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 10,240 921,700 SH   SOLE   921,700 0 0
AK STL CORP NOTE 5.00011/1 CV 001546AP5 6,428 4,354,000 PRN   SOLE   4,354,000 0 0
AT&T INC COM COM 00206R102 261,541 6,931,919 SH   SOLE   6,837,015 0 94,904
AT&T INC COM COM 00206R102 148 3,912 SH   OTR   0 0 3,912
AZZ INC COM COM 002474104 2,009 36,000 SH   SOLE   36,000 0 0
ABBOTT LABS COM COM 002824100 192,635 3,962,874 SH   SOLE   3,890,804 0 72,070
ABBOTT LABS COM COM 002824100 187 3,844 SH   OTR   0 0 3,844
ABBVIE INC COM COM 00287Y109 118,990 1,641,018 SH   SOLE   1,641,018 0 0
ABIOMED INC COM COM 003654100 8,724 60,882 SH   SOLE   58,661 0 2,221
ACACIA COMMUNICATIONS INC COM COM 00401C108 5,404 130,318 SH   SOLE   124,861 0 5,457
ACCELERON PHARMA INC COM COM 00434H108 2,138 70,346 SH   SOLE   70,346 0 0
ACCELERON PHARMA INC COM COM 00434H108 535 17,597 SH   OTR   17,597 0 0
ACHAOGEN INC COM COM 004449104 7,566 348,181 SH   SOLE   348,181 0 0
ACHAOGEN INC COM COM 004449104 1,907 87,772 SH   OTR   87,772 0 0
ACTIVISION BLIZZARD INC COM COM 00507V109 22,517 391,117 SH   SOLE   391,117 0 0
ACXIOM CORP COM COM 005125109 76,259 2,935,310 SH   SOLE   2,751,038 0 184,272
ADOBE SYS INC COM COM 00724F101 32,928 232,808 SH   SOLE   232,808 0 0
ADTALEM GLOBAL ED INC COM COM 00737L103 12,704 334,756 SH   SOLE   334,756 0 0
AECOM COM COM 00766T100 67,287 2,081,245 SH   SOLE   1,959,836 0 121,409
ADVANCED MICRO DEVICES INC NOTE 2.125 9/0 CV 007903BD8 7,448 4,247,000 PRN   SOLE   4,247,000 0 0
ADVANCED DRAIN SYS INC DEL COM COM 00790R104 23,164 1,152,458 SH   SOLE   1,152,458 0 0
AEROVIRONMENT INC COM COM 008073108 3,642 95,350 SH   SOLE   95,350 0 0
AETNA INC NEW COM COM 00817Y108 79,765 525,359 SH   SOLE   507,501 0 17,858
AETNA INC NEW COM COM 00817Y108 110 726 SH   OTR   0 0 726
AGILENT TECHNOLOGIES INC COM COM 00846U101 55,043 928,054 SH   SOLE   928,054 0 0
AGIOS PHARMACEUTICALS INC COM COM 00847X104 13,733 266,910 SH   SOLE   255,691 0 11,219
AIR LEASE CORP CL A COM 00912X302 36,008 963,811 SH   SOLE   934,092 0 29,719
AIR LEASE CORP NOTE 3.87512/0 CV 00912XAK0 6,919 4,996,000 PRN   SOLE   4,996,000 0 0
AIR PRODS & CHEMS INC COM COM 009158106 9,342 65,300 SH   SOLE   65,300 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 8,551 392,595 SH   SOLE   392,595 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 2,142 98,362 SH   OTR   98,362 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 40,837 819,863 SH   SOLE   758,753 0 61,110
ALARM COM HLDGS INC COM COM 011642105 4,696 124,793 SH   SOLE   124,793 0 0
ALARM COM HLDGS INC COM COM 011642105 1,180 31,354 SH   OTR   31,354 0 0
ALASKA AIR GROUP INC COM COM 011659109 86,207 960,418 SH   SOLE   918,006 0 42,412
ALBEMARLE CORP COM COM 012653101 11,681 110,674 SH   SOLE   110,674 0 0
ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 32,674 271,217 SH   SOLE   271,217 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS ADR 01609W102 23,878 169,467 SH   SOLE   169,467 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 19,657 130,943 SH   SOLE   130,943 0 0
ALLETE INC COM NEW COM 018522300 6,702 93,493 SH   SOLE   93,493 0 0
ALLIANT ENERGY CORP COM COM 018802108 20,310 505,600 SH   SOLE   505,600 0 0
ALLISON TRANSMISSION HLDGS I COM COM 01973R101 49,148 1,310,258 SH   SOLE   1,255,753 0 54,505
ALLSTATE CORP COM COM 020002101 224,071 2,533,588 SH   SOLE   2,497,328 0 36,260
ALLSTATE CORP COM COM 020002101 135 1,524 SH   OTR   0 0 1,524
ALPHABET INC CAP STK CL A COM 02079K305 111,458 119,889 SH   SOLE   119,184 0 705
ALTERYX INC COM CL A COM 02156B103 5,148 263,715 SH   SOLE   263,715 0 0
ALTERYX INC COM CL A COM 02156B103 1,296 66,375 SH   OTR   66,375 0 0
ALTICE USA INC CL A COM 02156K103 12,436 385,000 SH   SOLE   385,000 0 0
ALTRA INDL MOTION CORP COM COM 02208R106 2,229 56,000 SH   SOLE   56,000 0 0
ALTRIA GROUP INC COM COM 02209S103 49,007 658,072 SH   SOLE   646,768 0 11,304
ALTRIA GROUP INC COM COM 02209S103 25 338 SH   OTR   0 0 338
AMAZON COM INC COM COM 023135106 114,126 117,899 SH   SOLE   117,899 0 0
AMERICAN AIRLS GROUP INC COM COM 02376R102 8,892 176,700 SH   SOLE   176,700 0 0
AMERICAN FINL GROUP INC OHIO COM COM 025932104 4,879 49,100 SH   SOLE   49,100 0 0
AMERICAN HOMES 4 RENT CL A COM 02665T306 4,945 219,100 SH   SOLE   219,100 0 0
AMERICAN INTL GROUP INC COM NEW COM 026874784 39,928 638,650 SH   SOLE   616,571 0 22,079
AMERICAN INTL GROUP INC COM NEW COM 026874784 59 949 SH   OTR   0 0 949
AMERICAN RLTY CAP PPTYS INC NOTE 3.000 8/0 CV 02917TAA2 101,933 101,363,000 PRN   SOLE   101,363,000 0 0
AMERICAN TOWER CORP NEW COM COM 03027X100 22,089 166,934 SH   SOLE   166,934 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE CVPFD 03027X407 40,301 332,434 SH   SOLE   332,434 0 0
AMERICAN WTR WKS CO INC NEW COM COM 030420103 68,692 881,230 SH   SOLE   808,470 0 72,760
AMERICAN WOODMARK CORP COM COM 030506109 3,108 32,525 SH   SOLE   32,525 0 0
AMERISAFE INC COM COM 03071H100 1,422 24,970 SH   SOLE   24,970 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 16,543 175,000 SH   SOLE   175,000 0 0
AMERIPRISE FINL INC COM COM 03076C106 96,639 759,200 SH   SOLE   759,200 0 0
AMERIS BANCORP COM COM 03076K108 2,652 55,025 SH   SOLE   55,025 0 0
AMETEK INC NEW COM COM 031100100 87,273 1,440,864 SH   SOLE   1,414,218 0 26,646
AMETEK INC NEW COM COM 031100100 78 1,288 SH   OTR   0 0 1,288
AMGEN INC COM COM 031162100 14,175 82,305 SH   SOLE   80,324 0 1,981
AMPHENOL CORP NEW CL A COM 032095101 45,870 621,372 SH   SOLE   569,452 0 51,920
ANADARKO PETE CORP COM COM 032511107 1,990 43,900 SH   SOLE   43,900 0 0
ANALOG DEVICES INC COM COM 032654105 21,518 276,576 SH   SOLE   276,576 0 0
ANTHEM INC UNIT 05/01/20188 CVPFD 036752202 35,870 679,101 SH   SOLE   679,101 0 0
APARTMENT INVT & MGMT CO CL A COM 03748R101 23,487 546,600 SH   SOLE   546,600 0 0
APOGEE ENTERPRISES INC COM COM 037598109 22,356 393,309 SH   SOLE   376,903 0 16,406
APPIAN CORP CL A COM 03782L101 6,510 358,686 SH   SOLE   358,686 0 0
APPIAN CORP CL A COM 03782L101 1,624 89,503 SH   OTR   89,503 0 0
APPLE INC COM COM 037833100 332,755 2,310,480 SH   SOLE   2,296,323 0 14,157
APPLE INC COM COM 037833100 99 686 SH   OTR   0 0 686
APPLIED MATLS INC COM COM 038222105 50,209 1,215,413 SH   SOLE   1,215,413 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 11,023 178,390 SH   SOLE   178,390 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 2,140 34,630 SH   OTR   34,630 0 0
APTARGROUP INC COM COM 038336103 88,069 1,013,917 SH   SOLE   956,039 0 57,878
AQUA AMERICA INC COM COM 03836W103 17,807 534,744 SH   SOLE   534,744 0 0
ARAMARK COM COM 03852U106 73,932 1,804,100 SH   SOLE   1,726,930 0 77,170
ARCHER DANIELS MIDLAND CO COM COM 039483102 101,004 2,440,900 SH   SOLE   2,440,900 0 0
ARISTA NETWORKS INC COM COM 040413106 44,231 295,287 SH   SOLE   295,287 0 0
ASTORIA FINL CORP COM COM 046265104 19,999 992,500 SH   SOLE   992,500 0 0
AT HOME GROUP INC COM COM 04650Y100 2,653 113,912 SH   SOLE   113,912 0 0
AT HOME GROUP INC COM COM 04650Y100 667 28,620 SH   OTR   28,620 0 0
ATKORE INTL GROUP INC COM COM 047649108 25,989 1,152,519 SH   SOLE   1,152,519 0 0
AUTOMATIC DATA PROCESSING IN COM COM 053015103 16,855 164,500 SH   SOLE   164,500 0 0
AUTOZONE INC COM COM 053332102 6,174 10,822 SH   SOLE   10,822 0 0
AVALONBAY CMNTYS INC COM COM 053484101 52,914 275,350 SH   SOLE   275,350 0 0
AVERY DENNISON CORP COM COM 053611109 29,790 337,100 SH   SOLE   337,100 0 0
AVEXIS INC COM COM 05366U100 20,614 250,902 SH   SOLE   240,509 0 10,393
AZUL S A SPONSR ADR PFD ADR 05501U106 14,785 701,356 SH   SOLE   701,356 0 0
B & G FOODS INC NEW COM COM 05508R106 25,526 717,019 SH   SOLE   717,019 0 0
BAKER HUGHES INC COM COM 057224107 2,933 53,800 SH   SOLE   53,800 0 0
