Chief Compliance Officer

0000902664-22-004855.txt : 20221114 0000902664-22-004855.hdr.sgml : 20221114 20221114131030 ACCESSION NUMBER: 0000902664-22-004855 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TFG Asset Management GP Ltd CENTRAL INDEX KEY: 0001515070 IRS NUMBER: 980646182 STATE OF INCORPORATION: E9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15287 FILM NUMBER: 221383146 BUSINESS ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 212-359-7356 MAIL ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 FORMER COMPANY: FORMER CONFORMED NAME: Polygon Management Ltd. DATE OF NAME CHANGE: 20110310 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001515070 XXXXXXXX 09-30-2022 09-30-2022 false TFG Asset Management GP Ltd

Po Box 309 Ugland House Grand Cayman E9 KY1-1104

13F HOLDINGS REPORT 028-15287 N Stacy Scheehle Chief Compliance Officer 212-359-7357 /s/ Stacy Scheehle New York NY 11-14-2022 3 150 829725 1 0001511305 028-15284 TFG Asset Management US LP 2 0001511278 028-15282 TFG Asset Management L.P. 3 0001511306 028-15285 TFG Asset Management UK LLP INFORMATION TABLE 2 infotable.xml 2U INC NOTE 2.250% 5/0 90214JAB7 9764 13850000 PRN DFND 1,2,3 0 13850000 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 21 150246 SH DFND 1,2,3 0 150246 0 7 ACQUISITION CORPORATION SHS CL A G80694105 2025 200492 SH DFND 1,2,3 0 200492 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 14 200000 SH DFND 1,2,3 0 200000 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 12 185544 SH DFND 1,2,3 0 185544 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 47 375000 SH DFND 1,2,3 0 375000 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 3518 350000 SH DFND 1,2,3 0 350000 0 ALBEMARLE CORP COM 012653101 842 3185 SH DFND 1,2,3 0 3185 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 22 75000 SH DFND 1,2,3 0 75000 0 ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 17606 2500000 PRN DFND 1,2,3 0 2500000 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 3 29824 SH DFND 1,2,3 0 29824 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1472 149123 SH DFND 1,2,3 0 149123 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 5 100000 SH DFND 1,2,3 0 100000 0 ATI INC NOTE 3.500% 6/1 01741RAK8 11930 6500000 PRN DFND 1,2,3 0 6500000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1840 2000000 PRN DFND 1,2,3 0 2000000 0 AURORA INNOVATION INC *W EXP 11/03/202 051774115 6 12500 SH DFND 1,2,3 0 12500 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 13 125000 SH DFND 1,2,3 0 125000 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 8 81250 SH DFND 1,2,3 0 81250 0 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 6504 3039381 SH DFND 0 3039381 0 BALLYS CORPORATION COM 05875B106 11703 592271 SH DFND 1,2,3 0 592271 0 BALLYS CORPORATION COM 05875B106 8057 407729 SH DFND 1,2 0 407729 0 BIG SKY GROWTH PARTNERS INC *W EXP 04/01/202 08954L110 10 125000 SH DFND 1,2,3 0 125000 0 BIGBEAR AI HLDGS INC *W EXP 12/08/202 08975B117 4 25000 SH DFND 1,2,3 0 25000 0 BLACK SPADE ACQUISITION CO *W EXP 99/99/999 G11537118 19 162500 SH DFND 1,2,3 0 162500 0 Allego N V *W EXP 03/16/202 N0796A118 11 24328 SH DFND 1,2,3 0 24328 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 1 16639 SH DFND 1,2,3 0 16639 0 BLUERIVER ACQUISITION CORP SHS CL A G1261Q107 495 50004 SH DFND 1,2,3 0 50004 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 5974 10000000 PRN DFND 1,2,3 0 10000000 