0000930413-16-007150.txt : 20160516
0000930413-16-007150.hdr.sgml : 20160516
20160516165923
ACCESSION NUMBER: 0000930413-16-007150
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160516
DATE AS OF CHANGE: 20160516
EFFECTIVENESS DATE: 20160516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD, ABBETT & CO. LLC
CENTRAL INDEX KEY: 0000728100
IRS NUMBER: 135620131
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00413
FILM NUMBER: 161654823
BUSINESS ADDRESS:
STREET 1: 90 HUDSON STREET
STREET 2: 10TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-395-2000
MAIL ADDRESS:
STREET 1: 90 HUDSON STREET
STREET 2: 10TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
FORMER COMPANY:
FORMER CONFORMED NAME: LORD ABBETT & CO LLC
DATE OF NAME CHANGE: 20050608
FORMER COMPANY:
FORMER CONFORMED NAME: LORD ABBETT & CO
DATE OF NAME CHANGE: 19940808
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000728100
XXXXXXXX
03-31-2016
03-31-2016
false
LORD, ABBETT & CO. LLC
90 HUDSON STREET
10TH FLOOR
JERSEY CITY
NJ
07302
13F HOLDINGS REPORT
028-00413
N
Lawrence H. Kaplan
General Counsel
201-827-2269
/s/ Lawrence H. Kaplan
Jersey City
NJ
05-16-2016
0
1039
31798735
INFORMATION TABLE
2
infotable.xml
BROADCOM LTD SHS
COM
Y09827109
36727
237714
SH
SOLE
237714
0
0
ROYAL CARIBBEAN CRUISES LTD COM
COM
V7780T103
5586
68000
SH
SOLE
68000
0
0
NXP SEMICONDUCTORS N V COM
COM
N6596X109
18576
229140
SH
SOLE
229140
0
0
LYONDELLBASELL INDUSTRIES N SHS - A -
COM
N53745100
24
285
SH
OTR
0
0
285
LYONDELLBASELL INDUSTRIES N SHS - A -
COM
N53745100
61348
716854
SH
SOLE
713037
0
3817
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16
CV
N31738110
8009
110460
PRN
SOLE
110460
0
0
CIMPRESS N V SHS EURO
COM
N20146101
45876
505856
SH
SOLE
494608
0
11248
WIX COM LTD SHS
COM
M98068105
930
45873
SH
OTR
45873
0
0
WIX COM LTD SHS
COM
M98068105
4202
207289
SH
SOLE
207289
0
0
STRATASYS LTD SHS
COM
M85548101
429
16566
SH
OTR
16566
0
0
STRATASYS LTD SHS
COM
M85548101
1940
74836
SH
SOLE
74836
0
0
ORBOTECH LTD ORD
COM
M75253100
11938
502036
SH
SOLE
502036
0
0
MELLANOX TECHNOLOGIES LTD SHS
COM
M51363113
44282
815055
SH
SOLE
796777
0
18278
GLOBANT S A COM
COM
L44385109
472
15308
SH
OTR
15308
0
0
GLOBANT S A COM
COM
L44385109
2129
68998
SH
SOLE
68998
0
0
CHUBB LIMITED COM
COM
H1467J104
164
1378
SH
OTR
0
0
1378
CHUBB LIMITED COM
COM
H1467J104
304007
2551464
SH
SOLE
2524851
0
26613
ALLIED WRLD ASSUR COM HLDG A SHS
COM
H01531104
20514
587133
SH
SOLE
587133
0
0
XL GROUP PLC SHS
COM
G98290102
125675
3415086
SH
SOLE
3415086
0
0
VALIDUS HOLDINGS LTD COM SHS
COM
G9319H102
15507
328600
SH
SOLE
328600
0
0
STERIS PLC SHS USD
COM
G84720104
144362
2031839
SH
SOLE
1938922
0
92917
PENTAIR PLC SHS
COM
G7S00T104
4417
81400
SH
SOLE
81400
0
0
ROWAN COMPANIES PLC SHS CL A
COM
G7665A101
12800
795000
SH
SOLE
795000
0
0
RENAISSANCERE HOLDINGS LTD COM
COM
G7496G103
138639
1156966
SH
SOLE
1097885
0
59081
NORWEGIAN CRUISE LINE HLDGS SHS
COM
G66721104
9213
166630
SH
SOLE
166630
0
0
NIELSEN HLDGS PLC SHS EUR
COM
G6518L108
55814
1059900
SH
SOLE
1059900
0
0
MULTI PACKAGING SOLUTIONS IN COM
COM
G6331W109
8918
549447
SH
SOLE
549447
0
0
MEDTRONIC PLC SHS
COM
G5960L103
91785
1223794
SH
SOLE
1223794
0
0
MALLINCKRODT PUB LTD CO SHS
COM
G5785G107
36077
588731
SH
SOLE
588731
0
0
INVESCO LTD SHS
COM
G491BT108
107543
3495050
SH
SOLE
3495050
0
0
INGERSOLL-RAND PLC SHS
COM
G47791101
84547
1363444
SH
SOLE
1363444
0
0
GASLOG LTD SHS
COM
G37585109
499
51203
SH
OTR
51203
0
0
GASLOG LTD SHS
COM
G37585109
15794
1621572
SH
SOLE
1590653
0
30919
FABRINET SHS
COM
G3323L100
908
28060
SH
OTR
28060
0
0
FABRINET SHS
COM
G3323L100
4102
126797
SH
SOLE
126797
0
0
EVEREST RE GROUP LTD COM
COM
G3223R108
33622
170300
SH
SOLE
170300
0
0
ESSENT GROUP LTD COM
COM
G3198U102
54504
2620387
SH
SOLE
2488098
0
132289
ENDURANCE SPECIALTY HLDGS LT SHS
COM
G30397106
38976
596518
SH
SOLE
596518
0
0
EATON CORP PLC SHS
COM
G29183103
15815
252803
SH
SOLE
252803
0
0
DELPHI AUTOMOTIVE PLC SHS
COM
G27823106
9126
121650
SH
SOLE
121650
0
0
BUNGE LIMITED COM
COM
G16962105
5463
96400
SH
SOLE
96400
0
0
ACCENTURE PLC IRELAND SHS CLASS A
COM
G1151C101
77837
674497
SH
SOLE
674497
0
0
AXALTA COATING SYS LTD COM
COM
G0750C108
4197
143738
SH
SOLE
143738
0
0
AXIS CAPITAL HOLDINGS LTD SHS
COM
G0692U109
3117
56200
SH
SOLE
56200
0
0
ATLASSIAN CORP PLC CL A
COM
G06242104
19001
755513
SH
SOLE
738571
0
16942
ARRIS INTL INC SHS
COM
G0551A103
65751
2868709
SH
SOLE
2704552
0
164157
ASPEN INSURANCE HOLDINGS LTD SHS
COM
G05384105
3263
68400
SH
SOLE
68400
0
0
ARGO GROUP INTL HLDGS LTD COM
COM
G0464B107
19943
347499
SH
SOLE
347499
0
0
ARCH CAP GROUP LTD ORD
COM
G0450A105
66922
941231
SH
SOLE
866188
0
75043
AMDOCS LTD SHS
COM
G02602103
58108
961727
SH
SOLE
890340
0
71387
ALLERGAN PLC PFD CONV SER A
CVPFD
G0177J116
44223
48113
SH
SOLE
48113
0
0
ZUMIEZ INC COM
COM
989817101
18423
924842
SH
SOLE
924842
0
0
ZOES KITCHEN INC COM
COM
98979J109
1289
33062
SH
OTR
33062
0
0
ZOES KITCHEN INC COM
COM
98979J109
5813
149092
SH
SOLE
149092
0
0
ZOETIS INC CL A
COM
98978V103
11867
267697
SH
SOLE
267697
0
0
ZENDESK INC COM
COM
98936J101
18292
873950
SH
SOLE
854351
0
19599
ZELTIQ AESTHETICS INC COM
COM
98933Q108
822
30270
SH
OTR
30270
0
0
ZELTIQ AESTHETICS INC COM
COM
98933Q108
28622
1053828
SH
SOLE
1033255
0
20573
ZAYO GROUP HLDGS INC COM
COM
98919V105
58159
2399310
SH
SOLE
2222901
0
176409
YUM BRANDS INC COM
COM
988498101
79
960
SH
OTR
0
0
960
YUM BRANDS INC COM
COM
988498101
75747
925436
SH
SOLE
896406
0
29030
YAHOO INC NOTE 12/0
CV
984332AF3
45099
45411000
PRN
SOLE
45411000
0
0
XYLEM INC COM
COM
98419M100
9775
239000
SH
SOLE
239000
0
0
XILINX INC NOTE 2.625% 6/1
CV
983919AF8
22642
13733000
PRN
SOLE
13733000
0
0
XCEL ENERGY INC COM
COM
98389B100
46654
1115600
SH
SOLE
1115600
0
0
WYNN RESORTS LTD COM
COM
983134107
42341
453189
SH
SOLE
453189
0
0
WYNDHAM WORLDWIDE CORP COM
COM
98310W108
30174
394787
SH
SOLE
394787
0
0
WPX ENERGY INC PFD SER A CV
CVPFD
98212B202
12623
357700
SH
SOLE
357700
0
0
WPX ENERGY INC COM
COM
98212B103
10555
1510000
SH
SOLE
1510000
0
0
WORTHINGTON INDS INC COM
COM
981811102
13576
380918
SH
SOLE
380918
0
0
WORKDAY INC CL A
COM
98138H101
7300
95003
SH
SOLE
95003
0
0
WISDOMTREE TR JAPN HEDGE EQT
ETF
97717W851
47194
1079710
SH
SOLE
1079710
0
0
WISDOMTREE INVTS INC COM
COM
97717P104
377
33026
SH
OTR
33026
0
0
WISDOMTREE INVTS INC COM
COM
97717P104
13066
1143148
SH
SOLE
1129574
0
13574
WILEY JOHN & SONS INC CL A
COM
968223206
6298
128829
SH
SOLE
128829
0
0
WHITING PETE CORP NEW COM
COM
966387102
1361
170600
SH
SOLE
170600
0
0
WHITEWAVE FOODS CO COM
COM
966244105
20545
505544
SH
SOLE
505544
0
0
WHIRLPOOL CORP COM
COM
963320106
157737
874662
SH
SOLE
874662
0
0
WEYERHAEUSER CO PREF CONV SER A
CVPFD
962166872
3306
64670
SH
SOLE
64670
0
0
WEYERHAEUSER CO COM
COM
962166104
3702
119500
SH
SOLE
119500
0
0
WESTROCK CO COM
COM
96145D105
87234
2235039
SH
SOLE
2171925
0
63114
WESTERN UN CO COM
COM
959802109
50756
2631200
SH
SOLE
2631200
0
0
WESTERN ALLIANCE BANCORP COM
COM
957638109
72314
2166395
SH
SOLE
2068785
0
97610
WESTAR ENERGY INC COM
COM
95709T100
57458
1158193
SH
SOLE
1158193
0
0
WEST PHARMACEUTICAL SVSC INC COM
COM
955306105
35481
511841
SH
SOLE
506793
0
5048
WESCO INTL INC DBCV 6.000% 9/1
CV
95082PAH8
19152
9972000
PRN
SOLE
9972000
0
0
WELLTOWER INC COM
COM
95040Q104
15324
221000
SH
SOLE
221000
0
0
WELLS FARGO & CO NEW PERP PFD CNV A
CVPFD
949746804
53288
44222
SH
SOLE
44222
0
0
WELLS FARGO & CO NEW COM
COM
949746101
100
2063
SH
OTR
0
0
2063
WELLS FARGO & CO NEW COM
COM
949746101
137584
2844988
SH
SOLE
2809354
0
35634
WEBSTER FINL CORP CONN COM
COM
947890109
1808
50353
SH
SOLE
50353
0
0
WEBMD HEALTH CORP COM
COM
94770V102
62343
995422
SH
SOLE
974210
0
21212
WEB COM GROUP INC NOTE 1.000% 8/1
CV
94733AAA2
5782
6062000
PRN
SOLE
6062000
0
0
WAYFAIR INC CL A
COM
94419L101
59848
1384721
SH
SOLE
1363953
0
20768
WATSCO INC COM
COM
942622200
82257
610490
SH
SOLE
583271
0
27219
WASTE CONNECTIONS INC COM
COM
941053100
25357
392584
SH
SOLE
369339
0
23245
WALGREENS BOOTS ALLIANCE INC COM
COM
931427108
148493
1762740
SH
SOLE
1762740
0
0
WAL-MART STORES INC COM
COM
931142103
108567
1585150
SH
SOLE
1585150
0
0
WAGEWORKS INC COM
COM
930427109
27324
539888
SH
SOLE
527895
0
11993
WABTEC CORP COM
COM
929740108
8406
106012
SH
SOLE
106012
0
0
WD-40 CO COM
COM
929236107
12318
114041
SH
SOLE
114041
0
0
VULCAN MATLS CO COM
COM
929160109
25233
239019
SH
SOLE
239019
0
0
VOYA FINL INC COM
COM
929089100
3435
115400
SH
SOLE
115400
0
0
VORNADO RLTY TR SH BEN INT
COM
929042109
81
860
SH
OTR
0
0
860
VORNADO RLTY TR SH BEN INT
COM
929042109
103895
1100234
SH
SOLE
1078797
0
21437
VOCERA COMMUNICATIONS INC COM
COM
92857F107
564
44211
SH
OTR
44211
0
0
VOCERA COMMUNICATIONS INC COM
COM
92857F107
2546
199720
SH
SOLE
199720
0
0
VISTA OUTDOOR INC COM
COM
928377100
49137
946579
SH
SOLE
929895
0
16684
VISA INC COM CL A
COM
92826C839
55946
731515
SH
SOLE
731515
0
0
VIASAT INC COM
COM
92552V100
4517
61478
SH
SOLE
60107
0
1371
VERIZON COMMUNICATIONS INC COM
COM
92343V104
122
2256
SH
OTR
0
0
2256
VERIZON COMMUNICATIONS INC COM
COM
92343V104
240204
4441649
SH
SOLE
4401511
0
40138
VERISIGN INC SDCV 3.250% 8/1
CV
92343EAD4
25217
9734000
PRN
SOLE
9734000
0
0
VERIFONE SYS INC COM
COM
92342Y109
40613
1438135
SH
SOLE
1438135
0
0
VERA BRADLEY INC COM
COM
92335C106
667
32810
SH
OTR
32810
0
0
VERA BRADLEY INC COM
COM
92335C106
3015
148216
SH
SOLE
