Chief Compliance Officer

0000902664-22-002973.txt : 20220516 0000902664-22-002973.hdr.sgml : 20220516 20220516160050 ACCESSION NUMBER: 0000902664-22-002973 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220516 DATE AS OF CHANGE: 20220516 EFFECTIVENESS DATE: 20220516 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: 22928434 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 03-31-2022 03-31-2022 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 05-16-2022 3 226 2204906 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 14204 16350000 PRN DFND 1, 2, 3 0 16350000 0 7 ACQUISITION CORPORATION *W EXP 11/05/202 G80694113 45 150246 SH DFND 1, 2, 3 0 150246 0 7 ACQUISITION CORPORATION SHS CL A G80694105 2984 300492 SH DFND 1, 2, 3 0 300492 0 ACCELERATE ACQUISITION CORP *W EXP 03/15/202 00439D110 77 200000 SH DFND 1, 2, 3 0 200000 0 ACCELERATE ACQUISITION CORP COM CL A 00439D102 7320 750000 SH DFND 1, 2, 3 0 750000 0 AGILE GROWTH CORP *W EXP 03/09/202 G01202111 56 185544 SH DFND 1, 2, 3 0 185544 0 AGILE GROWTH CORP CLASS A ORD G01202103 5444 556632 SH DFND 1, 2, 3 0 556632 0 AHREN ACQUISITION CORP *W EXP 12/09/202 G01322125 113 375000 SH DFND 1, 2, 3 0 375000 0 AHREN ACQUISITION CORP CLASS A ORD SHS G01322109 9622 970000 SH DFND 1, 2, 3 0 970000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 28067 21315000 PRN DFND 1, 2, 3 0 21315000 0 ALLEGHENY TECHNOLOGIES INC NOTE 3.500% 6/1 01741RAK8 37768 20000000 PRN DFND 1, 2, 3 0 20000000 0 ALLEGO N V *W EXP 03/16/202 N0796A118 26 24328 SH DFND 1, 2, 3 0 24328 0 ALLSCRIPTS HEALTHCARE SOLUTI NOTE 0.875% 1/0 01988PAF5 9414 5310000 PRN DFND 1, 2, 3 0 5310000 0 ALPHA HEALTHCARE ACQU CORP I *W EXP 04/01/202 02073F112 59 75000 SH DFND 1, 2, 3 0 75000 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 2922 300000 SH DFND 1, 2, 3 0 300000 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 100290 47395000 PRN DFND 1, 2, 3 0 47395000 0 ANTERO RESOURCES CORP NOTE 4.250% 9/0 03674XAM8 17653 2500000 PRN DFND 1, 2, 3 0 2500000 0 APOLLO STRATEGIC GRWT CPTL I *W EXP 02/12/202 G0412A128 17 29824 SH DFND 1, 2, 3 0 29824 0 APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1461 149123 SH DFND 1, 2, 3 0 149123 0 ARCH RESOURCES INC NOTE 5.250%11/1 039389AB7 55354 14515000 PRN DFND 1, 2, 3 0 14515000 0 ARTISAN ACQUISITION CORP *W EXP 05/18/202 G0509L128 29 108333 SH DFND 1, 2, 3 0 108333 0 ARTISAN ACQUISITION CORP CLASS A ORD SHS G0509L102 3208 325000 SH DFND 1, 2, 3 0 325000 0 ASCENDANT DIGITAL ACQ CORP I *W EXP 99/99/999 G05157113 40 100000 SH DFND 1, 2, 3 0 100000 0 ASCENDANT DIGITAL ACQ CORP I CL A COM G05157105 3504 350000 SH DFND 1, 2, 3 0 350000 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 1851 2000000 PRN DFND 1, 2, 3 0 2000000 0 AURORA INNOVATION INC *W EXP 11/03/202 051774115 19 12500 SH DFND 1, 2, 3 0 12500 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 45 81250 SH DFND 1, 2, 3 0 81250 0 AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633U127 70 125000 SH DFND 1, 2, 3 0 125000 0 AUSTERLITZ ACQUISITION CORP COM CL A G0633U101 18852 1927600 SH DFND 1, 2, 3 0 1927600 0 AUSTERLITZ ACQUISITION CORP SHS CL A G0633D109 9306 947626 SH DFND 1, 2, 3 0 947626 0 AUTOLUS 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SHS CL A G1261Q107 490 50004 SH DFND 1, 2, 3 0 50004 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 8942 15000000 PRN DFND 1, 2, 3 0 15000000 0 BRIDGETOWN HOLDINGS LTD COM CL A G1355U113 660 66889 SH DFND 1, 2, 3 0 66889 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 116 100000 PRN DFND 1, 2, 3 0 100000 0 BYTE ACQUISITION CORP *W EXP 03/18/202 G1R25Q113 102 425000 SH DFND 1, 2, 3 0 425000 0 BYTE ACQUISITION CORP CLASS A ORD SHS G1R25Q105 8427 862500 SH DFND 1, 2, 3 0 862500 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 2713 3000000 PRN DFND 1, 2, 3 0 3000000 0 CABLE ONE INC NOTE 3/1 12685JAE5 3531 4000000 PRN DFND 1, 2, 3 0 4000000 0 CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 4260 2000000 PRN DFND 1, 2, 3 0 2000000 0 CATALYST PARTNRS ACQUISITN C *W EXP 05/12/202 G19550121 28 50000 SH DFND 1, 2, 3 0 50000 0 CATALYST PARTNRS ACQUISITN C CLASS A ORD SHS G19550105 2433 250000 SH DFND 1, 2, 3 0 250000 