Q2 2023 · 13F-HR
Delta Accumulation, LLCholdings as filed
Filed 2023-08-10 · accession 0001808389-23-000005
$295.3M
Reported value
158
Positions
2023-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 68389X105 | ORCL | ORACLE CORP | $17.0M | 5.77% | 143,100 | PUT | NONE |
| 68389X105 | ORCL | ORACLE CORP | $14.2M | 4.82% | 119,600 | CALL | NONE |
| 609207105 | MDLZ | MONDELEZ INTL INC | $11.9M | 4.02% | 162,900 | PUT | NONE |
| 609207105 | MDLZ | MONDELEZ INTL INC | $9.3M | 3.16% | 127,800 | CALL | NONE |
| 427866108 | HSY | HERSHEY CO | $9.3M | 3.15% | 37,200 | PUT | NONE |
| 427866108 | HSY | HERSHEY CO | $8.4M | 2.85% | 33,700 | CALL | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $6.6M | 2.23% | 19,300 | PUT | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $5.8M | 1.97% | 17,100 | CALL | NONE |
| 713448108 | PEP | PEPSICO INC | $5.3M | 1.80% | 28,700 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $5.2M | 1.76% | 14,100 | CALL | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $5.2M | 1.76% | 14,100 | PUT | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $5.2M | 1.75% | 12,100 | CALL | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $5.2M | 1.75% | 12,100 | PUT | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $5.1M | 1.73% | 54,000 | CALL | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $5.1M | 1.73% | 54,000 | PUT | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $4.5M | 1.52% | 20,400 | CALL | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $4.5M | 1.52% | 20,400 | PUT | NONE |
| 031162100 | AMGN | AMGEN INC | $4.4M | 1.48% | 19,700 | PUT | NONE |
| 031162100 | AMGN | AMGEN INC | $4.4M | 1.48% | 19,700 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $4.3M | 1.45% | 62,000 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $4.3M | 1.45% | 62,000 | PUT | NONE |
| 713448108 | PEP | PEPSICO INC | $4.1M | 1.40% | 22,400 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $3.6M | 1.23% | 8,200 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $3.6M | 1.23% | 8,200 | PUT | NONE |
| 437076102 | HD | HOME DEPOT INC | $3.4M | 1.17% | 11,100 | PUT | NONE |
| 437076102 | HD | HOME DEPOT INC | $3.4M | 1.17% | 11,100 | CALL | NONE |
| 855244109 | SBUX | STARBUCKS CORP | $3.1M | 1.06% | 31,700 | CALL | NONE |
| 855244109 | SBUX | STARBUCKS CORP | $3.1M | 1.06% | 31,700 | PUT | NONE |
| 38141G104 | GS | GOLDMAN SACHS GROUP INC | $2.8M | 0.95% | 8,700 | CALL | NONE |
| 38141G104 | GS | GOLDMAN SACHS GROUP INC | $2.8M | 0.95% | 8,700 | PUT | NONE |
| 580135101 | MCD | MCDONALDS CORP | $2.7M | 0.92% | 9,100 | PUT | NONE |
| 580135101 | MCD | MCDONALDS CORP | $2.7M | 0.92% | 9,100 | CALL | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $2.7M | 0.91% | 51,700 | PUT | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $2.7M | 0.91% | 51,700 | CALL | NONE |
| 478160104 | JNJ | JOHNSON & JOHNSON | $2.2M | 0.75% | 13,300 | CALL | NONE |
| 478160104 | JNJ | JOHNSON & JOHNSON | $2.2M | 0.75% | 13,300 | PUT | NONE |
| 375558103 | GILD | GILEAD SCIENCES INC | $2.1M | 0.71% | 27,300 | CALL | NONE |
| 375558103 | GILD | GILEAD SCIENCES INC | $2.1M | 0.71% | 27,300 | PUT | NONE |
