SEI INDEX FUNDS
NSAR-A, 1998-11-30
Previous: BERGER OMNI INVESTMENT TRUST, NSAR-B, 1998-11-30
Next: KEMPER TAX EXEMPT INCOME TR SERIES 83 & MULTI STATE SER 27, 24F-2NT, 1998-11-30



<PAGE>      PAGE  1
000 A000000 09/30/98
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
010 A00AA01 SEI INVESTMENTS MUTUAL FUNDS SERVICES
010 C01AA01 WAYNE
010 C02AA01 PA
010 C03AA01 19087
010 C04AA01 1658
012 A00AA01 SEI INVESTMENTS MUTUAL FUNDS SERVICES
012 B00AA01 84-0000
012 C01AA01 WAYNE
012 C02AA01 PA
012 C03AA01 19087
012 C04AA01 1658
013 A00AA01 ARTHUR ANDERSON LLP
013 B01AA01 PHILADELPHIA
013 B02AA01 PA
013 B03AA01 19106
<PAGE>      PAGE  2
020 A000001 PAINE WEBBER
020 B000001 13-2760086
020 C000001     20
020 A000002 NATWEST
020 C000002      9
020 A000003 INSTINET
020 B000003 13-3443395
020 C000003      5
020 A000004 CANTOR FITZGERALD
020 B000004 13-3680184
020 C000004      4
020 A000005 PAINE WEBBER
020 C000005      3
020 A000006 NATIONAL FINANCIAL
020 C000006      3
020 A000007 FIRST BOSTON
020 B000007 13-2655998
020 C000007      0
020 A000008 MERRILL LYNCH
020 B000008 13-5674085
020 C000008      0
020 C000009      0
020 C000010      0
021  000000       47
022 A000001 J.P. MORGAN
022 B000001 13-3224016
022 C000001    165490
022 D000001    156979
022 A000002 MORGAN STANLEY
022 B000002 13-2655998
022 C000002     33488
022 D000002         0
022 A000003 PAINE WEBBER
022 B000003 13-2760086
022 C000003      6655
022 D000003         0
022 A000004 GX CLARKE
022 B000004 13-2969143
022 C000004      2928
022 D000004         0
022 A000005 MERRILL LYNCH
022 B000005 13-5674085
022 C000005      2068
022 D000005         0
022 A000006 NAT WEST
022 C000006         0
022 D000006      1786
022 A000007 CANTOR FITZGERALD
022 B000007 13-3680184
022 C000007         0
022 D000007      1570
<PAGE>      PAGE  3
022 A000008 FIRST BOSTON
022 B000008 13-5659485
022 C000008      1478
022 D000008         0
022 A000009 ABN
022 C000009         0
022 D000009       535
022 A000010 SMITH BARNEY
022 B000010 13-2518466
022 C000010       119
022 D000010         0
023 C000000     215142
023 D000000     221145
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 Y
077 A000000 N
008 A000101 WORLD ASSET MANAGEMENT
008 B000101 A
008 C000101 801-0000
008 D010101 DETROIT
008 D020101 MI
008 D030101 48275
008 D040101 3040
024  000100 Y
025 A000101 J.P. MORGAN
025 B000101 13-3224016
025 C000101 E
025 D000101    2981
025 A000102 J.P. MORGAN
025 B000102 13-3224016
025 C000102 D
025 D000102   30532
025 A000103 MERRILL LYNCH
025 B000103 13-5674085
025 C000103 E
025 D000103    3297
025 A000104 MORGAN STANLEY
025 B000104 13-2655998
025 C000104 E
025 D000104    5144
028 A010100     69178
028 A020100      3364
028 A030100         0
<PAGE>      PAGE  4
028 A040100     92720
028 B010100     57026
028 B020100         0
028 B030100         0
028 B040100     29631
028 C010100     51594
028 C020100         0
028 C030100         0
028 C040100     56802
028 D010100     57543
028 D020100      3937
028 D030100         0
028 D040100     47324
028 E010100     44166
028 E020100         0
028 E030100         0
028 E040100     32066
028 F010100     51916
028 F020100         0
028 F030100         0
028 F040100     38817
028 G010100    331423
028 G020100      7301
028 G030100         0
028 G040100    297360
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    367
044  000100      0
062 A000100 N
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
<PAGE>      PAGE  5
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    516991
071 B000100    135794
071 C000100   1440101
071 D000100    5
072 A000100  6
072 B000100      936
072 C000100    13262
072 D000100        0
072 E000100        0
072 F000100      264
072 G000100     1932
072 H000100        0
072 I000100      367
072 J000100      148
072 K000100        0
072 L000100       31
072 M000100       11
072 N000100       93
072 O000100        0
072 P000100        0
072 Q000100        0
072 R000100       17
072 S000100       16
072 T000100        0
072 U000100        0
072 V000100        0
072 W000100       37
072 X000100     2916
072 Y000100      353
072 Z000100    11635
072AA000100    34693
072BB000100        0
072CC010100        0
072CC020100   171942
072DD010100    11002
072DD020100        0
072EE000100        0
<PAGE>      PAGE  6
073 A010100   0.2100
073 A020100   0.2300
073 B000100   0.0000
073 C000100   0.0000
074 A000100        0
074 B000100    30532
074 C000100     2995
074 D000100        0
074 E000100      248
074 F000100  1622552
074 G000100        0
074 H000100        0
074 I000100        0
074 J000100        0
074 K000100        0
074 L000100        0
074 M000100     2422
074 N000100  1658749
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  1658749
074 U010100    14798
074 U020100    36871
074 V010100    32.06
074 V020100    32.12
074 W000100   0.0000
074 X000100      565
074 Y000100     2995
075 A000100        0
075 B000100  1644307
076  000100     0.00
024  000200 Y
025 A000201 J.P. MORGAN
025 B000201 13-3224016
025 C000201 D
025 D000201     203
