Q2 2024 · 13F-HR
Delta Accumulation, LLCholdings as filed
Filed 2024-08-08 · accession 0001808389-24-000004
$1.40B
Reported value
181
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 22160K105 | COST | COSTCO WHSL CORP NEW | $127.2M | 9.09% | 173,600 | PUT | NONE |
| 22160K105 | COST | COSTCO WHSL CORP NEW | $75.1M | 5.37% | 102,500 | CALL | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $67.9M | 4.85% | 8,400 | PUT | NONE |
| 03073E105 | COR | CENCORA INC | $66.3M | 4.74% | 272,900 | PUT | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $56.4M | 4.03% | 281,700 | PUT | NONE |
| 58155Q103 | MCK | MCKESSON CORP | $47.8M | 3.42% | 2,100 | CALL | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $47.4M | 3.39% | 258,000 | PUT | NONE |
| 03073E105 | COR | CENCORA INC | $44.9M | 3.21% | 184,600 | CALL | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $41.7M | 2.98% | 2,800 | PUT | NONE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $38.1M | 2.72% | 190,100 | CALL | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $35.0M | 2.50% | 17,000 | PUT | NONE |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $33.5M | 2.40% | 182,500 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $32.0M | 2.28% | 9,600 | PUT | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $31.2M | 2.23% | 2,800 | CALL | NONE |
| 532457108 | LLY | LILLY ELI & CO | $29.6M | 2.12% | 38,100 | PUT | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $27.5M | 1.96% | 3,200 | CALL | NONE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $26.9M | 1.92% | 3,100 | CALL | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $26.0M | 1.86% | 232,000 | PUT | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $21.3M | 1.52% | 44,300 | PUT | NONE |
| 14149Y108 | CAH | CARDINAL HEALTH INC | $21.1M | 1.51% | 188,500 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $19.5M | 1.39% | 40,500 | CALL | NONE |
| 311900104 | FAST | FASTENAL CO | $18.7M | 1.34% | 242,800 | PUT | NONE |
| 43300A203 | HLT | HILTON WORLDWIDE HLDGS INC | $15.7M | 1.12% | 73,800 | PUT | NONE |
| 427866108 | HSY | HERSHEY CO | $15.6M | 1.11% | 80,000 | CALL | NONE |
| 311900104 | FAST | FASTENAL CO | $14.8M | 1.06% | 191,400 | CALL | NONE |
| 92826C839 | V | VISA INC | $14.3M | 1.02% | 3,400 | CALL | NONE |
| 92826C839 | V | VISA INC | $14.3M | 1.02% | 3,400 | PUT | NONE |
| 43300A203 | HLT | HILTON WORLDWIDE HLDGS INC | $12.4M | 0.89% | 58,300 | CALL | NONE |
| 031162100 | AMGN | AMGEN INC | $12.0M | 0.86% | 42,200 | CALL | NONE |
| 031162100 | AMGN | AMGEN INC | $12.0M | 0.86% | 42,200 | PUT | NONE |
| 532457108 | LLY | LILLY ELI & CO | $11.5M | 0.82% | 14,800 | CALL | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $11.0M | 0.78% | 5,300 | PUT | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $10.1M | 0.72% | 53,100 | PUT | NONE |
