Drucker Wealth 3.0, LLC
SEC Form 13F institutional filer · CIK 0002031642
13F-HR · 169 reported holdings · 2026-03-31
Reported long-US-equity value
$0.36B
Top-10 concentration
47.4%
Drucker Wealth 3.0, LLC — $364M AUM allocation strategy
Drucker Wealth 3.0, LLC files SEC Form 13F and reports $364M of long US equity value across 169 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 11.3%, followed by Financials 6.2% and Energy 2.7%.
The top 10 holdings account for 47% of reported value — a broadly spread portfolio. 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.
Drucker Wealth 3.0, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$364M
total across 169 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
47% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$AXP +30.2K sh · +$360K+$CMCSA +11.9K sh · +$292K+$SCHW +7.11K sh · +$1.14M
Biggest trims (shares)
−$PFE −30.5K sh · −$668K−$TFC −3.19K sh · −$253K−$AMGN −2.16K sh · −$600K
Exited to nil (held last quarter, gone now)
$GIS ($645K last qtr)$FIS ($418K last qtr)$NOW ($308K last qtr)$BG ($235K last qtr)$CDNS ($205K 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)
- Technology Hardware, Storage & Peripherals5.2%—
- Investment Banking & Brokerage3.0%—
- Integrated Oil & Gas2.7%—
- Systems Software2.5%—
- Diversified Banks2.3%—
- Semiconductors2.2%—
- Broadline Retail1.8%—
- Pharmaceuticals1.5%—
- Other holdings78.8%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 74.3K | $18.9M | -54 | 5.2% |
| $SCHW | Charles Schwab Corporation | 332K | $10.8M | +7.11K | 3.0% |
| $MSFT | Microsoft Corporation | 24.3K | $8.99M | -1.52K | 2.5% |
| $JPM | JP Morgan Chase & Co | 27.9K | $8.2M | +75 | 2.3% |
| $NVDA | NVIDIA Corporation | 46K | $8.02M | -710 | 2.2% |
…and 164 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
← All 13F filers·← QuantOrb.pro
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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