System and method of generating investment criteria for an investment vehicle that includes a pool of escrow deposits from a plurality of merger and acquisition transactions

A non-transitory, tangible computer program product for generating investment criteria for an investment vehicle that includes a pool of escrow deposits, the deposits being from a plurality of merger and acquisition transactions, the computer program product comprising computer-readable media encoded with instructions for execution by a processor to perform a method comprising:

• (a) maintaining an escrow history database of data derived from historical behavior of escrows from a plurality of previous merger and acquisition transactions;
• (b) maintaining an escrow pool database of current escrow deposit data from a plurality of current merger and acquisition transactions, the escrow pool database including:
• (i) the current deposit amounts in the pool of escrow deposits, and
• (ii) stated terms governing the release of each deposit amount in the pool of the escrow deposits;
• and
• (c) generating, using the processor operating on the escrow history database and the escrow pool database, a set of investment criteria for selecting an asset pool, wherein the set of investment criteria includes maturity metrics selected from the group consisting of weighted average maturity, convexity, and maturity distribution profile.