Fee-Only Financial Planning, L.C.
SEC Form 13F institutional filer · CIK 0001954044
13F-HR · 24 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
83.4%
Fee-Only Financial Planning, L.C. — $29.8M AUM allocation strategy
Fee-Only Financial Planning, L.C. files SEC Form 13F and reports $29.8M of long US equity value across 24 reported holdings for 2026-03-31.
Its largest sector bet is Financials 7.6%, followed by Consumer Staples 7.6% and Information Technology 5.0%.
The top 10 holdings account for 83% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Fee-Only Financial Planning, L.C. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$29.8M
total across 24 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
83% of value
higher = narrower conviction; lower = spread / hedging
Exited to nil (held last quarter, gone now)
None this quarter
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Diversified Banks7.6%—
- Tobacco6.5%—
- Electric Utilities4.0%—
- Integrated Oil & Gas3.0%—
- Technology Hardware, Storage & Peripherals2.5%—
- Integrated Telecommunication Services2.4%—
- Aerospace & Defense1.5%—
- Systems Software1.5%—
- Other holdings71.1%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BAC | Bank of America Corporation | 34.3K | $1.67M | +0 | 5.6% |
| $PM | Philip Morris International Inc | 7.67K | $1.27M | -60 | 4.2% |
| $XOM | ExxonMobil Holdings Corporation | 5.26K | $893K | -500 | 3.0% |
| $AAPL | Apple Inc | 2.91K | $738K | +325 | 2.5% |
| $T | AT&T Inc | 25.4K | $736K | +0 | 2.5% |
| $MO | Altria Group Inc | 10.3K | $680K | -250 | 2.3% |
| $AEP | American Electric Power Company Inc | 4.77K | $625K | +0 | 2.1% |
…and 17 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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