0001144204-12-062542.txt : 20121114 0001144204-12-062542.hdr.sgml : 20121114 20121114161245 ACCESSION NUMBER: 0001144204-12-062542 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121114 DATE AS OF CHANGE: 20121114 EFFECTIVENESS DATE: 20121114 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: 121204622 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 v777235_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: Sept 30th, 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 November 14, 2012 ---------------------- ------------ ----------------- 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: 96 Form 13F Information Table Value Total: $700,213 (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 $ 7,868 468,313 SH SOLE 468,313 AUDIENCE INC COM 05070J102 $ 6,145 991,066 SH SOLE 991,066 BANK OF AMERICA CORPORATION COM 060505104 $ 6,916 783,200 CALL SOLE 783,200 BIG LOTS INC COM 089302103 $ 7,889 266,700 SH SOLE 266,700 BLACK DIAMOND INC COM 09202G101 $ 2,725 310,744 SH SOLE 310,744 BLYTH, INC COM NEW 09643P207 $ 21,153 813,904 SH SOLE 813,904 BLYTH, INC COM NEW 09643P207 $ 3,119 120,000 CALL SOLE 120,000 BLYTH, INC COM NEW 09643P207 $ 4,496 173,000 CALL SOLE 173,000 BRIDGEPOINT EDUCATION INC COM 10807M105 $ 15,039 1,481,628 SH SOLE 1,481,628 BRIDGEPOINT EDUCATION INC COM 10807M105 $ 3,306 325,700 CALL SOLE 325,700 CASTLE A M & CO COM 148411101 $ 7,286 583,341 SH SOLE 583,341 CERADYNE INC COM 156710105 $ 12,108 495,628 SH SOLE 495,628 CHESAPEAKE ENERGY CORP COM 165167107 $ 2,295 121,600 CALL SOLE 121,600 CHESAPEAKE ENERGY CORP COM 165167107 $ 6,595 349,500 CALL SOLE 349,500 CITI TRENDS INC COM 17306X102 $ 12,781 1,017,965 SH SOLE 1,017,965 CODEXIS INC COM 192005106 $ 2,648 873,822 SH SOLE 873,822 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 13,319 2,165,665 SH SOLE 2,165,665 CORINTHIAN COLLEGES INC COM 218868107 $ 2,175 910,031 SH SOLE 910,031 CORINTHIAN COLLEGES INC COM 218868107 $ 1,673 700,000 CALL SOLE 700,000 CORINTHIAN COLLEGES INC COM 218868107 $ 429 179,600 CALL SOLE 179,600 DECKERS OUTDOOR CORP COM 243537107 $ 3,014 82,253 SH SOLE 82,253 DECKERS OUTDOOR CORP COM 243537107 $ 14,594 398,300 CALL SOLE 398,300 DEVRY INC DEL COM 251893103 $ 7,763 341,100 CALL SOLE 341,100 DIRECTV COM CL A 25490A101 $ 10,278 196,000 CALL SOLE 196,000 DOLBY LABORATORIES INC COM 25659T107 $ 11,994 366,219 SH SOLE 366,219 DOLBY LABORATORIES INC COM 25659T107 $ 1,484 45,300 CALL SOLE 45,300 DOVER MOTORSPORTS INC COM 260174107 $ 2,264 1,628,672 SH SOLE 1,628,672 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 $ 218 247,000 PRN SOLE 247,000 FEDEX CORP COM 31428X106 $ 1,955 23,100 CALL SOLE 23,100 FEDEX CORP COM 31428X106 $ 1,447 17,100 CALL SOLE 17,100 FIRST MARBLEHEAD CORP COM 320771108 $ 4,381 4,171,954 SH SOLE 4,171,954 FOOT LOCKER INC COM 344849104 $ 7,100 200,000 PUT SOLE 200,000 GOLDMAN SACHS GROUP INC COM 38141G104 $ 3,445 30,300 CALL SOLE 30,300 GRANITE REAL ESTATE INC COM 387431109 $ 8,449 235,340 SH SOLE 235,340 HEADWATERS INC COM 42210P102 $ 14,278 2,169,867 SH SOLE 2,169,867 HERBALIFE LTD COM USD SHS G4412G101 $ 5,043 106,400 CALL SOLE 106,400 HERBALIFE LTD COM USD SHS G4412G101 $ 2,830 59,700 CALL SOLE 59,700 HOLLYWOOD MEDIA CORP COM 436233100 $ 1,399 971,562 SH SOLE 971,562 HURCO COMPANIES INC COM 447324104 $ 4,173 182,397 SH SOLE 182,397 IMPERIAL HLDGS INC COM 452834104 $ 7,228 2,119,786 SH SOLE 2,119,786 IROBOT CORP COM 462726100 $ 19,910 874,781 SH SOLE 874,781 ISHARES TR RUSSELL 2000 464287655 $ 33,376 400,000 CALL SOLE 400,000 ISHARES TR RUSSELL 2000 464287655 $ 23,647 283,400 PUT SOLE 283,400 ISHARES TR RUSSELL 2000 464287655 $ 37,873 453,900 PUT SOLE 453,900 ISHARES TR RUSSELL 2000 464287655 $ 25,032 300,000 PUT SOLE 300,000 ISHARES TR RUSSELL 2000 464287655 $ 27,719 332,200 PUT SOLE 332,200 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 7,990 247,919 SH SOLE 247,919 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 8,518 264,300 CALL SOLE 264,300 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 11,903 369,300 CALL SOLE 369,300 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 3,223 100,000 CALL SOLE 100,000 JACK IN THE BOX INC COM 466367109 $ 2,762 98,242 SH SOLE 98,242 LINKEDIN CORP COM CL A 53578A108 $ 14,316 118,900 PUT SOLE 118,900 LOCKHEED MARTIN CORP COM 539830109 $ 11,644 124,700 PUT SOLE 124,700 MAGICJACK VOCALTEC LTD SHS M6787E101 $ 7,359 300,000 PUT SOLE 300,000 MFC INDL LTD COM 55278T105 $ 10,776 1,290,537 SH SOLE 1,290,537 MFC INDL LTD COM 55278T105 $ 6,480 776,000 CALL SOLE 776,000 MICROSOFT CORP COM 594918104 $ 17,856 600,000 PUT SOLE 600,000 MOTORCAR PTS AMER INC COM 620071100 $ 4,706 970,365 SH SOLE 970,365 NACCO INDS INC CL A 629579103 $ 7,525 60,000 SH SOLE 60,000 NAVIOS MARITIME ACQUIS CORP *W EXP 06/25/201 Y62159119 $ 126 837,001 SH SOLE 837,001 NETFLIX INC COM 64110L106 $ 11,390 209,214 SH SOLE 209,214 NETFLIX INC COM 64110L106 $ 10,338 189,900 CALL SOLE 189,900 NEWMONT MINING CORP COM 651639106 $ 4,627 82,600 CALL SOLE 82,600 NL INDS INC COM NEW 629156407 $ 2,993 260,496 SH SOLE 260,496 ONCOTHYREON INC COM 682324108 $ 605 118,000 CALL SOLE 118,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 2,480 375,769 SH SOLE 375,769 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 1,142 173,000 CALL SOLE 173,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 881 133,500 CALL SOLE 133,500 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 522 79,100 CALL SOLE 79,100 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 125 50,000 SH SOLE 50,000 PENNEY J C INC COM 708160106 $ 5,113 210,500 CALL SOLE 210,500 PERFUMANIA HLDGS INC COM NEW 71376C100 $ 2,249 312,327 SH SOLE 312,327 RADIANT LOGISTICS INC COM 75025X100 $ 1,896 1,128,682 SH SOLE 1,128,682 REGIONAL MGMT CORP COM 75902K106 $ 11,083 642,502 SH SOLE 642,502 REPUBLIC BANCORP KY CL A 760281204 $ 8,223 374,613 SH SOLE 374,613 SALESFORCE COM INC COM 79466L302 $ 18,414 120,600 PUT SOLE 120,600 SCIENTIFIC LEARNING CORP COM 808760102 $ 1,539 1,493,743 SH SOLE 1,493,743 SEAGATE TECHNOLOGY PLC SHS G7945M107 $ 1,505 48,600 PUT SOLE 48,600 SEARS HDLGS CORP RIGHT 10/08/2012 812350114 $ 2,390 878,600 SH SOLE 878,600 STAPLES INC COM 855030102 $ 3,456 300,000 SH SOLE 300,000 STAPLES INC COM 855030102 $ 158 13,700 CALL SOLE 13,700 STAPLES INC COM 855030102 $ 4,603 399,600 CALL SOLE 399,600 SUCAMPO PHARMACEUTICALS INC CL A 864909106 $ 7,105 1,412,573 SH SOLE 1,412,573 TRANS WORLD ENTMT CORP COM 89336Q100 $ 6,426 1,770,149 SH SOLE 1,770,149 TRAVELZOO INC COM 89421Q106 $ 791 33,552 SH SOLE 33,552 TRONOX LTD SHS CL A Q9235V101 $ 5,324 235,053 SH SOLE 235,053 U.S. AUTO PARTS NETWORK INC COM 90343C100 $ 2,383 688,751 SH SOLE 688,751 UFP TECHNOLOGIES INC COM 902673102 $ 5,838 331,911 SH SOLE 331,911 VERSANT CORP COM NEW 925284309 $ 3,464 339,784 SH SOLE 339,784 VISTAPRINT N V SHS N93540107 $ 4,969 145,500 SH SOLE 145,500 VISTAPRINT N V SHS N93540107 $ 2,561 75,000 CALL SOLE 75,000 WORLD ACCEP CORP DEL COM 981419104 $ 9,106 135,000 PUT SOLE 135,000 WORLD ACCEP CORP DEL COM 981419104 $ 14,933 221,400 PUT SOLE 221,400 XERIUM TECHNOLOGIES INC COM NEW 98416J118 $ 1,528 436,651 SH SOLE 436,651 YAHOO INC COM 984332106 $ 858 53,700 CALL SOLE 53,700 YAHOO INC COM 984332106 $ 3,152 197,400 CALL SOLE 197,400