- Home
- Institutional Investors
- Investment Strategies
- Fixed Income Strategies
- Duration Target
Duration Target Strategies
BlackRock applies the same controlled duration, relative value sector rotation, and security selection style to the management of fundamental fixed income mandates, including those with a duration target. The distinguishing feature of BlackRock's fixed income investment management style is the ability to generate alpha within a risk-managed framework. Real-time analysis of a vast array of risk measures allows assessment of the potential impact of various sector and security strategies on total return. As a result, consistent value is added and performance volatility is controlled.
| Strategy | Focus | Representative Benchmark |
|---|---|---|
| LIBOR | Broad / Diversified | Treasury Bill LIBOR-based benchmark |
| Enhanced Cash | Broad / Diversified | Citigroup 1-Year Treasury Index |
| Short Duration | Broad / Diversified | Merrill Lynch 1-3 Year Treasury Index |
| Intermediate Duration | Broad / Diversified | Barclays Intermediate Gov/Credit Index Barclays Intermediate Aggregate Index |
| Long Duration / Liability Driven Investing | Broad / Diversified | Barclays Long Gov/Credit Index Citigroup Citigroup Large Pension Fund Index Customized duration-target benchmarks Customized liability-based benchmarks |
For inquiries on these products, please email: institutional.canada@blackrock.com.