| 020002101 | ALL | ALLSTATE CORP | $9.5M | 0.68% | 54,700 | PUT | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $9.4M | 0.67% | 6,500 | PUT | NONE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $8.9M | 0.63% | 46,400 | CALL | NONE |
| 68389X105 | ORCL | ORACLE CORP | $8.6M | 0.61% | 7,900 | PUT | NONE |
| 872540109 | TJX | TJX COS INC NEW | $8.4M | 0.60% | 8,200 | PUT | NONE |
| 020002101 | ALL | ALLSTATE CORP | $8.4M | 0.60% | 48,400 | CALL | NONE |
| 743315103 | PGR | PROGRESSIVE CORP | $8.1M | 0.58% | 10,800 | CALL | NONE |
| 94106L109 | WM | WASTE MGMT INC DEL | $7.7M | 0.55% | 6,500 | CALL | NONE |
| 872540109 | TJX | TJX COS INC NEW | $7.6M | 0.54% | 8,200 | CALL | NONE |
| 427866108 | HSY | HERSHEY CO | $6.6M | 0.47% | 34,100 | PUT | NONE |
| 68389X105 | ORCL | ORACLE CORP | $6.3M | 0.45% | 7,800 | CALL | NONE |
| 717081103 | PFE | PFIZER INC | $5.8M | 0.42% | 76,000 | CALL | NONE |
| 231021106 | CMI | CUMMINS INC | $5.3M | 0.38% | 18,100 | PUT | NONE |
| 500754106 | KHC | KRAFT HEINZ CO | $5.3M | 0.38% | 142,600 | CALL | NONE |
| 500754106 | KHC | KRAFT HEINZ CO | $5.3M | 0.38% | 142,600 | PUT | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $5.2M | 0.37% | 104,300 | PUT | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $5.2M | 0.37% | 104,300 | CALL | NONE |
| 026874784 | AIG | AMERICAN INTL GROUP INC | $5.0M | 0.36% | 64,600 | PUT | NONE |
| 12572Q105 | CME | CME GROUP INC | $4.7M | 0.33% | 21,700 | PUT | NONE |
| 12572Q105 | CME | CME GROUP INC | $4.7M | 0.33% | 21,700 | CALL | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $4.4M | 0.32% | 70,600 | CALL | NONE |
| 231021106 | CMI | CUMMINS INC | $4.2M | 0.30% | 14,200 | CALL | NONE |
| 026874784 | AIG | AMERICAN INTL GROUP INC | $4.1M | 0.29% | 51,900 | CALL | NONE |
| 09247X101 | BLKCHF | BLACKROCK INC | $4.0M | 0.29% | 4,800 | PUT | NONE |
| 09247X101 | BLKCHF | BLACKROCK INC | $4.0M | 0.29% | 4,800 | CALL | NONE |
| 45866F104 | ICE | INTERCONTINENTAL EXCHANGE IN | $3.8M | 0.27% | 27,300 | PUT | NONE |
| 45866F104 | ICE | INTERCONTINENTAL EXCHANGE IN | $3.8M | 0.27% | 27,300 | CALL | NONE |
| 713448108 | PEP | PEPSICO INC | $3.7M | 0.27% | 6,000 | CALL | NONE |
| 713448108 | PEP | PEPSICO INC | $3.7M | 0.27% | 6,000 | PUT | NONE |
| 717081103 | PFE | PFIZER INC | $3.7M | 0.27% | 58,700 | PUT | NONE |
| 907818108 | UNP | UNION PAC CORP | $3.6M | 0.25% | 2,200 | PUT | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $3.6M | 0.25% | 65,600 | CALL | NONE |
| 00287Y109 | ABBV | ABBVIE INC | $3.5M | 0.25% | 19,200 | PUT | NONE |
| 00287Y109 | ABBV | ABBVIE INC | $3.5M | 0.25% | 19,200 | CALL | NONE |
| 907818108 | UNP | UNION PAC CORP | $3.0M | 0.22% | 2,200 | CALL | NONE |
| 17275R102 | CSCO | CISCO SYS INC | $3.0M | 0.22% | 60,500 | Common | SOLE |
| 931142103 | WMT | WALMART INC | $3.0M | 0.21% | 36,600 | PUT | NONE |
| 931142103 | WMT | WALMART INC | $3.0M | 0.21% | 36,600 | CALL | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $2.6M | 0.19% | 6,700 | PUT | NONE |
