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
AFLAC INC COM COM 001055102 5,982 73,500 SH   SOLE   73,500 0 0
AES CORP COM COM 00130H105 9,450 857,500 SH   SOLE   857,500 0 0
AK STL CORP NOTE 5.00011/1 CV 001546AP5 2,730 2,028,000 PRN   SOLE   2,028,000 0 0
AT&T INC COM COM 00206R102 325,263 8,303,893 SH   SOLE   8,160,306 0 143,587
AT&T INC COM COM 00206R102 209 5,338 SH   OTR   0 0 5,338
AZZ INC COM COM 002474104 1,753 36,000 SH   SOLE   36,000 0 0
ABBOTT LABS COM COM 002824100 251,557 4,714,345 SH   SOLE   4,633,195 0 81,150
ABBOTT LABS COM COM 002824100 204 3,819 SH   OTR   0 0 3,819
ABBVIE INC COM COM 00287Y109 159,638 1,796,506 SH   SOLE   1,796,506 0 0
ABIOMED INC COM COM 003654100 9,981 59,199 SH   SOLE   56,901 0 2,298
ACACIA COMMUNICATIONS INC COM COM 00401C108 5,694 120,897 SH   SOLE   115,246 0 5,651
ACCELERON PHARMA INC COM COM 00434H108 2,445 65,507 SH   SOLE   65,507 0 0
ACCELERON PHARMA INC COM COM 00434H108 657 17,597 SH   OTR   17,597 0 0
ACHAOGEN INC COM COM 004449104 5,171 324,220 SH   SOLE   324,220 0 0
ACHAOGEN INC COM COM 004449104 1,400 87,772 SH   OTR   87,772 0 0
ACTIVISION BLIZZARD INC COM COM 00507V109 40,302 624,746 SH   SOLE   624,746 0 0
ACXIOM CORP COM COM 005125109 63,906 2,593,595 SH   SOLE   2,429,996 0 163,599
ADOBE SYS INC COM COM 00724F101 29,054 194,757 SH   SOLE   194,757 0 0
ADVANCE AUTO PARTS INC COM COM 00751Y106 16,249 163,800 SH   SOLE   163,800 0 0
AECOM COM COM 00766T100 67,812 1,842,205 SH   SOLE   1,721,305 0 120,900
AEROJET ROCKETDYNE HLDGS INC COM COM 007800105 12,822 366,243 SH   SOLE   356,278 0 9,965
ADVANCED MICRO DEVICES INC COM COM 007903107 2,430 190,604 SH   SOLE   190,604 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125 9/0 CV 007903BD8 10,478 5,907,000 PRN   SOLE   5,907,000 0 0
ADVANCED DRAIN SYS INC DEL COM COM 00790R104 18,489 913,015 SH   SOLE   913,015 0 0
AEROVIRONMENT INC COM COM 008073108 14,640 270,512 SH   SOLE   270,512 0 0
AEROVIRONMENT INC COM COM 008073108 1,339 24,747 SH   OTR   24,747 0 0
AETNA INC NEW COM COM 00817Y108 53,180 334,446 SH   SOLE   322,301 0 12,145
AETNA INC NEW COM COM 00817Y108 114 719 SH   OTR   0 0 719
AGILENT TECHNOLOGIES INC COM COM 00846U101 46,696 727,352 SH   SOLE   727,352 0 0
AGIOS PHARMACEUTICALS INC COM COM 00847X104 32,788 491,203 SH   SOLE   468,968 0 22,235
AIR LEASE CORP CL A COM 00912X302 42,534 997,973 SH   SOLE   963,774 0 34,199
AIR LEASE CORP NOTE 3.87512/0 CV 00912XAK0 13,767 9,024,000 PRN   SOLE   9,024,000 0 0
AIR PRODS & CHEMS INC COM COM 009158106 9,799 64,800 SH   SOLE   64,800 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 8,851 363,622 SH   SOLE   363,622 0 0
AIR TRANSPORT SERVICES GRP I COM COM 00922R105 2,394 98,362 SH   OTR   98,362 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 3,206 65,803 SH   SOLE   65,803 0 0
ALAMO GROUP INC COM COM 011311107 8,192 76,300 SH   SOLE   76,300 0 0
ALARM COM HLDGS INC COM COM 011642105 30,684 679,148 SH   SOLE   653,087 0 26,061
ALARM COM HLDGS INC COM COM 011642105 655 14,505 SH   OTR   14,505 0 0
ALASKA AIR GROUP INC COM COM 011659109 86,475 1,133,796 SH   SOLE   1,084,584 0 49,212
ALBEMARLE CORP COM COM 012653101 34,772 255,096 SH   SOLE   255,096 0 0
ALCOA CORP COM COM 013872106 19,047 408,556 SH   SOLE   408,556 0 0
ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 51,546 433,271 SH   SOLE   420,727 0 12,544
ALEXION PHARMACEUTICALS INC COM COM 015351109 30,005 213,881 SH   SOLE   213,881 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS ADR 01609W102 33,021 191,196 SH   SOLE   191,196 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 48,347 259,553 SH   SOLE   259,553 0 0
ALLIANT ENERGY CORP COM COM 018802108 10,093 242,800 SH   SOLE   242,800 0 0
ALLISON TRANSMISSION HLDGS I COM COM 01973R101 28,264 753,101 SH   SOLE   718,754 0 34,347
ALLSTATE CORP COM COM 020002101 200,321 2,179,539 SH   SOLE   2,148,396 0 31,143
ALLSTATE CORP COM COM 020002101 139 1,515 SH   OTR   0 0 1,515
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 13,600 115,752 SH   SOLE   115,752 0 0
ALPHABET INC CAP STK CL A COM 02079K305 106,356 109,226 SH   SOLE   109,151 0 75
ALTERYX INC COM CL A COM 02156B103 4,956 243,313 SH   SOLE   243,313 0 0
ALTERYX INC COM CL A COM 02156B103 1,352 66,375 SH   OTR   66,375 0 0
ALTRA INDL MOTION CORP COM COM 02208R106 3,939 81,900 SH   SOLE   81,900 0 0
ALTRIA GROUP INC COM COM 02209S103 19,065 300,610 SH   SOLE   292,301 0 8,309
ALTRIA GROUP INC COM COM 02209S103 20 315 SH   OTR   0 0 315
AMAZON COM INC COM COM 023135106 107,096 111,402 SH   SOLE   111,402 0 0
AMERICAN AIRLS GROUP INC COM COM 02376R102 7,898 166,300 SH   SOLE   166,300 0 0
AMERICAN HOMES 4 RENT CL A COM 02665T306 4,411 203,200 SH   SOLE   203,200 0 0
AMERICAN INTL GROUP INC COM NEW COM 026874784 34,323 559,100 SH   SOLE   559,100 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000 8/0 CV 02917TAA2 116,484 115,617,000 PRN   SOLE   115,617,000 0 0
AMERICAN TOWER CORP NEW COM COM 03027X100 12,911 94,465 SH   SOLE   94,465 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE CVPFD 03027X407 23,446 192,053 SH   SOLE   192,053 0 0
AMERICAN WTR WKS CO INC NEW COM COM 030420103 71,203 880,031 SH   SOLE   807,502 0 72,529
AMERICAN WOODMARK CORP COM COM 030506109 3,131 32,525 SH   SOLE   32,525 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 19,521 235,900 SH   SOLE   235,900 0 0
AMERIPRISE FINL INC COM COM 03076C106 106,140 714,697 SH   SOLE   714,697 0 0
AMERIS BANCORP COM COM 03076K108 2,641 55,025 SH   SOLE   55,025 0 0
AMETEK INC NEW COM COM 031100100 113,253 1,714,913 SH   SOLE   1,683,123 0 31,790
