0001144204-13-009162.txt : 20130214 0001144204-13-009162.hdr.sgml : 20130214 20130214161943 ACCESSION NUMBER: 0001144204-13-009162 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130214 DATE AS OF CHANGE: 20130214 EFFECTIVENESS DATE: 20130214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nantahala Capital Management, LLC CENTRAL INDEX KEY: 0001472322 IRS NUMBER: 201151760 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14750 FILM NUMBER: 13614187 BUSINESS ADDRESS: STREET 1: 100 FIRST STAMFORD PLACE STREET 2: 2ND FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 BUSINESS PHONE: (203) 909-6431 MAIL ADDRESS: STREET 1: 100 FIRST STAMFORD PLACE STREET 2: 2ND FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR 1 v335263_13fhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31st, 2012 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: Nantahala Capital Management, LLC Address: 100 First Stamford Place, 2nd Floor Stamford, CT 06902 13F File Number: 028-14750 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: Wilmot Harkey Title: Managing Member Phone: 203-909-6430 Signature, Place, and Date of Signing: /s/ Wilmot Harkey Stamford, CT February 14, 2013 ---------------------- ------------ ----------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 99 Form 13F Information Table Value Total: $633,857 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE

Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 ------------------------------------------------------------------------------------------------------------------------------------ Title of Value SHRS or SH/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x$1000) PRN Amt PRN Call Discretion Manager Sole Shared None ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN GREETINGS CORP CL A 026375105 $ 7,942 470,213 SH SOLE 470,213 AMERICAN RAILCAR INDS INC COM 02916P103 $ 287 9,059 SH SOLE 9,059 AUDIENCE INC COM 05070J102 $ 9,316 896,592 SH SOLE 896,592 BANK OF AMERICA CORPORATION COM 060505104 $ 9,093 783,200 CALL SOLE 783,200 BARNES & NOBLE INC COM 067774109 $ 4,090 271,011 SH SOLE 271,011 BIG LOTS INC COM 089302103 $ 7,494 263,300 SH SOLE 263,300 BLACK DIAMOND INC COM 09202G101 $ 1,823 222,309 SH SOLE 222,309 BLYTH INC COM NEW 09643P207 $ 8,533 548,777 SH SOLE 548,777 BLYTH INC COM NEW 09643P207 $ 2,160 138,900 CALL SOLE 138,900 BLYTH INC COM NEW 09643P207 $ 697 44,800 CALL SOLE 44,800 BLYTH INC COM NEW 09643P207 $ 829 53,300 CALL SOLE 53,300 BLYTH INC COM NEW 09643P207 $ 387 24,900 CALL SOLE 24,900 BLYTH INC COM NEW 09643P207 $ 3 200 CALL SOLE 200 BLYTH INC COM NEW 09643P207 $ 14 900 CALL SOLE 900 BLYTH INC COM NEW 09643P207 $ 2 100 CALL SOLE 100 BRIDGEPOINT EDUCATION INC COM 10807M105 $ 14,365 1,394,656 SH SOLE 1,394,656 BRINKS