SEI INDEX FUNDS
NSAR-A, 1995-11-22
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<PAGE>      PAGE  1
000 A000000 09/30/95
000 C000000 0000766589
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 3.0.a
000 J000000 U
001 A000000 SEI INDEX FUNDS
001 B000000 811-4283
001 C000000 8003425734
002 A000000 2 OLIVER STREET
002 B000000 BOSTON
002 C000000 MA
002 D010000 02109
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 Y
007 B000000  2
007 C010100  1
007 C020100 S&P 500 INDEX PORTFOLIO
007 C030100 N
007 C010200  2
007 C020200 BOND INDEX PORTFOLIO
007 C030200 N
007 C010300  3
007 C010400  4
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
008 A00AA01 WORLD ASSET MANAGEMENT
008 B00AA01 A
008 C00AA01 801-0000
008 D01AA01 DETROIT
008 D02AA01 MI
008 D03AA01 48275
008 D04AA01 3040
010 A00AA01 SEI FINANCIAL MANAGEMENT CORPORATION
010 C01AA01 WAYNE
010 C02AA01 PA
010 C03AA01 19087
010 C04AA01 1658
011 A00AA01 SEI FINANCIAL SERVICES COMPANY
011 B00AA01 8-0000
011 C01AA01 WAYNE
<PAGE>      PAGE  2
011 C02AA01 PA
011 C03AA01 19087
011 C04AA01 1658
012 A00AA01 SEI FINANCIAL MANAGEMENT CORPORATION
012 B00AA01 84-0000
012 C01AA01 WAYNE
012 C02AA01 PA
012 C03AA01 19087
012 C04AA01 1658
013 A00AA01 ARTHUR ANDERSON & COMPANY
013 B01AA01 PHILADELPHIA
013 B02AA01 PA
013 B03AA01 19106
015 A00AA01 COMERICA BANK
015 B00AA01 C
015 C01AA01 DETROIT
015 C02AA01 MI
015 C03AA01 48226
015 E01AA01 X
020 A000001 PAINE WEBBER
020 B000001 13-2760086
020 C000001     13
020 A000002 SALOMON BROTHERS
020 B000002 13-3082694
020 C000002      1
020 A000003 GOLDMAN SACHS
020 B000003 13-5108880
020 C000003      1
020 C000004      0
020 C000005      0
020 C000006      0
020 C000007      0
020 C000008      0
020 C000009      0
020 C000010      0
021  000000       14
022 A000001 J.P. MORGAN
022 B000001 13-3224016
022 C000001     57856
022 D000001     79937
022 A000002 LEHMAN BROTHERS
022 B000002 13-2518466
022 C000002      6650
022 D000002      7169
022 A000003 MERRILL LYNCH
022 B000003 13-5674085
022 C000003      3026
022 D000003      5704
022 A000004 PAINE WEBBER
022 B000004 13-2760086
022 C000004      2155
<PAGE>      PAGE  3
022 D000004        29
022 A000005 DAIN BOSWORTH
022 B000005 41-1414269
022 C000005      1338
022 D000005         0
022 A000006 A.G. EDWARDS
022 B000006 43-089547
022 C000006         0
022 D000006       651
022 A000007 STUART FRANKEL
022 B000007 13-3430942
022 C000007         0
022 D000007       488
022 A000008 GRUNTAL
022 B000008 13-3179859
022 C000008         0
022 D000008       414
022 A000009 FIRST OF MICHIGAN CORPORATION
022 C000009       354
022 D000009         0
022 A000010 SALOMON BROTHERS
022 B000010 13-3082694
022 C000010        79
022 D000010         0
023 C000000      71458
023 D000000      94392
029  00AA00 N
030 A00AA00      0
030 B00AA00  0.00
030 C00AA00  0.00
034  00AA00 N
035  00AA00      0
036 B00AA00      0
037  00AA00 N
038  00AA00      0
039  00AA00 N
040  00AA00 Y
041  00AA00 Y
045  00AA00 Y
046  00AA00 N
047  00AA00 Y
048  00AA00  0.030
048 A01AA00        0
048 A02AA00 0.000
048 B01AA00        0
048 B02AA00 0.000
048 C01AA00        0
048 C02AA00 0.000
048 D01AA00        0
048 D02AA00 0.000
048 E01AA00        0
<PAGE>      PAGE  4
048 E02AA00 0.000
048 F01AA00        0
048 F02AA00 0.000
048 G01AA00        0
048 G02AA00 0.000
048 H01AA00        0
048 H02AA00 0.000
048 I01AA00        0
048 I02AA00 0.000
048 J01AA00        0
048 J02AA00 0.000
048 K01AA00        0
048 K02AA00 0.000
049  00AA00 N
050  00AA00 N
051  00AA00 N
052  00AA00 N
053 A00AA00 N
054 A00AA00 N
054 B00AA00 N
054 C00AA00 N
054 D00AA00 N
054 E00AA00 N
054 F00AA00 N
054 G00AA00 N
054 H00AA00 N
054 I00AA00 N
054 J00AA00 N
054 K00AA00 N
054 L00AA00 N
054 M00AA00 N
054 N00AA00 N
054 O00AA00 N
055 A00AA00 N
055 B00AA00 N
056  00AA00 N
057  00AA00 N
058 A00AA00 N
059  00AA00 Y
061  00AA00        0
077 A000000 N
