SELECT
o.[name] AS ObjectName,
o.[type] AS ObjectType,
s.[name] AS SchemaName,
f.[name] AS [Filename],
i.[name] AS PrimaryKey,
i.[index_id] AS IndexID
FROM
sys.indexes i
INNER JOIN
sys.filegroups f
ON
i.data_space_id = f.data_space_id
INNER JOIN
sys.all_objects o
ON
i.[object_id] = o.[object_id]
INNER JOIN
sys.schemas s
ON
s.[schema_id] = o.[schema_id]
order by
s.[name],
o.[name]