| 12572Q105 | CME | CME GROUP INC | $2.1M | 0.70% | 11,200 | PUT | NONE |
| 12572Q105 | CME | CME GROUP INC | $2.1M | 0.70% | 11,200 | CALL | NONE |
| 369550108 | GD | GENERAL DYNAMICS CORP | $2.0M | 0.68% | 9,300 | CALL | NONE |
| 369550108 | GD | GENERAL DYNAMICS CORP | $2.0M | 0.68% | 9,300 | PUT | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $1.9M | 0.64% | 29,500 | CALL | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $1.9M | 0.64% | 29,500 | PUT | NONE |
| 438516106 | HON | HONEYWELL INTL INC | $1.8M | 0.62% | 8,800 | PUT | NONE |
| 438516106 | HON | HONEYWELL INTL INC | $1.8M | 0.62% | 8,800 | CALL | NONE |
| 863667101 | SYK | STRYKER CORPORATION | $1.8M | 0.61% | 5,900 | PUT | NONE |
| 863667101 | SYK | STRYKER CORPORATION | $1.8M | 0.61% | 5,900 | CALL | NONE |
| 009158106 | APD | AIR PRODS & CHEMS INC | $1.8M | 0.60% | 5,900 | PUT | NONE |
| 009158106 | APD | AIR PRODS & CHEMS INC | $1.8M | 0.60% | 5,900 | CALL | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.5M | 0.50% | 8,700 | CALL | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.5M | 0.50% | 8,700 | PUT | NONE |
| 037833100 | AAPL | APPLE INC | $1.4M | 0.48% | 7,300 | CALL | NONE |
| 037833100 | AAPL | APPLE INC | $1.4M | 0.48% | 7,300 | PUT | NONE |
| 58933Y105 | MRK | MERCK & CO INC | $1.4M | 0.47% | 12,100 | CALL | NONE |
| 58933Y105 | MRK | MERCK & CO INC | $1.4M | 0.47% | 12,100 | PUT | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $1.3M | 0.45% | 10,000 | CALL | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $1.3M | 0.45% | 10,000 | PUT | NONE |
| 902973304 | USB | US BANCORP DEL | $1.2M | 0.39% | 34,812 | Common | SOLE |
| 902973304 | USB | US BANCORP DEL | $1.1M | 0.39% | 34,800 | PUT | NONE |
| 902973304 | USB | US BANCORP DEL | $1.1M | 0.39% | 34,800 | CALL | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $1.1M | 0.39% | 8,300 | PUT | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $1.1M | 0.39% | 8,300 | CALL | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $1.1M | 0.39% | 6,600 | PUT | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $1.1M | 0.39% | 6,600 | CALL | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $1.1M | 0.38% | 7,800 | CALL | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $1.1M | 0.38% | 7,800 | PUT | NONE |
| 617446448 | MS | MORGAN STANLEY | $1.1M | 0.38% | 13,200 | CALL | NONE |
| 617446448 | MS | MORGAN STANLEY | $1.1M | 0.38% | 13,200 | PUT | NONE |
| 88579Y101 | MMM | 3M CO | $1.1M | 0.38% | 11,100 | CALL | NONE |
| 88579Y101 | MMM | 3M CO | $1.1M | 0.38% | 11,100 | PUT | NONE |
| 704326107 | PAYX | PAYCHEX INC | $1.1M | 0.38% | 9,900 | PUT | NONE |
| 704326107 | PAYX | PAYCHEX INC | $1.1M | 0.38% | 9,900 | CALL | NONE |
| 097023105 | BA | BOEING CO | $1.1M | 0.37% | 5,180 | Common | SOLE |
| 902494103 | TSN | TYSON FOODS INC | $1.1M | 0.36% | 20,700 | CALL | NONE |
| 902494103 | TSN | TYSON FOODS INC | $1.1M | 0.36% | 20,700 | PUT | NONE |
| 666807102 | NOC | NORTHROP GRUMMAN CORP | $1.0M | 0.35% | 2,300 | PUT | NONE |
| 666807102 | NOC | NORTHROP GRUMMAN CORP | $1.0M | 0.35% | 2,300 | CALL | NONE |
| 194162103 | CL | COLGATE PALMOLIVE CO | $1.0M | 0.34% | 13,200 | CALL | NONE |
