COM 194162103 91 1,243 SH   OTR   0 0 1,243
COLUMBIA BKG SYS INC COM COM 197236102 15,638 401,067 SH   SOLE   385,796 0 15,271
COMCAST CORP NEW CL A COM 20030N101 128,665 3,422,856 SH   SOLE   3,348,299 0 74,557
COMCAST CORP NEW CL A COM 20030N101 125 3,322 SH   OTR   0 0 3,322
COMERICA INC COM COM 200340107 84,363 1,230,143 SH   SOLE   1,204,565 0 25,578
COMERICA INC COM COM 200340107 84 1,227 SH   OTR   0 0 1,227
CONAGRA BRANDS INC COM COM 205887102 15,176 376,200 SH   SOLE   376,200 0 0
CONCHO RES INC COM COM 20605P101 11,433 89,083 SH   SOLE   89,083 0 0
CONDUENT INC COM COM 206787103 69,927 4,167,269 SH   SOLE   4,050,623 0 116,646
CONMED CORP COM COM 207410101 14,537 327,330 SH   SOLE   327,330 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 3,949 74,300 SH   SOLE   74,300 0 0
CONOCOPHILLIPS COM COM 20825C104 79,991 1,604,000 SH   SOLE   1,604,000 0 0
CONSOLIDATED EDISON INC COM COM 209115104 25,185 324,300 SH   SOLE   324,300 0 0
CONTINENTAL RESOURCES INC COM COM 212015101 28,694 631,750 SH   SOLE   631,750 0 0
CONTROL4 CORP COM COM 21240D107 9,125 577,889 SH   SOLE   577,889 0 0
CONTROL4 CORP COM COM 21240D107 2,241 141,895 SH   OTR   141,895 0 0
COOPER COS INC COM NEW COM 216648402 79,459 397,515 SH   SOLE   371,597 0 25,918
CORCEPT THERAPEUTICS INC COM COM 218352102 7,258 662,211 SH   SOLE   662,211 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 1,781 162,541 SH   OTR   162,541 0 0
CORESITE RLTY CORP COM COM 21870Q105 11,295 125,425 SH   SOLE   125,425 0 0
CORNING INC COM COM 219350105 11,071 410,044 SH   SOLE   410,044 0 0
COSTCO WHSL CORP NEW COM COM 22160K105 30,587 182,400 SH   SOLE   182,400 0 0
COTT CORP QUE COM COM 22163N106 11,839 957,844 SH   SOLE   957,844 0 0
COTIVITI HLDGS INC COM COM 22164K101 31,697 761,388 SH   SOLE   732,904 0 28,484
CRACKER BARREL OLD CTRY STOR COM COM 22410J106 8,998 56,500 SH   SOLE   56,500 0 0
CTRIP COM INTL LTD NOTE 1.000 7/0 CV 22943FAF7 6,326 5,686,000 PRN   SOLE   5,686,000 0 0
CUMMINS INC COM COM 231021106 117,996 780,400 SH   SOLE   780,400 0 0
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 32,274 2,345,512 SH   SOLE   2,243,055 0 102,457
D R HORTON INC COM COM 23331A109 4,710 141,400 SH   SOLE   141,400 0 0
DHT HOLDINGS INC DEBT 4.500 10/0 CV 23335SAB2 3,009 3,000,000 PRN   SOLE   3,000,000 0 0
DXP ENTERPRISES INC NEW COM NEW COM 233377407 7,250 191,442 SH   SOLE   191,442 0 0
DXP ENTERPRISES INC NEW COM NEW COM 233377407 1,779 46,989 SH   OTR   46,989 0 0
DARDEN RESTAURANTS INC COM COM 237194105 23,796 284,400 SH   SOLE   284,400 0 0
DAVE & BUSTERS ENTMT INC COM COM 238337109 109,371 1,790,327 SH   SOLE   1,770,151 0 20,176
DEERE & CO COM COM 244199105 37,306 342,700 SH   SOLE   342,700 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 6,357 479,411 SH   SOLE   479,411 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 1,561 117,721 SH   OTR   117,721 0 0
DELTA AIR LINES INC DEL COM NEW COM 247361702 28,075 610,860 SH   SOLE   590,324 0 20,536
DELTIC TIMBER CORP COM COM 247850100 6,655 85,193 SH   SOLE   85,193 0 0
DENNYS CORP COM COM 24869P104 17,600 1,422,776 SH   SOLE   1,422,776 0 0
DENTSPLY SIRONA INC COM COM 24906P109 37,009 592,712 SH   SOLE   592,712 0 0
DEVON ENERGY CORP NEW COM COM 25179M103 59,049 1,415,362 SH   SOLE   1,372,042 0 43,320
DEVON ENERGY CORP NEW COM COM 25179M103 84 2,021 SH   OTR   0 0 2,021
DEXCOM INC COM COM 252131107 18,257 215,472 SH   SOLE   215,472 0 0
DIAMONDROCK HOSPITALITY CO COM COM 252784301 12,221 1,096,041 SH   SOLE   1,096,041 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 22,929 221,074 SH   SOLE   221,074 0 0
DICKS SPORTING GOODS INC COM COM 253393102 9,800 201,400 SH   SOLE   201,400 0 0
DIGITALGLOBE INC COM NEW COM 25389M877 608 18,550 SH   SOLE   18,550 0 0
DISNEY WALT CO COM DISNEY COM 254687106 56,397 497,373 SH   SOLE   481,365 0 16,008
DISNEY WALT CO COM DISNEY COM 254687106 80 702 SH   OTR   0 0 702
DISCOVER FINL SVCS COM COM 254709108 162,618 2,377,811 SH   SOLE   2,337,186 0 40,625
DISCOVER FINL SVCS COM COM 254709108 142 2,072 SH   OTR   0 0 2,072
DOLLAR GEN CORP NEW COM COM 256677105 9,041 129,654 SH   SOLE   129,654 0 0
DOLLAR TREE INC COM COM 256746108 7,361 93,821 SH   SOLE   93,821 0 0
DOMINION RES INC VA NEW COM COM 25746U109 85,389 1,100,800 SH   SOLE   1,100,800 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 CVPFD 25746U869 3,521 70,000 SH   SOLE   70,000 0 0
DONALDSON INC COM COM 257651109 7,683 168,790 SH   SOLE   168,790 0 0
DONNELLEY FINL SOLUTIONS INC COM COM 25787G100 2,680 138,917 SH   SOLE   138,917 0 0
DOVER CORP COM COM 260003108 124,209 1,545,853 SH   SOLE   1,518,659 0 27,194
DOVER CORP COM COM 260003108 112 1,398 SH   OTR   0 0 1,398
DOW CHEM CO COM COM 260543103 147,417 2,320,069 SH   SOLE   2,269,325 0 50,744
DOW CHEM CO COM COM 260543103 153 2,409 SH   OTR   0 0 2,409
DUKE REALTY CORP COM NEW COM 264411505 39,978 1,521,800 SH   SOLE   1,521,800 0 0
DUKE ENERGY CORP NEW COM NEW COM 26441C204 122,575 1,494,636 SH   SOLE   1,463,686 0 30,950
DUKE ENERGY CORP NEW COM NEW COM 26441C204 127 1,547 SH   OTR   0 0 1,547
DULUTH HLDGS INC COM CL B COM 26443V101 2,180 102,412 SH   SOLE   102,412 0 0
DULUTH HLDGS INC COM CL B COM 26443V101 530 24,872 SH   OTR   24,872 0 0
DUNKIN BRANDS GROUP INC COM COM 265504100 28,702 524,900 SH   SOLE   524,900 0 0
DYCOM INDS INC COM COM 267475101 11,719 126,074 SH   SOLE   126,074 0 0
EL POLLO LOCO HLDGS INC COM COM 268603107 14,371 1,202,580 SH   SOLE   1,202,580 0 0
EOG RES INC COM COM 26875P101 66,232 678,957 SH   SOLE   656,131 0 22,826
EOG RES INC COM COM 26875P101 116 1,186 SH   OTR   0 0 1,186
EQT CORP COM COM 26884L109 41,743 683,192 SH   SOLE   642,180 0 41,012
E TRADE FINANCIAL CORP COM NEW COM 269246401 47,222 1,353,447 SH   SOLE   1,353,447 0 0