| 655844108 | NSC | NORFOLK SOUTHN CORP | $2.6M | 0.19% | 6,700 | CALL | NONE |
| 78409V104 | SPGI | S&P GLOBAL INC | $2.6M | 0.19% | 6,100 | CALL | NONE |
| 78409V104 | SPGI | S&P GLOBAL INC | $2.6M | 0.19% | 6,100 | PUT | NONE |
| 863667101 | SYK | STRYKER CORPORATION | $2.5M | 0.18% | 1,400 | PUT | NONE |
| 863667101 | SYK | STRYKER CORPORATION | $2.5M | 0.18% | 1,400 | CALL | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $2.5M | 0.18% | 10,000 | CALL | NONE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING IN | $2.5M | 0.18% | 10,000 | PUT | NONE |
| 778296103 | ROST | ROSS STORES INC | $2.5M | 0.18% | 4,200 | PUT | NONE |
| 778296103 | ROST | ROSS STORES INC | $2.5M | 0.18% | 4,200 | CALL | NONE |
| 58933Y105 | MRK | MERCK & CO INC | $2.4M | 0.17% | 8,000 | PUT | NONE |
| 58933Y105 | MRK | MERCK & CO INC | $2.4M | 0.17% | 8,000 | CALL | NONE |
| 718546104 | PSX | PHILLIPS 66 | $2.1M | 0.15% | 6,500 | PUT | NONE |
| 149123101 | CAT | CATERPILLAR INC | $2.1M | 0.15% | 5,600 | PUT | NONE |
| 039483102 | ADM | ARCHER DANIELS MIDLAND CO | $2.0M | 0.15% | 32,500 | PUT | NONE |
| 437076102 | HD | HOME DEPOT INC | $2.0M | 0.14% | 5,200 | PUT | NONE |
| 437076102 | HD | HOME DEPOT INC | $2.0M | 0.14% | 5,200 | CALL | NONE |
| 370334104 | GIS | GENERAL MLS INC | $2.0M | 0.14% | 28,300 | CALL | NONE |
| 025816109 | AXP | AMERICAN EXPRESS CO | $1.9M | 0.14% | 8,500 | CALL | NONE |
| 025816109 | AXP | AMERICAN EXPRESS CO | $1.9M | 0.14% | 8,500 | PUT | NONE |
| 64110D104 | NTAP | NETAPP INC | $1.9M | 0.14% | 9,100 | PUT | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $1.9M | 0.13% | 2,100 | CALL | NONE |
| 91324P102 | UNH | UNITEDHEALTH GROUP INC | $1.9M | 0.13% | 2,100 | PUT | NONE |
| 464287655 | IWM | ISHARES TR | $1.6M | 0.11% | 7,500 | CALL | NONE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $1.5M | 0.11% | 28,400 | PUT | NONE |
| 902973304 | USB | US BANCORP DEL | $1.5M | 0.11% | 33,448 | Common | SOLE |
| 902973304 | USB | US BANCORP DEL | $1.5M | 0.11% | 33,400 | PUT | NONE |
| 902973304 | USB | US BANCORP DEL | $1.5M | 0.11% | 33,400 | CALL | NONE |
| 369550108 | GD | GENERAL DYNAMICS CORP | $1.4M | 0.10% | 4,900 | PUT | NONE |
| 369550108 | GD | GENERAL DYNAMICS CORP | $1.4M | 0.10% | 4,900 | CALL | NONE |
| 194162103 | CL | COLGATE PALMOLIVE CO | $1.3M | 0.10% | 14,800 | PUT | NONE |
| 194162103 | CL | COLGATE PALMOLIVE CO | $1.3M | 0.10% | 14,800 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $1.3M | 0.09% | 16,300 | CALL | NONE |
| 126650100 | CVS | CVS HEALTH CORP | $1.3M | 0.09% | 16,300 | PUT | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.3M | 0.09% | 8,301 | Common | SOLE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.3M | 0.09% | 8,300 | CALL | NONE |
| 256677105 | DG | DOLLAR GEN CORP NEW | $1.3M | 0.09% | 8,300 | PUT | NONE |
