VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
($ reported in thousands)
    
  Par Value   Value
U.S. Government Securities—2.2%
U.S. Treasury Bonds      
1.875%, 11/15/51(1) $    2,470   $   1,516
4.750%, 11/15/53(1)       610        664
4.250%, 2/15/54(1)     3,055      3,067
U.S. Treasury Notes      
4.375%, 8/15/26       360        363
3.375%, 5/15/33       415        399
4.125%, 8/15/34       585        583
4.625%, 5/15/54(1)     2,665      2,848
Total U.S. Government Securities
(Identified Cost $9,156)
     9,440
       
 
Foreign Government Securities—3.1%
Abu Dhabi Government International Bond      
144A
5.000%, 4/30/34(2)
      115        121
144A
3.875%, 4/16/50(2)
      160        135
Arab Republic of Egypt      
144A
7.500%, 1/31/27(2)
       90         88
144A
7.600%, 3/1/29(2)
      174        164
144A
8.500%, 1/31/47(2)
      262        203
Benin Government International Bond 144A
7.960%, 2/13/38(2)
       15         14
Bolivarian Republic of Venezuela      
9.375%, 1/13/34(3)       225         37
RegS
8.250%, 10/13/24(3)(4)
       85         12
Costa Rica Government      
144A
6.550%, 4/3/34(2)
      110        116
144A
7.300%, 11/13/54(2)
       90         97
Dominican Republic 144A
4.875%, 9/23/32(2)
      440        414
Federal Republic of Ethiopia 144A
6.625%, 12/11/24(2)(3)
      170        131
  Par Value   Value
       
Foreign Government Securities—continued
Federative Republic of Brazil      
6.250%, 3/18/31 $       45   $      46
6.000%, 10/20/33       220        220
7.125%, 5/13/54       180        184
Finance Department Government of Sharjah 144A
4.000%, 7/28/50(2)
      470        320
Hungary Government International Bond 144A
6.250%, 9/22/32(2)
      350        375
Islamic Republic of Pakistan 144A
7.375%, 4/8/31(2)
      110         88
Kingdom of Bahrain 144A
5.625%, 5/18/34(2)
      205        192
Kingdom of Jordan 144A
5.850%, 7/7/30(2)
       90         85
Kingdom of Morocco      
144A
3.000%, 12/15/32(2)
      165        139
144A
5.500%, 12/11/42(2)
      205        190
Oman Government International Bond 144A
6.750%, 1/17/48(2)
      240        260
Republic of Angola 144A
8.750%, 4/14/32(2)
      245        222
Republic of Argentina
0.750%, 7/9/30(5)
      912        518
Republic of Armenia 144A
3.600%, 2/2/31(2)
      140        118
Republic of Chile
5.330%, 1/5/54
      265        263
Republic of Colombia
8.000%, 11/14/35
      355        377
Republic of Ecuador      
144A
6.900%, 7/31/30(2)(5)
      340        242
RegS
6.900%, 7/31/30(4)(5)
      115         82
Republic of El Salvador 144A
7.650%, 6/15/35(2)
      165        129
Republic of Gabon 144A
6.950%, 6/16/25(2)
       45         42
See Notes to Schedule of Investments
1

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Foreign Government Securities—continued
Republic of Ghana 144A
8.125%, 3/26/32(2)(3)
$      150   $      79
Republic of Guatemala 144A
6.600%, 6/13/36(2)
       55         57
Republic of Indonesia
2.850%, 2/14/30
      310        285
Republic of Ivory Coast      
144A
6.375%, 3/3/28(2)
      210        209
144A
8.250%, 1/30/37(2)
       35         35
Republic of Kenya 144A
8.000%, 5/22/32(2)
       95         84
Republic of Nigeria 144A
7.375%, 9/28/33(2)
      245        205
Republic of Panama      
3.875%, 3/17/28       135        128
7.500%, 3/1/31        38         41
8.000%, 3/1/38       258        284
Republic of Paraguay 144A
6.000%, 2/9/36(2)
      100        104
Republic of Peru
5.875%, 8/8/54
       40         42
Republic of Philippines      
4.750%, 3/5/35       135        134
3.700%, 3/1/41       389        331
Republic of Poland
4.875%, 10/4/33
      385        389
Republic of Senegal 144A
6.250%, 5/23/33(2)
      120        104
Republic of Serbia 144A
6.500%, 9/26/33(2)
      369        385
Republic of South Africa
5.875%, 6/22/30
      355        351
Republic of Sri Lanka 144A
6.200%, 5/11/27(2)(3)
      175         91
Republic of Turkiye      
7.625%, 4/26/29       185        193
9.125%, 7/13/30       660        737
7.625%, 5/15/34       200        208
6.625%, 2/17/45       145        129
Romania Government International Bond 144A
7.125%, 1/17/33(2)
      335        363
Saudi International Bond      
144A
4.875%, 7/18/33(2)
      175        177
  Par Value   Value
       
