<SUBMISSION>
<ACCESSION-NUMBER>0000350894-08-000070
<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20080829
<FILING-DATE>20080902
<DATE-OF-FILING-DATE-CHANGE>20080902
<ISSUER>
<COMPANY-DATA>
<CONFORMED-NAME>SEI INVESTMENTS CO
<CIK>0000350894
<ASSIGNED-SIC>6211
<IRS-NUMBER>231707341
<STATE-OF-INCORPORATION>PA
<FISCAL-YEAR-END>1231
</COMPANY-DATA>
<BUSINESS-ADDRESS>
<STREET1>1 FREEDOM VALLEY DRIVE
<CITY>OAKS
<STATE>PA
<ZIP>19456-1100
<PHONE>6106761000
</BUSINESS-ADDRESS>
<MAIL-ADDRESS>
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<CITY>OAKS
<STATE>PA
<ZIP>19456-1100
</MAIL-ADDRESS>
<FORMER-COMPANY>
<FORMER-CONFORMED-NAME>SEI INVESTMENT CO
<DATE-CHANGED>20040806
</FORMER-COMPANY>
<FORMER-COMPANY>
<FORMER-CONFORMED-NAME>SEI CORP
<DATE-CHANGED>19920703
</FORMER-COMPANY>
</ISSUER>
<REPORTING-OWNER>
<OWNER-DATA>
<CONFORMED-NAME>MCGONIGLE DENNIS
<CIK>0001101311
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<FILING-VALUES>
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<ACT>34
<FILE-NUMBER>000-10200
<FILM-NUMBER>081050955
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<MAIL-ADDRESS>
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<CITY>OAKS
<STATE>PA
<ZIP>19456
</MAIL-ADDRESS>
</REPORTING-OWNER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>edgar.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
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        <derivativeTransaction>
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                <value>2008-08-29</value>
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                    <value>120000</value>
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                <transactionPricePerShare>
                    <value>0</value>
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                    <value>A</value>
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            <exerciseDate>
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            <expirationDate>
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        </derivativeTransaction>
    </derivativeTable>

    <footnotes></footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Ruth Montgomery (attorney in fact)</signatureName>
        <signatureDate>2008-09-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SUBMISSION>