| 194162103 | CL | COLGATE PALMOLIVE CO | $1.0M | 0.34% | 13,200 | PUT | NONE |
| 988498101 | YUM | YUM BRANDS INC | $997,560 | 0.34% | 7,200 | PUT | NONE |
| 988498101 | YUM | YUM BRANDS INC | $997,560 | 0.34% | 7,200 | CALL | NONE |
| 370334104 | GIS | GENERAL MLS INC | $897,390 | 0.30% | 11,700 | PUT | NONE |
| 370334104 | GIS | GENERAL MLS INC | $897,390 | 0.30% | 11,700 | CALL | NONE |
| 742718109 | PG | PROCTER AND GAMBLE CO | $864,918 | 0.29% | 5,700 | PUT | NONE |
| 742718109 | PG | PROCTER AND GAMBLE CO | $864,918 | 0.29% | 5,700 | CALL | NONE |
| 22160K105 | COST | COSTCO WHSL CORP NEW | $861,408 | 0.29% | 1,600 | PUT | NONE |
| 22160K105 | COST | COSTCO WHSL CORP NEW | $861,408 | 0.29% | 1,600 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $786,600 | 0.27% | 2,000 | CALL | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $769,024 | 0.26% | 1,600 | PUT | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $769,024 | 0.26% | 1,600 | CALL | NONE |
| 002824100 | ABT | ABBOTT LABS | $752,238 | 0.25% | 6,900 | CALL | NONE |
| 002824100 | ABT | ABBOTT LABS | $752,238 | 0.25% | 6,900 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $739,579 | 0.25% | 2,002 | Common | SOLE |
| 68902V107 | OTIS | OTIS WORLDWIDE CORP | $720,981 | 0.24% | 8,100 | PUT | NONE |
| 68902V107 | OTIS | OTIS WORLDWIDE CORP | $720,981 | 0.24% | 8,100 | CALL | NONE |
| 872540109 | TJX | TJX COS INC NEW | $720,715 | 0.24% | 8,500 | CALL | NONE |
| 872540109 | TJX | TJX COS INC NEW | $720,715 | 0.24% | 8,500 | PUT | NONE |
| 907818108 | UNP | UNION PAC CORP | $716,170 | 0.24% | 3,500 | CALL | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $714,660 | 0.24% | 17,200 | CALL | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $714,660 | 0.24% | 17,200 | PUT | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $679,120 | 0.23% | 4,000 | Common | SOLE |
| 172967424 | C | CITIGROUP INC | $667,580 | 0.23% | 14,500 | PUT | NONE |
| 172967424 | C | CITIGROUP INC | $667,580 | 0.23% | 14,500 | CALL | NONE |
| 487836108 | K | KELLOGG CO | $667,260 | 0.23% | 9,900 | PUT | NONE |
| 487836108 | K | KELLOGG CO | $667,260 | 0.23% | 9,900 | CALL | NONE |
| 949746101 | WMT2 | WELLS FARGO CO NEW | $665,808 | 0.23% | 15,600 | CALL | NONE |
| 949746101 | WMT2 | WELLS FARGO CO NEW | $665,808 | 0.23% | 15,600 | PUT | NONE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $664,326 | 0.22% | 2,600 | CALL | NONE |
| 717081103 | PFE | PFIZER INC | $649,236 | 0.22% | 17,700 | CALL | NONE |
| 717081103 | PFE | PFIZER INC | $649,236 | 0.22% | 17,700 | PUT | NONE |
| 060505104 | BAC | BANK AMERICA CORP | $593,883 | 0.20% | 20,700 | CALL | NONE |
| 060505104 | BAC | BANK AMERICA CORP | $593,883 | 0.20% | 20,700 | PUT | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $589,950 | 0.20% | 1,500 | PUT | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $588,764 | 0.20% | 4,400 | CALL | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $588,764 | 0.20% | 4,400 | PUT | NONE |
| 064058100 | BK | BANK NEW YORK MELLON CORP | $587,664 | 0.20% | 13,200 | CALL | NONE |
| 064058100 | BK | BANK NEW YORK MELLON CORP | $587,664 | 0.20% | 13,200 | PUT | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $566,900 | 0.19% | 2,500 | PUT | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $566,900 | 0.19% | 2,500 | CALL | NONE |