BALL CORP COM COM 058498106 7,855 186,093 SH   SOLE   186,093 0 0
BANK AMER CORP COM COM 060505104 130,325 5,371,999 SH   SOLE   5,203,394 0 168,605
BANK AMER CORP COM COM 060505104 138 5,672 SH   OTR   0 0 5,672
BANK HAWAII CORP COM COM 062540109 68,370 824,035 SH   SOLE   756,203 0 67,832
BARD C R INC COM COM 067383109 5,549 17,554 SH   SOLE   17,554 0 0
BAXTER INTL INC COM COM 071813109 12,741 210,457 SH   SOLE   210,457 0 0
BEACON ROOFING SUPPLY INC COM COM 073685109 91,807 1,873,615 SH   SOLE   1,756,013 0 117,602
BECTON DICKINSON & CO COM COM 075887109 15,472 79,300 SH   SOLE   79,300 0 0
BECTON DICKINSON & CO PFD SHS CONV A CVPFD 075887208 24,019 438,458 SH   SOLE   438,458 0 0
BELDEN INC COM COM 077454106 85,703 1,136,189 SH   SOLE   1,043,444 0 92,745
BEMIS INC COM COM 081437105 3,201 69,200 SH   SOLE   69,200 0 0
BENEFITFOCUS INC COM COM 08180D106 463 12,751 SH   SOLE   12,751 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 5,691 33,600 SH   SOLE   33,600 0 0
BERRY GLOBAL GROUP INC COM COM 08579W103 83,534 1,465,256 SH   SOLE   1,371,124 0 94,132
BEST BUY INC COM COM 086516101 74,076 1,292,100 SH   SOLE   1,292,100 0 0
BIO TECHNE CORP COM COM 09073M104 38,455 327,274 SH   SOLE   300,373 0 26,901
BLACK HILLS CORP COM COM 092113109 90,166 1,336,388 SH   SOLE   1,269,959 0 66,429
BLACK HILLS CORP UNIT 99/99/9999 CVPFD 092113125 24,017 324,950 SH   SOLE   324,950 0 0
BLACKBAUD INC COM COM 09227Q100 12,284 143,250 SH   SOLE   143,250 0 0
BLACKLINE INC COM COM 09239B109 23,342 653,096 SH   SOLE   625,845 0 27,251
BLACKROCK INC COM COM 09247X101 76,093 180,141 SH   SOLE   180,141 0 0
BLOCK H & R INC COM COM 093671105 45,101 1,459,100 SH   SOLE   1,459,100 0 0
BLUEPRINT MEDICINES CORP COM COM 09627Y109 85,580 1,688,977 SH   SOLE   1,650,487 0 38,490
BLUEPRINT MEDICINES CORP COM COM 09627Y109 2,037 40,192 SH   OTR   40,192 0 0
BOEING CO COM COM 097023105 17,402 88,000 SH   SOLE   88,000 0 0
BONANZA CREEK ENERGY INC COM NEW COM 097793400 14,207 448,030 SH   SOLE   448,030 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A COM 099502106 95,315 2,929,165 SH   SOLE   2,737,322 0 191,843
BOSTON PROPERTIES INC COM COM 101121101 52,846 429,569 SH   SOLE   414,699 0 14,870
BOSTON PROPERTIES INC COM COM 101121101 94 765 SH   OTR   0 0 765
BOSTON SCIENTIFIC CORP COM COM 101137107 40,404 1,457,573 SH   SOLE   1,405,752 0 51,821
BOSTON SCIENTIFIC CORP COM COM 101137107 56 2,017 SH   OTR   0 0 2,017
BRIDGE BANCORP INC COM COM 108035106 2,920 87,691 SH   SOLE   87,691 0 0
BRIDGE BANCORP INC COM COM 108035106 730 21,932 SH   OTR   21,932 0 0
BRIGHT HORIZONS FAM SOL IN D COM COM 109194100 11,999 155,411 SH   SOLE   155,411 0 0
BRISTOL MYERS SQUIBB CO COM COM 110122108 33,089 593,847 SH   SOLE   593,847 0 0
BRIXMOR PPTY GROUP INC COM COM 11120U105 22,453 1,255,771 SH   SOLE   1,255,771 0 0
BROOKDALE SR LIVING INC NOTE 2.750 6/1 CV 112463AA2 5,974 6,000,000 PRN   SOLE   6,000,000 0 0
BROWN FORMAN CORP CL B COM 115637209 18,378 378,141 SH   SOLE   378,141 0 0
BRUNSWICK CORP COM COM 117043109 13,583 216,534 SH   SOLE   216,534 0 0
BRYN MAWR BK CORP COM COM 117665109 5,238 123,252 SH   SOLE   123,252 0 0
BRYN MAWR BK CORP COM COM 117665109 1,312 30,859 SH   OTR   30,859 0 0
BUILDERS FIRSTSOURCE INC COM COM 12008R107 38,238 2,495,938 SH   SOLE   2,403,039 0 92,899
BUILDERS FIRSTSOURCE INC COM COM 12008R107 1,038 67,782 SH   OTR   67,782 0 0
BURLINGTON STORES INC COM COM 122017106 33,357 362,615 SH   SOLE   350,439 0 12,176
BURLINGTON STORES INC COM COM 122017106 16 175 SH   OTR   0 0 175
BYLINE BANCORP INC COM COM 124411109 8,371 417,486 SH   SOLE   417,486 0 0
BYLINE BANCORP INC COM COM 124411109 609 30,367 SH   OTR   30,367 0 0
CAI INTERNATIONAL INC COM COM 12477X106 1,864 79,000 SH   SOLE   79,000 0 0
CBOE HLDGS INC COM COM 12503M108 6,960 76,148 SH   SOLE   76,148 0 0
CF INDS HLDGS INC COM COM 125269100 3,574 127,837 SH   SOLE   127,837 0 0
CIGNA CORPORATION COM COM 125509109 7,298 43,600 SH   SOLE   43,600 0 0
CIT GROUP INC COM NEW COM 125581801 48,410 994,038 SH   SOLE   994,038 0 0
CMS ENERGY CORP COM COM 125896100 91,762 1,984,047 SH   SOLE   1,864,525 0 119,522
CSX CORP COM COM 126408103 135,229 2,478,543 SH   SOLE   2,450,565 0 27,978
CSX CORP COM COM 126408103 69 1,256 SH   OTR   0 0 1,256
CSRA INC COM COM 12650T104 33,411 1,052,310 SH   SOLE   1,052,310 0 0
CVS HEALTH CORP COM COM 126650100 52,294 649,944 SH   SOLE   643,361 0 6,583
CVS HEALTH CORP COM COM 126650100 22 270 SH   OTR   0 0 270
CABOT OIL & GAS CORP COM COM 127097103 18,048 719,600 SH   SOLE   719,600 0 0
CADENCE BANCORPORATION CL A COM 12739A100 5,307 242,573 SH   SOLE   232,111 0 10,462
CALAMP CORP NOTE 1.625 5/1 CV 128126AB5 5,119 5,000,000 PRN   SOLE   5,000,000 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 5,916 398,395 SH   SOLE   398,395 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 1,476 99,416 SH   OTR   99,416 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG COM 135086106 43,614 2,208,283 SH   SOLE   2,136,556 0 71,727
CAPITAL ONE FINL CORP COM COM 14040H105 12,393 150,000 SH   SOLE   150,000 0 0
CAPSTAR FINL HLDGS INC COM COM 14070T102 2,258 127,280 SH   SOLE   127,280 0 0
CAPSTAR FINL HLDGS INC COM COM 14070T102 569 32,065 SH   OTR   32,065 0 0
CARDINAL HEALTH INC COM COM 14149Y108 96,075 1,233,000 SH   SOLE   1,233,000 0 0
CARE COM INC COM COM 141633107 8,242 545,822 SH   SOLE   545,822 0 0
CARE COM INC COM COM 141633107 2,071 137,138 SH   OTR   137,138 0 0
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 74,003 1,128,605 SH   SOLE   1,089,002 0 39,603
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 118 1,799 SH   OTR   0 0 1,799
CARRIZO OIL & GAS INC COM COM 144577103 46,322 2,659,107 SH   SOLE   2,500,123 0 158,984
CARTER INC COM COM 146229109 6,468 72,715 SH   SOLE   72,715 0 0
CATERPILLAR INC DEL COM COM 149123101 79,052 735,641 SH   SOLE   730,992 0 4,649
CATERPILLAR INC DEL COM COM 149123101 54 504 SH   OTR   0 0 504
CAVCO INDS INC DEL COM COM 149568107 3,818 29,448 SH   SOLE   29,448 0 0
CAVCO INDS INC DEL COM COM 149568107 962 7,418 SH   OTR   7,418 0 0
CAVIUM INC COM COM 14964U108 20,379 328,011 SH   SOLE   314,440 0 13,571
CELGENE CORP COM COM 151020104 44,844 345,302 SH   SOLE   341,702 0 3,600
CENTENE CORP DEL COM COM 15135B101 10,674 133,630 SH   SOLE   133,630 0 0
CENTENNIAL RESOURCE DEV INC CL A COM 15136A102 22,984 1,452,871 SH   SOLE   1,452,871 0 0
CENTERPOINT ENERGY INC COM COM 15189T107 7,864 287,200 SH   SOLE   287,200 0 0
CENTERSTATE BANKS INC COM COM 15201P109 30,356 1,221,097 SH   SOLE   1,187,162 0 33,935
CENTERSTATE BANKS INC COM COM 15201P109 2,599 104,527 SH   OTR   104,527 0 0
CENTURY ALUM CO COM COM 156431108 28,170 1,808,095 SH   SOLE   1,808,095 0 0
CENTURYLINK INC COM COM 156700106 4,929 206,400 SH   SOLE   206,400 0 0
CEVA INC COM COM 157210105 58,385 1,284,602 SH   SOLE   1,256,179 0 28,423
CEVA INC COM COM 157210105 2,263 49,782 SH   OTR   49,782 0 0
CHARLES RIV LABS INTL INC COM COM 159864107 65,915 651,652 SH   SOLE   611,465 0 40,187
CHARTER COMMUNICATIONS INC N CL A COM 16119P108 12,653 37,564 SH   SOLE   37,564 0 0
CHASE CORP COM COM 16150R104 4,567 42,800 SH   SOLE   42,800 0 0
CHEESECAKE FACTORY INC COM COM 163072101 12,414 246,800 SH   SOLE   246,800 0 0
CHEGG INC COM COM 163092109 23,626 1,922,366 SH   SOLE   1,874,663 0 47,703
CHEGG INC COM COM 163092109 2,402 195,414 SH   OTR   195,414 0 0
CHEMICAL FINL CORP COM COM 163731102 73,396 1,516,143 SH   SOLE   1,456,389 0 59,754
CHENIERE ENERGY INC COM NEW COM 16411R208 4,491 92,200 SH   SOLE   92,200 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 3,822 51,000 SH   SOLE   51,000 0 0
CHEVRON CORP NEW COM COM 166764100 411,879 3,947,849 SH   SOLE   3,908,572 0 39,277
