0000919574-16-014770.txt : 20160815 0000919574-16-014770.hdr.sgml : 20160815 20160815100515 ACCESSION NUMBER: 0000919574-16-014770 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Blue Clay Capital Management, LLC CENTRAL INDEX KEY: 0001576160 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16743 FILM NUMBER: 161830546 BUSINESS ADDRESS: STREET 1: 800 NICOLLET MALL STREET 2: SUITE 2870 CITY: MINNEAPOLIS STATE: MN ZIP: 55402 BUSINESS PHONE: 612-200-1740 MAIL ADDRESS: STREET 1: 800 NICOLLET MALL STREET 2: SUITE 2870 CITY: MINNEAPOLIS STATE: MN ZIP: 55402 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001576160 XXXXXXXX 06-30-2016 06-30-2016 false Blue Clay Capital Management, LLC

800 Nicollet Mall Suite 2870 Minneapolis MN 55402

13F HOLDINGS REPORT 028-16743 N David Woodis 612-200-1740 /s/ David Woodis MINNEAPOLIS MN 08-15-2016 0 104 86001 INFORMATION TABLE 2 infotable.xml ACCURIDE CORP NEW COM NEW 00439T206 346 279429 SH SOLE 279429 0 0 AGROFRESH SOLUTIONS COM 00856G109 218 41106 SH SOLE 41106 0 0 AGROFRESH SOLUTIONS W EXP 07/31/202 00856G117 20 21600 SH SOLE 21600 0 0 AIR T INC COM 009207101 1114 51827 SH SOLE 51827 0 0 ALPHABET INC CAP STK CL A 02079K305 642 912 SH SOLE 912 0 0 ALPHABET INC CAP STK CL C 02079K107 1043 1507 SH SOLE 1507 0 0 ALPHABET INC CAP STK CL C 02079K107 761 1100 SH Call SOLE 1100 0 0 ALPHABET INC CAP STK CL A 02079K305 492 700 SH Call SOLE 700 0 0 AMGEN INC COM 031162100 609 4000 SH Call SOLE 4000 0 0 AMPLIFY SNACK BRANDS COM 03211L102 737 49985 SH SOLE 49985 0 0 APPLE INC COM 037833100 153 1600 SH SOLE 1600 0 0 APPLE INC COM 037833100 2772 29000 SH Call SOLE 29000 0 0 ARI NETWORK SVCS INC COM NEW 001930205 315 75079 SH SOLE 75079 0 0 AVID TECHNOLOGY INC COM 05367P100 617 106255 SH SOLE 106255 0 0 AVIS BUDGET GROUP COM 053774105 776 24064 SH SOLE 24064 0 0 BJS RESTAURANTS INC COM 09180C106 416 9487 SH SOLE 9487 0 0 BOINGO WIRELESS INC COM 09739C102 561 62900 SH SOLE 62900 0 0 BUILD A BEAR WORKSHOP COM 120076104 592 44100 SH SOLE 44100 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 561 49900 SH SOLE 49900 0 0 CAESARSTONE LTD ORD SHS M20598104 658 18920 SH SOLE 18920 0 0 CALLON PETE CO DEL COM 13123X102 337 30000 SH Call SOLE 30000 0 0 CANTERBURY PARK HOLDING CORP COM 13811E101 270 24504 SH SOLE 24504 0 0 CERECOR INC COM 15671L109 11 5143 SH SOLE 5143 0 0 CERECOR INC W EXP 10/20/201 15671L117 43 68700 SH SOLE 68700 0 0 CERECOR INC W EXP 04/20/201 15671L125 26 48699 SH SOLE 48699 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 378 46100 SH SOLE 46100 0 0 CINER RES LP COM UNIT LTD 172464109 516 18400 SH SOLE 18400 0 0 CONNS INC COM 208242107 109 14500 SH SOLE 14500 0 0 CONNS INC COM 208242107 564 75000 SH Call SOLE 75000 0 0 CONTRAFECT CORP COM 212326102 4 1500 SH SOLE 1500 0 0 CONTRAFECT CORP W EXP 01/31/201 212326110 50 218541 SH SOLE 218541 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 297 6120 SH SOLE 6120 0 0 CYBERARK SOFTWARE LTD SHS M2682V108 340 7000 SH Call SOLE 7000 0 0 DEL TACO RESTAURANTS INC COM 245496104 196 21500 SH SOLE 21500 0 0 DEL TACO RESTAURANTS INC COM 245496104 157 92631 SH SOLE 92631 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 301 8275 SH SOLE 8275 0 0 DETERMINE INC COM 250660107 117 77015 SH SOLE 77015 0 0 DHX MEDIA LTD SHS VAR VTG 252406608 428 83641 SH SOLE 83641 0 0 DIGIMARC CORP NEW COM 25381B101 391 12224 SH SOLE 12224 0 0 DIGITAL TURBINE INC COM NEW 25400W102 100 93200 SH SOLE 93200 0 0 ELLIE MAE INC COM 28849P100 1923 20980 SH SOLE 20980 0 0 ENSERVCO CORP COM 29358Y102 245 395112 SH SOLE 395112 0 0 EVOLENT HEALTH INC CL A 30050B101 456 23740 SH SOLE 23740 0 0 FAMOUS DAVES AMER INC COM 307068106 2143 426121 SH SOLE 426121 0 0 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1015 165873 SH SOLE 165873 0 0 