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Value

Class A Prospectus | SIMT HIGH YIELD BOND FUND | SIMT HIGH YIELD BOND FUND - CLASS A

Risk/Return:

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Supplement [Text Block]

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SEI INSTITUTIONAL MANAGED TRUST

High Yield Bond Fund (the "Fund")

Supplement Dated November 14, 2014
to the Class A Shares Prospectus (the "Prospectus") dated January 31, 2014
as previously supplemented on April 1, 2014, May 1, 2014, May 29, 2014 and July 14, 2014

This Supplement provides new and additional information beyond that contained in the Prospectus and should be read in conjunction with such Prospectus.

The Prospectus is hereby amended and supplemented to reflect the following changes to the Fund.

Risk/Return [Heading]

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SIMT HIGH YIELD BOND FUND

Strategy [Heading]

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Changes to the Fund's Principal Investment Strategies

Strategy Narrative [Text Block]

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In the Fund's "Principal Investment Strategies" section, the following language is hereby added as a new fourth paragraph:

The Fund may also invest in futures contracts, forward contracts and swaps for speculative or hedging purposes. Futures, forwards and swaps are used to synthetically obtain exposure to securities or baskets of securities and to manage the Fund's interest rate duration and yield curve exposure. These derivatives are also used to mitigate the Fund's overall level of risk and/or the Fund's risk to particular types of securities, currencies or market segments. Interest rate swaps are further used to manage the Fund's yield spread sensitivity. When the Fund seeks to take an active long or short position with respect to the likelihood of an event of default of a security or basket of securities, the Fund may use credit default swaps. The Fund may buy credit default swaps in an attempt to manage credit risk where the Fund has credit exposure to an issuer and the Fund may sell credit default swaps to more efficiently gain credit exposure to such security or basket of securities.

Risk [Heading]

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Changes to the Fund's Principal Risks

Risk Narrative [Text Block]

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In the Fund's "Principal Risks" section, the following language is hereby added in the appropriate alphabetical order thereof:

Derivatives Risk—The Fund's use of futures contracts, forward contracts and swaps is subject to market risk, leverage risk, correlation risk and liquidity risk. Leverage risk and liquidity risk are described below. Market risk is the risk that the market value of an investment may move up and down, sometimes rapidly and unpredictably. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund's use of forward contracts and swap agreements is also subject to credit risk and valuation risk. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Credit risk is described above. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument.

There are no other changes to the Prospectus.

Risk Closing [Text Block]

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PLEASE RETAIN THIS SUPPLEMENT FOR FUTURE REFERENCE