Help! Baby wants held 24/7

Tiffany • Christian. Mother of 3. 3 living and 1 angel. 10 years together married 7.
My son is just over 3 weeks old. He has got to the point to where he wants held 24/7. I literally can't set him down or he throws a fit. Changed, showered, fed, clean diaper it doesn't matter. I will hold him and get him to sleep and the second I put him down he screams. As soon as I touch him and he thinks he is getting picked up he stops. He will instantly stop crying once I pick him up and be fine. How can I break this habit? I have also tried swaddling but he just gets mad and breaks himself loose. My husband even tried and he still broke loose. He's a strong boy lol