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 184 30000 SH Call SOLE 30000 0 0 GAIAM INC CL A 36268Q103 241 31113 SH SOLE 31113 0 0 HIBBETT SPORTS INC COM 428567101 998 28681 SH SOLE 28681 0 0 HORIZON PHARMA PLC SHS G4617B105 511 31000 SH SOLE 31000 0 0 HORIZON PHARMA PLC SHS G4617B105 296 18000 SH Call SOLE 18000 0 0 HOWARD HUGHES CORP COM 44267D107 779 6815 SH SOLE 6815 0 0 HYDROGENICS CORP NEW COM NEW 448883207 204 29500 SH SOLE 29500 0 0 ICAD INC COM NEW 44934S206 277 53100 SH SOLE 53100 0 0 IMMERSION CORP COM 452521107 194 26400 SH SOLE 26400 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 120 13000 SH SOLE 13000 0 0 INVENTERGY GLOBAL INC COM NEW 46123X409 164 109800 SH SOLE 109800 0 0 JETBLUE AIRWAYS CORP COM 477143101 796 48092 SH SOLE 48092 0 0 JETBLUE AIRWAYS CORP COM 477143101 579 35000 SH Call SOLE 35000 0 0 KB HOME COM 48666K109 208 13700 SH SOLE 13700 0 0 KB HOME COM 48666K109 198 13000 SH Call SOLE 13000 0 0 LEAR CORP COM NEW 521865204 1038 10202 SH SOLE 10202 0 0 LEE ENTERPRISES INC COM 523768109 191 100004 SH SOLE 100004 0 0 LENDINGCLUB CORP COM 52603A109 286 66400 SH SOLE 66400 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1923 16125 SH SOLE 16125 0 0 LITHIA MTRS INC CL A 536797103 291 4100 SH SOLE 4100 0 0 LKQ CORP COM 501889208 1749 55184 SH SOLE 55184 0 0 LKQ CORP COM 501889208 159 5000 SH Call SOLE 5000 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 430 2490 SH SOLE 2490 0 0 MATTERSIGHT CORP COM 577097108 98 25450 SH SOLE 25450 0 0 MOTORCAR PTS AMER INC COM 620071100 987 36298 SH SOLE 36298 0 0 MOTORCAR PTS AMER INC COM 620071100 190 7000 SH Call SOLE 7000 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 6476 33163 SH SOLE 33163 0 0 OMNICELL INC COM 68213N109 1314 38397 SH SOLE 38397 0 0 PANDORA MEDIA INC COM 698354107 429 34500 SH Call SOLE 34500 0 0 PEAK RESORTS INC COM 70469L100 192 42022 SH SOLE 42022 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 346 11000 SH SOLE 11000 0 0 PERFORMANCE SPORTS GROUP LTD COM 71377G100 382 127478 SH SOLE 127478 0 0 POTBELLY CORP COM 73754Y100 1525 121613 SH SOLE 121613 0 0 POWER SOLUTIONS INTL INC COM NEW 73933G202 778 43610 SH SOLE 43610 0 0 PRICELINE GRP INC COM NEW 741503403 375 300 SH Call SOLE 300 0 0 PRIMO WTR CORP COM 74165N105 1220 103300 SH SOLE 103300 0 0 RADIANT LOGISTICS INC COM 75025X100 963 321076 SH SOLE 321076 0 0 RANGE RES CORP COM 75281A109 433 10032 SH SOLE 10032 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 1046 102695 SH SOLE 102695 0 0 REALPAGE INC COM 75606N109 1001 44845 SH SOLE 44845 0 0 REEDS INC COM 758338107 473 200834 SH SOLE 200834 0 0 ROCKET FUEL INC COM 773111109 182 82000 SH Call SOLE 82000 0 0 RTI SURGICAL INC COM 74975N105 304 84600 SH SOLE 84600 0 0 RUBICON PROJ INC COM 78112V102 720 52732 SH SOLE 52732 0 0 SELECT COMFORT CORP COM 81616X103 17602 823297 SH SOLE 823297 0 0 SELECT COMFORT CORP COM 81616X103 2726 127500 SH Call SOLE 127500 0 0 SEQUENTIAL BRNDS GROUP INC N COM 81734P107 581 72850 SH SOLE 72850 0 0 SOTHERLY HOTELS INC COM 83600C103 968 171652 SH SOLE 171652 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 5059 40000 SH Call SOLE 40000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 419 2000 SH Call SOLE 2000 0 0 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 133 300000 PRN SOLE 300000 0 0 TIVO INC COM 888706108 576 58200 SH SOLE 58200 0 0 TOOTSIE ROLL INDS INC COM 890516107 85 2200 SH Call SOLE 2200 0 0 TRANSACT TECHNOLOGIES INC COM 892918103 566 70572 SH SOLE 70572 0 0 TRINITY BIOTECH PLC SPON ADR NEW 896438306 232 20475 SH SOLE 20475 0 0 TRUECAR INC COM 89785L107 516 65690 SH SOLE 65690 0 0 VIDEOCON D2H LTD ADR 92657J101 693 81700 SH SOLE 81700 0 0 WEB COM GROUP INC COM 94733A104 408 22450 SH SOLE 22450 0 0 WESTERN REFNG INC COM 959319104 367 17768 SH SOLE 17768 0 0