EAGLE MATERIALS INC COM COM 26969P108 44,446 457,543 SH   SOLE   446,502 0 11,041
EAST WEST BANCORP INC COM COM 27579R104 182,785 3,541,666 SH   SOLE   3,404,707 0 136,959
EAST WEST BANCORP INC COM COM 27579R104 121 2,347 SH   OTR   0 0 2,347
EASTMAN CHEM CO COM COM 277432100 107,735 1,333,356 SH   SOLE   1,333,356 0 0
EATON VANCE CORP COM NON VTG COM 278265103 13,902 309,200 SH   SOLE   309,200 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500 5/0 CV 27875TAA9 9,642 10,183,000 PRN   SOLE   10,183,000 0 0
ECOLAB INC COM COM 278865100 22,799 181,900 SH   SOLE   181,900 0 0
EDISON INTL COM COM 281020107 160,518 2,016,300 SH   SOLE   2,016,300 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 4,971 52,843 SH   SOLE   52,843 0 0
8X8 INC NEW COM COM 282914100 26,089 1,710,742 SH   SOLE   1,657,751 0 52,991
8X8 INC NEW COM COM 282914100 1,143 74,939 SH   OTR   74,939 0 0
EL PASO ELEC CO COM NEW COM 283677854 6,777 134,200 SH   SOLE   134,200 0 0
ELECTRONICS FOR IMAGING INC COM COM 286082102 44,331 907,859 SH   SOLE   896,727 0 11,132
ELECTRONICS FOR IMAGING INC NOTE 0.750 9/0 CV 286082AC6 1,677 1,540,000 PRN   SOLE   1,540,000 0 0
EMCOR GROUP INC COM COM 29084Q100 16,943 269,145 SH   SOLE   269,145 0 0
ENBRIDGE INC NOTE 6.000 1/1 CV 29250NAN5 4,648 4,585,000 PRN   SOLE   4,585,000 0 0
ENVISION HEALTHCARE CORP COM COM 29414D100 22,529 367,400 SH   SOLE   367,400 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 15,247 497,454 SH   SOLE   497,454 0 0
EURONET WORLDWIDE INC COM COM 298736109 12,160 142,185 SH   SOLE   142,185 0 0
EURONET WORLDWIDE INC NOTE 1.500 10/0 CV 298736AH2 6,229 4,907,000 PRN   SOLE   4,907,000 0 0
EVERCORE PARTNERS INC CLASS A COM 29977A105 53,765 690,180 SH   SOLE   669,885 0 20,295
EVERSOURCE ENERGY COM COM 30040W108 75,897 1,291,200 SH   SOLE   1,291,200 0 0
EXACT SCIENCES CORP COM COM 30063P105 34,985 1,481,179 SH   SOLE   1,425,874 0 55,305
EXELON CORP COM COM 30161N101 23,628 656,700 SH   SOLE   656,700 0 0
EXELON CORP UNIT 99/99/9999 CVPFD 30161N127 4,592 93,025 SH   SOLE   93,025 0 0
EXELIXIS INC COM COM 30161Q104 64,396 2,971,659 SH   SOLE   2,934,951 0 36,708
EXPEDIA INC DEL COM NEW COM 30212P303 11,488 91,050 SH   SOLE   91,050 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B COM 30224P200 32,872 2,062,253 SH   SOLE   2,000,621 0 61,632
EXXON MOBIL CORP COM COM 30231G102 197,726 2,410,997 SH   SOLE   2,351,057 0 59,940
EXXON MOBIL CORP COM COM 30231G102 229 2,791 SH   OTR   0 0 2,791
F M C CORP COM NEW COM 302491303 35,982 517,055 SH   SOLE   517,055 0 0
FB FINL CORP COM COM 30257X104 3,971 112,290 SH   SOLE   112,290 0 0
FACEBOOK INC CL A COM 30303M102 121,000 851,813 SH   SOLE   851,813 0 0
FARMER BROS CO COM COM 307675108 1,940 54,872 SH   SOLE   54,872 0 0
FASTENAL CO COM COM 311900104 33,911 658,466 SH   SOLE   658,466 0 0
FEDEX CORP COM COM 31428X106 18,901 96,856 SH   SOLE   96,856 0 0
FERRO CORP COM COM 315405100 4,723 310,961 SH   SOLE   310,961 0 0
FERRO CORP COM COM 315405100 1,150 75,724 SH   OTR   75,724 0 0
FIDELITY NATL INFORMATION SV COM COM 31620M106 126,988 1,594,932 SH   SOLE   1,519,546 0 75,386
FIDELITY NATL INFORMATION SV COM COM 31620M106 107 1,346 SH   OTR   0 0 1,346
FIDELITY NATIONAL FINANCIAL NOTE 4.250 8/1 CV 31620RAE5 19,453 8,817,000 PRN   SOLE   8,817,000 0 0
FIFTH THIRD BANCORP COM COM 316773100 97,683 3,845,785 SH   SOLE   3,845,785 0 0
FIREEYE INC COM COM 31816Q101 46,198 3,663,605 SH   SOLE   3,479,915 0 183,690
FIRST HORIZON NATL CORP COM COM 320517105 50,603 2,735,273 SH   SOLE   2,559,428 0 175,845
FIRST INDUSTRIAL REALTY TRUS COM COM 32054K103 26,411 991,782 SH   SOLE   991,782 0 0
FIRST INTST BANCSYSTEM INC COM CL A COM 32055Y201 3,170 79,961 SH   SOLE   79,961 0 0
FIRST INTST BANCSYSTEM INC COM CL A COM 32055Y201 779 19,655 SH   OTR   19,655 0 0
FIRST MERCHANTS CORP COM COM 320817109 52,630 1,338,515 SH   SOLE   1,338,515 0 0
FIRST REP BK SAN FRANCISCO C COM COM 33616C100 39,103 416,837 SH   SOLE   416,837 0 0
FIRSTENERGY CORP COM COM 337932107 5,148 161,800 SH   SOLE   161,800 0 0
FIVE9 INC COM COM 338307101 39,246 2,384,312 SH   SOLE   2,316,634 0 67,678
FIVE9 INC COM COM 338307101 2,144 130,269 SH   OTR   130,269 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 1,713 47,387 SH   SOLE   47,387 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 420 11,621 SH   OTR   11,621 0 0
FLUOR CORP NEW COM COM 343412102 30,698 583,383 SH   SOLE   583,383 0 0
FLOWERS FOODS INC COM COM 343498101 8,348 430,100 SH   SOLE   430,100 0 0
FOOT LOCKER INC COM COM 344849104 25,832 345,300 SH   SOLE   345,300 0 0
FORD MTR CO DEL COM PAR $0.01 COM 345370860 101,742 8,740,700 SH   SOLE   8,740,700 0 0
FORUM ENERGY TECHNOLOGIES IN COM COM 34984V100 14,182 685,106 SH   SOLE   659,641 0 25,465
FOUNDATION MEDICINE INC COM COM 350465100 6,109 189,414 SH   SOLE   189,414 0 0
FOUNDATION MEDICINE INC COM COM 350465100 1,485 46,041 SH   OTR   46,041 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 8,143 283,735 SH   SOLE   283,735 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 1,992 69,418 SH   OTR   69,418 0 0
FREEPORT-MCMORAN INC CL B COM 35671D857 25,273 1,891,672 SH   SOLE   1,891,672 0 0
FRONTIER COMMUNICATIONS CORP COM COM 35906A108 5,852 2,734,800 SH   SOLE   2,734,800 0 0
GGP INC COM COM 36174X101 64,211 2,770,100 SH   SOLE   2,770,100 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 3,924 69,400 SH   SOLE   69,400 0 0
GENERAL DYNAMICS CORP COM COM 369550108 166,661 890,283 SH   SOLE   870,511 0 19,772
GENERAL DYNAMICS CORP COM COM 369550108 212 1,134 SH   OTR   0 0 1,134
GENERAL ELECTRIC CO COM COM 369604103 149,594 5,019,927 SH   SOLE   4,924,782 0 95,145
GENERAL ELECTRIC CO COM COM 369604103 154 5,177 SH   OTR   0 0 5,177
GENERAL MLS INC COM COM 370334104 41,466 702,700 SH   SOLE   702,700 0 0