CHEVRON CORP NEW COM COM 166764100 166 1,592 SH   OTR   0 0 1,592
CHINA RAPID FIN LTD SPONSORED ADR ADR 16953Q105 4,112 718,952 SH   SOLE   718,952 0 0
CHIPOTLE MEXICAN GRILL INC COM COM 169656105 10,887 26,164 SH   SOLE   26,164 0 0
CHOICE HOTELS INTL INC COM COM 169905106 19,599 305,038 SH   SOLE   305,038 0 0
CHURCH & DWIGHT INC COM COM 171340102 6,519 125,650 SH   SOLE   125,650 0 0
CIMAREX ENERGY CO COM COM 171798101 70,419 749,055 SH   SOLE   715,556 0 33,499
CINEMARK HOLDINGS INC COM COM 17243V102 8,856 227,941 SH   SOLE   227,941 0 0
CIRRUS LOGIC INC COM COM 172755100 22,401 357,152 SH   SOLE   342,201 0 14,951
CISCO SYS INC COM COM 17275R102 190,277 6,079,133 SH   SOLE   6,008,370 0 70,763
CISCO SYS INC COM COM 17275R102 113 3,609 SH   OTR   0 0 3,609
CINTAS CORP COM COM 172908105 8,186 64,945 SH   SOLE   64,945 0 0
CITIGROUP INC COM NEW COM 172967424 142,061 2,124,124 SH   SOLE   2,052,918 0 71,206
CITIGROUP INC COM NEW COM 172967424 168 2,506 SH   OTR   0 0 2,506
CITIZENS FINL GROUP INC COM COM 174610105 316,489 8,870,214 SH   SOLE   8,693,325 0 176,889
CITIZENS FINL GROUP INC COM COM 174610105 127 3,562 SH   OTR   0 0 3,562
CLOROX CO DEL COM COM 189054109 70,920 532,272 SH   SOLE   524,041 0 8,231
CLOROX CO DEL COM COM 189054109 46 345 SH   OTR   0 0 345
CLOUDERA INC COM COM 18914U100 6,979 435,621 SH   SOLE   417,629 0 17,992
CLOVIS ONCOLOGY INC COM COM 189464100 54,249 579,397 SH   SOLE   560,860 0 18,537
CLOVIS ONCOLOGY INC NOTE 2.500 9/1 CV 189464AB6 30,967 18,243,000 PRN   SOLE   18,243,000 0 0
COCA COLA CO COM COM 191216100 137,808 3,072,649 SH   SOLE   3,042,648 0 30,001
COCA COLA CO COM COM 191216100 48 1,067 SH   OTR   0 0 1,067
COGNEX CORP COM COM 192422103 56,861 669,743 SH   SOLE   656,023 0 13,720
COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 2,390 36,000 SH   SOLE   36,000 0 0
COHERENT INC COM COM 192479103 20,765 92,292 SH   SOLE   88,473 0 3,819
COHERUS BIOSCIENCES INC COM COM 19249H103 2,593 180,671 SH   SOLE   180,671 0 0
COHERUS BIOSCIENCES INC COM COM 19249H103 645 44,921 SH   OTR   44,921 0 0
COLGATE PALMOLIVE CO COM COM 194162103 39,847 537,523 SH   SOLE   518,943 0 18,580
COLGATE PALMOLIVE CO COM COM 194162103 86 1,158 SH   OTR   0 0 1,158
COLONY STARWOOD HOMES COM COM 19625X102 11,590 337,800 SH   SOLE   337,800 0 0
COLUMBIA BKG SYS INC COM COM 197236102 13,891 348,576 SH   SOLE   334,135 0 14,441
COMCAST CORP NEW CL A COM 20030N101 102,995 2,646,335 SH   SOLE   2,585,355 0 60,980
COMCAST CORP NEW CL A COM 20030N101 124 3,181 SH   OTR   0 0 3,181
COMERICA INC COM COM 200340107 69,787 952,848 SH   SOLE   928,521 0 24,327
COMERICA INC COM COM 200340107 88 1,206 SH   OTR   0 0 1,206
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A ADR 20440T201 8,809 450,585 SH   SOLE   450,585 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR ADR 20441A102 12,385 1,300,945 SH   SOLE   1,300,945 0 0
CONCHO RES INC COM COM 20605P101 19,056 156,800 SH   SOLE   156,800 0 0
CONDUENT INC COM COM 206787103 95,228 5,974,165 SH   SOLE   5,734,742 0 239,423
CONMED CORP COM COM 207410101 13,776 270,430 SH   SOLE   270,430 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 4,124 74,300 SH   SOLE   74,300 0 0
CONOCOPHILLIPS COM COM 20825C104 117,368 2,669,874 SH   SOLE   2,631,556 0 38,318
CONOCOPHILLIPS COM COM 20825C104 68 1,554 SH   OTR   0 0 1,554
CONSOLIDATED EDISON INC COM COM 209115104 50,230 621,500 SH   SOLE   621,500 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 43,914 226,675 SH   SOLE   226,675 0 0
CONTINENTAL RESOURCES INC COM COM 212015101 3,724 115,200 SH   SOLE   115,200 0 0
CONTROL4 CORP COM COM 21240D107 12,557 640,313 SH   SOLE   640,313 0 0
CONTROL4 CORP COM COM 21240D107 3,150 160,651 SH   OTR   160,651 0 0
COOPER COS INC COM NEW COM 216648402 97,164 405,831 SH   SOLE   371,715 0 34,116
CORCEPT THERAPEUTICS INC COM COM 218352102 5,329 451,617 SH   SOLE   451,617 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 1,343 113,773 SH   OTR   113,773 0 0
CORESITE RLTY CORP COM COM 21870Q105 17,807 172,000 SH   SOLE   172,000 0 0
CORNING INC COM COM 219350105 41,455 1,379,532 SH   SOLE   1,349,430 0 30,102
COSTCO WHSL CORP NEW COM COM 22160K105 29,347 183,500 SH   SOLE   183,500 0 0
COSTAR GROUP INC COM COM 22160N109 8,212 31,155 SH   SOLE   31,155 0 0
COTT CORP QUE COM COM 22163N106 22,331 1,546,464 SH   SOLE   1,546,464 0 0
COTIVITI HLDGS INC COM COM 22164K101 12,647 340,524 SH   SOLE   326,417 0 14,107
CRACKER BARREL OLD CTRY STOR COM COM 22410J106 9,349 55,900 SH   SOLE   55,900 0 0
CTRIP COM INTL LTD NOTE 1.000 7/0 CV 22943FAF7 6,581 5,689,000 PRN   SOLE   5,689,000 0 0
CTRIP COM INTL LTD NOTE 1.990 7/0 CV 22943FAH3 13,454 11,000,000 PRN   SOLE   11,000,000 0 0
CULLEN FROST BANKERS INC COM COM 229899109 3,371 35,900 SH   SOLE   35,900 0 0
CUMMINS INC COM COM 231021106 108,249 667,300 SH   SOLE   667,300 0 0
D R HORTON INC COM COM 23331A109 5,704 165,000 SH   SOLE   165,000 0 0
DTE ENERGY CO UNIT 99/99/9999 CVPFD 233331883 9,873 180,000 SH   SOLE   180,000 0 0
DXP ENTERPRISES INC NEW COM NEW COM 233377407 2,414 69,972 SH   SOLE   69,972 0 0
DXP ENTERPRISES INC NEW COM NEW COM 233377407 608 17,614 SH   OTR   17,614 0 0
DXC TECHNOLOGY CO COM COM 23355L106 11,511 150,036 SH   SOLE   150,036 0 0
DAVE & BUSTERS ENTMT INC COM COM 238337109 99,219 1,491,784 SH   SOLE   1,470,450 0 21,334
DEERE & CO COM COM 244199105 42,428 343,300 SH   SOLE   343,300 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 8,163 593,701 SH   SOLE   593,701 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 2,051 149,167 SH   OTR   149,167 0 0
DELTA AIR LINES INC DEL COM NEW COM 247361702 44,369 825,629 SH   SOLE   796,159 0 29,470
DELTA AIR LINES INC DEL COM NEW COM 247361702 57 1,056 SH   OTR   0 0 1,056
DENNYS CORP COM COM 24869P104 18,092 1,537,141 SH   SOLE   1,537,141 0 0
DENTSPLY SIRONA INC COM COM 24906P109 45,185 696,865 SH   SOLE   696,865 0 0
DEVON ENERGY CORP NEW COM COM 25179M103 49,850 1,559,276 SH   SOLE   1,510,020 0 49,256
DEVON ENERGY CORP NEW COM COM 25179M103 63 1,958 SH   OTR   0 0 1,958
DEXCOM INC COM COM 252131107 7,349 100,458 SH   SOLE   100,458 0 0
DIAMONDROCK HOSPITALITY CO COM COM 252784301 12,002 1,096,041 SH   SOLE   1,096,041 0 0
DIAMONDBACK ENERGY INC COM COM 25278X109 11,813 133,018 SH   SOLE   133,018 0 0
DICKS SPORTING GOODS INC COM COM 253393102 8,336 209,300 SH   SOLE   209,300 0 0
DIGITAL RLTY TR INC COM COM 253868103 7,500 66,400 SH   SOLE   66,400 0 0
DISNEY WALT CO COM DISNEY COM 254687106 60,482 569,238 SH   SOLE   551,480 0 17,758
DISNEY WALT CO COM DISNEY COM 254687106 72 675 SH   OTR   0 0 675
DISCOVER FINL SVCS COM COM 254709108 104,302 1,677,145 SH   SOLE   1,659,572 0 17,573
DISCOVER FINL SVCS COM COM 254709108 53 849 SH   OTR   0 0 849
DOLLAR GEN CORP NEW COM COM 256677105 8,744 121,297 SH   SOLE   121,297 0 0
DOLLAR TREE INC COM COM 256746108 6,138 87,780 SH   SOLE   87,780 0 0
DOMINION ENERGY INC COM COM 25746U109 85,849 1,120,300 SH   SOLE   1,120,300 0 0
DONNELLEY FINL SOLUTIONS INC COM COM 25787G100 18,079 787,399 SH   SOLE   787,399 0 0
DOVER CORP COM COM 260003108 101,430 1,264,397 SH   SOLE   1,243,115 0 21,282
DOVER CORP COM COM 260003108 112 1,395 SH   OTR   0 0 1,395
DOW CHEM CO COM COM 260543103 149,462 2,369,783 SH   SOLE   2,316,386 0 53,397
DOW CHEM CO COM COM 260543103 142 2,253 SH   OTR   0 0 2,253
DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 62,000 680,500 SH   SOLE   680,500 0 0
DUKE REALTY CORP COM NEW COM 264411505 83,121 2,973,900 SH   SOLE   2,973,900 0 0
DUKE ENERGY CORP NEW COM NEW COM 26441C204 126,308 1,511,042 SH   SOLE   1,478,508 0 32,534
DUKE ENERGY CORP NEW COM NEW COM 26441C204 125 1,493 SH   OTR   0 0 1,493
