1. A computer implemented method for managing a collateralized obligation by the computer to satisfy investment ratings requirements, comprising the steps of: determining, by the computer, at least one combination of values of quality data factors associated with collateral to satisfy requirements for a preselected investment ratings category for a collateralized obligation including said collateral, said collateral quality data factors comprising a diversity score, a minimum average recovery rate, a weighted average rating factor, and a weighted average margin, said at least one combination of values of collateral quality data factors forming a basis for a matrix of values of collateral quality data factors; expanding, by the computer, said matrix to a size mathematically suitable for performing a correlation/regression analysis on said values of collateral quality data factors; performing, by the computer, a correlation/regression analysis on said values of collateral quality data factors to generate a mathematical relationship that best fits said values of collateral quality data factors; wherein said mathematical relationship comprises a plurality of tests for determining a necessary range of values for each of said collateral quality data factors to satisfy said requirements for said preselected investment ratings category; and using, by the computer, said mathematical relationship in lieu of said matrix to guide at least one of purchases and sales of said collateral such that said collateralized obligation satisfies said requirements for said preselected investment ratings category.