# EDGAR Filing Document

**Accession Number:** 0000909661
**File Stem:** 0001175707-23-000051
**Filing Date:** 2023-2
**Character Count:** 29081
**Document Hash:** 3eae2fb159d9b005b77b90cdb8e618a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001175707-23-000051.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001175707-23-000051

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FARALLON CAPITAL MANAGEMENT LLC
- **CENTRAL INDEX KEY:** 0000909661
- **IRS NUMBER:** 943240279
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-03896
- **FILM NUMBER:** 23622700

**BUSINESS ADDRESS:**
- **STREET 1:** ONE MARITIME PLAZA
- **STREET 2:** SUITE 2100
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94111
- **BUSINESS PHONE:** (415)421-2132

**MAIL ADDRESS:**
- **STREET 1:** ONE MARITIME PLAZA
- **STREET 2:** SUITE 2100
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FARALLON CAPITAL MANAGEMENT INC ET AL
- **DATE OF NAME CHANGE:** 19970210

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** FARALLON CAPITAL MANAGEMENT LLC<br>**Address:** ONE MARITIME PLAZA<br>SUITE 2100<br>SAN FRANCISCO, CA 94111

**Form 13F File Number:** 028-03896

**CRD Number (if applicable):** 000107322

**SEC File Number (if applicable):** 801-51763

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** John R. Warren<br>**Title:** Managing Member<br>**Phone:** 415-421-2132

**Signature, Place, and Date of Signing:**

/s/ John R. Warren  San Francisco, CA  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 1