Foreign Government Securities—continued
144A
4.500%, 10/26/46(2)
$      745   $     656
State of Qatar 144A
3.750%, 4/16/30(2)
      255        251
Trinidad & Tobago Government International Bond 144A
6.400%, 6/26/34(2)
       40         41
Ukraine Government Bond      
144A
1.750%, 2/1/29(2)(5)
       15          9
144A
0.000%, 2/1/30(2)(5)
        3          1
144A
0.000%, 2/1/34(2)(5)
       10          3
144A
1.750%, 2/1/34(2)(5)
       15          7
144A
0.000%, 2/1/35(2)(5)
        9          3
144A
1.750%, 2/1/35(2)(5)
       18          8
144A
0.000%, 2/1/36(2)(5)
        7          3
144A
1.750%, 2/1/36(2)(5)
        2          1
RegS
1.750%, 2/1/29(4)(5)
       42         25
RegS
0.000%, 2/1/30(4)(5)
        8          3
RegS
0.000%, 2/1/34(4)(5)
       28          9
RegS
1.750%, 2/1/34(4)(5)
       42         18
RegS
0.000%, 2/1/35(4)(5)
       24         10
RegS
1.750%, 2/1/35(4)(5)
       49         21
RegS
0.000%, 2/1/36(4)(5)
       20          8
RegS
1.750%, 2/1/36(4)(5)
        7          3
United Mexican States      
3.500%, 2/12/34       530        447
6.338%, 5/4/53       205        201
6.400%, 5/7/54       300        297
 
See Notes to Schedule of Investments
2

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Foreign Government Securities—continued
Uzbekistan International Bond 144A
6.900%, 2/28/32(2)
$      145   $     145
Total Foreign Government Securities
(Identified Cost $12,992)
    12,939
       
 
Mortgage-Backed Securities—6.4%
Agency—1.4%    
Federal Home Loan Mortgage Corporation      
Pool #SD8350
6.000%, 8/1/53
      511        520
Pool #SD8382
5.000%, 12/1/53
    1,475      1,464
Federal National Mortgage Association      
Pool #FS4438
5.000%, 11/1/52
      804        799
Pool #FS7751
4.000%, 3/1/53
    1,422      1,349
Pool #MA4785
5.000%, 10/1/52
      802        796
Pool #MA4805
4.500%, 11/1/52
      850        828
         5,756
       
 
Non-Agency—5.0%    
Ajax Mortgage Loan Trust 2019-D, A1 144A
2.956%, 9/25/65(2)(6)
      182        173
American Homes 4 Rent Trust 2015-SFR2, C 144A
4.691%, 10/17/52(2)
      340        337
AMSR Trust      
2021-SFR2, C 144A
1.877%, 8/17/38(2)
      245        230
2021-SFR3, D 144A
2.177%, 10/17/38(2)
      260        245
Angel Oak Mortgage Trust 2023-1, A1 144A
4.750%, 9/26/67(2)(6)
      382        379
  Par Value   Value
       
Non-Agency—continued    
Arroyo Mortgage Trust      
2019-1, A1 144A
3.805%, 1/25/49(2)(6)
$      335   $     326
2019-2, A1 144A
3.347%, 4/25/49(2)(6)
      124        120
Benchmark Mortgage Trust 2023-B38, A2
5.626%, 4/15/56
      210        212
BPR Trust 2022-OANA, A (1 month Term SOFR + 1.898%, Cap N/A, Floor 1.898%) 144A
7.235%, 4/15/37(2)(6)
      435        436
BX Commercial Mortgage Trust 2024-XL5, A (1 month Term SOFR + 1.392%, Cap N/A, Floor 1.392%) 144A
6.729%, 3/15/41(2)(6)
      336        335
BX Trust      
2019-OC11, D 144A
4.075%, 12/9/41(2)(6)
      825        751
2022-CLS, A 144A
5.760%, 10/13/27(2)
      663        665
CENT Trust 2023-CITY, A (1 month Term SOFR + 2.620%, Cap N/A, Floor 2.620%) 144A
7.957%, 9/15/38(2)(6)
      340        341
Chase Mortgage Finance Corp.      
2016-SH1, M2 144A
3.750%, 4/25/45(2)(6)
       88         80
2016-SH2, M2 144A
3.750%, 12/25/45(2)(6)
      304        279
CIM Trust 2022-R2, A1 144A
3.750%, 12/25/61(2)(6)
      374        354
Citigroup Mortgage Loan Trust, Inc. 2018-RP1, A1 144A
3.000%, 9/25/64(2)(6)
      179        173
COMM Mortgage Trust 2013-300P, A1 144A
4.353%, 8/10/30(2)
      350        331
 