GENESEE & WYO INC CL A COM 371559105 57,911 853,386 SH   SOLE   811,152 0 42,234
GENOMIC HEALTH INC COM COM 37244C101 4,624 146,831 SH   SOLE   146,831 0 0
GENOMIC HEALTH INC COM COM 37244C101 1,127 35,792 SH   OTR   35,792 0 0
GENUINE PARTS CO COM COM 372460105 6,570 71,100 SH   SOLE   71,100 0 0
GIBRALTAR INDS INC COM COM 374689107 27,129 658,481 SH   SOLE   658,481 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 13,756 405,427 SH   SOLE   390,311 0 15,116
GLAUKOS CORP COM COM 377322102 56,313 1,097,722 SH   SOLE   1,070,645 0 27,077
GLAUKOS CORP COM COM 377322102 1,654 32,236 SH   OTR   32,236 0 0
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 18,845 511,395 SH   SOLE   496,689 0 14,706
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 1,052 28,549 SH   OTR   28,549 0 0
GLOBAL PMTS INC COM COM 37940X102 22,616 280,320 SH   SOLE   280,320 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 65,772 286,314 SH   SOLE   276,789 0 9,525
GOLDMAN SACHS GROUP INC COM COM 38141G104 90 393 SH   OTR   0 0 393
GRACO INC COM COM 384109104 10,450 111,000 SH   SOLE   111,000 0 0
GRAINGER W W INC COM COM 384802104 9,241 39,700 SH   SOLE   39,700 0 0
GRAPHIC PACKAGING HLDG CO COM COM 388689101 32,233 2,504,500 SH   SOLE   2,504,500 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 40,855 1,398,193 SH   SOLE   1,398,193 0 0
GREAT WESTN BANCORP INC COM COM 391416104 11,807 278,405 SH   SOLE   278,405 0 0
GREENHILL & CO INC COM COM 395259104 11,840 404,081 SH   SOLE   404,081 0 0
GREENHILL & CO INC COM COM 395259104 1,778 60,690 SH   OTR   60,690 0 0
HCP INC COM COM 40414L109 3,669 117,300 SH   SOLE   117,300 0 0
HD SUPPLY HLDGS INC COM COM 40416M105 8,082 196,529 SH   SOLE   196,529 0 0
HP INC COM COM 40434L105 24,263 1,357,000 SH   SOLE   1,357,000 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 6,415 172,440 SH   SOLE   172,440 0 0
HALLIBURTON CO COM COM 406216101 97,877 1,988,960 SH   SOLE   1,931,640 0 57,320
HALLIBURTON CO COM COM 406216101 134 2,719 SH   OTR   0 0 2,719
HAMILTON LANE INC CL A COM 407497106 6,055 324,303 SH   SOLE   321,146 0 3,157
HAMILTON LANE INC CL A COM 407497106 530 28,387 SH   OTR   28,387 0 0
HANESBRANDS INC COM COM 410345102 63,632 3,065,123 SH   SOLE   3,065,123 0 0
HANOVER INS GROUP INC COM COM 410867105 47,960 532,533 SH   SOLE   532,533 0 0
HARTFORD FINL SVCS GROUP INC COM COM 416515104 156,873 3,263,423 SH   SOLE   3,207,946 0 55,477
HARTFORD FINL SVCS GROUP INC COM COM 416515104 113 2,361 SH   OTR   0 0 2,361
HASBRO INC COM COM 418056107 26,028 260,746 SH   SOLE   260,746 0 0
HEALTHSOUTH CORP COM NEW COM 421924309 91,497 2,137,271 SH   SOLE   2,066,298 0 70,973
HEALTHCARE TR AMER INC CL A NEW COM 42225P501 27,822 884,374 SH   SOLE   884,374 0 0
HEALTHEQUITY INC COM COM 42226A107 28,522 671,896 SH   SOLE   647,131 0 24,765
HELMERICH & PAYNE INC COM COM 423452101 55,357 831,560 SH   SOLE   790,586 0 40,974
HELMERICH & PAYNE INC COM COM 423452101 16 236 SH   OTR   0 0 236
HEMISPHERE MEDIA GROUP INC CL A COM 42365Q103 1,461 124,379 SH   SOLE   124,379 0 0
HENRY JACK & ASSOC INC COM COM 426281101 9,451 101,512 SH   SOLE   101,512 0 0
HERITAGE COMMERCE CORP COM COM 426927109 1,607 113,998 SH   SOLE   113,998 0 0
HERITAGE COMMERCE CORP COM COM 426927109 395 28,025 SH   OTR   28,025 0 0
HERBALIFE LTD NOTE 2.000 8/1 CV 42703MAB9 18,480 19,250,000 PRN   SOLE   19,250,000 0 0
HERSHEY CO COM COM 427866108 18,342 167,893 SH   SOLE   167,893 0 0
HESS CORP COM COM 42809H107 65,938 1,367,732 SH   SOLE   1,354,594 0 13,138
HESS CORP COM COM 42809H107 35 718 SH   OTR   0 0 718
HEWLETT PACKARD ENTERPRISE C COM COM 42824C109 949 40,034 SH   SOLE   38,140 0 1,894
HEXCEL CORP NEW COM COM 428291108 11,843 217,100 SH   SOLE   217,100 0 0
HIGHWOODS PPTYS INC COM COM 431284108 89,913 1,830,094 SH   SOLE   1,755,877 0 74,217
HILL ROM HLDGS INC COM COM 431475102 6,036 85,500 SH   SOLE   85,500 0 0
HOLOGIC INC COM COM 436440101 10,297 242,002 SH   SOLE   242,002 0 0
HOME DEPOT INC COM COM 437076102 22,922 156,110 SH   SOLE   156,110 0 0
HONEYWELL INTL INC COM COM 438516106 35,157 281,549 SH   SOLE   272,362 0 9,187
HONEYWELL INTL INC COM COM 438516106 31 252 SH   OTR   0 0 252
HORMEL FOODS CORP COM COM 440452100 9,665 279,100 SH   SOLE   279,100 0 0
HOSTESS BRANDS INC CL A COM 44109J106 6,354 400,358 SH   SOLE   400,358 0 0
HUBBELL INC COM COM 443510607 128,456 1,070,017 SH   SOLE   1,038,641 0 31,376
HUBSPOT INC COM COM 443573100 16,446 271,611 SH   SOLE   261,512 0 10,099
HUNT J B TRANS SVCS INC COM COM 445658107 13,360 145,626 SH   SOLE   145,626 0 0
HUNTINGTON INGALLS INDS INC COM COM 446413106 13,124 65,539 SH   SOLE   65,539 0 0
HUNTSMAN CORP COM COM 447011107 55,632 2,266,995 SH   SOLE   2,206,988 0 60,007
HYATT HOTELS CORP COM CL A COM 448579102 3,430 63,536 SH   SOLE   63,536 0 0
ICF INTL INC COM COM 44925C103 19,281 466,848 SH   SOLE   466,848 0 0
IPG PHOTONICS CORP COM COM 44980X109 59,679 494,444 SH   SOLE   482,865 0 11,579
IRHYTHM TECHNOLOGIES INC COM COM 450056106 5,834 155,148 SH   SOLE   155,148 0 0
IRHYTHM TECHNOLOGIES INC COM COM 450056106 1,438 38,236 SH   OTR   38,236 0 0
ITT INC COM COM 45073V108 92,718 2,260,303 SH   SOLE   2,212,708 0 47,595
ITT INC COM COM 45073V108 99 2,406 SH   OTR   0 0 2,406
ICICI BK LTD ADR ADR 45104G104 3,967 461,311 SH   SOLE   461,311 0 0
IDACORP INC COM COM 451107106 46,458 560,002 SH   SOLE   560,002 0 0
IDEX CORP COM COM 45167R104 7,243 77,454 SH   SOLE   77,454 0 0
IDEXX LABS INC COM COM 45168D104 11,777 76,170 SH   SOLE   76,170 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 6,412 48,400 SH   SOLE   48,400 0 0
ILLUMINA INC COM COM 452327109 11,361 66,579 SH   SOLE   66,579 0 0
ILLUMINA INC NOTE 0.500 6/1 CV 452327AH2 5,698 5,476,000 PRN   SOLE   5,476,000 0 0
IMAX CORP COM COM 45245E109 22,994 676,295 SH   SOLE   651,133 0 25,162