**Form 13F Information Table Entry Total:** 232

**Form 13F Information Table Value Total:** $15256264272

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                        | Form 13F File Number   |
|:---|:---|:---|
|  | Farallon Capital Europe LLP | 028-11719              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| ABBVIE INC | COM | 00287Y109 |  | 151786051 | 939212 | SH |  | OTR |  | 939212 | 0 | 0 |
| AGILE GROWTH CORP | CLASS A ORD | G01202103 |  | 12108000 | 1200000 | SH |  | OTR |  | 1200000 | 0 | 0 |
| AGILE GROWTH CORP | *W EXP 03/09/202 | G01202111 |  | 7560 | 399999 | SH |  | OTR |  | 399999 | 0 | 0 |
| AGIOS PHARMACEUTICALS INC | COM | 00847X104 |  | 56885278 | 2025829 | SH |  | OTR |  | 2025829 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 |  | 234407490 | 2661000 | SH |  | OTR |  | 2661000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 |  | 30907808 | 130056 | SH |  | OTR |  | 130056 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 268509402 | 3026140 | SH |  | OTR |  | 3026140 | 0 | 0 |
| ALTC ACQUISITION CORP | COM CL A | 02156V109 |  | 975136 | 98300 | SH |  | OTR |  | 98300 | 0 | 0 |
| ALVOTECH | ORDINARY SHARES | L01800108 |  | 5000000 | 500000 | SH |  | OTR | 1 | 500000 | 0 | 0 |
| AMYRIS INC | COM NEW | 03236M200 |  | 1530000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| AON PLC | SHS CL A | G0403H108 |  | 236536132 | 788086 | SH |  | OTR |  | 788086 | 0 | 0 |
| APELLIS PHARMACEUTICALS INC | COM | 03753U106 |  | 23290184 | 450400 | SH |  | OTR |  | 450400 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL II | SHS CL A | G0412A102 |  | 7515000 | 750000 | SH |  | OTR |  | 750000 | 0 | 0 |
| APOLLO STRATEGIC GRWT CPTL II | *W EXP 02/12/202 | G0412A128 |  | 21000 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| ARAMARK | COM | 03852U106 |  | 447666065 | 10828884 | SH |  | OTR |  | 10828884 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 |  | 2018000 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| ARCTOS NORTHSTAR ACQUIS CORP | *W EXP 99/99/999 | G0477L126 |  | 2115 | 50000 | SH |  | OTR |  | 50000 | 0 | 0 |
| ARES ACQUISITION CORPORATION | *W EXP 02/02/202 | G33032122 |  | 93260 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| ARES ACQUISITION CORPORATION | COM CL A | G33032106 |  | 14349750 | 1425000 | SH |  | OTR |  | 1425000 | 0 | 0 |
| ARYA SCIENCES ACQU CORP IV | CL A | G31659108 |  | 8080000 | 800000 | SH |  | OTR |  | 800000 | 0 | 0 |
| ARYA SCIENCES ACQUISITN CORP V | CLASS A ORD SHS | G31658100 |  | 7490975 | 745000 | SH |  | OTR |  | 745000 | 0 | 0 |
| ASTRAZENECA PLC | SPONSORED ADR | 046353108 |  | 398424124 | 5876462 | SH |  | OTR |  | 5876462 | 0 | 0 |
| ATENTO S A | SHS | L0427L204 |  | 9434410 | 2230357 | SH |  | OTR |  | 2230357 | 0 | 0 |
| AVANTOR INC | COM | 05352A100 |  | 11145306 | 528464 | SH |  | OTR |  | 528464 | 0 | 0 |
| AVROBIO INC | COM | 05455M100 |  | 527546 | 740000 | SH |  | OTR |  | 740000 | 0 | 0 |
| BEAM THERAPEUTICS INC | COM | 07373V105 |  | 132970910 | 3399921 | SH |  | OTR |  | 3399921 | 0 | 0 |
| BERENSON ACQUISITION CORP I | CL A COM | 083690107 |  | 25108875 | 2475000 | SH |  | OTR |  | 2475000 | 0 | 0 |
| BERENSON ACQUISITION CORP I | *W EXP 08/01/202 | 083690115 |  | 45169 | 1237500 | SH |  | OTR |  | 1237500 | 0 | 0 |
| BETTER THERAPEUTICS INC | COMMON STOCK | 08773T104 |  | 911183 | 813556 | SH |  | OTR |  | 813556 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 164130207 | 592699 | SH |  | OTR |  | 592699 | 0 | 0 |
| BIOHAVEN LTD | COM | G1110E107 |  | 13880000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| BIONTECH SE | SPONSORED ADS | 09075V102 |  | 21030800 | 140000 | SH |  | OTR |  | 140000 | 0 | 0 |
