Janus Henderson Anemoy AAA CLO (JAAA)

September 2026 · provisional allocation analytics · USD

Availability is shown for the selected month. A dash means unavailable, never zero; funding or capital gaps can leave net yields pending even when gross yields are available.

E8 · Sky-funded principal assumed

Monthly borrowing cost
$381 894.65
Gross yield · annualized (APY)
3.27%
Net yield · annualized (APY)
-0.33%
Monthly return and capital
Gross monthly return
0.27%
Net monthly return
-0.03%
Gross revenue
$346 671.49
Prime-retained revenue
$346 671.49
Net PnL
-$35 223.15
Average original principal
$125 264 848.78
Average yield exposure
$130 734 977.20

Yield denominator: published time-weighted position value.

API response verified 2026-11-05 15:02:45 UTC.

Published 2026-10-29T11:15:30.316916+00:00 · View this API revision

How to read these figures

Borrowing costs apply to original Sky-funded principal, excluding retained and reinvested gains. Principal is assumed Sky-funded except Spark Savings. Unresolved funding splits have no borrowing-cost or net-yield estimate.

Gross yield uses investment revenue before SDE sharing. Net yield uses prime-retained venue revenue after SDE sharing, less allocation borrowing cost; it excludes prime-level adjustments and spread reimbursements. Net is therefore not simply gross minus borrowing cost.

APY annualizes the selected month’s return using average exposure. It is not a contracted or forecast rate. Monthly returns are available on each allocation page. Cash-recognized revenue can be lumpy.

These analytics do not replace settlement reports. Known-cost subtotals exclude unresolved rows and prime-level financing adjustments; they should not be read as total ilk borrowing costs.