DYCOM INDS INC COM COM 267475101 17,379 194,134 SH   SOLE   194,134 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 6,211 643,661 SH   SOLE   643,661 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 1,566 162,259 SH   OTR   162,259 0 0
EL POLLO LOCO HLDGS INC COM COM 268603107 16,656 1,202,580 SH   SOLE   1,202,580 0 0
EOG RES INC COM COM 26875P101 68,604 757,883 SH   SOLE   731,797 0 26,086
EOG RES INC COM COM 26875P101 108 1,194 SH   OTR   0 0 1,194
EQT CORP COM COM 26884L109 40,850 697,211 SH   SOLE   644,384 0 52,827
E TRADE FINANCIAL CORP COM NEW COM 269246401 48,076 1,264,147 SH   SOLE   1,264,147 0 0
EAGLE MATERIALS INC COM COM 26969P108 26,066 282,037 SH   SOLE   270,212 0 11,825
EAST WEST BANCORP INC COM COM 27579R104 215,219 3,673,926 SH   SOLE   3,492,290 0 181,636
EAST WEST BANCORP INC COM COM 27579R104 131 2,239 SH   OTR   0 0 2,239
EASTMAN CHEM CO COM COM 277432100 116,591 1,388,156 SH   SOLE   1,388,156 0 0
EATON VANCE CORP COM NON VTG COM 278265103 14,447 305,300 SH   SOLE   305,300 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500 5/0 CV 27875TAA9 9,768 10,149,000 PRN   SOLE   10,149,000 0 0
ECOLAB INC COM COM 278865100 23,656 178,200 SH   SOLE   178,200 0 0
EDISON INTL COM COM 281020107 87,385 1,117,600 SH   SOLE   1,117,600 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 9,899 83,718 SH   SOLE   83,718 0 0
8X8 INC NEW COM COM 282914100 2,402 165,078 SH   SOLE   165,078 0 0
8X8 INC NEW COM COM 282914100 605 41,588 SH   OTR   41,588 0 0
EL PASO ELEC CO COM NEW COM 283677854 18,059 349,309 SH   SOLE   349,309 0 0
ELDORADO RESORTS INC COM COM 28470R102 6,888 344,400 SH   SOLE   344,400 0 0
EMCOR GROUP INC COM COM 29084Q100 18,618 284,769 SH   SOLE   284,769 0 0
ENBRIDGE INC NOTE 6.000 1/1 CV 29250NAN5 4,820 4,585,000 PRN   SOLE   4,585,000 0 0
ENVISION HEALTHCARE CORP COM COM 29414D100 82,808 1,321,328 SH   SOLE   1,277,121 0 44,207
EPIZYME INC COM COM 29428V104 7,768 514,418 SH   SOLE   514,418 0 0
EPIZYME INC COM COM 29428V104 1,958 129,663 SH   OTR   129,663 0 0
ESPERION THERAPEUTICS INC NE COM COM 29664W105 5,137 110,996 SH   SOLE   110,996 0 0
ESPERION THERAPEUTICS INC NE COM COM 29664W105 1,295 27,981 SH   OTR   27,981 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 26,478 279,303 SH   SOLE   267,845 0 11,458
ETHAN ALLEN INTERIORS INC COM COM 297602104 15,088 467,118 SH   SOLE   467,118 0 0
EURONET WORLDWIDE INC COM COM 298736109 6,612 75,682 SH   SOLE   75,682 0 0
EURONET WORLDWIDE INC NOTE 1.50010/0 CV 298736AH2 7,178 5,597,000 PRN   SOLE   5,597,000 0 0
EVERCORE PARTNERS INC CLASS A COM 29977A105 36,616 519,374 SH   SOLE   497,633 0 21,741
EVERBRIDGE INC COM COM 29978A104 9,401 385,927 SH   SOLE   385,927 0 0
EVERBRIDGE INC COM COM 29978A104 2,370 97,287 SH   OTR   97,287 0 0
EVERSOURCE ENERGY COM COM 30040W108 78,534 1,293,600 SH   SOLE   1,293,600 0 0
EXACT SCIENCES CORP COM COM 30063P105 83,357 2,356,706 SH   SOLE   2,287,638 0 69,068
EXELON CORP COM COM 30161N101 20,087 556,900 SH   SOLE   556,900 0 0
EXELIXIS INC COM COM 30161Q104 71,593 2,906,720 SH   SOLE   2,873,067 0 33,653
EXPEDIA INC DEL COM NEW COM 30212P303 11,277 75,712 SH   SOLE   75,712 0 0
EXPEDITORS INTL WASH INC COM COM 302130109 7,331 129,800 SH   SOLE   129,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B COM 30224P200 37,438 1,933,798 SH   SOLE   1,867,778 0 66,020
EXXON MOBIL CORP COM COM 30231G102 176,645 2,188,093 SH   SOLE   2,133,653 0 54,440
EXXON MOBIL CORP COM COM 30231G102 190 2,358 SH   OTR   0 0 2,358
F M C CORP COM NEW COM 302491303 33,700 461,329 SH   SOLE   461,329 0 0
FB FINL CORP COM COM 30257X104 3,700 102,237 SH   SOLE   102,237 0 0
FACEBOOK INC CL A COM 30303M102 105,451 698,443 SH   SOLE   698,443 0 0
FARMER BROS CO COM COM 307675108 334 11,042 SH   SOLE   11,042 0 0
FASTENAL CO COM COM 311900104 9,725 223,400 SH   SOLE   223,400 0 0
FERRO CORP COM COM 315405100 5,570 304,553 SH   SOLE   304,553 0 0
FERRO CORP COM COM 315405100 1,385 75,724 SH   OTR   75,724 0 0
FIDELITY NATL INFORMATION SV COM COM 31620M106 127,177 1,489,192 SH   SOLE   1,408,277 0 80,915
FIDELITY NATL INFORMATION SV COM COM 31620M106 90 1,050 SH   OTR   0 0 1,050
FIDELITY NATIONAL FINANCIAL FNF GROUP COM COM 31620R303 13,449 300,000 SH   SOLE   300,000 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250 8/1 CV 31620RAE5 26,744 10,626,000 PRN   SOLE   10,626,000 0 0
FIFTH THIRD BANCORP COM COM 316773100 5,114 197,000 SH   SOLE   197,000 0 0
FIREEYE INC COM COM 31816Q101 55,407 3,642,776 SH   SOLE   3,404,278 0 238,498
FIRST HORIZON NATL CORP COM COM 320517105 74,388 4,270,239 SH   SOLE   3,977,012 0 293,227
FIRST INDUSTRIAL REALTY TRUS COM COM 32054K103 28,385 991,782 SH   SOLE   991,782 0 0
FIRST MERCHANTS CORP COM COM 320817109 53,387 1,330,015 SH   SOLE   1,330,015 0 0
FIRST REP BK SAN FRANCISCO C COM COM 33616C100 34,521 344,869 SH   SOLE   344,869 0 0
FIRST SOLAR INC COM COM 336433107 15,099 378,623 SH   SOLE   378,623 0 0
FIRSTENERGY CORP COM COM 337932107 4,800 164,600 SH   SOLE   164,600 0 0
FIVE9 INC COM COM 338307101 49,247 2,288,448 SH   SOLE   2,216,031 0 72,417
FIVE9 INC COM COM 338307101 2,803 130,269 SH   OTR   130,269 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 1,397 46,408 SH   SOLE   46,408 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 350 11,621 SH   OTR   11,621 0 0
FLOOR & DECOR HLDGS INC CL A COM 339750101 13,807 351,683 SH   SOLE   337,114 0 14,569
FLUOR CORP NEW COM COM 343412102 27,357 597,583 SH   SOLE   597,583 0 0
FLOWERS FOODS INC COM COM 343498101 8,040 464,500 SH   SOLE   464,500 0 0
FOOT LOCKER INC COM COM 344849104 16,869 342,300 SH   SOLE   342,300 0 0
FORD MTR CO DEL COM PAR $0.01 COM 345370860 96,125 8,590,300 SH   SOLE   8,590,300 0 0
FORTIVE CORP COM COM 34959J108 17,098 269,894 SH   SOLE   269,894 0 0
FORTUNE BRANDS HOME & SEC IN COM COM 34964C106 11,962 183,353 SH   SOLE   183,353 0 0
FOUNDATION MEDICINE INC COM COM 350465100 21,194 533,184 SH   SOLE   518,875 0 14,309
FOUNDATION MEDICINE INC COM COM 350465100 1,830 46,041 SH   OTR   46,041 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 5,007 140,637 SH   SOLE   140,637 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 1,258 35,335 SH   OTR   35,335 0 0
FREEPORT-MCMORAN INC CL B COM 35671D857 24,690 2,055,772 SH   SOLE   2,055,772 0 0
FRESHPET INC COM COM 358039105 7,470 450,000 SH   SOLE   450,000 0 0
FRONTIER COMMUNICATIONS CORP COM COM 35906A108 3,196 2,755,300 SH   SOLE   2,755,300 0 0
GGP INC COM COM 36174X101 63,565 2,698,000 SH   SOLE   2,698,000 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 23,106 403,600 SH   SOLE   403,600 0 0
GENERAL DYNAMICS CORP COM COM 369550108 172,739 871,978 SH   SOLE   852,956 0 19,022
GENERAL DYNAMICS CORP COM COM 369550108 221 1,114 SH   OTR   0 0 1,114
GENERAL ELECTRIC CO COM COM 369604103 108,198 4,005,859 SH   SOLE   3,939,456 0 66,403
GENERAL ELECTRIC CO COM COM 369604103 94 3,470 SH   OTR   0 0 3,470
GENERAL MLS INC COM COM 370334104 38,542 695,700 SH   SOLE   695,700 0 0
GENESEE & WYO INC CL A COM 371559105 56,007 818,940 SH   SOLE   762,689 0 56,251
GENOMIC HEALTH INC COM COM 37244C101 3,683 113,155 SH   SOLE   113,155 0 0
GENOMIC HEALTH INC COM COM 37244C101 919 28,237 SH   OTR   28,237 0 0
GENUINE PARTS CO COM COM 372460105 10,556 113,800 SH   SOLE   113,800 0 0
GIBRALTAR INDS INC COM COM 374689107 13,423 376,529 SH   SOLE   376,529 0 0
GIGAMON INC COM COM 37518B102 9,070 230,500 SH   SOLE   230,500 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 14,168 386,985 SH   SOLE   370,796 0 16,189
GLAUKOS CORP COM COM 377322102 32,555 785,018 SH   SOLE   756,027 0 28,991
GLAUKOS CORP COM COM 377322102 1,079 26,015 SH   OTR   26,015 0 0
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 13,431 491,073 SH   SOLE   475,321 0 15,752
