SEC charges Allianz Global with multibillion dollar fraud targeted at pension funds

Funds suffered "catastrophic losses" as three senior portfolio managers concealed the magnitude of risk and actual investment performance of their trading strategy.

Headquarters of the U.S. Securities and Exchange Commission in Washington, D.C. Photo: Diego M. Radzinschi/ALM

Allianz Global Investors U.S. LLC reached a $6 billion deal with the SEC resolving claims tied to a scheme that saw investors lose billions after the COVID-19 pandemic crippled U.S. markets. 

Pension funds for teachers, clergy, bus drivers, engineers and other investors were defrauded, with losses and downside risks concealed for years, according to a statement released by Securities and Exchange Commission Chair Gary Gensler.

The case marks the latest white-collar crackdown under the Biden administration that targeted corporate employees, and required an admission of guilt. 

According to an SEC complaint filed Tuesday in the U.S. District Court for the Southern District of New York, Gregoire Tournant, Trevor Taylor and Stephen Bond-Nelson developed a trading and options program for Allianz Global called “Structured Alpha.” The program involved the manipulation of financial reports and other information provided to investors, but failed to properly report the true risk involved as well as the funds’ actual performance.

Documents point to a system of shifting decimal points used in reporting, as well as halving reported losses, which aimed to “smooth” performance data. 

The scheme got worse once COVID-19 hit markets, with the funds suffering “catastrophic losses.” The complaint says efforts to further conceal the scheme from the SEC involved false testimony and meetings to discuss sending their assets overseas in vacant construction sites.

“While they were able to solicit over $11 billion in investments by the end of 2019 and earn over $550 million in fees as a result of their lies, [the defendants] lost over $5 billion in investor funds when the market volatility of March 2020 exposed the true risk of their products,” said Gurbir S. Grewal, director of the SEC’s enforcement division. 

Taylor and Bond-Nelson plead guilty to the charges and will face yet-to-be court-approved monetary damages. 

Tournant was taken into custody Tuesday morning. He faces an officer and director bar as well as unspecified damages. 

Allianz also admitted fault and agreed to end the program and pay $315.2 million in disgorgement, $34 million in prejudgment interest, and a $675 million civil penalty. Portions of the penalties and fees will be returned to investors. They’ll also face a 10-year ban on providing advisory services to U.S. registered investment funds.

Attempts to reach defendants’ representation were not returned by press time.