Glenmede Secured Options Portfolio (GTSOX)

Fund Assets	280.96M
Expense Ratio	0.866%
Min. Investment	$1,000
Turnover	n/a
Dividend (ttm)	0.01
Dividend Yield	0.06%
Dividend Growth	-79.87%
Payout Frequency	Quarterly
Ex-Dividend Date	Jul 17, 2026

Previous Close	14.24
YTD Return	11.79%
1-Year Return	13.90%
5-Year Return	40.78%
52-Week Low	13.35
52-Week High	14.79
Beta (5Y)	0.49
Holdings	12
Inception Date	Jun 30, 2010

About GTSOX

Glenmede Secured Options Portfolio is a mutual fund that seeks long-term capital appreciation and option premiums consistent with reasonable risk to principal. The portfolio primarily employs an active options selection process on the S&P 500 Index, utilizing cash-secured put options or covered calls with strikes approximately plus or minus 2% of the index value and expirations ranging from one week to three months. It holds a basket of individual stocks or ETFs as collateral for covered calls and continuously writes options to generate premium income, resetting at least every expiration while managing positions actively between cycles. This approach aims to capture the Volatility Risk Premium, balance upside participation with a downside cushion, dampen volatility, and provide diversification to traditional asset allocations, all without external leverage as 100% of the notional value is secured. Managed by Glenmede Investment Management LP in Philadelphia, Pennsylvania, since 2010, the fund benchmarks against indices like the CBOE S&P 500 PutWrite Index and focuses on optimizing risk-return through proprietary quantitative models and put-call parity analysis within its defined parameters.

• Fund Family: Glenmede
• Category: Options Trading
• Performance Rating: Average
• Risk Rating: Average
• Stock Exchange: Nasdaq
• Ticker Symbol: GTSOX
• Share Class: - Advisor Shares
• Index: CBOE S&P 500 PutWrite Index

Performance

GTSOX had a total return of 13.90% in the past year, including dividends. Since the fund's inception, the average annual return has been 7.63%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
GLSOX	- Institutional Shares	0.66%

Top 10 Holdings

161.01% of assets

Name	Symbol	Weight
Options Clearing Corp. - S+P 500 INDEX	n/a	130.58%
Vanguard S&P 500 ETF	VOO	7.43%
Goldman Sachs Asset Management - Goldman Sachs Financial Square Treasury Obligations Fund	FGAXX	5.96%
State Street SPDR S&P 500 ETF Trust	n/a	5.95%
United States Treasury - U.S. Treasury Bills	B.0 10.06.26	5.60%
Options Clearing Corp. - S+P 500 INDEX	n/a	4.39%
United States Treasury - U.S. Treasury Bills	B.0 08.11.26	1.58%
Fixed Income Clearing Corp. - FIXED INC CLEARING CORP.REPO	n/a	0.00%
Options Clearing Corp. - S+P 500 INDEX	n/a	-0.04%
Options Clearing Corp. - S+P 500 INDEX	n/a	-0.45%

Dividend History

Ex-Dividend	Amount	Pay Date
Jul 17, 2026	$1.0457	Jul 20, 2026
Apr 1, 2026	$0.0015	Apr 6, 2026
Dec 15, 2025	$0.991	Dec 16, 2025
Oct 1, 2025	$0.0076	Oct 6, 2025
Jul 2, 2025	$0.0013	Jul 7, 2025
Apr 2, 2025	$0.0246	Apr 7, 2025

Data Sources: Tiingo, Financial Modeling Prep, and more

Historical data is provided by Tiingo. Delayed stock pricing data is provided by Financial Modeling Prep. Several fund data points are also provided by Finnhub.

Last checked:

Oct 16, 2026

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