148216
0
0
VEEVA SYS INC CL A COM
COM
922475108
25384
1013748
SH
SOLE
991340
0
22408
VANTIV INC CL A
COM
92210H105
76
1410
SH
OTR
0
0
1410
VANTIV INC CL A
COM
92210H105
69732
1294201
SH
SOLE
1223863
0
70338
VALERO ENERGY CORP NEW COM
COM
91913Y100
90569
1412050
SH
SOLE
1412050
0
0
VAIL RESORTS INC COM
COM
91879Q109
41636
311414
SH
SOLE
307122
0
4292
VCA INC COM
COM
918194101
28407
492411
SH
SOLE
481525
0
10886
URBAN OUTFITTERS INC COM
COM
917047102
1117
33747
SH
SOLE
33747
0
0
UNUM GROUP COM
COM
91529Y106
28663
927000
SH
SOLE
927000
0
0
UNIVERSAL HLTH SVCS INC CL B
COM
913903100
3787
30368
SH
SOLE
30368
0
0
UNIVERSAL ELECTRS INC COM
COM
913483103
1084
17479
SH
OTR
17479
0
0
UNIVERSAL ELECTRS INC COM
COM
913483103
4896
78986
SH
SOLE
78986
0
0
UNIVERSAL DISPLAY CORP COM
COM
91347P105
27560
509432
SH
SOLE
498116
0
11316
UNITEDHEALTH GROUP INC COM
COM
91324P102
143
1108
SH
OTR
0
0
1108
UNITEDHEALTH GROUP INC COM
COM
91324P102
174499
1353754
SH
SOLE
1327799
0
25955
UNITED TECHNOLOGIES CORP COM
COM
913017109
82
823
SH
OTR
0
0
823
UNITED TECHNOLOGIES CORP COM
COM
913017109
90361
902711
SH
SOLE
897989
0
4722
UNITED STATES STL CORP NEW COM
COM
912909108
1685
105000
SH
SOLE
105000
0
0
UNITED RENTALS INC COM
COM
911363109
8062
129630
SH
SOLE
129630
0
0
UNION PAC CORP COM
COM
907818108
34016
427600
SH
SOLE
427600
0
0
ULTRAGENYX PHARMACEUTICAL IN COM
COM
90400D108
9869
155883
SH
SOLE
152387
0
3496
ULTIMATE SOFTWARE GROUP INC COM
COM
90385D107
41124
212528
SH
SOLE
209331
0
3197
ULTA SALON COSMETCS & FRAG I COM
COM
90384S303
29654
153060
SH
SOLE
153060
0
0
U S CONCRETE INC COM NEW
COM
90333L201
1038
17423
SH
OTR
17423
0
0
U S CONCRETE INC COM NEW
COM
90333L201
20898
350747
SH
SOLE
350747
0
0
UGI CORP NEW COM
COM
902681105
11227
278650
SH
SOLE
278650
0
0
UDR INC COM
COM
902653104
118985
3088119
SH
SOLE
2975030
0
113089
TYSON FOODS INC UNIT 99/99/9999
CVPFD
902494301
32958
442502
SH
SOLE
442502
0
0
TYSON FOODS INC CL A
COM
902494103
10286
154300
SH
SOLE
154300
0
0
2U INC COM
COM
90214J101
656
29027
SH
OTR
29027
0
0
2U INC COM
COM
90214J101
25931
1147372
SH
SOLE
1124581
0
22791
II VI INC COM
COM
902104108
1032
47537
SH
OTR
47537
0
0
II VI INC COM
COM
902104108
4652
214268
SH
SOLE
214268
0
0
TWITTER INC NOTE 1.000% 9/1
CV
90184LAD4
15120
17946000
PRN
SOLE
17946000
0
0
TWITTER INC NOTE 0.250% 9/1
CV
90184LAB8
1788
2030000
PRN
SOLE
2030000
0
0
TRIPADVISOR INC COM
COM
896945201
16821
252941
SH
SOLE
252941
0
0
TRINITY INDS INC COM
COM
896522109
23735
1296300
SH
SOLE
1296300
0
0
TRIMBLE NAVIGATION LTD COM
COM
896239100
63630
2565727
SH
SOLE
2541982
0
23745
TRANSUNION COM
COM
89400J107
43505
1575702
SH
SOLE
1540632
0
35070
TRANSDIGM GROUP INC COM
COM
893641100
109
495
SH
OTR
0
0
495
TRANSDIGM GROUP INC COM
COM
893641100
81555
370131
SH
SOLE
358978
0
11153
TRACTOR SUPPLY CO COM
COM
892356106
10393
114890
SH
SOLE
114890
0
0
TOTAL S A SPONSORED ADR
ADR
89151E109
5
114
SH
OTR
0
0
114
TOTAL S A SPONSORED ADR
ADR
89151E109
21535
474126
SH
SOLE
471991
0
2135
TORO CO COM
COM
891092108
73105
848868
SH
SOLE
837209
0
11659
TOLL BROTHERS INC COM
COM
889478103
3491
118300
SH
SOLE
118300
0
0
TIMKEN CO COM
COM
887389104
1989
59400
SH
SOLE
59400
0
0
TIME WARNER INC COM NEW
COM
887317303
164
2255
SH
OTR
0
0
2255
TIME WARNER INC COM NEW
COM
887317303
139917
1928559
SH
SOLE
1871128
0
57431
TIFFANY & CO NEW COM
COM
886547108
2536
34562
SH
SOLE
34562
0
0
3M CO COM
COM
88579Y101
96436
578741
SH
SOLE
578741
0
0
THOR INDS INC COM
COM
885160101
3080
48300
SH
SOLE
48300
0
0
THERMO FISHER SCIENTIFIC INC COM
COM
883556102
94
663
SH
OTR
0
0
663
THERMO FISHER SCIENTIFIC INC COM
COM
883556102
91680
647504
SH
SOLE
631372
0
16132
TEXAS ROADHOUSE INC COM
COM
882681109
44036
1010460
SH
SOLE
998909
0
11551
TEXAS INSTRS INC COM
COM
882508104
10445
181900
SH
SOLE
181900
0
0
TEVA PHARMACEUTICAL INDS LTD ADR
ADR
881624209
6
119
SH
OTR
0
0
119
TEVA PHARMACEUTICAL INDS LTD ADR
ADR
881624209
4638
86671
SH
SOLE
84653
0
2018
TESLA MTRS INC NOTE 1.250% 3/0
CV
88160RAC5
5778
6704000
PRN
SOLE
6704000
0
0
TESLA MTRS INC NOTE 0.250% 3/0
CV
88160RAB7
27738
30356000
PRN
SOLE
30356000
0
0
TESORO CORP COM
COM
881609101
3647
42400
SH
SOLE
42400
0
0
TESARO INC NOTE 3.000%10/0
CV
881569AA5
2502
1700000
PRN
SOLE
1700000
0
0
TERADYNE INC COM
COM
880770102
9675
448144
SH
SOLE
448144
0
0
TELEFLEX INC NOTE 3.875% 8/0
CV
879369AA4
8559
3346000
PRN
SOLE
3346000
0
0
TELEDYNE TECHNOLOGIES INC COM
COM
879360105
12369
140339
SH
SOLE
140339
0
0
TEGNA INC COM
COM
87901J105
3404
145100
SH
SOLE
145100
0
0
TEAM HEALTH HOLDINGS INC COM
COM
87817A107
14852
355232
SH
SOLE
347284
0
7948
TASER INTL INC COM
COM
87651B104
795
40509
SH
OTR
40509
0
0
TASER INTL INC COM
COM
87651B104
3578
182290
SH
SOLE
182290
0
0
TARGET CORP COM
COM
87612E106
109
1327
SH
OTR
0
0
1327
TARGET CORP COM
COM
87612E106
217056
2638015
SH
SOLE
2608439
0
29576
TALMER BANCORP INC COM
COM
87482X101
2828
156350
SH
SOLE
156350
0
0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR
ADR
874039100
10
384
SH
OTR
0
0
384
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR
ADR
874039100
300
11467
SH
SOLE
6091
0
5376
T MOBILE US INC CONV PFD SER A
CVPFD
872590203
15825
239041
SH
SOLE
239041
0
0
T MOBILE US INC COM
COM
872590104
21095
550791
SH
SOLE
550791
0
0
TJX COS INC NEW COM
COM
872540109
33782
431165
SH
SOLE
431165
0
0
TD AMERITRADE HLDG CORP COM
COM
87236Y108
79
2512
SH
OTR
0
0
2512
TD AMERITRADE HLDG CORP COM
COM
87236Y108
99313
3149787
SH
SOLE
3078299
0
71488
SYSCO CORP COM
COM
871829107
10150
217200
SH
SOLE
217200
0
0
SYNAPTICS INC COM
COM
87157D109
105514
1323228
SH
SOLE
1264109
0
59119
SWIFT TRANSN CO CL A
COM
87074U101
37562
2016188
SH
SOLE
1970761
0
45427
SURGICAL CARE AFFILIATES INC COM
COM
86881L106
4757
102784
SH
SOLE
102784
0
0
SUPERIOR ENERGY SVCS INC COM
COM
868157108
21843
1631329
SH
SOLE
1631329
0
0
SUPER MICRO COMPUTER INC COM
COM
86800U104
1029
30187
SH
OTR
30187
0
0
SUPER MICRO COMPUTER INC COM
COM
86800U104
4634
135987
SH
SOLE
135987
0
0
SUNPOWER CORP DBCV 0.875% 6/0
CV
867652AJ8
780
1000000
PRN
SOLE
1000000
0
0
SUNPOWER CORP DBCV 0.750% 6/0
CV
867652AG4
6937
6271000
PRN
SOLE
6271000
0
0
SUNPOWER CORP COM
COM
867652406
34638
1550506
SH
SOLE
1515676
0
34830
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR
ADR
86562M209
6
969
SH
OTR
0
0
969
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR
ADR
86562M209
211
35072
SH
SOLE
18620
0
16452
STILLWATER MNG CO NOTE 1.750%10/1
CV
86074QAL6
22610
21069000
PRN
SOLE
21069000
0
0
STERICYCLE INC DEP PFD A 1/10
CVPFD
858912207
22576
242882
SH
SOLE
242882
0
0
STERICYCLE INC COM
COM
858912108
6224
49321
SH
SOLE
49321
0
0
STEEL DYNAMICS INC COM
COM
858119100
40910
1817419
SH
SOLE
1817419
0
0
STARWOOD PPTY TR INC NOTE 3.750%10/1
CV
85571BAC9
5204
5250000
PRN
SOLE
5250000
0
0
STARWOOD PPTY TR INC COM
COM
85571B105
2468
130400
SH
SOLE
130400
0
0
STARBUCKS CORP COM
COM
855244109
44480
745056
SH
SOLE
745056
0
0
STANLEY BLACK & DECKER INC UNIT 11/17/20166
CVPFD
854502804
8997
79784
SH
SOLE
79784
0
0
STANLEY BLACK & DECKER INC COM
COM
854502101
57013
541900
SH
SOLE
541900
0
0
STANDEX INTL CORP COM
COM
854231107
2155
27700
SH
SOLE
27700
0
0
STAMPS COM INC COM NEW
COM
852857200
1282
12065
SH
OTR
12065
0
0
STAMPS COM INC COM NEW
COM
852857200
65747
618622
SH
SOLE
608885
0
9737
SQUARE INC CL A
COM
852234103
22283
1458301
SH
SOLE
1425598
0
32703
SPROUTS FMRS MKT INC COM
COM
85208M102
18969
653197
SH
SOLE
653197
0
0
SPLUNK INC COM
COM
848637104
5949
121576
SH
SOLE
121576
0
0
SPECTRA ENERGY CORP COM
COM
847560109
24370
796400
SH
SOLE
796400
0
0
SPARK THERAPEUTICS INC COM
COM
84652J103
698
23643
SH
OTR
23643
0
0
SPARK THERAPEUTICS INC COM
COM
84652J103
11455
388187
SH
SOLE
381853
0
6334
SOVRAN SELF STORAGE INC COM
COM
84610H108
31015
262953
SH
SOLE
257012
0
5941
SOUTHWEST AIRLS CO COM
COM
844741108
37123
828639
SH
SOLE
828639
0
0
SOUTHERN CO COM
COM
842587107
88158
1704200
SH
SOLE
1704200
0
0
SOUTH ST CORP COM
COM
840441109
26544
413268
SH
SOLE
413268
0
0
SONIC CORP COM
COM
835451105
36353
1033918
SH
SOLE
1010786
0
23132
SOLAREDGE TECHNOLOGIES INC COM
COM
83417M104
1116
44410
SH
OTR
44410
0
0
SOLAREDGE TECHNOLOGIES INC COM
COM
83417M104
5032
200174
SH
SOLE
200174
0
0
SMUCKER J M CO COM NEW
COM
832696405
2805
21600
SH
SOLE
21600
0
0
SMITH A O COM
COM
831865209
15331
200900
SH
SOLE
200900
0
0
SMITH & WESSON HLDG CORP COM
COM
831756101
1300
48829
SH
OTR
48829
0
0
SMITH & WESSON HLDG CORP COM
COM
831756101
5871
220549
SH
SOLE
220549
0
0
SKYWORKS SOLUTIONS INC COM
COM
83088M102
7224
92729
SH
SOLE
92729
0
0
SKECHERS U S A INC CL A
COM
830566105
15186
498708
SH
SOLE
487534
0
11174
SIX FLAGS ENTMT CORP NEW COM
COM
83001A102
21408
385801
SH
SOLE
385801
0
0
SINCLAIR BROADCAST GROUP INC CL A
COM
829226109
40967
1332275
SH
SOLE
1302476
0
29799
SIMON PPTY GROUP INC NEW COM
COM
828806109
86000
414079
SH
SOLE
404320
0
9759
SILVER SPRING NETWORKS INC COM
COM
82817Q103
1065
72212
SH
OTR
72212
0
0
SILVER SPRING NETWORKS INC COM
COM
82817Q103
4801
325486
SH
SOLE
325486
0
0
SILVER RUN ACQUISITION CORP UNIT 99/99/9999T
COM
82811P200
1421
137262
SH
SOLE
137262
0
0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR
ADR
82706C108
1314
33869
SH
OTR
33869
0
0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR
ADR
82706C108
7434
191560
SH
SOLE
191560
0
0
SIGNATURE BK NEW YORK N Y COM
COM
82669G104
93
685
SH
OTR
0
0
685
SIGNATURE BK NEW YORK N Y COM