See Notes to Schedule of Investments
3

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Non-Agency—continued    
CoreVest American Finance Trust      
2019-3, C 144A
3.265%, 10/15/52(2)
$      400   $     364
2022-1, A 144A
4.744%, 6/17/55(2)(6)
      384        383
Credit Suisse Mortgage Capital Trust 2020-RPL4, A1 144A
2.000%, 1/25/60(2)(6)
      260        232
Deephaven Residential Mortgage Trust 2022-1, A1 144A
2.205%, 1/25/67(2)(6)
      254        227
Ellington Financial Mortgage Trust 2019-2, A3 144A
3.046%, 11/25/59(2)(6)
       30         29
ELM Trust 2024-ELM, A10 144A
5.994%, 6/10/39(2)(6)
      317        320
FirstKey Homes Trust 2021-SFR1, D 144A
2.189%, 8/17/38(2)
      330        310
Galton Funding Mortgage Trust 2018-1, A23 144A
3.500%, 11/25/57(2)(6)
       14         13
JPMorgan Chase Mortgage Trust      
2014-5, B2 144A
2.716%, 10/25/29(2)(6)
      205        189
2017-3, 2A2 144A
2.500%, 8/25/47(2)(6)
       69         61
MetLife Securitization Trust      
2017-1A, M1 144A
3.462%, 4/25/55(2)(6)
      241        217
2019-1A, A1A 144A
3.750%, 4/25/58(2)(6)
       35         34
MFA Trust      
2022-INV2, A1 144A
4.950%, 7/25/57(2)(6)
      625        620
2022-NQM2, A1 144A
4.000%, 5/25/67(2)(6)
      187        181
Mill City Mortgage Loan Trust      
2017-3, B1 144A
3.250%, 1/25/61(2)(6)
      413        362
2019-1, M2 144A
3.500%, 10/25/69(2)(6)
      354        321
  Par Value   Value
       
Non-Agency—continued    
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25, A4
3.372%, 10/15/48
$      300   $     295
New Residential Mortgage Loan Trust      
2014-1A, A 144A
3.750%, 1/25/54(2)(6)
       32         30
2016-3A, A1 144A
3.750%, 9/25/56(2)(6)
       42         40
2016-3A, B1 144A
4.000%, 9/25/56(2)(6)
      164        155
2016-4A, A1 144A
3.750%, 11/25/56(2)(6)
       18         17
2016-4A, B1A 144A
4.500%, 11/25/56(2)(6)
      857        836
2017-2A, A3 144A
4.000%, 3/25/57(2)(6)
      643        619
2019-RPL2, M2 144A
3.750%, 2/25/59(2)(6)
      440        392
Palisades Mortgage Loan Trust 2021-RTL1, A1 144A
3.487%, 6/25/26(2)(6)
      134        133
Progress Residential Trust 2021-SFR3, D 144A
2.288%, 5/17/26(2)
      830        781
RCKT Mortgage Trust 2020-1, A1 144A
3.000%, 2/25/50(2)(6)
      173        149
Sequoia Mortgage Trust 2013-8, B1
3.480%, 6/25/43(6)
       61         58
Towd Point Mortgage Trust      
2016-4, B1 144A
4.036%, 7/25/56(2)(6)
      480        463
2017-1, A2 144A
3.500%, 10/25/56(2)(6)
      278        274
2017-1, M1 144A
3.750%, 10/25/56(2)(6)
      385        375
2017-4, A2 144A
3.000%, 6/25/57(2)(6)
      610        566
2018-6, A1B 144A
3.750%, 3/25/58(2)(6)
      330        317
2018-6, A2 144A
3.750%, 3/25/58(2)(6)
      480        444
2019-2, A2 144A
3.750%, 12/25/58(2)(6)
      515        472
 
See Notes to Schedule of Investments
4

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Non-Agency—continued    
2019-4, A2 144A
3.250%, 10/25/59(2)(6)
$      445   $     402
2021-1, A2 144A
2.750%, 11/25/61(2)(6)
      465        392
Tricon American Homes Trust      
2019-SFR1, C 144A
3.149%, 3/17/38(2)
      590        571
2020-SFR2, D 144A
2.281%, 11/17/39(2)
      660        600
Tricon Residential Trust 2021-SFR1, B 144A
2.244%, 7/17/38(2)
      185        175
VCAT LLC 2021-NPL4, A1 144A
4.868%, 8/25/51(2)(6)
      132        133
Verus Securitization Trust      
2022-4, A1 144A
4.474%, 4/25/67(2)(6)
      341        339
2022-6, A1 144A
4.910%, 6/25/67(2)(6)
      226        229
2022-6, A3 144A
4.910%, 6/25/67(2)(6)
      476        475
2022-7, A1 144A
5.152%, 7/25/67(2)(6)
      489        488
2023-8, A1 144A
6.259%, 12/25/68(2)(6)
      301        303
Visio Trust      
2020-1R, A2 144A
1.567%, 11/25/55(2)
       46         43
2022-1, A2 144A
5.850%, 8/25/57(2)(6)
      238        237
Wells Fargo Commercial Mortgage Trust 2014-C24, AS
3.931%, 11/15/47
      649        629
Wells Fargo Mortgage Backed Securities Trust 2020-4, A1 144A
3.000%, 7/25/50(2)(6)
      113         98
        21,160
       