INC RESH HLDGS INC CL A COM 45329R109 11,547 251,841 SH   SOLE   251,841 0 0
INCYTE CORP COM COM 45337C102 43,487 325,328 SH   SOLE   325,328 0 0
INCYTE CORP NOTE 0.375 11/1 CV 45337CAM4 21,437 8,247,000 PRN   SOLE   8,247,000 0 0
INCYTE CORP NOTE 1.250 11/1 CV 45337CAN2 1,317 500,000 PRN   SOLE   500,000 0 0
INDEPENDENT BK GROUP INC COM COM 45384B106 4,853 75,478 SH   SOLE   75,478 0 0
INDEPENDENT BK GROUP INC COM COM 45384B106 1,191 18,519 SH   OTR   18,519 0 0
INGEVITY CORP COM COM 45688C107 11,665 191,700 SH   SOLE   181,585 0 10,115
INPHI CORP COM COM 45772F107 41,080 841,463 SH   SOLE   810,196 0 31,267
INPHI CORP NOTE 1.125 12/0 CV 45772FAB3 8,205 5,932,000 PRN   SOLE   5,932,000 0 0
INOGEN INC COM COM 45780L104 5,766 74,347 SH   SOLE   74,347 0 0
INOGEN INC COM COM 45780L104 1,413 18,213 SH   OTR   18,213 0 0
INSULET CORP COM COM 45784P101 27,883 647,085 SH   SOLE   622,469 0 24,616
INTEL CORP COM COM 458140100 231,744 6,424,851 SH   SOLE   6,334,849 0 90,002
INTEL CORP COM COM 458140100 164 4,553 SH   OTR   0 0 4,553
INTEL CORP SDCV 3.250 8/0 CV 458140AF7 36,762 21,022,000 PRN   SOLE   21,022,000 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 196,828 1,130,287 SH   SOLE   1,130,287 0 0
INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 21,616 163,100 SH   SOLE   163,100 0 0
INTL PAPER CO COM COM 460146103 3,123 61,503 SH   SOLE   61,503 0 0
INTUITIVE SURGICAL INC COM NEW COM 46120E602 30,602 39,926 SH   SOLE   39,926 0 0
INVITATION HOMES INC COM COM 46187W107 16,041 734,800 SH   SOLE   734,800 0 0
IROBOT CORP COM COM 462726100 46,132 697,489 SH   SOLE   679,998 0 17,491
IROBOT CORP COM COM 462726100 600 9,073 SH   OTR   9,073 0 0
ISHARES TR EAFE SML CP ETF ETF 464288273 3,087 57,023 SH   SOLE   57,023 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000 11/1 CV 464337AJ3 10,745 11,128,000 PRN   SOLE   11,128,000 0 0
JPMORGAN CHASE & CO COM COM 46625H100 483,517 5,504,518 SH   SOLE   5,415,806 0 88,712
JPMORGAN CHASE & CO COM COM 46625H100 346 3,943 SH   OTR   0 0 3,943
JABIL CIRCUIT INC COM COM 466313103 4,280 148,000 SH   SOLE   148,000 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 60,393 1,092,490 SH   SOLE   1,022,559 0 69,931
JEFFERIES GROUP INC NEW DBCV 3.875 11/0 CV 472319AG7 4,526 4,465,000 PRN   SOLE   4,465,000 0 0
JETBLUE AIRWAYS CORP COM COM 477143101 10,455 507,300 SH   SOLE   507,300 0 0
JOHNSON & JOHNSON COM COM 478160104 329,223 2,643,298 SH   SOLE   2,604,609 0 38,689
JOHNSON & JOHNSON COM COM 478160104 205 1,646 SH   OTR   0 0 1,646
J2 GLOBAL INC NOTE 3.250 6/1 CV 48123VAC6 10,879 8,029,000 PRN   SOLE   8,029,000 0 0
JUNIPER NETWORKS INC COM COM 48203R104 84,534 3,037,500 SH   SOLE   3,037,500 0 0
KAR AUCTION SVCS INC COM COM 48238T109 83,548 1,913,177 SH   SOLE   1,834,298 0 78,879
KLA-TENCOR CORP COM COM 482480100 27,330 287,476 SH   SOLE   287,476 0 0
KANSAS CITY SOUTHERN COM NEW COM 485170302 56,287 656,326 SH   SOLE   656,326 0 0
KB HOME COM COM 48666K109 15,173 763,250 SH   SOLE   763,250 0 0
KB HOME NOTE 1.375 2/0 CV 48666KAS8 22,721 22,073,000 PRN   SOLE   22,073,000 0 0
KELLOGG CO COM COM 487836108 36,211 498,700 SH   SOLE   498,700 0 0
KENNAMETAL INC COM COM 489170100 33,836 862,504 SH   SOLE   862,504 0 0
KEYCORP NEW COM COM 493267108 152,162 8,558,023 SH   SOLE   8,558,023 0 0
KIMBERLY CLARK CORP COM COM 494368103 142,049 1,079,150 SH   SOLE   1,079,150 0 0
KIMCO RLTY CORP COM COM 49446R109 9,061 410,200 SH   SOLE   410,200 0 0
KINDER MORGAN INC DEL COM COM 49456B101 54,607 2,511,800 SH   SOLE   2,511,800 0 0
KINDER MORGAN INC DEL PFD SER A CVPFD 49456B200 7,957 159,525 SH   SOLE   159,525 0 0
KIRBY CORP COM COM 497266106 33,544 475,469 SH   SOLE   445,862 0 29,607
KITE PHARMA INC COM COM 49803L109 20,515 261,377 SH   SOLE   251,572 0 9,805
KOHLS CORP COM COM 500255104 2,584 64,900 SH   SOLE   64,900 0 0
KOPPERS HOLDINGS INC COM COM 50060P106 6,564 155,000 SH   SOLE   155,000 0 0
KRAFT HEINZ CO COM COM 500754106 130,463 1,436,660 SH   SOLE   1,417,160 0 19,500
KRAFT HEINZ CO COM COM 500754106 76 836 SH   OTR   0 0 836
KROGER CO COM COM 501044101 13,411 454,780 SH   SOLE   454,780 0 0
L BRANDS INC COM COM 501797104 16,021 340,144 SH   SOLE   340,144 0 0
LGI HOMES INC COM COM 50187T106 10,873 320,649 SH   SOLE   320,649 0 0
LGI HOMES INC COM COM 50187T106 2,675 78,880 SH   OTR   78,880 0 0
L3 TECHNOLOGIES INC COM COM 502413107 17,636 106,700 SH   SOLE   106,700 0 0
LAKELAND BANCORP INC COM COM 511637100 3,368 171,841 SH   SOLE   171,841 0 0
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LAM RESEARCH CORP COM COM 512807108 37,449 291,750 SH   SOLE   291,750 0 0
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LLOYDS BANKING GROUP PLC SDCV 7.500 12/3 CV 539439AG4 10,937 10,317,000 PRN   SOLE   10,317,000 0 0
LOCKHEED MARTIN CORP COM COM 539830109 88,028 328,953 SH   SOLE   328,953 0 0
LOUISIANA PAC CORP COM COM 546347105 25,979 1,046,696 SH   SOLE   1,046,696 0 0
LOWES COS INC COM COM 548661107 96,810 1,177,600 SH   SOLE   1,177,600 0 0
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MSG NETWORK INC CL A COM 553573106 6,606 282,923 SH   SOLE   282,923 0 0
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MACYS INC COM COM 55616P104 6,699 226,000 SH   SOLE   226,000 0 0
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MARSH & MCLENNAN COS INC COM COM 571748102 77,222 1,045,100 SH   SOLE   1,045,100 0 0
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MASTEC INC COM COM 576323109 37,080 925,833 SH   SOLE   891,235 0 34,598
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MAXIM INTEGRATED PRODS INC COM COM 57772K101 33,738 750,405 SH   SOLE   750,405 0 0
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MCDONALDS CORP COM COM 580135101 131,010 1,010,800 SH   SOLE   1,010,800 0 0
