J.P. Morgan Asset Management (JPMAM) has rolled out a strategy aimed at seeking return opportunities by macroeconomic themes by using a sustainable approach.
Like the rest of the firm’s macro range, the fund integrates environmental, social and governance (ESG) risk analysis into its investment decision making.
The team will use a sustainable approach, employing their macro views in a flexible portfolio of long and short exposures across equity, fixed income, currency, and volatility.
Exclusions will also be applied to certain industries and sectors including controversial weapons, tobacco, and fossil fuels.
The security-weighted ESG score for each asset class will be maintained above the median of its universe, tilting the Global Macro Sustainable portfolio towards companies and issuers that screen better on ESG criteria versus their peers.
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