 
Total Mortgage-Backed Securities
(Identified Cost $27,950)
    26,916
       
 
  Par Value   Value
       
Asset-Backed Securities—4.5%
Automobiles—1.3%    
ACM Auto Trust 2023-2A, A 144A
7.970%, 6/20/30(2)
$      139   $     139
Arivo Acceptance Auto Loan Receivables Trust 2024-1A, B 144A
6.870%, 6/17/30(2)
      462        470
Avis Budget Rental Car Funding LLC (AESOP) 2019-2A, D 144A
3.040%, 9/22/25(2)
       99         99
Carvana Auto Receivables Trust      
2023-N4, C 144A
6.590%, 2/11/30(2)
      485        502
2024-N1, B 144A
5.630%, 5/10/30(2)
      530        538
Credit Acceptance Auto Loan Trust 2024-1A, A 144A
5.680%, 3/15/34(2)
      316        321
Exeter Automobile Receivables Trust 2023-3A, D
6.680%, 4/16/29
      530        546
GLS Auto Receivables Issuer Trust 2024-2A, C 144A
6.030%, 2/15/30(2)
      360        368
LAD Auto Receivables Trust      
2023-1A, D 144A
7.300%, 6/17/30(2)
      550        566
2023-2A, D 144A
6.300%, 2/15/31(2)
      450        456
2023-4A, C 144A
6.760%, 3/15/29(2)
      412        428
OneMain Direct Auto Receivables Trust 2022-1A, C 144A
5.310%, 6/14/29(2)
      410        408
United Auto Credit Securitization Trust 2024-1, C 144A
7.060%, 10/10/29(2)
      405        412
 
See Notes to Schedule of Investments
5

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Automobiles—continued    
Westlake Automobile Receivables Trust 2024-1A, B 144A
5.550%, 11/15/27(2)
$      469   $     472
         5,725
       
 
Consumer Loans—0.1%    
Reach ABS Trust 2024-1A, B 144A
6.290%, 2/18/31(2)
      500        508
Republic Finance Issuance Trust 2020-A, A 144A
2.470%, 11/20/30(2)
       38         38
           546
       
 
Credit Card—0.4%    
Avant Credit Card Master Trust 2021-1A, A 144A
1.370%, 4/15/27(2)
      590        583
Mercury Financial Credit Card Master Trust 2023-1A, A 144A
8.040%, 9/20/27(2)
      555        558
Mission Lane Credit Card Master Trust 2023-A, A 144A
7.230%, 7/17/28(2)
      447        451
         1,592
       
 
Equipment—0.1%    
Auxilior Term Funding LLC 2023-1A, D 144A
7.270%, 12/16/30(2)
      290        302
Other—2.6%    
Applebee’s Funding LLC 2023-1A, A2 144A
7.824%, 3/5/53(2)
      242        254
Aqua Finance Trust 2019-A, C 144A
4.010%, 7/16/40(2)
      441        417
BHG Securitization Trust      
2023-B, A 144A
6.920%, 12/17/36(2)
      242        251
  Par Value   Value
       
Other—continued    
2024-1CON, A 144A
5.810%, 4/17/35(2)
$      350   $     356
BXG Receivables Note Trust 2020-A, B 144A
2.490%, 2/28/36(2)
      207        194
Cajun Global LLC 2021-1, A2 144A
3.931%, 11/20/51(2)
      335        311
CCG Receivables Trust 2023-1, A2 144A
5.820%, 9/16/30(2)
      344        346
Dext ABS LLC      
2020-1, D 144A
7.210%, 2/15/28(2)
      399        399
2023-2, B 144A
6.410%, 5/15/34(2)
      405        415
Diamond Resorts Owner Trust 2021-1A, B 144A
2.050%, 11/21/33(2)
      103         99
FAT Brands Royalty LLC 2021-1A, A2 144A
5.750%, 4/25/51(2)
      578        476
Hardee’s Funding LLC 2024-1A, A2 144A
7.253%, 3/20/54(2)
      459        475
HIN Timeshare Trust 2020-A, C 144A
3.420%, 10/9/39(2)
      206        196
Hotwire Funding LLC 2021-1, C 144A
4.459%, 11/20/51(2)
      695        642
Jack in the Box Funding LLC 2022-1A, A2I 144A
3.445%, 2/26/52(2)
      522        495
Jersey Mike’s Funding LLC 2019-1A, A2 144A
4.433%, 2/15/50(2)
      431        421
Mariner Finance Issuance Trust 2020-AA, A 144A
2.190%, 8/21/34(2)
       57         57
MetroNet Infrastructure Issuer LLC 2024-1A, A2 144A
6.230%, 4/20/54(2)
      360        372
 
See Notes to Schedule of Investments
6

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Other—continued    
Momnt Technologies Trust 2023-1A, A 144A
6.920%, 3/20/45(2)
$      299   $     300
NBC Funding LLC 2021-1, A2 144A
2.989%, 7/30/51(2)
      469        442
Octane Receivables Trust 2023-3A, C 144A
6.740%, 8/20/29(2)
      545        563
Oportun Issuance Trust 2024-2, B 144A
5.830%, 2/9/32(2)
      425        426
PEAC Solutions Receivables LLC 2024-1A, B 144A
5.790%, 11/20/30(2)
      365        373
Purchasing Power Funding LLC 2024-A, B 144A
6.430%, 8/15/28(2)
      510        517
RCKT Mortgage Trust 2024-CES1, A1A 144A
6.025%, 2/25/44(2)(6)
      273        276
Taco Bell Funding LLC 2016-1A, A23 144A
4.970%, 5/25/46(2)
      352        350
Trafigura Securitisation Finance plc 2024-1A, A2 144A
5.980%, 11/15/27(2)
      365        373
TSC SPV Funding LLC 2024-1A, A2 144A
6.291%, 8/20/54(2)
      370        371
Westgate Resorts LLC 2024-1A, A 144A
6.060%, 1/20/38(2)
      287        290
Zaxby’s Funding LLC 2021-1A, A2 144A
3.238%, 7/30/51(2)
      555        506
        10,963
       
