Abstract: In a method and system for securitizing Zero Coupon Bonds and Equity Index portfolios, a Target Date Exchange Traded Fund structure is provided that can deliver investors a specific and unchanging portfolio that is precisely designed for an investment horizon between the present and a given Target Date. The ETF holds an index of ZCBs that will protect and guarantee principal at the stated target date. The percentage of the ETF's total value to be invested in this ZCB Index is determined by an exact asset allocation formula calculating the present value of the ETFs current principal. Since ZCBs always trade at a discount to their maturity value, this formula always calculates to less than the ETF's overall value hence allowing the differential to be invested in an Equity Index for long term appreciation of capital. Once the ETF is established and invested under this structure it need not be re-balanced or it may be re-balanced periodically.