Musnad Ahmad 26:764

Yazid—meaning Ibn Harun—narrated to us, Al-Awwam informed us, Abu Muhammad—the freed slave of Umar ibn al-Khattab—narrated to me, from Abu Ubaydah, from Abdullah, who said: The Messenger of Allah (ﷺ) said: "Any two Muslims who have had three of their children pass away before reaching the age of accountability, they will be a fortified shield for them against the Fire." Abu Dharr said: "I have had two pass away, O Messenger of Allah." He said: "And two." Then Ubayy, Abu al-Mundhir, the master of the reciters, said: "I have had one pass away, O Messenger of Allah." The Messenger of Allah (ﷺ) said: "And one, and that is at the first shock."