Stocks/Funds/CIK 1596800

Connor, Clark & Lunn Investment Management Ltd.

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1596800
Assets
$43.38B
+89.4% YoY
Holdings
1,522
Lifetime alpha vs market
+2.59% annual
Average hold time
3.6 yr
median 3.0 yr

Quarterly history

Cum return +61% vs S&P +42% · α +19% lifetimeAUM $43.4B · peak $43.4BFlow $4.4B (+12%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-9.47%
trims when stocks drop
when a holding falls −10%+
Middle response
-5.87%
baseline attrition
Rally response
-6.15%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
RYRoyal Bank of Canada$1.75B4.0%+48.2%10.5 yr
AEMAgnico Eagle Mines Limit$1.17B2.7%+89.2%10.5 yr
TDThe Toronto-Dominion Ban$993M2.3%+60.9%10.5 yr
SUSuncor Energy Inc.$961M2.2%+77.6%10.5 yr
ENBEnbridge Inc.$944M2.2%+29.3%10.5 yr
NVDANVIDIA Corporation$904M2.1%+60.9%10.0 yr
CMCanadian Imperial Bank o$864M2.0%+73.0%10.5 yr
TRPTC Energy Corporation$816M1.9%+37.4%7.0 yr
AAPLApple Inc.$767M1.8%+14.7%10.5 yr
SHOPShopify Inc.$758M1.7%+24.2%10.5 yr
BNSThe Bank of Nova Scotia$647M1.5%+52.4%10.5 yr
PBUSInvesco MSCI USA ETF$627M1.4%1.5 yr
$557M1.3%3.0 yr
MSFTMicrosoft Corporation$541M1.2%-0.6%10.5 yr
AMZNAmazon.com, Inc.$510M1.2%+9.5%10.5 yr

Portfolio composition (YoY)

Industry mix
Banks - Diversified12.0%-1.3pp$5.19B
Gold6.9%-0.8pp$3.00B
Semiconductors6.6%+3.2pp$2.85B
Oil & Gas Midstream5.1%-0.4pp$2.21B
Oil & Gas Integrated4.7%+2.2pp$2.05B
Software - Application3.7%-2.2pp$1.60B
Asset Management3.2%+0.4pp$1.40B
Software - Infrastructure2.7%-0.8pp$1.18B
Internet Content & Information2.7%+0.9pp$1.18B
Unknown2.7%-2.9pp$1.17B
Country
US48.7%+10.6pp
CA38.6%-8.6pp
Unknown2.7%-2.9pp
GB1.9%+1.4pp
BM0.9%+0.6pp
TW0.8%+0.2pp
IN0.7%-0.6pp
NL0.7%+0.4pp
Top 5: 13.4% · Top 10: 22.9% · Top 25: 38.2%

Winners

TickerPrev $PnLYoY %
AEM$728M+0.64B89.2%
RY$1.29B+0.60B48.2%
CM$529M+0.38B73.0%
TD$579M+0.34B60.9%
CLS$116M+0.30B257.4%

Losers

TickerPrev $PnLYoY %
WCN$471M-0.08B-16.2%
V$36M-0.00B-13.1%
MA$36M-0.00B-8.5%
MSFT$265M-0.00B-0.6%

Top buys this quarter · 15

ENB Enbridge Inc.+$409M
SU Suncor Energy Inc.+$312M
MDA MDA Space Ltdnew+$246M
CVX Chevron Corporation+$221M
TRP TC Energy Corporation+$213M
AAPL Apple Inc.+$189M
LLY Eli Lilly and Company+$166M
CNI Canadian National Railway Comp+$155M
SNPS Synopsys, Inc.+$154M
TD The Toronto-Dominion Bank+$141M

Top sells this quarter · 15

AEM Agnico Eagle Mines Limited$1.11B
VALE Vale S.A.$135M
WMT Walmart Inc.$122M
ADBE Adobe Inc.$116M
RY Royal Bank of Canada$113M
SLB SLB N.V.$99M
SHEL Shell plc$98M
GEV GE Vernova Inc.$98M
INTC Intel Corporation$97M
AMAT Applied Materials, Inc.$95M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$43.38B1522+37.84%+17.59%+20.25%+4.45B
2025-12-31$38.12B1506+32.97%+17.72%+15.25%+4.29B
2025-09-30$31.72B1473+26.26%+17.52%+8.74%-0.14B
2025-06-30$28.37B1484+22.09%+14.94%+7.15%+2.55B
2025-03-31$22.91B1380+7.62%+8.30%-0.68%+1.13B
2024-12-31$22.10B1383+15.80%+24.89%-9.08%+1.23B
2024-09-30$20.62B1397+29.75%+36.04%-6.28%-5.24B
2024-06-30$23.81B1341+12.40%+24.49%-12.09%+0.72B
2024-03-31$23.24B1497+17.86%+29.62%-11.76%+0.51B
2023-12-31$21.44B1346+17.47%+26.18%-8.71%-0.24B
2023-09-30$19.11B1329+9.41%+21.57%-12.15%+0.29B
2023-06-30$20.01B1285+8.15%+19.42%-11.28%+0.80B
2023-03-31$18.44B1212-11.76%-7.82%-3.94%+0.09B
2022-12-31$17.37B1174+5.66%+7.56%-1.90%+1.24B
2022-09-30$15.26B1082-6.99%-4.93%-2.06%-0.05B
2022-06-30$16.46B1016-15.01%-16.11%+1.10%-0.87B