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 781 28,549 SH   OTR   28,549 0 0
GLOBAL PMTS INC COM COM 37940X102 37,973 420,429 SH   SOLE   414,625 0 5,804
GOLDMAN SACHS GROUP INC COM COM 38141G104 41,825 188,486 SH   SOLE   181,875 0 6,611
GOLDMAN SACHS GROUP INC COM COM 38141G104 84 377 SH   OTR   0 0 377
GRACO INC COM COM 384109104 12,054 110,300 SH   SOLE   110,300 0 0
GRAINGER W W INC COM COM 384802104 8,142 45,100 SH   SOLE   45,100 0 0
GRAPHIC PACKAGING HLDG CO COM COM 388689101 35,160 2,551,500 SH   SOLE   2,551,500 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 41,949 1,432,668 SH   SOLE   1,432,668 0 0
GREENHILL & CO INC COM COM 395259104 2,109 104,935 SH   SOLE   104,935 0 0
GREENHILL & CO INC COM COM 395259104 526 26,185 SH   OTR   26,185 0 0
GRUBHUB INC COM COM 400110102 19,789 453,867 SH   SOLE   434,929 0 18,938
HCP INC COM COM 40414L109 3,813 119,300 SH   SOLE   119,300 0 0
HP INC COM COM 40434L105 24,281 1,389,100 SH   SOLE   1,389,100 0 0
HALLIBURTON CO COM COM 406216101 48,112 1,126,492 SH   SOLE   1,087,407 0 39,085
HALLIBURTON CO COM COM 406216101 74 1,723 SH   OTR   0 0 1,723
HAMILTON LANE INC CL A COM 407497106 4,271 194,232 SH   SOLE   190,849 0 3,383
HAMILTON LANE INC CL A COM 407497106 624 28,387 SH   OTR   28,387 0 0
HANESBRANDS INC COM COM 410345102 10,418 449,836 SH   SOLE   449,836 0 0
HANOVER INS GROUP INC COM COM 410867105 52,221 589,198 SH   SOLE   589,198 0 0
HARTFORD FINL SVCS GROUP INC COM COM 416515104 157,832 3,002,324 SH   SOLE   2,971,083 0 31,241
HARTFORD FINL SVCS GROUP INC COM COM 416515104 87 1,651 SH   OTR   0 0 1,651
HASBRO INC COM COM 418056107 27,090 242,934 SH   SOLE   242,934 0 0
HAWAIIAN HOLDINGS INC COM COM 419879101 12,159 258,975 SH   SOLE   258,975 0 0
HEALTHSOUTH CORP COM NEW COM 421924309 98,948 2,044,376 SH   SOLE   1,950,881 0 93,495
HEALTHCARE TR AMER INC CL A NEW COM 42225P501 32,749 1,052,674 SH   SOLE   1,052,674 0 0
HEALTHEQUITY INC COM COM 42226A107 24,269 487,026 SH   SOLE   466,554 0 20,472
HELMERICH & PAYNE INC COM COM 423452101 38,762 713,331 SH   SOLE   665,552 0 47,779
HEMISPHERE MEDIA GROUP INC CL A COM 42365Q103 1,952 164,705 SH   SOLE   164,705 0 0
HENRY JACK & ASSOC INC COM COM 426281101 10,544 101,512 SH   SOLE   101,512 0 0
HERITAGE COMMERCE CORP COM COM 426927109 2,075 150,590 SH   SOLE   150,590 0 0
HERITAGE COMMERCE CORP COM COM 426927109 523 37,938 SH   OTR   37,938 0 0
HERBALIFE LTD NOTE 2.000 8/1 CV 42703MAB9 20,490 19,643,000 PRN   SOLE   19,643,000 0 0
HERSHEY CO COM COM 427866108 17,617 164,079 SH   SOLE   164,079 0 0
HESS CORP COM COM 42809H107 39,616 903,039 SH   SOLE   903,039 0 0
HEXCEL CORP NEW COM COM 428291108 11,461 217,100 SH   SOLE   217,100 0 0
HIGHWOODS PPTYS INC COM COM 431284108 96,278 1,898,603 SH   SOLE   1,799,980 0 98,623
HILL ROM HLDGS INC COM COM 431475102 43,260 543,398 SH   SOLE   519,474 0 23,924
HOLOGIC INC COM COM 436440101 19,637 432,716 SH   SOLE   432,716 0 0
HOME DEPOT INC COM COM 437076102 15,986 104,210 SH   SOLE   104,210 0 0
HONEYWELL INTL INC COM COM 438516106 56,839 426,432 SH   SOLE   411,851 0 14,581
HONEYWELL INTL INC COM COM 438516106 77 576 SH   OTR   0 0 576
HORMEL FOODS CORP COM COM 440452100 9,397 275,500 SH   SOLE   275,500 0 0
HOST HOTELS & RESORTS INC COM COM 44107P104 15,824 866,100 SH   SOLE   866,100 0 0
HUBBELL INC COM COM 443510607 95,388 842,872 SH   SOLE   816,033 0 26,839
HUBSPOT INC COM COM 443573100 31,182 474,251 SH   SOLE   454,388 0 19,863
HUNT J B TRANS SVCS INC COM COM 445658107 14,528 158,981 SH   SOLE   158,981 0 0
HUNTSMAN CORP COM COM 447011107 9,810 379,662 SH   SOLE   373,694 0 5,968
HYATT HOTELS CORP COM CL A COM 448579102 3,342 59,447 SH   SOLE   59,447 0 0
ICF INTL INC COM COM 44925C103 19,601 416,160 SH   SOLE   416,160 0 0
IPG PHOTONICS CORP COM COM 44980X109 44,928 309,637 SH   SOLE   301,812 0 7,825
IRHYTHM TECHNOLOGIES INC COM COM 450056106 11,153 262,474 SH   SOLE   262,474 0 0
IRHYTHM TECHNOLOGIES INC COM COM 450056106 2,811 66,166 SH   OTR   66,166 0 0
ITT INC COM COM 45073V108 42,726 1,063,366 SH   SOLE   1,045,183 0 18,183
ITT INC COM COM 45073V108 41 1,010 SH   OTR   0 0 1,010
ICICI BK LTD ADR ADR 45104G104 4,552 507,440 SH   SOLE   507,440 0 0
IDACORP INC COM COM 451107106 47,846 560,586 SH   SOLE   560,586 0 0
IDEX CORP COM COM 45167R104 8,189 72,460 SH   SOLE   72,460 0 0
IDEXX LABS INC COM COM 45168D104 17,376 107,642 SH   SOLE   107,642 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 34,502 240,850 SH   SOLE   240,850 0 0
ILLUMINA INC COM COM 452327109 15,257 87,926 SH   SOLE   87,926 0 0
ILLUMINA INC NOTE 0.500 6/1 CV 452327AH2 11,347 10,617,000 PRN   SOLE   10,617,000 0 0
IMMUNOMEDICS INC COM COM 452907108 8,442 956,070 SH   SOLE   956,070 0 0
IMMUNOMEDICS INC COM COM 452907108 2,128 241,013 SH   OTR   241,013 0 0
IMPINJ INC COM COM 453204109 4,043 83,099 SH   SOLE   83,099 0 0
IMPINJ INC COM COM 453204109 1,016 20,878 SH   OTR   20,878 0 0
INCYTE CORP COM COM 45337C102 57,598 457,455 SH   SOLE   457,455 0 0
INCYTE CORP NOTE 0.37511/1 CV 45337CAM4 18,024 7,402,000 PRN   SOLE   7,402,000 0 0
INGEVITY CORP COM COM 45688C107 11,209 195,287 SH   SOLE   181,813 0 13,474
INPHI CORP COM COM 45772F107 12,736 371,299 SH   SOLE   355,657 0 15,642
INPHI CORP NOTE 1.12512/0 CV 45772FAB3 4,031 3,579,000 PRN   SOLE   3,579,000 0 0
INSTRUCTURE INC COM COM 45781U103 5,938 201,290 SH   SOLE   201,290 0 0
INSTRUCTURE INC COM COM 45781U103 1,497 50,743 SH   OTR   50,743 0 0
INSULET CORP COM COM 45784P101 43,013 838,302 SH   SOLE   803,654 0 34,648
INTEL CORP COM COM 458140100 158,521 4,698,306 SH   SOLE   4,661,218 0 37,088
INTEL CORP COM COM 458140100 107 3,163 SH   OTR   0 0 3,163
INTEL CORP SDCV 3.250 8/0 CV 458140AF7 31,714 19,170,000 PRN   SOLE   19,170,000 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 172,718 1,122,787 SH   SOLE   1,122,787 0 0
INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 18,198 134,800 SH   SOLE   134,800 0 0
INTERSECT ENT INC COM COM 46071F103 7,495 268,158 SH   SOLE   268,158 0 0
INTERSECT ENT INC COM COM 46071F103 1,889 67,599 SH   OTR   67,599 0 0
INTUITIVE SURGICAL INC COM NEW COM 46120E602 58,066 62,078 SH   SOLE   62,078 0 0
INVITATION HOMES INC COM COM 46187W107 16,272 752,300 SH   SOLE   752,300 0 0
IROBOT CORP COM COM 462726100 49,568 589,109 SH   SOLE   572,883 0 16,226
JPMORGAN CHASE & CO COM COM 46625H100 451,145 4,935,939 SH   SOLE   4,857,195 0 78,744
JPMORGAN CHASE & CO COM COM 46625H100 352 3,853 SH   OTR   0 0 3,853
JABIL INC COM COM 466313103 4,402 150,800 SH   SOLE   150,800 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 60,307 1,108,792 SH   SOLE   1,017,564 0 91,228
JAZZ INVESTMENTS I LTD NOTE 1.875 8/1 CV 472145AB7 10,152 9,250,000 PRN   SOLE   9,250,000 0 0
JD COM INC SPON ADR CL A ADR 47215P106 22,991 586,204 SH   SOLE   586,204 0 0
JEFFERIES GROUP INC NEW DBCV 3.87511/0 CV 472319AG7 4,427 4,394,000 PRN   SOLE   4,394,000 0 0
JETBLUE AIRWAYS CORP COM COM 477143101 11,714 513,100 SH   SOLE   513,100 0 0
JOHNSON & JOHNSON COM COM 478160104 330,011 2,494,606 SH   SOLE   2,453,405 0 41,201
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QTS RLTY TR INC COM CL A COM 74736A103 48,171 920,533 SH   SOLE   837,394 0 83,139
QORVO INC COM COM 74736K101 67,520 1,066,322 SH   SOLE   1,008,376 0 57,946
QUALCOMM INC COM COM 747525103 179,588 3,252,220 SH   SOLE   3,250,283 0 1,937
QUANTA SVCS INC COM COM 74762E102 28,479 865,091 SH   SOLE   829,253 0 35,838
QUEST DIAGNOSTICS INC COM COM 74834L100 12,028 108,200 SH   SOLE   108,200 0 0
RPM INTL INC COM COM 749685103 54,950 1,007,328 SH   SOLE   951,436 0 55,892
RPM INTL INC NOTE 2.25012/1 CV 749685AT0 7,819 6,598,000 PRN   SOLE   6,598,000 0 0
