The OP said "financial holdings", which I do at least monthly. By reading here, I get a good feel for whats going on in the markets. I have a script that pulls from all the web sites and populates my asset allocation spreadsheet. I can run it 'whenever', and occasionally do on big moves, but usually wait until month end. I also have always reconciled investment statements, which I do a few days after month end, when statements come out. This proves proper continuity, whereas the former is a snapshot.
Other transactional statements that have to do with money, but are not investment related (like bank, CC, etc) but 'require' reconciliation get done when the paper arrives in the mail. But those are not the topic of this poll.