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 |  | 4303080 | 5000000 | PRN |  | OTR |  | 5000000 | 0 | 0 |
| BLACKSTONE INC | COM | 09260D107 |  | 241039675 | 3248951 | SH |  | OTR |  | 3248951 | 0 | 0 |
| BLOCK INC | CL A | 852234103 |  | 202219120 | 3218000 | SH |  | OTR |  | 3218000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | CLASS A ORD | G11765107 |  | 3087000 | 300000 | SH |  | OTR |  | 300000 | 0 | 0 |
| BLOCKCHAIN COINVSTRS ACQ CRP | *W EXP 11/01/202 | G11765115 |  | 11355 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | CLASS A ORD SHS | G1330M103 |  | 5629250 | 575000 | SH |  | OTR |  | 575000 | 0 | 0 |
| BLUE WHALE ACQUISITION CORP | *W EXP 07/30/202 | G1330M129 |  | 10249 | 143750 | SH |  | OTR |  | 143750 | 0 | 0 |
| BLUEPRINT MEDICINES CORP | COM | 09627Y109 |  | 4118140 | 94000 | SH |  | OTR |  | 94000 | 0 | 0 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 |  | 428472091 | 9260257 | SH |  | OTR |  | 9260257 | 0 | 0 |
| BROADMARK RLTY CAP INC | COM | 11135B100 |  | 17266000 | 4850000 | SH |  | OTR |  | 4850000 | 0 | 0 |
| BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 |  | 8610 | 7174613 | SH |  | OTR |  | 7174613 | 0 | 0 |
| BRUKER CORP | COM | 116794108 |  | 58733155 | 859300 | SH |  | OTR |  | 859300 | 0 | 0 |
| CARA THERAPEUTICS INC | COM | 140755109 |  | 22276908 | 2074200 | SH |  | OTR |  | 2074200 | 0 | 0 |
| CARTICA ACQUISITION CORP | CLASS A ORD SHS | G1995D109 |  | 3622500 | 350000 | SH |  | OTR |  | 350000 | 0 | 0 |
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 |  | 11708 | 175000 | SH |  | OTR |  | 175000 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | CLASS A ORD SHS | G19550105 |  | 8423231 | 835638 | SH |  | OTR |  | 835638 | 0 | 0 |
| CATALYST PARTNRS ACQUISITN C | *W EXP 05/12/202 | G19550121 |  | 256 | 150780 | SH |  | OTR |  | 150780 | 0 | 0 |
| CAZOO GROUP LTD | DEBT 2.000% 2/1 | 14986TAA3 |  | 37500000 | 100000000 | PRN |  | OTR | 1 | 100000000 | 0 | 0 |
| CENTENE CORP DEL | COM | 15135B101 |  | 376552277 | 4591541 | SH |  | OTR |  | 4591541 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | COM CL A | 17143W101 |  | 9972681 | 997767 | SH |  | OTR |  | 997767 | 0 | 0 |
| CHURCHILL CAPITAL CORP VI | *W EXP 02/17/202 | 17143W119 |  | 4800 | 80000 | SH |  | OTR |  | 80000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 |  | 9970000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 |  | 9880 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 |  | 126579791 | 15177433 | SH |  | OTR |  | 15177433 | 0 | 0 |
| CLEVER LEAVES HOLDINGS INC | COM | 186760104 |  | 819245 | 2668551 | SH |  | OTR |  | 574784 | 0 | 0 |
| COGENT BIOSCIENCES INC | COM | 19240Q201 |  | 984207 | 85139 | SH |  | OTR |  | 85139 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | SHS CL A | G2284B101 |  | 5035000 | 500000 | SH |  | OTR |  | 500000 | 0 | 0 |
| COLONNADE ACQUISITION CORP I | *W EXP 99/99/999 | G2284B119 |  | 6130 | 100000 | SH |  | OTR |  | 100000 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | CLASS A ORD SHS | G24237102 |  | 10100000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| CORAZON CAPITAL V838 MONOCER | *W EXP 03/24/202 | G24237128 |  | 8500 | 333334 | SH |  | OTR |  | 333334 | 0 | 0 |
| CORSAIR PARTNERING CORP | SHS CL A | G2540H108 |  | 7017500 | 700000 | SH |  | OTR |  | 700000 | 0 | 0 |
| CORSAIR PARTNERING CORP | *W EXP 07/06/202 | G2540H116 |  | 76602 | 233330 | SH |  | OTR |  | 233330 | 0 | 0 |
| COSTAR GROUP INC | COM | 22160N109 |  | 176212697 | 2280185 | SH |  | OTR |  | 2280185 | 0 | 0 |
