Chief Compliance Officer

0000902664-23-003045.txt : 20230515 0000902664-23-003045.hdr.sgml : 20230515 20230515100010 ACCESSION NUMBER: 0000902664-23-003045 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 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: 23919244 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 X0202 13F-HR LIVE false false false 0001515070 XXXXXXXX 03-31-2023 03-31-2023 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 05-15-2023 3 57 747485187 1 0001511305 028-15284 000295265 TFG Asset Management US LP 2 0001511278 028-15282 000156040 801-74150 TFG Asset Management L.P. 3 0001511306 028-15285 000295259 TFG Asset Management UK LLP INFORMATION TABLE 2 infotable.xml 2U INC NOTE 2.250% 5/0 90214JAB7 4769490 6000000 PRN DFND 1,2,3 0 0 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 24063 175000 SH DFND 1,2,3 0 0 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 3643500 350000 SH DFND 1,2,3 0 0 0 ALBEMARLE CORP COM 012653101 679698 3075 SH DFND 1,2,3 0 0 0 ALTERYX INC COM CL A 02156B103 5884000 100000 SH DFND 0 0 0 AMBAC FINL GROUP INC *W EXP 04/30/202 023139116 82968 648191 SH DFND 1,2,3 0 0 0 ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 13340104 2500000 PRN DFND 1,2,3 0 0 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 2911 29824 SH DFND 1,2,3 0 0 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1528511 149123 SH DFND 1,2,3 0 0 0 ATI INC NOTE 3.500% 6/1 01741RAK8 10418822 4000000 PRN DFND 1,2,3 0 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1911222 2000000 PRN DFND 1,2,3 0 0 0 AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 18400000 10000000 SH DFND 0 0 0 BALLYS CORPORATION COM 05875B106 12148487 622361 SH DFND 1,2,3 0 0 0 BALLYS CORPORATION COM 05875B106 8347513 427639 SH DFND 1,2 0 0 0 Allego N V *W EXP 03/16/202 N0796A118 6021 24328 SH DFND 1,2,3 0 0 0 BLUERIVER ACQUISITION CORP *W EXP 01/04/202 G1261Q115 1331 16639 SH DFND 1,2,3 0 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 7473611 10000000 PRN DFND 1,2,3 0 0 0 CAZOO GROUP LTD CL A G2007L204 645119 259084 SH DFND 1,2,3 0 0 0 CAZOO GROUP LTD CL A G2007L204 442406 177673 SH DFND 1,2 0 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 14359533 6602000 PRN DFND 1,2,3 0 0 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 79915264 1224755 SH DFND 1,2,3 0 0 0 COINBASE GLOBAL INC NOTE 0.500% 6/0 19260QAB3 1614533 2500000 PRN DFND 1,2,3 0 0 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 2853088 1500000 PRN DFND 1,2,3 0 0 0 CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 7842900 9773000 PRN DFND 1,2,3 0 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 27452000 200000 SH DFND 0 0 0 CUTERA INC NOTE 2.250% 3/1 232109AB4 7815875 7750000 PRN DFND 1,2,3 0 0 0 EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 10895120 7031000 PRN DFND 1,2,3 0 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 112688613 56000000 PRN DFND 1,2,3 0 0 0 FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 1820000 4000000 SH DFND 0 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 11900459 17614000 PRN DFND 1,2,3 0 0 0 HERTZ GLOBAL HLDGS INC *W EXP 06/30/205 42806J148 9309925 1048415 SH DFND 1,2,3 0 0 0 HESKA CORP NOTE 3.750% 9/1 42805EAB4 4271107 3250000 PRN DFND 1,2,3 0 0 0 INFORMATICA INC COM CL A 45674M101 5740000 350000 SH DFND 0 0 0 INSEEGO CORP NOTE 3.250% 5/0 45782BAD6 927083 2000000 PRN DFND 1,2,3 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 7768807 102830 SH DFND 1,2,3 0 0 0 JAWS MUSTANG ACQUISITION COR *W EXP 01/30/202 G50737124 2622 24121 SH DFND 1,2,3 0 0 0 LITHIUM AMERS CORP NEW NOTE 1.750% 1/1 53680QAA6 12757654 15500000 PRN DFND 1,2,3 0 0 0 LYFT INC CL A COM 55087P104 32274460 3481603 SH DFND 0 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 15773167 17000000 PRN DFND 1,2,3 0 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 16650605 13312000 PRN DFND 1,2,3 0 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 37104690 13495000 PRN DFND 1,2,3 0 0 0 OATLY GROUP AB SPONSORED ADS 67421J108 4840000 2000000 SH DFND 1,2,3 0 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 50515750 25000000 PRN DFND 1,2,3 0 0 0 PANACEA ACQUISITION CORP II CL A SHS G6882C106 609940 59681 SH DFND 1,2,3 0 0 0 ROSS ACQUISITION CORP II *W EXP 02/01/202 G7641C114 13143 50164 SH DFND 1,2,3 0 0 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 112658 450630 SH DFND 1,2,3 0 0 0 SLAM CORP *W EXP 02/23/202 G8210L121 5755 25020 SH DFND 1,2,3 0 0 0 SNOWFLAKE INC CL A 833445109 7714500 50000 SH DFND 0 0 0 SONDER HOLDINGS INC *W EXP 01/18/202 83542D110 1361 18898 SH DFND 1,2,3 0 0 0 SPOTIFY USA INC NOTE 3/1 84921RAB6 6098451 7275000 PRN DFND 1,2,3 0 0 0 SPRINGBIG HOLDINGS INC *W EXP 06/14/202 85021Q116 1535 50000 SH DFND 1,2,3 0 0 0 SPRINKLR INC CL A 85208T107 26157842 2018352 SH DFND 0 0 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 18925055 1148365 SH DFND 1,2,3 0 0 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 12447295 755297 SH DFND 1,2 0 0 0 TECK RESOURCES LTD CL B 878742204 953745 26130 SH DFND 1,2,3 0 0 0 UIPATH INC CL A 90364P105 52551812 2992700 SH DFND 0 0 0 WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 55049063 15000000 PRN DFND 1,2,3 0 0 0