BLAS with glmnet

I'm using a multithreaded BLAS library with R and I see the expected
speed improvements with matrix multiplication, svd, etc.  However,
glmnet continues to use only a single CPU.  Since this package is
compiled from Fortran, is this the expected behavior or is there a way
to compile the glmnet package so that it uses the multithreaded BLAS
library?
Thank you

Brian