COM
82669G104
111841
821637
SH
SOLE
790198
0
31439
SHOPIFY INC CL A
COM
82509L107
17385
616262
SH
SOLE
602442
0
13820
SHERWIN WILLIAMS CO COM
COM
824348106
25367
89110
SH
SOLE
89110
0
0
SHAKE SHACK INC CL A
COM
819047101
12237
327895
SH
SOLE
327895
0
0
SERVISFIRST BANCSHARES INC COM
COM
81768T108
472
10620
SH
OTR
10620
0
0
SERVISFIRST BANCSHARES INC COM
COM
81768T108
2125
47871
SH
SOLE
47871
0
0
SERVICENOW INC NOTE 11/0
CV
81762PAB8
6670
6130000
PRN
SOLE
6130000
0
0
SERVICENOW INC COM
COM
81762P102
11342
185381
SH
SOLE
185381
0
0
SEMPRA ENERGY COM
COM
816851109
171195
1645312
SH
SOLE
1630695
0
14617
SEAWORLD ENTMT INC COM
COM
81282V100
44175
2097581
SH
SOLE
1928688
0
168893
SEALED AIR CORP NEW COM
COM
81211K100
45863
955278
SH
SOLE
885880
0
69398
SCOTTS MIRACLE GRO CO CL A
COM
810186106
56556
777190
SH
SOLE
766388
0
10802
SCHWAB CHARLES CORP NEW COM
COM
808513105
4497
160482
SH
SOLE
160482
0
0
SCHLUMBERGER LTD COM
COM
806857108
154714
2097823
SH
SOLE
2076539
0
21284
SCHEIN HENRY INC COM
COM
806407102
7022
40677
SH
SOLE
40677
0
0
SCANA CORP NEW COM
COM
80589M102
72549
1034195
SH
SOLE
1034195
0
0
SAREPTA THERAPEUTICS INC COM
COM
803607100
637
32638
SH
OTR
32638
0
0
SAREPTA THERAPEUTICS INC COM
COM
803607100
20524
1051429
SH
SOLE
1031154
0
20275
SANTANDER CONSUMER USA HDG I COM
COM
80283M101
7231
689300
SH
SOLE
689300
0
0
SANDISK CORP NOTE 0.500%10/1
CV
80004CAF8
7180
6883000
PRN
SOLE
6883000
0
0
SANDISK CORP NOTE 1.500% 8/1
CV
80004CAD3
10108
6390000
PRN
SOLE
6390000
0
0
SALESFORCE COM INC NOTE 0.250% 4/0
CV
79466LAD6
12225
9859000
PRN
SOLE
9859000
0
0
SALESFORCE COM INC COM
COM
79466L302
28054
379977
SH
SOLE
379977
0
0
ST JUDE MED INC COM
COM
790849103
79
1430
SH
OTR
0
0
1430
ST JUDE MED INC COM
COM
790849103
94935
1726099
SH
SOLE
1686234
0
39865
SAGE THERAPEUTICS INC COM
COM
78667J108
526
16394
SH
OTR
16394
0
0
SAGE THERAPEUTICS INC COM
COM
78667J108
16511
515010
SH
SOLE
505092
0
9918
SM ENERGY CO COM
COM
78454L100
22263
1187969
SH
SOLE
1187969
0
0
SL GREEN RLTY CORP COM
COM
78440X101
23794
245600
SH
SOLE
245600
0
0
SEI INVESTMENTS CO COM
COM
784117103
10991
255300
SH
SOLE
255300
0
0
RYDER SYS INC COM
COM
783549108
10617
163900
SH
SOLE
163900
0
0
RUTHS HOSPITALITY GROUP INC COM
COM
783332109
970
52674
SH
OTR
52674
0
0
RUTHS HOSPITALITY GROUP INC COM
COM
783332109
4371
237425
SH
SOLE
237425
0
0
RUSH ENTERPRISES INC CL A
COM
781846209
1324
72600
SH
SOLE
72600
0
0
RUCKUS WIRELESS INC COM
COM
781220108
600
61153
SH
OTR
61153
0
0
RUCKUS WIRELESS INC COM
COM
781220108
2711
276336
SH
SOLE
276336
0
0
RUBICON PROJ INC COM
COM
78112V102
944
51627
SH
OTR
51627
0
0
RUBICON PROJ INC COM
COM
78112V102
35606
1947831
SH
SOLE
1909903
0
37928
ROYAL GOLD INC NOTE 2.875% 6/1
CV
780287AA6
20133
20945000
PRN
SOLE
20945000
0
0
ROYAL DUTCH SHELL PLC SPONS ADR A
ADR
780259206
8
162
SH
OTR
0
0
162
ROYAL DUTCH SHELL PLC SPONS ADR A
ADR
780259206
29918
617509
SH
SOLE
614991
0
2518
ROSS STORES INC COM
COM
778296103
27425
473663
SH
SOLE
473663
0
0
ROPER TECHNOLOGIES INC COM
COM
776696106
23599
129116
SH
SOLE
129116
0
0
ROGERS CORP COM
COM
775133101
826
13789
SH
OTR
13789
0
0
ROGERS CORP COM
COM
775133101
3729
62293
SH
SOLE
62293
0
0
ROCKWELL AUTOMATION INC COM
COM
773903109
7306
64231
SH
SOLE
64231
0
0
ROBERT HALF INTL INC COM
COM
770323103
16718
358900
SH
SOLE
358900
0
0
RIO TINTO PLC SPONSORED ADR
ADR
767204100
6
203
SH
OTR
0
0
203
RIO TINTO PLC SPONSORED ADR
ADR
767204100
32323
1143355
SH
SOLE
1139639
0
3716
RICE ENERGY INC COM
COM
762760106
51049
3656806
SH
SOLE
3462900
0
193906
REYNOLDS AMERICAN INC COM
COM
761713106
161903
3218108
SH
SOLE
3218108
0
0
REXFORD INDL RLTY INC COM
COM
76169C100
920
50676
SH
OTR
50676
0
0
REXFORD INDL RLTY INC COM
COM
76169C100
4148
228416
SH
SOLE
228416
0
0
REXNORD CORP NEW COM
COM
76169B102
4793
237025
SH
SOLE
237025
0
0
REVANCE THERAPEUTICS INC COM
COM
761330109
300
17195
SH
OTR
17195
0
0
REVANCE THERAPEUTICS INC COM
COM
761330109
1353
77505
SH
SOLE
77505
0
0
RETAIL OPPORTUNITY INVTS COR COM
COM
76131N101
79744
3963406
SH
SOLE
3766789
0
196617
RESTAURANT BRANDS INTL INC COM
COM
76131D103
11484
295747
SH
SOLE
295747
0
0
RENASANT CORP COM
COM
75970E107
28632
870009
SH
SOLE
870009
0
0
RELIANCE STEEL & ALUMINUM CO COM
COM
759509102
114162
1649984
SH
SOLE
1567444
0
82540
REINSURANCE GROUP AMER INC COM NEW
COM
759351604
17200
178698
SH
SOLE
178698
0
0
REGENERON PHARMACEUTICALS COM
COM
75886F107
5172
14349
SH
SOLE
14349
0
0
RED ROBIN GOURMET BURGERS IN COM
COM
75689M101
37193
576898
SH
SOLE
534720
0
42178
RED HAT INC NOTE 0.250%10/0
CV
756577AD4
7877
6324000
PRN
SOLE
6324000
0
0
RED HAT INC COM
COM
756577102
23334
313172
SH
SOLE
313172
0
0
REALOGY HLDGS CORP COM
COM
75605Y106
60570
1677387
SH
SOLE
1623850
0
53537
RE MAX HLDGS INC CL A
COM
75524W108
4949
144294
SH
SOLE
144294
0
0
RBC BEARINGS INC COM
COM
75524B104
856
11684
SH
OTR
11684
0
0
RBC BEARINGS INC COM
COM
75524B104
41165
561899
SH
SOLE
550639
0
11260
RAYTHEON CO COM NEW
COM
755111507
65054
530491
SH
SOLE
530491
0
0
RSP PERMIAN INC COM
COM
74978Q105
9298
320190
SH
SOLE
320190
0
0
RTI INTL METALS INC NOTE 1.625%10/1
CV
74973WAB3
22567
21467000
PRN
SOLE
21467000
0
0
RPM INTL INC NOTE 2.250%12/1
CV
749685AT0
7035
6141000
PRN
SOLE
6141000
0
0
RPM INTL INC COM
COM
749685103
41748
882054
SH
SOLE
833353
0
48701
QUEST DIAGNOSTICS INC COM
COM
74834L100
7681
107500
SH
SOLE
107500
0
0
QUALCOMM INC COM
COM
747525103
88
1726
SH
OTR
0
0
1726
QUALCOMM INC COM
COM
747525103
253780
4962465
SH
SOLE
4915815
0
46650
QTS RLTY TR INC COM CL A
COM
74736A103
13524
285438
SH
SOLE
285438
0
0
QUAKER CHEM CORP COM
COM
747316107
2189
25800
SH
SOLE
25800
0
0
PUBLIC STORAGE COM
COM
74460D109
26505
96091
SH
SOLE
96091
0
0
PUBLIC SVC ENTERPRISE GROUP COM
COM
744573106
31400
666100
SH
SOLE
666100
0
0
PRUDENTIAL FINL INC COM
COM
744320102
102885
1424600
SH
SOLE
1424600
0
0
PROTO LABS INC COM
COM
743713109
39174
508162
SH
SOLE
496929
0
11233
PROLOGIS INC COM
COM
74340W103
30113
681600
SH
SOLE
681600
0
0
PROGRESSIVE CORP OHIO COM
COM
743315103
45913
1306560
SH
SOLE
1306560
0
0
PRIVATEBANCORP INC COM
COM
742962103
45962
1190734
SH
SOLE
1182129
0
8605
PROCTER & GAMBLE CO COM
COM
742718109
118609
1441000
SH
SOLE
1441000
0
0
PRIMORIS SVCS CORP COM
COM
74164F103
29641
1219800
SH
SOLE
1219800
0
0
PRICELINE GRP INC NOTE 0.900% 9/1
CV
741503AX4
837
830000
PRN
SOLE
830000
0
0
PRICELINE GRP INC NOTE 0.350% 6/1
CV
741503AS5
24263
20135000
PRN
SOLE
20135000
0
0
PRICELINE GRP INC NOTE 1.000% 3/1
CV
741503AQ9
4701
3269000
PRN
SOLE
3269000
0
0
PRICELINE GRP INC COM NEW
COM
741503403
34611
26852
SH
SOLE
26852
0
0
PRICE T ROWE GROUP INC COM
COM
74144T108
11732
159700
SH
SOLE
159700
0
0
PRESS GANEY HLDGS INC COM
COM
74113L102
1128
37515
SH
OTR
37515
0
0
PRESS GANEY HLDGS INC COM
COM
74113L102
38421
1277288
SH
SOLE
1252327
0
24961
PRESTIGE BRANDS HLDGS INC COM
COM
74112D101
84176
1576627
SH
SOLE
1506619
0
70008
PORTLAND GEN ELEC CO COM NEW
COM
736508847
68662
1738728
SH
SOLE
1703405
0
35323
POOL CORPORATION COM
COM
73278L105
66162
754064
SH
SOLE
740062
0
14002
POLYONE CORP COM
COM
73179P106
12530
414200
SH
SOLE
414200
0
0
PLANTRONICS INC NEW COM
COM
727493108
1085
27676
SH
SOLE
27676
0
0
PITNEY BOWES INC COM
COM
724479100
26193
1216000
SH
SOLE
1216000
0
0
PIONEER NAT RES CO COM
COM
723787107
40077
284759
SH
SOLE
284759
0
0
PINNACLE FOODS INC DEL COM
COM
72348P104
160149
3584361
SH
SOLE
3461569
0
122792
PILGRIMS PRIDE CORP NEW COM
COM
72147K108
12402
488273
SH
SOLE
477423
0
10850
PHYSICIANS RLTY TR COM
COM
71943U104
83508
4494508
SH
SOLE
4263239
0
231269
PHOTRONICS INC COM
COM
719405102
423
40646
SH
OTR
40646
0
0
PHOTRONICS INC COM
COM
719405102
1912
183671
SH
SOLE
183671
0
0
PHILIP MORRIS INTL INC COM
COM
718172109
22863
233031
SH
SOLE
233031
0
0
PFIZER INC COM
COM
717081103
172
5802
SH
OTR
0
0
5802
PFIZER INC COM
COM
717081103
368009
12415959
SH
SOLE
12252126
0
163833
PETMED EXPRESS INC COM
COM
716382106
839
46838
SH
OTR
46838
0
0
PETMED EXPRESS INC COM
COM
716382106
3790
211589
SH
SOLE
211589
0
0
PERKINELMER INC COM
COM
714046109
78420
1585530
SH
SOLE
1503362
0
82168
PERFORMANCE FOOD GROUP CO COM
COM
71377A103
33821
1448428
SH
SOLE
1415776
0
32652
PEPSICO INC COM
COM
713448108
129
1263
SH
OTR
0
0
1263
PEPSICO INC COM
COM
713448108
209710
2046349
SH
SOLE
2013838
0
32511
PEOPLES UNITED FINANCIAL INC COM
COM
712704105
11793
740300
SH
SOLE
740300
0
0
PENUMBRA INC COM
COM
70975L107
942
20473
SH
OTR
20473
0
0
PENUMBRA INC COM
COM
70975L107
28459
618664
SH
SOLE
606814
0
11850
PENSKE AUTOMOTIVE GRP INC COM
COM
70959W103
2486
65600
SH
SOLE
65600
0
0
PENNEY J C INC COM
COM
708160106
4671
422300
SH
SOLE
422300
0
0
PAYPAL HLDGS INC COM
COM
70450Y103
66229
1715773
SH
SOLE
1715773
0
0
PAYLOCITY HLDG CORP COM
COM
70438V106
641
19592
SH
OTR
19592
0
0
PAYLOCITY HLDG CORP COM
COM
70438V106
25021
764238
SH
SOLE
749027
0
15211
PAYCOM SOFTWARE INC COM
COM
70432V102
22969
645207
SH
SOLE
630670
0
14537
PATTERSON UTI ENERGY INC COM
COM
703481101
31599
1793384
SH
SOLE
1793384
0
0
PATTERSON COMPANIES INC COM
COM
703395103
1680
36100
SH
SOLE
36100
0
0
PATRICK INDS INC COM
COM
703343103
705
15543
SH
OTR
15543
0
0
PATRICK INDS INC COM
COM
703343103
33110
729447
SH
SOLE
729447
0
0
PARSLEY ENERGY INC CL A
COM
701877102
33560
1484948
SH
SOLE
1484948
0
0
PANERA BREAD CO CL A
COM
69840W108
102069
498312
SH
SOLE
491373
0
6939
PALO ALTO NETWORKS INC NOTE 7/0
CV
697435AB1
7809