028 A010200      1936
028 A020200        51
028 A030200         0
028 A040200      2712
028 B010200       986
028 B020200        52
028 B030200         0
028 B040200       387
028 C010200      1442
<PAGE>      PAGE  7
028 C020200        52
028 C030200         0
028 C040200       776
028 D010200      2260
028 D020200        56
028 D030200         0
028 D040200       583
028 E010200      1373
028 E020200        59
028 E030200         0
028 E040200      1202
028 F010200      1534
028 F020200         0
028 F030200         0
028 F040200       892
028 G010200      9531
028 G020200       270
028 G030200         0
028 G040200      6553
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      0
044  000200      0
062 A000200 Y
062 B000200   0.0
062 C000200   0.0
062 D000200   2.3
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   0.0
062 M000200  37.4
062 N000200  36.3
062 O000200   0.0
062 P000200  19.8
062 Q000200   3.1
062 R000200   0.0
063 A000200   0
063 B000200 11.5
066 A000200 N
<PAGE>      PAGE  8
067  000200 N
068 A000200 N
068 B000200 N
069  000200 Y
071 A000200     33221
071 B000200     24321
071 C000200     39987
071 D000200   18
072 A000200  6
072 B000200     1412
072 C000200        0
072 D000200        0
072 E000200        0
072 F000200       16
072 G000200       79
072 H000200        0
072 I000200        0
072 J000200        4
072 K000200        0
072 L000200       -3
072 M000200        0
072 N000200        3
072 O000200        0
072 P000200        0
072 Q000200        0
072 R000200        1
072 S000200        0
072 T000200        0
072 U000200        0
072 V000200        0
072 W000200        5
072 X000200      105
072 Y000200       20
072 Z000200     1327
072AA000200      108
072BB000200        0
072CC010200     1642
072CC020200        0
072DD010200     1327
072DD020200        0
072EE000200        0
073 A010200   0.3100
073 A020200   0.0000
073 B000200   0.0000
073 C000200   0.0000
074 A000200        0
074 B000200     1110
074 C000200        0
074 D000200    46624
074 E000200        0
074 F000200        0
<PAGE>      PAGE  9
074 G000200        0
074 H000200        0
074 I000200        0
074 J000200        0
074 K000200        0
074 L000200        0
074 M000200      546
074 N000200    48280
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    48280
074 U010200     4421
074 U020200        0
074 V010200    10.92
074 V020200     0.00
074 W000200   0.0000
074 X000200      114
074 Y000200        0
075 A000200        0
075 B000200    47405
076  000200     0.00
SIGNATURE   MARK NAGLE                                   
TITLE       CONTROLLER          
 


<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 010
   <NAME> S & P 500 INDEX CLASS A
<MULTIPLIER> 1,000
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-1999
<PERIOD-START>                             APR-01-1998
<PERIOD-END>                               SEP-30-1998
<INVESTMENTS-AT-COST>                          1076634
<INVESTMENTS-AT-VALUE>                         1656327
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                    2422
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                 1658749
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                  0
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                        418468
<SHARES-COMMON-STOCK>                            14798
<SHARES-COMMON-PRIOR>                            12994
<ACCUMULATED-NII-CURRENT>                         5698
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                          53854
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                        579381
<NET-ASSETS>                                   1658749
<DIVIDEND-INCOME>                                13262
<INTEREST-INCOME>                                  936
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                    2563
<NET-INVESTMENT-INCOME>                          11635
<REALIZED-GAINS-CURRENT>                         34693
<APPREC-INCREASE-CURRENT>                     (171942)
<NET-CHANGE-FROM-OPS>                         (125614)
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                        11002
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                           4248
<NUMBER-OF-SHARES-REDEEMED>                       2520
<SHARES-REINVESTED>                                 76
<NET-CHANGE-IN-ASSETS>                            1804
<ACCUMULATED-NII-PRIOR>                           5065
<ACCUMULATED-GAINS-PRIOR>                        19161
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                              264
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                   4500
<AVERAGE-NET-ASSETS>                            117445
<PER-SHARE-NAV-BEGIN>                            34.71
<PER-SHARE-NII>                                    .21
<PER-SHARE-GAIN-APPREC>                         (2.66)
<PER-SHARE-DIVIDEND>                               .20
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              32.06