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 |  | 14490818 | 15000000 | PRN |  | OTR |  | 15000000 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 64697996 | 694259 | SH |  | OTR |  | 694259 | 0 | 0 |
| CYTOKINETICS INC | COM NEW | 23282W605 |  | 77973635 | 1701738 | SH |  | OTR |  | 1701738 | 0 | 0 |
| DISRUPTIVE ACQUISITION CORP | CLASS A ORD SHS | G2770Y102 |  | 14112000 | 1400000 | SH |  | OTR |  | 1400000 | 0 | 0 |
| DISRUPTIVE ACQUISITION CORP | *W EXP 03/06/202 | G2770Y128 |  | 12367 | 466667 | SH |  | OTR |  | 466667 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 18649500 | 30000000 | PRN |  | OTR |  | 30000000 | 0 | 0 |
| DRAGONEER GROWTH OPT CORP III | CL A SHS | G28315102 |  | 4774384 | 484709 | SH |  | OTR |  | 484709 | 0 | 0 |
| DYNATRACE INC | COM NEW | 268150109 |  | 303269703 | 7918269 | SH |  | OTR |  | 7918269 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 325376871 | 634300 | SH |  | OTR |  | 634300 | 0 | 0 |
| ENANTA PHARMACEUTICALS INC | COM | 29251M106 |  | 72106000 | 1550000 | SH |  | OTR |  | 1550000 | 0 | 0 |
| EQRX INC | *W EXP 12/17/202 | 26886C115 |  | 40185 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| EQUIFAX INC | COM | 294429105 |  | 330897317 | 1702497 | SH |  | OTR |  | 1702497 | 0 | 0 |
| EVOLENT HEALTH INC | CL A | 30050B101 |  | 8480160 | 302000 | SH |  | OTR |  | 302000 | 0 | 0 |
| EXELIXIS INC | COM | 30161Q104 |  | 174325110 | 10868149 | SH |  | OTR |  | 10868149 | 0 | 0 |
| FIFTH WALL ACQUISITN CORP III | CLASS A ORD SHS | G34142102 |  | 13661602 | 1360040 | SH |  | OTR |  | 1360040 | 0 | 0 |
| FINSERV ACQUISITION CORP II | COM CL A | 31809Y103 |  | 6030000 | 600000 | SH |  | OTR |  | 600000 | 0 | 0 |
| FINSERV ACQUISITION CORP II | *W EXP 02/17/202 | 31809Y111 |  | 765 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 |  | 11147500 | 455000 | SH |  | OTR |  | 455000 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | CLASS A COM | 336169107 |  | 4020000 | 400000 | SH |  | OTR |  | 400000 | 0 | 0 |
| FIRST RESERVE SUSTAINABLE GW | *W EXP 03/05/202 | 336169115 |  | 1270 | 100000 | SH |  | OTR |  | 100000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 |  | 12543750 | 1250000 | SH |  | OTR |  | 1250000 | 0 | 0 |
| FOREST ROAD ACQUISITION COR | *W EXP 01/15/202 | 34619V111 |  | 83500 | 250000 | SH |  | OTR |  | 250000 | 0 | 0 |
| FORUM MERGER IV CORP | CLASS A COM | 349875104 |  | 10050000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| FORUM MERGER IV CORP | *W EXP 03/15/202 | 349875112 |  | 7500 | 250000 | SH |  | OTR |  | 250000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | CLASS A ORD SHS | G3728Y103 |  | 5060000 | 500000 | SH |  | OTR |  | 500000 | 0 | 0 |
| FTAC HERA ACQUISITION CORP | *W EXP 02/28/202 | G3728Y111 |  | 3438 | 125000 | SH |  | OTR |  | 125000 | 0 | 0 |
| FULL TRUCK ALLIANCE CO LTD | SPONSORED ADS | 35969L108 |  | 347517944 | 43439743 | SH |  | OTR |  | 43439743 | 0 | 0 |
| G SQUARED ASCEND I INC | SHS CL A | G4204R109 |  | 5052500 | 500000 | SH |  | OTR |  | 500000 | 0 | 0 |
| GENERATION BIO CO | COM | 37148K100 |  | 4910071 | 1249382 | SH |  | OTR |  | 1249382 | 0 | 0 |
| GETAROUND INC | *W EXP 03/09/202 | 37427G119 |  | 3656 | 80000 | SH |  | OTR |  | 80000 | 0 | 0 |
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 |  | 229187 | 85838 | SH |  | OTR |  | 85838 | 0 | 0 |
| GORES HOLDINGS IX INC | CLASS A COM | 38287A101 |  | 4960000 | 500000 | SH |  | OTR |  | 500000 | 0 | 0 |
| GORES HOLDINGS IX INC | *W EXP 01/14/202 | 38287A119 |  | 40833 | 166664 | SH |  | OTR |  | 166664 | 0 | 0 |