 
Total Asset-Backed Securities
(Identified Cost $19,154)
    19,128
  Par Value   Value
       
 
Corporate Bonds and Notes—13.2%
Communication Services—0.7%    
Altice France Holding S.A. 144A
6.000%, 2/15/28(2)
$      200   $      64
Altice France S.A.      
144A 5.125%, 1/15/29(2)       300        208
144A 5.125%, 7/15/29(2)       175        122
CCO Holdings LLC 144A
4.750%, 3/1/30(2)
      375        342
CMG Media Corp. 144A
8.875%, 12/15/27(2)
      395        209
CSC Holdings LLC      
144A 7.500%, 4/1/28(2)       365        187
144A 11.750%, 1/31/29(2)       250        221
CT Trust 144A
5.125%, 2/3/32(2)
      110         99
DISH DBS Corp.      
5.875%, 11/15/24       260        252
7.750%, 7/1/26       205        138
Gray Television, Inc. 144A
7.000%, 5/15/27(2)
      350        338
Level 3 Financing, Inc. 144A
3.625%, 1/15/29(2)
      335        209
Millennium Escrow Corp. 144A
6.625%, 8/1/26(2)
      350        209
Rackspace Technology Global, Inc. 144A
5.375%, 12/1/28(2)
      490        142
Sprint Capital Corp.
8.750%, 3/15/32(1)
      230        284
Telesat Canada 144A
6.500%, 10/15/27(2)
      270         86
         3,110
       
 
Consumer Discretionary—0.5%    
Ashtead Capital, Inc. 144A
5.500%, 8/11/32(1)(2)
      260        263
Ford Motor Credit Co. LLC
7.350%, 3/6/30(1)
      192        208
Meritage Homes Corp. 144A
3.875%, 4/15/29(1)(2)
      283        268
 
See Notes to Schedule of Investments
7

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Consumer Discretionary—continued    
Newell Brands, Inc.
6.625%, 9/15/29(1)
$      238   $     238
Ontario Gaming GTA LP 144A
8.000%, 8/1/30(1)(2)
      150        155
PetSmart, Inc. 144A
7.750%, 2/15/29(2)
      135        133
Prime Security Services Borrower LLC 144A
6.250%, 1/15/28(1)(2)
      250        249
Weekley Homes LLC 144A
4.875%, 9/15/28(1)(2)
      355        344
         1,858
       
 
Consumer Staples—0.5%    
BAT Capital Corp.
7.750%, 10/19/32(1)
      238        278
Herbalife Nutrition Ltd. 144A
7.875%, 9/1/25(2)
      230        229
HLF Financing S.a.r.l. LLC 144A
4.875%, 6/1/29(1)(2)
      220        138
Kronos Acquisition Holdings, Inc.      
144A 8.250%, 6/30/31(1)(2)       225        232
144A 10.750%, 6/30/32(2)       270        269
Minerva Luxembourg S.A. 144A
8.875%, 9/13/33(2)
      145        156
Pilgrim’s Pride Corp.
6.250%, 7/1/33(1)
      230        243
Post Holdings, Inc.      
144A 6.250%, 2/15/32(1)(2)       150        154
144A 6.375%, 3/1/33(2)       160        161
Triton Water Holdings, Inc. 144A
6.250%, 4/1/29(2)
      145        143
         2,003
       
 
Energy—2.5%    
Alliance Resource Operating Partners LP 144A
8.625%, 6/15/29(1)(2)
      190        200
  Par Value   Value
       
Energy—continued    
Archrock Partners LP 144A
6.625%, 9/1/32(2)
$       45   $      46
Ascent Resources Utica Holdings LLC 144A
8.250%, 12/31/28(1)(2)
      410        421
BP Capital Markets plc
4.875% (1)(7)
      437        428
Civitas Resources, Inc. 144A
8.750%, 7/1/31(1)(2)
      225        243
Columbia Pipelines Operating Co. LLC      
144A 6.036%, 11/15/33(1)(2)       260        274
144A 6.714%, 8/15/63(1)(2)        50         56
Coronado Finance Pty Ltd. 144A
10.750%, 5/15/26(1)(2)
      526        545
CrownRock LP 144A
5.000%, 5/1/29(2)
      170        172
CVR Energy, Inc. 144A
8.500%, 1/15/29(2)
      340        346
Ecopetrol S.A.
4.625%, 11/2/31
      190        161
Encino Acquisition Partners Holdings LLC 144A
8.750%, 5/1/31(1)(2)
       25         27
Energy Transfer LP Series H
6.500% (1)(7)
      350        347
EQM Midstream Partners LP 144A
6.375%, 4/1/29(1)(2)
       85         87
Flex Intermediate Holdco LLC 144A
3.363%, 6/30/31(1)(2)
      467        402
Genesis Energy LP
8.875%, 4/15/30(1)
      245        260
Greensaif Pipelines Bidco S.a.r.l. 144A
6.129%, 2/23/38(2)
      100        105
Helix Energy Solutions Group, Inc. 144A
9.750%, 3/1/29(2)
      275        296
 
