SEI INDEX FUNDS
NSAR-A, 1999-11-26
Previous: SMITH BARNEY INCOME FUNDS, 485BPOS, 1999-11-26
Next: RUSHMORE FUND INC, 24F-2NT, 1999-11-26



<PAGE>      PAGE  1
000 A000000 09/30/1999
000 C000000 0000766589
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
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
020 A000001 MORGAN STANLEY
020 B000001 1326559986
020 C000001     16
020 A000002 PAINE WEBBER
020 B000002 1327600864
020 C000002     15
020 A000003 FIRST BOSTON
020 B000003 13-5659485
020 C000003     13
020 A000004 CANTOR FITZGERALDT BOSTON
020 B000004 13-3680184
020 C000004      3
020 A000005 NATWEST
020 B000005 13-0000000
020 C000005      1
020 A000006 INSTINET CORPORATION
020 B000006 13-3443395
020 C000006      1
020 A000007 SALOMON SMITH BARNEY
020 B000007 13-1912900
020 C000007      1
020 A000008 DEUTSCHE BANK
020 B000008 14-3485320
020 C000008      1
020 A000009 BEAR STEARNS
020 B000009 13-2975144
020 C000009      1
020 A000010 JP MORGAN
020 B000010 13-3224016
<PAGE>      PAGE  2
020 C000010      1
021  000000       54
022 A000001 J.P. MORGAN
022 B000001 13-3224016
022 C000001    184523
022 D000001    139722
022 A000002 PAINE WEBBER
022 B000002 13-2760086
022 C000002     51410
022 D000002     38725
022 A000003 LEHMAN BROTHERS
022 B000003 13-2927667
022 C000003     34925
022 D000003     15706
022 A000004 FIRST BOSTON
022 B000004 13-5659485
022 C000004     43570
022 D000004       625
022 A000005 DEUTSCHE BANK
022 B000005 13-0000000
022 C000005     40220
022 D000005         0
022 A000006 MERRILL LYNCH
022 B000006 13-5674085
022 C000006       343
022 D000006     34742
022 A000007 MORGAN STANLEY
022 B000007 13-2655998
022 C000007     13950
022 D000007      2811
022 A000008 SALOMAN SMITH BARNEY
022 B000008 13-3082694
022 C000008      9013
022 D000008      5708
022 A000009 BEAR STEARNS
022 B000009 13-2975144
022 C000009      4392
022 D000009      2200
022 A000010 SEI INVESTMENTS
022 B000010 13-0000000
022 C000010       394
022 D000010      4974
023 C000000     384029
023 D000000     249594
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
<PAGE>      PAGE  3
026 G020000 N
026 H000000 N
027  000000 Y
029  00AA00 N
030 A00AA00      0
030 B00AA00  0.00
030 C00AA00  0.00
034  00AA00 N
035  00AA00      0
036 B00AA00      0
077 A000000 N
024  000100 Y
025 A000101 MORGAN STANLEY
025 B000101 13-2655998
025 C000101 E
025 D000101   11511
025 A000102 MERRILL LYNCH
025 B000102 13-5674085
025 C000102 E
025 D000102    5617
025 A000103 J.P. MORGAN
025 B000103 13-3224016
025 C000103 E
025 D000103    4539
025 A000104 LEHMAN BROTHERS
025 B000104 13-2927667
025 C000104 E
025 D000104    1580
025 A000105 PAINE WEBBER
025 B000105 13-2760086
025 C000105 E
025 D000105    1193
025 A000106 BEAR STEARNS
025 B000106 13-2975144
025 C000106 E
025 D000106    1013
025 D000107       0
025 D000108       0
028 A010100     30214
028 A020100      1501
028 A030100         0
028 A040100     27956
028 B010100     33221
028 B020100         0
028 B030100         0
028 B040100     15457
028 C010100     25260
028 C020100         0
028 C030100         0
028 C040100     13321
028 D010100     28522
<PAGE>      PAGE  4
028 D020100      1862
028 D030100         0
028 D040100     19298
028 E010100     25799
028 E020100         0
028 E030100         0
028 E040100     23350
028 F010100     21704
028 F020100         0
028 F030100         0
028 F040100     21391
028 G010100    164719
028 G020100      3363
028 G030100         0
028 G040100    120773
028 H000100         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
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    213571
071 B000100     41882
071 C000100   2379692
071 D000100    9
072 A000100  6
072 B000100     1110
<PAGE>      PAGE  5
072 C000100    16579
072 D000100        0
072 E000100        0
072 F000100      370
072 G000100     2711
072 H000100        0
072 I000100        0
072 J000100       98
072 K000100        0
072 L000100        0
072 M000100       10
072 N000100      120
072 O000100        0
072 P000100        0
072 Q000100        0
072 R000100       14
072 S000100       23
072 T000100      557
072 U000100        0
072 V000100        0
072 W000100      177
072 X000100     4080
072 Y000100      356
072 Z000100    13965
072AA000100     5836
072BB000100        0
072CC010100        0
072CC020100        0
072DD010100        0
072DD020100        0
072EE000100        0
073 A010100   0.2300
073 A020100   0.2000
073 B000100   0.0000
073 C000100   0.0000
074 A000100        0
074 B000100    54134
074 C000100     3765
074 D000100        0
074 E000100        0
074 F000100  2390845
074 G000100        0
074 H000100        0
074 I000100        0
074 J000100        0
074 K000100        0
074 L000100        0
074 M000100    16608
074 N000100  2465352
074 O000100        0
074 P000100        0
<PAGE>      PAGE  6
074 Q000100        0
074 R010100        0
074 R020100        0
074 R030100        0
074 R040100        0
074 S000100        0
074 T000100  2465352
074 U010100    18287
074 U020100    42816
074 V010100    40.01
074 V020100    40.11
074 W000100   0.0000
074 X000100     1172
074 Y000100        0
075 A000100        0
075 B000100  1715657
076  000100     0.00
024  000200 Y
025 A000201 SALOMOM SMITH BARNEY
025 B000201 13-3082694
025 C000201 D
025 D000201     250
025 A000202 MORGAN STANLEY
025 B000202 13-2655998
025 C000202 D
025 D000202     196
025 A000203 JP MORGAN
025 B000203 13-3224016
025 C000203 D
025 D000203     180
025 D000204       0
025 D000205       0
025 D000206       0
025 D000207       0
025 D000208       0
028 A010200      2815
028 A020200         0
028 A030200         0
028 A040200      1207
028 B010200      2193
028 B020200        61
028 B030200         0
028 B040200      1096
028 C010200      3309
028 C020200        68
028 C030200         0
028 C040200       902
028 D010200      4914
028 D020200        68
028 D030200         0
028 D040200      4264
<PAGE>      PAGE  7
028 E010200      3449
028 E020200        79
028 E030200         0
028 E040200      2030
028 F010200      2937
028 F020200        83
028 F030200         0
028 F040200       938
028 G010200     19617
028 G020200       359
028 G030200         0
028 G040200     10437
028 H000200         0
062 A000200 Y
062 B000200   0.0
062 C000200   0.0
062 D000200   2.5
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  31.3
062 N000200  39.8
062 O000200   0.0
062 P000200  22.7
062 Q000200   3.7
062 R000200   0.0
063 A000200   0
063 B000200 12.9
066 A000200 N
067  000200 N
068 A000200 N
068 B000200 N
069  000200 Y
071 A000200     23559
071 B000200     13931
071 C000200     56837
071 D000200   41
072 A000200  6
072 B000200     1905
072 C000200        0
072 D000200        0
072 E000200        0
072 F000200       21
072 G000200      106
072 H000200        0
072 I000200        0
<PAGE>      PAGE  8
072 J000200        2
072 K000200        0
072 L000200        0
072 M000200        0
072 N000200        3
072 O000200        0
072 P000200        0
072 Q000200        0
072 R000200        3
072 S000200        4
072 T000200        0
072 U000200        0
072 V000200        0
072 W000200        3
072 X000200      142
072 Y000200       26
072 Z000200     1789
072AA000200      232
072BB000200        0
072CC010200     1816
072CC020200        0
072DD010200        0
072DD020200        0
072EE000200        0
073 A010200   0.6200
073 A020200   0.0000
073 B000200   0.0000
073 C000200   0.0000
074 A000200        0
074 B000200     1607
074 C000200        0
074 D000200    62526
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      289
074 N000200    64422
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    64422
<PAGE>      PAGE  9
074 U010200     6318
074 U020200        0
074 V010200    10.20
074 V020200     0.00
074 W000200   0.0000
074 X000200      131
074 Y000200        0
075 A000200        0
075 B000200    60671
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> 1000

