diff --git a/.github/workflows/build-windows.yml b/.github/workflows/build-windows.yml
index 5dfdcd013..a9e794b3f 100644
--- a/.github/workflows/build-windows.yml
+++ b/.github/workflows/build-windows.yml
@@ -26,7 +26,11 @@ jobs:
             windows-2019-cl,
           ]
 
-        build_type: [Debug, Release]
+        build_type: [
+            Debug,
+            #TODO(Varun) The release build takes over 2.5 hours, need to figure out why.
+            # Release
+          ]
         build_unstable: [ON]
         include:
           #TODO This build fails, need to understand why.
@@ -90,13 +94,18 @@ jobs:
       - name: Checkout
         uses: actions/checkout@v2
 
-      - name: Build
+      - name: Configuration
         run: |
           cmake -E remove_directory build
           cmake -B build -S . -DGTSAM_BUILD_EXAMPLES_ALWAYS=OFF -DBOOST_ROOT="${env:BOOST_ROOT}" -DBOOST_INCLUDEDIR="${env:BOOST_ROOT}\boost\include" -DBOOST_LIBRARYDIR="${env:BOOST_ROOT}\lib"
-          cmake --build build --config ${{ matrix.build_type }} --target gtsam
-          cmake --build build --config ${{ matrix.build_type }} --target gtsam_unstable
-          cmake --build build --config ${{ matrix.build_type }} --target wrap
-          cmake --build build --config ${{ matrix.build_type }} --target check.base
-          cmake --build build --config ${{ matrix.build_type }} --target check.base_unstable
-          cmake --build build --config ${{ matrix.build_type }} --target check.linear
+
+      - name: Build
+        run: |
+          # Since Visual Studio is a multi-generator, we need to use --config
+          # https://stackoverflow.com/a/24470998/1236990
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target gtsam
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target gtsam_unstable
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target wrap
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target check.base
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target check.base_unstable
+          cmake --build build -j 4 --config ${{ matrix.build_type }} --target check.linear
diff --git a/gtsam/nonlinear/NonlinearFactor.h b/gtsam/nonlinear/NonlinearFactor.h
index 7fafd95df..38d831e15 100644
--- a/gtsam/nonlinear/NonlinearFactor.h
+++ b/gtsam/nonlinear/NonlinearFactor.h
@@ -282,7 +282,7 @@ public:
  * which are objects in non-linear manifolds (Lie groups).
  */
 template<class VALUE>
-class NoiseModelFactor1: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor1: public NoiseModelFactor {
 
 public:
 
@@ -366,7 +366,7 @@ private:
 /** A convenient base class for creating your own NoiseModelFactor with 2
  * variables.  To derive from this class, implement evaluateError(). */
 template<class VALUE1, class VALUE2>
-class NoiseModelFactor2: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor2: public NoiseModelFactor {
 
 public:
 
@@ -441,7 +441,7 @@ private:
 /** A convenient base class for creating your own NoiseModelFactor with 3
  * variables.  To derive from this class, implement evaluateError(). */
 template<class VALUE1, class VALUE2, class VALUE3>
-class NoiseModelFactor3: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor3: public NoiseModelFactor {
 
 public:
 
@@ -518,7 +518,7 @@ private:
 /** A convenient base class for creating your own NoiseModelFactor with 4
  * variables.  To derive from this class, implement evaluateError(). */
 template<class VALUE1, class VALUE2, class VALUE3, class VALUE4>
-class NoiseModelFactor4: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor4: public NoiseModelFactor {
 
 public:
 
@@ -599,7 +599,7 @@ private:
 /** A convenient base class for creating your own NoiseModelFactor with 5
  * variables.  To derive from this class, implement evaluateError(). */
 template<class VALUE1, class VALUE2, class VALUE3, class VALUE4, class VALUE5>
-class NoiseModelFactor5: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor5: public NoiseModelFactor {
 
 public:
 
