Q4 2023 · 13F-HR
Delta Accumulation, LLCholdings as filed
Filed 2024-02-13 · accession 0001808389-24-000001
$632.1M
Reported value
175
Positions
2023-12-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 427866108 | HSY | HERSHEY CO | $29.9M | 4.73% | 119,700 | CALL | NONE |
| 22160K105 | COST | COSTCO WHSL CORP NEW | $29.3M | 4.63% | 54,400 | PUT | NONE |
| 22160K105 | COST | COSTCO WHSL CORP NEW | $23.4M | 3.70% | 43,400 | CALL | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $22.1M | 3.50% | 160,100 | PUT | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $18.2M | 2.89% | 42,700 | PUT | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $16.7M | 2.64% | 39,000 | CALL | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $15.8M | 2.50% | 114,600 | CALL | NONE |
| 427866108 | HSY | HERSHEY CO | $15.1M | 2.38% | 60,300 | PUT | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $14.2M | 2.25% | 150,300 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $13.7M | 2.17% | 18,500 | PUT | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $13.4M | 2.12% | 92,100 | PUT | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $13.1M | 2.08% | 38,600 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $12.6M | 1.99% | 10,200 | CALL | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $12.3M | 1.95% | 84,600 | CALL | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $12.1M | 1.92% | 234,300 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $11.9M | 1.89% | 2,000 | PUT | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $11.7M | 1.86% | 34,500 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $11.0M | 1.75% | 2,000 | CALL | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $10.9M | 1.73% | 115,400 | CALL | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $9.0M | 1.42% | 173,800 | PUT | NONE |
| 12572Q105 | CME | CME GROUP INC | $8.9M | 1.41% | 48,100 | CALL | NONE |
| 12572Q105 | CME | CME GROUP INC | $8.9M | 1.41% | 48,100 | PUT | NONE |
| 717081103 | PFE | PFIZER INC | $8.6M | 1.37% | 235,700 | CALL | NONE |
| 68389X105 | ORCL | ORACLE CORP | $8.0M | 1.26% | 67,100 | PUT | NONE |
| 532457108 | LLY | LILLY ELI & CO | $7.8M | 1.24% | 16,700 | PUT | NONE |
| 907818108 | UNP | UNION PAC CORP | $7.7M | 1.21% | 1,100 | CALL | NONE |
| 907818108 | UNP | UNION PAC CORP | $7.4M | 1.18% | 7,900 | PUT | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $7.4M | 1.16% | 115,000 | CALL | NONE |
| 532457108 | LLY | LILLY ELI & CO | $6.9M | 1.10% | 14,800 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $6.6M | 1.04% | 16,700 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $6.4M | 1.01% | 16,200 | PUT | NONE |
| 487836108 | K | KELLOGG CO | $6.3M | 1.00% | 99,900 | CALL | NONE |
| 68389X105 | ORCL | ORACLE CORP | $6.1M | 0.96% | 51,000 | CALL | NONE |
| 031162100 | AMGN | AMGEN INC | $5.8M | 0.92% | 26,300 | PUT | NONE |
| 713448108 | PEP | PEPSICO INC | $5.1M | 0.80% | 27,400 | CALL | NONE |
| 487836108 | K | KELLOGG CO | $5.0M | 0.79% | 79,100 | PUT | NONE |
| 609207105 | MDLZ | MONDELEZ INTL INC | $4.9M | 0.78% | 67,800 | PUT | NONE |
| 92826C839 | V | VISA INC | $4.9M | 0.78% | 800 | CALL | NONE |
| 717081103 | PFE | PFIZER INC | $4.9M | 0.78% | 134,400 | PUT | NONE |
| 03073E105 | COR | CENCORA INC | $4.9M | 0.78% | 25,600 | CALL | NONE |
| 03073E105 | COR | CENCORA INC | $4.9M | 0.78% | 25,600 | PUT | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $4.8M | 0.76% | 75,300 | PUT | NONE |
