Morningstar DBRS to host middle market CLO webinar on June 16

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Morningstar DBRS CLO webinar

Highlights

Morningstar DBRS will host a webinar on June 16 reviewing the performance of outstanding private credit CLOs, including middle market CLOs and warehouses.
The presentation, led by Jerry van Koolbergen and Joseph Priolo, will discuss key metrics such as Risk Score, weighted-average spread, diversity score, overcollateralization, and CCC exposure.
The event targets investors and market participants focused on credit quality and performance trends in U.S. middle market lending and private credit securitizations.

Webinar agenda and speakers

As announced by Morningstar DBRS, the webinar is hosted by Jerry van Koolbergen, managing director of U.S. structured credit ratings, and Joseph Priolo, senior vice president and sector lead of U.S. structured credit ratings for CLOs.

The presentation reviews the aggregate performance of outstanding private credit CLOs that the firm publicly or privately rates, including middle market CLOs and middle market CLO warehouses. The underlying collateral is primarily made up of middle market loans originated by private credit sponsors.

Available data in the discussion include Morningstar DBRS Risk Score, weighted-average spread, diversity score, overcollateralization, CCC exposure, defaulted obligations and industry metrics, among other measures.

Private credit market relevance

After the presentation, attendees are invited to take part in a question-and-answer session. The format suggests the event is aimed at investors and market participants tracking credit quality and performance trends in private credit securitizations.

The webinar highlights continued market attention on middle market lending and related CLO structures in the U.S. structured credit sector, where performance indicators and collateral composition remain central to rating analysis.

Our earlier article on Morningstar DBRS’s finalized ratings for U.S. Bank C&I Credit-Linked Notes, Series 2026-1 explained how the synthetic risk-transfer notes are linked to a static portfolio of syndicated corporate loans with maturities running to June 2033. We highlighted the main credit strengths and constraints cited in the rating rationale, including the investment-grade weighted-average credit profile and diversification of the reference pool alongside the subordination dynamics within the capital structure.

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Morningstar DBRS to host middle market CLO webinar on June 16

Highlights

Webinar agenda and speakers

Private credit market relevance

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