<EXPENSE-RATIO>                                    .40
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 011
   <NAME> S & P 500 INDEX CLASS E
<MULTIPLIER> 1,000
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-1999
<PERIOD-START>                             APR-01-1998
<PERIOD-END>                               SEP-30-1998
<INVESTMENTS-AT-COST>                          1076634
<INVESTMENTS-AT-VALUE>                         1656327
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                    2422
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                 1658749
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                  0
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                        601348
<SHARES-COMMON-STOCK>                            36871
<SHARES-COMMON-PRIOR>                            37414
<ACCUMULATED-NII-CURRENT>                         5698
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                          53854
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                        579381
<NET-ASSETS>                                   1658749
<DIVIDEND-INCOME>                                13262
<INTEREST-INCOME>                                  936
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                    2563
<NET-INVESTMENT-INCOME>                          11635
<REALIZED-GAINS-CURRENT>                         34693
<APPREC-INCREASE-CURRENT>                     (171942)
<NET-CHANGE-FROM-OPS>                         (125614)
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                        11002
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                           5345
<NUMBER-OF-SHARES-REDEEMED>                       6016
<SHARES-REINVESTED>                                129
<NET-CHANGE-IN-ASSETS>                           (542)
<ACCUMULATED-NII-PRIOR>                           5065
<ACCUMULATED-GAINS-PRIOR>                        19161
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                              264
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                   4500
<AVERAGE-NET-ASSETS>                            469857
<PER-SHARE-NAV-BEGIN>                            34.77
<PER-SHARE-NII>                                    .23
<PER-SHARE-GAIN-APPREC>                         (2.66)
<PER-SHARE-DIVIDEND>                               .22
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              32.12
<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> 020
   <NAME> BOND INDEX CLASS A
<MULTIPLIER> 1,000
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-1999
<PERIOD-START>                             APR-01-1998
<PERIOD-END>                               SEP-30-1998
<INVESTMENTS-AT-COST>                            44989
<INVESTMENTS-AT-VALUE>                           47734
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                     546
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                   48280
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                  0
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                         46079
<SHARES-COMMON-STOCK>                             4421
<SHARES-COMMON-PRIOR>                             4116
<ACCUMULATED-NII-CURRENT>                            0
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                          (544)
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                          2745
<NET-ASSETS>                                     48280
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                 1412
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                      85
<NET-INVESTMENT-INCOME>                           1327
<REALIZED-GAINS-CURRENT>                           108
<APPREC-INCREASE-CURRENT>                         1642
<NET-CHANGE-FROM-OPS>                             3077
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                         1327
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                            898
<NUMBER-OF-SHARES-REDEEMED>                        619
<SHARES-REINVESTED>                                 26
<NET-CHANGE-IN-ASSETS>                             305
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                        (652)
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                               16
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                    164
<AVERAGE-NET-ASSETS>                             47405
<PER-SHARE-NAV-BEGIN>                            10.52
<PER-SHARE-NII>                                    .31
<PER-SHARE-GAIN-APPREC>                            .40
<PER-SHARE-DIVIDEND>                               .31
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              10.92
<EXPENSE-RATIO>                                    .38
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission