3F
3 Factor Indexing, LLC SEC 13F Holdings (Q2 2026) — Top Position: DIMENSIONAL US CORE EQUITY 2
3 Factor Indexing, LLCCIK: 0002135169
Diversified strategyMomentum followerSector-focused
Total reported value
$118.1M
Reporting period: 2026-06-30 · Number of holdings: 438
3 FACTOR INDEXING, LLC disclosed 438 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $118.1M and a quarterly turnover rate of 19.8%.
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Personality snowflake
- Concentration
- 29.45
- Portfolio Stability
- 19.78
- Momentum
- 100
- Sector conviction
- 76.1
- Diversification
- 100
- Sizing Uniformity
- 44.03
3 Factor Indexing, LLC's disclosed holdings carry a Herfindahl concentration index of 0.074 — mathematically equivalent to about 14 equally-sized positions, well below its 438 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 5.60), 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 DFCF
+279.9% $5.2M
Trim BSV
-14.7% -$2.0M
Trim DUSB
-24.0% -$1.5M
Add AVUS
+12.4% $2.2M
Trim TFLO
-26.3% -$468.2K
Add DFUS
+332.1% $530.7K
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 438 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | DFAC | Dimensional US Core Equity 2 | ETF-Other | 20.08% | +0.40% | -0.30% | |
| 2 | BSV | Vanguard Short-term Bond ETF | ETF-Other | 9.22% | -2.92% | -14.68% | |
| 3 | AVUS | Avantis U.s. Equity ETF | ETF-Other | 8.07% | +1.12% | +12.43% | |
| 4 | DFAU | Dimensional US Core Equity M | ETF-Other | 7.02% | -0.15% | -4.70% | |
| 5 | DFCF | Dimensional Core Fixed Inc | ETF-Other | 5.96% | +4.21% | +279.94% | |
| 6 | DFAI | Dimensional International Co | ETF-Other | 4.97% | -0.38% | -2.04% | |
| 7 | DUSB | Dimension Ultrashort Fi ETF | ETF-Other | 4.17% | -1.95% | -23.98% | |
| 8 | AVEM | Avantis Emerging Markets Eq | ETF-Emerging Markets | 3.27% | +0.12% | -3.33% | |
| 9 | SCHB | Schwab US Broad Market ETF | ETF-Other | 2.92% | +0.08% | -0.50% | |
| 10 | DFGX | Dimsnl Intr Cf In Etf-usd In | ETF-Other | 2.55% | +0.11% | +14.10% | |
| 11 | DFAT | Dimensional US Target Value | ETF-Other | 2.26% | +0.02% | +0.50% | |
| 12 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 2.19% | +0.28% | — | |
| 13 | VEA | Vanguard Ftse Developed ETF | ETF-Other | 1.93% | +0.20% | +11.54% | |
| 14 | AAPL | Apple Inc | Stock-Tech | 1.36% | +0.03% | +0.02% | |
| 15 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 1.33% | +0.04% | -0.14% | |
| 16 | VYM | Vanguard High Dvd Yield ETF | ETF-Other | 1.32% | -0.06% | — | |
| 17 | VOO | Vanguard S&p 500 ETF | ETF-Large Cap & Growth | 1.15% | +0.04% | — | |
| 18 | TFLO | Ishares Treasury Floating Ra | ETF-Gov Bonds | 1.11% | -0.57% | -26.26% | |
| 19 | MSFT | Microsoft CORP | Stock-Tech | 1.02% | -0.11% | — | |
| 20 | IWF | Ishares Russell 1000 Growth | ETF-Other | 0.86% | +0.02% | +290.46% | |
| 21 | DFSU | Dimensional US Sus Core1 ETF | ETF-Other | 0.83% | -0.22% | -22.09% | |
| 22 | DFAE | Dimensional Emerging Core Eq | ETF-Emerging Markets | 0.77% | +0.14% | +14.65% | |
| 23 | IWD | Ishares Russell 1000 Value E | ETF-Other | 0.74% | +0.01% | — | |
| 24 | IWB | Ishares Russell 1000 ETF | ETF-Other | 0.71% | +0.02% | — | |
| 25 | VTI | Vanguard Total Stock Mkt ETF | ETF-Other | 0.67% | +0.02% | — | |
| 26 | AVIG | Avantis Core Fixed Income | ETF-Other | 0.65% | -0.07% | — | |
| 27 | ISHG | Ishares -3 Year Internationa | ETF-Other | 0.63% | -0.08% | -0.94% | |
| 28 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.58% | +0.08% | — | |
| 29 | DFUS | Dimensional US Eq Mkt ETF | ETF-Other | 0.56% | +0.43% | +332.12% | |
| 30 | SCHE | Schwab Emrg Mrkts Eqty ETF | ETF-Other | 0.53% | -0.02% | -2.90% | |
| 31 | SCHA | Schwab US Small-cap ETF | ETF-Other | 0.52% | -0.30% | -42.83% | |
| 32 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.51% | -0.04% | — | |
| 33 | DISV | Dimensional International Sm | ETF-Other | 0.47% | -0.04% | — | |
| 34 | SCHF | Schwab Intl Equity ETF | ETF-Other | 0.46% | — | — | |
