0001041062-12-000349.txt : 20120530 0001041062-12-000349.hdr.sgml : 20120530 20120530152251 ACCESSION NUMBER: 0001041062-12-000349 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120530 DATE AS OF CHANGE: 20120530 EFFECTIVENESS DATE: 20120530 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST CENTRAL INDEX KEY: 0000835597 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05601 FILM NUMBER: 12877340 BUSINESS ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED 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I000200 607 072 J000200 37 072 K000200 0 072 L000200 37 072 M000200 5 072 N000200 6 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 12 072 S000200 8 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 34 072 X000200 2933 072 Y000200 452 072 Z000200 4330 072AA000200 18391 072BB000200 0 072CC010200 0 072CC020200 9111 072DD010200 12225 072DD020200 0 072EE000200 0 072 A000500 6 072 B000500 0 072 C000500 5198 072 D000500 0 072 E000500 274 072 F000500 4325 072 G000500 2678 072 H000500 2 072 I000500 1030 072 J000500 208 072 K000500 0 072 L000500 62 072 M000500 9 072 N000500 11 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 82 072 S000500 13 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 66 072 X000500 8486 072 Y000500 383 PAGE 21 072 Z000500 -2631 072AA000500 0 072BB000500 43224 072CC010500 180214 072CC020500 0 072DD010500 2183 072DD020500 0 072EE000500 0 072 A000600 6 072 B000600 32363 072 C000600 0 072 D000600 0 072 E000600 9 072 F000600 3958 072 G000600 3027 072 H000600 2 072 I000600 1164 072 J000600 36 072 K000600 0 072 L000600 71 072 M000600 11 072 N000600 11 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 31 072 S000600 15 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 35 072 X000600 8361 072 Y000600 2011 072 Z000600 26022 072AA000600 16212 072BB000600 0 072CC010600 50397 072CC020600 0 072DD010600 42178 072DD020600 0 072EE000600 2001 073 A010100 0.1596 073 A020100 0.1326 073 B000100 0.0000 073 C000100 0.0000 073 A010200 0.2668 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 073 A010500 0.0266 073 A020500 0.0000 PAGE 22 073 B000500 0.0000 073 C000500 0.0000 073 A010600 0.5101 073 A020600 0.0000 073 B000600 0.0246 073 C000600 0.0000 074 A000100 3428 074 B000100 0 074 C000100 43533 074 D000100 0 074 E000100 4189 074 F000100 1741622 074 G000100 0 074 H000100 0 074 I000100 58474 074 J000100 8237 074 K000100 0 074 L000100 11206 074 M000100 75 074 N000100 1870764 074 O000100 11780 074 P000100 1867 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 42502 074 S000100 0 074 T000100 1814615 074 U010100 219521 074 U020100 693 074 V010100 8.24 074 V020100 8.24 074 W000100 0.0000 074 X000100 746 074 Y000100 0 074 A000200 0 074 B000200 0 074 C000200 52494 074 D000200 431555 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 3994 074 K000200 0 074 L000200 6834 074 M000200 7218 074 N000200 502095 074 O000200 10650 PAGE 23 074 P000200 398 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 6065 074 S000200 0 074 T000200 484982 074 U010200 46338 074 U020200 0 074 V010200 10.47 074 V020200 0.00 074 W000200 0.0000 074 X000200 347 074 Y000200 0 074 A000500 6693 074 B000500 0 074 C000500 16145 074 D000500 0 074 E000500 40857 074 F000500 804606 074 G000500 0 074 H000500 0 074 I000500 26227 074 J000500 7581 074 K000500 0 074 L000500 9161 074 M000500 0 074 N000500 911270 074 O000500 9047 074 P000500 1421 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 9215 074 S000500 0 074 T000500 891587 074 U010500 83940 074 U020500 0 074 V010500 10.62 074 V020500 0.00 074 W000500 0.0000 074 X000500 612 074 Y000500 0 074 A000600 5477 074 B000600 0 074 C000600 42786 074 D000600 920944 074 E000600 0 074 F000600 0 PAGE 24 074 G000600 0 074 H000600 0 074 I000600 24496 074 J000600 6040 074 K000600 0 074 L000600 17072 074 M000600 4932 074 N000600 1021747 074 O000600 6626 074 P000600 1099 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 13644 074 S000600 0 074 T000600 1000378 074 U010600 87863 074 U020600 0 074 V010600 11.39 074 V020600 0.00 074 W000600 0.0000 074 X000600 1930 074 Y000600 0 075 A000100 0 075 B000100 172688 075 A000200 0 075 B000200 485134 075 A000500 0 075 B000500 822813 075 A000600 0 075 B000600 929914 076 000100 0.00 076 000200 0.00 076 000500 0.00 076 000600 0.00 077 A000000 Y 077 B000000 N 077 P000000 Y 077 Q010000 Y 077 Q030000 Y 078 000000 N 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 PAGE 25 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE ROBERT A NESHER TITLE PRESIDENT & CEO EX-99.77Q1 OTHR EXHB 2 lending.txt Independent Accountants Report The Board of Trustees/Directors SEI Daily Income Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, SEI Alpha Strategy Portfolios, LP, SEI Liquid Asset Trust, Adviser Managed Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust and SEI Institutional International Trust: We have examined the Interfund Lending Teams (defined as representative employees of SEI Investments Global Funds Services, SEI Investments Management Corporation and other SEI personnel (collectively, SEI)) compliance with the conditions as required by Investment Company Act Release No. 26762 dated February 17, 2005, together with Securities and Exchange Commission Release Number IC-26783 dated March 15, 2005, (collectively, hereinafter referred to as the Exemptive Order) which permits the series of SEI Daily Income Trust, SEI Asset Allocation Trust, SEI Institutional Investments Trust, SEI Alpha Strategy Portfolios, LP, SEI Liquid Asset Trust, Adviser Managed Trust, SEI Tax Exempt Trust, SEI Institutional Managed Trust and SEI Institutional International Trust (collectively, the SEI Funds) to participate in a credit facility (the Credit Facility) whereby each of the SEI Funds may directly lend