AMETEK INC NEW COM COM 031100100 84 1,274 SH   OTR   0 0 1,274
AMGEN INC COM COM 031162100 59,981 321,700 SH   SOLE   321,700 0 0
AMPHENOL CORP NEW CL A COM 032095101 52,386 618,927 SH   SOLE   567,234 0 51,693
ANADARKO PETE CORP COM COM 032511107 2,124 43,488 SH   SOLE   43,488 0 0
ANALOG DEVICES INC COM COM 032654105 33,784 392,064 SH   SOLE   392,064 0 0
ANTHEM INC UNIT 05/01/20188 CVPFD 036752202 21,944 419,661 SH   SOLE   419,661 0 0
APARTMENT INVT & MGMT CO CL A COM 03748R101 44,614 1,017,200 SH   SOLE   1,017,200 0 0
APOGEE ENTERPRISES INC COM COM 037598109 13,164 272,767 SH   SOLE   260,352 0 12,415
APPIAN CORP CL A COM 03782L101 9,282 326,140 SH   SOLE   326,140 0 0
APPIAN CORP CL A COM 03782L101 2,547 89,503 SH   OTR   89,503 0 0
APPLE INC COM COM 037833100 214,313 1,390,558 SH   SOLE   1,383,144 0 7,414
APPLE INC COM COM 037833100 66 430 SH   OTR   0 0 430
APPFOLIO INC COM CL A COM 03783C100 3,815 79,569 SH   SOLE   79,569 0 0
APPFOLIO INC COM CL A COM 03783C100 1,047 21,836 SH   OTR   21,836 0 0
APPLIED MATLS INC COM COM 038222105 63,657 1,222,067 SH   SOLE   1,222,067 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 5,581 86,295 SH   SOLE   86,295 0 0
APPLIED OPTOELECTRONICS INC COM COM 03823U102 992 15,343 SH   OTR   15,343 0 0
APTARGROUP INC COM COM 038336103 84,247 976,102 SH   SOLE   918,346 0 57,756
AQUA AMERICA INC COM COM 03836W103 12,584 379,150 SH   SOLE   379,150 0 0
ARAMARK COM COM 03852U106 77,416 1,906,330 SH   SOLE   1,829,460 0 76,870
ARCHER DANIELS MIDLAND CO COM COM 039483102 97,118 2,284,600 SH   SOLE   2,284,600 0 0
ARISTA NETWORKS INC COM COM 040413106 56,367 297,277 SH   SOLE   297,277 0 0
ARROW ELECTRS INC COM COM 042735100 4,704 58,500 SH   SOLE   58,500 0 0
ASCENDIS PHARMA A S SPONSORED ADR ADR 04351P101 7,373 203,391 SH   SOLE   203,391 0 0
ASCENDIS PHARMA A S SPONSORED ADR ADR 04351P101 2,003 55,262 SH   OTR   55,262 0 0
ASSURANT INC COM COM 04621X108 8,702 91,100 SH   SOLE   91,100 0 0
ASTORIA FINL CORP COM COM 046265104 36,877 1,715,200 SH   SOLE   1,715,200 0 0
AT HOME GROUP INC COM COM 04650Y100 3,406 149,120 SH   SOLE   149,120 0 0
AT HOME GROUP INC COM COM 04650Y100 937 41,046 SH   OTR   41,046 0 0
ATKORE INTL GROUP INC COM COM 047649108 2,357 120,817 SH   SOLE   120,817 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW COM 049164205 35,445 538,672 SH   SOLE   514,105 0 24,567
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875 6/0 CV 049164BJ4 33,652 26,316,000 PRN   SOLE   26,316,000 0 0
ATRICURE INC COM COM 04963C209 5,356 239,409 SH   SOLE   239,409 0 0
ATRICURE INC COM COM 04963C209 1,465 65,504 SH   OTR   65,504 0 0
AUTOMATIC DATA PROCESSING IN COM COM 053015103 17,666 161,600 SH   SOLE   161,600 0 0
AUTOZONE INC COM COM 053332102 6,240 10,485 SH   SOLE   10,485 0 0
AVALONBAY CMNTYS INC COM COM 053484101 52,857 296,250 SH   SOLE   296,250 0 0
AVERY DENNISON CORP COM COM 053611109 58,539 595,272 SH   SOLE   595,272 0 0
AVEXIS INC COM COM 05366U100 29,059 300,415 SH   SOLE   286,724 0 13,691
AZUL S A SPONSR ADR PFD ADR 05501U106 22,190 808,375 SH   SOLE   808,375 0 0
B & G FOODS INC NEW COM COM 05508R106 18,652 585,619 SH   SOLE   585,619 0 0
BOK FINL CORP COM NEW COM 05561Q201 4,051 45,479 SH   SOLE   45,479 0 0
BWX TECHNOLOGIES INC COM COM 05605H100 20,612 367,941 SH   SOLE   357,914 0 10,027
BAKER HUGHES A GE CO CL A COM 05722G100 1,838 50,200 SH   SOLE   50,200 0 0
BALL CORP COM COM 058498106 6,788 164,356 SH   SOLE   164,356 0 0
BANCO MACRO SA SPON ADR B ADR 05961W105 14,601 124,421 SH   SOLE   124,421 0 0
BANK AMER CORP COM COM 060505104 135,707 5,355,444 SH   SOLE   5,179,119 0 176,325
BANK AMER CORP COM COM 060505104 121 4,761 SH   OTR   0 0 4,761
BANK HAWAII CORP COM COM 062540109 68,562 822,477 SH   SOLE   754,807 0 67,670
BAXTER INTL INC COM COM 071813109 57,624 918,309 SH   SOLE   897,560 0 20,749
BEACON ROOFING SUPPLY INC COM COM 073685109 107,103 2,089,816 SH   SOLE   1,966,487 0 123,329
BECTON DICKINSON & CO COM COM 075887109 15,774 80,500 SH   SOLE   80,500 0 0
BECTON DICKINSON & CO PFD SHS CONV A CVPFD 075887208 22,659 410,040 SH   SOLE   410,040 0 0
BELDEN INC COM COM 077454106 91,609 1,137,580 SH   SOLE   1,044,068 0 93,512
BEMIS INC COM COM 081437105 2,930 64,300 SH   SOLE   64,300 0 0
BENEFITFOCUS INC COM COM 08180D106 893 26,551 SH   SOLE   26,551 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 7,021 38,300 SH   SOLE   38,300 0 0
BERRY GLOBAL GROUP INC COM COM 08579W103 82,873 1,462,900 SH   SOLE   1,369,029 0 93,871
BEST BUY INC COM COM 086516101 13,078 229,600 SH   SOLE   229,600 0 0
BIO TECHNE CORP COM COM 09073M104 39,514 326,863 SH   SOLE   300,022 0 26,841
BLACK HILLS CORP COM COM 092113109 89,863 1,304,820 SH   SOLE   1,238,702 0 66,118
BLACKBAUD INC COM COM 09227Q100 13,949 158,874 SH   SOLE   158,874 0 0
BLACKLINE INC COM COM 09239B109 15,206 445,662 SH   SOLE   425,454 0 20,208
BLACKROCK INC COM COM 09247X101 64,812 144,963 SH   SOLE   144,963 0 0
BLOCK H & R INC COM COM 093671105 50,513 1,907,600 SH   SOLE   1,907,600 0 0
BLUEBIRD BIO INC COM COM 09609G100 33,990 247,473 SH   SOLE   243,422 0 4,051
BLUEPRINT MEDICINES CORP COM COM 09627Y109 121,598 1,745,337 SH   SOLE   1,709,675 0 35,662
BLUEPRINT MEDICINES CORP COM COM 09627Y109 1,395 20,029 SH   OTR   20,029 0 0
BOEING CO COM COM 097023105 43,360 170,568 SH   SOLE   170,568 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A COM 099502106 109,594 2,931,093 SH   SOLE   2,738,063 0 193,030
BOSTON PROPERTIES INC COM COM 101121101 43,297 352,348 SH   SOLE   339,416 0 12,932