CO COM 109696104 $ 4,280 150,000 SH SOLE 150,000 CASTLE A M & CO COM 148411101 $ 8,158 552,360 SH SOLE 552,360 CHESAPEAKE ENERGY CORP COM 165167107 $ 5,809 349,500 CALL SOLE 349,500 CITI TRENDS INC COM 17306X102 $ 19,222 1,396,932 SH SOLE 1,396,932 CODEXIS INC COM 192005106 $ 2,844 1,287,097 SH SOLE 1,287,097 COMVERSE INC COM 20585P105 $ 4,467 156,563 SH SOLE 156,563 CORINTHIAN COLLEGES INC COM 218868107 $ 1,895 773,375 SH SOLE 773,375 CORINTHIAN COLLEGES INC COM 218868107 $ 440 179,600 CALL SOLE 179,600 COWEN GROUP INC NEW CL A 223622101 $ 945 385,828 SH SOLE 385,828 DEVRY INC DEL COM 251893103 $ 8,094 341,100 CALL SOLE 341,100 DIRECTV COM 25490A309 $ 9,831 196,000 CALL SOLE 196,000 DOLAN CO COM 25659P402 $ 4,921 1,265,112 SH SOLE 1,265,112 DOLBY LABORATORIES INC COM 25659T107 $ 4,988 170,065 SH SOLE 170,065 DOLBY LABORATORIES INC COM 25659T107 $ 5,866 200,000 CALL SOLE 200,000 DOVER MOTORSPORTS INC COM 260174107 $ 2,870 1,697,988 SH SOLE 1,697,988 DU PONT E I DE NEMOURS & CO COM 263534109 $ 6,747 150,000 PUT SOLE 150,000 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 $ 221 247,000 PRN SOLE 247,000 FEDEX CORP COM 31428X106 $ 2,119 23,100 CALL SOLE 23,100 FEDEX CORP COM 31428X106 $ 1,568 17,100 CALL SOLE 17,100 FIRST MARBLEHEAD CORP COM 320771108 $ 3,066 3,945,954 SH SOLE 3,945,954 FOOT LOCKER INC COM 344849104 $ 482 15,000 SH SOLE 15,000 FOOT LOCKER INC COM 344849104 $ 6,424 200,000 PUT SOLE 200,000 GOLDMAN SACHS GROUP INC COM 38141G104 $ 3,865 30,300 CALL SOLE 30,300 HEADWATERS INC COM 42210P102 $ 14,477 1,691,237 SH SOLE 1,691,237 HOLLYWOOD MEDIA CORP COM 436233100 $ 1,459 1,080,472 SH SOLE 1,080,472 HURCO COMPANIES INC COM 447324104 $ 4,523 196,668 SH SOLE 196,668 IMPERIAL HLDGS INC COM 452834104 $ 9,433 2,119,786 SH SOLE 2,119,786 IROBOT CORP COM 462726100 $ 16,581 884,808 SH SOLE 884,808 ISHARES TR RUSSELL 2000 464287655 $ 33,727 400,000 CALL SOLE 400,000 ISHARES TR RUSSELL 2000 464287655 $ 16,864 200,000 CALL SOLE 200,000 ISHARES TR RUSSELL 2000 464287655 $ 21,079 250,000 PUT SOLE 250,000 ISHARES TR RUSSELL 2000 464287655 $ 28,010 332,200 PUT SOLE 332,200 ISHARES TR RUSSELL 2000 464287655 $ 42,159 500,000 PUT SOLE 500,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 3,831 221,297 SH SOLE 221,297 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 5,274 304,700 CALL SOLE 304,700 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 42 2,400 CALL SOLE 2,400 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 48 2,800 CALL SOLE 2,800 LENNAR CORP CL B 526057302 $ 8,096 265,100 SH SOLE 265,100 LOCKHEED MARTIN CORP COM 539830109 $ 11,509 124,700 PUT SOLE 124,700 MFC INDL LTD COM 55278T105 $ 11,034 1,290,537 SH SOLE 1,290,537 MFC INDL LTD COM 55278T105 $ 6,635 776,000 CALL SOLE 776,000 MICROSOFT CORP COM 