U.S. retirees could feel Turkey’s economic pain

The Volunteer State’s retirement system is the largest institutional investor in a Turkey exchange-traded fund.

The Tennessee Consolidated Retirement System was, as of earlier this summer, the largest institutional investor in a Turkey exchange-traded fund. (Photo: Shutterstock)

Tennessee’s public employees should be keeping a close eye on Turkey’s economic woes.

Its currency crisis could end up hurting the state’s retirees, since the Volunteer State’s retirement system is the largest institutional investor in a Turkey exchange-traded fund.

Reuters reports that the Tennessee Consolidated Retirement System manages a retirement plan for public employees statewide. And as of June 30, it held more than 880,000 shares valued at approximately $19 million.

The U.S.-based iShares MSCI Turkey ETF has dropped in value by about half, thanks to fears over Turkish President Tayyip Erdogan’s influence over monetary policy and a worsening diplomatic situation relative to the U.S. The country’s currency has fallen more than 37 percent, while its BIST 100 stock index has fallen about 22 percent.

Last year it was a different story, with the ETF bringing in a return of approximately 38 percent, including dividends.

Fortunately it’s not the only investment held by TCRS, or even a large part of it, according to the report, with a value estimated at $49.7 billion and an annual return of 8.19 percent at the end of its fiscal year on June 30.

The report says that TCRS’s strategy involved building a passive portfolio of single-country ETFs that allowed it to exclude countries that ranked poorly on third-party indexes of corruption and democracy.

It cites one of the fund’s investment reports as saying that allowed it to exclude China, the largest emerging market.

Individual country ETFs held in the portfolio are weighted by their market size relative to the overall benchmark. According to the report, TCRS said it did not take an active position, either positively or negatively, on Turkey.

Michael Brakebill, TCRS’s chief investment officer, is quoted in the report saying, “It is obviously a frustrating situation and it’s a real shame what’s happening in the country,” adding, “This particular incident doesn’t make us rethink the strategy. It is part and parcel with what we walk through in the risks involved with emerging markets.”