Zebra Capital Management’s Selective Insurance SIGI Stock Holding History

Zebra Capital Management’s Portfolio SIGI Stock Details SIGI Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q4	–	Sell	-12,791	Closed	-$689K	–	333
2017 Q3	$689K	Sell	12,791 -55,801	-81%	-$2.84M	0.22%	193
2017 Q2	$3.43M	Sell	68,592 -12,090	-15%	-$597K	1.07%	4
2017 Q1	$3.8M	Sell	80,682 -10,675	-12%	-$475K	1.18%	3
2016 Q4	$3.93M	Sell	91,357 -689	-0.7%	-$27.8K	1.19%	2
2016 Q3	$3.67M	Buy	92,046 +13,208	+17%	+$519K	1.14%	3
2016 Q2	$3.01M	Buy	78,838 +11,680	+17%	+$421K	1.05%	4
2016 Q1	$2.46M	Buy	67,158 +13,934	+26%	+$462K	0.97%	9
2015 Q4	$1.79M	Buy	53,224 +16,835	+46%	+$583K	0.99%	7
2015 Q3	$1.13M	Buy	36,389 +437	+1%	+$13.4K	0.7%	25
2015 Q2	$1.01M	Buy	+35,952	New	+$999K	0.59%	43

Other funds holding SIGI

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $552B AUM 44.19% 1-Year Est. Return

Macquarie Group Sydney, NSW 2000, Australia $23.2B AUM 40.19% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $999B AUM 46.22% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return

SAM

Silvercrest Asset Management New York $15.3B AUM 40.56% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Zebra Capital Management's SIGI Position: Q4 2017 in Review

Zebra Capital Management sold out of Selective Insurance (SIGI) in Q4 2017, closing a stake of 12,791 shares — an estimated $689K sold.

Zebra Capital Management first reported a position in SIGI in Q2 2015 and held it in 10 quarters. The position peaked at $3.93M in Q4 2016. 219 funds tracked by Wall St. Rank hold SIGI as of Q4 2017.

Zebra Capital Management reported no remaining Selective Insurance position as of Q4 2017 after selling out during the quarter.
Zebra Capital Management sold 12,791 Selective Insurance shares in Q4 2017, an estimated $689K.
Zebra Capital Management first reported a position in Selective Insurance in Q2 2015 and held it in 10 quarters.
Zebra Capital Management's Selective Insurance position peaked at $3.93M in Q4 2016.
219 funds tracked by Wall St. Rank held Selective Insurance as of Q4 2017.

Based on Zebra Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.