The true details about Reilly's origin, identity, and exploits have eluded researchers and intelligence agencies for more than a century. Reilly himself told several versions of his background to confuse and mislead investigators. At different times in his life, he claimed to be the son of an Irish merchant seaman, an Irish clergyman, and an aristocratic landowner connected to the court of Emperor Alexander III of Russia. According to a Soviet secret police dossier compiled in 1925, he was perhaps born Zigmund Markovich Rozenblum on 24 March 1874 in Odessa, a Black Sea port of Emperor Alexander II's Russian Empire. His father Markus was a doctor and shipping agent, according to this dossier, while his mother came from an impoverished noble family.