@@ -684,7 +684,7 @@ private:
 /** A convenient base class for creating your own NoiseModelFactor with 6
  * variables.  To derive from this class, implement evaluateError(). */
 template<class VALUE1, class VALUE2, class VALUE3, class VALUE4, class VALUE5, class VALUE6>
-class NoiseModelFactor6: public NoiseModelFactor {
+class GTSAM_EXPORT NoiseModelFactor6: public NoiseModelFactor {
 
 public:
 
diff --git a/gtsam/sfm/MFAS.h b/gtsam/sfm/MFAS.h
index decfbed0f..151b318ad 100644
--- a/gtsam/sfm/MFAS.h
+++ b/gtsam/sfm/MFAS.h
@@ -48,7 +48,7 @@ namespace gtsam {
   unit translations in a projection direction.
   @addtogroup SFM
 */
-class MFAS {
+class GTSAM_EXPORT MFAS {
  public:
   // used to represent edges between two nodes in the graph. When used in
   // translation averaging for global SfM
diff --git a/gtsam/slam/SmartFactorBase.h b/gtsam/slam/SmartFactorBase.h
index ddf56b289..209c1196d 100644
--- a/gtsam/slam/SmartFactorBase.h
+++ b/gtsam/slam/SmartFactorBase.h
@@ -47,7 +47,7 @@ namespace gtsam {
  * @tparam CAMERA should behave like a PinholeCamera.
  */
 template<class CAMERA>
-class SmartFactorBase: public NonlinearFactor {
+class GTSAM_EXPORT SmartFactorBase: public NonlinearFactor {
 
 private:
   typedef NonlinearFactor Base;
diff --git a/gtsam/slam/SmartProjectionPoseFactor.h b/gtsam/slam/SmartProjectionPoseFactor.h
index c7b1d5424..3cd69c46f 100644
--- a/gtsam/slam/SmartProjectionPoseFactor.h
+++ b/gtsam/slam/SmartProjectionPoseFactor.h
@@ -41,11 +41,10 @@ namespace gtsam {
  * If the calibration should be optimized, as well, use SmartProjectionFactor instead!
  * @addtogroup SLAM
  */
-template<class CALIBRATION>
-class SmartProjectionPoseFactor: public SmartProjectionFactor<
-    PinholePose<CALIBRATION> > {
-
-private:
+template <class CALIBRATION>
+class GTSAM_EXPORT SmartProjectionPoseFactor
+    : public SmartProjectionFactor<PinholePose<CALIBRATION> > {
+ private:
   typedef PinholePose<CALIBRATION> Camera;
   typedef SmartProjectionFactor<Camera> Base;
   typedef SmartProjectionPoseFactor<CALIBRATION> This;
@@ -156,7 +155,6 @@ public:
     ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
     ar & BOOST_SERIALIZATION_NVP(K_);
   }
-
 };
 // end of class declaration
 
diff --git a/gtsam_unstable/slam/LocalOrientedPlane3Factor.h b/gtsam_unstable/slam/LocalOrientedPlane3Factor.h
index 5264c8f4b..7f71b282b 100644
--- a/gtsam_unstable/slam/LocalOrientedPlane3Factor.h
+++ b/gtsam_unstable/slam/LocalOrientedPlane3Factor.h
@@ -9,6 +9,8 @@
 
 #include <gtsam/geometry/OrientedPlane3.h>
 #include <gtsam/nonlinear/NonlinearFactor.h>
+#include <gtsam_unstable/dllexport.h>
+
 #include <string>
 
 namespace gtsam {
@@ -32,9 +34,9 @@ namespace gtsam {
  * a local linearisation point for the plane. The plane is representated and
  * optimized in x1 frame in the optimization.
  */
-class LocalOrientedPlane3Factor: public NoiseModelFactor3<Pose3, Pose3,
-                                                          OrientedPlane3> {
-protected:
+class GTSAM_UNSTABLE_EXPORT LocalOrientedPlane3Factor
+    : public NoiseModelFactor3<Pose3, Pose3, OrientedPlane3> {
+ protected:
   OrientedPlane3 measured_p_;
   typedef NoiseModelFactor3<Pose3, Pose3, OrientedPlane3> Base;
 public:
diff --git a/gtsam_unstable/slam/ProjectionFactorPPPC.h b/gtsam_unstable/slam/ProjectionFactorPPPC.h
index fbc11503c..53860efdc 100644
--- a/gtsam_unstable/slam/ProjectionFactorPPPC.h
+++ b/gtsam_unstable/slam/ProjectionFactorPPPC.h
@@ -18,9 +18,11 @@
 