to, and each of the SEI Funds may directly borrow from the other SEI Funds for temporary purposes provided that the loans are made in accordance with the terms and conditions of the Exemptive Order during the period June 1, 2010 through June 30, 2011. The Interfund Lending Team is responsible for compliance with the requirements of the Exemptive Order. Our responsibility is to express an opinion on the Interfund Lending Teams compliance based on our examination. Our examination was conducted in accordance with attestation standards established by the American Institute of Certified Public Accountants and, accordingly, included examining, on a test basis, evidence about the Interfund Lending Teams compliance with the requirements of the Exemptive Order and performing such other procedures as we considered necessary in the circumstances. We believe that our examination provides a reasonable basis for our opinion. Our examination does not provide a legal determination on the Interfund Lending Teams compliance with specified requirements. Our examination disclosed the following material noncompliance, which the Interfund Lending Team informed us of, related to one of the conditions of the Exemptive Order during the period June 1, 2010 through June 30, 2011. The Exemptive Order requires that the Interfund Lending Team have an independent public accountant for two years following the commencement of the Credit Facility examine the Interfund Lending Teams assertion that it has established procedures reasonably designed to achieve compliance with the conditions of the Exemptive Order and file a written report of the results of such examination with the Securities and Exchange Commission pursuant to Item 77Q3 of Form N- SAR, as amended. The Interfund Lending Team did not have an independent public accountant examine this assertion for the period from April 1, 2009 (commencement of the Credit Facility) through May 31, 2010. In our opinion, except for the material noncompliance described in the third paragraph, the Interfund Lending Team complied, in all material respects, with the aforementioned requirements in the Exemptive Order for the period June 1, 2010 through June 30, 2011. This report is intended solely for the information and use of SEI management and the Board of Trustees/Directors of the SEI Funds and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/ KPMG LLP Philadelphia, Pennsylvania August 29, 2011 EX-99.77Q1 OTHR EXHB 3 bylaws.txt Sub-Item 77Q1(a) Amended and Restated By-Laws, dated September 13, 2011, are herein incorporated by reference to Exhibit (b) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033-22821 and 811-05601), filed with the SEC on January 27, 2012. EX-99.77P EXMPT INFO 4 adv.txt Sub-Item 77P Amendment, dated January 6, 2012, to the Investment Sub-Advisory Agreement, dated April 2, 2009, between SIMC and Acadian Asset Management LLC with respect to the International Equity Fund is herein incorporated by reference to Exhibit (d)(4) of Post- Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033- 22821 and 811-05601), filed with the SEC on January 27, 2012. Amended Schedule B, as last revised October 1, 2011, to the Investment Sub-Advisory Agreement, dated June 27, 2008, between SIMC and Artisan Partners Limited Partnership with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(8) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033-22821 and 811-05601), filed with the SEC on January 27, 2012. Amended Schedule A, as last revised June 27, 2011, to the Investment Sub-Advisory Agreement, dated September 18, 2000, as amended July 1, 2003, between SIMC and The Boston Company Asset Management LLC with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(14) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033- 22821 and 811-05601), filed with the SEC on January 27, 2012. Amendment, dated September 23, 2011, to the Investment Sub-Advisory Agreement, dated September 18, 2000, as amended July 1, 2003 and with Amended Schedule A, as last revised June 27, 2011, between SIMC and The Boston Company Asset Management LLC with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(15) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033- 22821 and 811-05601), filed with the SEC on January 27, 2012.. Amendment, dated September 15, 2011, to the Investment Sub-Advisory Agreement, dated March 25, 2011, between SIMC and Delaware Management Company, a series of Delaware Management Business Trust, with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(19) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033- 22821 and 811-05601), filed with the SEC on January 27, 2012. Amended Schedule B, as last revised November 10, 2011, to the Investment Sub-Advisory Agreement, dated March 21, 2007, between SIMC and FIL Investment Advisors with respect to the International Fixed Income Fund is herein incorporated by reference to Exhibit (d)(21) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033- 22821 and 811-05601), filed with the SEC on January 27, 2012. Investment Sub-Advisory Agreement, dated October 26, 2011, between SIMC and JO Hambro Capital Management Limited with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(25) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033-22821 and 811-05601), filed with the SEC on January 27, 2012. Amended Schedule B, as last revised June 30, 2011, to the Investment Sub-Advisory Agreement dated August 3, 2007 between SIMC and PanAgora Asset Management Inc with respect to the Emerging Markets Equity Fund is herein incorporated by reference to Exhibit (d)(30) of Post-Effective Amendment No. 54 to Registrants Registration Statement on Form N-1A (File Nos. 033-22821 and 811-05601), filed with the SEC on January 27, 2012.