| GRINDR INC | *W EXP 11/18/202 | 39854F119 |  | 259200 | 540000 | SH |  | OTR |  | 540000 | 0 | 0 |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 |  | 8543713 | 116020 | SH |  | OTR |  | 116020 | 0 | 0 |
| HELLO GROUP INC | NOTE 1.250% 7/0 | 60879BAB3 |  | 118471129 | 123449000 | PRN |  | OTR |  | 123449000 | 0 | 0 |
| HOWMET AEROSPACE INC | COM | 443201108 |  | 319510782 | 8107353 | SH |  | OTR |  | 8107353 | 0 | 0 |
| HUMANA INC | COM | 444859102 |  | 138496176 | 270400 | SH |  | OTR |  | 270400 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | CLASS A ORD | G47874121 |  | 19038000 | 1900000 | SH |  | OTR |  | 1900000 | 0 | 0 |
| INFLECTION POINT ACQUSTN COR | *W EXP 09/21/202 | G47874113 |  | 248900 | 950000 | SH |  | OTR |  | 950000 | 0 | 0 |
| INSPIRE MED SYS INC | COM | 457730109 |  | 61105080 | 242596 | SH |  | OTR |  | 242596 | 0 | 0 |
| INTERPRIVATE III FINANCIAL P | COM CL A | 46064R106 |  | 4066000 | 400000 | SH |  | OTR |  | 400000 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | CLASS A COM | 46064T102 |  | 6150000 | 600000 | SH |  | OTR |  | 600000 | 0 | 0 |
| INTERPRIVATE IV INFRATECH PR | *W EXP 03/05/202 | 46064T110 |  | 5400 | 120000 | SH |  | OTR |  | 120000 | 0 | 0 |
| INTUIT | COM | 461202103 |  | 351115362 | 902100 | SH |  | OTR |  | 902100 | 0 | 0 |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 |  | 193841375 | 238574000 | PRN |  | OTR |  | 238574000 | 0 | 0 |
| IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 |  | 116777750 | 186100000 | PRN |  | OTR |  | 186100000 | 0 | 0 |
| IQVIA HLDGS INC | COM | 46266C105 |  | 667554568 | 3258112 | SH |  | OTR |  | 3258112 | 0 | 0 |
| IVERIC BIO INC | COM | 46583P102 |  | 31301420 | 1462000 | SH |  | OTR |  | 1462000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | SHS CL A | G50737108 |  | 8084000 | 800000 | SH |  | OTR |  | 800000 | 0 | 0 |
| JAWS MUSTANG ACQUISITION COR | *W EXP 01/30/202 | G50737124 |  | 13000 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 36609438 | 229800 | SH |  | OTR |  | 229800 | 0 | 0 |
| JOYY INC | NOTE 0.750% 6/1 | 98426TAD8 |  | 51364152 | 53498000 | PRN |  | OTR |  | 53498000 | 0 | 0 |
| JOYY INC | NOTE 1.375% 6/1 | 98426TAF3 |  | 9265851 | 10415000 | PRN |  | OTR |  | 10415000 | 0 | 0 |
| KARUNA THERAPEUTICS INC | COM | 48576A100 |  | 432300 | 2200 | SH |  | OTR |  | 2200 | 0 | 0 |
| KE HLDGS INC | SPONSORED ADS | 482497104 |  | 80388660 | 5758500 | SH |  | OTR |  | 5758500 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | SHS CL A | G5251K103 |  | 7903164 | 775200 | SH |  | OTR |  | 775200 | 0 | 0 |
| KENSINGTON CAPITAL ACQUISITI | *W EXP 99/99/999 | G5251K129 |  | 98838 | 581400 | SH |  | OTR |  | 581400 | 0 | 0 |
| KHOSLA VENTURES ACQUISITION | CL A | 482504107 |  | 6986000 | 700000 | SH |  | OTR |  | 700000 | 0 | 0 |
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 |  | 27963595 | 2809000 | SH |  | OTR |  | 2809000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | CLASS A ORD | G5338L108 |  | 4100000 | 400000 | SH |  | OTR |  | 400000 | 0 | 0 |
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 |  | 16000 | 200000 | SH |  | OTR |  | 200000 | 0 | 0 |
| LANDCADIA HOLDINGS IV INC | *W EXP 03/29/202 | 51477A112 |  | 12500 | 125000 | SH |  | OTR |  | 125000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 |  | 3033000 | 300000 | SH |  | OTR |  | 300000 | 0 | 0 |
| LAZARD GROWTH ACQUISITION CO | *W EXP 02/10/202 | G54035111 |  | 360 | 60000 | SH |  | OTR |  | 60000 | 0 | 0 |
| LDH GROWTH CORP I | CLASS A ORD SHS | G54094100 |  | 4397589 | 436702 | SH |  | OTR |  | 436702 | 0 | 0 |
| LDH GROWTH CORP I | *W EXP 03/17/202 | G54094126 |  | 660 | 30000 | SH |  | OTR |  | 30000 | 0 | 0 |
| LEGEND BIOTECH CORP | SPONSORED ADS | 52490G102 |  | 37270971 | 746614 | SH |  | OTR |  | 746614 | 0 | 0 |