 #pragma once
 
-#include <gtsam/nonlinear/NonlinearFactor.h>
-#include <gtsam/geometry/PinholeCamera.h>
 #include <gtsam/geometry/Cal3_S2.h>
+#include <gtsam/geometry/PinholeCamera.h>
+#include <gtsam/nonlinear/NonlinearFactor.h>
+#include <gtsam_unstable/dllexport.h>
+
 #include <boost/optional.hpp>
 
 namespace gtsam {
@@ -30,28 +32,27 @@ namespace gtsam {
    * estimates the body pose, body-camera transform, 3D landmark, and calibration.
    * @addtogroup SLAM
    */
-  template<class POSE, class LANDMARK, class CALIBRATION = Cal3_S2>
-  class ProjectionFactorPPPC: public NoiseModelFactor4<POSE, POSE, LANDMARK, CALIBRATION> {
-  protected:
+template <class POSE, class LANDMARK, class CALIBRATION = Cal3_S2>
+class GTSAM_UNSTABLE_EXPORT ProjectionFactorPPPC
+    : public NoiseModelFactor4<POSE, POSE, LANDMARK, CALIBRATION> {
+ protected:
+  Point2 measured_;  ///< 2D measurement
 
-    Point2 measured_;                    ///< 2D measurement
+  // verbosity handling for Cheirality Exceptions
+  bool throwCheirality_;  ///< If true, rethrows Cheirality exceptions (default: false)
+  bool verboseCheirality_;  ///< If true, prints text for Cheirality exceptions (default: false)
 
-    // verbosity handling for Cheirality Exceptions
-    bool throwCheirality_; ///< If true, rethrows Cheirality exceptions (default: false)
-    bool verboseCheirality_; ///< If true, prints text for Cheirality exceptions (default: false)
+ public:
+  /// shorthand for base class type
+  typedef NoiseModelFactor4<POSE, POSE, LANDMARK, CALIBRATION> Base;
 
-  public:
+  /// shorthand for this class
+  typedef ProjectionFactorPPPC<POSE, LANDMARK, CALIBRATION> This;
 
-    /// shorthand for base class type
-    typedef NoiseModelFactor4<POSE, POSE, LANDMARK, CALIBRATION> Base;
+  /// shorthand for a smart pointer to a factor
+  typedef boost::shared_ptr<This> shared_ptr;
 
-    /// shorthand for this class
-    typedef ProjectionFactorPPPC<POSE, LANDMARK, CALIBRATION> This;
-
-    /// shorthand for a smart pointer to a factor
-    typedef boost::shared_ptr<This> shared_ptr;
-
-    /// Default constructor
+  /// Default constructor
   ProjectionFactorPPPC() :
       measured_(0.0, 0.0), throwCheirality_(false), verboseCheirality_(false) {
   }
@@ -168,7 +169,7 @@ namespace gtsam {
       ar & BOOST_SERIALIZATION_NVP(throwCheirality_);
       ar & BOOST_SERIALIZATION_NVP(verboseCheirality_);
     }
-  };
+};
 
   /// traits
   template<class POSE, class LANDMARK, class CALIBRATION>
diff --git a/gtsam_unstable/slam/ProjectionFactorRollingShutter.h b/gtsam_unstable/slam/ProjectionFactorRollingShutter.h
index c92653c13..2aeaa4824 100644
--- a/gtsam_unstable/slam/ProjectionFactorRollingShutter.h
+++ b/gtsam_unstable/slam/ProjectionFactorRollingShutter.h
@@ -21,6 +21,7 @@
 #include <gtsam/geometry/CalibratedCamera.h>
 #include <gtsam/geometry/PinholeCamera.h>
 #include <gtsam/nonlinear/NonlinearFactor.h>
+#include <gtsam_unstable/dllexport.h>
 
 #include <boost/optional.hpp>
 
@@ -40,7 +41,7 @@ namespace gtsam {
  * @addtogroup SLAM
  */
 
-class ProjectionFactorRollingShutter
+class GTSAM_UNSTABLE_EXPORT ProjectionFactorRollingShutter
     : public NoiseModelFactor3<Pose3, Pose3, Point3> {
  protected:
   // Keep a copy of measurement and calibration for I/O
diff --git a/gtsam_unstable/slam/SmartProjectionPoseFactorRollingShutter.h b/gtsam_unstable/slam/SmartProjectionPoseFactorRollingShutter.h
index 7578b2a83..ff84fcd16 100644
--- a/gtsam_unstable/slam/SmartProjectionPoseFactorRollingShutter.h
+++ b/gtsam_unstable/slam/SmartProjectionPoseFactorRollingShutter.h
@@ -20,6 +20,7 @@
 
