Nantahala Capital Management

Nantahala Capital Management as of March 31, 2015

Portfolio Holdings for Nantahala Capital Management

Nantahala Capital Management holds 67 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Russell 2000 Etf Put Option (IWM) 15.5 $93M 750k 124.37
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 10.0 $60M 290k 206.44
Scientific Games Corp Cl A (LNW) 7.1 $43M 4.1M 10.47
Imperial Hldgs Note 8.500% 2/1 (Principal) 3.1 $19M 15M 1.25
Pacira Pharmaceuticals Note 3.250% 2/0 (Principal) 3.0 $18M 5.1M 3.58
Codexis (CDXS) 2.8 $17M 3.7M 4.56
ITT Educational Services (ESINQ) 2.6 $16M 2.3M 6.79
SciClone Pharmaceuticals 2.2 $14M 1.5M 8.86
Crocs (CROX) 2.2 $13M 1.1M 11.81
Diamond Resorts International 2.0 $12M 365k 33.43
News Corp Cl A (NWSA) 2.0 $12M 738k 16.01
Spdr Series Trust S&p Biotech Call Option (XBI) 1.9 $11M 50k 225.50
Bridgepoint Education 1.9 $11M 1.2M 9.65
Ban (TBBK) 1.8 $11M 1.2M 9.03
Owens Rlty Mtg 1.8 $11M 714k 14.98
Regional Management (RM) 1.8 $11M 721k 14.76
Imperial Holdings 1.6 $9.7M 1.4M 6.97
Isis Pharmaceuticals Inc Del Note 2.750%10/0 (Principal) 1.6 $9.7M 2.5M 3.86
Liberty Interactive Corp Lbt Vent Com A 1.5 $9.2M 218k 42.01
Qad Cl A 1.5 $8.8M 362k 24.20
Sodastream International Usd Shs 1.4 $8.7M 430k 20.26
Crown Media Hldgs Cl A 1.4 $8.6M 2.1M 4.00
Trans World Entertainment Corporation 1.4 $8.4M 2.3M 3.70
Meta Financial (CASH) 1.2 $7.4M 187k 39.73
Fiat Chrysler Automobiles N SHS 1.2 $7.3M 450k 16.31
World Acceptance Call Option (WRLD) 1.2 $7.3M 100k 72.92
Citi Trends (CTRN) 1.1 $6.8M 251k 27.00
Radiant Logistics (RLGT) 1.1 $6.7M 1.3M 5.18
Fintech Acquisition Corp* Unit 99/99/9999 1.1 $6.7M 650k 10.35
Life Time Fitness 1.1 $6.4M 90k 70.96
Synergetics USA 1.0 $6.0M 1.1M 5.39
Brightcove (BCOV) 0.9 $5.4M 735k 7.33
Republic Bancorp Ky Cl A (RBCAA) 0.9 $5.2M 209k 24.73
FalconStor Software 0.9 $5.2M 3.3M 1.55
Suncoke Energy (SXC) 0.8 $5.1M 340k 14.94
United Rentals Call Option (URI) 0.8 $4.9M 54k 91.16
First Cash Financial Services 0.8 $4.9M 105k 46.52
Evolution Petroleum Corporation (EPM) 0.8 $4.8M 804k 5.95
Lakes Entmnt Com New 0.8 $4.8M 558k 8.56
Lennar Corp CL B (LEN.B) 0.8 $4.7M 115k 41.10
Dolby Laboratories (DLB) 0.7 $4.4M 116k 38.16
TFS Financial Corporation (TFSL) 0.7 $4.2M 285k 14.68
Pain Therapeutics 0.7 $4.1M 2.2M 1.89
Air Lease Corp Cl A Call Option (AL) 0.7 $4.1M 109k 37.74
PharmAthene 0.7 $4.1M 2.5M 1.63
Qad CL B 0.7 $3.9M 197k 20.00
ArQule 0.6 $3.9M 1.7M 2.24
Lincoln Educational Services Corporation (LINC) 0.6 $3.4M 1.5M 2.24
Perry Ellis International 0.5 $3.2M 138k 23.16
National Resh Corp Cl A (NRC) 0.5 $2.9M 204k 14.40
Whitehorse Finance (WHF) 0.5 $2.9M 231k 12.42
Red Lion Hotels Corporation 0.5 $2.8M 425k 6.67
Keryx Biopharmaceuticals Put Option 0.4 $2.7M 209k 12.78
Dover Motorsports 0.4 $2.5M 1.1M 2.37
Cenveo 0.4 $2.4M 1.1M 2.14
Midway Gold Corp 0.4 $2.2M 7.1M 0.31
Cash America International 0.4 $2.2M 94k 23.30
Jazz Pharmaceuticals Shs Usd Put Option (JAZZ) 0.4 $2.2M 13k 172.80
Castle A M & Co Note 7.000%12/1 (Principal) 0.3 $2.1M 3.0M 0.69
Emmis Communications Corp Cl A 0.3 $2.0M 1.0M 1.99
Lumber Liquidators Holdings Call Option (LLFLQ) 0.2 $1.4M 46k 30.78
Ocwen Finl Corp Com New Call Option 0.2 $1.2M 150k 8.25
Universal Technical Institute (UTI) 0.2 $1.1M 110k 9.60
Synergy Pharmaceuticals Del Com New 0.1 $657k 142k 4.62
Adept Technology Com New 0.1 $624k 102k 6.15
Full Circle Cap Corp 0.1 $525k 149k 3.52
Dover Downs Gaming & Entertainment 0.0 $232k 199k 1.17