| LEVERE HOLDINGS CORP | CLASS A ORD SHS | G5462L106 |  | 8072000 | 800000 | SH |  | OTR |  | 800000 | 0 | 0 |
| LEVERE HOLDINGS CORP | *W EXP 03/09/202 | G5462L122 |  | 8133 | 266667 | SH |  | OTR |  | 266667 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | COM CL A | 538126103 |  | 2513750 | 250000 | SH |  | OTR |  | 250000 | 0 | 0 |
| LIVE OAK MOBILITY ACQUISI CO | *W EXP 03/04/202 | 538126111 |  | 7000 | 50000 | SH |  | OTR |  | 50000 | 0 | 0 |
| LONGBOARD PHARMACEUTICALS IN | COM | 54300N103 |  | 2642230 | 810500 | SH |  | OTR |  | 810500 | 0 | 0 |
| LUFAX HOLDING LTD | ADS REP SHS CL A | 54975P102 |  | 74566614 | 38436399 | SH |  | OTR |  | 38436399 | 0 | 0 |
| MADRIGAL PHARMACEUTICALS INC | COM | 558868105 |  | 44408250 | 153000 | SH |  | OTR |  | 153000 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | COM CL A | 56608A105 |  | 1503000 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| MARBLEGATE ACQUISITION CORP | *W EXP 08/31/202 | 56608A113 |  | 74250 | 1485000 | SH |  | OTR |  | 1485000 | 0 | 0 |
| MASIMO CORP | COM | 574795100 |  | 112220075 | 758500 | SH |  | OTR |  | 758500 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 318580142 | 916171 | SH |  | OTR |  | 916171 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | CLASS A COM | 58759A108 |  | 7687500 | 750000 | SH |  | OTR |  | 750000 | 0 | 0 |
| MERCATO PARTNERS ACQUISITION | *W EXP 99/99/999 | 58759A116 |  | 5663 | 375000 | SH |  | OTR |  | 375000 | 0 | 0 |
| MERCURY ECOM ACQUISITION COR | *W EXP 07/27/202 | 589381110 |  | 43313 | 866250 | SH |  | OTR |  | 866250 | 0 | 0 |
| METALS ACQUISITION CORP | SHS CL A | G60405100 |  | 24909449 | 2489700 | SH |  | OTR |  | 2489700 | 0 | 0 |
| METALS ACQUISITION CORP | *W EXP 99/99/999 | G60405126 |  | 404663 | 825000 | SH |  | OTR |  | 825000 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 404930794 | 1688478 | SH |  | OTR |  | 1688478 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 |  | 9243000 | 900000 | SH |  | OTR |  | 900000 | 0 | 0 |
| NABORS ENERGY TRANSITION COR | *W EXP 11/17/202 | 629567116 |  | 26100 | 450000 | SH |  | OTR |  | 450000 | 0 | 0 |
| NATERA INC | COM | 632307104 |  | 5752344 | 143200 | SH |  | OTR |  | 143200 | 0 | 0 |
| NEW ORIENTAL ED  TECHNOLOGY | SPON ADR | 647581206 |  | 452660 | 13000 | SH |  | OTR |  | 13000 | 0 | 0 |
| NEW YORK TIMES CO | CL A | 650111107 |  | 196992956 | 6068791 | SH |  | OTR |  | 6068791 | 0 | 0 |
| NORTHERN STAR INVEST CORP III | COM CL A | 66574L100 |  | 1005000 | 100000 | SH |  | OTR |  | 100000 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 |  | 1005000 | 100000 | SH |  | OTR |  | 100000 | 0 | 0 |
| NORTHERN STAR INVEST CORP IV | *W EXP 02/25/202 | 66575B119 |  | 388 | 16666 | SH |  | OTR |  | 16666 | 0 | 0 |
| NUVATION BIO INC | COM CL A | 67080N101 |  | 4065792 | 2117600 | SH |  | OTR |  | 2117600 | 0 | 0 |
| OPAL FUELS INC | CLASS A COM | 68347P103 |  | 260078 | 35725 | SH |  | OTR |  | 35725 | 0 | 0 |
| PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 |  | 32755992 | 4004400 | SH |  | OTR |  | 4004400 | 0 | 0 |
| PANACEA ACQUISITION CORP II | CL A SHS | G6882C106 |  | 7567500 | 750000 | SH |  | OTR |  | 750000 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | CL A | G04119106 |  | 7556250 | 750000 | SH |  | OTR |  | 750000 | 0 | 0 |
| PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 |  | 34500 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| PG CORP | COM | 69331C108 |  | 83822609 | 5155142 | SH |  | OTR |  | 5155142 | 0 | 0 |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 |  | 212721850 | 227510000 | PRN |  | OTR |  | 227510000 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | COM SER A | 737465104 |  | 8422467 | 848184 | SH |  | OTR |  | 848184 | 0 | 0 |