| 902494103 | TSN | TYSON FOODS INC | $1.2M | 0.08% | 20,005 | Common | SOLE |
| 902494103 | TSN | TYSON FOODS INC | $1.2M | 0.08% | 19,900 | PUT | NONE |
| 902494103 | TSN | TYSON FOODS INC | $1.2M | 0.08% | 19,900 | CALL | NONE |
| 744320102 | PRU | PRUDENTIAL FINL INC | $1.1M | 0.08% | 3,500 | CALL | NONE |
| 744320102 | PRU | PRUDENTIAL FINL INC | $1.1M | 0.08% | 3,500 | PUT | NONE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $1.1M | 0.08% | 1,300 | CALL | NONE |
| 872590104 | TMUS | T-MOBILE US INC | $1.1M | 0.08% | 6,600 | CALL | NONE |
| 872590104 | TMUS | T-MOBILE US INC | $1.1M | 0.08% | 6,600 | PUT | NONE |
| 001055102 | AFL | AFLAC INC | $1.1M | 0.08% | 12,500 | PUT | NONE |
| 001055102 | AFL | AFLAC INC | $1.1M | 0.08% | 12,500 | CALL | NONE |
| 291011104 | EMR | EMERSON ELEC CO | $1.1M | 0.08% | 9,400 | PUT | NONE |
| 291011104 | EMR | EMERSON ELEC CO | $1.1M | 0.08% | 9,400 | CALL | NONE |
| 969457100 | WMB | WILLIAMS COS INC | $1.1M | 0.08% | 27,300 | PUT | NONE |
| 969457100 | WMB | WILLIAMS COS INC | $1.1M | 0.08% | 27,300 | CALL | NONE |
| 718546104 | PSX | PHILLIPS 66 | $1.1M | 0.08% | 6,500 | CALL | NONE |
| 189054109 | CLX | CLOROX CO DEL | $1.1M | 0.08% | 6,900 | CALL | NONE |
| 189054109 | CLX | CLOROX CO DEL | $1.1M | 0.08% | 6,900 | PUT | NONE |
| 548661107 | LOW | LOWES COS INC | $1.0M | 0.07% | 4,100 | CALL | NONE |
| 548661107 | LOW | LOWES COS INC | $1.0M | 0.07% | 4,100 | PUT | NONE |
| 149123101 | CAT | CATERPILLAR INC | $1.0M | 0.07% | 2,800 | CALL | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $983,926 | 0.07% | 2,216 | Common | SOLE |
| 64110D104 | NTAP | NETAPP INC | $955,227 | 0.07% | 9,100 | CALL | NONE |
| 40412C101 | HCA | HCA HEALTHCARE INC | $833,825 | 0.06% | 2,500 | CALL | NONE |
| 40412C101 | HCA | HCA HEALTHCARE INC | $833,825 | 0.06% | 2,500 | PUT | NONE |
| 40412C101 | HCA | HCA HEALTHCARE INC | $833,825 | 0.06% | 2,500 | Common | SOLE |
| 464287655 | IWM | ISHARES TR | $820,170 | 0.06% | 3,900 | PUT | NONE |
| 370334104 | GIS | GENERAL MLS INC | $790,661 | 0.06% | 11,300 | PUT | NONE |
| 30231G102 | XOM | EXXON MOBIL CORP | $778,808 | 0.06% | 6,700 | CALL | NONE |
| 30231G102 | XOM | EXXON MOBIL CORP | $778,808 | 0.06% | 6,700 | PUT | NONE |
| 88579Y101 | MMM | 3M CO | $753,797 | 0.05% | 8,500 | CALL | NONE |
| 88579Y101 | MMM | 3M CO | $753,797 | 0.05% | 8,500 | PUT | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $715,275 | 0.05% | 16,500 | PUT | NONE |
| 20030N101 | CMCSA | COMCAST CORP NEW | $715,275 | 0.05% | 16,500 | CALL | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $679,884 | 0.05% | 1,616 | Common | SOLE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $663,045 | 0.05% | 4,103 | Common | SOLE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $662,560 | 0.05% | 4,100 | CALL | NONE |
| 693475105 | PNC | PNC FINL SVCS GROUP INC | $662,560 | 0.05% | 4,100 | PUT | NONE |
