Spreadsheet: 737698d1624548156-solver-formula-2-parameters-portfolio-optimization-sample-fixed-income
Sheet: Sheet1

Currency | Sector | Name | Range Months Maturity | Amount |  |  |  | Parameter 1
EUR | Investment Grade Bonds | iShares iBoxx $ High Yield Corporate Bond ETF | 1 to 2 years | 3305
EUR | Non Investment Grade Bonds | SPDR Bloomberg Barclays High Yield Bond ETF | 6 to 12 months | 831 |  |  |  | Row Labels | Sum of Amount | %
EUR | Investment Grade Bonds | iShares Broad USD High Yield Corporate Bond ETF | 6 to 12 months | 3318 |  |  |  | Investment Grade Bonds | 170434 | 0.9580703006863677 |  |  |  |  |  | Investment Grade Bonds | ?
EUR | Investment Grade Bonds | Xtrackers USD High Yield Corporate Bond ETF | More than 3 years | 2462 |  |  |  | Non Investment Grade Bonds | 7459 | 0.04192969931363235 |  | To remove 35,000 |  |  |  | Non Investment Grade Bonds | ?
EUR | Investment Grade Bonds | Invesco Senior Loan ETF | 6 to 12 months | 3337 |  |  |  | Grand Total | 177893 | 1
EUR | Investment Grade Bonds | SPDR Blackstone Senior Loan ETF | 6 to 12 months | 3351
EUR | Investment Grade Bonds | iShares 0-5 Year High Yield Corporate Bond ETF | More than 3 years | 4508 |  |  |  | Parameter 2
EUR | Investment Grade Bonds | SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 6 to 12 months | 4149
EUR | Investment Grade Bonds | VanEck Vectors [NAME] High Yield Bond ETF | 6 to 12 months | 3346 |  |  |  | Row Labels | Sum of Amount | %
EUR | Investment Grade Bonds | iShares Fallen Angels USD Bond ETF | 1 to 2 years | 2545 |  |  |  | 2 to 3 years | 49197 | 0.2765538835142473 |  |  |  |  |  | 2 to 3 years | ? | 0.2765538835142473
EUR | Investment Grade Bonds | First Trust Tactical High Yield ETF | 6 to 12 months | 2498 |  |  |  | 1 to 2 years | 45074 | 0.2533770300124232 |  |  |  |  |  | 1 to 2 years | ? | 0.2533770300124232
EUR | Investment Grade Bonds | First Trust Senior Loan Fund | 2 to 3 years | 4246 |  |  |  | More than 3 years | 44482 | 0.2500491868707594 |  |  |  |  |  | More than 3 years | ? | 0.2500491868707594
EUR | Investment Grade Bonds | PIMCO 0-5 Year High Yield Corporate Bond Index ETF | 1 to 2 years | 2544 |  |  |  | 6 to 12 months | 30810 | 0.1731939986396317 |  |  |  |  |  | 6 to 12 months | ? | 0.1731939986396317
EUR | Investment Grade Bonds | JPMORGAN HIGH YIELD RESEARCH ENHANCED ETF | 6 to 12 months | 3332 |  |  |  | Less than 3 months | 5854 | 0.03290742187719584 |  |  |  |  |  | Less than 3 months | ? | 0.03290742187719584
EUR | Investment Grade Bonds | Pacer Trendpilot US Bond ETF | Less than 3 months | 2487 |  |  |  | 3 to 6 months | 2476 | 0.01391847908574255 |  |  |  |  |  | 3 to 6 months | ? | 0.01391847908574255
EUR | Investment Grade Bonds | Invesco BulletShares 2022 High Yield Corporate Bond ETF | Less than 3 months | 3367 |  |  |  | Grand Total | 177893 | 1
EUR | Investment Grade Bonds | VanEck Vectors Emerging Markets High Yield Bond ETF | 6 to 12 months | 2493
EUR | Investment Grade Bonds | Invesco Fundamental High Yield® Corporate Bond ETF | 1 to 2 years | 2517
EUR | Investment Grade Bonds | [NAME] 2021 High Yield Corporate Bond ETF | 1 to 2 years | 2514
EUR | Investment Grade Bonds | [NAME] 2023 High Yield Corporate Bond ETF | 2 to 3 years | 2509
EUR | Investment Grade Bonds | Xtrackers Low Beta High Yield Bond ETF | 1 to 2 years | 5050