RTI INTL METALS INC NOTE 1.62510/1 CV 74973WAB3 19,307 18,012,000 PRN   SOLE   18,012,000 0 0
RANGE RES CORP COM COM 75281A109 13,316 574,717 SH   SOLE   557,687 0 17,030
RANGE RES CORP COM COM 75281A109 31 1,338 SH   OTR   0 0 1,338
RAVEN INDS INC COM COM 754212108 6,896 207,074 SH   SOLE   207,074 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 90,441 1,127,406 SH   SOLE   1,034,431 0 92,975
RAYTHEON CO COM NEW COM 755111507 84,777 525,000 SH   SOLE   525,000 0 0
RE MAX HLDGS INC CL A COM 75524W108 3,223 57,494 SH   SOLE   57,494 0 0
REALOGY HLDGS CORP COM COM 75605Y106 15,713 484,234 SH   SOLE   484,234 0 0
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RED HAT INC COM COM 756577102 11,041 115,314 SH   SOLE   115,314 0 0
RED HAT INC NOTE 0.25010/0 CV 756577AD4 23,405 16,891,000 PRN   SOLE   16,891,000 0 0
REGAL ENTMT GROUP CL A COM 758766109 8,890 434,500 SH   SOLE   434,500 0 0
REGENCY CTRS CORP COM COM 758849103 15,447 246,600 SH   SOLE   246,600 0 0
REGENERON PHARMACEUTICALS COM COM 75886F107 51,931 105,736 SH   SOLE   105,736 0 0
RELIANCE STEEL & ALUMINUM CO COM COM 759509102 133,412 1,832,331 SH   SOLE   1,720,995 0 111,336
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REPLIGEN CORP COM COM 759916109 33,661 812,292 SH   SOLE   786,941 0 25,351
REPLIGEN CORP COM COM 759916109 1,619 39,068 SH   OTR   39,068 0 0
REPLIGEN CORP NOTE 2.125 6/0 CV 759916AA7 15,665 10,841,000 PRN   SOLE   10,841,000 0 0
RETAIL OPPORTUNITY INVTS COR COM COM 76131N101 17,087 890,431 SH   SOLE   890,357 0 74
RICE ENERGY INC COM COM 762760106 68,573 2,575,035 SH   SOLE   2,376,714 0 198,321
RINGCENTRAL INC CL A COM 76680R206 15,376 420,681 SH   SOLE   403,333 0 17,348
RIO TINTO PLC SPONSORED ADR ADR 767204100 17,440 412,188 SH   SOLE   412,188 0 0
ROBERT HALF INTL INC COM COM 770323103 88,788 1,852,461 SH   SOLE   1,772,880 0 79,581
ROCKWELL AUTOMATION INC COM COM 773903109 74,354 459,087 SH   SOLE   459,087 0 0
ROPER TECHNOLOGIES INC COM COM 776696106 38,368 165,713 SH   SOLE   165,713 0 0
ROSS STORES INC COM COM 778296103 32,404 561,300 SH   SOLE   561,300 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.62512/3 CV 780097BB6 37,090 33,950,000 PRN   SOLE   33,745,000 0 205,000
ROYAL BK OF SCOTLAND PLC DEBT 7.50012/3 CV 780099CJ4 47,555 45,969,000 PRN   SOLE   45,569,000 0 400,000
ROYAL DUTCH SHELL PLC SPONS ADR A ADR 780259206 13,167 247,553 SH   SOLE   247,553 0 0
RUSH ENTERPRISES INC CL A COM 781846209 2,699 72,600 SH   SOLE   72,600 0 0
RYERSON HLDG CORP COM COM 783754104 2,343 236,661 SH   SOLE   236,661 0 0
RYERSON HLDG CORP COM COM 783754104 585 59,056 SH   OTR   59,056 0 0
S&P GLOBAL INC COM COM 78409V104 39,894 273,265 SH   SOLE   273,265 0 0
SEI INVESTMENTS CO COM COM 784117103 13,601 252,900 SH   SOLE   252,900 0 0
SL GREEN RLTY CORP COM COM 78440X101 30,428 287,600 SH   SOLE   287,600 0 0
SVB FINL GROUP COM COM 78486Q101 33,780 192,163 SH   SOLE   192,163 0 0
SABRE CORP COM COM 78573M104 4,402 202,226 SH   SOLE   202,226 0 0
SAGE THERAPEUTICS INC COM COM 78667J108 28,805 361,688 SH   SOLE   351,622 0 10,066
SALESFORCE COM INC NOTE 0.250 4/0 CV 79466LAD6 14,064 10,614,000 PRN   SOLE   10,614,000 0 0
SALLY BEAUTY HLDGS INC COM COM 79546E104 21,406 1,057,100 SH   SOLE   1,057,100 0 0
SCANA CORP NEW COM COM 80589M102 61,649 919,995 SH   SOLE   919,995 0 0
SCHEIN HENRY INC COM COM 806407102 10,681 58,362 SH   SOLE   58,362 0 0
SCHLUMBERGER LTD COM COM 806857108 64,566 980,653 SH   SOLE   980,653 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 74,166 1,726,400 SH   SOLE   1,687,586 0 38,814
SCHWAB CHARLES CORP NEW COM COM 808513105 68 1,582 SH   OTR   0 0 1,582
SCIENTIFIC GAMES CORP CL A COM 80874P109 17,104 655,312 SH   SOLE   655,312 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 8,813 129,013 SH   SOLE   129,013 0 0
SEACOAST BKG CORP FLA COM NEW COM 811707801 24,206 1,004,387 SH   SOLE   1,004,387 0 0
SEALED AIR CORP NEW COM COM 81211K100 52,854 1,180,822 SH   SOLE   1,086,525 0 94,297
SEMPRA ENERGY COM COM 816851109 140,433 1,245,524 SH   SOLE   1,229,494 0 16,030
SEMPRA ENERGY COM COM 816851109 63 560 SH   OTR   0 0 560
SERVICE CORP INTL COM COM 817565104 5,411 161,759 SH   SOLE   161,759 0 0
SERVICENOW INC COM COM 81762P102 10,554 99,564 SH   SOLE   99,564 0 0
SHAKE SHACK INC CL A COM 819047101 24,650 706,704 SH   SOLE   706,704 0 0
SHERWIN WILLIAMS CO COM COM 824348106 31,868 90,801 SH   SOLE   90,801 0 0
SHOPIFY INC CL A COM 82509L107 51,209 589,283 SH   SOLE   576,223 0 13,060
SIGNATURE BK NEW YORK N Y COM COM 82669G104 63,877 445,043 SH   SOLE   432,764 0 12,279
SIGNATURE BK NEW YORK N Y COM COM 82669G104 71 492 SH   OTR   0 0 492
SILGAN HOLDINGS INC COM COM 827048109 12,093 380,531 SH   SOLE   380,531 0 0
SILVER STD RES INC NOTE 2.875 2/0 CV 82823LAC0 5,522 5,646,000 PRN   SOLE   5,646,000 0 0
SIRIUS XM HLDGS INC COM COM 82968B103 16,559 3,027,175 SH   SOLE   3,027,175 0 0
SIX FLAGS ENTMT CORP NEW COM COM 83001A102 12,313 206,565 SH   SOLE   206,565 0 0
SKYWORKS SOLUTIONS INC COM COM 83088M102 25,656 267,394 SH   SOLE   267,394 0 0
SMITH A O COM COM 831865209 30,995 550,241 SH   SOLE   550,241 0 0
SNYDERS-LANCE INC COM COM 833551104 14,921 430,988 SH   SOLE   430,988 0 0
SOLARCITY CORP NOTE 1.62511/0 CV 83416TAC4 16,022 16,887,000 PRN   SOLE   16,887,000 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A COM 83418M103 2,277 197,479 SH   SOLE   197,479 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A COM 83418M103 570 49,461 SH   OTR   49,461 0 0
SOTHEBYS COM COM 835898107 20,284 377,937 SH   SOLE   377,937 0 0
SOUTH ST CORP COM COM 840441109 33,448 390,291 SH   SOLE   384,995 0 5,296
SOUTHERN CO COM COM 842587107 4,443 92,800 SH   SOLE   92,800 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B CVPFD 845467208 3,793 259,961 SH   SOLE   259,961 0 0
SPARK THERAPEUTICS INC COM COM 84652J103 26,553 444,468 SH   SOLE   427,988 0 16,480
SPARK THERAPEUTICS INC COM COM 84652J103 855 14,318 SH   OTR   14,318 0 0
SPECTRANETICS CORP COM COM 84760C107 5,854 152,435 SH   SOLE   152,435 0 0
SPECTRANETICS CORP COM COM 84760C107 1,484 38,640 SH   OTR   38,640 0 0
STAMPS COM INC COM NEW COM 852857200 38,990 251,749 SH   SOLE   241,211 0 10,538
STANDARD PAC CORP NEW NOTE 1.250 8/0 CV 85375CBC4 20,431 20,329,000 PRN   SOLE   20,329,000 0 0
STANLEY BLACK & DECKER INC COM COM 854502101 24,981 177,508 SH   SOLE   177,508 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 CVPFD 854502887 36,240 330,293 SH   SOLE   330,293 0 0
STARBUCKS CORP COM COM 855244109 35,784 613,690 SH   SOLE   613,690 0 0
STARWOOD PPTY TR INC COM COM 85571B105 37,492 1,674,500 SH   SOLE   1,674,500 0 0
STARWOOD PPTY TR INC NOTE 3.75010/1 CV 85571BAC9 7,891 7,837,000 PRN   SOLE   7,837,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000 7/0 CV 85571WAB5 8,578 7,205,000 PRN   SOLE   7,205,000 0 0
STEEL DYNAMICS INC COM COM 858119100 42,173 1,177,700 SH   SOLE   1,177,700 0 0
STERICYCLE INC DEP PFD A 1/10 CVPFD 858912207 5,388 80,493 SH   SOLE   80,493 0 0
STERLING BANCORP DEL COM COM 85917A100 17,010 731,630 SH   SOLE   701,320 0 30,310
STRAYER ED INC COM COM 863236105 2,424 26,000 SH   SOLE   26,000 0 0
SUMMIT MATLS INC CL A COM 86614U100 12,201 422,615 SH   SOLE   422,615 0 0
SUNPOWER CORP DBCV 0.750 6/0 CV 867652AG4 13,960 14,542,000 PRN   SOLE   14,542,000 0 0
SUNPOWER CORP DBCV 4.000 1/1 CV 867652AL3 33,922 39,131,000 PRN   SOLE   39,131,000 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 4,261 408,500 SH   SOLE   408,500 0 0
SYMANTEC CORP COM COM 871503108 3,752 132,800 SH   SOLE   132,800 0 0
SYNAPTICS INC COM COM 87157D109 64,366 1,244,747 SH   SOLE   1,170,504 0 74,243
SYNCHRONY FINL COM COM 87165B103 14,665 491,800 SH   SOLE   491,800 0 0
SYSCO CORP COM COM 871829107 25,688 510,400 SH   SOLE   510,400 0 0