| POST HOLDINGS PARTNERING COR | *W EXP 04/12/202 | 737465112 |  | 21333 | 266666 | SH |  | OTR |  | 266666 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | CL A | 74275N102 |  | 1508250 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| PRIVETERRA ACQUISITION CORP | *W EXP 02/28/202 | 74275N110 |  | 2280 | 49995 | SH |  | OTR |  | 49995 | 0 | 0 |
| PROMETHEUS BIOSCIENCES INC | COM | 74349U108 |  | 15961000 | 145100 | SH |  | OTR |  | 145100 | 0 | 0 |
| PROTAGONIST THERAPEUTICS INC | COM | 74366E102 |  | 39842087 | 3651887 | SH |  | OTR |  | 3651887 | 0 | 0 |
| RCF ACQUISITION CORP | CL A COM | G7330C102 |  | 6156000 | 600000 | SH |  | OTR |  | 600000 | 0 | 0 |
| RCF ACQUISITION CORP | *W EXP 99/99/999 | G7330C110 |  | 22170 | 300000 | SH |  | OTR |  | 300000 | 0 | 0 |
| REATA PHARMACEUTICALS INC | CL A | 75615P103 |  | 12612680 | 332000 | SH |  | OTR |  | 332000 | 0 | 0 |
| REVOLUTION MEDICINES INC | COM | 76155X100 |  | 40446717 | 1698015 | SH |  | OTR |  | 1698015 | 0 | 0 |
| RIGETTI COMPUTING INC | *W EXP 99/99/999 | 76655K111 |  | 1877 | 22675 | SH |  | OTR |  | 22675 | 0 | 0 |
| ROCKET INTERNET GRWT OPRT CO | SHS CL A | G7613T103 |  | 6544245 | 647945 | SH |  | OTR |  | 647945 | 0 | 0 |
| S GLOBAL INC | COM | 78409V104 |  | 360763874 | 1077100 | SH |  | OTR |  | 1077100 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 501301310 | 3780838 | SH |  | OTR |  | 3780838 | 0 | 0 |
| SAREPTA THERAPEUTICS INC | COM | 803607100 |  | 120366862 | 928900 | SH |  | OTR |  | 928900 | 0 | 0 |
| SAVARA INC | COM | 805111101 |  | 15709190 | 10134961 | SH |  | OTR |  | 10134961 | 0 | 0 |
| SCION TECH GROWTH II | CL A SHS | G31070108 |  | 4556250 | 450000 | SH |  | OTR |  | 450000 | 0 | 0 |
| SCION TECH GROWTH II | *W EXP 01/28/202 | G31070116 |  | 540 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | CLASS A ORD SHS | G79407105 |  | 9945000 | 1000000 | SH |  | OTR |  | 1000000 | 0 | 0 |
| SCREAMING EAGLE ACQUISITN CO | *W EXP 01/05/202 | G79407121 |  | 78566 | 333330 | SH |  | OTR |  | 333330 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | CL A ORD SHS | G79471101 |  | 17428950 | 1732500 | SH |  | OTR |  | 1732500 | 0 | 0 |
| SDCL EDGE ACQUISITION CORP | *W EXP 99/99/999 | G79471127 |  | 103950 | 866250 | SH |  | OTR |  | 866250 | 0 | 0 |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 |  | 110555535 | 150000000 | PRN |  | OTR |  | 150000000 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 259616736 | 668650 | SH |  | OTR |  | 668650 | 0 | 0 |
| SHERWIN WILLIAMS CO | COM | 824348106 |  | 328890015 | 1385792 | SH |  | OTR |  | 1385792 | 0 | 0 |
| SLAM CORP | CL A SHS | G8210L105 |  | 5761000 | 570396 | SH |  | OTR |  | 570396 | 0 | 0 |
| SLAM CORP | *W EXP 02/23/202 | G8210L121 |  | 1551 | 17627 | SH |  | OTR |  | 17627 | 0 | 0 |
| SNAP INC | NOTE 5/0 | 83304AAF3 |  | 6158225 | 8800000 | PRN |  | OTR |  | 8800000 | 0 | 0 |
| SOCIAL LEVERAGE ACQUISN CORP | *W EXP 02/17/202 | 83363K110 |  | 11213 | 187500 | SH |  | OTR |  | 187500 | 0 | 0 |
| SOLID POWER INC | *W EXP 12/08/202 | 83422N113 |  | 170233 | 405316 | SH |  | OTR |  | 405316 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | CLASS A ORD SHS | G8274F101 |  | 3261000 | 300000 | SH |  | OTR |  | 300000 | 0 | 0 |
| SOUND POINT ACQUISITION CORP | *W EXP 02/25/202 | G8274F119 |  | 17190 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 1453234000 | 3800000 | SH | Put | OTR |  | 3800000 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 24775638 | 30500000 | PRN |  | OTR |  | 30500000 | 0 | 0 |
| SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 |  | 718157 | 43055 | SH |  | OTR |  | 43055 | 0 | 0 |
| SUNRUN INC | NOTE 2/0 | 86771WAB1 |  | 55613768 | 79236000 | PRN |  | OTR |  | 79236000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | SHS CL A | G8T90F102 |  | 7056000 | 700000 | SH |  | OTR |  | 700000 | 0 | 0 |
| SUPERNOVA PARTN ACQ CO III L | *W EXP 99/99/999 | G8T90F128 |  | 3220 | 140000 | SH |  | OTR |  | 140000 | 0 | 0 |
| SVF INVESTMENT CORP | CL A SHS | G8601L102 |  | 4296750 | 425000 | SH |  | OTR |  | 425000 | 0 | 0 |
| SVF INVESTMENT CORP | *W EXP 01/12/202 | G8601L128 |  | 1295 | 50000 | SH |  | OTR |  | 50000 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | CLASS A ORD SHS | G63836103 |  | 20057400 | 1980000 | SH |  | OTR |  | 1980000 | 0 | 0 |
| SWIFTMERGE ACQUISITION CORP | *W EXP 12/13/202 | G63836111 |  | 72666 | 990000 | SH |  | OTR |  | 990000 | 0 | 0 |
| TANGO THERAPEUTICS INC | COM | 87583X109 |  | 1957500 | 270000 | SH |  | OTR |  | 270000 | 0 | 0 |
| TCV ACQUISITION CORP | CL A SHS | G8704C124 |  | 12235736 | 1211459 | SH |  | OTR |  | 1211459 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 639879202 | 1161959 | SH |  | OTR |  | 1161959 | 0 | 0 |
| THUNDER BRIDGE CAP PRTNRS II | *W EXP 02/01/202 | 88605T118 |  | 11505 | 150000 | SH |  | OTR |  | 150000 | 0 | 0 |
| TIO TECH A | CLASS A ORD SHS | G8T10C106 |  | 5070210 | 502001 | SH |  | OTR |  | 502001 | 0 | 0 |
| TIO TECH A | *W EXP 04/12/202 | G8T10C114 |  | 4000 | 166666 | SH |  | OTR |  | 166666 | 0 | 0 |
| TPG PACE BENEFICIAL II CORP | COMMON STOCK | G89826104 |  | 10972884 | 1116833 | SH |  | OTR |  | 1116833 | 0 | 0 |
| TRANSUNION | COM | 89400J107 |  | 503026041 | 8863895 | SH |  | OTR |  | 8863895 | 0 | 0 |
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 |  | 182391723 | 655873 | SH |  | OTR |  | 655873 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 22984800 | 30500000 | PRN |  | OTR |  | 30500000 | 0 | 0 |
| UTA ACQUISITION CORPORATION | CLASS A ORD SHS | G9473A109 |  | 3513261 | 344100 | SH |  | OTR |  | 344100 | 0 | 0 |
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 |  | 18253 | 175000 | SH |  | OTR |  | 175000 | 0 | 0 |
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 |  | 17170000 | 1700000 | SH |  | OTR |  | 1700000 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 259494318 | 1249010 | SH |  | OTR |  | 1249010 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | CLASS A COM | 91842V102 |  | 3570000 | 350000 | SH |  | OTR |  | 350000 | 0 | 0 |
| VMG CONSUMER ACQUISITION COR | *W EXP 11/03/202 | 91842V110 |  | 5338 | 175000 | SH |  | OTR |  | 175000 | 0 | 0 |
| VNET GROUP INC | SPONSORED ADS A | 90138A103 |  | 10064250 | 1775000 | SH |  | OTR |  | 1775000 | 0 | 0 |
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 |  | 71922086 | 87250000 | PRN |  | OTR |  | 87250000 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | CLASS A ORD | G9460L126 |  | 4296750 | 425000 | SH |  | OTR |  | 425000 | 0 | 0 |
| VPC IMPACT ACQUISITION HLDG | *W EXP 03/05/202 | G9460L118 |  | 3188 | 106250 | SH |  | OTR |  | 106250 | 0 | 0 |
| WABTEC | COM | 929740108 |  | 273272793 | 2737930 | SH |  | OTR |  | 2737930 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I A | SHS CL A | G9461D107 |  | 11313030 | 1120102 | SH |  | OTR |  | 1120102 | 0 | 0 |
| WARBURG PINCUS CAPTAL CORP I B | SHS CL A | G9460M108 |  | 7567500 | 750000 | SH |  | OTR |  | 750000 | 0 | 0 |
| ZYMEWORKS DEL INC | COM | 98985Y108 |  | 11790000 | 1500000 | SH |  | OTR |  | 1500000 | 0 | 0 |

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