Turn a book of legal-asset claims into a structured offer.

A portfolio of liens, receivables, judgments, or settlement claims is a collection of individual bets on legal outcomes. Its value depends on the same variables that matter for a single claim: resolution class, timing, and how correlated the matters in the book actually are. Pricing a portfolio by face value or historical collection rates misses the case-level distribution that determines what it is worth today.

Criterica Capital applies the same outcome-distribution layer used across the platform to each position in a submitted portfolio, producing a case-level view of expected resolution and timing that aggregates into a portfolio-level price, rather than a single blended discount applied across the whole book.

Sellers arrive at this conversation for different reasons, a fund winding down a position, a servicer consolidating a book, an originator monetizing a portfolio it no longer wants to carry. The process is the same regardless of why the book is for sale.

The output is a structured offer: a price, a structure, and a closing timeline based on the portfolio's actual composition, not an initial indication that gets renegotiated once real diligence begins.

Timing matters to the price. Two portfolios with identical face value but different average time-to-resolution are not worth the same today, and the case-level analysis captures that difference directly instead of assuming one discount rate across the whole book.

Model coverage is disclosed segment by segment. Where part of a portfolio falls outside current coverage, that segment is priced separately or excluded from the offer rather than folded into a blended number. No binding valuation is issued before Criterica has reviewed actual portfolio data.

For the institutional scoping conversation, portfolio composition, jurisdiction mix, and data-room requirements, see Criterica Group's asset acquisition partner path. The structured offer itself is issued by Criterica Capital.