SPDR Series Trust - State Street SPDR US Small Cap Low Volatility Index ETF
US ˙ ARCA ˙ US78468R8878

SecuritySMLV / SPDR Series Trust - State Street SPDR US Small Cap Low Volatility Index ETF
InstitutionMorgan Stanley
Latest Disclosed Ownership11,126 shares
Latest Disclosed Value $ 1,525,123
Morgan Stanley reports 9.16% increase in ownership of SMLV / SPDR Series Trust - State Street SPDR US Small Cap Low Volatility Index ETF

On May 15, 2026 - Morgan Stanley filed a 13F-HR form disclosing ownership of 11,126 shares of SPDR Series Trust - State Street SPDR US Small Cap Low Volatility Index ETF (US:SMLV) valued at $1,525,123 USD as of March 31, 2026. The entity filed a previous 13F-HR/A on May 27, 2026 disclosing 10,192 shares of SPDR Series Trust - State Street SPDR US Small Cap Low Volatility Index ETF. This represents a change in shares of 9.16% during the quarter. The current value of the position is $1,662,735 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F SPDR SERIES TRUST STATE STREET SPD 78468R887 11,126 934 9.16 1,525 14.15 0.0001
2026-05-27 2025-12-31 13F/A-1 SPDR SERIES TRUST STATE STREET SPD 78468R887 10,192 -35 -0.34 1,336 0.75 0.0001
2026-02-13 2025-12-31 13F SPDR SERIES TRUST STATE STREET SPD 78468R887 10,192 -35 1,336 0.0001
2026-05-27 2025-09-30 13F/A-1 SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 10,227 -437 -4.10 1,327 -0.60 0.0001
2025-11-14 2025-09-30 13F SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 10,227 -437 1,327 0.0001
2025-08-15 2025-06-30 13F SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 10,664 646 6.45 1,334 8.46 0.0001
2025-05-15 2025-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 10,018 3 0.03 1,231 -3.76 0.0001
2025-05-15 2024-12-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 10,015 536 5.65 1,278 8.58 0.0001
2025-02-14 2024-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 10,015 536 1,278 0.0001
2025-05-14 2024-09-30 13F/A-2 SPDR SER TR SSGA US SMAL ETF 78468R887 9,479 489 5.44 1,178 19.01 0.0001
2025-02-14 2024-09-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 9,479 489 1,178 0.0001
2024-11-14 2024-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 9,479 489 1,178 0.0001
2025-05-14 2024-06-30 13F/A-2 SPDR SER TR SSGA US SMAL ETF 78468R887 8,990 -3,126 -25.80 989 -27.12 0.0001
2024-10-17 2024-06-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 8,990 -3,126 989 0.0001
2024-08-14 2024-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,990 -3,126 989 0.0001
2024-10-17 2024-03-31 13F/A-2 SPDR SER TR SSGA US SMAL ETF 78468R887 12,116 -3,956 -24.61 1,357 -24.94 0.0001
2024-08-16 2024-03-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 12,116 -3,956 1,357 0.0000
2024-05-15 2024-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 12,116 -3,956 1,357 0.0001
2024-08-16 2023-12-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 16,072 1,779 12.45 1,809 27.95 0.0002
2024-02-13 2023-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 16,072 1,779 1,809 0.0002
2023-11-15 2023-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 14,293 -268 -1.84 1,414 -6.05 0.0001
2023-08-14 2023-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 14,561 937 6.88 1,504 5.03 0.0001
2023-05-15 2023-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 13,624 4,354 46.97 1,432 43.63 0.0002
2023-02-14 2022-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 9,270 1,523 19.66 998 30.33 0.0001
2022-11-14 2022-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 7,747 -2,474 -24.21 765 -28.24 0.0001
2022-10-27 2022-06-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 10,221 -103 -1.00 1,066 -9.58 0.0001
2022-08-15 2022-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 10,221 -103 1,066 0.0000
2022-10-27 2022-03-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 10,324 6 0.06 1,179 -4.38 0.0002
2022-05-13 2022-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 10,324 6 1,179 0.0002
2022-02-14 2021-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 10,318 2,257 28.00 1,233 36.39 0.0002
2021-11-15 2021-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,061 5 0.06 904 -0.33 0.0001
2021-08-23 2021-06-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 8,056 -181 -2.20 907 -1.20 0.0001
