MPI’s Analysis of Allianz Structured Alpha Provided Key Lessons For Asset Owners

On May 15th, 2022, AllianzGI pleaded guilty to securities fraud and agreed to pay about $6 billion in penalties and restitution to investors in the Structured Alpha funds. Many months earlier, MPI’s September 2021 quantitative research Should Institutional Investors be Selling Market Crash Insurance? Do they Know They Are? revealed that the funds were effectively […]

May 23, 2022

On May 15th, 2022, AllianzGI pleaded guilty to securities fraud and agreed to pay about $6 billion in penalties and restitution to investors in the Structured Alpha funds. Many months earlier, MPI’s September 2021 quantitative research Should Institutional Investors be Selling Market Crash Insurance? Do they Know They Are? revealed that the funds were effectively selling market crash insurance and putting investors’ money at risk in the case of market collapse. Read entire press release here.

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