024  000100 Y
025 A000101 DEAN WITTER DISCOVER
025 B000101 94-1671384
025 C000101 E
025 D000101    1142
025 A000102 MERRILL LYNCH
025 B000102 13-5674085
025 C000102 E
025 D000102    1331
025 A000103 J.P. MORGAN
<PAGE>      PAGE  5
025 B000103 13-3224016
025 C000103 E
025 D000103    1743
025 A000104 MORGAN STANLEY
025 B000104 13-2655998
025 C000104 E
025 D000104     884
025 D000105       0
025 D000106       0
025 D000107       0
025 D000108       0
028 A010100     22066
028 A020100       413
028 A030100         0
028 A040100     29407
028 B010100     17395
028 B020100       420
028 B030100         0
028 B040100     20183
028 C010100     17503
028 C020100       422
028 C030100         0
028 C040100     20211
028 D010100     22014
028 D020100       420
028 D030100         0
028 D040100     12257
028 E010100     18381
028 E020100       426
028 E030100         0
028 E040100     10693
028 F010100     21246
028 F020100       433
028 F030100         0
028 F040100     28906
028 G010100    118605
028 G020100      2534
028 G030100         0
028 G040100    121657
028 H000100         0
042 A000100   0
042 B000100   0
042 C000100   0
042 D000100   0
042 E000100 100
042 F000100   0
042 G000100   0
042 H000100   0
043  000100    100
044  000100      0
062 A000100 N
<PAGE>      PAGE  6
062 B000100   0.0
062 C000100   0.0
062 D000100   0.0
062 E000100   0.0
062 F000100   0.0
062 G000100   0.0
062 H000100   0.0
062 I000100   0.0
062 J000100   0.0
062 K000100   0.0
062 L000100   0.0
062 M000100   0.0
062 N000100   0.0
062 O000100   0.0
062 P000100   0.0
062 Q000100   0.0
062 R000100   0.0
066 A000100 Y
066 B000100 N
066 C000100 Y
066 D000100 N
066 E000100 N
066 F000100 N
066 G000100 N
067  000100 N
068 A000100 N
068 B000100 N
069  000100 Y
071 A000100     30279
071 B000100      3195
071 C000100    474215
071 D000100    1
072 A000100  6
072 B000100      544
072 C000100     6049
072 D000100        0
072 E000100        0
072 F000100       74
072 G000100      545
072 H000100        0
072 I000100       12
072 J000100       25
072 K000100        0
072 L000100        0
072 M000100        8
072 N000100       16
072 O000100        0
072 P000100        0
072 Q000100        0
072 R000100       15
072 S000100       16
<PAGE>      PAGE  7
072 T000100      100
072 U000100        0
072 V000100        0
072 W000100       49
072 X000100      860
072 Y000100      241
072 Z000100     5974
072AA000100     3730
072BB000100        0
072CC010100    72144
072CC020100        0
072DD010100     4981
072DD020100        0
072EE000100        0
073 A010100   0.1800
073 A020100   0.0000
073 B000100   0.0000
073 C000100   0.0000
074 A000100        0
074 B000100    14345
074 C000100     1458
074 D000100        0
074 E000100        0
074 F000100   517677
074 G000100        0
074 H000100        0
074 I000100        3
074 J000100        0
074 K000100        0
074 L000100        0
074 M000100      878
074 N000100   534361
074 O000100        0
074 P000100        0
074 Q000100        0
074 R010100        0
074 R020100        0
074 R030100        0
074 R040100        0
074 S000100        0
074 T000100   534361
074 U010100    27866
074 U020100        0
074 V010100    19.18
074 V020100     0.00
074 W000100   0.0000
074 X000100      191
074 Y000100     1458
075 A000100        0
075 B000100   493973
076  000100     0.00
<PAGE>      PAGE  8
024  000200 Y
025 A000201 J.P. MORGAN
025 B000201 13-3224016
025 C000201 D
025 D000201     181
025 D000202       0
025 D000203       0
025 D000204       0
025 D000205       0
025 D000206       0
025 D000207       0
025 D000208       0
028 A010200      1229
028 A020200        32
028 A030200         0
028 A040200      1432
028 B010200      1480
028 B020200        32
028 B030200         0
028 B040200      4086
028 C010200       784
028 C020200        38
028 C030200         0
028 C040200      2465
028 D010200       947
