Nantahala Capital Management, LLC

Q3 2015 13F Holdings Report, Options Holdings

Signature - Title
Taki Vasilakis - Chief Compliance Officer
Location
New Canaan, CT
Options holdings as of
September 30, 2015
Notional value $
$229M
Number of holdings
11
Date filed
11/13/2015, 04:30 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2015 - Aug 14, 2015
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2015 Q3 compared to 2015 Q2 by default.
* 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
Paul Rehm Chief Compliance Officer Darien, Connecticut 11/13/2015

* The value of the FINTECH ACQUISITION CORP UNIT 99/99/9999 units reported reflects the market valuation, but for internal valuation purposes we value 50,000 of these shares at a discount due to the limitations on placement units as described in the prospectus. ** The value of the FINTECH ACQUISITION CORP COM reflects the market value, but for internal valuation purposes we value these shares at a significant discount due to the limitations on founder's shares described in the prospectus.