5000000
PRN
SOLE
5000000
0
0
PALO ALTO NETWORKS INC COM
COM
697435105
5905
36194
SH
SOLE
36194
0
0
PACIFIC PREMIER BANCORP COM
COM
69478X105
2505
117200
SH
SOLE
117200
0
0
PACIFIC BIOSCIENCES CALIF IN COM
COM
69404D108
1031
121281
SH
OTR
121281
0
0
PACIFIC BIOSCIENCES CALIF IN COM
COM
69404D108
30053
3535660
SH
SOLE
3469614
0
66046
PVH CORP COM
COM
693656100
30953
312465
SH
SOLE
312465
0
0
PPL CORP COM
COM
69351T106
23
614
SH
OTR
0
0
614
PPL CORP COM
COM
69351T106
141771
3723950
SH
SOLE
3715152
0
8798
PPG INDS INC COM
COM
693506107
28035
251457
SH
SOLE
251457
0
0
PG&E CORP COM
COM
69331C108
85
1428
SH
OTR
0
0
1428
PG&E CORP COM
COM
69331C108
33100
554261
SH
SOLE
539392
0
14869
PBF ENERGY INC CL A
COM
69318G106
9392
282900
SH
SOLE
282900
0
0
OWENS ILL INC COM NEW
COM
690768403
4882
305872
SH
SOLE
305872
0
0
OWENS & MINOR INC NEW COM
COM
690732102
3395
84000
SH
SOLE
84000
0
0
ORBITAL ATK INC COM
COM
68557N103
56875
654186
SH
SOLE
654186
0
0
OPHTHOTECH CORP COM
COM
683745103
500
11817
SH
OTR
11817
0
0
OPHTHOTECH CORP COM
COM
683745103
2250
53238
SH
SOLE
53238
0
0
ONEOK INC NEW COM
COM
682680103
11311
378800
SH
SOLE
378800
0
0
ONE GAS INC COM
COM
68235P108
22430
367102
SH
SOLE
358947
0
8155
ON SEMICONDUCTOR CORP NOTE 2.625%12/1
CV
682189AH8
18696
17231000
PRN
SOLE
17231000
0
0
ON SEMICONDUCTOR CORP COM
COM
682189105
14104
1470700
SH
SOLE
1470700
0
0
ON DECK CAP INC COM
COM
682163100
216
27749
SH
OTR
27749
0
0
ON DECK CAP INC COM
COM
682163100
977
125395
SH
SOLE
125395
0
0
OMNICOM GROUP INC COM
COM
681919106
4848
58250
SH
SOLE
58250
0
0
OLLIES BARGAIN OUTLT HLDGS I COM
COM
681116109
1346
57465
SH
OTR
57465
0
0
OLLIES BARGAIN OUTLT HLDGS I COM
COM
681116109
10929
466455
SH
SOLE
466455
0
0
OLD REP INTL CORP NOTE 3.750% 3/1
CV
680223AH7
3109
2500000
PRN
SOLE
2500000
0
0
OLD REP INTL CORP COM
COM
680223104
18920
1035000
SH
SOLE
1035000
0
0
OLD DOMINION FGHT LINES INC COM
COM
679580100
61821
887971
SH
SOLE
841939
0
46032
OCCIDENTAL PETE CORP DEL COM
COM
674599105
118
1727
SH
OTR
0
0
1727
OCCIDENTAL PETE CORP DEL COM
COM
674599105
167848
2452849
SH
SOLE
2408244
0
44605
NXSTAGE MEDICAL INC COM
COM
67072V103
433
28857
SH
OTR
28857
0
0
NXSTAGE MEDICAL INC COM
COM
67072V103
1954
130360
SH
SOLE
130360
0
0
NUVASIVE INC COM
COM
670704105
4047
83196
SH
SOLE
83196
0
0
NVIDIA CORP NOTE 1.000%12/0
CV
67066GAC8
30042
16789000
PRN
SOLE
16789000
0
0
NVIDIA CORP COM
COM
67066G104
121560
3411719
SH
SOLE
3411719
0
0
NORTHROP GRUMMAN CORP COM
COM
666807102
28475
143885
SH
SOLE
143885
0
0
NORFOLK SOUTHERN CORP COM
COM
655844108
15516
186381
SH
SOLE
186381
0
0
NORDSON CORP COM
COM
655663102
38367
504558
SH
SOLE
494412
0
10146
NOBLE ENERGY INC COM
COM
655044105
44940
1430748
SH
SOLE
1430748
0
0
NIKE INC CL B
COM
654106103
52079
847232
SH
SOLE
847232
0
0
NEXTERA ENERGY INC UNIT 09/01/2016
CVPFD
65339F861
3061
50270
SH
SOLE
50270
0
0
NEXTERA ENERGY INC UNIT 08/31/2018
CVPFD
65339F846
47247
773899
SH
SOLE
773899
0
0
NEXTERA ENERGY INC COM
COM
65339F101
106
894
SH
OTR
0
0
894
NEXTERA ENERGY INC COM
COM
65339F101
128351
1084599
SH
SOLE
1063942
0
20657
NEWMONT MINING CORP NOTE 1.625% 7/1
CV
651639AJ5
10037
9651000
PRN
SOLE
9651000
0
0
NEWMONT MINING CORP COM
COM
651639106
30802
1158853
SH
SOLE
1158853
0
0
NEWFIELD EXPL CO COM
COM
651290108
24480
736252
SH
SOLE
736252
0
0
NEWELL RUBBERMAID INC COM
COM
651229106
16765
378517
SH
SOLE
378517
0
0
NEW YORK TIMES CO CL A
COM
650111107
48770
3914100
SH
SOLE
3653902
0
260198
NEW ORIENTAL ED & TECH GRP I SPON ADR
ADR
647581107
11452
331064
SH
SOLE
331064
0
0
NEW JERSEY RES COM
COM
646025106
8911
244599
SH
SOLE
239165
0
5434
NEVRO CORP COM
COM
64157F103
997
17713
SH
OTR
17713
0
0
NEVRO CORP COM
COM
64157F103
29574
525663
SH
SOLE
515664
0
9999
NETFLIX INC COM
COM
64110L106
11239
109939
SH
SOLE
109939
0
0
NEENAH PAPER INC COM
COM
640079109
4665
73275
SH
SOLE
73275
0
0
NAVIENT CORP COM
COM
63938C108
17802
1487200
SH
SOLE
1487200
0
0
NATIONAL OILWELL VARCO INC COM
COM
637071101
17214
553500
SH
SOLE
553500
0
0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0
CV
62952QAB6
5656
5090000
PRN
SOLE
5090000
0
0
NTT DOCOMO INC SPONS ADR
ADR
62942M201
8
358
SH
OTR
0
0
358
NTT DOCOMO INC SPONS ADR
ADR
62942M201
270
11867
SH
SOLE
6324
0
5543
MURPHY OIL CORP COM
COM
626717102
2829
112300
SH
SOLE
112300
0
0
MUELLER WTR PRODS INC COM SER A
COM
624758108
2322
235000
SH
SOLE
235000
0
0
MOTOROLA SOLUTIONS INC COM NEW
COM
620076307
68849
909492
SH
SOLE
909492
0
0
MORNINGSTAR INC COM
COM
617700109
31142
352807
SH
SOLE
344895
0
7912
MORGAN STANLEY COM NEW
COM
617446448
70
2796
SH
OTR
0
0
2796
MORGAN STANLEY COM NEW
COM
617446448
3640
145524
SH
SOLE
129016
0
16508
MOODYS CORP COM
COM
615369105
9331
96636
SH
SOLE
96636
0
0
MONSTER BEVERAGE CORP NEW COM
COM
61174X109
8493
63676
SH
SOLE
63676
0
0
MONSANTO CO NEW COM
COM
61166W101
33117
377444
SH
SOLE
377444
0
0
MONOLITHIC PWR SYS INC COM
COM
609839105
29594
465017
SH
SOLE
454474
0
10543
MONDELEZ INTL INC CL A
COM
609207105
143
3556
SH
OTR
0
0
3556
MONDELEZ INTL INC CL A
COM
609207105
141804
3534485
SH
SOLE
3432363
0
102122
MOLSON COORS BREWING CO CL B
COM
60871R209
60155
625445
SH
SOLE
625445
0
0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1
CV
60855RAC4
6617
4010000
PRN
SOLE
4010000
0
0
MOHAWK INDS INC COM
COM
608190104
6228
32626
SH
SOLE
32626
0
0
MOELIS & CO CL A
COM
60786M105
29543
1046506
SH
SOLE
971570
0
74936
MINERALS TECHNOLOGIES INC COM
COM
603158106
16065
282594
SH
SOLE
282594
0
0
MILLER HERMAN INC COM
COM
600544100
50065
1620745
SH
SOLE
1501470
0
119275
MIDDLEBY CORP COM
COM
596278101
4212
39446
SH
SOLE
39446
0
0
MID-AMER APT CMNTYS INC COM
COM
59522J103
4078
39900
SH
SOLE
39900
0
0
MICROSEMI CORP COM
COM
595137100
45939
1199133
SH
SOLE
1174331
0
24802
MICRON TECHNOLOGY INC NOTE 3.000%11/1
CV
595112AY9
11670
17005000
PRN
SOLE
17005000
0
0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1
CV
595017AD6
18714
18103000
PRN
SOLE
18103000
0
0
MICROCHIP TECHNOLOGY INC COM
COM
595017104
88
1833
SH
OTR
0
0
1833
MICROCHIP TECHNOLOGY INC COM
COM
595017104
135338
2807837
SH
SOLE
2763902
0
43935
MICROSOFT CORP COM
COM
594918104
219
3971
SH
OTR
0
0
3971
MICROSOFT CORP COM
COM
594918104
314267
5690158
SH
SOLE
5598292
0
91866
MICHAELS COS INC COM
COM
59408Q106
6549
234136
SH
SOLE
234136
0
0
METTLER TOLEDO INTERNATIONAL COM
COM
592688105
9365
27164
SH
SOLE
27164
0
0
MERCK & CO INC NEW COM
COM
58933Y105
37451
707827
SH
SOLE
707827
0
0
MERCADOLIBRE INC NOTE 2.250% 7/0
CV
58733RAB8
16252
14406000
PRN
SOLE
14406000
0
0
MEDIVATION INC COM
COM
58501N101
5844
127108
SH
SOLE
127108
0
0
MEAD JOHNSON NUTRITION CO COM
COM
582839106
5529
65070
SH
SOLE
65070
0
0
MCDONALDS CORP COM
COM
580135101
95
755
SH
OTR
0
0
755
MCDONALDS CORP COM
COM
580135101
185094
1472740
SH
SOLE
1456362
0
16378
MCCORMICK & CO INC COM NON VTG
COM
579780206
6638
66729
SH
SOLE
66729
0
0
MAXIMUS INC COM
COM
577933104
51598
980204
SH
SOLE
930486
0
49718
MAXLINEAR INC CL A
COM
57776J100
1760
95162
SH
OTR
95162
0
0
MAXLINEAR INC CL A
COM
57776J100
10755
581354
SH
SOLE
580706
0
648
MATTEL INC COM
COM
577081102
20283
603300
SH
SOLE
603300
0
0
MATERIALISE NV SPONSORED ADS
ADR
57667T100
693
91137
SH
OTR
91137
0
0
MATERIALISE NV SPONSORED ADS
ADR
57667T100
11063
1455640
SH
SOLE
1430991
0
24649
MASTERCARD INC CL A
COM
57636Q104
22749
240730
SH
SOLE
240730
0
0
MASCO CORP COM
COM
574599106
6200
197137
SH
SOLE
197137
0
0
MARTIN MARIETTA MATLS INC COM
COM
573284106
10937
68569
SH
SOLE
68569
0
0
MARKETAXESS HLDGS INC COM
COM
57060D108
89731
718827
SH
SOLE
709005
0
9822
MARKEL CORP COM
COM
570535104
53324
59809
SH
SOLE
55195
0
4614
MARCUS & MILLICHAP INC COM
COM
566324109
11049
435161
SH
SOLE
435161
0
0
MARATHON PETE CORP COM
COM
56585A102
62
1672
SH
OTR
0
0
1672
MARATHON PETE CORP COM
COM
56585A102
3094
83220
SH
SOLE
73924
0
9296
MARATHON OIL CORP COM
COM
565849106
4210
377900
SH
SOLE
352400
0
25500
MADDEN STEVEN LTD COM
COM
556269108
75286
2032564
SH
SOLE
1900228
0
132336
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1
CV
55608BAA3
2918
2630000
PRN
SOLE
2630000
0
0
MACERICH CO COM
COM
554382101
24526
309518
SH
SOLE
309518
0
0
MSCI INC COM
COM
55354G100
10099
136331
SH
SOLE
136331
0
0
MSC INDL DIRECT INC CL A
COM
553530106
109324
1432636
SH
SOLE
1374194
0
58442
MGM RESORTS INTERNATIONAL COM
COM
552953101
39441
1839592
SH
SOLE
1839592
0
0
MGIC INVT CORP WIS NOTE 5.000% 5/0
CV
552848AD5
12317
11829000
PRN
SOLE
11829000
0
0
M & T BK CORP COM
COM
55261F104
87090
784599
SH
SOLE
784599
0
0
LYDALL INC DEL COM
COM
550819106
3659
112500
SH
SOLE
112500
0
0
LOWES COS INC COM
COM
548661107
70304
928100
SH
SOLE
928100
0
0
LOCKHEED MARTIN CORP COM
COM
539830109
86546
390725
SH
SOLE
390725
0
0
LLOYDS BANKING GROUP PLC SPONSORED ADR
ADR
539439109
6
1452
SH
OTR
0
0
1452
LLOYDS BANKING GROUP PLC SPONSORED ADR
ADR
539439109
192
48554
SH
SOLE
25791
0
22763
LITTELFUSE INC COM
COM
537008104
34564
280757
SH
SOLE
280757
0
0
LINCOLN NATL CORP IND COM
COM
534187109
22408
571621
SH
SOLE
571621
0
0
LILLY ELI & CO COM
COM
532457108
28560
396617
SH
SOLE
396617
0
0
LIBERTY TRIPADVISOR HLDGS IN COM SER A
COM
531465102
20165
909955
SH
SOLE
889548
0
20407
LIBERTY PPTY TR SH BEN INT
COM
531172104
3433
102600
SH
SOLE
102600
0
0
LEVEL 3 COMMUNICATIONS INC COM NEW
COM
52729N308
3768
71300
SH
SOLE
71300
0
0
LENNOX INTL INC COM
COM
526107107
4006
29633
SH
SOLE
29633
0
0
LENNAR CORP CL A
COM
