0001144204-12-045999.txt : 20120814 0001144204-12-045999.hdr.sgml : 20120814 20120814172612 ACCESSION NUMBER: 0001144204-12-045999 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121034487 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 v321300_13f-hr.txt QUARTERL HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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: Daniel Mack Title: Managing Member Phone: 203-909-6430 Signature, Place, and Date of Signing: /s/Daniel Mack Stamford, CT August 13, 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: 103 Form 13F Information Table Value Total: $737,072 (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 ------------------------------------------------------------------------------------------------------------------------------------ Name of Issuer Title of Class CUSIP Value SHRS or SH/ Put/ Investment Other Voting Authority (x$1000) PRN Amt PRN Call Discretion Manager Sole Shared None ------------------------------------------------------------------------------------------------------------------------------------ ACCO BRANDS CORP COM 00081T108 $ 1,147 110,900 PUT SOLE 110,900 AMERICAN PUBLIC EDUCATION IN COM 02913V103 $ 1,113 34,770 SH SOLE 34,770 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 $ 6,510 457,781 SH SOLE 457,781 BANK OF AMERICA CORPORATION COM 060505104 $ 5,751 703,000 CALL SOLE 703,000 BLACK DIAMOND INC COM 09202G101 $ 3,086 326,607 SH SOLE 326,607 BLYTH INC COM NEW 09643P207 $ 30,852 892,706 SH SOLE 892,706 BODY CENT CORP COM 09689U102 $ 3,046 338,481 SH SOLE 338,481 BRIDGEPOINT ED INC COM 10807M105 $ 1,692 77,600 CALL SOLE 77,600 BRIDGEPOINT ED INC COM 10807M105 $ 1,737 79,687 SH SOLE 79,687 BRIDGEPOINT ED INC COM 10807M105 $ 14,870 682,100 CALL SOLE 682,100 CENVEO INC COM 15670S105 $ 1,373 711,148 SH SOLE 711,148 CERADYNE INC COM 156710105 $ 11,096 432,947 SH SOLE 432,947 CHESAPEAKE ENERGY CORP COM 165167107 $ 7,916 425,600 CALL SOLE 425,600 CITI TRENDS INC COM 17306X102 $ 6,413 415,370 SH SOLE 415,370 CODEXIS INC COM 192005106 $ 2,292 617,695 SH SOLE 617,695 COLE KENNETH PRODTNS INC CL A 193294105 $ 4,498 298,848 SH SOLE 298,848 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 $ 11,558 1,987,572 SH SOLE 1,987,572 CONSTANT CONTACT INC COM 210313102 $ 2,439 136,558 SH SOLE 136,558 CORINTHIAN COLLEGES INC COM 218868107 $ 499 172,700 CALL SOLE 172,700 CORINTHIAN COLLEGES INC COM 218868107 $ 2,006 694,000 CALL SOLE 694,000 CORINTHIAN COLLEGES INC COM 218868107 $ 4,629 1,601,668 SH SOLE 1,601,668 DECKERS OUTDOOR CORP COM 243537107 $ 15,456 351,200 CALL SOLE 351,200 DEVRY INC DEL COM 251893103 $ 9,291 300,000 CALL SOLE 300,000 DIGITALGLOBE INC COM NEW 25389M877 $ 1,196 78,900 CALL SOLE 78,900 DIRECTV COM CL A 25490A101 $ 8,641 177,000 CALL SOLE 177,000 DOLBY LABORATORIES INC COM 25659T107 $ 1,652 40,000 CALL SOLE 40,000 DOLBY LABORATORIES INC COM 25659T107 $ 7,781 188,400 CALL SOLE 188,400 DOLBY LABORATORIES INC COM 25659T107 $ 10,271 248,704 SH SOLE 248,704 DOVER MOTORSPORTS INC COM 260174107 $ 1,333 1,017,616 SH SOLE 1,017,616 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 $ 195 247,000 PRN SOLE 247,000 EARTHLINK INC COM 270321102 $ 1,380 185,723 SH SOLE 185,723 EDGEN GROUP INC CL A 28014Q107 $ 931 123,850 SH SOLE 123,850 FEDEX CORP COM 31428X106 $ 1,567 17,100 CALL SOLE 17,100 FEDEX CORP COM 31428X106 $ 2,116 23,100 CALL SOLE 23,100 FIRST MARBLEHEAD CORP COM 320771108 $ 4,380 3,743,670 SH SOLE 3,743,670 GAYLORD ENTMT CO NEW COM 367905106 $ 4,562 118,319 SH SOLE 118,319 GOLDMAN SACHS GROUP INC COM 38141G104 $ 2,598 27,100 CALL SOLE 27,100 HEADWATERS INC COM 42210P102 $ 14,498 2,815,059 SH SOLE 2,815,059 HERBALIFE LTD COM USD SHS G4412G101 $ 2,571 53,200 CALL SOLE 53,200 HERBALIFE LTD COM USD SHS G4412G101 $ 5,142 106,400 CALL SOLE 106,400 HERBALIFE LTD COM USD SHS G4412G101 $ 6,899 142,753 SH SOLE 142,753 HOLLYWOOD MEDIA CORP COM 436233100 $ 1,134 921,562 SH SOLE 921,562 IMPERIAL HLDGS INC COM 452834104 $ 7,835 2,045,707 SH SOLE 2,045,707 IROBOT CORP COM 462726100 $ 20,879 942,619 SH SOLE 942,619 ISHARES TR RUSSELL 2000 464287655 $ 18,442 231,800 PUT SOLE 231,800 ISHARES TR RUSSELL 2000 464287655 $ 19,890 250,000 PUT SOLE 250,000 ISHARES TR RUSSELL 2000 464287655 $ 31,824 400,000 PUT SOLE 400,000 ISHARES TR RUSSELL 2000 464287655 $ 33,861 425,600 CALL SOLE 425,600 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 85 1,407 SH SOLE 1,407 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 4,028 66,300 CALL SOLE 66,300 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 6,294 103,600 CALL SOLE 103,600 ITT EDUCATIONAL SERVICES INC COM 45068B109 $ 17,162 282,500 CALL SOLE 282,500 JACK IN THE BOX INC COM 466367109 $ 19,388 695,400 CALL SOLE 695,400 KIT DIGITAL INC COM NEW 482470200 $ 437 101,800 CALL SOLE 101,800 LINKEDIN CORP COM CL A 53578A108 $ 11,307 106,400 PUT SOLE 106,400 LOCKHEED MARTIN CORP COM 539830109 $ 10,450 120,000 PUT SOLE 120,000 MFC INDL LTD COM 55278T105 $ 5,230 776,000 CALL SOLE 776,000 MFC INDL LTD COM 55278T105 $ 12,492 1,853,390 SH SOLE 1,853,390 MI DEVS INC COM 387431109 $ 18,386 542,192 SH SOLE 542,192 MOTORCAR PTS AMER INC COM 620071100 $ 2,332 519,447 SH SOLE 519,447 NAVIOS MARITIME ACQUIS CORP SHS Y62159119 $ 83 837,001 SH SOLE 837,001 NETFLIX INC COM 64110L106 $ 9,994 145,931 SH SOLE 145,931 NETFLIX INC COM 64110L106 $ 11,655 170,200 CALL SOLE 170,200 NETFLIX INC COM 64110L106 $ 17,846 260,600 CALL SOLE 260,600 NEWMONT MINING CORP COM 651639106 $ 3,604 74,300 CALL SOLE 74,300 NL INDS INC COM NEW 629156407 $ 4,248 340,626 SH SOLE 340,626 ONCOTHYREON INC COM 682324108 $ 552 118,000 CALL SOLE 118,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 879 79,100 CALL SOLE 79,100 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 1,483 133,500 CALL SOLE 133,500 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 1,922 173,000 CALL SOLE 173,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 $ 2,990 269,150 SH SOLE 269,150 PACIFIC SUNWEAR CALIF INC COM 694873100 $ 188 102,572 SH SOLE 102,572 PENNEY J C INC COM 708160106 $ 4,399 188,700 CALL SOLE 188,700 PERFUMANIA HLDGS INC COM NEW 71376C100 $ 1,930 232,770 SH SOLE 232,770 PETSMART INC COM 716768106 $ 7,963 116,800 PUT SOLE 116,800 RADIANT LOGISTICS INC COM 75025X100 $ 2,020 1,154,402 SH SOLE 1,154,402 REGIONAL MGMT CORP COM 75902K106 $ 12,353 750,945 SH SOLE 750,945 REPUBLIC BANCORP KY CL A 760281204 $ 6,659 299,284 SH SOLE 299,284 SALESFORCE COM INC COM 79466L302 $ 14,960 108,200 PUT SOLE 108,200 SANOFI RIGHT 12/31/2020 80105N113 $ 2,864 2,031,100 SH SOLE 2,031,100 SCHOOL SPECIALTY INC COM 807863105 $ 652 200,000 SH SOLE 200,000 SCIENTIFIC LEARNING CORP COM 808760102 $ 1,953 1,198,186 SH SOLE 1,198,186 SEAGATE TECHNOLOGY PLC SHS G7945M107 $ 1,068 43,200 PUT SOLE 43,200 SOUTHWEST BANCORP INC OKLA COM 844767103 $ 95 10,118 SH SOLE 10,118 SPDR S&P 500 ETF TR TR UNIT 78462F103 $ 35,046 257,500 PUT SOLE 257,500 SPDR S&P 500 ETF TR TR UNIT 78462F103 $ 40,830 300,000 PUT SOLE 300,000 STAPLES INC COM 855030102 $ 157 12,000 CALL SOLE 12,000 STAPLES INC COM 855030102 $ 4,702 360,300 CALL SOLE 360,300 SUCAMPO PHARMACEUTICALS INC CL A 864909106 $ 10,081 1,433,993 SH SOLE 1,433,993 TEMPUR PEDIC INTL INC COM 88023U101 $ 14,846 634,700 SH SOLE 634,700 TRANS WORLD ENTMT CORP COM 89336Q100 $ 5,238 1,689,833 SH SOLE 1,689,833 TRAVELZOO INC COM 89421Q106 $ 816 35,900 CALL SOLE 35,900 TRAVELZOO INC COM 89421Q106 $ 1,939 85,351 SH SOLE 85,351 U.S. AUTO PARTS NETWORK INC COM 90343C100 $ 2,683 641,819 SH SOLE 641,819 UFP TECHNOLOGIES INC COM 902673102 $ 4,693 277,710 SH SOLE 277,710 VERSANT CORP COM NEW 925284309 $ 3,313 339,784 SH SOLE 339,784 WORLD ACCEP CORP DEL COM 981419104 $ 8,883 135,000 PUT SOLE 135,000 WORLD ACCEP CORP DEL COM 981419104 $ 14,608 222,000 PUT SOLE 222,000 XERIUM TECHNOLOGIES INC COM 98416J118 $ 1,504 518,554 SH SOLE 518,554 XO GROUP INC COM 983772104 $ 651 73,400 SH SOLE 73,400 YAHOO INC COM 984332106 $ 761 48,100 CALL SOLE 48,100 YAHOO INC COM 984332106 $ 2,802 177,000 CALL SOLE 177,000 ZYNGA INC CL A 98986T108 $ 2,720 500,000 CALL SOLE 500,000