2021-08-16 2021-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,056 -181 907 0.0000
2021-05-17 2021-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,237 -570 -6.47 918 8.90 0.0001
2021-02-16 2020-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,807 -157 -1.75 843 24.15 0.0001
2020-11-13 2020-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 8,964 -2,056 -18.66 679 -19.26 0.0001
2020-08-14 2020-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 11,020 -2,373 -17.72 841 -4.97 0.0002
2020-05-26 2020-03-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 13,393 -1,044 -7.23 885 -38.75 0.0002
2020-05-15 2020-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 13,393 -1,044 885 67.9864
2020-02-14 2019-12-31 13F SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 14,437 -10,562 -42.25 1,445 -39.21 0.0003
2019-11-14 2019-09-30 13F SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 24,999 -4,616 -15.59 2,377 -13.72 0.0006
2019-08-14 2019-06-30 13F SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 29,615 691 2.39 2,755 4.08 0.0007
2019-05-15 2019-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 28,924 1,891 7.00 2,647 18.17 0.0007
2019-02-14 2018-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 27,033 -4,267 -13.63 2,240 -26.17 0.0007
2019-04-23 2018-09-30 13F/A-2 SPDR SER TR SSGA US SMAL ETF 78468R887 31,300 11,018 54.32 3,034 57.04 0.0008
2018-11-20 2018-09-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 31,300 0 3,034 0.0008
2018-11-14 2018-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 31,300 11,018 3,034
2019-04-23 2018-06-30 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 20,282 269 1.34 1,932 8.78 0.0005
2018-08-14 2018-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 20,282 269 1,932
2019-04-23 2018-03-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 20,013 -48,700 -70.87 1,776 -71.71 0.0005
2018-05-14 2018-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 20,013 -48,700 1,776
2019-04-23 2017-12-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 68,713 38,149 124.82 6,277 114.45 0.0017
2018-02-14 2017-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 68,713 38,149 6,277
2017-11-14 2017-09-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 30,564 -16,727 -35.37 2,927 -32.94 0.0009
2017-08-11 2017-06-30 13F SPDR SER TR SSGA US SMAL ETF 78468R887 47,291 569 1.22 4,365 2.03 0.0013
2017-05-22 2017-03-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 46,722 13,277 39.70 4,278 36.90 0.0013
2017-05-12 2017-03-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 46,722 4,278
2017-02-22 2016-12-31 13F/A-1 SPDR SER TR SSGA US SMAL ETF 78468R887 33,445 8,469 33.91 3,125 52.66 0.0010
2017-02-13 2016-12-31 13F SPDR SER TR SSGA US SMAL ETF 78468R887 33,445 3,125
2016-11-10 2016-09-30 13F SPDR SER TR RUSS2000 LOVOL 78468R887 24,976 3,157 14.47 2,047 20.41 0.0007
2016-08-12 2016-06-30 13F SPDR SER TR RUSS2000 LOVOL 78468R887 21,819 6,090 38.72 1,700 40.85 0.0006
2016-05-12 2016-03-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 15,729 2,806 21.71 1,207 25.08 0.0005
2016-02-09 2015-12-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 12,923 142 1.11 965 5.23 0.0003
2016-02-08 2015-09-30 13F/A-1 SPDR SER TR RUSS2000 LOVOL 78468R887 12,781 396 3.20 917 -4.08 0.0003
2015-11-09 2015-09-30 13F SPDR SER TR RUSS2000 LOVOL 78468R887 12,781 917
2015-08-12 2015-06-30 13F SPDR SER TR RUSS2000 LOVOL 78468R887 12,385 3,236 35.37 956 32.04 0.0003
2015-05-14 2015-03-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 9,149 6,764 283.61 724 289.25 0.0003
2015-02-13 2014-12-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 2,385 -72 -2.93 186 8.14 0.0001
2014-12-16 2014-09-30 13F/A-1 SPDR SER TR RUSS2000 LOVOL 78468R887 2,457 -1,170 -32.26 172 -34.35 0.0001
2014-11-14 2014-09-30 13F SPDR SER TR RUSS2000 LOVOL 78468R887 2,457 172
2014-05-13 2014-03-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 3,627 -650 -15.20 262 -13.53 0.0001
2014-02-13 2013-12-31 13F SPDR SER TR RUSS2000 LOVOL 78468R887 4,277 -558 -11.54 303 -5.31 0.0001
2013-11-13 2013-09-30 13F SPDR RUSSELL ECL COM 78468R887 4,835 764 18.77 320 25.98 0.0002
2013-08-08 2013-06-30 13F SPDR RUSSELL ECL COM 78468R887 4,071 4,071 254 0.0001
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.