TFG Asset Management GP Ltd

Q4 2019 13F Holdings Report, Stock Holdings

Signature - Title: Stacy Scheehle - Chief Compliance Officer
Location: Grand Cayman, Cayman Islands
Holdings as of: December 31, 2019
Value $: $673M
Num holdings: 39
Date filed: 2/12/2020, 03:56 PM
Form type: 13F-HR
Description: All US holdings of this investor are reported in this report. Top holdings included LYFT, OMN, AUTL, NCMI, and CFXA.
Previous filing: Q3 2019 - Nov 14, 2019
Next filing: Q1 2020 - May 15, 2020
SEC: View on sec.gov

Sym	Weight	Trade Impact	Company	Class	Shares Change	Activity	Value Change $	Value $	* Price $	Shares	Principal
	11%		Renewable Energy Group Inc	NOTE 4.000% 6/1				$74M	2.55		$29M
	9.09%		Microchip Technology Inc	NOTE 1.625% 2/1				$61.2M	2.16		$28.3M
	8.4%		World Wrestling Entmt Inc	NOTE 3.375% 12/1				$56.5M	2.69		$21M
	7.65%	+0.9%	Tesla Inc	NOTE 2.000% 5/1	+4M	+13.3%	+$6.05M	$51.4M	1.51		$34M
	5.5%	+5.5%	Dht Holdings Inc	NOTE 4.500% 8/1	+26.2M	NEW	+$37M	$37M	1.42		$26.2M
	5.42%	-0.54%	Wright Med Group N V	NOTE 2.250% 11/1	-2.5M	-9.09%	-$3.65M	$36.5M	1.46		$25M
	5.22%		Allegheny Technologies Inc	NOTE 4.750% 7/0				$35.2M	1.62		$21.8M
	4.53%		Liberty Media Corp	DEB 3.500% 1/1				$30.5M	0.89		$34.4M
	4.32%	+3.05%	J2 Global Inc	NOTE 3.250% 6/1	+14.1M	+239%	+$20.5M	$29.1M	1.45		$20M
	4.29%		Nice Sys Inc	NOTE 1.250% 1/1				$28.9M	1.92		$15.1M
LYFT	3.84%	-3.2%	Lyft Inc	CL A COM	-500K	-45.5%	-$21.5M	$25.8M	43.02	600K
	3.26%		Teradyne Inc	NOTE 1.250%12/1				$22M	2.20		$10M
OMN	3%		Omnova Solutions Inc	COM				$20.2M	10.11	2M
	2.55%	+2.55%	Medicines Co	NOTE 3.500% 1/1	+5M	NEW	+$17.2M	$17.2M	3.44		$5M
AUTL	2.55%		Autolus Therapeutics Plc	SPON ADS				$17.2M	13.20	1.3M
	2.12%		Teladoc Health Inc	NOTE 3.000% 12/1				$14.3M	2.01		$7.11M
	2.08%		Realpage Inc	NOTE 1.500%11/1				$14M	1.40		$10M
	1.67%		Lexicon Pharmaceuticals Inc	NOTE 5.250%12/0				$11.2M	0.77		$14.5M
	1.41%		Insulet Corp	NOTE 1.375% 11/1				$9.49M	1.90		$5M
NCMI	1.26%	-0.22%	National Cinemedia Inc	COM	-204K	-14.9%	-$1.49M	$8.51M	7.29	1.17M
CFXA	1.18%		Colfax Corp	UNIT 01/15/2022T				$7.92M	158.44		$50K
TAK	1.17%		Takeda Pharmaceutical Co Ltd	SPONSORED ADS				$7.85M	19.73	398K
	1.11%		Magnachip Semiconductor Sa	NOTE 5.00% 3/0				$7.44M	1.53		$4.86M
	1.02%	-0.43%	Isis Pharmaceuticals Inc Del	NOTE 1.000% 11/1	-2.5M	-29.4%	-$2.87M	$6.88M	1.15		$6M
ZIONW	0.99%		Zions Bancorporation N A	*W EXP 05/21/202				$6.68M	19.57	342K
	0.99%		Harmonic Inc	NOTE 4.000%12/0				$6.63M	1.47		$4.5M
	0.85%		Invacare Corp	NOTE 4.500% 6/0				$5.74M	0.95		$6.06M
	0.8%		Intrexon Corp	NOTE 3.500% 7/0				$5.36M	0.63		$8.55M
	0.8%		Trulia Inc	NOTE 2.750%12/1				$5.36M	1.91		$2.81M
	0.57%		Invacare Corp	NOTE 5.000% 2/1				$3.84M	0.96		$4M
	0.29%		Caesars Entmt Corp	NOTE 5.000%10/0				$1.94M	1.94		$1M
TWNKW	0.26%		Hostess Brands Inc	*W EXP 11/04/202				$1.74M	1.97	882K
GOLLQ	0.2%	+0.11%	Gol Linhas Aereas Intlg S A	SPON ADR PFD NEW	+40.8K	+116.6%	+$737K	$1.37M	18.07	75.8K
	0.16%		Inotek Pharmaceuticals Corp	NOTE 5.750% 8/0				$1.1M	1.10		$1M
ADAP	0.15%	+0.06%	Adaptimmune Therapeutics Plc	SPONDS ADR	+357K	+71.5%	+$429K	$1.03M	1.20	857K
TMQ	0.09%	+0.05%	Trilogy Metals Inc New	COM	+120K	+96.6%	+$312K	$635K	2.60	244K
HBM	0.08%	+0.08%	Hudbay Minerals Inc	COM	+136K	NEW	+$563K	$563K	4.14	136K
ACB	0.08%		Aurora Cannabis Inc	COM				$539K	2.16	250K
XON	0.04%		Intrexon Corp	COM				$239K	5.48	43.6K
AWK		-0.39%	American Wtr Wks Co Inc New	COM	-17.5K	-100%	-$2.17M	$0		0
EPAM		-0.1%	Epam Sys Inc	COM	-3K	-100%	-$547K	$0		0
ESNT		-0.08%	Essent Group Ltd	COM	-9.5K	-100%	-$453K	$0		0
HXL		-0.18%	Hexcel Corp New	COM	-12K	-100%	-$986K	$0		0
LXRX		-0.11%	Lexicon Pharmaceuticals Inc	COM NEW	-203K	-100%	-$611K	$0		0
LMT		-0.29%	Lockheed Martin Corp	COM	-4.2K	-100%	-$1.64M	$0		0
NOC		-0.17%	Northrop Grumman Corp	COM	-2.5K	-100%	-$937K	$0		0
PII		-0.18%	Polaris Inc	COM	-11.3K	-100%	-$995K	$0		0
		-0.54%	Repligen Corp	NOTE 0.375% 7/1	-3M	-100%	-$3.01M	$0			$0
UIS		-0.04%	Unisys Corp	COM NEW	-32.9K	-100%	-$244K	$0		0
VLO		-0.21%	Valero Energy Corp New	COM	-13.5K	-100%	-$1.15M	$0		0

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Filing 2019 Q4 compared to 2019 Q3 by default.

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* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name	Title	City, State	Date
Stacy Scheehle	Chief Compliance Officer	New York, New York	2/12/2020

Other Included Managers (3):

Num	Name	Location	File Number
1	TFG Asset Management L.P.	Grand Cayman, Cayman Islands	028-15282
2	TFG Asset Management UK LLP	London, United Kingdom	028-15285
3	TFG Asset Management US LP	New York, NY	028-15284