| 78409V104 | SPGI | S&P GLOBAL INC | $4.8M | 0.76% | 2,100 | PUT | NONE |
| 78409V104 | SPGI | S&P GLOBAL INC | $4.8M | 0.76% | 2,100 | CALL | NONE |
| 92826C839 | V | VISA INC | $4.7M | 0.75% | 3,400 | PUT | NONE |
| 872540109 | TJX | TJX COS INC NEW | $4.5M | 0.71% | 8,200 | CALL | NONE |
| 872540109 | TJX | TJX COS INC NEW | $4.5M | 0.71% | 19,200 | PUT | NONE |
| 713448108 | PEP | PEPSICO INC | $4.0M | 0.63% | 21,400 | PUT | NONE |
| 931142103 | WMT | WALMART INC | $3.8M | 0.60% | 12,000 | PUT | NONE |
| 931142103 | WMT | WALMART INC | $3.8M | 0.60% | 12,000 | CALL | NONE |
| 704326107 | PAYX | PAYCHEX INC | $3.8M | 0.60% | 34,000 | CALL | NONE |
| 704326107 | PAYX | PAYCHEX INC | $3.8M | 0.60% | 34,000 | PUT | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $2.8M | 0.45% | 68,500 | PUT | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $2.8M | 0.45% | 68,500 | CALL | NONE |
| 370334104 | GIS | GENERAL MLS INC | $2.8M | 0.44% | 36,400 | CALL | NONE |
| 311900104 | FAST | FASTENAL CO | $2.8M | 0.44% | 47,300 | PUT | NONE |
| 311900104 | FAST | FASTENAL CO | $2.8M | 0.44% | 47,300 | CALL | NONE |
| 500754106 | KHC | KRAFT HEINZ CO | $2.5M | 0.40% | 71,100 | PUT | NONE |
| 500754106 | KHC | KRAFT HEINZ CO | $2.5M | 0.40% | 71,100 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $2.4M | 0.38% | 34,900 | CALL | NONE |
| 031162100 | AMGN | AMGEN INC | $2.4M | 0.37% | 10,600 | CALL | NONE |
| 902494103 | TSN | TYSON FOODS INC | $2.3M | 0.36% | 24,900 | CALL | NONE |
| 037833100 | AAPL | APPLE INC | $2.3M | 0.36% | 11,600 | PUT | NONE |
| 037833100 | AAPL | APPLE INC | $2.3M | 0.36% | 11,600 | CALL | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $2.2M | 0.35% | 10,000 | PUT | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $2.2M | 0.35% | 10,000 | CALL | NONE |
| 43300A203 | HLT | HILTON WORLDWIDE HLDGS INC | $2.1M | 0.33% | 14,300 | PUT | NONE |
| 43300A203 | HLT | HILTON WORLDWIDE HLDGS INC | $2.1M | 0.33% | 14,300 | CALL | NONE |
| 09247X101 | BLKCHF | BLACKROCK INC | $2.1M | 0.33% | 3,000 | PUT | NONE |
| 09247X101 | BLKCHF | BLACKROCK INC | $2.1M | 0.33% | 3,000 | CALL | NONE |
| 88579Y101 | MMM | 3M CO | $1.9M | 0.30% | 18,900 | CALL | NONE |
| 778296103 | ROST | ROSS STORES INC | $1.9M | 0.30% | 4,200 | PUT | NONE |
| 778296103 | ROST | ROSS STORES INC | $1.9M | 0.30% | 4,200 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $1.8M | 0.28% | 25,600 | PUT | NONE |
| 370334104 | GIS | GENERAL MLS INC | $1.7M | 0.27% | 22,600 | PUT | NONE |
| 231021106 | CMI | CUMMINS INC | $1.7M | 0.27% | 6,900 | CALL | NONE |
| 231021106 | CMI | CUMMINS INC | $1.7M | 0.27% | 6,900 | PUT | NONE |
| 189054109 | CLX | CLOROX CO DEL | $1.5M | 0.24% | 9,700 | CALL | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $1.5M | 0.24% | 6,700 | PUT | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $1.5M | 0.24% | 6,700 | CALL | NONE |
| 40412C101 | HCA | HCA HEALTHCARE INC | $1.5M | 0.24% | 5,000 | CALL | NONE |
| 30231G102 | XOM | EXXON MOBIL CORP | $1.5M | 0.24% | 7,200 | CALL | NONE |
| 30231G102 | XOM | EXXON MOBIL CORP | $1.5M | 0.24% | 7,200 | PUT | NONE |
| 548661107 | LOW | LOWES COS INC | $1.4M | 0.22% | 6,300 | CALL | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.4M | 0.22% | 8,301 | Common | SOLE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.4M | 0.22% | 8,300 | CALL | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.4M | 0.22% | 8,300 | PUT | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $1.4M | 0.22% | 18,500 | CALL | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $1.4M | 0.22% | 18,500 | PUT | NONE |