BOSTON PROPERTIES INC COM COM 101121101 95 776 SH   OTR   0 0 776
BOSTON SCIENTIFIC CORP COM COM 101137107 48,544 1,664,191 SH   SOLE   1,604,479 0 59,712
BOSTON SCIENTIFIC CORP COM COM 101137107 58 2,005 SH   OTR   0 0 2,005
BRIDGE BANCORP INC COM COM 108035106 3,638 107,171 SH   SOLE   107,171 0 0
BRIDGE BANCORP INC COM COM 108035106 998 29,403 SH   OTR   29,403 0 0
BRIGHT HORIZONS FAM SOL IN D COM COM 109194100 13,431 155,792 SH   SOLE   155,792 0 0
BRINKS CO COM COM 109696104 14,296 169,685 SH   SOLE   161,929 0 7,756
BRISTOL MYERS SQUIBB CO COM COM 110122108 37,841 593,682 SH   SOLE   593,682 0 0
BRIXMOR PPTY GROUP INC COM COM 11120U105 23,608 1,255,771 SH   SOLE   1,255,771 0 0
BROOKDALE SR LIVING INC NOTE 2.750 6/1 CV 112463AA2 11,161 11,175,000 PRN   SOLE   11,175,000 0 0
BROWN & BROWN INC COM COM 115236101 45,142 936,747 SH   SOLE   898,160 0 38,587
BROWN FORMAN CORP CL B COM 115637209 26,695 491,619 SH   SOLE   491,619 0 0
BRYN MAWR BK CORP COM COM 117665109 4,294 98,033 SH   SOLE   98,033 0 0
BRYN MAWR BK CORP COM COM 117665109 1,178 26,894 SH   OTR   26,894 0 0
BUILDERS FIRSTSOURCE INC COM COM 12008R107 43,354 2,409,893 SH   SOLE   2,306,143 0 103,750
BUILDERS FIRSTSOURCE INC COM COM 12008R107 664 36,929 SH   OTR   36,929 0 0
BURLINGTON STORES INC COM COM 122017106 59,952 628,028 SH   SOLE   608,286 0 19,742
BURLINGTON STORES INC COM COM 122017106 39 412 SH   OTR   0 0 412
BYLINE BANCORP INC COM COM 124411109 12,097 568,986 SH   SOLE   568,986 0 0
BYLINE BANCORP INC COM COM 124411109 1,501 70,598 SH   OTR   70,598 0 0
CAI INTERNATIONAL INC COM COM 12477X106 2,577 85,000 SH   SOLE   85,000 0 0
CBOE HLDGS INC COM COM 12503M108 21,157 196,571 SH   SOLE   196,571 0 0
CIGNA CORPORATION COM COM 125509109 7,590 40,600 SH   SOLE   40,600 0 0
CIT GROUP INC COM NEW COM 125581801 57,709 1,176,538 SH   SOLE   1,176,538 0 0
CMS ENERGY CORP COM COM 125896100 66,660 1,439,117 SH   SOLE   1,320,116 0 119,001
CSX CORP COM COM 126408103 38,207 704,151 SH   SOLE   683,026 0 21,125
CSX CORP COM COM 126408103 68 1,251 SH   OTR   0 0 1,251
CSRA INC COM COM 12650T104 28,036 868,810 SH   SOLE   868,810 0 0
CVS HEALTH CORP COM COM 126650100 122,514 1,506,568 SH   SOLE   1,491,184 0 15,384
CVS HEALTH CORP COM COM 126650100 31 376 SH   OTR   0 0 376
CABOT OIL & GAS CORP COM COM 127097103 21,919 819,400 SH   SOLE   819,400 0 0
CADENCE BANCORPORATION CL A COM 12739A100 5,161 225,174 SH   SOLE   214,340 0 10,834
CAESARS ENTMT CORP COM COM 127686103 2,296 172,000 SH   SOLE   172,000 0 0
CALAMP CORP NOTE 1.625 5/1 CV 128126AB5 6,213 5,800,000 PRN   SOLE   5,800,000 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 7,794 494,864 SH   SOLE   494,864 0 0
CALITHERA BIOSCIENCES INC COM COM 13089P101 2,133 135,397 SH   OTR   135,397 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG COM 135086106 32,570 1,584,894 SH   SOLE   1,510,602 0 74,292
CAPITAL ONE FINL CORP COM COM 14040H105 38,063 449,600 SH   SOLE   449,600 0 0
CARDINAL HEALTH INC COM COM 14149Y108 86,180 1,287,800 SH   SOLE   1,287,800 0 0
CARE COM INC COM COM 141633107 10,258 645,575 SH   SOLE   645,575 0 0
CARE COM INC COM COM 141633107 2,807 176,634 SH   OTR   176,634 0 0
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 46,695 723,172 SH   SOLE   703,982 0 19,190
CARNIVAL CORP UNIT 99/99/9999 COM 143658300 79 1,218 SH   OTR   0 0 1,218
CARRIZO OIL & GAS INC COM COM 144577103 24,452 1,427,427 SH   SOLE   1,410,772 0 16,655
CARTER INC COM COM 146229109 6,957 70,452 SH   SOLE   70,452 0 0
CATERPILLAR INC DEL COM COM 149123101 88,820 712,209 SH   SOLE   709,416 0 2,793
CATERPILLAR INC DEL COM COM 149123101 62 500 SH   OTR   0 0 500
CAVCO INDS INC DEL COM COM 149568107 3,991 27,047 SH   SOLE   27,047 0 0
CAVCO INDS INC DEL COM COM 149568107 1,095 7,418 SH   OTR   7,418 0 0
CAVIUM INC COM COM 14964U108 20,070 304,374 SH   SOLE   290,319 0 14,055
CELANESE CORP DEL COM SER A COM 150870103 36,369 348,800 SH   SOLE   348,800 0 0
CELGENE CORP COM COM 151020104 91,968 630,697 SH   SOLE   618,315 0 12,382
CELGENE CORP COM COM 151020104 25 169 SH   OTR   0 0 169
CENTENE CORP DEL COM COM 15135B101 9,362 96,748 SH   SOLE   96,748 0 0
CENTENNIAL RESOURCE DEV INC CL A COM 15136A102 29,787 1,657,598 SH   SOLE   1,657,598 0 0
CENTERSTATE BK CORP COM COM 15201P109 47,655 1,778,177 SH   SOLE   1,743,031 0 35,146
CENTERSTATE BK CORP COM COM 15201P109 2,620 97,769 SH   OTR   97,769 0 0
CENTURY ALUM CO COM COM 156431108 11,903 717,910 SH   SOLE   717,910 0 0
CEVA INC COM COM 157210105 51,040 1,192,516 SH   SOLE   1,163,081 0 29,435
CEVA INC COM COM 157210105 1,982 46,315 SH   OTR   46,315 0 0
CHARLES RIV LABS INTL INC COM COM 159864107 81,511 754,591 SH   SOLE   707,309 0 47,282
CHASE CORP COM COM 16150R104 4,768 42,800 SH   SOLE   42,800 0 0
CHEESECAKE FACTORY INC COM COM 163072101 10,395 246,800 SH   SOLE   246,800 0 0
CHEFS WHSE INC COM COM 163086101 3,450 178,780 SH   SOLE   178,780 0 0
CHEFS WHSE INC COM COM 163086101 947 49,069 SH   OTR   49,069 0 0
CHEGG INC COM COM 163092109 42,987 2,896,728 SH   SOLE   2,790,947 0 105,781
CHEGG INC COM COM 163092109 2,363 159,256 SH   OTR   159,256 0 0
CHEMICAL FINL CORP COM COM 163731102 7,155 136,915 SH   SOLE   136,915 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 3,991 51,000 SH   SOLE   51,000 0 0
CHEVRON CORP NEW COM COM 166764100 507,733 4,321,132 SH   SOLE   4,265,144 0 55,988
CHEVRON CORP NEW COM COM 166764100 275 2,341 SH   OTR   0 0 2,341
CHINA RAPID FIN LTD SPONSORED ADR ADR 16953Q105 4,707 714,320 SH   SOLE   714,320 0 0
CHURCH & DWIGHT INC COM COM 171340102 5,898 121,731 SH   SOLE   121,731 0 0