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 671 66889 SH DFND 1,2,3 0 66889 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 42 425000 SH DFND 1,2,3 0 425000 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 6 50000 SH DFND 1,2,3 0 50000 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 6 135956 SH DFND 1,2,3 0 135956 0 CAZOO GROUP LTD COM G2007L105 2146 4665129 SH DFND 1,2,3 0 4665129 0 CAZOO GROUP LTD COM G2007L105 1412 3070091 SH DFND 1,2 0 3070091 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 31841 417255 SH DFND 1,2,3 0 417255 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 91055 1133303 SH DFND 1,2,3 0 1133303 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 9033 123265 SH DFND 1,2,3 0 123265 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 776 78396 SH DFND 1,2,3 0 78396 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 7 54501 SH DFND 1,2,3 0 54501 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2679 272508 SH DFND 1,2,3 0 272508 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 8 75000 SH DFND 1,2,3 0 75000 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 23246 34625000 PRN DFND 1,2,3 0 34625000 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2525 1500000 PRN DFND 1,2,3 0 1500000 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 247 25000 SH DFND 1,2,3 0 25000 0 CONX CORP COM CL A 212873103 1042 104242 SH DFND 1,2,3 0 104242 0 CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 7159 9773000 PRN DFND 1,2,3 0 9773000 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 14 166666 SH DFND 1,2,3 0 166666 0 CROWDSTRIKE HLDGS INC CL A 22788C105 16481 100000 SH DFND 0 100000 0 CUTERA INC NOTE 2.250% 3/1 232109AB4 11788 7750000 PRN DFND 1,2,3 0 7750000 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 9 174257 SH DFND 1,2,3 0 174257 0 DHB CAPITAL CORP CL A COM 23291W109 5779 587267 SH DFND 1,2,3 0 587267 0 EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 11693 8031000 PRN DFND 1,2,3 0 8031000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 92913 56000000 PRN DFND 1,2,3 0 56000000 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 8 100000 SH DFND 1,2,3 0 100000 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 30 150000 SH DFND 1,2,3 0 150000 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 976 98539 SH DFND 1,2,3 0 98539 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 23 133449 SH DFND 1,2,3 0 133449 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 1154 117295 SH DFND 1,2,3 0 117295 0 FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 2800 4000000 SH DFND 0 4000000 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 13 150000 SH DFND 1,2,3 0 150000 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 7990 805000 SH DFND 1,2,3 0 805000 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 8 100000 SH DFND 1,2,3 0 100000 0 G SQUARED ASCEND I INC SHS CL A G4204R109 7444 750000 SH DFND 1,2,3 0 750000 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 11 108333 SH DFND 1,2,3 0 108333 0 GEO GROUP INC NEW COM 36162J106 193 25000 SH Call DFND 1,2,3 0 25000 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 84 25553 SH DFND 1,2,3 0 25553 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 23 24262 SH DFND 1,2,3 0 24262 0 GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 9 77962 SH DFND 1,2,3 0 77962 0 GORES HOLDINGS VII INC COM CL A 38286T101 1001 101500 SH DFND 1,2,3 