*Data as of 6.30.2022 unless otherwise noted.
Mesirow Currency Management AUM is as of 9.30.2021 and reflects assets under management for both currency and management products (passive and active management) and alpha and macro products. Risk management product AUM reflects the total foreign currency portfolio exposure of passive and active clients' underlying portfolios allocated to the Currency Division of Mesirow. Alpha and macros product AUM reflect a client's total investment amount in the alpha and macro strategies of the Currency Division of Mesirow, which is calculated based on an annualized 2% volatility target. The current allocation to the currency sleeve of the Enhanced Core Plus Fund is a notional 10%.
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.