| 235851102 | DHR | DANAHER CORPORATION | $1.2M | 0.19% | 5,600 | CALL | NONE |
| 235851102 | DHR | DANAHER CORPORATION | $1.2M | 0.19% | 5,600 | PUT | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $1.1M | 0.18% | 6,500 | CALL | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $1.1M | 0.18% | 6,500 | PUT | NONE |
| 902973304 | USB | US BANCORP DEL | $1.1M | 0.17% | 33,437 | Common | SOLE |
| 902973304 | USB | US BANCORP DEL | $1.1M | 0.17% | 33,400 | CALL | NONE |
| 902973304 | USB | US BANCORP DEL | $1.1M | 0.17% | 33,400 | PUT | NONE |
| 189054109 | CLX | CLOROX CO DEL | $1.1M | 0.17% | 6,900 | PUT | NONE |
| 097023105 | BA | BOEING CO | $1.1M | 0.17% | 5,180 | Common | SOLE |
| 237194105 | DRI | DARDEN RESTAURANTS INC | $1.1M | 0.17% | 6,400 | CALL | NONE |
| 902494103 | TSN | TYSON FOODS INC | $1.0M | 0.16% | 19,900 | PUT | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $1.0M | 0.16% | 2,100 | CALL | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $1.0M | 0.16% | 2,100 | PUT | NONE |
| 911312106 | UPS | UNITED PARCEL SERVICE INC | $1.0M | 0.16% | 5,600 | CALL | NONE |
| 911312106 | UPS | UNITED PARCEL SERVICE INC | $1.0M | 0.16% | 5,600 | PUT | NONE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $996,489 | 0.16% | 3,900 | CALL | NONE |
| 988498101 | YUM | YUM BRANDS INC | $955,995 | 0.15% | 6,900 | CALL | NONE |
| 988498101 | YUM | YUM BRANDS INC | $955,995 | 0.15% | 6,900 | PUT | NONE |
| 49177J102 | KVUE | KENVUE INC | $953,762 | 0.15% | 36,100 | CALL | NONE |
| 49177J102 | KVUE | KENVUE INC | $953,762 | 0.15% | 36,100 | PUT | NONE |
| 45866F104 | ICE | INTERCONTINENTAL EXCHANGE IN | $949,872 | 0.15% | 8,400 | PUT | NONE |
| 45866F104 | ICE | INTERCONTINENTAL EXCHANGE IN | $949,872 | 0.15% | 8,400 | CALL | NONE |
| 580135101 | MCD | MCDONALDS CORP | $925,071 | 0.15% | 3,100 | PUT | NONE |
| 580135101 | MCD | MCDONALDS CORP | $925,071 | 0.15% | 3,100 | CALL | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $896,527 | 0.14% | 6,700 | CALL | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $896,527 | 0.14% | 6,700 | PUT | NONE |
| 969457100 | WMB | WILLIAMS COS INC | $890,799 | 0.14% | 27,300 | PUT | NONE |
| 969457100 | WMB | WILLIAMS COS INC | $890,799 | 0.14% | 27,300 | CALL | NONE |
| 609207105 | MDLZ | MONDELEZ INTL INC | $875,280 | 0.14% | 12,000 | CALL | NONE |
| 001055102 | AFL | AFLAC INC | $872,500 | 0.14% | 12,500 | CALL | NONE |
| 001055102 | AFL | AFLAC INC | $872,500 | 0.14% | 12,500 | PUT | NONE |
| 88579Y101 | MMM | 3M CO | $850,765 | 0.13% | 8,500 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $816,788 | 0.13% | 2,211 | Common | SOLE |
| 693506107 | PPG | PPG INDS INC | $785,990 | 0.12% | 5,300 | PUT | NONE |
| 693506107 | PPG | PPG INDS INC | $785,990 | 0.12% | 5,300 | CALL | NONE |
| 40412C101 | HCA | HCA HEALTHCARE INC | $758,700 | 0.12% | 2,500 | PUT | NONE |
| 026874784 | AIG | AMERICAN INTL GROUP INC | $730,758 | 0.12% | 12,700 | PUT | NONE |
| 026874784 | AIG | AMERICAN INTL GROUP INC | $730,758 | 0.12% | 12,700 | CALL | NONE |
| 464287655 | IWM | ISHARES TR | $730,353 | 0.12% | 3,900 | PUT | NONE |
| 464287655 | IWM | ISHARES TR | $730,353 | 0.12% | 3,900 | CALL | NONE |
| 437076102 | HD | HOME DEPOT INC | $714,472 | 0.11% | 2,300 | PUT | NONE |
