PHEQ — Parametric Hedged Equity ETF
Data updated: 2026-05-27
PHEQ — Parametric Hedged Equity ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Large Cap Blend / Core Equity · $121.78M AUM · 0.29% expense ratio · 13.2% 1-yr return. From SEC regulatory filings.
PHEQ Fund Overview
PHEQ — Parametric Hedged Equity ETF is a US ETF managed by Morgan Stanley ETF Trust, categorised as United States Large 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 Large Cap Blend / Core Equity
- Assets under management: $121.78M
- 1-year return: 13.2%
- Ticker: PHEQ
- SEC CIK: 0001676326
- SEC series ID: S000082250
- Share class ID: C000245534
PHEQ Holdings
Top 10 holdings of Parametric Hedged Equity ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| NVIDIA Corp. | 7.24% |
| Apple, Inc. | 6.63% |
| Microsoft Corp. | 4.74% |
| Amazon.com, Inc. | 3.62% |
| Alphabet, Inc. | 3.05% |
| Alphabet, Inc. | 2.65% |
| Broadcom, Inc. | 2.59% |
| Meta Platforms, Inc. | 2.22% |
| Tesla, Inc. | 1.89% |
| Exxon Mobil Corp. | 1.78% |
PHEQ Portfolio Allocation
Asset-class allocation of Parametric Hedged Equity ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 98.3% |
| Cash & Equivalents | 1.6% |
| Derivatives | 0.2% |
PHEQ Performance
Total returns for PHEQ (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -1.5% |
| 1 year | 13.2% |
| 3 years (annualised) | 12.5% |
PHEQ Risk Information
Risk metrics for PHEQ, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.5%
PHEQ Costs and Fees
PHEQ costs about $29 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.29%
- Gross expense ratio: 0.29%
- Portfolio turnover: 13%
- Brokerage commissions: 1.15 bps of average net assets (SEC N-CEN)
PHEQ Cashflows
Over the 12 months to 2026-03, Parametric Hedged Equity ETF had net inflows of $22.80M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$9.71M |
| 2026-02 | −$3.27M |
| 2026-01 | −$1.66M |
| 2025-12 | −$1.62M |
| 2025-11 | $4.85M |
| 2025-10 | $22.47M |
PHEQ Debt Constituents
No individual debt constituents are reported in Parametric Hedged Equity ETF's latest SEC N-PORT filing.
PHEQ Prospectus and SEC Filings
Official Parametric Hedged Equity ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Large 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.