Pool Factor. With respect to the Notes and to any Payment Date, the percentage, carried to seven places, obtained by dividing the Note Principal Balance for such Payment Date by the Original Note Principal Balance.
Pool Factor. The ratio of the outstanding principal amount of a pass-through pool to its original principal amount. Pool Insurance Insurance carried to guarantee the payments of principal and interest on the mortgages comprising a mortgage pool. Portfolio The securities owned by an investor. Portfolio Structure Refers to the maturity structure of the portfolio. There are three ways to structure a portfolio given a target duration. For example, a portfolio given a target duration of five years would be structured: Bullet: Focus on intermediate securities (3-7 year maturities).