028 D020200        33
028 D030200         0
028 D040200       762
028 E010200      1310
028 E020200        34
028 E030200         0
028 E040200      1174
028 F010200       803
028 F020200        34
028 F030200         0
028 F040200      1391
028 G010200      6553
028 G020200       203
028 G030200         0
028 G040200     11310
028 H000200         0
042 A000200   0
042 B000200   0
042 C000200   0
042 D000200   0
042 E000200 100
042 F000200   0
042 G000200   0
042 H000200   0
043  000200      6
044  000200      0
<PAGE>      PAGE  9
062 A000200 Y
062 B000200   0.0
062 C000200   1.5
062 D000200   0.6
062 E000200   0.0
062 F000200   0.0
062 G000200   0.0
062 H000200   0.0
062 I000200   0.0
062 J000200   0.0
062 K000200   0.0
062 L000200   1.1
062 M000200  42.1
062 N000200  35.4
062 O000200   0.0
062 P000200  16.9
062 Q000200   2.4
062 R000200   0.0
063 A000200   0
063 B000200  9.7
066 A000200 N
067  000200 N
068 A000200 N
068 B000200 N
069  000200 Y
071 A000200      5090
071 B000200      8997
071 C000200     42622
071 D000200   12
072 A000200  6
072 B000200     1465
072 C000200        0
072 D000200        0
072 E000200        0
072 F000200        6
072 G000200       77
072 H000200        0
072 I000200        1
072 J000200        2
072 K000200        0
072 L000200        0
072 M000200        1
072 N000200        2
072 O000200        0
072 P000200        0
072 Q000200        0
072 R000200        2
072 S000200        1
072 T000200        6
072 U000200        0
072 V000200        0
<PAGE>      PAGE  10
072 W000200        5
072 X000200      103
072 Y000200       19
072 Z000200     1381
072AA000200       64
072BB000200        0
072CC010200     1974
072CC020200        0
072DD010200     1424
072DD020200        0
072EE000200        0
073 A010200   0.3280
073 A020200   0.0000
073 B000200   0.0000
073 C000200   0.0000
074 A000200        0
074 B000200      254
074 C000200     1127
074 D000200    41013
074 E000200        0
074 F000200        0
074 G000200        0
074 H000200        0
074 I000200        0
074 J000200        0
074 K000200        0
074 L000200        0
074 M000200      690
074 N000200    43084
074 O000200        0
074 P000200        0
074 Q000200        0
074 R010200        0
074 R020200        0
074 R030200        0
074 R040200        0
074 S000200        0
074 T000200    43084
074 U010200     4162
074 U020200        0
074 V010200    10.35
074 V020200     0.00
074 W000200   0.0000
074 X000200       64
074 Y000200        0
075 A000200        0
075 B000200    43848
076  000200     0.00
SIGNATURE   JEFFREY A. COHEN                             
TITLE       CONTROLLER          
 


<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 011
   <NAME> S&P INDEX PORTFOLIO
<MULTIPLIER> 1,000
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-1996
<PERIOD-START>                             APR-01-1995
<PERIOD-END>                               SEP-30-1995
<INVESTMENTS-AT-COST>                           402919
<INVESTMENTS-AT-VALUE>                          533483
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                     878
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                  534361
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                  0
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                        392707
<SHARES-COMMON-STOCK>                            27866
<SHARES-COMMON-PRIOR>                            27927
<ACCUMULATED-NII-CURRENT>                         2206
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                           8670
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                        130778
<NET-ASSETS>                                    534361
<DIVIDEND-INCOME>                                 6049
<INTEREST-INCOME>                                  544