CIMAREX ENERGY CO COM COM 171798101 133,179 1,171,624 SH   SOLE   1,118,965 0 52,659
CINEMARK HOLDINGS INC COM COM 17243V102 8,254 227,941 SH   SOLE   227,941 0 0
CIRRUS LOGIC INC COM COM 172755100 15,459 289,932 SH   SOLE   276,681 0 13,251
CISCO SYS INC COM COM 17275R102 241,625 7,184,818 SH   SOLE   7,060,128 0 124,690
CISCO SYS INC COM COM 17275R102 186 5,526 SH   OTR   0 0 5,526
CINTAS CORP COM COM 172908105 9,120 63,209 SH   SOLE   63,209 0 0
CITIGROUP INC COM NEW COM 172967424 161,806 2,224,438 SH   SOLE   2,147,038 0 77,400
CITIGROUP INC COM NEW COM 172967424 249 3,418 SH   OTR   0 0 3,418
CITIZENS FINL GROUP INC COM COM 174610105 293,433 7,748,428 SH   SOLE   7,574,239 0 174,189
CITIZENS FINL GROUP INC COM COM 174610105 133 3,512 SH   OTR   0 0 3,512
CLOROX CO DEL COM COM 189054109 56,992 432,054 SH   SOLE   423,716 0 8,338
CLOROX CO DEL COM COM 189054109 54 408 SH   OTR   0 0 408
CLOVIS ONCOLOGY INC COM COM 189464100 23,448 284,565 SH   SOLE   276,794 0 7,771
CLOVIS ONCOLOGY INC NOTE 2.500 9/1 CV 189464AB6 19,835 12,828,000 PRN   SOLE   12,828,000 0 0
COACH INC COM COM 189754104 24,972 619,958 SH   SOLE   570,785 0 49,173
COCA COLA CO COM COM 191216100 119,406 2,652,882 SH   SOLE   2,629,262 0 23,620
COCA COLA CO COM COM 191216100 48 1,057 SH   OTR   0 0 1,057
COGNEX CORP COM COM 192422103 51,730 469,075 SH   SOLE   461,092 0 7,983
COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 16,003 220,603 SH   SOLE   220,603 0 0
COHERENT INC COM COM 192479103 13,725 58,360 SH   SOLE   55,542 0 2,818
COLGATE PALMOLIVE CO COM COM 194162103 38,729 531,631 SH   SOLE   512,736 0 18,895
COLGATE PALMOLIVE CO COM COM 194162103 84 1,153 SH   OTR   0 0 1,153
COLUMBUS MCKINNON CORP N Y COM COM 199333105 6,651 175,640 SH   SOLE   175,640 0 0
COMCAST CORP NEW CL A COM 20030N101 45,823 1,190,839 SH   SOLE   1,152,283 0 38,556
COMCAST CORP NEW CL A COM 20030N101 85 2,217 SH   OTR   0 0 2,217
COMERICA INC COM COM 200340107 39,457 517,405 SH   SOLE   499,180 0 18,225
COMERICA INC COM COM 200340107 92 1,204 SH   OTR   0 0 1,204
COMMERCE BANCSHARES INC COM COM 200525103 5,321 92,100 SH   SOLE   92,100 0 0
COMMERCEHUB INC COM SER A COM 20084V108 3,515 155,724 SH   SOLE   155,724 0 0
COMMERCEHUB INC COM SER A COM 20084V108 956 42,356 SH   OTR   42,356 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A ADR 20440T201 12,760 539,094 SH   SOLE   539,094 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR ADR 20441A102 20,473 1,957,309 SH   SOLE   1,957,309 0 0
CONCHO RES INC COM COM 20605P101 28,425 215,800 SH   SOLE   215,800 0 0
CONDUENT INC COM COM 206787103 111,489 7,114,808 SH   SOLE   6,816,683 0 298,125
CONMED CORP COM COM 207410101 14,189 270,430 SH   SOLE   270,430 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 4,406 74,300 SH   SOLE   74,300 0 0
CONOCOPHILLIPS COM COM 20825C104 170,208 3,400,765 SH   SOLE   3,347,398 0 53,367
CONOCOPHILLIPS COM COM 20825C104 108 2,150 SH   OTR   0 0 2,150
CONSOLIDATED EDISON INC COM COM 209115104 19,476 241,400 SH   SOLE   241,400 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 56,262 282,085 SH   SOLE   282,085 0 0
CONTINENTAL RESOURCES INC COM COM 212015101 31,919 826,692 SH   SOLE   826,692 0 0
CONTROL4 CORP COM COM 21240D107 12,404 421,039 SH   SOLE   421,039 0 0
CONTROL4 CORP COM COM 21240D107 3,404 115,562 SH   OTR   115,562 0 0
COOPER COS INC COM NEW COM 216648402 46,180 194,760 SH   SOLE   177,518 0 17,242
CORCEPT THERAPEUTICS INC COM COM 218352102 3,081 159,650 SH   SOLE   159,650 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 843 43,682 SH   OTR   43,682 0 0
CORESITE RLTY CORP COM COM 21870Q105 13,392 119,675 SH   SOLE   119,675 0 0
CORNING INC COM COM 219350105 59,459 1,987,254 SH   SOLE   1,930,497 0 56,757
CORNING INC COM COM 219350105 70 2,348 SH   OTR   0 0 2,348
COSTCO WHSL CORP NEW COM COM 22160K105 28,849 175,600 SH   SOLE   175,600 0 0
COSTAR GROUP INC COM COM 22160N109 26,222 97,752 SH   SOLE   97,752 0 0
COTT CORP QUE COM COM 22163N106 31,235 2,080,949 SH   SOLE   2,080,949 0 0
CRACKER BARREL OLD CTRY STOR COM COM 22410J106 8,354 55,100 SH   SOLE   55,100 0 0
CRANE CO COM COM 224399105 28,146 351,871 SH   SOLE   328,726 0 23,145
CROWN CASTLE INTL CORP NEW 6.875 CON PFD A CVPFD 22822V309 35,724 33,449 SH   SOLE   33,449 0 0
CTRIP COM INTL LTD NOTE 1.250 9/1 CV 22943FAM2 6,476 6,000,000 PRN   SOLE   6,000,000 0 0
CULLEN FROST BANKERS INC COM COM 229899109 8,818 92,900 SH   SOLE   92,900 0 0
CUMMINS INC COM COM 231021106 76,823 457,200 SH   SOLE   457,200 0 0
CURTISS WRIGHT CORP COM COM 231561101 25,749 246,303 SH   SOLE   235,068 0 11,235
D R HORTON INC COM COM 23331A109 6,105 152,900 SH   SOLE   152,900 0 0
DXC TECHNOLOGY CO COM COM 23355L106 11,073 128,935 SH   SOLE   128,935 0 0
DAVE & BUSTERS ENTMT INC COM COM 238337109 49,830 949,504 SH   SOLE   929,147 0 20,357
DECIPHERA PHARMACEUTICALS IN COM COM 24344T101 2,683 141,303 SH   SOLE   141,303 0 0
DECIPHERA PHARMACEUTICALS IN COM COM 24344T101 735 38,697 SH   OTR   38,697 0 0
DEERE & CO COM COM 244199105 64,481 513,427 SH   SOLE   513,427 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 7,629 497,322 SH   SOLE   497,322 0 0
DEL TACO RESTAURANTS INC COM COM 245496104 2,094 136,499 SH   OTR   136,499 0 0
DELTA AIR LINES INC DEL COM NEW COM 247361702 40,147 832,570 SH   SOLE   802,054 0 30,516
DELTA AIR LINES INC DEL COM NEW COM 247361702 53 1,095 SH   OTR   0 0 1,095
DENNYS CORP COM COM 24869P104 19,137 1,537,141 SH   SOLE   1,537,141 0 0
DENTSPLY SIRONA INC COM COM 24906P109 41,535 694,455 SH   SOLE   694,455 0 0