See Notes to Schedule of Investments
8

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Energy—continued    
International Petroleum Corp. 144A, RegS
7.250%, 2/1/27(1)(2)(4)
$      380   $     377
KazMunayGas National Co. JSC      
144A 5.375%, 4/24/30(2)        50         49
144A 6.375%, 10/24/48(2)       325        319
RegS 6.375%, 10/24/48(4)       200        196
Kinder Morgan Energy Partners LP
7.500%, 11/15/40
      239        281
Kraken Oil & Gas Partners LLC 144A
7.625%, 8/15/29(1)(2)
       25         26
Mesquite Energy, Inc. 144A
7.250%, 2/15/23(2)(8)
      105          3
Noble Finance II LLC 144A
8.000%, 4/15/30(2)
       65         67
Occidental Petroleum Corp.
6.125%, 1/1/31(1)
      230        242
Pertamina Persero PT 144A
2.300%, 2/9/31(2)
      580        499
Petroleos de Venezuela S.A. 144A
6.000%, 5/16/24(2)(3)
      665         66
Petroleos Mexicanos      
6.500%, 3/13/27       390        375
6.500%, 1/23/29        40         37
6.700%, 2/16/32       180        155
7.690%, 1/23/50       305        226
Petronas Capital Ltd. 144A
3.500%, 4/21/30(2)
      225        213
Plains All American Pipeline LP
5.700%, 9/15/34(1)
      250        256
QatarEnergy 144A
2.250%, 7/12/31(2)
      215        188
Saudi Arabian Oil Co. 144A
5.250%, 7/17/34(2)
      380        388
SM Energy Co.      
144A 6.750%, 8/1/29(1)(2)        35         36
144A 7.000%, 8/1/32(1)(2)        30         31
State Oil Co. of the Azerbaijan Republic RegS
6.950%, 3/18/30(4)
      280        295
Teine Energy Ltd. 144A
6.875%, 4/15/29(1)(2)
      330        329
  Par Value   Value
       
Energy—continued    
Transcanada Trust
5.600%, 3/7/82(1)
$      305   $     291
Transocean, Inc.      
144A 8.250%, 5/15/29(2)        50         51
144A 8.750%, 2/15/30(2)       242        256
144A 8.500%, 5/15/31(2)        80         81
Venture Global LNG, Inc. 144A
9.875%, 2/1/32(1)(2)
      390        433
Western Midstream Operating LP
5.250%, 2/1/50(1)
      285        258
        10,440
       
 
Financials—4.6%    
6297782 LLC 144A
5.584%, 10/1/34(2)
      130        129
Acrisure LLC      
144A 8.250%, 2/1/29(2)       130        134
144A 6.000%, 8/1/29(2)       135        129
AerCap Ireland Capital DAC
6.950%, 3/10/55(1)
      150        155
Allianz SE 144A
6.350%, 9/6/53(1)(2)
      200        213
Allstate Corp. (The) Series B (3 month Term SOFR + 3.200%)
8.318%, 8/15/53(6)
      275        276
Altice Financing S.A. 144A
5.000%, 1/15/28(2)
      515        414
American Express Co.
5.625%, 7/28/34(1)
      208        216
Apollo Debt Solutions BDC 144A
6.900%, 4/13/29(1)(2)
      223        231
Ascot Group Ltd. 144A
4.250%, 12/15/30(1)(2)
      509        443
Aston Martin Capital Holdings Ltd. 144A
10.000%, 3/31/29(2)
      320        327
Banco de Credito del Peru S.A.      
144A 3.125%, 7/1/30(2)       253        246
RegS 3.125%, 7/1/30(4)        73         71
 
See Notes to Schedule of Investments
9

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Financials—continued    
Banco de Credito e Inversiones S.A. 144A
8.750% (2)(7)
$      170   $     182
Banco Mercantil del Norte S.A. 144A
6.625% (2)(7)
      150        138
Bank of America Corp.      
5.015%, 7/22/33       137        139
5.288%, 4/25/34(1)       140        144
5.425%, 8/15/35(1)       220        220
Bank of New York Mellon Corp. (The) Series G
4.700% (1)(7)
      427        421
Barclays plc
7.437%, 11/2/33(1)
      259        295
BBVA Bancomer S.A. 144A
5.125%, 1/18/33(2)
      270        256
Blackstone Private Credit Fund
2.625%, 12/15/26(1)
      256        240
Block, Inc. 144A
6.500%, 5/15/32(1)(2)
      165        171
Blue Owl Credit Income Corp.
4.700%, 2/8/27
      216        211
Blue Owl Finance LLC 144A
3.125%, 6/10/31(1)(2)
      330        286
BNSF Funding Trust I
6.613%, 12/15/55(1)
      245        246
BPCE S.A. 144A
7.003%, 10/19/34(1)(2)
      250        277
BroadStreet Partners, Inc. 144A
5.875%, 4/15/29(2)
      270        257
Brookfield Finance, Inc.
6.350%, 1/5/34(1)
      221        240
Capital One Financial Corp.
2.359%, 7/29/32(1)
      180        144
Charles Schwab Corp. (The) Series H
4.000% (7)
      334        291
Citigroup, Inc.      
6.270%, 11/17/33       194        210
6.174%, 5/25/34(1)       202        213
Concentra Escrow Issuer Corp. 144A
6.875%, 7/15/32(1)(2)
       35         37
  Par Value   Value
       
