Chief credit strategist, Goldman Sachs
3 dated public stances tracked since 2024-07-17, most recently 2026-09-28. Each line carries the date and the venue it came from; quotation marks mean verbatim. Methodology.
The stances below are c8alpha's editorial distillation of Amanda Lynam's public commentary — television, podcasts, and interviews — compiled by automated transcript analysis and dated to the episode they came from. They may lag the speaker's current view and may contain extraction errors. Text in quotation marks is verbatim from the episode; everything else is our paraphrase. Amanda Lynam is not affiliated with c8alpha and has not endorsed this page. Nothing here is investment advice.
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Raw direction-aware returns on public statements — long calls credited when the price rose, shorts when it fell, shorts capped at −100% — in a rising market this mostly measures who was long, not who has skill. Returns run from the stance date; calls are rarely closed publicly, so fixed 90-day / 180-day / 1-year horizons are used. A horizon shows only once it has fully matured, and only at 5+ scored stances. “% correct” is the share of those scored calls whose direction-aware return was positive at the horizon — in a rising market a bullish call is correct by default, so read it beside the market, not alone.
Scored calls
Every tracked call with at least one matured horizon: the rows behind the Returns
line above. A dash is a horizon that has not matured yet.
| Date | Name | Call | 90d | 180d | 1y |
|---|
| 2024-07-17 | USTS | bullish | +2.0% | -2.4% | +2.7% |
| 2024-07-17 | High Yield | bullish | +3.3% | +3.4% | +8.6% |
Most-argued themes
| Theme | Stances | Lean | Mix | Last |
|---|
| High Yield | 1 | | 1 bullish | 2024-07-17 |
| Investment Grade Credit | 1 | | 1 bullish | 2026-09-28 |
| USTS | 1 | | 1 bullish | 2024-07-17 |
Tracked stances
bullish / bearish is a view they argued; owns / short is a position they said they hold.
2026-09-28
Investment Grade Credit
bullish
Bloomberg Surveillance · video
Double-A and double-B rated bonds face dual headwinds from AI-related supply concentration and duration sensitivity, while triple-B's offer a larger spread cushion, less balance sheet deterioration risk, and are not in the crossfire of AI issuance
“in investment grade we've preferred triple B's”
Bloomberg Surveillance 9/28/2026
2024-07-17
USTS
bullish
Bloomberg Surveillance · video
The high yield market is bifurcated with a large portion of the index trading inside 200bps spread, making single-B bonds the sweet spot where investors can find actual value without paying index-level tightness
“that sweet spot of single B's is probably where you want to focus because outside of like that single B range it's actually quite tight”
90d +2.0% · 180d -2.4% · 1y +2.7%
Unity in the GOP | Bloomberg Surveillance | July 17, 2024
2024-07-17
High Yield
bullish
Bloomberg Surveillance · video
With the yield curve still inverted, short-duration floating rate products allow investors to pick up incremental yield, and technicals in leveraged loans remain strong with most issuance being refinancing-driven rather than leverage-building M&A
“floating rate products still offers a fair amount of relative value the curve is still inverted so being in short duration floating rate product does allow you to pick up some yield”
90d +3.3% · 180d +3.4% · 1y +8.6%
Unity in the GOP | Bloomberg Surveillance | July 17, 2024
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