526057104
52
1077
SH
OTR
0
0
1077
LENNAR CORP CL A
COM
526057104
119245
2465786
SH
SOLE
2371621
0
94165
LENDINGTREE INC NEW COM
COM
52603B107
1152
11781
SH
OTR
11781
0
0
LENDINGTREE INC NEW COM
COM
52603B107
5191
53092
SH
SOLE
53092
0
0
LEAR CORP COM NEW
COM
521865204
7604
68400
SH
SOLE
68400
0
0
LAWSON PRODS INC COM
COM
520776105
2336
119300
SH
SOLE
119300
0
0
LAUDER ESTEE COS INC CL A
COM
518439104
31670
335804
SH
SOLE
335804
0
0
LAS VEGAS SANDS CORP COM
COM
517834107
18812
364002
SH
SOLE
364002
0
0
LAM RESEARCH CORP COM
COM
512807108
49279
596598
SH
SOLE
553891
0
42707
LABORATORY CORP AMER HLDGS COM NEW
COM
50540R409
5529
47200
SH
SOLE
47200
0
0
LSI INDS INC COM
COM
50216C108
775
65931
SH
OTR
65931
0
0
LSI INDS INC COM
COM
50216C108
3500
297840
SH
SOLE
297840
0
0
LKQ CORP COM
COM
501889208
7192
225257
SH
SOLE
225257
0
0
LGI HOMES INC COM
COM
50187T106
869
35876
SH
OTR
35876
0
0
LGI HOMES INC COM
COM
50187T106
3925
162114
SH
SOLE
162114
0
0
L BRANDS INC COM
COM
501797104
22797
259621
SH
SOLE
259621
0
0
KRAFT HEINZ CO COM
COM
500754106
28093
357601
SH
SOLE
357601
0
0
KOHLS CORP COM
COM
500255104
6180
132600
SH
SOLE
132600
0
0
KNIGHT TRANSN INC COM
COM
499064103
35958
1375079
SH
SOLE
1344097
0
30982
KINDER MORGAN INC DEL PFD SER A
CVPFD
49456B200
6093
135109
SH
SOLE
135109
0
0
KINDER MORGAN INC DEL COM
COM
49456B101
46545
2606100
SH
SOLE
2606100
0
0
KIMCO RLTY CORP COM
COM
49446R109
57904
2011942
SH
SOLE
2011942
0
0
KIMBERLY CLARK CORP COM
COM
494368103
83971
624275
SH
SOLE
624275
0
0
KEYCORP NEW PFD 7.75% SR A
CVPFD
493267405
3473
26595
SH
SOLE
26595
0
0
KENNAMETAL INC COM
COM
489170100
24937
1108821
SH
SOLE
1108821
0
0
KELLOGG CO COM
COM
487836108
27553
359938
SH
SOLE
359938
0
0
KAR AUCTION SVCS INC COM
COM
48238T109
105134
2756536
SH
SOLE
2640463
0
116073
JUNO THERAPEUTICS INC COM
COM
48205A109
8125
213323
SH
SOLE
208607
0
4716
JUNIPER NETWORKS INC COM
COM
48203R104
90617
3552218
SH
SOLE
3552218
0
0
JOHNSON CTLS INC COM
COM
478366107
7989
205000
SH
SOLE
205000
0
0
JOHNSON & JOHNSON COM
COM
478160104
178
1644
SH
OTR
0
0
1644
JOHNSON & JOHNSON COM
COM
478160104
342021
3161008
SH
SOLE
3114098
0
46910
JETBLUE AIRWAYS CORP COM
COM
477143101
8851
419100
SH
SOLE
419100
0
0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0
CV
472319AG7
5582
5667000
PRN
SOLE
5667000
0
0
JARDEN CORP NOTE 1.875% 9/1
CV
471109AH1
9731
5166000
PRN
SOLE
5166000
0
0
JARDEN CORP COM
COM
471109108
119027
2019112
SH
SOLE
1921014
0
98098
JANUS CAP GROUP INC NOTE 0.750% 7/1
CV
47102XAH8
2767
1947000
PRN
SOLE
1947000
0
0
JACOBS ENGR GROUP INC DEL COM
COM
469814107
40550
931117
SH
SOLE
861095
0
70022
JABIL CIRCUIT INC COM
COM
466313103
4299
223100
SH
SOLE
223100
0
0
JPMORGAN CHASE & CO COM
COM
46625H100
212
3574
SH
OTR
0
0
3574
JPMORGAN CHASE & CO COM
COM
46625H100
398769
6733691
SH
SOLE
6638259
0
95432
ITRON INC COM
COM
465741106
5382
129000
SH
SOLE
129000
0
0
ITC HLDGS CORP COM
COM
465685105
94345
2165367
SH
SOLE
2061863
0
103504
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1
CV
464337AJ3
4760
5216000
PRN
SOLE
5216000
0
0
ISHARES TR EAFE SML CP ETF
ETF
464288273
12811
257246
SH
SOLE
257246
0
0
ISHARES TR RUSSELL 2000 ETF
ETF
464287655
4614
41709
SH
SOLE
41709
0
0
IROBOT CORP COM
COM
462726100
672
19024
SH
OTR
19024
0
0
IROBOT CORP COM
COM
462726100
23597
668466
SH
SOLE
655331
0
13135
IONIS PHARMACEUTICALS INC COM
COM
462222100
1759
43428
SH
SOLE
43428
0
0
INTUITIVE SURGICAL INC COM NEW
COM
46120E602
75934
126335
SH
SOLE
126335
0
0
INTRA CELLULAR THERAPIES INC COM
COM
46116X101
764
27466
SH
OTR
27466
0
0
INTRA CELLULAR THERAPIES INC COM
COM
46116X101
3442
123798
SH
SOLE
123798
0
0
INTL PAPER CO COM
COM
460146103
87669
2136177
SH
SOLE
2136177
0
0
INTERNATIONAL FLAVORS&FRAGRA COM
COM
459506101
11136
97885
SH
SOLE
97885
0
0
INTERNATIONAL BUSINESS MACHS COM
COM
459200101
166169
1097187
SH
SOLE
1097187
0
0
INTERCONTINENTAL EXCHANGE IN COM
COM
45866F104
28914
122963
SH
SOLE
122963
0
0
INTEL CORP SDCV 3.250% 8/0
CV
458140AF7
14226
8933000
PRN
SOLE
8933000
0
0
INTEL CORP SDCV 12/1
CV
458140AD2
34284
26929000
PRN
SOLE
26929000
0
0
INTEL CORP COM
COM
458140100
124
3839
SH
OTR
0
0
3839
INTEL CORP COM
COM
458140100
257029
7945261
SH
SOLE
7842559
0
102702
INTEGRA LIFESCIENCES HLDGS C COM NEW
COM
457985208
27483
408003
SH
SOLE
403419
0
4584
INSTRUCTURE INC COM
COM
45781U103
933
52010
SH
OTR
52010
0
0
INSTRUCTURE INC COM
COM
45781U103
4206
234429
SH
SOLE
234429
0
0
INOGEN INC COM
COM
45780L104
1120
24892
SH
OTR
24892
0
0
INOGEN INC COM
COM
45780L104
5058
112452
SH
SOLE
112452
0
0
INSPERITY INC COM
COM
45778Q107
1157
22364
SH
OTR
22364
0
0
INSPERITY INC COM
COM
45778Q107
5215
100803
SH
SOLE
100803
0
0
INPHI CORP COM
COM
45772F107
1638
49121
SH
OTR
49121
0
0
INPHI CORP COM
COM
45772F107
8112
243309
SH
SOLE
242822
0
487
INGREDION INC COM
COM
457187102
39105
366187
SH
SOLE
366187
0
0
INFINERA CORPORATION COM
COM
45667G103
5557
346028
SH
SOLE
338249
0
7779
INCYTE CORP NOTE 0.375%11/1
CV
45337CAM4
1844
1203000
PRN
SOLE
1203000
0
0
INCYTE CORP COM
COM
45337C102
3383
46683
SH
SOLE
46683
0
0
IMAX CORP COM
COM
45245E109
25887
832632
SH
SOLE
813960
0
18672
ILLUMINA INC NOTE 0.500% 6/1
CV
452327AH2
12638
11682000
PRN
SOLE
11682000
0
0
ILLINOIS TOOL WKS INC COM
COM
452308109
49865
486768
SH
SOLE
486768
0
0
IDEXX LABS INC COM
COM
45168D104
61715
787983
SH
SOLE
773371
0
14612
IDEX CORP COM
COM
45167R104
9541
115122
SH
SOLE
115122
0
0
IDACORP INC COM
COM
451107106
48125
645200
SH
SOLE
645200
0
0
ICICI BK LTD ADR
ADR
45104G104
7
953
SH
OTR
0
0
953
ICICI BK LTD ADR
ADR
45104G104
201
28119
SH
SOLE
14791
0
13328
ITT CORP NEW COM NEW
COM
450911201
106
2863
SH
OTR
0
0
2863
ITT CORP NEW COM NEW
COM
450911201
108651
2945267
SH
SOLE
2892136
0
53131
IPG PHOTONICS CORP COM
COM
44980X109
28996
301788
SH
SOLE
295117
0
6671
ICF INTL INC COM
COM
44925C103
3206
93268
SH
SOLE
93268
0
0
HUNTSMAN CORP COM
COM
447011107
39429
2964595
SH
SOLE
2964595
0
0
HUNTINGTON INGALLS INDS INC COM
COM
446413106
11221
81940
SH
SOLE
81940
0
0
HUNT J B TRANS SVCS INC COM
COM
445658107
12989
154187
SH
SOLE
154187
0
0
HUBSPOT INC COM
COM
443573100
16751
384028
SH
SOLE
375416
0
8612
HUBBELL INC COM
COM
443510607
83712
790253
SH
SOLE
756000
0
34253
HOST HOTELS & RESORTS INC COM
COM
44107P104
3382
202500
SH
SOLE
202500
0
0
HORMEL FOODS CORP COM
COM
440452100
9409
217600
SH
SOLE
217600
0
0
HONEYWELL INTL INC COM
COM
438516106
78911
704246
SH
SOLE
704246
0
0
HONDA MOTOR LTD AMERN SHS
ADR
438128308
9
313
SH
OTR
0
0
313
HONDA MOTOR LTD AMERN SHS
ADR
438128308
273
9995
SH
SOLE
5342
0
4653
HOMESTREET INC COM
COM
43785V102
422
20290
SH
OTR
20290
0
0
HOMESTREET INC COM
COM
43785V102
1903
91456
SH
SOLE
91456
0
0
HOME DEPOT INC COM
COM
437076102
59049
442549
SH
SOLE
442549
0
0
HILTON WORLDWIDE HLDGS INC COM
COM
43300A104
10652
473000
SH
SOLE
473000
0
0
HILL ROM HLDGS INC COM
COM
431475102
7128
141700
SH
SOLE
141700
0
0
HIGHWOODS PPTYS INC COM
COM
431284108
56890
1189914
SH
SOLE
1095370
0
94544
HEXCEL CORP NEW COM
COM
428291108
20364
465900
SH
SOLE
465900
0
0
HEWLETT PACKARD ENTERPRISE C COM
COM
42824C109
90
5074
SH
OTR
0
0
5074
HEWLETT PACKARD ENTERPRISE C COM
COM
42824C109
73046
4119901
SH
SOLE
3988873
0
131028
HESS CORP COM
COM
42809H107
9224
175200
SH
SOLE
175200
0
0
HERSHEY CO COM
COM
427866108
8859
96203
SH
SOLE
96203
0
0
HERBALIFE LTD NOTE 2.000% 8/1
CV
42703MAB9
9874
10232000
PRN
SOLE
10232000
0
0
HENRY JACK & ASSOC INC COM
COM
426281101
18513
218912
SH
SOLE
218912
0
0
HELMERICH & PAYNE INC COM
COM
423452101
34268
583591
SH
SOLE
552860
0
30731
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1
CV
42330PAG2
8575
10820000
PRN
SOLE
10820000
0
0
HEICO CORP NEW COM
COM
422806109
32867
546605
SH
SOLE
534265
0
12340
HEALTHCARE TR AMER INC CL A NEW
COM
42225P501
64140
2180163
SH
SOLE
2180163
0
0
HEALTHSOUTH CORP COM NEW
COM
421924309
118839
3158097
SH
SOLE
3021965
0
136132
HEALTHCARE SVCS GRP INC COM
COM
421906108
30898
839400
SH
SOLE
820523
0
18877
HASBRO INC COM
COM
418056107
89848
1121702
SH
SOLE
1121702
0
0
HARTFORD FINL SVCS GROUP INC COM
COM
416515104
94
2049
SH
OTR
0
0
2049
HARTFORD FINL SVCS GROUP INC COM
COM
416515104
240844
5226642
SH
SOLE
5067538
0
159104
HARRIS CORP DEL COM
COM
413875105
80512
1034067
SH
SOLE
1034067
0
0
HANOVER INS GROUP INC COM
COM
410867105
79876
885344
SH
SOLE
885344
0
0
HANNON ARMSTRONG SUST INFR C COM
COM
41068X100
610
31760
SH
OTR
31760
0
0
HANNON ARMSTRONG SUST INFR C COM
COM
41068X100
2751
143156
SH
SOLE
143156
0
0
HALLIBURTON CO COM
COM
406216101
66324
1856772
SH
SOLE
1807960
0
48812
HD SUPPLY HLDGS INC COM
COM
40416M105
10692
323312
SH
SOLE
323312
0
0
HCP INC COM
COM
40414L109
4301
132000
SH
SOLE
132000
0
0
HCA HOLDINGS INC COM
COM
40412C101
45
582
SH
OTR
0
0
582
HCA HOLDINGS INC COM
COM
40412C101
39662
508159
SH
SOLE
493191
0
14968
GULFPORT ENERGY CORP COM NEW
COM
402635304
16251
573430
SH
SOLE
573430
0
0
GRUBHUB INC COM
COM
400110102
18848
750018
SH
SOLE
733199
0
16819
GREAT PLAINS ENERGY INC COM
COM
391164100
49606
1538175
SH
SOLE
1538175
0
0
GRANITE CONSTR INC COM
COM
387328107
22860
478242
SH
SOLE
478242
0
0
GRACO INC COM
COM
384109104
50263
598649
SH
SOLE
591443
0
7206
GRACE W R & CO DEL NEW COM
COM
38388F108
10873
152748
SH
SOLE
152748
0
0
GOLDMAN SACHS GROUP INC COM
COM
38141G104
42
268
SH
OTR
0
0
268
GOLDMAN SACHS GROUP INC COM
COM
38141G104
6380
40644
SH
SOLE
39243
0
1401
GODADDY INC CL A
COM
380237107
