<SUBMISSION>
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<TYPE>4
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<PERIOD>20041110
<FILING-DATE>20041112
<DATE-OF-FILING-DATE-CHANGE>20041112
<ISSUER>
<COMPANY-DATA>
<CONFORMED-NAME>SEI INVESTMENTS CO
<CIK>0000350894
<ASSIGNED-SIC>6211
<IRS-NUMBER>231707341
<STATE-OF-INCORPORATION>PA
<FISCAL-YEAR-END>1231
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<BUSINESS-ADDRESS>
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<REPORTING-OWNER>
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<CONFORMED-NAME>WEST ALFRED P JR
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<FILING-VALUES>
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<ACT>34
<FILE-NUMBER>000-10200
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            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>66692</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Residuary Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>32200</value>
                    <footnoteId id="F4"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By West Senior Securities Fund, L.P.</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Mr. West disclaims beneficial ownership of the shares held by AP West Associates, L.P., except to the extent of his pecuniary interest therein.</footnote>
        <footnote id="F2">These shares are held in trusts for the benefit of Mr. West's children.  Mr. West's wife is the trustee or a co-trustee of these trusts.  Mr. West disclaims beneficial ownership of the shares held in these trusts.</footnote>
        <footnote id="F3">The trust that holds these shares (the &quot;Residuary Trust&quot;) is for the benefit of Mr. West's mother and certain descendants of Mr. West's father.   The Residuary Trust was created upon the death of Mr. West's father under the terms of an existing trust that Mr. West's father had established prior to his death.  In connection with the establishment of the Residuary Trust, Mr. West became the trustee of the Residuary Trust in September 2002. Mr. West disclaims beneficial ownership of the shares held by the Residuary Trust, except to the extent of his pecuniary interest therein.</footnote>
        <footnote id="F4">West Senior Securities Fund, L.P. is a limited partnership in which the Residuary Trust, of which Mr. West is trustee, holds a 1% general partnership interest and a 9.5% limited partnership interest.  Mr. West disclaims beneficial ownership of the shares held by West Senior Securities Fund, L.P., except to the extent of his pecuniary interest therein.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Jill B. Geisenheimer (Attorney-in-fact)</signatureName>
        <signatureDate>2004-11-12</signatureDate>
    </ownerSignature>
</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SUBMISSION>