| 235851102 | DHR | DANAHER CORPORATION | $552,000 | 0.19% | 2,300 | PUT | NONE |
| 235851102 | DHR | DANAHER CORPORATION | $552,000 | 0.19% | 2,300 | CALL | NONE |
| 097023105 | BA | BOEING CO | $549,016 | 0.19% | 2,600 | CALL | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $541,585 | 0.18% | 4,300 | PUT | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $541,585 | 0.18% | 4,300 | CALL | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $541,585 | 0.18% | 4,300 | Common | SOLE |
| 931142103 | WMT | WALMART INC | $534,412 | 0.18% | 3,400 | PUT | NONE |
| 931142103 | WMT | WALMART INC | $534,412 | 0.18% | 3,400 | CALL | NONE |
| 00287Y109 | ABBV | ABBVIE INC | $498,501 | 0.17% | 3,700 | PUT | NONE |
| 00287Y109 | ABBV | ABBVIE INC | $498,501 | 0.17% | 3,700 | CALL | NONE |
| 907818108 | UNP | UNION PAC CORP | $491,088 | 0.17% | 2,400 | PUT | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $485,782 | 0.16% | 16,006 | Common | SOLE |
| 89832Q109 | TFC | TRUIST FINL CORP | $485,600 | 0.16% | 16,000 | CALL | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $485,600 | 0.16% | 16,000 | PUT | NONE |
| 189054109 | CLX | CLOROX CO DEL | $477,120 | 0.16% | 3,000 | PUT | NONE |
| 189054109 | CLX | CLOROX CO DEL | $477,120 | 0.16% | 3,000 | CALL | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $453,360 | 0.15% | 6,000 | CALL | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $453,360 | 0.15% | 6,000 | PUT | NONE |
| 98954M200 | Z | ZILLOW GROUP INC | $387,002 | 0.13% | 7,700 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $366,478 | 0.12% | 1,400 | CALL | NONE |
| 037833100 | AAPL | APPLE INC | $362,724 | 0.12% | 1,870 | Common | SOLE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $337,273 | 0.11% | 1,320 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP | $276,518 | 0.09% | 812 | Common | SOLE |
| 747525103 | QCOM | QUALCOMM INC | $247,484 | 0.08% | 2,079 | Common | SOLE |
| 907818108 | UNP | UNION PAC CORP | $225,696 | 0.08% | 1,103 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $211,510 | 0.07% | 500 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $211,510 | 0.07% | 500 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $204,516 | 0.07% | 520 | Common | SOLE |
| 855244109 | SBUX | STARBUCKS CORP | $202,578 | 0.07% | 2,045 | Common | SOLE |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $193,647 | 0.07% | 1,700 | CALL | NONE |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $193,647 | 0.07% | 1,700 | Common | SOLE |
| 92826C839 | V | VISA INC | $189,984 | 0.06% | 800 | CALL | NONE |
| 92826C839 | V | VISA INC | $181,197 | 0.06% | 763 | Common | SOLE |
| 90353T100 | UBER | UBER TECHNOLOGIES INC | $155,412 | 0.05% | 3,600 | Common | SOLE |
| 060505104 | BAC | BANK AMERICA CORP | $154,037 | 0.05% | 5,369 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $148,118 | 0.05% | 2,225 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $146,454 | 0.05% | 2,200 | CALL | NONE |
| 949746101 | WMT2 | WELLS FARGO CO NEW | $3,116 | 0.00% | 73 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.