3F
3 Factor Indexing, LLC SEC 13F Holdings (Q3 2026) — Top Position: DIMENSIONAL US CORE EQUITY 2
3 Factor Indexing, LLCCIK: 0002135169
Diversified strategyMomentum followerSector-focused
Total reported value
$120.9M
Reporting period: 2026-09-30 · Number of holdings: 420
3 FACTOR INDEXING, LLC disclosed 420 holdings in its latest 13F filing for the period ending 2026-09-30, with total reported value of $120.9M and a quarterly turnover rate of 6.2%.
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Personality snowflake
- Concentration
- 29.06
- Portfolio Stability
- 6.23
- Momentum
- 100
- Sector conviction
- 91.17
- Diversification
- 100
- Sizing Uniformity
- 45.61
3 Factor Indexing, LLC's disclosed holdings carry a Herfindahl concentration index of 0.073 — mathematically equivalent to about 14 equally-sized positions, well below its 420 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 5.44), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 6% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd DFUS
+244.9% $1.7M
Trim DFCF
-2.6% -$521.2K
Add DFAI
+12.8% $783.9K
Add BSV
+9.6% $809.9K
Trim DFAC
0.0% $48.1K
Add MSFT
0.0% $453.6K
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 420 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | DFAC | Dimensional US Core Equity 2 | ETF-Other | 19.67% | -0.41% | — | |
| 2 | BSV | Vanguard Short-term Bond ETF | ETF-Other | 9.69% | +0.47% | +9.55% | |
| 3 | AVUS | Avantis U.s. Equity ETF | ETF-Other | 8.10% | +0.03% | +2.68% | |
| 4 | DFAU | Dimensional US Core Equity M | ETF-Other | 6.95% | -0.07% | — | |
| 5 | DFAI | Dimensional International Co | ETF-Other | 5.51% | +0.54% | +12.84% | |
| 6 | DFCF | Dimensional Core Fixed Inc | ETF-Other | 5.40% | -0.56% | -2.57% | |
| 7 | DUSB | Dimension Ultrashort Fi ETF | ETF-Other | 3.93% | -0.24% | -3.01% | |
| 8 | AVEM | Avantis Emerging Markets Eq | ETF-Emerging Markets | 3.10% | -0.17% | -0.41% | |
| 9 | SCHB | Schwab US Broad Market ETF | ETF-Other | 2.89% | -0.03% | — | |
| 10 | DFGX | Dimsnl Intr Cf In Etf-usd In | ETF-Other | 2.27% | -0.28% | -4.38% | |
| 11 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 2.17% | -0.02% | +0.86% | |
| 12 | DFAT | Dimensional US Target Value | ETF-Other | 2.10% | -0.16% | — | |
| 13 | DFUS | Dimensional US Eq Mkt ETF | ETF-Other | 1.92% | +1.36% | +244.85% | |
| 14 | VEA | Vanguard Ftse Developed ETF | ETF-Other | 1.89% | -0.04% | +1.18% | |
| 15 | AAPL | Apple Inc | Stock-Tech | 1.53% | +0.17% | — | |
| 16 | MSFT | Microsoft CORP | Stock-Tech | 1.38% | +0.36% | — | |
| 17 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 1.31% | -0.02% | -1.09% | |
| 18 | VYM | Vanguard High Dvd Yield ETF | ETF-Other | 1.27% | -0.05% | — | |
| 19 | VOO | Vanguard S&p 500 ETF | ETF-Large Cap & Growth | 1.14% | -0.01% | — | |
| 20 | TFLO | Ishares Treasury Floating Ra | ETF-Gov Bonds | 1.09% | -0.02% | -0.08% | |
| 21 | DFAE | Dimensional Emerging Core Eq | ETF-Emerging Markets | 0.98% | +0.21% | +33.43% | |
| 22 | IWF | Ishares Russell 1000 Growth | ETF-Other | 0.85% | -0.01% | — | |
| 23 | DFSU | Dimensional US Sus Core1 ETF | ETF-Other | 0.82% | -0.01% | — | |