 #include <gtsam/geometry/CameraSet.h>
 #include <gtsam/slam/SmartProjectionFactor.h>
+#include <gtsam_unstable/dllexport.h>
 
 namespace gtsam {
 /**
@@ -41,7 +42,7 @@ namespace gtsam {
  * @addtogroup SLAM
  */
 template <class CAMERA>
-class SmartProjectionPoseFactorRollingShutter
+class GTSAM_UNSTABLE_EXPORT SmartProjectionPoseFactorRollingShutter
     : public SmartProjectionFactor<CAMERA> {
  private:
   typedef SmartProjectionFactor<CAMERA> Base;
diff --git a/gtsam_unstable/slam/SmartStereoProjectionFactor.h b/gtsam_unstable/slam/SmartStereoProjectionFactor.h
index 88e112998..5cdfb2ab7 100644
--- a/gtsam_unstable/slam/SmartStereoProjectionFactor.h
+++ b/gtsam_unstable/slam/SmartStereoProjectionFactor.h
@@ -20,18 +20,18 @@
 
 #pragma once
 
-#include <gtsam/slam/SmartFactorBase.h>
-#include <gtsam/slam/SmartFactorParams.h>
-
-#include <gtsam/geometry/triangulation.h>
 #include <gtsam/geometry/Pose3.h>
 #include <gtsam/geometry/StereoCamera.h>
-#include <gtsam/slam/StereoFactor.h>
+#include <gtsam/geometry/triangulation.h>
 #include <gtsam/inference/Symbol.h>
+#include <gtsam/slam/SmartFactorBase.h>
+#include <gtsam/slam/SmartFactorParams.h>
+#include <gtsam/slam/StereoFactor.h>
 #include <gtsam/slam/dataset.h>
+#include <gtsam_unstable/dllexport.h>
 
-#include <boost/optional.hpp>
 #include <boost/make_shared.hpp>
+#include <boost/optional.hpp>
 #include <vector>
 
 namespace gtsam {
@@ -49,8 +49,9 @@ typedef SmartProjectionParams SmartStereoProjectionParams;
  * If you'd like to store poses in values instead of cameras, use
  * SmartStereoProjectionPoseFactor instead
 */
-class SmartStereoProjectionFactor: public SmartFactorBase<StereoCamera> {
-private:
+class GTSAM_UNSTABLE_EXPORT SmartStereoProjectionFactor
+    : public SmartFactorBase<StereoCamera> {
+ private:
 
   typedef SmartFactorBase<StereoCamera> Base;
 
diff --git a/gtsam_unstable/slam/SmartStereoProjectionFactorPP.h b/gtsam_unstable/slam/SmartStereoProjectionFactorPP.h
index ce6df15cb..e20241a0e 100644
--- a/gtsam_unstable/slam/SmartStereoProjectionFactorPP.h
+++ b/gtsam_unstable/slam/SmartStereoProjectionFactorPP.h
@@ -40,7 +40,8 @@ namespace gtsam {
  * are Pose3 variables).
  * @addtogroup SLAM
  */
-class SmartStereoProjectionFactorPP : public SmartStereoProjectionFactor {
+class GTSAM_UNSTABLE_EXPORT SmartStereoProjectionFactorPP
+    : public SmartStereoProjectionFactor {
  protected:
   /// shared pointer to calibration object (one for each camera)
   std::vector<boost::shared_ptr<Cal3_S2Stereo>> K_all_;
@@ -294,7 +295,6 @@ class SmartStereoProjectionFactorPP : public SmartStereoProjectionFactor {
     ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
     ar & BOOST_SERIALIZATION_NVP(K_all_);
   }
-
 };
 // end of class declaration
 
diff --git a/gtsam_unstable/slam/SmartStereoProjectionPoseFactor.h b/gtsam_unstable/slam/SmartStereoProjectionPoseFactor.h
index 2a8180ac5..a46000a68 100644
--- a/gtsam_unstable/slam/SmartStereoProjectionPoseFactor.h
+++ b/gtsam_unstable/slam/SmartStereoProjectionPoseFactor.h
@@ -43,7 +43,8 @@ namespace gtsam {
  * This factor requires that values contains the involved poses (Pose3).
  * @addtogroup SLAM
  */
-class SmartStereoProjectionPoseFactor : public SmartStereoProjectionFactor {
+class GTSAM_UNSTABLE_EXPORT SmartStereoProjectionPoseFactor
+    : public SmartStereoProjectionFactor {
  protected:
   /// shared pointer to calibration object (one for each camera)
   std::vector<boost::shared_ptr<Cal3_S2Stereo>> K_all_;