Financials—continued    
Corebridge Financial, Inc.
6.875%, 12/15/52(1)
$      326   $     333
Drawbridge Special Opportunities Fund LP 144A
3.875%, 2/15/26(2)
      480        463
Export-Import Bank Korea
5.125%, 1/11/33
      235        243
F&G Annuities & Life, Inc.
6.500%, 6/4/29(1)
      165        168
Fifth Third Bancorp
4.337%, 4/25/33(1)
      273        257
Foundry JV Holdco LLC 144A
6.250%, 1/25/35(1)(2)
      325        334
Gaci First Investment Co. RegS
4.875%, 2/14/35(4)
      245        242
GGAM Finance Ltd. 144A
6.875%, 4/15/29(1)(2)
      225        232
Global Atlantic Fin Co.      
144A 7.950%, 6/15/33(1)(2)       169        191
144A 7.950%, 10/15/54(1)(2)        85         87
Goldman Sachs Group, Inc. (The)      
3.102%, 2/24/33(1)       245        217
6.450%, 5/1/36(1)       190        210
Grifols S.A. 144A
4.750%, 10/15/28(2)
      245        233
HA Sustainable Infrastructure Capital, Inc. 144A
6.375%, 7/1/34(1)(2)
      276        278
HUB International Ltd. 144A
7.375%, 1/31/32(2)
       55         57
Huntington Bancshares, Inc.
5.709%, 2/2/35(1)
      255        261
ION Trading Technologies S.a.r.l. 144A
9.500%, 5/30/29(1)(2)
      275        292
JPMorgan Chase & Co.
1.953%, 2/4/32(1)
      470        397
KeyCorp
6.401%, 3/6/35(1)
      221        237
Ladder Capital Finance Holdings LLLP 144A
4.250%, 2/1/27(1)(2)
      210        204
 
See Notes to Schedule of Investments
10

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Financials—continued    
Liberty Mutual Group, Inc. 144A
4.125%, 12/15/51(1)(2)
$      320   $     300
Melco Resorts Finance Ltd. 144A
7.625%, 4/17/32(2)
      300        300
Merlin Entertainments Group U.S. Holdings, Inc. 144A
7.375%, 2/15/31(1)(2)
      245        244
MetLife, Inc. Series G
3.850% (1)(7)
      340        333
Midcap Financial Issuer Trust 144A
6.500%, 5/1/28(1)(2)
      265        254
Morgan Stanley      
6.342%, 10/18/33(1)       182        199
5.948%, 1/19/38(1)       208        215
MSCI, Inc. 144A
3.625%, 9/1/30(2)
      256        237
National Rural Utilities Cooperative Finance Corp. (3 month Term SOFR + 3.172%)
8.427%, 4/30/43(1)(6)
      270        270
Nationstar Mortgage Holdings, Inc. 144A
5.750%, 11/15/31(1)(2)
      360        350
NatWest Group plc
6.475%, 6/1/34(1)
      220        230
New Red Finance, Inc. 144A
6.125%, 6/15/29(1)(2)
       70         71
Nippon Life Insurance Co. 144A
6.250%, 9/13/53(1)(2)
      200        214
Nuveen LLC 144A
5.850%, 4/15/34(1)(2)
      245        256
OneMain Finance Corp.
7.125%, 11/15/31
      370        374
Panther Escrow Issuer LLC 144A
7.125%, 6/1/31(1)(2)
       30         31
Prudential Financial, Inc.      
5.125%, 3/1/52       148        144
6.750%, 3/1/53       120        128
Societe Generale S.A. 144A
6.066%, 1/19/35(1)(2)
      200        207
  Par Value   Value
       
Financials—continued    
State Street Corp.      
6.123%, 11/21/34(1) $      205   $     220
Series I
6.700%(1)(7)
      200        205
Synchrony Financial      
4.875%, 6/13/25(1)        80         80
3.700%, 8/4/26(1)       117        114
Texas Capital Bancshares, Inc.
4.000%, 5/6/31(1)
      495        461
Toronto-Dominion Bank (The)
8.125%, 10/31/82
      239        255
UBS Group AG      
144A 9.250%(1)(2)(7)        35         40
144A 4.988%, 8/5/33(1)(2)       289        287
Wells Fargo & Co.      
5.389%, 4/24/34(1)       270        277
Series BB
3.900%(1)(7)
      470        457
Wrangler Holdco Corp. 144A
6.625%, 4/1/32(2)
      120        124
        19,415
       
 
Health Care—0.7%    
Catalent Pharma Solutions, Inc. 144A
3.500%, 4/1/30(1)(2)
      395        386
Community Health Systems, Inc.      
144A 5.250%, 5/15/30(2)        60         54
144A 4.750%, 2/15/31(2)       285        243
DENTSPLY SIRONA, Inc.
3.250%, 6/1/30(1)
      388        353
Endo Finance Holdings, Inc. 144A
8.500%, 4/15/31(2)
       20         21
HCA, Inc.
5.500%, 6/1/33(1)
      229        234
LifePoint Health, Inc.      
144A 9.875%, 8/15/30(2)       305        334
144A 10.000%, 6/1/32(2)       110        119
Medline Borrower LP      
144A 6.250%, 4/1/29(1)(2)        70         72
144A 5.250%, 10/1/29(1)(2)       205        201
Par Pharmaceutical, Inc.
7.500%, 4/1/27(8)
      187         —
 
