PAPI — Parametric Equity Premium Income ETF
Data updated: 2026-05-27
PAPI — Parametric Equity Premium Income ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Mid Cap Blend / Core Equity · $345.98M AUM · 0.29% expense ratio · 11.7% 1-yr return. From SEC regulatory filings.
PAPI Fund Overview
PAPI — Parametric Equity Premium Income ETF is a US ETF managed by Morgan Stanley ETF Trust, categorised as United States Mid Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Morgan Stanley ETF Trust
- Category: United States Mid Cap Blend / Core Equity
- Assets under management: $345.98M
- 1-year return: 11.7%
- Ticker: PAPI
- SEC CIK: 0001676326
- SEC series ID: S000082252
- Share class ID: C000245536
PAPI Holdings
Top 10 holdings of Parametric Equity Premium Income ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Morgan Stanley & Co. LLC | 2.43% |
| Morgan Stanley & Co. LLC | 1.87% |
| Patterson-UTI Energy, Inc. | 0.85% |
| Permian Resources Corp. | 0.82% |
| Corning, Inc. | 0.77% |
| Valero Energy Corp. | 0.75% |
| LyondellBasell Industries NV | 0.75% |
| Noble Corp. plc | 0.74% |
| Phillips 66 | 0.73% |
| Magnolia Oil & Gas Corp. | 0.73% |
PAPI Portfolio Allocation
Asset-class allocation of Parametric Equity Premium Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 98.9% |
| Cash & Equivalents | 4.3% |
PAPI Performance
Total returns for PAPI (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.1% |
| 1 year | 11.7% |
| 3 years (annualised) | 11.4% |
PAPI Risk Information
Risk metrics for PAPI, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.7%
PAPI Costs and Fees
PAPI costs about $29 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.29%
- Gross expense ratio: 0.29%
- Portfolio turnover: 27%
- Brokerage commissions: 6.95 bps of average net assets (SEC N-CEN)
PAPI Cashflows
Over the 12 months to 2026-03, Parametric Equity Premium Income ETF had net inflows of $166.27M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $31.69M |
| 2026-02 | $16.84M |
| 2026-01 | $10.81M |
| 2025-12 | $9.13M |
| 2025-11 | $1.32M |
| 2025-10 | $11.54M |
PAPI Debt Constituents
No individual debt constituents are reported in Parametric Equity Premium Income ETF's latest SEC N-PORT filing.
PAPI Prospectus and SEC Filings
Official Parametric Equity Premium Income ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Mid Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.