LI β€” LI AUTO INC

Ownership history in TWO SIGMA SECURITIES, LLC  Β·  27 quarters on record

This page tracks every 13F SEC filing in which TWO SIGMA SECURITIES, LLC reported a position in LI AUTO INC (LI). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.18% (2023 Q1)
πŸ“Š Avg. % of fund
0.04%
πŸ“… First filed
2022 Q1
πŸ“… Last filed
2025 Q3
⏱ Quarters held
27

Position Intelligence

TWO SIGMA SECURITIES, LLC Γ— LI AI Analytics

πŸ“ˆ TWO SIGMA SECURITIES, LLC outperformed the S&P 500 by +-0.0% annually on this LI position. Timing score: 50% (13/26 decisions correct). Average cost basis: $27.25. Maximum drawdown during holding period: –53.3%.

πŸ“ˆ Position Alpha vs SPY
-0.0%
annualised excess return

➑️ Roughly in line with S&P 500 (±1% alpha range).
26 quarters analyzed

⏱️ Timing Score
50%

➑️ Neutral timing β€” roughly coin-flip accuracy on add/trim calls.
13 of 26 add/trim decisions correct

πŸ’° Entry Quality
$27.25
-7.0% vs current ($25.34)

Best entry: $17.88 (2024 Q2)  Β·  Worst: $38.31 (2022 Q2)

πŸ›‘οΈ Drawdown Resilience
–53.3%
max drawdown while held

πŸ’ͺ Held through 2 major drawdowns (>20%).

πŸ’ͺ Fund Conviction
59%
buy-side decisions

16 adds Β· 11 trims. Bought during 4 of 5 down-price quarters. πŸ“ˆ More buys than sells across the holding period.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.04% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    LI price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q3 ADDED 10,687 +2,887 +37.0% 0.04% $271K $25.34
2024 Q3 REDUCED 7,800 -29,381 -79.0% 0.00% $200K $25.65
2024 Q3 REDUCED 37,181 -34,819 -48.4% 0.02% $954K $25.65
2024 Q3 REDUCED 72,000 -4,272 -5.6% 0.03% $1.8M $25.65
2024 Q2 REDUCED 76,272 -71,428 -48.4% 0.02% $1.4M $17.88
2024 Q2 ADDED 147,700 +91,200 +161.4% 0.03% $2.6M $17.88
2024 Q2 ADDED 56,500 +47,061 +498.6% 0.01% $1.0M $17.88
2024 Q1 REDUCED 9,439 -61,566 -86.7% 0.00% $286K $30.28
2023 Q4 ADDED 71,005 +29,005 +69.1% 0.03% $2.7M $37.43
2023 Q4 ADDED 42,000 +2,600 +6.6% 0.02% $1.6M $37.43
17 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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