594918104 $ 2,404 90,000 SH SOLE 90,000 MICROSOFT CORP COM 594918104 $ 16,026 600,000 PUT SOLE 600,000 MONSTER BEVERAGE CORP COM 611740101 $ 5,284 100,000 CALL SOLE 100,000 MOTORCAR PTS AMER INC COM 620071100 $ 6,431 978,772 SH SOLE 978,772 NAVIOS MARITIME ACQUIS CORP *W EXP 06/25/201 Y62159119 $ 54 837,001 SH SOLE 837,001 NETFLIX INC COM 64110L106 $ 10,166 109,800 CALL SOLE 109,800 NETFLIX INC COM 64110L106 $ 7,416 80,100 CALL SOLE 80,100 NETFLIX INC COM 64110L106 $ 4,629 50,000 CALL SOLE 50,000 NEW YORK TIMES CO CL A 650111107 $ 920 107,900 PUT SOLE 107,900 NEW YORK TIMES CO CL A 650111107 $ 377 44,200 PUT SOLE 44,200 NEWS CORP CL A 65248E104 $ 3,827 150,000 SH SOLE 150,000 NL INDS INC COM NEW 629156407 $ 2,620 228,860 SH SOLE 228,860 ORBCOMM INC COM 68555P100 $ 760 193,886 SH SOLE 193,886 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 80 50,000 SH SOLE 50,000 PERFUMANIA HLDGS INC COM NEW 71376C100 $ 1,535 312,016 SH SOLE 312,016 QAD INC CL A 74727D306 $ 144 10,000 SH SOLE 10,000 RADIANT LOGISTICS INC COM 75025X100 $ 1,784 1,256,611 SH SOLE 1,256,611 REGIONAL MGMT CORP COM 75902K106 $ 9,396 567,717 SH SOLE 567,717 REPUBLIC BANCORP KY CL A 760281204 $ 9,129 432,040 SH SOLE 432,040 RYMAN HOSPITALITY PPTYS INC COM 78377T107 $ 13,649 354,883 SH SOLE 354,883 SALESFORCE COM INC COM 79466L302 $ 20,273 120,600 PUT SOLE 120,600 SCHOOL SPECIALTY INC SDVC 3.750%11/3 807863AM7 $ 1,504 3,000,000 PRN SOLE 3,000,000 SCICLONE PHARMACEUTICALS INC COM 80862K104 $ 862 200,000 SH SOLE 200,000 SEARS HOMETOWN & OUTLET STOR COM 812362101 $ 8,628 264,982 SH SOLE 264,982 SPDR S&P 500 ETF TR TR UNIT 78462F103 $ 22,786 160,000 PUT SOLE 160,000 STAPLES INC COM 855030102 $ 4,555 399,600 CALL SOLE 399,600 STAPLES INC COM 855030102 $ 156 13,700 CALL SOLE 13,700 SUCAMPO PHARMACEUTICALS INC CL A 864909106 $ 6,218 1,268,915 SH SOLE 1,268,915 TRANS WORLD ENTMT CORP COM 89336Q100 $ 6,775 1,946,888 SH SOLE 1,946,888 TRONOX LTD SHS CL A Q9235V101 $ 6,894 377,779 SH SOLE 377,779 U.S. AUTO PARTS NETWORK INC COM 90343C100 $ 1,260 688,751 SH SOLE 688,751 UFP TECHNOLOGIES INC COM 902673102 $ 5,913 329,960 SH SOLE 329,960 USANA HEALTH SCIENCES INC COM 90328M107 $ 583 17,700 SH SOLE 17,700 VISHAY PRECISION GROUP INC COM 92835K103 $ 387 29,307 SH SOLE 29,307 VISTAPRINT N V SHS N93540107 $ 8,516 259,160 SH SOLE 259,160 WASHINGTON POST CO CL B 939640108 $ 3,770 10,322 SH SOLE 10,322 WORLD ACCEP CORP DEL COM 981419104 $ 5,324 71,400 PUT SOLE 71,400 WORLD ACCEP CORP DEL COM 981419104 $ 11,184 150,000 PUT SOLE 150,000 XERIUM TECHNOLOGIES INC COM NEW 98416J118 $ 1,332 436,651 SH SOLE 436,651 XYRATEX LTD COM G98268108 $ 4,371 519,725 SH SOLE 519,725 YAHOO INC COM 984332106 $ 1,069 53,700 CALL SOLE 53,700 YAHOO INC COM 984332106 $ 3,928 197,400 CALL SOLE 197,400