TD AMERITRADE HLDG CORP COM COM 87236Y108 10,712 249,164 SH   SOLE   249,164 0 0
TJX COS INC NEW COM COM 872540109 8,263 114,500 SH   SOLE   114,500 0 0
T MOBILE US INC CONV PFD SER A CVPFD 872590203 16,789 170,204 SH   SOLE   170,204 0 0
TPI COMPOSITES INC COM COM 87266J104 5,137 277,956 SH   SOLE   277,956 0 0
TPI COMPOSITES INC COM COM 87266J104 1,286 69,600 SH   OTR   69,600 0 0
TABLEAU SOFTWARE INC CL A COM 87336U105 11,938 194,844 SH   SOLE   194,844 0 0
TACTILE SYS TECHNOLOGY INC COM COM 87357P100 8,491 297,088 SH   SOLE   297,088 0 0
TACTILE SYS TECHNOLOGY INC COM COM 87357P100 2,140 74,892 SH   OTR   74,892 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000 7/0 CV 874054AD1 46,226 13,576,000 PRN   SOLE   13,576,000 0 0
TALEND S A ADS ADR 874224207 10,596 304,644 SH   SOLE   304,644 0 0
TALEND S A ADS ADR 874224207 2,204 63,384 SH   OTR   63,384 0 0
TARGET CORP COM COM 87612E106 36,473 697,509 SH   SOLE   697,509 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 17,914 140,339 SH   SOLE   140,339 0 0
TENNECO INC COM COM 880349105 13,626 235,614 SH   SOLE   225,892 0 9,722
TERRENO RLTY CORP COM COM 88146M101 2,020 60,000 SH   SOLE   60,000 0 0
TESARO INC COM COM 881569107 52,294 373,906 SH   SOLE   363,905 0 10,001
TESARO INC NOTE 3.00010/0 CV 881569AA5 14,621 3,618,000 PRN   SOLE   3,618,000 0 0
TESLA INC COM COM 88160R101 55,018 152,146 SH   SOLE   152,146 0 0
TESLA INC NOTE 0.250 3/0 CV 88160RAB7 16,561 14,464,000 PRN   SOLE   14,464,000 0 0
TESLA INC NOTE 1.250 3/0 CV 88160RAC5 21,530 18,600,000 PRN   SOLE   18,600,000 0 0
TESLA INC NOTE 2.375 3/1 CV 88160RAD3 31,382 24,931,000 PRN   SOLE   24,931,000 0 0
TEXAS CAPITAL BANCSHARES INC COM COM 88224Q107 17,712 228,832 SH   SOLE   219,352 0 9,480
TEXAS INSTRS INC COM COM 882508104 32,626 424,100 SH   SOLE   424,100 0 0
TEXAS ROADHOUSE INC COM COM 882681109 37,869 743,250 SH   SOLE   682,788 0 60,462
TEXTRON INC COM COM 883203101 34,244 727,041 SH   SOLE   727,041 0 0
THE TRADE DESK INC COM CL A COM 88339J105 71,771 1,432,273 SH   SOLE   1,389,520 0 42,753
THERMO FISHER SCIENTIFIC INC COM COM 883556102 73,411 420,768 SH   SOLE   407,459 0 13,309
THERMO FISHER SCIENTIFIC INC COM COM 883556102 110 633 SH   OTR   0 0 633
3-D SYS CORP DEL COM NEW COM 88554D205 5,143 275,000 SH   SOLE   275,000 0 0
3M CO COM COM 88579Y101 62,152 298,534 SH   SOLE   298,534 0 0
TIFFANY & CO NEW COM COM 886547108 1,121 11,940 SH   SOLE   11,940 0 0
TIMKEN CO COM COM 887389104 62,473 1,350,766 SH   SOLE   1,267,105 0 83,661
TIMKENSTEEL CORP COM COM 887399103 3,843 250,000 SH   SOLE   250,000 0 0
TIMKENSTEEL CORP NOTE 6.000 6/0 CV 887399AA1 2,249 1,500,000 PRN   SOLE   1,500,000 0 0
TIVITY HEALTH INC COM COM 88870R102 27,862 699,161 SH   SOLE   677,844 0 21,317
TIVITY HEALTH INC COM COM 88870R102 1,842 46,211 SH   OTR   46,211 0 0
TOLL BROTHERS INC COM COM 889478103 5,433 137,500 SH   SOLE   137,500 0 0
TORO CO COM COM 891092108 25,357 365,950 SH   SOLE   365,950 0 0
TORONTO DOMINION BK ONT NOTE 3.625 9/1 CV 891160MJ9 35,465 35,686,000 PRN   SOLE   33,788,000 0 1,898,000
TOTAL SYS SVCS INC COM COM 891906109 43,319 743,682 SH   SOLE   712,656 0 31,026
TRACTOR SUPPLY CO COM COM 892356106 2,024 37,340 SH   SOLE   37,340 0 0
TRANSUNION COM COM 89400J107 12,631 291,632 SH   SOLE   291,632 0 0
TRAVELERS COMPANIES INC COM COM 89417E109 19,549 154,500 SH   SOLE   154,500 0 0
TRIMBLE INC COM COM 896239100 46,613 1,306,788 SH   SOLE   1,306,788 0 0
TRISTATE CAP HLDGS INC COM COM 89678F100 2,470 98,000 SH   SOLE   98,000 0 0
TRIVAGO N V SPON ADS A SHS ADR 89686D105 4,243 179,318 SH   SOLE   179,318 0 0
TRUECAR INC COM COM 89785L107 24,096 1,209,048 SH   SOLE   1,159,161 0 49,887
TUPPERWARE BRANDS CORP COM COM 899896104 21,174 301,500 SH   SOLE   301,500 0 0
2U INC COM COM 90214J101 64,684 1,378,603 SH   SOLE   1,337,307 0 41,296
TYSON FOODS INC CL A COM 902494103 15,188 242,500 SH   SOLE   242,500 0 0
UDR INC COM COM 902653104 90,172 2,313,882 SH   SOLE   2,313,882 0 0
US BANCORP DEL COM NEW COM 902973304 88,794 1,710,200 SH   SOLE   1,710,200 0 0
U S G CORP COM NEW COM 903293405 5,467 188,400 SH   SOLE   188,400 0 0
U S CONCRETE INC COM NEW COM 90333L201 5,604 71,343 SH   SOLE   71,343 0 0
U S CONCRETE INC COM NEW COM 90333L201 1,403 17,865 SH   OTR   17,865 0 0
ULTA BEAUTY INC COM COM 90384S303 27,626 96,143 SH   SOLE   96,143 0 0
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 7,840 37,321 SH   SOLE   37,321 0 0
UNION PAC CORP COM COM 907818108 194,992 1,790,400 SH   SOLE   1,790,400 0 0
UNITED RENTALS INC COM COM 911363109 2,373 21,058 SH   SOLE   21,058 0 0
US FOODS HLDG CORP COM COM 912008109 3,563 130,900 SH   SOLE   130,900 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 148,364 1,215,000 SH   SOLE   1,215,000 0 0
UNITEDHEALTH GROUP INC COM COM 91324P102 159,511 860,271 SH   SOLE   847,012 0 13,259
UNITEDHEALTH GROUP INC COM COM 91324P102 143 772 SH   OTR   0 0 772
UNITI GROUP INC COM COM 91325V108 22,068 877,798 SH   SOLE   877,798 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 76,700 702,059 SH   SOLE   685,370 0 16,689
UNIVERSAL ELECTRS INC COM COM 913483103 19,188 287,034 SH   SOLE   278,477 0 8,557
UNIVERSAL ELECTRS INC COM COM 913483103 1,444 21,595 SH   OTR   21,595 0 0
UNIVERSAL HLTH SVCS INC CL B COM 913903100 4,932 40,400 SH   SOLE   40,400 0 0
URBAN OUTFITTERS INC COM COM 917047102 33,928 1,829,967 SH   SOLE   1,713,128 0 116,839
V F CORP COM COM 918204108 9,602 166,700 SH   SOLE   166,700 0 0
VAIL RESORTS INC COM COM 91879Q109 21,476 105,880 SH   SOLE   105,880 0 0
VALERO ENERGY CORP NEW COM COM 91913Y100 93,341 1,383,650 SH   SOLE   1,383,650 0 0
VALVOLINE INC COM COM 92047W101 45,819 1,931,665 SH   SOLE   1,771,728 0 159,937
VANECK VECTORS ETF TR JR GOLD MINERS E ETF 92189F791 4,760 142,587 SH   SOLE   142,587 0 0
VANTIV INC CL A COM 92210H105 4,922 77,701 SH   SOLE   77,701 0 0
VEEVA SYS INC CL A COM COM 922475108 47,944 781,995 SH   SOLE   769,997 0 11,998
VENTAS INC COM COM 92276F100 50,234 723,000 SH   SOLE   723,000 0 0
VERISIGN INC SDCV 3.250 8/1 CV 92343EAD4 26,206 9,608,000 PRN   SOLE   9,608,000 0 0
VERIZON COMMUNICATIONS INC COM COM 92343V104 119,307 2,671,459 SH   SOLE   2,671,459 0 0
VERSARTIS INC COM COM 92529L102 4,458 255,457 SH   SOLE   255,457 0 0
VERSARTIS INC COM COM 92529L102 1,124 64,397 SH   OTR   64,397 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 59,159 459,059 SH   SOLE   459,059 0 0
VERSUM MATLS INC COM COM 92532W103 12,090 372,001 SH   SOLE   372,001 0 0
VISA INC COM CL A COM 92826C839 41,461 442,110 SH   SOLE   442,110 0 0
VISHAY PRECISION GROUP INC COM COM 92835K103 4,077 235,653 SH   SOLE   235,653 0 0
VORNADO RLTY TR SH BEN INT COM 929042109 111,828 1,190,930 SH   SOLE   1,172,259 0 18,671
VORNADO RLTY TR SH BEN INT COM 929042109 93 993 SH   OTR   0 0 993
VOYA FINL INC COM COM 929089100 4,408 119,500 SH   SOLE   119,500 0 0
VULCAN MATLS CO COM COM 929160109 9,395 74,160 SH   SOLE   74,160 0 0
WABCO HLDGS INC COM COM 92927K102 24,187 189,687 SH   SOLE   177,805 0 11,882
WSFS FINL CORP COM COM 929328102 11,022 243,047 SH   SOLE   232,978 0 10,069
WABTEC CORP COM COM 929740108 111,467 1,218,217 SH   SOLE   1,139,397 0 78,820
WAGEWORKS INC COM COM 930427109 77,254 1,149,608 SH   SOLE   1,120,474 0 29,134
WAL-MART STORES INC COM COM 931142103 149,948 1,981,336 SH   SOLE   1,972,493 0 8,843
WAL-MART STORES INC COM COM 931142103 18 236 SH   OTR   0 0 236
WALGREENS BOOTS ALLIANCE INC COM COM 931427108 127,506 1,628,224 SH   SOLE   1,628,224 0 0
WASTE MGMT INC DEL COM COM 94106L109 19,445 265,100 SH   SOLE   265,100 0 0
WATSCO INC COM COM 942622200 19,923 129,200 SH   SOLE   129,200 0 0
WAYFAIR INC CL A COM 94419L101 27,345 355,689 SH   SOLE   355,689 0 0
