Secured Options Portfolio

Fund Profile

Fund profile

Tickers

GTSOX, GLSOX

Fund manager

Glenmede Fund Inc

Total assets

$1.01 bn

Liabilities

$400.46 mm

Net assets

$611.32 mm

Number of holdings

21.00

21 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
S+P 500 INDEX	460.52 mm	2.65 k contracts	75.33	Equity derivative	N/A	USA
S+P 500 INDEX	94.18 mm	200.00 contracts	15.41	Equity derivative	N/A	USA
S+P 500 INDEX	59.97 mm	220.00 contracts	9.81	Equity derivative	N/A	USA
U.S. Treasury Bills	47.43 mm	48.00 mm principal	7.76	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	44.13 mm	45.00 mm principal	7.22	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	39.79 mm	40.00 mm principal	6.51	Short-term investment vehicle	Long	USA
S+P 500 INDEX	27.46 mm	220.00 contracts	4.49	Equity derivative	N/A	USA
VBR Vanguard Small Cap Value Index Fund	15.68 mm	30.00 k shares	2.56	Common equity	Long	USA
SPY SPDR S&P 500 ETF Trust	12.57 mm	22.10 k shares	2.06	Common equity	Long	USA
S+P 500 INDEX	6.63 mm	2.65 k contracts	1.08	Equity derivative	N/A	USA
S+P 500 INDEX	5.76 mm	200.00 contracts	0.94	Equity derivative	N/A	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	883.36 k	883.36 k principal	0.14	Repurchase agreement	Long	USA
S+P 500 INDEX	-1.50 k	-200.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-9.35 k	-220.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-48.95 k	-220.00 contracts	-0.01	Equity derivative	N/A	USA
S+P 500 INDEX	-174.50 k	-50.00 contracts	-0.03	Equity derivative	N/A	USA
S+P 500 INDEX	-198.75 k	-15.00 contracts	-0.03	Equity derivative	N/A	USA
S+P 500 INDEX	-675.00 k	-200.00 contracts	-0.11	Equity derivative	N/A	USA
S+P 500 INDEX	-1.89 mm	-2.65 k contracts	-0.31	Equity derivative	N/A	USA
S+P 500 INDEX	-6.52 mm	-400.00 contracts	-1.07	Equity derivative	N/A	USA
S+P 500 INDEX	-202.22 mm	-2.65 k contracts	-33.08	Equity derivative	N/A	USA