51846
1603650
SH
SOLE
1579045
0
24605
GLOBAL BRASS & COPPR HLDGS I COM
COM
37953G103
2373
95100
SH
SOLE
95100
0
0
GLAUKOS CORP COM
COM
377322102
411
24360
SH
OTR
24360
0
0
GLAUKOS CORP COM
COM
377322102
10335
612988
SH
SOLE
601790
0
11198
GILEAD SCIENCES INC NOTE 1.625% 5/0
CV
375558AP8
29813
7245000
PRN
SOLE
7245000
0
0
GILEAD SCIENCES INC COM
COM
375558103
15963
173775
SH
SOLE
173775
0
0
GIGAMON INC COM
COM
37518B102
1239
39955
SH
OTR
39955
0
0
GIGAMON INC COM
COM
37518B102
5586
180091
SH
SOLE
180091
0
0
GIBRALTAR INDS INC COM
COM
374689107
24266
848457
SH
SOLE
848457
0
0
GENOMIC HEALTH INC COM
COM
37244C101
675
27247
SH
OTR
27247
0
0
GENOMIC HEALTH INC COM
COM
37244C101
3042
122813
SH
SOLE
122813
0
0
GENESEE & WYO INC CL A
COM
371559105
37892
604338
SH
SOLE
558848
0
45490
GENERAL MTRS CO COM
COM
37045V100
60135
1913300
SH
SOLE
1913300
0
0
GENERAL MLS INC COM
COM
370334104
21963
346700
SH
SOLE
346700
0
0
GENERAL GROWTH PPTYS INC NEW COM
COM
370023103
89817
3021100
SH
SOLE
3021100
0
0
GENERAL ELECTRIC CO COM
COM
369604103
271
8523
SH
OTR
0
0
8523
GENERAL ELECTRIC CO COM
COM
369604103
449152
14128723
SH
SOLE
13912250
0
216473
GENERAL DYNAMICS CORP COM
COM
369550108
108
819
SH
OTR
0
0
819
GENERAL DYNAMICS CORP COM
COM
369550108
116776
888906
SH
SOLE
866429
0
22477
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1
CV
369300AL2
2750
5000000
PRN
SOLE
5000000
0
0
GAP INC DEL COM
COM
364760108
4051
137800
SH
SOLE
137800
0
0
GAMESTOP CORP NEW CL A
COM
36467W109
17147
540400
SH
SOLE
540400
0
0
GALLAGHER ARTHUR J & CO COM
COM
363576109
20034
450400
SH
SOLE
450400
0
0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A
CVPFD
35906A207
19225
184148
SH
SOLE
184148
0
0
FRANCESCAS HLDGS CORP COM
COM
351793104
17953
937000
SH
SOLE
937000
0
0
FOX FACTORY HLDG CORP COM
COM
35138V102
833
52702
SH
OTR
52702
0
0
FOX FACTORY HLDG CORP COM
COM
35138V102
3755
237524
SH
SOLE
237524
0
0
FOUNDATION MEDICINE INC COM
COM
350465100
224
12346
SH
OTR
12346
0
0
FOUNDATION MEDICINE INC COM
COM
350465100
1012
55648
SH
SOLE
55648
0
0
FORTUNE BRANDS HOME & SEC IN COM
COM
34964C106
15828
282438
SH
SOLE
282438
0
0
FORTINET INC COM
COM
34959E109
4446
145155
SH
SOLE
145155
0
0
FORD MTR CO DEL COM PAR $0.01
COM
345370860
116705
8644800
SH
SOLE
8644800
0
0
FOOT LOCKER INC COM
COM
344849104
2457
38100
SH
SOLE
38100
0
0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS
ADR
344419106
11904
123597
SH
SOLE
123597
0
0
FLUIDIGM CORP DEL COM
COM
34385P108
454
56215
SH
OTR
56215
0
0
FLUIDIGM CORP DEL COM
COM
34385P108
2050
254059
SH
SOLE
254059
0
0
FLOWERS FOODS INC COM
COM
343498101
26436
1432082
SH
SOLE
1352750
0
79332
FIVE PRIME THERAPEUTICS INC COM
COM
33830X104
1190
29298
SH
OTR
29298
0
0
FIVE PRIME THERAPEUTICS INC COM
COM
33830X104
5365
132057
SH
SOLE
132057
0
0
FIVE9 INC COM
COM
338307101
1062
119514
SH
OTR
119514
0
0
FIVE9 INC COM
COM
338307101
4789
538699
SH
SOLE
538699
0
0
FIVE BELOW INC COM
COM
33829M101
31626
765022
SH
SOLE
747855
0
17167
FIRSTENERGY CORP COM
COM
337932107
2795
77700
SH
SOLE
77700
0
0
FISERV INC COM
COM
337738108
11145
108648
SH
SOLE
108648
0
0
FIRST SOLAR INC COM
COM
336433107
42002
613441
SH
SOLE
613441
0
0
FIRST REP BK SAN FRANCISCO C COM
COM
33616C100
104
1563
SH
OTR
0
0
1563
FIRST REP BK SAN FRANCISCO C COM
COM
33616C100
141255
2119670
SH
SOLE
2050495
0
69175
FIRST MERCHANTS CORP COM
COM
320817109
25894
1098606
SH
SOLE
1098606
0
0
FIRST INDUSTRIAL REALTY TRUS COM
COM
32054K103
28558
1255830
SH
SOLE
1255830
0
0
FIREEYE INC COM
COM
31816Q101
4649
258404
SH
SOLE
258404
0
0
FIFTH THIRD BANCORP COM
COM
316773100
109094
6536470
SH
SOLE
6536470
0
0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1
CV
31620RAE5
5260
2810000
PRN
SOLE
2810000
0
0
FIDELITY NATL INFORMATION SV COM
COM
31620M106
189740
2996998
SH
SOLE
2915685
0
81313
FEDEX CORP COM
COM
31428X106
77389
475599
SH
SOLE
475599
0
0
FEDERAL REALTY INVT TR SH BEN INT NEW
COM
313747206
92589
593328
SH
SOLE
547037
0
46291
FASTENAL CO COM
COM
311900104
45444
927433
SH
SOLE
927433
0
0
FARMER BROS CO COM
COM
307675108
1251
44900
SH
SOLE
44900
0
0
FAIR ISAAC CORP COM
COM
303250104
41060
387030
SH
SOLE
378350
0
8680
FACEBOOK INC CL A
COM
30303M102
157852
1383454
SH
SOLE
1383454
0
0
F M C CORP COM NEW
COM
302491303
2508
62121
SH
SOLE
62121
0
0
FLIR SYS INC COM
COM
302445101
32838
996590
SH
SOLE
974215
0
22375
FEI CO COM
COM
30241L109
18561
208522
SH
SOLE
203894
0
4628
EXXON MOBIL CORP COM
COM
30231G102
187
2233
SH
OTR
0
0
2233
EXXON MOBIL CORP COM
COM
30231G102
196367
2349171
SH
SOLE
2293209
0
55962
EXTRA SPACE STORAGE INC COM
COM
30225T102
5844
62527
SH
SOLE
62527
0
0
EXPRESS INC COM
COM
30219E103
7708
360000
SH
SOLE
360000
0
0
EXPEDITORS INTL WASH INC COM
COM
302130109
8210
168200
SH
SOLE
168200
0
0
EXPEDIA INC DEL COM NEW
COM
30212P303
6161
57144
SH
SOLE
57144
0
0
EXELON CORP UNIT 99/99/9999
CVPFD
30161N127
10175
206685
SH
SOLE
206685
0
0
EXAMWORKS GROUP INC COM
COM
30066A105
678
22949
SH
OTR
22949
0
0
EXAMWORKS GROUP INC COM
COM
30066A105
78339
2650182
SH
SOLE
2498236
0
151946
EVOLENT HEALTH INC CL A
COM
30050B101
392
37080
SH
OTR
37080
0
0
EVOLENT HEALTH INC CL A
COM
30050B101
1769
167507
SH
SOLE
167507
0
0
EVERSOURCE ENERGY COM
COM
30040W108
4119
70600
SH
SOLE
70600
0
0
EURONET WORLDWIDE INC NOTE 1.500%10/0
CV
298736AH2
14314
11966000
PRN
SOLE
11966000
0
0
ETSY INC COM
COM
29786A106
426
49013
SH
OTR
49013
0
0
ETSY INC COM
COM
29786A106
1899
218256
SH
SOLE
218256
0
0
ETHAN ALLEN INTERIORS INC COM
COM
297602104
13976
439214
SH
SOLE
439214
0
0
EQUITY RESIDENTIAL SH BEN INT
COM
29476L107
12255
163330
SH
SOLE
163330
0
0
EQUINIX INC NOTE 4.750% 6/1
CV
29444UAH9
9161
2124000
PRN
SOLE
2124000
0
0
EQUINIX INC COM PAR $0.001
COM
29444U700
16643
50324
SH
SOLE
50324
0
0
EQUIFAX INC COM
COM
294429105
11121
97304
SH
SOLE
97304
0
0
EPAM SYS INC COM
COM
29414B104
23310
312178
SH
SOLE
305147
0
7031
ENTRAVISION COMMUNICATIONS C CL A
COM
29382R107
1098
147595
SH
OTR
147595
0
0
ENTRAVISION COMMUNICATIONS C CL A
COM
29382R107
4961
666753
SH
SOLE
666753
0
0
ENPRO INDS INC COM
COM
29355X107
8306
143998
SH
SOLE
143998
0
0
EMERSON ELEC CO COM
COM
291011104
8124
149399
SH
SOLE
149399
0
0
EMERGENT BIOSOLUTIONS INC COM
COM
29089Q105
637
17517
SH
OTR
17517
0
0
EMERGENT BIOSOLUTIONS INC COM
COM
29089Q105
2877
79156
SH
SOLE
79156
0
0
EMCOR GROUP INC COM
COM
29084Q100
19241
395900
SH
SOLE
395900
0
0
ELLIE MAE INC COM
COM
28849P100
49379
544777
SH
SOLE
532663
0
12114
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0
CV
286082AC6
18196
17454000
PRN
SOLE
17454000
0
0
ELECTRONICS FOR IMAGING INC COM
COM
286082102
28348
668732
SH
SOLE
668732
0
0
8X8 INC NEW COM
COM
282914100
638
63463
SH
OTR
63463
0
0
8X8 INC NEW COM
COM
282914100
2884
286690
SH
SOLE
286690
0
0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT
COM
282539105
730
49659
SH
OTR
49659
0
0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT
COM
282539105
3290
223832
SH
SOLE
223832
0
0
EDWARDS LIFESCIENCES CORP COM
COM
28176E108
64964
736474
SH
SOLE
736474
0
0
EDISON INTL COM
COM
281020107
97333
1353910
SH
SOLE
1353910
0
0
ECOLAB INC COM
COM
278865100
5442
48800
SH
SOLE
48800
0
0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0
CV
27875TAA9
21738
21483000
PRN
SOLE
21483000
0
0
ECHO GLOBAL LOGISTICS INC COM
COM
27875T101
1118
41161
SH
OTR
41161
0
0
ECHO GLOBAL LOGISTICS INC COM
COM
27875T101
5050
185942
SH
SOLE
185942
0
0
EASTMAN CHEM CO COM
COM
277432100
39676
549300
SH
SOLE
549300
0
0
EAST WEST BANCORP INC COM
COM
27579R104
128
3953
SH
OTR
0
0
3953
EAST WEST BANCORP INC COM
COM
27579R104
133634
4114333
SH
SOLE
4012186
0
102147
EQT CORP COM
COM
26884L109
75961
1129364
SH
SOLE
1077226
0
52138
EOG RES INC COM
COM
26875P101
132
1814
SH
OTR
0
0
1814
EOG RES INC COM
COM
26875P101
117999
1625774
SH
SOLE
1578560
0
47214
EL POLLO LOCO HLDGS INC COM
COM
268603107
14446
1082911
SH
SOLE
1082911
0
0
DYNAVAX TECHNOLOGIES CORP COM NEW
COM
268158201
685
35628
SH
OTR
35628
0
0
DYNAVAX TECHNOLOGIES CORP COM NEW
COM
268158201
3097
160987
SH
SOLE
160987
0
0
DYCOM INDS INC COM
COM
267475101
10992
169976
SH
SOLE
169976
0
0
DUPONT FABROS TECHNOLOGY INC COM
COM
26613Q106
10571
260810
SH
SOLE
260810
0
0
DUNKIN BRANDS GROUP INC COM
COM
265504100
16208
343600
SH
SOLE
343600
0
0
DULUTH HLDGS INC COM CL B
COM
26443V101
1393
71488
SH
OTR
71488
0
0
DULUTH HLDGS INC COM CL B
COM
26443V101
6294
322943
SH
SOLE
322943
0
0
DUKE ENERGY CORP NEW COM NEW
COM
26441C204
84
1038
SH
OTR
0
0
1038
DUKE ENERGY CORP NEW COM NEW
COM
26441C204
135983
1685466
SH
SOLE
1665426
0
20040
DUKE REALTY CORP COM NEW
COM
264411505
78798
3495909
SH
SOLE
3495909
0
0
DU PONT E I DE NEMOURS & CO COM
COM
263534109
5551
87659
SH
SOLE
81233
0
6426
DR PEPPER SNAPPLE GROUP INC COM
COM
26138E109
17306
193538
SH
SOLE
193538
0
0
DOW CHEM CO COM
COM
260543103
125
2448
SH
OTR
0
0
2448
DOW CHEM CO COM
COM
260543103
92193
1812679
SH
SOLE
1770285
0
42394
DOVER CORP COM
COM
260003108
18
282
SH
OTR
0
0
282
DOVER CORP COM
COM
260003108
26095
405640
SH
SOLE
398529
0
7111
DONNELLEY R R & SONS CO COM
COM
257867101
20928
1276100
SH
SOLE
1276100
0
0
DONALDSON INC COM
COM
257651109
1723
54000
SH
SOLE
54000
0
0
DOMINION RES INC VA NEW UNIT 07/01/2016
CVPFD
25746U885
11545
198270
SH
SOLE
198270
0
0
DOMINION RES INC VA NEW UNIT 99/99/9999
CVPFD
25746U869
1623
32267
SH
SOLE
32267
0
0
DOMINION RES INC VA NEW UNIT 04/01/2013
CVPFD
25746U703
7016
