MSCI Barra’s Global Equity Factor Model for Long-Term Investors is designed for institutional investors managing global equity portfolios and supports portfolio construction, risk decomposition, and analysis of style, industry, and other common risk factors. The model suite includes capabilities related to crowding, machine learning, adaptive factor covariance, momentum, quality, growth, liquidity, volatility, and sustainability, with coverage across more than 85 countries and 80,000 securities. GEMCS1LTS/L uses the same model framework and methodology as EFMGEMLTS/L, excluding ESG and sustainability components.