The TEX86 is a new temperature proxy which is based on the number of cyclopentane moieties in the glycerol dialkyl glycerol tetraether (GDGT) lipids of the membranes of Crenarchaeota that occur ubiquitously in oceans and shelf seas. This proxy was calibrated by core top sediments, but it is as yet not clear during which season and at which depth in the water column the GDGT signal used for TEX86 paleothermometry is biosynthesized. Here we analyzed >200 particulate organic matter (POM) samples from 11 different marine settings for TEX86. This revealed that the GDGTs occur seasonally in surface waters and occur in higher abundances during the winter and spring months. The depth distribution showed that GDGTs generally appeared in higher amounts below 100 m depth in the water column. However, the TEX86 values for waters below the photic zone (150--1500 m) did not correlate with the in situ temperature but rather correlated linearly with surface temperature. The TEX86 for POM from the upper 100 m showed a linear correlation with in situ temperature, which was nearly identical to the previously reported core top equation. The correlation of all POM samples with surface temperature was also strikingly similar to the core top correlation. These findings demonstrate that the GDGT signal which reaches the sediment is mainly derived from the upper 100 m of the water column. This may be caused by the fact that GDGTs from the photic zone are much more effectively transported to the sediment by grazing and repackaging in large particles than GDGTs from deeper waters.