Automatic mapping and allocation of beneficial interests in trusts for portfolio analysis

Abstract

The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses.

1 . A computing device that collects trust-related data and automatically constructs beneficiary portfolios including real and hypothetical assets, the device including:
 logic and resources coupled to a network;   an eliciting module running on the logic and resources that interacts via a network with a user and collects trust-related data including at least
 an identification and ownership of trust assets; 
 an identification of beneficiaries; 
 a description of beneficiary interests in the trust assets, including a period of the beneficiary interest, a relationship of the beneficiary interest to income and capital, and applicable contingencies; and 
   a beneficiary portfolio module running on the logic and resources and coupled to the trust-related data collected by the eliciting module, that constructs beneficiary portfolios by automatically
 mapping the beneficiary interests to combinations of long and short positions in financial or derivative instruments that have expected payouts and costs equal to the beneficiary interests in the trust assets; and 
 allocating the long and short positions to beneficiary portfolios of a particular beneficiary having a particular beneficiary interest and of other beneficiaries; and 
   a portfolio analysis module running on the logic and resources and coupled to the beneficiary profiles, that performs portfolio analysis on actual and hypothetical assets in the beneficiary portfolios and produces a perceptible output summarizing results of the portfolio analysis.