WEATHERFORD INTL LTD NOTE 5.875 7/0 CV 947075AH0 16,434 16,201,000 PRN   SOLE   16,201,000 0 0
WEB COM GROUP INC NOTE 1.000 8/1 CV 94733AAA2 13,029 12,940,000 PRN   SOLE   12,940,000 0 0
WEBSTER FINL CORP CONN COM COM 947890109 137,296 2,629,175 SH   SOLE   2,515,652 0 113,523
WEBSTER FINL CORP CONN COM COM 947890109 106 2,038 SH   OTR   0 0 2,038
WELLCARE HEALTH PLANS INC COM COM 94946T106 18,907 105,299 SH   SOLE   105,299 0 0
ANTHEM INC NOTE 2.75010/1 CV 94973VBG1 645 250,000 PRN   SOLE   250,000 0 0
WELLS FARGO CO NEW COM COM 949746101 86,638 1,563,583 SH   SOLE   1,534,401 0 29,182
WELLS FARGO CO NEW COM COM 949746101 150 2,702 SH   OTR   0 0 2,702
WELLS FARGO CO NEW PERP PFD CNV A CVPFD 949746804 53,681 40,943 SH   SOLE   40,943 0 0
WEST PHARMACEUTICAL SVSC INC COM COM 955306105 25,386 268,577 SH   SOLE   268,577 0 0
WESTERN ALLIANCE BANCORP COM COM 957638109 172,850 3,513,213 SH   SOLE   3,303,941 0 209,272
WESTERN DIGITAL CORP COM COM 958102105 41,164 464,600 SH   SOLE   464,600 0 0
WESTLAKE CHEM CORP COM COM 960413102 5,237 79,100 SH   SOLE   79,100 0 0
WESTROCK CO COM COM 96145D105 50,226 886,453 SH   SOLE   820,717 0 65,736
WHIRLPOOL CORP COM COM 963320106 42,444 221,500 SH   SOLE   221,500 0 0
WILLIAMS COS INC DEL COM COM 969457100 66,019 2,180,300 SH   SOLE   2,180,300 0 0
WINTRUST FINL CORP COM COM 97650W108 24,464 320,037 SH   SOLE   306,779 0 13,258
WISDOMTREE INVTS INC COM COM 97717P104 3,224 316,991 SH   SOLE   316,991 0 0
WOLVERINE WORLD WIDE INC COM COM 978097103 9,618 343,392 SH   SOLE   343,392 0 0
WORKDAY INC NOTE 0.750 7/1 CV 98138HAC5 4,681 3,775,000 PRN   SOLE   3,775,000 0 0
WPX ENERGY INC PFD SER A CV CVPFD 98212B202 5,888 124,826 SH   SOLE   124,826 0 0
WYNDHAM WORLDWIDE CORP COM COM 98310W108 14,221 141,634 SH   SOLE   141,634 0 0
WYNN RESORTS LTD COM COM 983134107 70,447 525,254 SH   SOLE   525,254 0 0
XPO LOGISTICS INC COM COM 983793100 102,960 1,593,071 SH   SOLE   1,484,802 0 108,269
XPO LOGISTICS INC NOTE 4.50010/0 CV 983793AA8 9,466 2,403,000 PRN   SOLE   2,403,000 0 0
XCEL ENERGY INC COM COM 98389B100 4,652 101,400 SH   SOLE   101,400 0 0
XENCOR INC COM COM 98401F105 5,976 283,106 SH   SOLE   283,106 0 0
XENCOR INC COM COM 98401F105 1,486 70,392 SH   OTR   70,392 0 0
XEROX CORP COM NEW COM 984121608 5,640 196,325 SH   SOLE   196,325 0 0
YAHOO INC NOTE 12/0 CV 984332AF3 28,228 24,775,000 PRN   SOLE   24,775,000 0 0
YELP INC CL A COM 985817105 3,688 122,845 SH   SOLE   122,845 0 0
YEXT INC COM COM 98585N106 1,280 96,016 SH   SOLE   91,894 0 4,122
YUM BRANDS INC COM COM 988498101 53,695 727,968 SH   SOLE   702,717 0 25,251
YUM BRANDS INC COM COM 988498101 90 1,215 SH   OTR   0 0 1,215
YUM CHINA HLDGS INC COM COM 98850P109 62,217 1,577,905 SH   SOLE   1,577,905 0 0
ZAYO GROUP HLDGS INC COM COM 98919V105 58,009 1,877,320 SH   SOLE   1,715,093 0 162,227
ZIMMER BIOMET HLDGS INC COM COM 98956P102 5,573 43,400 SH   SOLE   43,400 0 0
ZOETIS INC CL A COM 98978V103 24,003 384,793 SH   SOLE   384,793 0 0
ALLERGAN PLC SHS COM G0177J108 39,557 162,727 SH   SOLE   157,408 0 5,319
ALLERGAN PLC SHS COM G0177J108 57 236 SH   OTR   0 0 236
ALLERGAN PLC PFD CONV SER A CVPFD G0177J116 43,976 50,659 SH   SOLE   50,659 0 0
AMDOCS LTD SHS COM G02602103 61,844 959,422 SH   SOLE   880,595 0 78,827
ARCH CAP GROUP LTD ORD COM G0450A105 152,774 1,637,625 SH   SOLE   1,542,123 0 95,502
ARRIS INTL INC SHS COM G0551A103 45,562 1,626,053 SH   SOLE   1,521,334 0 104,719
ATLASSIAN CORP PLC CL A COM G06242104 12,263 348,571 SH   SOLE   348,571 0 0
AXIS CAPITAL HOLDINGS LTD SHS COM G0692U109 36,633 566,542 SH   SOLE   566,542 0 0
AXOVANT SCIENCES LTD COM COM G0750W104 696 30,000 SH   SOLE   30,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 25,082 202,800 SH   SOLE   202,800 0 0
MIMECAST LTD ORD SHS COM G14838109 5,226 195,148 SH   SOLE   195,148 0 0
MIMECAST LTD ORD SHS COM G14838109 1,315 49,089 SH   OTR   49,089 0 0
BUNGE LIMITED COM COM G16962105 28,345 379,957 SH   SOLE   379,957 0 0
COCA COLA EUROPEAN PARTNERS SHS COM G25839104 26,928 662,121 SH   SOLE   662,121 0 0
EATON CORP PLC SHS COM G29183103 31,389 403,300 SH   SOLE   403,300 0 0
ENSCO PLC SHS CLASS A COM G3157S106 10,735 2,080,374 SH   SOLE   1,913,479 0 166,895
ESSENT GROUP LTD COM COM G3198U102 44,402 1,195,529 SH   SOLE   1,118,107 0 77,422
EVEREST RE GROUP LTD COM COM G3223R108 12,679 49,800 SH   SOLE   49,800 0 0
FABRINET SHS COM G3323L100 2,195 51,465 SH   SOLE   51,465 0 0
FABRINET SHS COM G3323L100 553 12,974 SH   OTR   12,974 0 0
GASLOG LTD SHS COM G37585109 43,082 2,825,036 SH   SOLE   2,719,061 0 105,975
GASLOG LTD SHS COM G37585109 1,259 82,550 SH   OTR   82,550 0 0
ICON PLC SHS COM G4705A100 24,331 248,804 SH   SOLE   228,388 0 20,416
INGERSOLL-RAND PLC SHS COM G47791101 37,198 407,029 SH   SOLE   407,029 0 0
INVESCO LTD SHS COM G491BT108 149,201 4,239,882 SH   SOLE   4,193,977 0 45,905
JOHNSON CTLS INTL PLC SHS COM G51502105 156,075 3,599,519 SH   SOLE   3,553,037 0 46,482
JOHNSON CTLS INTL PLC SHS COM G51502105 67 1,544 SH   OTR   0 0 1,544
LAZARD LTD SHS A COM G54050102 36,008 777,200 SH   SOLE   777,200 0 0
MALLINCKRODT PUB LTD CO SHS COM G5785G107 27,373 610,870 SH   SOLE   610,870 0 0
MARVELL TECHNOLOGY GROUP LTD ORD COM G5876H105 4,360 263,900 SH   SOLE   263,900 0 0
MEDTRONIC PLC SHS COM G5960L103 127,489 1,436,494 SH   SOLE   1,436,494 0 0
NABORS INDUSTRIES LTD SHS COM G6359F103 10,571 1,298,641 SH   SOLE   1,298,641 0 0
NETSHOES CAYMAN LTD COM COM G6455X107 16,990 892,783 SH   SOLE   877,411 0 15,372
NETSHOES CAYMAN LTD COM COM G6455X107 856 44,986 SH   OTR   44,986 0 0
NORWEGIAN CRUISE LINE HLDGS SHS COM G66721104 6,726 123,889 SH   SOLE   123,889 0 0
OM ASSET MGMT PLC SHS COM G67506108 22,186 1,493,000 SH   SOLE   1,493,000 0 0
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 84,546 608,023 SH   SOLE   564,095 0 43,928
ROWAN COMPANIES PLC SHS CL A COM G7665A101 8,095 790,500 SH   SOLE   790,500 0 0
PENTAIR PLC SHS COM G7S00T104 88,353 1,327,823 SH   SOLE   1,327,823 0 0
STERIS PLC SHS USD COM G84720104 58,992 723,834 SH   SOLE   676,611 0 47,223
TRITON INTL LTD CL A COM G9078F107 14,077 420,960 SH   SOLE   420,901 0 59
VALIDUS HOLDINGS LTD COM SHS COM G9319H102 81,875 1,575,434 SH   SOLE   1,483,631 0 91,803
XL GROUP LTD COM COM G98294104 155,455 3,549,208 SH   SOLE   3,549,208 0 0
CHUBB LIMITED COM COM H1467J104 174,245 1,198,550 SH   SOLE   1,174,679 0 23,871
CHUBB LIMITED COM COM H1467J104 194 1,334 SH   OTR   0 0 1,334
TRINSEO S A SHS COM L9340P101 56,736 825,856 SH   SOLE   759,656 0 66,200
KORNIT DIGITAL LTD SHS COM M6372Q113 28,804 1,488,564 SH   SOLE   1,444,867 0 43,697
KORNIT DIGITAL LTD SHS COM M6372Q113 1,722 89,012 SH   OTR   89,012 0 0
ORBOTECH LTD ORD COM M75253100 41,967 1,286,535 SH   SOLE   1,286,535 0 0
TOWER SEMICONDUCTOR LTD SHS NEW COM M87915274 6,356 266,482 SH   SOLE   266,482 0 0
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 19,398 362,448 SH   SOLE   353,326 0 9,122
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 1,900 35,508 SH   OTR   35,508 0 0
WIX COM LTD SHS COM M98068105 68,680 986,788 SH   SOLE   955,878 0 30,910
FERRARI N V COM COM N3167Y103 6,810 79,172 SH   SOLE   79,172 0 0
INTERXION HOLDING N.V SHS COM N47279109 12,875 281,233 SH   SOLE   281,233 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 69,419 822,600 SH   SOLE   822,600 0 0
PATHEON N V SHS COM N6865W105 32,501 931,798 SH   SOLE   858,881 0 72,917
PLAYA HOTELS & RESORTS NV SHS COM N70544106 3,884 325,000 SH   SOLE   325,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 81,585 746,907 SH   SOLE   746,907 0 0
BROADCOM LTD SHS COM Y09827109 62,283 267,253 SH   SOLE   262,062 0 5,191
BROADCOM LTD SHS COM Y09827109 68 292 SH   OTR   0 0 292