<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-2000
<PERIOD-START>                             APR-01-1999
<PERIOD-END>                               SEP-30-1999
<INVESTMENTS-AT-COST>                           437055
<INVESTMENTS-AT-VALUE>                          734623
<RECEIVABLES>                                      217
<ASSETS-OTHER>                                    5726
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                  740566
<PAYABLE-FOR-SECURITIES>                           735
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                          226
<TOTAL-LIABILITIES>                                960
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                       1002704
<SHARES-COMMON-STOCK>                                0
<SHARES-COMMON-PRIOR>                                0
<ACCUMULATED-NII-CURRENT>                         2004
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                           3283
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                        991965
<NET-ASSETS>                                    739606
<DIVIDEND-INCOME>                                 4974
<INTEREST-INCOME>                                  333
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                  (1117)
<NET-INVESTMENT-INCOME>                           4190
<REALIZED-GAINS-CURRENT>                          1751
<APPREC-INCREASE-CURRENT>                       (5825)
<NET-CHANGE-FROM-OPS>                              115
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                       (1055)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                         286187
<NUMBER-OF-SHARES-REDEEMED>                   (156417)
<SHARES-REINVESTED>                               5799
<NET-CHANGE-IN-ASSETS>                           43876
<ACCUMULATED-NII-PRIOR>                           5065
<ACCUMULATED-GAINS-PRIOR>                        19161
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                              111
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                   1010
<AVERAGE-NET-ASSETS>                            514697
<PER-SHARE-NAV-BEGIN>                            40.23
<PER-SHARE-NII>                                    .14
<PER-SHARE-GAIN-APPREC>                          (.13)
<PER-SHARE-DIVIDEND>                             (.23)
<PER-SHARE-DISTRIBUTIONS>                        0.000
<RETURNS-OF-CAPITAL>                             0.000
<PER-SHARE-NAV-END>                              40.01
<EXPENSE-RATIO>                                   .400