MEDICINES CO NOTE 2.500 1/1 CV 584688AE5 9,125 5,771,000 PRN   SOLE   5,771,000 0 0
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MICROCHIP TECHNOLOGY INC COM COM 595017104 157,339 2,132,543 SH   SOLE   2,101,996 0 30,547
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MINDBODY INC COM CL A COM 60255W105 1,086 39,556 SH   OTR   39,556 0 0
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MOELIS & CO CL A COM 60786M105 77,308 2,008,008 SH   SOLE   1,900,370 0 107,638
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NIKE INC CL B COM 654106103 32,245 578,600 SH   SOLE   578,600 0 0
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RELIANCE STEEL & ALUMINUM CO COM COM 759509102 55 689 SH   OTR   0 0 689
RENASANT CORP COM COM 75970E107 15,233 383,809 SH   SOLE   383,809 0 0
REPLIGEN CORP COM COM 759916109 5,579 158,501 SH   SOLE   158,501 0 0
REPLIGEN CORP COM COM 759916109 1,375 39,068 SH   OTR   39,068 0 0
REPLIGEN CORP NOTE 2.125 6/0 CV 759916AA7 5,461 4,262,000 PRN   SOLE   4,262,000 0 0
REPUBLIC SVCS INC COM COM 760759100 28,736 457,500 SH   SOLE   457,500 0 0
RESMED INC COM COM 761152107 10,155 141,100 SH   SOLE   141,100 0 0
RETAIL OPPORTUNITY INVTS COR COM COM 76131N101 48,555 2,308,830 SH   SOLE   2,210,079 0 98,751
RICE ENERGY INC COM COM 762760106 89,128 3,760,668 SH   SOLE   3,570,405 0 190,263
RIO TINTO PLC SPONSORED ADR ADR 767204100 20,376 500,887 SH   SOLE   500,887 0 0
ROBERT HALF INTL INC COM COM 770323103 63,672 1,303,954 SH   SOLE   1,243,643 0 60,311
ROCKWELL AUTOMATION INC COM COM 773903109 72,633 466,465 SH   SOLE   466,465 0 0
ROGERS CORP COM COM 775133101 2,348 27,344 SH   SOLE   27,344 0 0
ROGERS CORP COM COM 775133101 577 6,717 SH   OTR   6,717 0 0
ROPER TECHNOLOGIES INC COM COM 776696106 40,169 194,533 SH   SOLE   194,533 0 0
ROSS STORES INC COM COM 778296103 37,441 568,400 SH   SOLE   568,400 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625 12/3 CV 780097BB6 34,067 32,600,000 PRN   SOLE   32,395,000 0 205,000
ROYAL BK OF SCOTLAND PLC DEBT 7.500 12/3 CV 780099CJ4 38,531 38,969,000 PRN   SOLE   38,769,000 0 200,000
ROYAL DUTCH SHELL PLC SPONS ADR A ADR 780259206 16,827 319,109 SH   SOLE   319,109 0 0
RUSH ENTERPRISES INC CL A COM 781846209 2,402 72,600 SH   SOLE   72,600 0 0
RYERSON HLDG CORP COM COM 783754104 6,081 482,645 SH   SOLE   482,645 0 0
RYERSON HLDG CORP COM COM 783754104 1,490 118,234 SH   OTR   118,234 0 0
RYMAN HOSPITALITY PPTYS INC COM COM 78377T107 11,006 178,000 SH   SOLE   178,000 0 0
S&P GLOBAL INC COM COM 78409V104 26,305 201,200 SH   SOLE   201,200 0 0
SEI INVESTMENTS CO COM COM 784117103 11,258 223,200 SH   SOLE   223,200 0 0
SL GREEN RLTY CORP COM COM 78440X101 30,195 283,200 SH   SOLE   283,200 0 0
SVB FINL GROUP COM COM 78486Q101 66,758 358,740 SH   SOLE   358,740 0 0
SABRE CORP COM COM 78573M104 6,636 313,179 SH   SOLE   313,179 0 0
SAGE THERAPEUTICS INC COM COM 78667J108 48,180 677,921 SH   SOLE   659,974 0 17,947
SAGE THERAPEUTICS INC COM COM 78667J108 1,179 16,585 SH   OTR   16,585 0 0
SALESFORCE COM INC NOTE 0.250 4/0 CV 79466LAD6 10,052 7,785,000 PRN   SOLE   7,785,000 0 0
SCANA CORP NEW COM COM 80589M102 60,716 929,095 SH   SOLE   929,095 0 0
SCHEIN HENRY INC COM COM 806407102 11,994 70,568 SH   SOLE   70,568 0 0
SCHLUMBERGER LTD COM COM 806857108 59,331 759,677 SH   SOLE   759,677 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 53,977 1,322,644 SH   SOLE   1,296,738 0 25,906
SCHWAB CHARLES CORP NEW COM COM 808513105 43 1,063 SH   OTR   0 0 1,063
SCIENCE APPLICATNS INTL CP N COM COM 808625107 9,633 129,476 SH   SOLE   129,476 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 24,497 312,584 SH   SOLE   312,584 0 0
SEACOAST BKG CORP FLA COM NEW COM 811707801 16,684 695,743 SH   SOLE   695,743 0 0
SEALED AIR CORP NEW COM COM 81211K100 50,399 1,156,468 SH   SOLE   1,085,141 0 71,327
SEATTLE GENETICS INC COM COM 812578102 11,435 181,919 SH   SOLE   181,919 0 0
SEMPRA ENERGY COM COM 816851109 145,736 1,318,879 SH   SOLE   1,301,147 0 17,732
SEMPRA ENERGY COM COM 816851109 56 510 SH   OTR   0 0 510
SERVICE CORP INTL COM COM 817565104 5,339 172,904 SH   SOLE   172,904 0 0
SERVICENOW INC COM COM 81762P102 21,604 246,986 SH   SOLE   246,986 0 0
SHAKE SHACK INC CL A COM 819047101 11,724 351,030 SH   SOLE   351,030 0 0
SHOPIFY INC CL A COM 82509L107 101,917 1,496,801 SH   SOLE   1,463,976 0 32,825
SIGNATURE BK NEW YORK N Y COM COM 82669G104 39,062 263,236 SH   SOLE   254,053 0 9,183
SIGNATURE BK NEW YORK N Y COM COM 82669G104 62 417 SH   OTR   0 0 417
SILVER STD RES INC NOTE 2.875 2/0 CV 82823LAC0 19,169 19,510,000 PRN   SOLE   19,510,000 0 0
SIRIUS XM HLDGS INC COM COM 82968B103 19,849 3,854,100 SH   SOLE   3,854,100 0 0
SIX FLAGS ENTMT CORP NEW COM COM 83001A102 13,680 229,947 SH   SOLE   229,947 0 0
SKYWORKS SOLUTIONS INC COM COM 83088M102 37,729 385,067 SH   SOLE   385,067 0 0
SMITH A O COM COM 831865209 7,221 141,148 SH   SOLE   141,148 0 0
SMART SAND INC COM COM 83191H107 29,376 1,807,760 SH   SOLE   1,757,480 0 50,280
SMART SAND INC COM COM 83191H107 1,704 104,831 SH   OTR   104,831 0 0
SNAP INC CL A COM 83304A106 29,146 1,293,652 SH   SOLE   1,293,652 0 0
SOLARCITY CORP NOTE 1.625 11/0 CV 83416TAC4 22,733 25,365,000 PRN   SOLE   25,365,000 0 0
SOTHEBYS COM COM 835898107 11,247 247,295 SH   SOLE   247,295 0 0
SOUTH ST CORP COM COM 840441109 34,463 385,706 SH   SOLE   379,406 0 6,300
SOUTHERN CO COM COM 842587107 8,672 174,200 SH   SOLE   174,200 0 0
SOUTHERN COPPER CORP COM COM 84265V105 12,309 342,972 SH   SOLE   342,972 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B CVPFD 845467208 1,909 96,523 SH   SOLE   96,523 0 0
SPARK THERAPEUTICS INC COM COM 84652J103 25,429 476,726 SH   SOLE   461,347 0 15,379
SPARK THERAPEUTICS INC COM COM 84652J103 922 17,282 SH   OTR   17,282 0 0
