As public fixed income markets stabilize and central banks approach rate normalization, investors are increasingly turning to structured credit and private loans for yield and diversification. This session explores how institutional allocators can capture relative value across CLO tranches, asset-backed securities, and direct lending portfolios. Learn how leading fixed income managers are rethinking portfolio construction, improving credit risk transparency, and balancing liquidity needs as structured credit and private loans move from niche allocations to mainstream portfolio pillars.