0 101500 0 GORES TECHNOLOGY PARTNERS II *W EXP 03/16/202 38287L115 14 88184 SH DFND 1,2,3 0 88184 0 GORES TECHNOLOGY PARTNERS IN *W EXP 03/16/202 382870111 6 21234 SH DFND 1,2,3 0 21234 0 GORES TECHNOLOGY PARTNERS IN CLASS A COM 382870103 1043 106170 SH DFND 1,2,3 0 106170 0 GROVE COLLABORATIVE HOLD INC *W EXP 06/16/202 39957D110 38 150000 SH DFND 1,2,3 0 150000 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 26731 36401000 PRN DFND 1,2,3 0 36401000 0 HEALTHCARE AI ACQUISITION CO *W EXP 99/99/999 G4373K117 36 250000 SH DFND 1,2,3 0 250000 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 32 287500 SH DFND 1,2,3 0 287500 0 HENNESSY CAPITAL INVS CORP V COM CL A 42589T107 118 11915 SH DFND 1,2,3 0 11915 0 HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 11966 1344528 SH DFND 1,2,3 0 1344528 0 HESKA CORP NOTE 3.750% 9/1 42805EAB4 5851 5250000 PRN DFND 1,2,3 0 5250000 0 HUDBAY MINERALS INC COM 443628102 432 107437 SH DFND 1,2,3 0 107437 0 INDEPENDENCE HOLDINGS CORP *W EXP 03/31/202 G4761A127 11 120000 SH DFND 1,2,3 0 120000 0 INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 1177 2000000 PRN DFND 1,2,3 0 2000000 0 INTEGRA RES CORP COM NEW 45826T301 494 919179 SH DFND 1,2,3 0 919179 0 JAWS HURRICANE ACQUISITN COR *W EXP 03/26/202 47201B111 14 75000 SH DFND 1,2,3 0 75000 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 2 24121 SH DFND 1,2,3 0 24121 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 959 96487 SH DFND 1,2,3 0 96487 0 KKR ACQUISITION HOLDING I CO *W EXP 03/17/202 48253T117 25 206200 SH DFND 1,2,3 0 206200 0 KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1228 124802 SH DFND 1,2,3 0 124802 0 LANDCADIA HOLDINGS IV INC *W EXP 03/29/202 51477A112 18 100000 SH DFND 1,2,3 0 100000 0 LAZARD GROWTH ACQUISITION CO *W EXP 02/10/202 G54035111 2 33075 SH DFND 1,2,3 0 33075 0 LAZARD GROWTH ACQUISITION CO CL A ORD SHS G54035103 1641 165380 SH DFND 1,2,3 0 165380 0 LYFT INC CL A COM 55087P104 28974 2200000 SH DFND 0 2200000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 12797 17000000 PRN DFND 1,2,3 0 17000000 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 3409 7500000 PRN DFND 1,2,3 0 7500000 0 MSD ACQUISITION CORP CLASS A ORD SHS G5709C109 241 24300 SH DFND 1,2,3 0 24300 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 29984 26312000 PRN DFND 1,2,3 0 26312000 0 NEW VISTA ACQUISITION CORP *W EXP 02/01/202 G6529L121 1 17607 SH DFND 1,2,3 0 17607 0 NEW VISTA ACQUISITION CORP CL A SHS G6529L105 525 52821 SH DFND 1,2,3 0 52821 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 30543 13495000 PRN DFND 1,2,3 0 13495000 0 OKTA INC CL A 679295105 3981 70000 SH DFND 0 70000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 51659 30500000 PRN DFND 1,2,3 0 30500000 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 585 59681 SH DFND 1,2,3 0 59681 0 PATHFINDER ACQUISITION CORP *W EXP 02/19/202 G04119122 3 127123 SH DFND 1,2,3 0 127123 0 PATHFINDER ACQUISITION CORP CL A G04119106 7308 735615 SH DFND 1,2,3 0 735615 0 PERIDOT ACQUISITION CORP II *W EXP 04/30/202 G7008B121 17 140000 SH DFND 1,2,3 0 140000 0 PORTAGE FINTECH ACQUISITN CO *W EXP 07/08/202 G7185D114 33 162502 SH DFND 1,2,3 0 162502 0 POST HOLDINGS PARTNERING COR *W EXP 04/12/202 737465112 16 150000 SH DFND 1,2,3 0 150000 0 PRENETICS GLOBAL LTD *W EXP 05/18/202 G72245114 49 108333 SH DFND 1,2,3 0 108333 0 REVELSTONE CAPITAL ACQSTN CO *W EXP 09/15/202 76137R114 38 375000 SH DFND 1,2,3 0 