Volta Finance's estimated net asset value performance in September was up 0.6%, including a dividend payment made last month, according to manager AXA Investment Management.
During the month, Volta purchased one asset -- a bank balance sheet transaction -- for the equivalent of €6.8m with an average projected yield close to 12% under standard assumptions.
The equivalent of €15.3m was received from three collateralised loan obligation debt positions being called.
"The CLO market was again very active with a pursuit of CLO debt spread tightening," AXA said.
"It can be reasonably expected that spreads on CLO debt tranches will continue to tighten to the benefit of CLO equity positions."
At 9:22am: (LON:VTA) Volta Finance Ltd share price was 0p at 7.4p