SPECTRANETICS CORP COM COM 84760C107 7,517 258,110 SH   SOLE   258,110 0 0
SPECTRANETICS CORP COM COM 84760C107 1,831 62,854 SH   OTR   62,854 0 0
STAMPS COM INC COM NEW COM 852857200 45,474 384,233 SH   SOLE   375,653 0 8,580
STANDARD PAC CORP NEW NOTE 1.250 8/0 CV 85375CBC4 15,903 15,319,000 PRN   SOLE   15,319,000 0 0
STANLEY BLACK & DECKER INC COM COM 854502101 8,371 63,000 SH   SOLE   63,000 0 0
STARWOOD PPTY TR INC COM COM 85571B105 40,985 1,815,100 SH   SOLE   1,815,100 0 0
STARWOOD PPTY TR INC NOTE 3.750 10/1 CV 85571BAC9 8,105 7,946,000 PRN   SOLE   7,946,000 0 0
STARWOOD PPTY TR INC NOTE 4.375 4/0 CV 85571BAH8 8,010 8,000,000 PRN   SOLE   8,000,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000 7/0 CV 85571WAB5 3,247 2,733,000 PRN   SOLE   2,733,000 0 0
STEEL DYNAMICS INC COM COM 858119100 37,113 1,067,700 SH   SOLE   1,067,700 0 0
STERICYCLE INC DEP PFD A 1/10 CVPFD 858912207 8,156 113,987 SH   SOLE   113,987 0 0
STERLING BANCORP DEL COM COM 85917A100 22,000 928,268 SH   SOLE   895,806 0 32,462
SUNCOKE ENERGY INC COM COM 86722A103 3,158 352,497 SH   SOLE   352,497 0 0
SUNCOKE ENERGY INC COM COM 86722A103 775 86,440 SH   OTR   86,440 0 0
SUNPOWER CORP DBCV 0.750 6/0 CV 867652AG4 15,627 16,826,000 PRN   SOLE   16,826,000 0 0
SUNPOWER CORP DBCV 4.000 1/1 CV 867652AL3 11,341 14,413,000 PRN   SOLE   14,413,000 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 5,728 401,700 SH   SOLE   401,700 0 0
SYMANTEC CORP COM COM 871503108 4,795 156,300 SH   SOLE   156,300 0 0
SYNAPTICS INC COM COM 87157D109 60,247 1,216,869 SH   SOLE   1,161,074 0 55,795
SYNERGY PHARMACEUTICALS DEL COM NEW COM 871639308 1,561 335,000 SH   SOLE   335,000 0 0
SYNCHRONY FINL COM COM 87165B103 13,326 388,500 SH   SOLE   388,500 0 0
SYSCO CORP COM COM 871829107 31,432 605,400 SH   SOLE   605,400 0 0
TD AMERITRADE HLDG CORP COM COM 87236Y108 29,143 749,952 SH   SOLE   732,328 0 17,624
TD AMERITRADE HLDG CORP COM COM 87236Y108 34 873 SH   OTR   0 0 873
TJX COS INC NEW COM COM 872540109 9,126 115,400 SH   SOLE   115,400 0 0
T MOBILE US INC COM COM 872590104 11,480 177,738 SH   SOLE   177,738 0 0
T MOBILE US INC CONV PFD SER A CVPFD 872590203 30,996 292,943 SH   SOLE   292,943 0 0
TPI COMPOSITES INC COM COM 87266J104 5,395 283,824 SH   SOLE   283,824 0 0
TPI COMPOSITES INC COM COM 87266J104 1,323 69,600 SH   OTR   69,600 0 0
TACTILE SYS TECHNOLOGY INC COM COM 87357P100 2,724 143,727 SH   SOLE   143,727 0 0
TACTILE SYS TECHNOLOGY INC COM COM 87357P100 660 34,824 SH   OTR   34,824 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000 7/0 CV 874054AD1 31,472 11,416,000 PRN   SOLE   11,416,000 0 0
TALEND S A ADS ADR 874224207 7,682 257,975 SH   SOLE   257,975 0 0
TALEND S A ADS ADR 874224207 1,888 63,384 SH   OTR   63,384 0 0
TARGET CORP COM COM 87612E106 67,389 1,221,035 SH   SOLE   1,210,757 0 10,278
TARGET CORP COM COM 87612E106 37 673 SH   OTR   0 0 673
TEGNA INC COM COM 87901J105 5,829 227,500 SH   SOLE   227,500 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 17,747 140,339 SH   SOLE   140,339 0 0
TENNECO INC COM COM 880349105 26,409 423,086 SH   SOLE   406,991 0 16,095
TERADYNE INC COM COM 880770102 11,951 384,262 SH   SOLE   384,262 0 0
TESARO INC COM COM 881569107 77,106 501,112 SH   SOLE   490,866 0 10,246
TESARO INC NOTE 3.00010/0 CV 881569AA5 23,548 5,308,000 PRN   SOLE   5,308,000 0 0
TESLA INC COM COM 88160R101 23,663 85,026 SH   SOLE   85,026 0 0
TESLA INC NOTE 0.250 3/0 CV 88160RAB7 15,079 15,023,000 PRN   SOLE   15,023,000 0 0
TESLA INC NOTE 2.375 3/1 CV 88160RAD3 3,141 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS CAPITAL BANCSHARES INC COM COM 88224Q107 48,172 577,259 SH   SOLE   563,999 0 13,260
TEXAS INSTRS INC COM COM 882508104 34,552 428,900 SH   SOLE   428,900 0 0
TEXTRON INC COM COM 883203101 33,796 710,141 SH   SOLE   710,141 0 0
THE TRADE DESK INC COM CL A COM 88339J105 25,460 683,478 SH   SOLE   657,689 0 25,789
THERMO FISHER SCIENTIFIC INC COM COM 883556102 64,676 421,066 SH   SOLE   407,277 0 13,789
THERMO FISHER SCIENTIFIC INC COM COM 883556102 101 655 SH   OTR   0 0 655
THOR INDS INC COM COM 885160101 63,925 664,986 SH   SOLE   634,928 0 30,058
3M CO COM COM 88579Y101 58,209 304,234 SH   SOLE   304,234 0 0
TIFFANY & CO NEW COM COM 886547108 27,763 291,319 SH   SOLE   291,319 0 0
TIME WARNER INC COM NEW COM 887317303 14,398 147,358 SH   SOLE   143,793 0 3,565
TIME WARNER INC COM NEW COM 887317303 26 264 SH   OTR   0 0 264
TIMKEN CO COM COM 887389104 50,626 1,120,036 SH   SOLE   1,066,220 0 53,816
TIMKENSTEEL CORP NOTE 6.000 6/0 CV 887399AA1 8,123 4,622,000 PRN   SOLE   4,622,000 0 0
TIVITY HEALTH INC COM COM 88870R102 6,732 231,354 SH   SOLE   231,354 0 0
TIVITY HEALTH INC COM COM 88870R102 1,651 56,733 SH   OTR   56,733 0 0
TOLL BROTHERS INC COM COM 889478103 4,395 121,700 SH   SOLE   121,700 0 0
TORO CO COM COM 891092108 11,616 185,982 SH   SOLE   185,982 0 0
TORONTO DOMINION BK ONT NOTE 3.625 9/1 CV 891160MJ9 14,825 15,114,000 PRN   SOLE   14,674,000 0 440,000
TOTAL SYS SVCS INC COM COM 891906109 6,854 128,212 SH   SOLE   128,212 0 0
TRACTOR SUPPLY CO COM COM 892356106 2,753 39,915 SH   SOLE   39,915 0 0
TRAVELERS COMPANIES INC COM COM 89417E109 18,913 156,900 SH   SOLE   156,900 0 0
TRIMBLE INC COM COM 896239100 40,850 1,276,175 SH   SOLE   1,276,175 0 0
TRISTATE CAP HLDGS INC COM COM 89678F100 4,997 214,000 SH   SOLE   214,000 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 19,130 305,000 SH   SOLE   305,000 0 0
TURQUOISE HILL RES LTD COM COM 900435108 3,174 1,033,983 SH   SOLE   1,033,983 0 0
TWILIO INC CL A COM 90138F102 13,408 464,415 SH   SOLE   447,173 0 17,242
2U INC COM COM 90214J101 33,319 840,116 SH   SOLE   808,731 0 31,385
TYSON FOODS INC CL A COM 902494103 14,823 240,200 SH   SOLE   240,200 0 0
