Metaurus

About Metaurus

Metaurus Advisors LLC operates as a financial engineering and asset management firm, providing a suite of investment strategies for both institutional and individual investors. Founded in 2017, the company's approach centers on disaggregating, recombining, and optimizing the components of financial returns to enhance portfolio construction. The management team includes individuals who were instrumental in developing the structured notes platforms at major financial institutions like Merrill Lynch, Morgan Stanley, and Wells Fargo.

The firm's core business involves creating and managing investment products designed to modify portfolio characteristics such as duration, volatility, and expected return. Metaurus serves a clientele that includes private institutions, money managers, financial advisors, high net worth individuals, and retirement plans. Revenue is generated through asset management fees from its investment products, which are offered in various formats including private funds, separately managed accounts (SMAs), and as a sub-adviser to ETFs.

A key aspect of Metaurus's product development is its proprietary, patent-pending technology. A significant milestone was the introduction of the first publicly traded securities that separated the S&P 500 Index into distinct claims on its price and dividend components, known as "IO" and "PO" securities. This was developed in collaboration with Wharton Professor Jules van Binsbergen, leveraging his research on "dividend strips". The company has also partnered with Cboe Global Markets to develop new U.S. equity indices based on Metaurus's "Dynamic Reassignment" technology, which aims to provide real-time insights into return dispersion within the market. Their strategies include products like the Dividend Multiplier, Dividend Risk Premium, Target Duration Equity, and a systematic Commodity Trend-Following strategy.