1. A method for updating a portfolio of pass-through securities, comprising the steps of: (a) searching a trade database for transactions involving pass-through securities using an analytical server computer; (b) searching a factor/coupon database for updated valuation data for the pass-through securities using the analytical server computer, the valuation data being time sensitive and including a remaining principal balance factor and a pass through coupon rate; (c) computing a present worth of the pass through securities, using the analytical server computer, based on the updated valuation data; (d) updating a portfolio containing the pass-through securities, using the analytical server computer, based on the computed present worth of the pass-through securities; and (e) storing the updated portfolio in a portfolio database.