DEVON ENERGY CORP NEW COM COM 25179M103 47,463 1,292,917 SH   SOLE   1,250,053 0 42,864
DEVON ENERGY CORP NEW COM COM 25179M103 69 1,876 SH   OTR   0 0 1,876
DICKS SPORTING GOODS INC COM COM 253393102 5,307 196,500 SH   SOLE   196,500 0 0
DIGITAL RLTY TR INC COM COM 253868103 7,407 62,600 SH   SOLE   62,600 0 0
DISNEY WALT CO COM DISNEY COM 254687106 31,637 320,961 SH   SOLE   311,157 0 9,804
DISNEY WALT CO COM DISNEY COM 254687106 66 671 SH   OTR   0 0 671
DISCOVER FINL SVCS COM COM 254709108 117,191 1,817,473 SH   SOLE   1,794,015 0 23,458
DISCOVER FINL SVCS COM COM 254709108 56 861 SH   OTR   0 0 861
DISH NETWORK CORP NOTE 3.375 8/1 CV 25470MAB5 31,445 27,982,000 PRN   SOLE   27,982,000 0 0
DOLLAR GEN CORP NEW COM COM 256677105 9,573 118,108 SH   SOLE   118,108 0 0
DOLLAR TREE INC COM COM 256746108 34,034 392,007 SH   SOLE   392,007 0 0
DOMINION ENERGY INC COM COM 25746U109 84,654 1,100,400 SH   SOLE   1,100,400 0 0
DONNELLEY FINL SOLUTIONS INC COM COM 25787G100 11,856 549,926 SH   SOLE   549,926 0 0
DOVER CORP COM COM 260003108 88,452 967,849 SH   SOLE   944,634 0 23,215
DOVER CORP COM COM 260003108 125 1,365 SH   OTR   0 0 1,365
DOWDUPONT INC COM COM 26078J100 151,351 2,186,208 SH   SOLE   2,130,267 0 55,941
DOWDUPONT INC COM COM 26078J100 151 2,186 SH   OTR   0 0 2,186
DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 59,408 671,500 SH   SOLE   671,500 0 0
DUKE REALTY CORP COM NEW COM 264411505 87,090 3,021,848 SH   SOLE   3,021,848 0 0
DUKE ENERGY CORP NEW COM NEW COM 26441C204 107,664 1,282,932 SH   SOLE   1,257,465 0 25,467
DUKE ENERGY CORP NEW COM NEW COM 26441C204 125 1,489 SH   OTR   0 0 1,489
DYCOM INDS INC COM COM 267475101 8,711 101,434 SH   SOLE   101,434 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 12,662 588,942 SH   SOLE   588,942 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW COM 268158201 3,489 162,259 SH   OTR   162,259 0 0
EL POLLO LOCO HLDGS INC COM COM 268603107 14,611 1,202,580 SH   SOLE   1,202,580 0 0
EOG RES INC COM COM 26875P101 73,750 762,350 SH   SOLE   734,632 0 27,718
EOG RES INC COM COM 26875P101 109 1,131 SH   OTR   0 0 1,131
EQT CORP COM COM 26884L109 52,337 802,218 SH   SOLE   742,415 0 59,803
E TRADE FINANCIAL CORP COM NEW COM 269246401 93,633 2,147,045 SH   SOLE   2,147,045 0 0
EAGLE MATERIALS INC COM COM 26969P108 75,927 711,590 SH   SOLE   675,977 0 35,613
EAST WEST BANCORP INC COM COM 27579R104 209,109 3,497,980 SH   SOLE   3,318,099 0 179,881
EAST WEST BANCORP INC COM COM 27579R104 131 2,195 SH   OTR   0 0 2,195
EASTMAN CHEM CO COM COM 277432100 102,594 1,133,756 SH   SOLE   1,133,756 0 0
EATON VANCE CORP COM NON VTG COM 278265103 14,307 289,800 SH   SOLE   289,800 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500 5/0 CV 27875TAA9 10,255 10,606,000 PRN   SOLE   10,606,000 0 0
ECOLAB INC COM COM 278865100 17,015 132,300 SH   SOLE   132,300 0 0
EDISON INTL COM COM 281020107 71,182 922,400 SH   SOLE   922,400 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 7,922 72,474 SH   SOLE   72,474 0 0
8X8 INC NEW COM COM 282914100 2,027 150,177 SH   SOLE   150,177 0 0
8X8 INC NEW COM COM 282914100 561 41,588 SH   OTR   41,588 0 0
EL PASO ELEC CO COM NEW COM 283677854 13,351 241,651 SH   SOLE   241,651 0 0
ELDORADO RESORTS INC COM COM 28470R102 7,080 276,005 SH   SOLE   276,005 0 0
EMCOR GROUP INC COM COM 29084Q100 19,757 284,769 SH   SOLE   284,769 0 0
ENVISION HEALTHCARE CORP COM COM 29414D100 36,904 821,000 SH   SOLE   821,000 0 0
EPIZYME INC COM COM 29428V104 9,438 495,450 SH   SOLE   495,450 0 0
EPIZYME INC COM COM 29428V104 2,557 134,216 SH   OTR   134,216 0 0
ESPERION THERAPEUTICS INC NE COM COM 29664W105 9,291 185,379 SH   SOLE   185,379 0 0
ESPERION THERAPEUTICS INC NE COM COM 29664W105 2,532 50,510 SH   OTR   50,510 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 13,118 404,885 SH   SOLE   404,885 0 0
ETSY INC COM COM 29786A106 12,492 740,046 SH   SOLE   712,999 0 27,047
EURONET WORLDWIDE INC COM COM 298736109 5,228 55,150 SH   SOLE   55,150 0 0
EURONET WORLDWIDE INC NOTE 1.50010/0 CV 298736AH2 17,661 13,010,000 PRN   SOLE   13,010,000 0 0
EVERCORE INC CLASS A COM 29977A105 34,525 430,215 SH   SOLE   410,594 0 19,621
EVERBRIDGE INC COM COM 29978A104 9,709 367,473 SH   SOLE   367,473 0 0
EVERBRIDGE INC COM COM 29978A104 2,656 100,543 SH   OTR   100,543 0 0
EVERSOURCE ENERGY COM COM 30040W108 19,830 328,100 SH   SOLE   328,100 0 0
EXACT SCIENCES CORP COM COM 30063P105 70,945 1,505,623 SH   SOLE   1,458,439 0 47,184
EXELON CORP COM COM 30161N101 20,839 553,200 SH   SOLE   553,200 0 0
EXELIXIS INC COM COM 30161Q104 19,752 815,175 SH   SOLE   815,175 0 0
EXPEDIA INC DEL COM NEW COM 30212P303 9,196 63,890 SH   SOLE   63,890 0 0
EXPEDITORS INTL WASH INC COM COM 302130109 5,440 90,877 SH   SOLE   90,877 0 0
EXPONENT INC COM COM 30214U102 3,695 50,000 SH   SOLE   50,000 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B COM 30224P200 29,448 1,472,393 SH   SOLE   1,403,995 0 68,398
EXTRACTION OIL AND GAS INC COM COM 30227M105 7,789 506,098 SH   SOLE   506,098 0 0
EZCORP INC CL A NON VTG COM 302301106 3,390 356,792 SH   SOLE   356,792 0 0
EXXON MOBIL CORP COM COM 30231G102 124,649 1,520,476 SH   SOLE   1,482,695 0 37,781
EXXON MOBIL CORP COM COM 30231G102 138 1,686 SH   OTR   0 0 1,686
FLIR SYS INC COM COM 302445101 55,066 1,415,218 SH   SOLE   1,329,659 0 85,559
F M C CORP COM NEW COM 302491303 32,998 369,472 SH   SOLE   369,472 0 0
FB FINL CORP COM COM 30257X104 5,645 149,659 SH   SOLE   149,659 0 0
FACEBOOK INC CL A COM 30303M102 128,920 754,490 SH   SOLE   754,490 0 0
FASTENAL CO COM COM 311900104 9,900 217,200 SH   SOLE   217,200 0 0