| 911312106 | UPS | UNITED PARCEL SERVICE INC | $653,972 | 0.05% | 4,400 | PUT | NONE |
| 911312106 | UPS | UNITED PARCEL SERVICE INC | $653,972 | 0.05% | 4,400 | CALL | NONE |
| 009066101 | ABNB | AIRBNB INC | $634,601 | 0.05% | 3,847 | Common | SOLE |
| 009066101 | ABNB | AIRBNB INC | $626,848 | 0.04% | 3,800 | PUT | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $597,330 | 0.04% | 15,324 | Common | SOLE |
| 89832Q109 | TFC | TRUIST FINL CORP | $596,394 | 0.04% | 15,300 | PUT | NONE |
| 89832Q109 | TFC | TRUIST FINL CORP | $596,394 | 0.04% | 15,300 | CALL | NONE |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $491,201 | 0.04% | 1,020 | Common | SOLE |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $487,323 | 0.03% | 2,700 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $451,780 | 0.03% | 500 | CALL | NONE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $451,780 | 0.03% | 500 | Common | SOLE |
| 92826C839 | V | VISA INC | $437,318 | 0.03% | 1,567 | Common | SOLE |
| 189054109 | CLX | CLOROX CO DEL | $428,708 | 0.03% | 2,800 | Common | SOLE |
| 824348106 | SHW | SHERWIN WILLIAMS CO | $382,063 | 0.03% | 1,100 | PUT | NONE |
| 824348106 | SHW | SHERWIN WILLIAMS CO | $382,063 | 0.03% | 1,100 | CALL | NONE |
| 98954M200 | Z | ZILLOW GROUP INC | $375,606 | 0.03% | 7,700 | Common | SOLE |
| 98954M200 | Z | ZILLOW GROUP INC | $375,606 | 0.03% | 7,700 | CALL | NONE |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $375,052 | 0.03% | 1,320 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $372,152 | 0.03% | 2,200 | CALL | NONE |
| 237194105 | DRI | DARDEN RESTAURANTS INC | $367,730 | 0.03% | 2,200 | PUT | NONE |
| 237194105 | DRI | DARDEN RESTAURANTS INC | $367,730 | 0.03% | 2,200 | CALL | NONE |
| 747525103 | QCOM | QUALCOMM INC | $357,900 | 0.03% | 2,114 | Common | SOLE |
| 747525103 | QCOM | QUALCOMM INC | $355,530 | 0.03% | 2,100 | PUT | NONE |
| 037833100 | AAPL | APPLE INC | $313,980 | 0.02% | 1,831 | Common | SOLE |
| 907818108 | UNP | UNION PAC CORP | $275,933 | 0.02% | 1,122 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $246,106 | 0.02% | 1,400 | CALL | NONE |
| 060505104 | BAC | BANK AMERICA CORP | $208,370 | 0.01% | 5,495 | Common | SOLE |
| 855244109 | SBUX | STARBUCKS CORP | $190,000 | 0.01% | 2,079 | Common | SOLE |
| 852234103 | XYZ | BLOCK INC | $188,191 | 0.01% | 2,225 | Common | SOLE |
| 855244109 | SBUX | STARBUCKS CORP | $182,780 | 0.01% | 2,000 | PUT | NONE |
| 60770K107 | MRNA | MODERNA INC | $159,840 | 0.01% | 1,500 | CALL | NONE |
| 550424105 | — | LUMINAR TECHNOLOGIES INC | $78,800 | 0.01% | 40,000 | CALL | NONE |
| 550424105 | — | LUMINAR TECHNOLOGIES INC | $78,800 | 0.01% | 40,000 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $69,437 | 0.00% | 395 | Common | SOLE |
| 097023105 | BA | BOEING CO | $34,738 | 0.00% | 180 | Common | SOLE |
| 949746101 | WMT2 | WELLS FARGO CO NEW | $4,231 | 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.