UDR INC COM COM 902653104 85,007 2,344,382 SH   SOLE   2,344,382 0 0
US BANCORP DEL COM NEW COM 902973304 9,347 181,500 SH   SOLE   181,500 0 0
U S CONCRETE INC COM NEW COM 90333L201 4,702 72,838 SH   SOLE   72,838 0 0
U S CONCRETE INC COM NEW COM 90333L201 1,153 17,865 SH   OTR   17,865 0 0
U S SILICA HLDGS INC COM COM 90346E103 41,684 868,590 SH   SOLE   844,832 0 23,758
ULTA BEAUTY INC COM COM 90384S303 42,274 148,209 SH   SOLE   148,209 0 0
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 6,833 35,004 SH   SOLE   35,004 0 0
UNDER ARMOUR INC CL A COM 904311107 4,540 229,545 SH   SOLE   229,545 0 0
UNION PAC CORP COM COM 907818108 186,695 1,762,600 SH   SOLE   1,762,600 0 0
UNITED RENTALS INC COM COM 911363109 32,389 259,005 SH   SOLE   259,005 0 0
UNITED STATES STL CORP NEW COM COM 912909108 131,575 3,891,598 SH   SOLE   3,768,484 0 123,114
UNITED TECHNOLOGIES CORP COM COM 913017109 145,189 1,293,900 SH   SOLE   1,293,900 0 0
UNITEDHEALTH GROUP INC COM COM 91324P102 143,310 873,787 SH   SOLE   858,122 0 15,665
UNITEDHEALTH GROUP INC COM COM 91324P102 133 809 SH   OTR   0 0 809
UNITI GROUP INC COM COM 91325V108 22,875 884,898 SH   SOLE   884,898 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 60,356 701,002 SH   SOLE   685,081 0 15,921
UNIVERSAL ELECTRS INC COM COM 913483103 20,927 305,498 SH   SOLE   297,506 0 7,992
UNIVERSAL ELECTRS INC COM COM 913483103 1,586 23,147 SH   OTR   23,147 0 0
URBAN OUTFITTERS INC COM COM 917047102 27,311 1,149,456 SH   SOLE   1,106,483 0 42,973
VAIL RESORTS INC COM COM 91879Q109 20,708 107,910 SH   SOLE   107,910 0 0
VALERO ENERGY CORP NEW COM COM 91913Y100 93,313 1,407,650 SH   SOLE   1,407,650 0 0
VALVOLINE INC COM COM 92047W101 21,638 881,387 SH   SOLE   839,393 0 41,994
VANECK VECTORS ETF TR JR GOLD MINERS E ETF 92189F791 6,573 182,685 SH   SOLE   182,685 0 0
VANTIV INC CL A COM 92210H105 16,990 264,974 SH   SOLE   250,710 0 14,264
VEEVA SYS INC CL A COM COM 922475108 69,551 1,356,293 SH   SOLE   1,340,745 0 15,548
VENTAS INC COM COM 92276F100 55,635 855,400 SH   SOLE   855,400 0 0
VERISIGN INC SDCV 3.250 8/1 CV 92343EAD4 23,967 9,369,000 PRN   SOLE   9,369,000 0 0
VERIZON COMMUNICATIONS INC COM COM 92343V104 157,764 3,236,194 SH   SOLE   3,223,042 0 13,152
VERSARTIS INC COM COM 92529L102 4,333 202,954 SH   SOLE   202,954 0 0
VERSARTIS INC COM COM 92529L102 1,066 49,923 SH   OTR   49,923 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 26,681 243,997 SH   SOLE   243,997 0 0
VERSUM MATLS INC COM COM 92532W103 17,095 558,644 SH   SOLE   558,644 0 0
VIPSHOP HLDGS LTD NOTE 1.500 3/1 CV 92763WAA1 15,621 15,438,000 PRN   SOLE   15,438,000 0 0
VISA INC COM CL A COM 92826C839 46,248 520,402 SH   SOLE   520,402 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 2,757 174,483 SH   SOLE   174,483 0 0
VORNADO RLTY TR SH BEN INT COM 929042109 123,863 1,234,799 SH   SOLE   1,216,396 0 18,403
VORNADO RLTY TR SH BEN INT COM 929042109 108 1,074 SH   OTR   0 0 1,074
VOYA FINL INC COM COM 929089100 4,578 120,600 SH   SOLE   120,600 0 0
VULCAN MATLS CO COM COM 929160109 8,092 67,166 SH   SOLE   67,166 0 0
WSFS FINL CORP COM COM 929328102 14,438 314,206 SH   SOLE   302,406 0 11,800
WABTEC CORP COM COM 929740108 82,094 1,052,482 SH   SOLE   992,878 0 59,604
WAGEWORKS INC COM COM 930427109 89,701 1,240,678 SH   SOLE   1,212,976 0 27,702
WAL-MART STORES INC COM COM 931142103 113,501 1,574,650 SH   SOLE   1,574,650 0 0
WALGREENS BOOTS ALLIANCE INC COM COM 931427108 126,178 1,519,305 SH   SOLE   1,519,305 0 0
WATSCO INC COM COM 942622200 16,280 113,700 SH   SOLE   113,700 0 0
WEATHERFORD INTL LTD NOTE 5.875 7/0 CV 947075AH0 24,187 18,795,000 PRN   SOLE   18,795,000 0 0
WEB COM GROUP INC NOTE 1.000 8/1 CV 94733AAA2 12,944 13,242,000 PRN   SOLE   13,242,000 0 0
WEBSTER FINL CORP CONN COM COM 947890109 134,324 2,684,341 SH   SOLE   2,587,220 0 97,121
WEBSTER FINL CORP CONN COM COM 947890109 108 2,163 SH   OTR   0 0 2,163
WELLCARE HEALTH PLANS INC COM COM 94946T106 11,335 80,842 SH   SOLE   80,842 0 0
WELLS FARGO & CO NEW COM COM 949746101 177,696 3,192,534 SH   SOLE   3,098,777 0 93,757
WELLS FARGO & CO NEW COM COM 949746101 247 4,434 SH   OTR   0 0 4,434
WELLS FARGO & CO NEW PERP PFD CNV A CVPFD 949746804 35,169 28,362 SH   SOLE   28,362 0 0
WEST PHARMACEUTICAL SVSC INC COM COM 955306105 21,541 263,950 SH   SOLE   263,950 0 0
WESTERN ALLIANCE BANCORP COM COM 957638109 176,640 3,598,287 SH   SOLE   3,428,643 0 169,644
WESTERN DIGITAL CORP COM COM 958102105 25,130 304,500 SH   SOLE   304,500 0 0
WESTLAKE CHEM CORP COM COM 960413102 5,367 81,250 SH   SOLE   81,250 0 0
WESTROCK CO COM COM 96145D105 44,393 853,220 SH   SOLE   803,769 0 49,451
WEYERHAEUSER CO COM COM 962166104 6,999 205,969 SH   SOLE   205,969 0 0
WHIRLPOOL CORP COM COM 963320106 42,438 247,700 SH   SOLE   247,700 0 0
WILLIAMS COS INC DEL COM COM 969457100 64,190 2,169,300 SH   SOLE   2,169,300 0 0
WINTRUST FINL CORP COM COM 97650W108 29,024 419,903 SH   SOLE   404,341 0 15,562
WISDOMTREE INVTS INC COM COM 97717P104 3,077 338,831 SH   SOLE   338,831 0 0
WPX ENERGY INC PFD SER A CV CVPFD 98212B202 4,801 79,440 SH   SOLE   79,440 0 0
WRIGHT MED GROUP INC NOTE 2.000 2/1 CV 98235TAE7 18,492 15,442,000 PRN   SOLE   15,442,000 0 0
WYNDHAM WORLDWIDE CORP COM COM 98310W108 2,124 25,200 SH   SOLE   25,200 0 0
WYNN RESORTS LTD COM COM 983134107 29,074 253,679 SH   SOLE   253,679 0 0
XPO LOGISTICS INC COM COM 983793100 29,366 613,197 SH   SOLE   590,269 0 22,928
XPO LOGISTICS INC NOTE 4.500 10/0 CV 983793AA8 8,049 2,750,000 PRN   SOLE   2,750,000 0 0
XCEL ENERGY INC COM COM 98389B100 4,378 98,500 SH   SOLE   98,500 0 0
XILINX INC NOTE 2.625 6/1 CV 983919AF8 29,605 14,683,000 PRN   SOLE   14,683,000 0 0
XENCOR INC COM COM 98401F105 6,914 289,061 SH   SOLE   289,061 0 0
