PRUDENT INVESTORS NETWORK, INC.
SEC Form 13F institutional filer · CIK 0001766005
13F-HR · 35 reported holdings · 2026-03-31
Reported long-US-equity value
$0.20B
Top-10 concentration
92.1%
PRUDENT INVESTORS NETWORK, INC. — $196M AUM allocation strategy
PRUDENT INVESTORS NETWORK, INC. files SEC Form 13F and reports $196M of long US equity value across 35 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 6.3%, followed by Consumer Discretionary 6.1% and Financials 1.3%.
The top 10 holdings account for 92% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
PRUDENT INVESTORS NETWORK, INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$196M
total across 35 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
92% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +100K sh · +$6.34M+$AMZN +5.13K sh · −$7.82K+$IWM +4.26K sh · +$1.12M
Biggest trims (shares)
−$XLU −158K sh · −$6.65M−$XLF −94.7K sh · −$7.38M−$XLE −46.9K sh · +$3.07M
Added from nil (new positions)
None this quarter
Exited to nil (held last quarter, gone now)
$ORCL ($310K last qtr)$ISRG ($238K last qtr)$SPY ($213K last qtr)$WFC ($211K last qtr)$META ($204K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Broadline Retail5.6%—
- Systems Software4.3%—
- Technology Hardware, Storage & Peripherals1.4%—
- Investment Banking & Brokerage0.9%—
- Semiconductors0.7%—
- Automobile Manufacturers0.5%—
- Integrated Oil & Gas0.5%—
- Diversified Banks0.4%—
- Other holdings85.8%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AMZN | Amazon.com Inc | 52.9K | $11M | +5.13K | 5.6% |
| $MSFT | Microsoft Corporation | 22.4K | $8.3M | +3.13K | 4.2% |
| $AAPL | Apple Inc | 10.7K | $2.72M | +285 | 1.4% |
| $SCHW | Charles Schwab Corporation | 58.7K | $1.71M | -6.98K | 0.9% |
…and 31 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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