375000 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 18 225164 SH DFND 1,2,3 0 225164 0 ROSS ACQUISITION CORP II SHS CL A G7641C106 1491 150493 SH DFND 1,2,3 0 150493 0 SANDBRIDGE X2 CORP *W EXP 03/11/202 799792114 9 183333 SH DFND 1,2,3 0 183333 0 SILVER SPIKE ACQUISITN CORP *W EXP 02/26/202 G8201H113 7 132550 SH DFND 1,2,3 0 132550 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 90 450630 SH DFND 1,2,3 0 450630 0 SLAM CORP *W EXP 02/23/202 G8210L121 2 25020 SH DFND 1,2,3 0 25020 0 SLAM CORP CL A SHS G8210L105 1140 115082 SH DFND 1,2,3 0 115082 0 SNOWFLAKE INC CL A 833445109 8498 50000 SH DFND 0 50000 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G8251L105 998 99789 SH DFND 1,2,3 0 99789 0 SOCIAL CAPITAL HEDOSOPHA HLD SHS CL A G82514103 506 50554 SH DFND 1,2,3 0 50554 0 SONDER HOLDINGS INC *W EXP 01/31/202 83542D110 3 18898 SH DFND 1,2,3 0 18898 0 SOUND POINT ACQUISITION CORP *W EXP 02/25/202 G8274F119 31 200000 SH DFND 1,2,3 0 200000 0 SOUND POINT ACQUISITION CORP CLASS A ORD SHS G8274F101 4076 400000 SH DFND 1,2,3 0 400000 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 5780 7275000 PRN DFND 1,2,3 0 7275000 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 3 50000 SH DFND 1,2,3 0 50000 0 SPRINKLR INC CL A 85208T107 18440 2000000 SH DFND 0 2000000 0 SUMMIT HEALTHCRE ACQUISTN CO *W EXP 06/03/202 G8566R110 28 187500 SH DFND 1,2,3 0 187500 0 SVF INVESTMENT CORP CL A SHS G8601L102 996 100000 SH DFND 1,2,3 0 100000 0 TAILWIND INTERNATNAL ACQ COR *W EXP 03/01/202 G8662F119 3 133333 SH DFND 1,2,3 0 133333 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 13061 1006984 SH DFND 1,2,3 0 1006984 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 8766 675850 SH DFND 1,2 0 675850 0 TB SA ACQUISITION CORP *W EXP 03/25/202 G8657L121 6 116666 SH DFND 1,2,3 0 116666 0 TCV ACQUISITION CORP CL A SHS G8704C124 8820 900000 SH DFND 1,2,3 0 900000 0 TCW SPECIAL PURPOSE ACQU COR *W EXP 99/99/999 87301L114 13 216666 SH DFND 1,2,3 0 216666 0 TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 5631 573982 SH DFND 1,2,3 0 573982 0 TECK RESOURCES LTD CL B 878742204 863 28388 SH DFND 1,2,3 0 28388 0 THUNDER BRDG CAP PRTNRS IV I *W EXP 04/30/202 88605L115 9 100000 SH DFND 1,2,3 0 100000 0 THUNDER BRDG CAP PRTNRS IV I CLASS A COM 88605L107 4865 500000 SH DFND 1,2,3 0 500000 0 TIO TECH A *W EXP 04/12/202 G8T10C114 19 249999 SH DFND 1,2,3 0 249999 0 TWELVE SEAS INVESTMENT CO II *W EXP 03/02/202 90118T114 5 104978 SH DFND 1,2,3 0 104978 0 UIPATH INC CL A 90364P105 25220 2000000 SH DFND 0 2000000 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 31242 20000000 PRN DFND 1,2,3 0 20000000 0 VALOR LATITUDE ACQUISITN COR *W EXP 04/02/202 G9460N122 12 100000 SH DFND 1,2,3 0 100000 0 VIRGIN ORBIT HOLDINGS INC *W EXP 99/99/999 92771A119 24 81773 SH DFND 1,2,3 0 81773 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9460M124 9 149400 SH DFND 1,2,3 0 149400 0 WARBURG PINCUS CAPTAL CORP I *W EXP 99/99/999 G9461D115 6 64098 SH DFND 1,2,3 0 64098 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9460M108 1458 147000 SH DFND 1,2,3 0 147000 0 WARBURG PINCUS CAPTAL CORP I SHS CL A G9461D107 699 70488 SH DFND 1,2,3 0 70488 0 WORLD QUANTUM GROWTH ACQUISI *W EXP 08/04/202 G5596W127 9 187500 SH DFND 1,2,3 0 187500 0 WORLD QUANTUM GROWTH ACQUISI SHS CL A G5596W101 5773 575000 SH DFND 1,2,3 0 575000 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 42824 15000000 PRN DFND 1,2,3 0 15000000 0