PAPI — Parametric Equity Premium Income ETF
Data updated: 2026-08-21
PAPI — Parametric Equity Premium Income ETF. United States Mid Cap Blend / Core Equity · $399.84M AUM. Holdings, fees, performance and SEC 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: $399.84M
- 1-year return: 13.9%
- 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 | 2.00% |
| Corning, Inc. | 1.00% |
| TD SYNNEX Corp. | 0.80% |
| Cisco Systems, Inc. | 0.76% |
| Power Integrations, Inc. | 0.73% |
| Royalty Pharma plc | 0.72% |
| Millicom International Cellular SA | 0.72% |
| Texas Instruments, Inc. | 0.70% |
| Avnet, Inc. | 0.70% |
| Cummins, Inc. | 0.70% |
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 | 99.2% |
| Cash & Equivalents | 2.0% |
PAPI Performance
Total returns for PAPI (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.4% |
| 1 year | 13.9% |
| 3 years (annualised) | 10.1% |
PAPI Risk Information
Risk metrics for PAPI, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.1%
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 2026-06, Parametric Equity Premium Income ETF had net inflows of $170.00M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $10.63M |
| 2026-05 | $23.78M |
| 2026-04 | $28.46M |
| 2026-03 | $31.69M |
| 2026-02 | $16.84M |
| 2026-01 | $10.81M |
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.
- Prospectus (485BPOS) — filed 2025-01-28
- Prospectus supplement (497) — filed 2026-02-02
- Prospectus supplement (497) — filed 2025-02-03
- Portfolio holdings (N-PORT) — filed 2026-08-21
- Portfolio holdings (N-PORT) — filed 2026-05-27
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2024-12-10
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.