Factor Investment Solutions

Factor Investment Solutions focuses on academically validated compensated risk premia, including value, momentum, low volatility, and quality. These factors have demonstrated long-term excess returns above the broad market, as documented in peer-reviewed financial economics literature. The firm constructs portfolios designed to capture these premia in a transparent, rules-based manner.

The firm operates through institutional separate accounts and customized mandates rather than commingled daily-liquidity ETFs. This structure allows for benchmark tailoring, tax-management overlays, and direct control over factor-timing decisions by the asset owner. It avoids the forced liquidity and potential behavioral trading costs that can erode factor returns in publicly listed ETF wrappers.

Factor Investment Solutions typically offers modular, single-factor mandates rather than pre-packaged multi-factor funds. This empowers institutional allocators to control their aggregate factor exposures, manage conviction weights, and decide when to enter or exit a specific premium. The firm provides the pure building blocks, leaving portfolio construction decisions to the asset owner.

The firm offers both long-only and long-short implementations of its factor strategies, depending on the mandate. For most institutional clients, long-only factor portfolios serve as direct replacements for traditional market-cap-weighted passive allocations. Long-short variants may be available for allocators permitted to use leverage and shorting to isolate pure factor returns.

The firm executes its factor strategies across global developed and emerging markets, including US, EAFE, and global universes. Portfolio construction techniques aim to minimize unintended country or sector biases while maintaining high active exposure to the targeted factor. This global scope allows allocators to harvest factor premia wherever they appear most attractive.