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                     619
<NET-INVESTMENT-INCOME>                           5974
<REALIZED-GAINS-CURRENT>                          3730
<APPREC-INCREASE-CURRENT>                        72144
<NET-CHANGE-FROM-OPS>                            81848
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                       (4981)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                         118605
<NUMBER-OF-SHARES-REDEEMED>                   (121657)
<SHARES-REINVESTED>                               2534
<NET-CHANGE-IN-ASSETS>                           (518)
<ACCUMULATED-NII-PRIOR>                           1983
<ACCUMULATED-GAINS-PRIOR>                         9824
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                               74
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                    860
<AVERAGE-NET-ASSETS>                            493973
<PER-SHARE-NAV-BEGIN>                             16.4
<PER-SHARE-NII>                                    .22
<PER-SHARE-GAIN-APPREC>                           2.74
<PER-SHARE-DIVIDEND>                             (.18)
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              19.18
<EXPENSE-RATIO>                                    .25
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 021
   <NAME> BOND INDEX PORTFOLIO
<MULTIPLIER> 1,000
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-1996
<PERIOD-START>                             APR-01-1995
<PERIOD-END>                               SEP-30-1995
<INVESTMENTS-AT-COST>                            41482
<INVESTMENTS-AT-VALUE>                           42394
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                     690
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                   43084
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                  0
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                         42945
<SHARES-COMMON-STOCK>                             4162
<SHARES-COMMON-PRIOR>                             4612
<ACCUMULATED-NII-CURRENT>                          209
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                          (982)
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                           912
<NET-ASSETS>                                     43084
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                 1465
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                      84
<NET-INVESTMENT-INCOME>                           1381
<REALIZED-GAINS-CURRENT>                            64
<APPREC-INCREASE-CURRENT>                         1974
<NET-CHANGE-FROM-OPS>                             3419
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                       (1424)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                           6553
<NUMBER-OF-SHARES-REDEEMED>                    (11310)
<SHARES-REINVESTED>                                203
<NET-CHANGE-IN-ASSETS>                          (4554)
<ACCUMULATED-NII-PRIOR>                            265
<ACCUMULATED-GAINS-PRIOR>                        (274)
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                6
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                    103
<AVERAGE-NET-ASSETS>                             43848
<PER-SHARE-NAV-BEGIN>                              9.9
<PER-SHARE-NII>                                    .33
<PER-SHARE-GAIN-APPREC>                            .45
<PER-SHARE-DIVIDEND>                             (.33)
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              10.35
<EXPENSE-RATIO>                                    .38
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>


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