| 437076102 | HD | HOME DEPOT INC | $714,472 | 0.11% | 2,300 | CALL | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $701,561 | 0.11% | 5,300 | PUT | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $701,561 | 0.11% | 5,300 | CALL | NONE |
| 64110D104 | NTAP | NETAPP INC | $695,240 | 0.11% | 9,100 | CALL | NONE |
| 64110D104 | NTAP | NETAPP INC | $695,240 | 0.11% | 9,100 | PUT | NONE |
| 149123101 | CAT | CATERPILLAR INC | $688,940 | 0.11% | 2,800 | CALL | NONE |
| 149123101 | CAT | CATERPILLAR INC | $688,940 | 0.11% | 2,800 | PUT | NONE |
| 172967424 | C | CITIGROUP INC | $639,956 | 0.10% | 13,900 | PUT | NONE |
| 172967424 | C | CITIGROUP INC | $639,956 | 0.10% | 13,900 | CALL | NONE |
| 718546104 | PSX | PHILLIPS 66 | $619,970 | 0.10% | 6,500 | PUT | NONE |
| 718546104 | PSX | PHILLIPS 66 | $619,970 | 0.10% | 6,500 | CALL | NONE |
| 617446448 | MS | MORGAN STANLEY | $614,880 | 0.10% | 7,200 | CALL | NONE |
| 617446448 | MS | MORGAN STANLEY | $614,880 | 0.10% | 7,200 | PUT | NONE |
| 060505104 | BAC | BANK AMERICA CORP | $570,931 | 0.09% | 19,900 | PUT | NONE |
| 060505104 | BAC | BANK AMERICA CORP | $570,931 | 0.09% | 19,900 | CALL | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $516,647 | 0.08% | 4,102 | Common | SOLE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $516,395 | 0.08% | 4,100 | PUT | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $516,395 | 0.08% | 4,100 | CALL | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $464,901 | 0.07% | 15,318 | Common | SOLE |
| 89832Q109 | TFC | TRUIST FINL CORP | $464,355 | 0.07% | 15,300 | PUT | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $464,355 | 0.07% | 15,300 | CALL | NONE |
| 98954M200 | Z | ZILLOW GROUP INC | $387,002 | 0.06% | 7,700 | CALL | NONE |
| 98954M200 | Z | ZILLOW GROUP INC | $387,002 | 0.06% | 7,700 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $366,478 | 0.06% | 1,400 | CALL | NONE |
| 037833100 | AAPL | APPLE INC | $354,771 | 0.06% | 1,829 | Common | SOLE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $337,273 | 0.05% | 1,320 | Common | SOLE |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $307,557 | 0.05% | 2,700 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $292,908 | 0.05% | 2,200 | CALL | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $277,200 | 0.04% | 814 | Common | SOLE |
| 550424105 | — | LUMINAR TECHNOLOGIES INC | $275,200 | 0.04% | 40,000 | CALL | NONE |
| 550424105 | — | LUMINAR TECHNOLOGIES INC | $275,200 | 0.04% | 40,000 | Common | SOLE |
| 747525103 | QCOM | QUALCOMM INC | $250,579 | 0.04% | 2,105 | Common | SOLE |
| 907818108 | UNP | UNION PAC CORP | $229,584 | 0.04% | 1,122 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $211,510 | 0.03% | 500 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $211,510 | 0.03% | 500 | CALL | NONE |
| 855244109 | SBUX | STARBUCKS CORP | $204,757 | 0.03% | 2,067 | Common | SOLE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $204,516 | 0.03% | 520 | Common | SOLE |
| 855244109 | SBUX | STARBUCKS CORP | $198,120 | 0.03% | 2,000 | PUT | NONE |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $193,647 | 0.03% | 1,700 | CALL | NONE |
| 60770K107 | MRNA | MODERNA INC | $182,250 | 0.03% | 1,500 | CALL | NONE |
| 92826C839 | V | VISA INC | $181,672 | 0.03% | 765 | Common | SOLE |
| 060505104 | BAC | BANK AMERICA CORP | $156,533 | 0.02% | 5,456 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $148,118 | 0.02% | 2,225 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $103,399 | 0.02% | 395 | Common | SOLE |
| 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.