XENCOR INC COM COM 98401F105 1,684 70,392 SH   OTR   70,392 0 0
XEROX CORP COM COM 984121103 19,878 2,708,200 SH   SOLE   2,708,200 0 0
YAHOO INC NOTE 12/0 CV 984332AF3 18,124 17,406,000 PRN   SOLE   17,406,000 0 0
YELP INC CL A COM 985817105 4,301 131,316 SH   SOLE   131,316 0 0
YUM BRANDS INC COM COM 988498101 56,855 889,746 SH   SOLE   859,338 0 30,408
YUM BRANDS INC COM COM 988498101 81 1,260 SH   OTR   0 0 1,260
ZAYO GROUP HLDGS INC COM COM 98919V105 70,766 2,150,944 SH   SOLE   2,010,928 0 140,016
ZIMMER BIOMET HLDGS INC COM COM 98956P102 5,153 42,200 SH   SOLE   42,200 0 0
ZIONS BANCORPORATION COM COM 989701107 11,608 276,392 SH   SOLE   276,392 0 0
ZOETIS INC CL A COM 98978V103 25,049 469,348 SH   SOLE   469,348 0 0
ALLERGAN PLC PFD CONV SER A CVPFD G0177J116 52,261 61,500 SH   SOLE   61,500 0 0
AMDOCS LTD SHS COM G02602103 56,064 919,235 SH   SOLE   859,922 0 59,313
ARCH CAP GROUP LTD ORD COM G0450A105 151,237 1,595,836 SH   SOLE   1,524,146 0 71,690
ARGO GROUP INTL HLDGS LTD COM COM G0464B107 19,959 294,378 SH   SOLE   294,378 0 0
ARRIS INTL INC SHS COM G0551A103 67,614 2,556,284 SH   SOLE   2,426,155 0 130,129
AXIS CAPITAL HOLDINGS LTD SHS COM G0692U109 41,072 612,742 SH   SOLE   612,742 0 0
ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 24,683 205,900 SH   SOLE   205,900 0 0
MIMECAST LTD ORD SHS COM G14838109 4,461 199,261 SH   SOLE   199,261 0 0
MIMECAST LTD ORD SHS COM G14838109 1,099 49,089 SH   OTR   49,089 0 0
BUNGE LIMITED COM COM G16962105 24,813 313,057 SH   SOLE   313,057 0 0
CARDTRONICS PLC SHS CL A COM G1991C105 60,838 1,301,343 SH   SOLE   1,238,707 0 62,636
COCA COLA EUROPEAN PARTNERS SHS COM G25839104 38,445 1,020,022 SH   SOLE   1,020,022 0 0
DELPHI AUTOMOTIVE PLC SHS COM G27823106 26,579 330,221 SH   SOLE   330,221 0 0
EATON CORP PLC SHS COM G29183103 81,283 1,096,200 SH   SOLE   1,096,200 0 0
ENSCO PLC SHS CLASS A COM G3157S106 38,725 4,326,771 SH   SOLE   4,104,776 0 221,995
ESSENT GROUP LTD COM COM G3198U102 56,713 1,567,960 SH   SOLE   1,490,249 0 77,711
EVEREST RE GROUP LTD COM COM G3223R108 11,363 48,600 SH   SOLE   48,600 0 0
FABRINET SHS COM G3323L100 3,866 91,974 SH   SOLE   91,974 0 0
FABRINET SHS COM G3323L100 942 22,420 SH   OTR   22,420 0 0
GASLOG LTD SHS COM G37585109 47,446 3,090,933 SH   SOLE   2,992,066 0 98,867
GASLOG LTD SHS COM G37585109 1,787 116,434 SH   OTR   116,434 0 0
ICON PLC SHS COM G4705A100 45,714 573,430 SH   SOLE   538,662 0 34,768
INGERSOLL-RAND PLC SHS COM G47791101 38,326 471,303 SH   SOLE   471,303 0 0
WEATHERFORD INTL PLC ORD SHS COM G48833100 27,323 4,108,682 SH   SOLE   4,108,682 0 0
INVESCO LTD SHS COM G491BT108 144,124 4,705,336 SH   SOLE   4,651,507 0 53,829
JOHNSON CTLS INTL PLC SHS COM G51502105 108,621 2,578,836 SH   SOLE   2,567,129 0 11,707
JOHNSON CTLS INTL PLC SHS COM G51502105 19 442 SH   OTR   0 0 442
LAZARD LTD SHS A COM G54050102 1,320 28,700 SH   SOLE   28,700 0 0
MALLINCKRODT PUB LTD CO SHS COM G5785G107 26,660 598,170 SH   SOLE   598,170 0 0
MARVELL TECHNOLOGY GROUP LTD ORD COM G5876H105 8,507 557,500 SH   SOLE   557,500 0 0
MEDTRONIC PLC SHS COM G5960L103 114,395 1,419,994 SH   SOLE   1,419,994 0 0
NABORS INDUSTRIES LTD SHS COM G6359F103 21,631 1,655,041 SH   SOLE   1,655,041 0 0
NIELSEN HLDGS PLC SHS EUR COM G6518L108 5,489 132,871 SH   SOLE   132,871 0 0
NORWEGIAN CRUISE LINE HLDGS SHS COM G66721104 7,675 151,291 SH   SOLE   151,291 0 0
OM ASSET MGMT PLC SHS COM G67506108 22,042 1,457,800 SH   SOLE   1,457,800 0 0
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 86,379 597,160 SH   SOLE   563,401 0 33,759
ROWAN COMPANIES PLC SHS CL A COM G7665A101 12,364 793,600 SH   SOLE   793,600 0 0
PENTAIR PLC SHS COM G7S00T104 28,427 452,800 SH   SOLE   452,800 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750 10/1 CV G81075AF3 12,427 12,450,000 PRN   SOLE   12,450,000 0 0
STERIS PLC SHS USD COM G84720104 54,134 779,358 SH   SOLE   740,374 0 38,984
TEXTAINER GROUP HOLDINGS LTD SHS COM G8766E109 9,607 627,939 SH   SOLE   627,939 0 0
TRITON INTL LTD CL A COM G9078F107 35,683 1,383,604 SH   SOLE   1,341,611 0 41,993
VALIDUS HOLDINGS LTD COM SHS COM G9319H102 87,382 1,549,606 SH   SOLE   1,481,244 0 68,362
XL GROUP LTD COM COM G98294104 141,225 3,543,033 SH   SOLE   3,543,033 0 0
CHUBB LIMITED COM COM H1467J104 203,042 1,490,215 SH   SOLE   1,458,495 0 31,720
CHUBB LIMITED COM COM H1467J104 218 1,600 SH   OTR   0 0 1,600
TRINSEO S A SHS COM L9340P101 64,895 967,145 SH   SOLE   916,766 0 50,379
KORNIT DIGITAL LTD SHS COM M6372Q113 33,935 1,776,717 SH   SOLE   1,734,302 0 42,415
KORNIT DIGITAL LTD SHS COM M6372Q113 2,267 118,696 SH   OTR   118,696 0 0
ORBOTECH LTD ORD COM M75253100 36,749 1,139,504 SH   SOLE   1,139,504 0 0
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 2,245 46,348 SH   SOLE   46,348 0 0
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 551 11,385 SH   OTR   11,385 0 0
WIX COM LTD SHS COM M98068105 97,493 1,435,838 SH   SOLE   1,400,070 0 35,768
ASML HOLDING N V N Y REGISTRY SHS ADR N07059210 6,501 48,950 SH   SOLE   48,950 0 0
FERRARI N V COM COM N3167Y103 6,261 84,203 SH   SOLE   84,203 0 0
INTERXION HOLDING N.V SHS COM N47279109 11,219 283,600 SH   SOLE   283,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 76,372 837,509 SH   SOLE   837,100 0 409
PATHEON N V SHS COM N6865W105 32,244 1,224,130 SH   SOLE   1,151,835 0 72,295
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 77,037 785,207 SH   SOLE   785,207 0 0
BROADCOM LTD SHS COM Y09827109 82,055 374,750 SH   SOLE   370,010 0 4,740
BROADCOM LTD SHS COM Y09827109 46 211 SH   OTR   0 0 211
INTERNATIONAL SEAWAYS INC COM COM Y41053102 3,811 199,300 SH   SOLE   199,300 0 0
NAVIGATOR HOLDINGS LTD SHS COM Y62132108 13,814 1,004,675 SH   SOLE   1,004,675 0 0
SCORPIO BULKERS INC COM COM Y7546A122 3,220 350,000 SH   SOLE   350,000 0 0