Regulatory Disclosures >

*Data as of 9.30.2024 unless otherwise noted. Currency assets under management includes AUM associated with (i) active and passive currency risk management products $173 billion, (ii) non-fx overlay strategies such as equitization and beta overlays $908.3 million, and (iii) alpha strategies $1.63 billion. In all such cases, AUM is calculated based on notional value of currency investments. Additionally, AUM for alpha strategies is adjusted because clients can select a volatility target (generally between 2% and 12% annualized), which is normalized to 2% in order to create a consistent depiction of alpha strategy AUM. This results in a “scaled” AUM, which is higher than the actual aggregate notional value of all alpha strategy portfolios if clients have selected a volatility target higher than 2%. As of 9.30.2024, the “unscaled” AUM for alpha strategies was $383.56 million. 

The information contained herein should not be construed as a recommendation to purchase or sell any particular security or investment vehicle offered by Mesirow . The information included has been obtained from sources believed to be reliable, but is not necessarily complete and its accuracy cannot be guaranteed. Any opinions expressed are subject to change without notice. Mesirow Financial Investment Management, Inc. and its affiliated companies and/or individuals may, from time to time, own, have long or short positions in, or options on, or act as a market maker in, any securities discussed herein and may also perform financial advisory or investment banking services for those companies. It should not be assumed that any recommendations incorporated herein will be profitable or will equal past performance. Any stated performance results include the reinvestment of dividends and other earnings. Investment management services offered by Mesirow Financial Investment Management, Inc., an SEC-registered investment advisor.