FEDERAL SIGNAL CORP COM COM 313855108 18,501 869,421 SH   SOLE   869,421 0 0
FEDEX CORP COM COM 31428X106 54,004 239,400 SH   SOLE   239,400 0 0
FERRO CORP COM COM 315405100 3,931 176,272 SH   SOLE   176,272 0 0
FERRO CORP COM COM 315405100 1,076 48,229 SH   OTR   48,229 0 0
FIBROGEN INC COM COM 31572Q808 27,628 513,523 SH   SOLE   496,209 0 17,314
FIDELITY NATL INFORMATION SV COM COM 31620M106 129,815 1,390,035 SH   SOLE   1,312,605 0 77,430
FIDELITY NATL INFORMATION SV COM COM 31620M106 97 1,040 SH   OTR   0 0 1,040
FIDELITY NATIONAL FINANCIAL FNF GROUP COM COM 31620R303 12,765 268,971 SH   SOLE   268,971 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250 8/1 CV 31620RAE5 25,882 9,606,000 PRN   SOLE   9,606,000 0 0
FIREEYE INC COM COM 31816Q101 84,440 5,035,199 SH   SOLE   4,708,294 0 326,905
FIREEYE INC NOTE 1.000 6/0 CV 31816QAB7 26,675 28,097,000 PRN   SOLE   28,097,000 0 0
FIRST HORIZON NATL CORP COM COM 320517105 104,573 5,460,734 SH   SOLE   5,112,500 0 348,234
FIRST INDUSTRIAL REALTY TRUS COM COM 32054K103 29,843 991,782 SH   SOLE   991,782 0 0
FIRST MERCHANTS CORP COM COM 320817109 36,221 843,729 SH   SOLE   843,729 0 0
FIRST REP BK SAN FRANCISCO C COM COM 33616C100 35,296 337,887 SH   SOLE   337,887 0 0
FLAGSTAR BANCORP INC COM PAR .001 COM 337930705 7,451 210,000 SH   SOLE   210,000 0 0
FIRSTENERGY CORP COM COM 337932107 51,982 1,686,070 SH   SOLE   1,686,070 0 0
FIVE9 INC COM COM 338307101 50,630 2,118,401 SH   SOLE   2,043,397 0 75,004
FIVE9 INC COM COM 338307101 3,113 130,269 SH   OTR   130,269 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 3,286 80,315 SH   SOLE   80,315 0 0
FIVE PRIME THERAPEUTICS INC COM COM 33830X104 899 21,974 SH   OTR   21,974 0 0
FLOOR & DECOR HLDGS INC CL A COM 339750101 30,036 771,544 SH   SOLE   744,806 0 26,738
FLOWERS FOODS INC COM COM 343498101 8,525 453,200 SH   SOLE   453,200 0 0
FORD MTR CO DEL COM PAR $0.01 COM 345370860 102,054 8,525,800 SH   SOLE   8,525,800 0 0
FORTIVE CORP COM COM 34959J108 41,552 586,972 SH   SOLE   586,972 0 0
FOUNDATION MEDICINE INC COM COM 350465100 24,494 609,297 SH   SOLE   586,501 0 22,796
FOUNDATION MEDICINE INC COM COM 350465100 1,242 30,886 SH   OTR   30,886 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 4,632 107,463 SH   SOLE   107,463 0 0
FOX FACTORY HLDG CORP COM COM 35138V102 1,271 29,495 SH   OTR   29,495 0 0
FREEPORT-MCMORAN INC CL B COM 35671D857 22,165 1,578,672 SH   SOLE   1,578,672 0 0
FRONTIER COMMUNICATIONS CORP COM NEW COM 35906A306 2,055 174,260 SH   SOLE   174,260 0 0
GGP INC COM COM 36174X101 55,751 2,684,200 SH   SOLE   2,684,200 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 37,028 601,600 SH   SOLE   601,600 0 0
GENERAL DYNAMICS CORP COM COM 369550108 169,128 822,687 SH   SOLE   803,348 0 19,339
GENERAL DYNAMICS CORP COM COM 369550108 224 1,090 SH   OTR   0 0 1,090
GENERAL ELECTRIC CO COM COM 369604103 65,294 2,700,347 SH   SOLE   2,661,401 0 38,946
GENERAL ELECTRIC CO COM COM 369604103 50 2,072 SH   OTR   0 0 2,072
GENERAL MLS INC COM COM 370334104 15,538 300,200 SH   SOLE   300,200 0 0
GENESEE & WYO INC CL A COM 371559105 60,718 820,403 SH   SOLE   764,409 0 55,994
GENUINE PARTS CO COM COM 372460105 9,766 102,100 SH   SOLE   102,100 0 0
GIBRALTAR INDS INC COM COM 374689107 17,633 566,068 SH   SOLE   566,068 0 0
GILEAD SCIENCES INC COM COM 375558103 5,056 62,400 SH   SOLE   62,400 0 0
GLAUKOS CORP COM COM 377322102 12,215 370,153 SH   SOLE   356,363 0 13,790
GLAUKOS CORP COM COM 377322102 622 18,850 SH   OTR   18,850 0 0
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 3,321 106,962 SH   SOLE   106,962 0 0
GLOBAL BLOOD THERAPEUTICS IN COM COM 37890U108 886 28,549 SH   OTR   28,549 0 0
GLOBAL PMTS INC COM COM 37940X102 26,510 278,960 SH   SOLE   278,306 0 654
GOLDMAN SACHS GROUP INC COM COM 38141G104 44,830 189,005 SH   SOLE   182,389 0 6,616
GOLDMAN SACHS GROUP INC COM COM 38141G104 87 368 SH   OTR   0 0 368
GRACO INC COM COM 384109104 13,346 107,900 SH   SOLE   107,900 0 0
GRAINGER W W INC COM COM 384802104 7,981 44,400 SH   SOLE   44,400 0 0
GRAND CANYON ED INC COM COM 38526M106 20,040 220,658 SH   SOLE   210,619 0 10,039
GRAPHIC PACKAGING HLDG CO COM COM 388689101 19,679 1,410,700 SH   SOLE   1,410,700 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 49,024 1,617,964 SH   SOLE   1,617,964 0 0
GREEN BANCORP INC COM COM 39260X100 3,929 166,113 SH   SOLE   166,113 0 0
GREENHILL & CO INC COM COM 395259104 1,613 97,152 SH   SOLE   97,152 0 0
GREENHILL & CO INC COM COM 395259104 435 26,185 SH   OTR   26,185 0 0
GRUBHUB INC COM COM 400110102 79,184 1,503,678 SH   SOLE   1,466,270 0 37,408
GUESS INC COM COM 401617105 3,566 209,400 SH   SOLE   209,400 0 0
HCP INC COM COM 40414L109 3,092 111,100 SH   SOLE   111,100 0 0
HP INC COM COM 40434L105 23,880 1,196,400 SH   SOLE   1,196,400 0 0
HALLIBURTON CO COM COM 406216101 45,029 978,247 SH   SOLE   942,590 0 35,657
HALLIBURTON CO COM COM 406216101 71 1,553 SH   OTR   0 0 1,553
HALYARD HEALTH INC COM COM 40650V100 17,527 389,235 SH   SOLE   389,235 0 0
HAMILTON LANE INC CL A COM 407497106 6,001 223,496 SH   SOLE   219,990 0 3,506
HAMILTON LANE INC CL A COM 407497106 1,080 40,216 SH   OTR   40,216 0 0
HANESBRANDS INC COM COM 410345102 41,880 1,699,672 SH   SOLE   1,581,865 0 117,807
HANOVER INS GROUP INC COM COM 410867105 46,381 478,495 SH   SOLE   478,495 0 0
HARTFORD FINL SVCS GROUP INC COM COM 416515104 147,242 2,656,358 SH   SOLE   2,615,911 0 40,447
HARTFORD FINL SVCS GROUP INC COM COM 416515104 93 1,683 SH   OTR   0 0 1,683
HASBRO INC COM COM 418056107 19,629 200,969 SH   SOLE   200,969 0 0