| 24 | IWD | Ishares Russell 1000 Value E | ETF-Other | 0.74% | — | — | |
| 25 | IWB | Ishares Russell 1000 ETF | ETF-Other | 0.71% | — | — | |
| 26 | VTI | Vanguard Total Stock Mkt ETF | ETF-Other | 0.66% | -0.01% | — | |
| 27 | ISHG | Ishares -3 Year Internationa | ETF-Other | 0.62% | -0.01% | — | |
| 28 | AVIG | Avantis Core Fixed Income | ETF-Other | 0.60% | -0.05% | — | |
| 29 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.53% | -0.05% | -3.50% | |
| 30 | SCHE | Schwab Emrg Mrkts Eqty ETF | ETF-Other | 0.52% | -0.01% | — | |
| 31 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.50% | -0.01% | — | |
| 32 | DISV | Dimensional International Sm | ETF-Other | 0.49% | +0.02% | — | |
| 33 | SCHA | Schwab US Small-cap ETF | ETF-Other | 0.46% | -0.06% | — | |
| 34 | SCHF | Schwab Intl Equity ETF | ETF-Other | 0.45% | -0.01% | — | |
| 35 | VTEB | Vanguard Tax-exempt Bond ETF | ETF-Other | 0.40% | -0.04% | — | |
| 36 | EFA | Ishares Msci Eafe ETF | ETF-Other | 0.37% | -0.01% | — | |
| 37 | IVV | Ishares Core S&p 500 ETF | ETF-Large Cap & Growth | 0.31% | — | — | |
| 38 | CALI | Ishrs Sh-trm Ca Muni Act ETF | ETF-Other | 0.28% | -0.01% | — | |
| 39 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 0.25% | -0.01% | — | |
| 40 | DFAS | Dimensional US Small Cap ETF | ETF-Small Cap | 0.23% | -0.02% | — | |
| 41 | IJH | Ishares Core S&p Midcap ETF | ETF-Other | 0.22% | -0.02% | — | |
| 42 | VB | Vanguard Small-cap ETF | ETF-Other | 0.22% | -0.02% | — | |
| 43 | IWM | Ishares Russell 2000 ETF | ETF-Small Cap | 0.20% | -0.02% | — | |
| 44 | DFIV | Dimensional International Va | ETF-Other | 0.19% | — | — | |
| 45 | PH | Parker Hannifin CORP | Stock-Industrials | 0.18% | -0.01% | — | |
| 46 | AVDE | Avantis International Equity | ETF-Other | 0.17% | — | — | |
| 47 | COST | Costco Wholesale CORP | Stock-Consumer Staples | 0.17% | -0.01% | — | |
| 48 | IDEV | Ishares Core Msci Dev Mkts | ETF-Other | 0.16% | -0.01% | — | |
| 49 | IWR | Ishares Russell Mid-cap ETF | ETF-Other | 0.16% | -0.01% | — | |
| 50 | VNQ | Vanguard Real Estate ETF | ETF-Other | 0.16% | -0.01% | — |
1–50 of 200
Portfolio Performance
Performance for Q4 2026
+1.2%
Performance Last 4 Quarters
+1.4%
Based on 5 months of available history
- Stdev
- +4.3%
- Beta
- +0.67
- Alpha
- -0.3%
- Max Drawdown
- -1.5%
- Annualized Perf
- +3.4%
- Batting Avg vs S&P
- +60%
- Sortino
- +1.44
- Stutzer
- —
- Treynor
- +0.05
- Sterling
- —
- Calmar
- +2.22
- Information Ratio
- -0.66
- Tracking Error
- +3.2%
- Stdev Down
- +2.4%
- Winning Months %
- +60%
- Losing Months %
- +40%
- Best 12 Months
- —
- Worst 12 Months
- —
- Efficiency Ratio
- +0.31
- Sharpe
- +0.79
- Stdev Sectors
- +13.9%
- Skewness
- -0.28
- Kurtosis
- -0.82
- Upside Potential
- +3
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
Holding changes this quarter
3 Factor Indexing, LLC's most significant position changes for 2026-09-30: Sold out: Dimensional US Real Est ETF (DFAR); New buy: ; Sold out: Exxon Mobil CORP (XOM); Sold out: Mcdonald's CORP (MCD); Sold out: Novartis Ag-sponsored Adr (NVS).
Showing top 200 changes by size (of 455 total)
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | DFUS | Dimensional US Eq Mkt ETF | +1.4% | +244.85% | Add |
| 2 | DFAI | Dimensional International Co | +0.5% | +12.84% | Add |
| 3 | BSV | Vanguard Short-term Bond ETF | +0.5% | +9.55% | Add |
| 4 | MSFT | Microsoft CORP | +0.4% | — | Unchanged |
| 5 | DFAE | Dimensional Emerging Core Eq | +0.2% | +33.43% | Add |
| 6 | AAPL | Apple Inc | +0.2% | — | Unchanged |
| 7 | AVUS | Avantis U.s. Equity ETF | 0% | +2.68% | Add |
| 8 | ✓ | 0% | NEW | New buy | |
| 9 | DISV | Dimensional International Sm | 0% | — | Unchanged |
| 10 | META | Meta Platforms Inc-class A | 0% | — | Unchanged |
| 11 | CVX | Chevron CORP | 0% | — | Unchanged |
| 12 | AMGN | Amgen Inc | 0% | — | Unchanged |
| 13 | PSX | Phillips 66 | 0% | — | Unchanged |
| 14 | DIS | Walt Disney Co/the | 0% | +0.11% | Add |
| 15 | COP | Conocophillips | 0% | — | Unchanged |
| 16 | MRK | Merck & Co. Inc. | 0% | — | Unchanged |
| 17 | EMR | Emerson Electric Co | 0% | — | Unchanged |
| 18 | IWD | Ishares Russell 1000 Value E | — | — | Unchanged |
| 19 | IWB | Ishares Russell 1000 ETF | — | — | Unchanged |
| 20 | IVV | Ishares Core S&p 500 ETF | — | — | Unchanged |
| 21 | DFIV | Dimensional International Va | — | — | Unchanged |
| 22 | PAG | Penske Automotive Group Inc | — | — | Unchanged |
| 23 | TSLA | Tesla Inc | — | — | Unchanged |
| 24 | INCY | Incyte CORP | — | — | Unchanged |
| 25 | UAL | United Airlines Holdings Inc | — | — | Unchanged |
| 26 | V | Visa Inc-class A Shares | — | — | Unchanged |
| 27 | JNJ | Johnson & Johnson | — | — | Unchanged |
| 28 | ABBV | Abbvie Inc | — | — | Unchanged |
| 29 | MCK | Mckesson CORP | — | — | Unchanged |
| 30 | ABT | Abbott Laboratories | — | — | Unchanged |
| 31 | EWJ | Ishares Msci Japan ETF | — | — | Unchanged |
| 32 | IJJ | Ishares S&p Mid-cap 400 Valu | — | -23.81% | Trim |
| 33 | BAC | Bank Of America CORP | — | — | Unchanged |
| 34 | EPP | Ishares Msci Pacific Ex Japa | — | — | Unchanged |
| 35 | NVDA | Nvidia CORP | — | +3.17% | Add |
| 36 | STT | State Street CORP | — | — | Unchanged |
| 37 | SCHV | Schwab US Large-cap Value | — | -17.92% | Trim |
| 38 | AVDE | Avantis International Equity | — | — | Unchanged |
| 39 | AMP | Ameriprise Financial Inc | — | — | Unchanged |
| 40 | KO | Coca-cola Co/the | — | — | Unchanged |
| 41 | OEF | Ishares S&p 100 ETF | — | — | Unchanged |
| 42 | DHR | Danaher CORP | — | — | Unchanged |
| 43 | WFC | Wells Fargo & Co | — | — | Unchanged |
| 44 | DAL | Delta Air Lines Inc | — | — | Unchanged |
| 45 | DLS | Wisdomtree Intl S/c Dvd Fund | — | — | Unchanged |
| 46 | MAR | Marriott International -cl A | — | — | Unchanged |
| 47 | KLAC | Kla CORP | — | -20.00% | Trim |
| 48 | ALC | Alcon Inc. | — | EXIT | Sold out |
| 49 | INDA | Ishares Msci India ETF | — | — | Unchanged |
| 50 | FNDA | Schwab Fndmntl US Sm Co ETF | — | -54.55% | Trim |
1–50 of 200
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Filing History
FAQ
What is 3 Factor Indexing, LLC and what type of investor is it?
3 Factor Indexing, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-09-30), the firm manages a tracked equity portfolio valued at approximately $120.9M, spread across 420 disclosed positions.
What are 3 Factor Indexing, LLC's largest equity positions?
Based on the latest 13F filing, 3 Factor Indexing, LLC's top holdings by market value are:
1. Dimensional US Core Equity 2 (DFAC) — $23.8M (19.7%)
2. Vanguard Short-term Bond ETF (BSV) — $11.7M (9.7%)
3. Avantis U.s. Equity ETF (AVUS) — $9.8M (8.1%)
4. Dimensional US Core Equity M (DFAU) — $8.4M (7.0%)
5. Dimensional International Co (DFAI) — $6.7M (5.5%)
What changes did 3 Factor Indexing, LLC make in its most recent portfolio filing?
In the latest reported quarter, 3 Factor Indexing, LLC made 71 notable position adjustments: 14 new positions were initiated, 16 existing holdings were added to, 19 positions were partially reduced, and 22 were completely exited. The largest of these moves: Sold out: Dimensional US Real Est ETF (DFAR); New buy: ; Sold out: Exxon Mobil CORP (XOM); Sold out: Mcdonald's CORP (MCD); Sold out: Novartis Ag-sponsored Adr (NVS)
What sectors does 3 Factor Indexing, LLC focus on?
3 Factor Indexing, LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 50.5%
• Health Care: 15.8%
• Industrials: 10.7%
• Communication Services: 7.7%
• Financials: 5.9%
• Consumer Staples: 4.5%
Investment Profile
3 Factor Indexing, LLC returned an annualized 3.4% over the trailing 5 months — underperforming the S&P 500 by 0.3 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.67 (less volatile than the market) and a 60% quarterly batting average against the index.
Its portfolio is broadly diversified and long-term-holding, with 50.5% of the portfolio concentrated in Information Technology.
It has added to its DFAC position over the past two quarters (+$2.9M, now $23.8M), while trimming DUSB over the same stretch (-$1.7M, still holding $4.8M).
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Developer Access
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