As the lines between public and private markets continue to blur, investors are reassessing where value, liquidity, and risk-adjusted returns can be found across the structured credit landscape. Exploring allocation strategies across CLOs, ABS, RMBS, CMBS, private credit, fund finance, and risk transfer markets; examining relative value, spread dynamics, portfolio construction, and the role of liquidity in an increasingly interconnected market. Where are investors deploying capital, what risks are they most concerned about, and which sectors are best positioned as the next phase of the credit cycle unfolds?