HEALTHSOUTH CORP COM NEW COM 421924309 107,900 2,327,941 SH   SOLE   2,216,336 0 111,605
HEALTHCARE TR AMER INC CL A NEW COM 42225P501 30,073 1,009,174 SH   SOLE   1,009,174 0 0
HEALTHEQUITY INC COM COM 42226A107 22,857 451,896 SH   SOLE   430,691 0 21,205
HELMERICH & PAYNE INC COM COM 423452101 29,842 572,679 SH   SOLE   525,098 0 47,581
HENRY JACK & ASSOC INC COM COM 426281101 10,434 101,512 SH   SOLE   101,512 0 0
HERITAGE COMMERCE CORP COM COM 426927109 3,720 261,418 SH   SOLE   261,418 0 0
HERITAGE COMMERCE CORP COM COM 426927109 1,018 71,526 SH   OTR   71,526 0 0
HERBALIFE LTD NOTE 2.000 8/1 CV 42703MAB9 5,816 5,798,000 PRN   SOLE   5,798,000 0 0
HERSHEY CO COM COM 427866108 6,435 58,947 SH   SOLE   58,947 0 0
HESS CORP COM COM 42809H107 35,233 751,400 SH   SOLE   751,400 0 0
HEXCEL CORP NEW COM COM 428291108 12,466 217,100 SH   SOLE   217,100 0 0
HIGHWOODS PPTYS INC COM COM 431284108 99,613 1,912,332 SH   SOLE   1,814,113 0 98,219
HILL ROM HLDGS INC COM COM 431475102 58,262 787,318 SH   SOLE   737,615 0 49,703
HOLOGIC INC COM COM 436440101 5,962 162,500 SH   SOLE   162,500 0 0
HOME DEPOT INC COM COM 437076102 55,072 336,709 SH   SOLE   336,709 0 0
HONEYWELL INTL INC COM COM 438516106 105,998 747,835 SH   SOLE   729,538 0 18,297
HONEYWELL INTL INC COM COM 438516106 82 575 SH   OTR   0 0 575
HOST HOTELS & RESORTS INC COM COM 44107P104 37,751 2,041,700 SH   SOLE   2,041,700 0 0
HUBBELL INC COM COM 443510607 86,127 742,347 SH   SOLE   720,943 0 21,404
HUBSPOT INC COM COM 443573100 47,045 559,725 SH   SOLE   536,545 0 23,180
HUNT J B TRANS SVCS INC COM COM 445658107 17,280 155,564 SH   SOLE   155,564 0 0
HUNTSMAN CORP COM COM 447011107 40,261 1,468,301 SH   SOLE   1,468,301 0 0
ICF INTL INC COM COM 44925C103 17,835 330,583 SH   SOLE   330,583 0 0
IPG PHOTONICS CORP COM COM 44980X109 39,948 215,865 SH   SOLE   212,622 0 3,243
IRHYTHM TECHNOLOGIES INC COM COM 450056106 12,545 241,801 SH   SOLE   241,801 0 0
IRHYTHM TECHNOLOGIES INC COM COM 450056106 3,433 66,166 SH   OTR   66,166 0 0
ITT INC COM COM 45073V108 52,074 1,176,273 SH   SOLE   1,154,450 0 21,823
ITT INC COM COM 45073V108 44 989 SH   OTR   0 0 989
ICICI BK LTD ADR ADR 45104G104 6,851 800,361 SH   SOLE   800,361 0 0
IDACORP INC COM COM 451107106 42,911 488,011 SH   SOLE   488,011 0 0
IDEX CORP COM COM 45167R104 8,528 70,204 SH   SOLE   70,204 0 0
IDEXX LABS INC COM COM 45168D104 17,685 113,735 SH   SOLE   113,735 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 22,727 153,600 SH   SOLE   153,600 0 0
ILLUMINA INC COM COM 452327109 34,527 173,328 SH   SOLE   173,328 0 0
ILLUMINA INC NOTE 0.500 6/1 CV 452327AH2 41,632 36,459,000 PRN   SOLE   36,459,000 0 0
IMAX CORP COM COM 45245E109 11,370 501,996 SH   SOLE   501,996 0 0
IMMUNOMEDICS INC COM COM 452907108 12,446 890,271 SH   SOLE   890,271 0 0
IMMUNOMEDICS INC COM COM 452907108 3,369 241,013 SH   OTR   241,013 0 0
IMPINJ INC COM COM 453204109 3,208 77,091 SH   SOLE   77,091 0 0
IMPINJ INC COM COM 453204109 869 20,878 SH   OTR   20,878 0 0
INCYTE CORP COM COM 45337C102 17,891 153,254 SH   SOLE   153,254 0 0
INSMED INC COM PAR $.01 COM 457669307 47,056 1,507,710 SH   SOLE   1,482,821 0 24,889
INPHI CORP COM COM 45772F107 13,674 344,532 SH   SOLE   328,331 0 16,201
INPHI CORP NOTE 1.12512/0 CV 45772FAB3 4,572 3,719,000 PRN   SOLE   3,719,000 0 0
INSTRUCTURE INC COM COM 45781U103 9,717 293,133 SH   SOLE   293,133 0 0
INSTRUCTURE INC COM COM 45781U103 2,659 80,203 SH   OTR   80,203 0 0
INSULET CORP COM COM 45784P101 52,778 958,208 SH   SOLE   914,805 0 43,403
INTEL CORP COM COM 458140100 173,377 4,552,962 SH   SOLE   4,526,731 0 26,231
INTEL CORP COM COM 458140100 62 1,633 SH   OTR   0 0 1,633
INTEL CORP SDCV 3.250 8/0 CV 458140AF7 43,049 23,404,000 PRN   SOLE   23,404,000 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 152,463 1,050,887 SH   SOLE   1,050,887 0 0
INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 18,778 131,400 SH   SOLE   131,400 0 0
INTERSECT ENT INC COM COM 46071F103 9,013 289,336 SH   SOLE   289,336 0 0
INTERSECT ENT INC COM COM 46071F103 2,466 79,164 SH   OTR   79,164 0 0
INTUITIVE SURGICAL INC COM NEW COM 46120E602 68,081 65,094 SH   SOLE   65,094 0 0
INVITATION HOMES INC COM COM 46187W107 21,042 929,000 SH   SOLE   929,000 0 0
IROBOT CORP COM COM 462726100 39,046 506,698 SH   SOLE   494,075 0 12,623
JPMORGAN CHASE & CO COM COM 46625H100 410,480 4,297,767 SH   SOLE   4,216,986 0 80,781
JPMORGAN CHASE & CO COM COM 46625H100 363 3,800 SH   OTR   0 0 3,800
JABIL INC COM COM 466313103 3,889 136,200 SH   SOLE   136,200 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 57,169 981,112 SH   SOLE   902,381 0 78,731
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JOHNSON & JOHNSON COM COM 478160104 291,354 2,241,013 SH   SOLE   2,198,649 0 42,364
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KEYCORP NEW COM COM 493267108 162,212 8,619,111 SH   SOLE   8,619,111 0 0
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MACYS INC COM COM 55616P104 3,779 173,200 SH   SOLE   173,200 0 0
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MID AMER APT CMNTYS INC COM COM 59522J103 5,729 53,600 SH   SOLE   53,600 0 0
MILACRON HLDGS CORP COM COM 59870L106 28,838 1,710,430 SH   SOLE   1,710,430 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 38,470 544,511 SH   SOLE   531,462 0 13,049
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NIKE INC CL B COM 654106103 28,886 557,100 SH   SOLE   557,100 0 0
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RAYTHEON CO COM NEW COM 755111507 109,507 586,917 SH   SOLE   586,917 0 0