0 CATCHA INVESTMENT CORP *W EXP 99/99/999 G1962Y110 43 135956 SH DFND 1, 2, 3 0 135956 0 CATCHA INVESTMENT CORP SHS CL A G1962Y102 5881 600368 SH DFND 1, 2, 3 0 600368 0 CAZOO GROUP LTD COM G2007L105 3007 1089504 SH DFND 1, 2, 3 0 1089504 0 CAZOO GROUP LTD COM G2007L105 2058 745716 SH DFND 1, 2 0 745716 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 131478 2210833 SH DFND 1, 2, 3 0 2210833 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 99602 1557625 SH DFND 1, 2, 3 0 1557625 0 CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 78994 1421642 SH DFND 1, 2, 3 0 1421642 0 CHURCHILL CAPITAL CORP V COM CL A 17144T107 771 78396 SH DFND 1, 2, 3 0 78396 0 CHURCHILL CAPITAL CORP VII *W EXP 02/29/202 17144M110 33 54501 SH DFND 1, 2, 3 0 54501 0 CHURCHILL CAPITAL CORP VII COM CL A 17144M102 2668 272508 SH DFND 1, 2, 3 0 272508 0 CIIG CAPITAL PARTNERS II INC *W EXP 02/28/202 12561U117 29 75000 SH DFND 1, 2, 3 0 75000 0 CIIG CAPITAL PARTNERS II INC COM CL A 12561U109 3106 313071 SH DFND 1, 2, 3 0 313071 0 COHN ROBBINS HOLDINGS CORP COM CL A G23726105 1458 146699 SH DFND 1, 2, 3 0 146699 0 COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 3498 1500000 PRN DFND 1, 2, 3 0 1500000 0 COMPUTE HEALTH ACQUISITIN CO COM CL A 204833107 245 25000 SH DFND 1, 2, 3 0 25000 0 CONX CORP COM CL A 212873103 1027 104242 SH DFND 1, 2, 3 0 104242 0 CORENERGY INFRASTRUCTURE TR NOTE 5.875% 8/1 21870UAC0 8527 9773000 PRN DFND 1, 2, 3 0 9773000 0 CORSAIR PARTNERING CORP *W EXP 07/06/202 G2540H116 70 166666 SH DFND 1, 2, 3 0 166666 0 CORSAIR PARTNERING CORP SHS CL A G2540H108 6921 712762 SH DFND 1, 2, 3 0 712762 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 7803 8000000 PRN DFND 1, 2, 3 0 8000000 0 CROWDSTRIKE HLDGS INC CL A 22788C105 11354 50000 SH DFND 0 50000 0 CUTERA INC NOTE 2.250% 3/1 232109AB4 61837 28500000 PRN DFND 1, 2, 3 0 28500000 0 CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 82917 22631000 PRN DFND 1, 2, 3 0 22631000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 17685 10000000 PRN DFND 1, 2, 3 0 10000000 0 DHB CAPITAL CORP *W EXP 03/31/202 23291W117 49 174257 SH DFND 1, 2, 3 0 174257 0 DHB CAPITAL CORP CL A COM 23291W109 5732 587267 SH DFND 1, 2, 3 0 587267 0 DOCUSIGN INC NOTE 1/1 256163AD8 16273 17335000 PRN DFND 1, 2, 3 0 17335000 0 DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 2818 287500 SH DFND 1, 2, 3 0 287500 0 DROPBOX INC NOTE 3/0 26210CAD6 1879 2000000 PRN DFND 1, 2, 3 0 2000000 0 EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 22783 11531000 PRN DFND 1, 2, 3 0 11531000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 133130 56000000 PRN DFND 1, 2, 3 0 56000000 0 ESGEN ACQUISITION CORP *W EXP 10/18/202 G3R95N111 25 100000 SH DFND 1, 2, 3 0 100000 0 ESGEN ACQUISITION CORP SHS CL A G3R95N103 10045 1003531 SH DFND 1, 2, 3 0 1003531 0 FORBION EUROPEAN ACQUSTN COR *W EXP 12/10/202 G3619H110 63 150000 SH DFND 1, 2, 3 0 150000 0 FORBION EUROPEAN ACQUSTN COR CLASS A ORD SHS G3619H102 5484 550000 SH DFND 1, 2, 3 0 550000 0 FORTRESS VALUE ACQUIS CORP I COM CL A 34964G107 971 98539 SH DFND 1, 2, 3 0 98539 0 FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 71 133449 SH DFND 1, 2, 3 0 133449 0 FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 10462 1067595 SH DFND 1, 2, 3 0 1067595 0 FREELINE THERAPEUTICS HLDGS SPONSORED ADS 35655L107 4144 3700000 SH DFND 0 3700000 0 FTAC HERA ACQUISITION CORP *W EXP 02/28/202 G3728Y111 65 150000 SH DFND 1, 2, 3 0 150000 0 FTAC HERA ACQUISITION CORP CLASS A ORD SHS G3728Y103 6119 625000 SH DFND 1, 2, 3 0 625000 0 G SQUARED ASCEND I INC *W EXP 02/01/202 G4204R117 40 100000 SH DFND 1, 2, 3 0 100000 0 G SQUARED ASCEND I INC SHS CL A G4204R109 7388 750000 SH DFND 1, 2, 3 0 750000 0 G SQUARED ASCEND II INC *W EXP 12/31/202 G42041122 30 108333 SH DFND 1, 2, 3 0 108333 0 G SQUARED ASCEND II INC COM CL A G42041106 3192 325000 SH DFND 1, 2, 3 0 325000 0 GEO GROUP INC NEW COM 36162J106 165 25000 SH Call DFND 1, 2, 3 0 25000 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 184 25553 SH DFND 1, 2, 3 0 25553 0 GORES HLDGS VIII INC *W EXP 03/01/202 382863116 44 34262 SH DFND 1, 2, 3 0 34262 0 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