{"count":1,"month":"2026-09","prime":"grove","scope":"allocation analytics; not a settlement restatement","units":{"amounts":"USD","returns":"decimal ratio; 0.05 means 5%"},"period":{"end":"2026-09-30","days":30,"start":"2026-09-01"},"cadence":"monthly","apy_method":"(1 + period revenue / average exposure) ** (365 / days) - 1","allocations":[{"label":"Janus Henderson Anemoy AAA CLO (JAAA-avalanche)","net_apy":"-0.0031769794525391111299020753702186823977","venue_id":"E20","gross_apy":"0.032744472059053817931110186920088874992","net_pnl_usd":"-68480.9230861634057694998315","yield_status":"available","gross_revenue_usd":"694415.087387014750000000","yield_denominator":"published time-weighted position value","borrowing_cost_usd":"762896.0104731781557694998315","net_monthly_return":"-0.0002615030705418896936053258350","cost_reported_under":null,"gross_monthly_return":"0.002651711884108782925502880742","borrowing_cost_status":"calculable_under_assumption","savings_dependency_days":[],"average_yield_exposure_usd":"261874260.001064015250000000","prime_retained_revenue_usd":"694415.087387014750000000","excess_deduction_credit_usd":"0E-22","average_original_principal_usd":"250236692.9245684431012776680","closing_original_principal_usd":"250236692.9245684431012776682","spread_reimbursement_excluded_from_net_usd":"0"}],"limitations":["Assumption-based diagnostic; not a new production charge or a certified global debt reconciliation.","Potential Savings dependencies propagate conservatively across mixed transactions, not quantified Savings balances.","Refinancing Savings and debt repayments need separate attribution; original capital is not outstanding ilk debt.","Uses normalized history through 2026-09-30 and published 2026-09 revenue/rates; no revenue regeneration.","Costs reuse the existing daily effective blended rate and exact available dollar deductions.","Deductions are capped at allocation principal for its charge; excess deduction credit remains explicitly separate for the global bridge."],"provisional":true,"source_hashes":{"publisher":"430f19e8435c85f99560350003c748d2560c5020368923bed47fa3084fe61cec","yield_artifact":"be082b2377e683e68f82fd2d3c9c7d2d83f3e12a393724e1c7eed164d1c0d8fb","capital_artifact":"813d913e49fcd70d4844142ee2a318e11e6f288d03e033e513bfa004c64b615d"},"capital_method":"Original capital carried through normalized transactions, weighted-average source basis; end-of-day convention.","funding_policy":"Operator-confirmed Sky funding except Spark Savings; exclude classified income and reinvested gains.","net_definition":"Prime-retained venue revenue minus modeled allocation borrowing costs; excludes Prime-level adjustments/spread reimbursements.","schema_version":"1.0","revision_id":"f535e97db836e77f53df2762a593c5e16e7fec024eb6cf04ba5e5796cf855fe5","published_at":"2026-10-29T11:15:30.316916+00:00","venue":"E20"}