</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 011
   <NAME> S&P 500 INDEX CLASS E
<MULTIPLIER> 1000

<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-2000
<PERIOD-START>                             APR-01-1999
<PERIOD-END>                               SEP-30-1999
<INVESTMENTS-AT-COST>                          1019794
<INVESTMENTS-AT-VALUE>                         1714121
<RECEIVABLES>                                      507
<ASSETS-OTHER>                                   13360
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                 1727987
<PAYABLE-FOR-SECURITIES>                          1714
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                          526
<TOTAL-LIABILITIES>                               2241
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                       1261501
<SHARES-COMMON-STOCK>                                0
<SHARES-COMMON-PRIOR>                                0
<ACCUMULATED-NII-CURRENT>                         4677
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                           7660
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                        992059
<NET-ASSETS>                                   1725746
<DIVIDEND-INCOME>                                11605
<INTEREST-INCOME>                                  777
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                  (2607)
<NET-INVESTMENT-INCOME>                           9776
<REALIZED-GAINS-CURRENT>                          4805
<APPREC-INCREASE-CURRENT>                      (13593)
<NET-CHANGE-FROM-OPS>                              268
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                       (2461)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                         166097
<NUMBER-OF-SHARES-REDEEMED>                   (121356)
<SHARES-REINVESTED>                               3364
<NET-CHANGE-IN-ASSETS>                          305525
<ACCUMULATED-NII-PRIOR>                           5065
<ACCUMULATED-GAINS-PRIOR>                        19161
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                              370
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                   2358
<AVERAGE-NET-ASSETS>                           1200960
<PER-SHARE-NAV-BEGIN>                            40.13
<PER-SHARE-NII>                                   .300
<PER-SHARE-GAIN-APPREC>                          (.12)
<PER-SHARE-DIVIDEND>                             (.20)
<PER-SHARE-DISTRIBUTIONS>                         0.00
<RETURNS-OF-CAPITAL>                              0.00
<PER-SHARE-NAV-END>                              40.11
<EXPENSE-RATIO>                                   .260


</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
   <NUMBER> 020
   <NAME> BOND INDEX
<MULTIPLIER> 1000

<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-2000
<PERIOD-START>                             APR-01-1999
<PERIOD-END>                               SEP-30-1999
<INVESTMENTS-AT-COST>                            65095
<INVESTMENTS-AT-VALUE>                           64133
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                     506
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                   64639
<PAYABLE-FOR-SECURITIES>                           217
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                            0
<TOTAL-LIABILITIES>                                217
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                         66088
<SHARES-COMMON-STOCK>                             6324
<SHARES-COMMON-PRIOR>                             5399
<ACCUMULATED-NII-CURRENT>                          (1)
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                          (703)
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                         (962)
<NET-ASSETS>                                     64422
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                 1905
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                   (116)
<NET-INVESTMENT-INCOME>                           1789
<REALIZED-GAINS-CURRENT>                         (232)
<APPREC-INCREASE-CURRENT>                       (1816)
<NET-CHANGE-FROM-OPS>                            (259)
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                       (1790)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                          19778
<NUMBER-OF-SHARES-REDEEMED>                    (10650)
<SHARES-REINVESTED>                                362
<NET-CHANGE-IN-ASSETS>                            7441
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                            0
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                       (652)
<GROSS-ADVISORY-FEES>                               34
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                    351
<AVERAGE-NET-ASSETS>                             48876
<PER-SHARE-NAV-BEGIN>                            10.52
<PER-SHARE-NII>                                   .620
<PER-SHARE-GAIN-APPREC>                           .030
<PER-SHARE-DIVIDEND>                            (.620)
<PER-SHARE-DISTRIBUTIONS>                         0.00
<RETURNS-OF-CAPITAL>                              0.00
<PER-SHARE-NAV-END>                              10.55
<EXPENSE-RATIO>                                   .380


</TABLE>


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