| 35 | VTEB | Vanguard Tax-exempt Bond ETF | ETF-Other | 0.44% | -0.05% | — | |
| 36 | EFA | Ishares Msci Eafe ETF | ETF-Other | 0.38% | -0.01% | — | |
| 37 | IVV | Ishares Core S&p 500 ETF | ETF-Large Cap & Growth | 0.31% | +0.01% | — | |
| 38 | CALI | Ishrs Sh-trm Ca Muni Act ETF | ETF-Other | 0.29% | -0.04% | -1.44% | |
| 39 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 0.26% | +0.02% | — | |
| 40 | DFAS | Dimensional US Small Cap ETF | ETF-Small Cap | 0.25% | +0.01% | -0.67% | |
| 41 | IJH | Ishares Core S&p Midcap ETF | ETF-Other | 0.24% | — | — | |
| 42 | VB | Vanguard Small-cap ETF | ETF-Other | 0.24% | +0.01% | — | |
| 43 | CAT | Caterpillar Inc | Stock-Industrials | 0.24% | +0.06% | — | |
| 44 | IWM | Ishares Russell 2000 ETF | ETF-Small Cap | 0.22% | +0.02% | — | |
| 45 | PH | Parker Hannifin CORP | Stock-Industrials | 0.19% | -0.01% | — | |
| 46 | DFIV | Dimensional International Va | ETF-Other | 0.19% | -0.01% | — | |
| 47 | IJR | Ishares Core S&p Small-cap E | ETF-Small Cap | 0.18% | +0.02% | — | |
| 48 | COST | Costco Wholesale CORP | Stock-Consumer Staples | 0.17% | -0.03% | — | |
| 49 | VNQ | Vanguard Real Estate ETF | ETF-Other | 0.17% | -0.05% | -18.27% | |
| 50 | IWR | Ishares Russell Mid-cap ETF | ETF-Other | 0.17% | — | — |
1–50 of 200
Portfolio Performance
Performance for Q3 2026
+2.3%
Performance Last 4 Quarters
+2.3%
Based on 3 months of available history
- Stdev
- +4.1%
- Beta
- +0.62
- Alpha
- +5.5%
- Max Drawdown
- 0%
- Annualized Perf
- +9.7%
- Batting Avg vs S&P
- +66.7%
- Sortino
- +718.59
- Stutzer
- —
- Treynor
- +0.15
- Sterling
- —
- Calmar
- +1,490.8
- Information Ratio
- +1.12
- Tracking Error
- +2.8%
- Stdev Down
- 0%
- Winning Months %
- +66.7%
- Losing Months %
- +33.3%
- Best 12 Months
- —
- Worst 12 Months
- —
- Efficiency Ratio
- +1
- Sharpe
- +2.25
- Stdev Sectors
- +12.2%
- Skewness
- +0.69
- Kurtosis
- -1.5
- Upside Potential
- +720.59
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 2026-06-30: New buy: Dimensional Calfornia Mb ETF (DFCA); Sold out: Schwab U.s. Tips ETF (SCHP); Sold out: State Street Sp Ptf Em ETF (SPEM); New buy: Dimensional Short Duration (DFSD); Sold out: Coursera Inc (COUR).
Showing top 200 changes by size (of 480 total)
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 (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $118.1M, spread across 438 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) — $23.7M (20.1%)
2. Vanguard Short-term Bond ETF (BSV) — $10.9M (9.2%)
3. Avantis U.s. Equity ETF (AVUS) — $9.5M (8.1%)
4. Dimensional US Core Equity M (DFAU) — $8.3M (7.0%)
5. Dimensional Core Fixed Inc (DFCF) — $7.0M (6.0%)
What changes did 3 Factor Indexing, LLC make in its most recent portfolio filing?
In the latest reported quarter, 3 Factor Indexing, LLC made 87 notable position adjustments: 14 new positions were initiated, 17 existing holdings were added to, 34 positions were partially reduced, and 22 were completely exited. The largest of these moves: New buy: Dimensional Calfornia Mb ETF (DFCA); Sold out: Schwab U.s. Tips ETF (SCHP); Sold out: State Street Sp Ptf Em ETF (SPEM); New buy: Dimensional Short Duration (DFSD); Sold out: Coursera Inc (COUR)
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: 43.3%
• Health Care: 16.6%
• Industrials: 16.0%
• Communication Services: 7.7%
• Financials: 6.1%
• Consumer Staples: 5.1%
Investment Profile
3 Factor Indexing, LLC returned an annualized 9.7% over the trailing 3 months — outperforming the S&P 500 by 5.5 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.62 (less volatile than the market) and a 67% quarterly batting average against the index.
Its portfolio is broadly diversified and long-term-holding, with 43.3% of the portfolio concentrated in Information Technology.
Its turnover score has risen from 0 to 20 over the past 1 quarters — a shift toward more active trading.
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Developer Access
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