119622
SH
SOLE
119622
0
0
DOLLAR TREE INC COM
COM
256746108
11271
136686
SH
SOLE
136686
0
0
DOLLAR GEN CORP NEW COM
COM
256677105
40207
469704
SH
SOLE
469704
0
0
DISCOVER FINL SVCS COM
COM
254709108
57862
1136323
SH
SOLE
1121292
0
15031
DISNEY WALT CO COM DISNEY
COM
254687106
11279
113569
SH
SOLE
113569
0
0
DIPLOMAT PHARMACY INC COM
COM
25456K101
2702
98597
SH
SOLE
98597
0
0
DIGITAL RLTY TR INC COM
COM
253868103
12505
141312
SH
SOLE
141312
0
0
DIAMONDBACK ENERGY INC COM
COM
25278X109
9137
118392
SH
SOLE
118392
0
0
DEVON ENERGY CORP NEW COM
COM
25179M103
80
2916
SH
OTR
0
0
2916
DEVON ENERGY CORP NEW COM
COM
25179M103
90706
3305610
SH
SOLE
3231355
0
74255
DENTSPLY SIRONA INC COM
COM
24906P109
36480
591915
SH
SOLE
591915
0
0
DENNYS CORP COM
COM
24869P104
19812
1912400
SH
SOLE
1912400
0
0
DELTA AIR LINES INC DEL COM NEW
COM
247361702
31721
651613
SH
SOLE
651613
0
0
DECKERS OUTDOOR CORP COM
COM
243537107
8319
138864
SH
SOLE
138864
0
0
DAVE & BUSTERS ENTMT INC COM
COM
238337109
1384
35684
SH
SOLE
35273
0
411
DARDEN RESTAURANTS INC COM
COM
237194105
49904
752700
SH
SOLE
752700
0
0
DANAHER CORP DEL NOTE 1/2
CV
235851AF9
19316
7007943
PRN
SOLE
7007943
0
0
DDR CORP COM
COM
23317H102
2464
138500
SH
SOLE
138500
0
0
CYRUSONE INC COM
COM
23283R100
14034
307425
SH
SOLE
307425
0
0
CYPRESS SEMICONDUCTOR CORP COM
COM
232806109
65138
7521744
SH
SOLE
7215398
0
306346
CUMMINS INC COM
COM
231021106
53849
489800
SH
SOLE
489800
0
0
CUBESMART COM
COM
229663109
43393
1303103
SH
SOLE
1281405
0
21698
CTRIP COM INTL LTD NOTE 1.250%10/1
CV
22943FAD2
5229
4065000
PRN
SOLE
4065000
0
0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A
CVPFD
22822V200
9843
91822
SH
SOLE
91822
0
0
CRITEO S A SPONS ADS
ADR
226718104
1294
31247
SH
OTR
31247
0
0
CRITEO S A SPONS ADS
ADR
226718104
54669
1319870
SH
SOLE
1299878
0
19992
CREE INC COM
COM
225447101
33123
1138259
SH
SOLE
1112792
0
25467
CRAY INC COM NEW
COM
225223304
1266
30213
SH
OTR
30213
0
0
CRAY INC COM NEW
COM
225223304
46057
1098940
SH
SOLE
1077539
0
21401
COTY INC COM CL A
COM
222070203
20095
722061
SH
SOLE
665508
0
56553
COTT CORP QUE COM
COM
22163N106
15962
1149193
SH
SOLE
1149193
0
0
COSTAR GROUP INC COM
COM
22160N109
8830
46926
SH
SOLE
46926
0
0
COSTCO WHSL CORP NEW COM
COM
22160K105
42646
270630
SH
SOLE
270630
0
0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0
CV
21925YAB9
8711
8760000
PRN
SOLE
8760000
0
0
CORESITE RLTY CORP COM
COM
21870Q105
54069
772303
SH
SOLE
763986
0
8317
CORE MARK HOLDING CO INC COM
COM
218681104
16784
205788
SH
SOLE
205788
0
0
COOPER COS INC COM NEW
COM
216648402
61164
397244
SH
SOLE
372536
0
24708
CONTINENTAL RESOURCES INC COM
COM
212015101
4372
144000
SH
SOLE
144000
0
0
CONSTELLATION BRANDS INC CL A
COM
21036P108
41454
274368
SH
SOLE
274368
0
0
CONSOLIDATED EDISON INC COM
COM
209115104
29284
382200
SH
SOLE
382200
0
0
CONOCOPHILLIPS COM
COM
20825C104
94610
2349400
SH
SOLE
2349400
0
0
CONNECTICUT WTR SVC INC COM
COM
207797101
4754
105400
SH
SOLE
105400
0
0
CONCHO RES INC COM
COM
20605P101
9563
94642
SH
SOLE
94642
0
0
CONAGRA FOODS INC COM
COM
205887102
33438
749400
SH
SOLE
749400
0
0
COMMUNICATIONS SALES&LEAS IN COM
COM
20341J104
10282
462091
SH
SOLE
462091
0
0
COMERICA INC COM
COM
200340107
1644
43400
SH
SOLE
43400
0
0
COMCAST CORP NEW CL A
COM
20030N101
110695
1812293
SH
SOLE
1812293
0
0
COMFORT SYS USA INC COM
COM
199908104
1079
33951
SH
OTR
33951
0
0
COMFORT SYS USA INC COM
COM
199908104
4874
153416
SH
SOLE
153416
0
0
COLUMBIA SPORTSWEAR CO COM
COM
198516106
16957
282199
SH
SOLE
282199
0
0
COLUMBIA BKG SYS INC COM
COM
197236102
12813
428250
SH
SOLE
428250
0
0
COLGATE PALMOLIVE CO COM
COM
194162103
95
1351
SH
OTR
0
0
1351
COLGATE PALMOLIVE CO COM
COM
194162103
69624
985482
SH
SOLE
956064
0
29418
COLFAX CORP COM
COM
194014106
10398
363700
SH
SOLE
363700
0
0
COHERUS BIOSCIENCES INC COM
COM
19249H103
651
30668
SH
OTR
30668
0
0
COHERUS BIOSCIENCES INC COM
COM
19249H103
2941
138541
SH
SOLE
138541
0
0
COHERENT INC COM
COM
192479103
38680
420896
SH
SOLE
411535
0
9361
COGNEX CORP COM
COM
192422103
15508
398147
SH
SOLE
398147
0
0
COGENT COMMUNICATIONS HLDGS COM NEW
COM
19239V302
30827
789835
SH
SOLE
781610
0
8225
COCA COLA ENTERPRISES INC NE COM
COM
19122T109
30936
609700
SH
SOLE
609700
0
0
COCA COLA CO COM
COM
191216100
93667
2019117
SH
SOLE
2019117
0
0
COBALT INTL ENERGY INC NOTE 3.125% 5/1
CV
19075FAB2
4657
11428000
PRN
SOLE
11428000
0
0
COACH INC COM
COM
189754104
1523
38000
SH
SOLE
38000
0
0
CLOROX CO DEL COM
COM
189054109
25653
203500
SH
SOLE
203500
0
0
CLARCOR INC COM
COM
179895107
1965
34000
SH
SOLE
34000
0
0
CITIZENS FINL GROUP INC COM
COM
174610105
136
6501
SH
OTR
0
0
6501
CITIZENS FINL GROUP INC COM
COM
174610105
229117
10936390
SH
SOLE
10598995
0
337395
CITIGROUP INC COM NEW
COM
172967424
11043
264500
SH
SOLE
264500
0
0
CISCO SYS INC COM
COM
17275R102
146913
5160287
SH
SOLE
5036499
0
123788
CIRRUS LOGIC INC COM
COM
172755100
36456
1001277
SH
SOLE
979013
0
22264
CIMAREX ENERGY CO COM
COM
171798101
88201
906763
SH
SOLE
874669
0
32094
CHUYS HLDGS INC COM
COM
171604101
1127
36286
SH
OTR
36286
0
0
CHUYS HLDGS INC COM
COM
171604101
5082
163557
SH
SOLE
163557
0
0
CHURCH & DWIGHT INC COM
COM
171340102
6268
67996
SH
SOLE
67996
0
0
CHIPOTLE MEXICAN GRILL INC COM
COM
169656105
9484
20137
SH
SOLE
20137
0
0
CHEVRON CORP NEW COM
COM
166764100
42
445
SH
OTR
0
0
445
CHEVRON CORP NEW COM
COM
166764100
344814
3614403
SH
SOLE
3604810
0
9593
CHESAPEAKE UTILS CORP COM
COM
165303108
4603
73100
SH
SOLE
73100
0
0
CHENIERE ENERGY INC COM NEW
COM
16411R208
2876
85000
SH
SOLE
85000
0
0
CHEESECAKE FACTORY INC COM
COM
163072101
48785
918910
SH
SOLE
911576
0
7334
CHASE CORP COM
COM
16150R104
3245
61700
SH
SOLE
61700
0
0
CHARLES RIV LABS INTL INC COM
COM
159864107
26430
348043
SH
SOLE
340215
0
7828
CEVA INC COM
COM
157210105
1798
79926
SH
SOLE
79926
0
0
CEPHEID DBCV 1.250% 2/0
CV
15670RAC1
5870
6554000
PRN
SOLE
6554000
0
0
CENTURYLINK INC COM
COM
156700106
5679
177700
SH
SOLE
177700
0
0
CENTENE CORP DEL COM
COM
15135B101
9124
148184
SH
SOLE
148184
0
0
CELGENE CORP COM
COM
151020104
11955
119441
SH
SOLE
119441
0
0
CELANESE CORP DEL COM SER A
COM
150870103
42948
655700
SH
SOLE
655700
0
0
CAVIUM INC COM
COM
14964U108
25932
424005
SH
SOLE
417124
0
6881
CATERPILLAR INC DEL COM
COM
149123101
56
738
SH
OTR
0
0
738
CATERPILLAR INC DEL COM
COM
149123101
37261
486812
SH
SOLE
469737
0
17075
CASEYS GEN STORES INC COM
COM
147528103
27451
242243
SH
SOLE
242243
0
0
CARTER INC COM
COM
146229109
39289
372828
SH
SOLE
367222
0
5606
CARRIZO OIL & GAS INC COM
COM
144577103
81351
2631003
SH
SOLE
2525332
0
105671
CARRIAGE SVCS INC NOTE 2.750% 3/1
CV
143905AM9
3173
2883000
PRN
SOLE
2883000
0
0
CARNIVAL CORP PAIRED CTF
COM
143658300
50
955
SH
OTR
0
0
955
CARNIVAL CORP PAIRED CTF
COM
143658300
55917
1059634
SH
SOLE
1033216
0
26418
CARLISLE COS INC COM
COM
142339100
1711
17200
SH
SOLE
17200
0
0
CARDTRONICS INC COM
COM
14161H108
49468
1374498
SH
SOLE
1305853
0
68645
CARDINAL HEALTH INC COM
COM
14149Y108
106187
1295757
SH
SOLE
1295757
0
0
CARDINAL FINL CORP COM
COM
14149F109
452
22188
SH
OTR
22188
0
0
CARDINAL FINL CORP COM
COM
14149F109
2035
100009
SH
SOLE
100009
0
0
CAPITAL ONE FINL CORP COM
COM
14040H105
31266
451100
SH
SOLE
451100
0
0
CAMPBELL SOUP CO COM
COM
134429109
18626
291997
SH
SOLE
291997
0
0
CAMDEN PPTY TR SH BEN INT
COM
133131102
9023
107300
SH
SOLE
107300
0
0
CALLON PETE CO DEL COM
COM
13123X102
9337
1055000
SH
SOLE
1055000
0
0
CALLIDUS SOFTWARE INC COM
COM
13123E500
728
43624
SH
OTR
43624
0
0
CALLIDUS SOFTWARE INC COM
COM
13123E500
3288
197129
SH
SOLE
197129
0
0
CALAVO GROWERS INC COM
COM
128246105
1676
29368
SH
OTR
29368
0
0
CALAVO GROWERS INC COM
COM
128246105
50631
887323
SH
SOLE
870090
0
17233
CVS HEALTH CORP COM
COM
126650100
159
1531
SH
OTR
0
0
1531
CVS HEALTH CORP COM
COM
126650100
151667
1462131
SH
SOLE
1442516
0
19615
CSRA INC COM
COM
12650T104
74394
2765559
SH
SOLE
2740728
0
24831
CST BRANDS INC COM
COM
12646R105
11838
309178
SH
SOLE
309178
0
0
CSX CORP COM
COM
126408103
73
2847
SH
OTR
0
0
2847
CSX CORP COM
COM
126408103
56997
2213485
SH
SOLE
2141636
0
71849
CMS ENERGY CORP COM
COM
125896100
76176
1794911
SH
SOLE
1658944
0
135967
CME GROUP INC COM
COM
12572Q105
18269
190200
SH
SOLE
190200
0
0
CIT GROUP INC COM NEW
COM
125581801
26505
854162
SH
SOLE
854162
0
0
CIGNA CORPORATION COM
COM
125509109
5476
39900
SH
SOLE
39900
0
0
C H ROBINSON WORLDWIDE INC COM NEW
COM
12541W209
15208
204880
SH
SOLE
204880
0
0
CF INDS HLDGS INC COM
COM
125269100
35522
1133450
SH
SOLE
1133450
0
0
CBRE GROUP INC CL A
COM
12504L109
12595
437016
SH
SOLE
437016
0
0
CBOE HLDGS INC COM
COM
12503M108
43024
658561
SH
SOLE
647421
0
11140
BURLINGTON STORES INC COM
COM
122017106
54084
961669
SH
SOLE
944758
0
16911
BUILDERS FIRSTSOURCE INC COM
COM
12008R107
1103
97837
SH
OTR
97837
0
0
BUILDERS FIRSTSOURCE INC COM
COM
12008R107
17322
1536999
SH
SOLE
1512772
0
24227
BRUNSWICK CORP COM
COM
117043109
44866
935099
SH
SOLE
865024
0
70075
BRUKER CORP COM
COM
116794108
34455
1230526
SH
SOLE
1203325
0
27201
BROWN FORMAN CORP CL B
COM
115637209
5941
60332
SH
SOLE
60332
0
0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1
CV
112463AA2
2873
3000000
PRN
SOLE
3000000
0
0
BROADRIDGE FINL SOLUTIONS IN COM
COM
11133T103
12497
210700
SH
SOLE
210700
0
0
BROADSOFT INC COM
COM
11133B409
1311
32501
SH
OTR
32501
0
0
BROADSOFT INC COM
COM
11133B409
50528
1252254
SH
SOLE