RBC BEARINGS INC COM COM 75524B104 13,305 106,313 SH   SOLE   101,484 0 4,829
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RED HAT INC NOTE 0.25010/0 CV 756577AD4 20,110 13,027,000 PRN   SOLE   13,027,000 0 0
REDFIN CORP COM COM 75737F108 11,985 477,675 SH   SOLE   455,950 0 21,725
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RICE ENERGY INC COM COM 762760106 66,744 2,306,276 SH   SOLE   2,147,521 0 158,755
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RIO TINTO PLC SPONSORED ADR ADR 767204100 20,708 438,814 SH   SOLE   438,814 0 0
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ROPER TECHNOLOGIES INC COM COM 776696106 62,186 255,487 SH   SOLE   255,487 0 0
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SCANA CORP NEW COM COM 80589M102 63,934 1,318,508 SH   SOLE   1,318,508 0 0
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TARGET CORP COM COM 87612E106 32,579 552,100 SH   SOLE   552,100 0 0
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TEMPUR SEALY INTL INC COM COM 88023U101 75,832 1,175,322 SH   SOLE   1,100,434 0 74,888
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TURQUOISE HILL RES LTD COM COM 900435108 6,958 2,244,671 SH   SOLE   2,244,671 0 0
TWILIO INC CL A COM 90138F102 12,619 422,760 SH   SOLE   403,612 0 19,148
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VALVOLINE INC COM COM 92047W101 46,394 1,978,425 SH   SOLE   1,816,515 0 161,910
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VENTAS INC COM COM 92276F100 39,632 608,500 SH   SOLE   608,500 0 0
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WYNN RESORTS LTD COM COM 983134107 67,347 452,237 SH   SOLE   452,237 0 0
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ALLERGAN PLC PFD CONV SER A CVPFD G0177J116 29,512 39,999 SH   SOLE   39,999 0 0
AMDOCS LTD SHS COM G02602103 61,461 955,557 SH   SOLE   877,040 0 78,517
ARCH CAP GROUP LTD ORD COM G0450A105 83,405 846,756 SH   SOLE   779,654 0 67,102
ARRIS INTL INC SHS COM G0551A103 46,271 1,624,108 SH   SOLE   1,519,918 0 104,190
AXALTA COATING SYS LTD COM COM G0750C108 29,292 1,012,854 SH   SOLE   1,012,854 0 0
AXOVANT SCIENCES LTD COM COM G0750W104 310 45,000 SH   SOLE   45,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 37,374 276,700 SH   SOLE   276,700 0 0
MIMECAST LTD ORD SHS COM G14838109 5,078 178,680 SH   SOLE   178,680 0 0
MIMECAST LTD ORD SHS COM G14838109 1,387 48,814 SH   OTR   48,814 0 0
BUNGE LIMITED COM COM G16962105 27,038 389,257 SH   SOLE   389,257 0 0
COCA COLA EUROPEAN PARTNERS SHS COM G25839104 25,125 603,671 SH   SOLE   603,671 0 0
EATON CORP PLC SHS COM G29183103 34,364 447,500 SH   SOLE   447,500 0 0
ESSENT GROUP LTD COM COM G3198U102 42,460 1,048,389 SH   SOLE   980,181 0 68,208
EVEREST RE GROUP LTD COM COM G3223R108 6,418 28,100 SH   SOLE   28,100 0 0
GASLOG LTD SHS COM G37585109 43,744 2,506,799 SH   SOLE   2,407,158 0 99,641
GASLOG LTD SHS COM G37585109 1,440 82,550 SH   OTR   82,550 0 0
ICON PLC SHS COM G4705A100 28,292 248,438 SH   SOLE   228,091 0 20,347
INGERSOLL-RAND PLC SHS COM G47791101 26,047 292,109 SH   SOLE   292,109 0 0
INVESCO LTD SHS COM G491BT108 143,538 4,096,391 SH   SOLE   4,050,583 0 45,808
JOHNSON CTLS INTL PLC SHS COM G51502105 154,304 3,829,845 SH   SOLE   3,768,956 0 60,889
JOHNSON CTLS INTL PLC SHS COM G51502105 90 2,228 SH   OTR   0 0 2,228
KOSMOS ENERGY LTD SHS COM G5315B107 20,237 2,542,350 SH   SOLE   2,542,350 0 0
LAZARD LTD SHS A COM G54050102 37,144 821,400 SH   SOLE   821,400 0 0
MARVELL TECHNOLOGY GROUP LTD ORD COM G5876H105 2,889 161,400 SH   SOLE   161,400 0 0
MEDTRONIC PLC SHS COM G5960L103 118,233 1,520,294 SH   SOLE   1,520,294 0 0
NORWEGIAN CRUISE LINE HLDGS SHS COM G66721104 6,487 120,020 SH   SOLE   120,020 0 0
OM ASSET MGMT PLC SHS COM G67506108 22,345 1,497,628 SH   SOLE   1,497,628 0 0
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 74,634 552,273 SH   SOLE   523,307 0 28,966
ROWAN COMPANIES PLC SHS CL A COM G7665A101 9,528 741,500 SH   SOLE   741,500 0 0
PENTAIR PLC SHS COM G7S00T104 99,396 1,462,561 SH   SOLE   1,462,561 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.75010/1 CV G81075AF3 10,488 10,000,000 PRN   SOLE   10,000,000 0 0
STERIS PLC SHS USD COM G84720104 46,705 528,338 SH   SOLE   493,982 0 34,356
VALIDUS HOLDINGS LTD COM SHS COM G9319H102 5,856 119,000 SH   SOLE   119,000 0 0
XL GROUP LTD COM COM G98294104 130,747 3,314,256 SH   SOLE   3,314,256 0 0
CHUBB LIMITED COM COM H1467J104 160,595 1,126,589 SH   SOLE   1,101,798 0 24,791
CHUBB LIMITED COM COM H1467J104 189 1,323 SH   OTR   0 0 1,323
TRINSEO S A SHS COM L9340P101 79,402 1,183,342 SH   SOLE   1,105,644 0 77,698
ORBOTECH LTD ORD COM M75253100 36,440 863,292 SH   SOLE   863,292 0 0
TOWER SEMICONDUCTOR LTD SHS NEW COM M87915274 24,501 796,778 SH   SOLE   796,778 0 0
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 48,271 726,420 SH   SOLE   699,329 0 27,091
SODASTREAM INTERNATIONAL LTD USD SHS COM M9068E105 2,360 35,508 SH   OTR   35,508 0 0
WIX COM LTD SHS COM M98068105 20,725 288,450 SH   SOLE   275,341 0 13,109
FERRARI N V COM COM N3167Y103 7,046 63,777 SH   SOLE   63,777 0 0
INTERXION HOLDING N.V SHS COM N47279109 13,257 260,307 SH   SOLE   260,307 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 85,143 859,600 SH   SOLE   859,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 12,909 108,900 SH   SOLE   108,900 0 0
BROADCOM LTD SHS COM Y09827109 64,098 264,278 SH   SOLE   259,219 0 5,059
BROADCOM LTD SHS COM Y09827109 53 218 SH   OTR   0 0 218
FLEX LTD ORD COM Y2573F102 19,983 1,206,000 SH   SOLE   1,206,000 0 0