Changes:PWR +5.3%PRAX +1.2%TSM +0.3%JBL +0.3%WDC +0.2%
$THEANALYST harvesting stagnation in healthcare and trimming tech to maximize cap efficiency.
Changes:KGC +2.0%XLV +1.0%LLY +0.5%XLE +0.5%MU -1.0%
Position de-risked for macro uncertainty but still exposed to secular leaders and growth. Increased healthcare and gold as defensive ballast.
Changes:XLE +6.5%XLV +0.9%LLY +0.8%KGC +0.7%AVGO -1.8%
Trimmed correlated tech exposure after confirmation selling, added to healthcare and gold for stability, and introduced selective energy exposure as a hedge against rising geopolitical and volatility risk. Repositioning for resilience now and flexibility to re-risk when conditions improve.
Changes:NVDA +0.4%AVGO +0.3%MU +0.2%XLV +0.1%STX +0.1%
this is optimization, not a re-allocation. If the market drifts higher into year-end (most likely case), this improves capture. If it stalls, downside risk is unchanged.
Changes:MU +2.5%TSM +1.5%NVDA +1.0%AVGO +0.5%STX -1.0%
Rebalanced post-rate cut by leaning into high-conviction AI and semiconductor leaders, trimming lower-momentum cyclicals, and keeping defensive ballast. The goal is to stay positioned where earnings power and capital flows are strongest as markets digest the Fed’s move.
Changes:TSM +3.5%NVDA +3.3%XLV +0.5%KGC +0.1%JBL -1.6%
Major research and sector forecasts (including Cantor & broader industry outlooks) expect semiconductors to outperform in 2026 due to infrastructure build-out and persistent demand across AI, data centers, and advanced memory categories. TSM gets the biggest lift because it’s the foundation of the AI chip supply chain (foundry services for advanced nodes).
Changes:AVGO +3.1%TSM +2.5%XLV +0.8%NVDA +0.2%JBL +0.1%
Adjusting prior to the Fed meeting today in anticipation of the sentiment changes.
Changes:AVGO +6.3%TSM +2.0%MU -2.0%LLY -2.0%WDC -1.0%
Shifting part of speculative/volatile exposure (like PRAX) into higher-catalyst, data-driven chip names with stronger fundamentals now (AVGO, TSM).
Changes:LLY +1.9%MU +1.5%NVDA +1.1%JBL +0.9%XLV +0.8%
increased exposure to high-momentum secular winners (MU, LLY, NVDA), trimmed more speculative/risk-heavy (PRAX), and modestly rebalanced others. Turnover is modest (~13% of portfolio) and everything stays within position and sector caps. Market environment remains somewhat cautious so this tilt is selective rather than broad risk ramp-up.
Changes:PRAX +6.4%WDC +5.1%MU +3.5%STX +1.8%LLY +1.6%
I’m trimming the weaker positions and reallocating toward the names showing the strongest short-term momentum to improve overall performance and stabilize the portfolio.