1227443
0
24811
BRISTOL MYERS SQUIBB CO DBCV 9/1
CV
110122AN8
472
293000
PRN
SOLE
293000
0
0
BRISTOL MYERS SQUIBB CO COM
COM
110122108
28278
442668
SH
SOLE
442668
0
0
BRIGHT HORIZONS FAM SOL IN D COM
COM
109194100
45061
695607
SH
SOLE
680148
0
15459
BRIGGS & STRATTON CORP COM
COM
109043109
885
36993
SH
OTR
36993
0
0
BRIGGS & STRATTON CORP COM
COM
109043109
3988
166724
SH
SOLE
166724
0
0
BOYD GAMING CORP COM
COM
103304101
16604
803685
SH
SOLE
803685
0
0
BOTTOMLINE TECH DEL INC COM
COM
101388106
872
28614
SH
OTR
28614
0
0
BOTTOMLINE TECH DEL INC COM
COM
101388106
3932
128973
SH
SOLE
128973
0
0
BOSTON PROPERTIES INC COM
COM
101121101
43267
340471
SH
SOLE
340471
0
0
BOOZ ALLEN HAMILTON HLDG COR CL A
COM
099502106
118293
3906624
SH
SOLE
3695243
0
211381
BOEING CO COM
COM
097023105
104954
826800
SH
SOLE
826800
0
0
BLUEPRINT MEDICINES CORP COM
COM
09627Y109
415
22995
SH
OTR
22995
0
0
BLUEPRINT MEDICINES CORP COM
COM
09627Y109
1876
103909
SH
SOLE
103909
0
0
BLUE BUFFALO PET PRODS INC COM
COM
09531U102
65371
2547586
SH
SOLE
2509916
0
37670
BLOCK H & R INC COM
COM
093671105
16412
621200
SH
SOLE
621200
0
0
BLACK HILLS CORP UNIT 99/99/9999
CVPFD
092113125
17014
249650
SH
SOLE
249650
0
0
BLACK HILLS CORP COM
COM
092113109
56206
934744
SH
SOLE
888569
0
46175
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1
CV
09061GAF8
12230
10272000
PRN
SOLE
10272000
0
0
BIOMARIN PHARMACEUTICAL INC COM
COM
09061G101
5458
66168
SH
SOLE
66168
0
0
BERRY PLASTICS GROUP INC COM
COM
08579W103
70894
1961108
SH
SOLE
1861152
0
99956
BERKSHIRE HATHAWAY INC DEL CL B NEW
COM
084670702
2114
14900
SH
SOLE
14900
0
0
BENEFITFOCUS INC COM
COM
08180D106
924
27711
SH
OTR
27711
0
0
BENEFITFOCUS INC COM
COM
08180D106
33629
1008357
SH
SOLE
988620
0
19737
BELDEN INC COM
COM
077454106
40958
667293
SH
SOLE
652421
0
14872
BECTON DICKINSON & CO COM
COM
075887109
24793
163307
SH
SOLE
163307
0
0
BEACON ROOFING SUPPLY INC COM
COM
073685109
37596
916749
SH
SOLE
901894
0
14855
BARRETT BILL CORP COM
COM
06846N104
8708
1400000
SH
SOLE
1400000
0
0
BARNES GROUP INC COM
COM
067806109
14752
421117
SH
SOLE
421117
0
0
BARCLAYS PLC ADR
ADR
06738E204
4
443
SH
OTR
0
0
443
BARCLAYS PLC ADR
ADR
06738E204
123
14248
SH
SOLE
7726
0
6522
BARD C R INC COM
COM
067383109
43682
215532
SH
SOLE
215532
0
0
BANKUNITED INC COM
COM
06652K103
2755
80000
SH
SOLE
80000
0
0
BANK OF THE OZARKS INC COM
COM
063904106
13345
317975
SH
SOLE
310807
0
7168
BANK HAWAII CORP COM
COM
062540109
56804
831927
SH
SOLE
770468
0
61459
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR
ADR
05946K101
4
562
SH
OTR
0
0
562
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR
ADR
05946K101
108
16636
SH
SOLE
8887
0
7749
BAIDU INC SPON ADR REP A
ADR
056752108
7
35
SH
OTR
0
0
35
BAIDU INC SPON ADR REP A
ADR
056752108
6132
32123
SH
SOLE
31599
0
524
BWX TECHNOLOGIES INC COM
COM
05605H100
3957
117900
SH
SOLE
117900
0
0
BNC BANCORP COM
COM
05566T101
3920
185600
SH
SOLE
185600
0
0
B & G FOODS INC NEW COM
COM
05508R106
11200
321751
SH
SOLE
321751
0
0
BB&T CORP COM
COM
054937107
48107
1445949
SH
SOLE
1445949
0
0
AVNET INC COM
COM
053807103
4293
96900
SH
SOLE
96900
0
0
AVERY DENNISON CORP COM
COM
053611109
23834
330520
SH
SOLE
330520
0
0
AVALONBAY CMNTYS INC COM
COM
053484101
84515
444350
SH
SOLE
444350
0
0
AUTOZONE INC COM
COM
053332102
13760
17272
SH
SOLE
17272
0
0
AUTOMATIC DATA PROCESSING IN COM
COM
053015103
13367
149000
SH
SOLE
149000
0
0
ATRICURE INC COM
COM
04963C209
266
15782
SH
OTR
15782
0
0
ATRICURE INC COM
COM
04963C209
1197
71138
SH
SOLE
71138
0
0
ATMOS ENERGY CORP COM
COM
049560105
20823
280400
SH
SOLE
280400
0
0
ATHENAHEALTH INC COM
COM
04685W103
13994
100838
SH
SOLE
98586
0
2252
ASSURANT INC COM
COM
04621X108
29456
381800
SH
SOLE
381800
0
0
ARISTA NETWORKS INC COM
COM
040413106
12309
195071
SH
SOLE
190755
0
4316
ARES CAP CORP NOTE 4.750% 1/1
CV
04010LAJ2
4944
4865000
PRN
SOLE
4865000
0
0
ARGAN INC COM
COM
04010E109
788
22406
SH
SOLE
22406
0
0
ARAMARK COM
COM
03852U106
87343
2637164
SH
SOLE
2520475
0
116689
AQUA AMERICA INC COM
COM
03836W103
23946
752558
SH
SOLE
746639
0
5919
APTARGROUP INC COM
COM
038336103
30645
390831
SH
SOLE
390831
0
0
APPLIED MATLS INC COM
COM
038222105
24080
1136945
SH
SOLE
1136945
0
0
APPLE INC COM
COM
037833100
162322
1489325
SH
SOLE
1489325
0
0
APIGEE CORP COM
COM
03765N108
646
77784
SH
OTR
77784
0
0
APIGEE CORP COM
COM
03765N108
2920
351387
SH
SOLE
351387
0
0
ANTHEM INC UNIT 05/01/20188
CVPFD
036752202
23379
500721
SH
SOLE
500721
0
0
ANTHEM INC COM
COM
036752103
4684
33700
SH
SOLE
33700
0
0
ANNALY CAP MGMT INC COM
COM
035710409
18129
1767000
SH
SOLE
1767000
0
0
ANADARKO PETE CORP COM
COM
032511107
1989
42700
SH
SOLE
42700
0
0
AMTRUST FINL SVCS INC NOTE 2.750%12/1
CV
032359AG6
3175
4000000
PRN
SOLE
4000000
0
0
AMTRUST FINL SVCS INC COM
COM
032359309
27888
1077600
SH
SOLE
1077600
0
0
AMPLIFY SNACK BRANDS COM
COM
03211L102
910
63517
SH
OTR
63517
0
0
AMPLIFY SNACK BRANDS COM
COM
03211L102
4109
286935
SH
SOLE
286935
0
0
AMPHENOL CORP NEW CL A
COM
032095101
50216
868495
SH
SOLE
815303
0
53192
AMGEN INC COM
COM
031162100
17267
115164
SH
SOLE
115164
0
0
AMETEK INC NEW COM
COM
031100100
11449
229062
SH
SOLE
229062
0
0
AMERIS BANCORP COM
COM
03076K108
3064
103600
SH
SOLE
103600
0
0
AMERIPRISE FINL INC COM
COM
03076C106
88304
939300
SH
SOLE
939300
0
0
AMERISOURCEBERGEN CORP COM
COM
03073E105
17603
203385
SH
SOLE
203385
0
0
AMERISAFE INC COM
COM
03071H100
4466
85000
SH
SOLE
85000
0
0
AMERICAN WOODMARK CORP COM
COM
030506109
840
11267
SH
OTR
11267
0
0
AMERICAN WOODMARK CORP COM
COM
030506109
3788
50781
SH
SOLE
50781
0
0
AMERICAN WTR WKS CO INC NEW COM
COM
030420103
89159
1293468
SH
SOLE
1223433
0
70035
AMERICAN TOWER CORP NEW PFD CONV SER A
CVPFD
03027X308
13390
127277
SH
SOLE
127277
0
0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0
CV
02917TAA2
4863
5000000
PRN
SOLE
5000000
0
0
AMEREN CORP COM
COM
023608102
16518
329700
SH
SOLE
329700
0
0
AMAZON COM INC COM
COM
023135106
59043
99460
SH
SOLE
99460
0
0
ALZA CORP SDCV 7/2
CV
02261WAB5
14036
9420000
PRN
SOLE
9420000
0
0
ALTRIA GROUP INC COM
COM
02209S103
73239
1168839
SH
SOLE
1168839
0
0
ALPHABET INC CAP STK CL A
COM
02079K305
131216
171996
SH
SOLE
171496
0
500
ALPHABET INC CAP STK CL C
COM
02079K107
15689
21061
SH
SOLE
21061
0
0
ALLSTATE CORP COM
COM
020002101
73879
1096619
SH
SOLE
1096619
0
0
ALLIANCE DATA SYSTEMS CORP COM
COM
018581108
8634
39246
SH
SOLE
39246
0
0
ALIGN TECHNOLOGY INC COM
COM
016255101
81449
1120500
SH
SOLE
1104501
0
15999
ALIBABA GROUP HLDG LTD SPONSORED ADS
ADR
01609W102
11573
146436
SH
SOLE
146436
0
0
ALEXANDRIA REAL ESTATE EQ IN COM
COM
015271109
52676
579562
SH
SOLE
579562
0
0
ALERE INC NOTE 3.000% 5/1
CV
01449JAA3
4645
4000000
PRN
SOLE
4000000
0
0
ALCOA INC DEP SHS 1/10TH
CVPFD
013817309
3339
101219
SH
SOLE
101219
0
0
ALBEMARLE CORP COM
COM
012653101
82709
1293744
SH
SOLE
1293744
0
0
ALARM COM HLDGS INC COM
COM
011642105
1296
54686
SH
OTR
54686
0
0
ALARM COM HLDGS INC COM
COM
011642105
5917
249659
SH
SOLE
249659
0
0
AKAMAI TECHNOLOGIES INC DBCV 2/1
CV
00971TAG6
10698
10937000
PRN
SOLE
10937000
0
0
AKAMAI TECHNOLOGIES INC COM
COM
00971T101
54511
980942
SH
SOLE
917333
0
63609
AIRTRAN HLDGS INC NOTE 5.250%11/0
CV
00949PAD0
1035
340000
PRN
SOLE
340000
0
0
AIR TRANSPORT SERVICES GRP I COM
COM
00922R105
890
57876
SH
OTR
57876
0
0
AIR TRANSPORT SERVICES GRP I COM
COM
00922R105
4021
261452
SH
SOLE
261452
0
0
AIR PRODS & CHEMS INC COM
COM
009158106
17718
123000
SH
SOLE
123000
0
0
AIR LEASE CORP CL A
COM
00912X302
10683
332600
SH
SOLE
332600
0
0
AGIOS PHARMACEUTICALS INC COM
COM
00847X104
607
14960
SH
OTR
14960
0
0
AGIOS PHARMACEUTICALS INC COM
COM
00847X104
12608
310537
SH
SOLE
305083
0
5454
AGILENT TECHNOLOGIES INC COM
COM
00846U101
32843
824173
SH
SOLE
824173
0
0
AFFILIATED MANAGERS GROUP COM
COM
008252108
102996
634212
SH
SOLE
621076
0
13136
AEROVIRONMENT INC COM
COM
008073108
1044
36882
SH
OTR
36882
0
0
AEROVIRONMENT INC COM
COM
008073108
4718
166611
SH
SOLE
166611
0
0
AEGON N V NY REGISTRY SH
ADR
007924103
5
913
SH
OTR
0
0
913
AEGON N V NY REGISTRY SH
ADR
007924103
144
26129
SH
SOLE
13896
0
12233
ADVANCED DRAIN SYS INC DEL COM
COM
00790R104
12469
585391
SH
SOLE
585391
0
0
AECOM COM
COM
00766T100
113252
3678207
SH
SOLE
3465696
0
212511
ADVANCE AUTO PARTS INC COM
COM
00751Y106
4624
28841
SH
SOLE
28841
0
0
ADOBE SYS INC COM
COM
00724F101
45615
486298
SH
SOLE
486298
0
0
ACXIOM CORP COM
COM
005125109
69753
3253406
SH
SOLE
3086443
0
166963
ACTIVISION BLIZZARD INC COM
COM
00507V109
22058
651845
SH
SOLE
651845
0
0
ACETO CORP COM
COM
004446100
3847
163300
SH
SOLE
163300
0
0
ACCELERON PHARMA INC COM
COM
00434H108
601
22781
SH
OTR
22781
0
0
ACCELERON PHARMA INC COM
COM
00434H108
2710
102683
SH
SOLE
102683
0
0
ACADIA PHARMACEUTICALS INC COM
COM
004225108
1817
65000
SH
SOLE
64260
0
740
ACADIA HEALTHCARE COMPANY IN COM
COM
00404A109
4837
87778
SH
SOLE
87778
0
0
ABIOMED INC COM
COM
003654100
64560
680941
SH
SOLE
672394
0
8547
ABBVIE INC COM
COM
00287Y109
72783
1274206
SH
SOLE
1274206
0
0
AZZ INC COM
COM
002474104
2038
36000
SH
SOLE
36000
0
0
AT&T INC COM
COM
00206R102
278500
7110042
SH
SOLE
7042243
0
67799
AMC NETWORKS INC CL A
COM
00164V103
49143
756738
SH
SOLE
714931
0
41807
AK STL CORP NOTE 5.000%11/1
CV
001546AP5
2736
3000000
PRN
SOLE
3000000
0
0
AES CORP COM
COM
00130H105
21297
1804800
SH
SOLE
1804800
0
0
AFLAC INC COM
COM
001055102
8671
137329
SH
SOLE
137329
0
0