EUR | Investment Grade Bonds | SPDR Portfolio High Yield Bond ETF | 1 to 2 years | 3345
EUR | Investment Grade Bonds | [NAME] High Yield Corporate ETF | 1 to 2 years | 1653
EUR | Investment Grade Bonds | [NAME] 2024 High Yield Corporate Bond ETF | 2 to 3 years | 2919
EUR | Investment Grade Bonds | Invesco BulletShares 2025 High Yield Corporate Bond ETF | 2 to 3 years | 2578
EUR | Investment Grade Bonds | FlexShares High Yield Value-Scored US Bond Index Fund | 3 to 6 months | 2476
EUR | Investment Grade Bonds | Fidelity High Yield Factor ETF | 2 to 3 years | 4282
EUR | Investment Grade Bonds | Invesco Global Short Term High Yield Bond ETF | 2 to 3 years | 4174
EUR | Investment Grade Bonds | Principal Active Income ETF | 6 to 12 months | 4155
EUR | Investment Grade Bonds | Franklin Liberty Senior Loan ETF | 2 to 3 years | 3337
EUR | Investment Grade Bonds | Goldman Sachs Access High Yield Corporate Bond ETF | 2 to 3 years | 1670
EUR | Investment Grade Bonds | iShares US & Intl High Yield Corp Bond ETF | 2 to 3 years | 5104
EUR | Investment Grade Bonds | WisdomTree U.S. High Yield Corporate Bond Fund | 1 to 2 years | 4200
EUR | Investment Grade Bonds | WisdomTree Interest Rate Hedged High Yield Bond Fund | 2 to 3 years | 422
EUR | Investment Grade Bonds | iShares High Yield Bond Factor ETF | 2 to 3 years | 4659
EUR | Investment Grade Bonds | RiverFront Strategic Income Fund | 1 to 2 years | 6657
EUR | Investment Grade Bonds | High Yield ETF | More than 3 years | 4136
EUR | Non Investment Grade Bonds | iShares BB Rated Corporate Bond ETF | 1 to 2 years | 2478
EUR | Non Investment Grade Bonds | iShares Interest Rate Hedged High Yield Bond ETF | 2 to 3 years | 4150
EUR | Investment Grade Bonds | ProShares High Yield-Interest Rate Hedged ETF | More than 3 years | 5898
EUR | Investment Grade Bonds | VanEck Vectors International High Yield Bond ETF | 1 to 2 years | 3311
EUR | Investment Grade Bonds | [NAME] 2026 High Yield Corp Bond ETF | More than 3 years | 415
EUR | Investment Grade Bonds | Nuveen ESG High Yield Corporate Bond ETF | 1 to 2 years | 4955
EUR | Investment Grade Bonds | iShares International High Yield Bond ETF | More than 3 years | 4213
EUR | Investment Grade Bonds | [NAME] High Yield Bond ETF | More than 3 years | 2519
EUR | Investment Grade Bonds | KFA Dynamic Fixed Income ETF | 2 to 3 years | 3374
EUR | Investment Grade Bonds | PGIM Active High Yield Bond ETF | More than 3 years | 4144
EUR | Investment Grade Bonds | iShares iBonds 2023 Term High Yield & Income ETF | More than 3 years | 1655
EUR | Investment Grade Bonds | WBI Bull|Bear Global Income ETF | 2 to 3 years | 2466
EUR | Investment Grade Bonds | iShares iBonds 2022 Term High Yield & Income ETF | 2 to 3 years | 3307
EUR | Investment Grade Bonds | [NAME] High Yield Beta ETF | More than 3 years | 4101
EUR | Investment Grade Bonds | Highland iBoxx Senior Loan ETF | More than 3 years | 244
EUR | Investment Grade Bonds | iShares iBonds 2021 Term High Yield & Income ETF | More than 3 years | 2517
EUR | Investment Grade Bonds | [NAME] 2027 High Yield Corporate Bond ETF | More than 3 years | 240
EUR | Investment Grade Bonds | IQ S&P High Yield Low Volatility Bond ETF | More than 3 years | 3301
EUR | Investment Grade Bonds | Agility Shares Dynamic Tactical Income ETF | More than 3 years | 4129