Abstract: Systems and methods of generating rating indicators for a portfolio of financial assets are described. A machine learning model is trained using a training data set that includes one or more qualitative features and one or more first quantitative features to generate an output predictor of the performance of the portfolio. The qualitative features are converted into quantitative features before being used as input to the machine learning model. Input features are generated for a new portfolio of financial assets whose rating indicator is to be generated, and fed into the trained machine learning model to generate a new output predictor for the new portfolio of financial assets. The rating indicator for the new portfolio of financial assets is determined based at least on the generated new output predictor.

Abstract: Systems and methods of generating rating indicators for a portfolio of financial assets are described. A machine learning model is trained using a training data set that includes one or more qualitative features and one or more first quantitative features to generate an output predictor of the performance of the portfolio. The qualitative features are converted into quantitative features before being used as input to the machine learning model. Input features are generated for a new portfolio of financial assets whose rating indicator is to be generated, and fed into the trained machine learning model to generate a new output predictor for the new portfolio of financial assets. The rating indicator for the new portfolio of financial assets is determined based at least on the generated new output predictor.

Abstract: Systems and methods of managing distribution of income from a portfolio of financial assets are described. A debt service payment is received from the portfolio of financial assets and a determination of whether a fund benefitted by the portfolio of financial assets meets a target actuarial value is made. If the fund benefitted by the portfolio of financial assets meets the target actuarial value, the debt service payment is distributed to investors in the portfolio of financial assets. If the fund benefitted by the portfolio of financial assets does not meet the target actuarial value, a principal deflection mechanism is activated. A deferrable principal payment is calculated based on a difference between the present and the target actuarial values of the fund. The deferrable principal payment is distributed to the benefitted fund and the remaining debt service payment is distributed to the investors.

Abstract: Systems and methods of managing distribution of income from a portfolio of financial assets are described. A debt service payment is received from the portfolio of financial assets and a determination of whether a fund benefitted by the portfolio of financial assets meets a target actuarial value is made. If the fund benefitted by the portfolio of financial assets meets the target actuarial value, the debt service payment is distributed to investors in the portfolio of financial assets. If the fund benefitted by the portfolio of financial assets does not meet the target actuarial value, a principal deflection mechanism is activated. A deferrable principal payment is calculated based on a difference between the present and the target actuarial values of the fund. The deferrable principal payment is distributed to the benefitted fund and the remaining debt service payment is distributed to the investors.