See Notes to Schedule of Investments
11

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Health Care—continued    
Prime Healthcare Services, Inc. 144A
9.375%, 9/1/29(2)
$      375   $     378
Smith & Nephew plc
5.400%, 3/20/34(1)
      220        225
Universal Health Services, Inc.
2.650%, 1/15/32(1)
      262        224
         2,844
       
 
Industrials—1.2%    
Adani Ports & Special Economic Zone Ltd. 144A
4.375%, 7/3/29(2)
      347        324
Alaska Airlines Pass-Through Trust 2020-1, A 144A
4.800%, 2/15/29(1)(2)
      443        440
Amentum Escrow Corp. 144A
7.250%, 8/1/32(2)
       40         42
Aviation Capital Group LLC 144A
3.500%, 11/1/27(1)(2)
      254        243
Avolon Holdings Funding Ltd. 144A
4.375%, 5/1/26(1)(2)
      243        240
Boeing Co. (The)      
3.750%, 2/1/50(1)       205        142
5.930%, 5/1/60(1)       147        139
Builders FirstSource, Inc. 144A
6.375%, 3/1/34(1)(2)
      245        251
CoStar Group, Inc. 144A
2.800%, 7/15/30(1)(2)
      363        319
DP World Ltd. 144A
6.850%, 7/2/37(2)
       15         17
Fortress Transportation & Infrastructure Investors LLC      
144A 7.000%, 5/1/31(1)(2)       210        220
144A 7.000%, 6/15/32(1)(2)        35         37
Global Infrastructure Solutions, Inc. 144A
7.500%, 4/15/32(1)(2)
      360        365
  Par Value   Value
       
Industrials—continued    
Hertz Corp. (The) 144A
4.625%, 12/1/26(2)
$      470   $     369
Icahn Enterprises LP      
6.250%, 5/15/26(1)       165        164
5.250%, 5/15/27(1)        40         39
LBM Acquisition LLC 144A
6.250%, 1/15/29(2)
      415        375
Regal Rexnord Corp.
6.400%, 4/15/33(1)
      329        349
Sempra Infrastructure Partners LP 144A
3.250%, 1/15/32(1)(2)
      475        401
United Airlines Pass-Through Trust 2023-1, A
5.800%, 7/15/37(1)
      289        299
VistaJet Malta Finance plc 144A
9.500%, 6/1/28(1)(2)
      420        393
         5,168
       
 
Information Technology—0.3%    
Booz Allen Hamilton, Inc. 144A
4.000%, 7/1/29(1)(2)
       90         87
CommScope Technologies LLC 144A
6.000%, 6/15/25(2)
      270        259
Consensus Cloud Solutions, Inc. 144A
6.500%, 10/15/28(1)(2)
      115        114
Helios Software Holdings, Inc. 144A
8.750%, 5/1/29(1)(2)
      100        104
Insight Enterprises, Inc. 144A
6.625%, 5/15/32(1)(2)
       25         26
Rocket Software, Inc. 144A
9.000%, 11/28/28(1)(2)
      145        150
Viasat, Inc. 144A
5.625%, 9/15/25(2)
      445        440
 
See Notes to Schedule of Investments
12

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Information Technology—continued    
Vontier Corp.
2.950%, 4/1/31(1)
$      200   $     173
         1,353
       
 
Materials—0.8%    
ASP Unifrax Holdings, Inc. 144A
5.250%, 9/30/28(2)
      565        292
Bayport Polymers LLC 144A
5.140%, 4/14/32(1)(2)
      415        380
Corp. Nacional del Cobre de Chile 144A
5.950%, 1/8/34(2)
      200        208
Illuminate Buyer LLC 144A
9.000%, 7/1/28(2)
      365        368
INEOS Quattro Finance 2 plc 144A
9.625%, 3/15/29(1)(2)
      270        291
LSB Industries, Inc. 144A
6.250%, 10/15/28(1)(2)
      240        235
Mauser Packaging Solutions Holding Co. 144A
9.250%, 4/15/27(2)
      250        254
New Enterprise Stone & Lime Co., Inc. 144A
9.750%, 7/15/28(2)
      230        235
Sealed Air Corp. 144A
6.500%, 7/15/32(1)(2)
       90         92
Taseko Mines Ltd. 144A
8.250%, 5/1/30(1)(2)
      265        275
Trivium Packaging Finance B.V. 144A
8.500%, 8/15/27(2)
      382        382
WR Grace Holdings LLC 144A
5.625%, 8/15/29(2)
      294        273
         3,285
       
 
Real Estate—0.4%    
EPR Properties
4.750%, 12/15/26(1)
      455        450
GLP Capital LP
6.750%, 12/1/33(1)
      255        278
Office Properties Income Trust 144A
9.000%, 9/30/29(2)
      220        179
  Par Value   Value
       
Real Estate—continued    
Sabra Health Care LP
3.200%, 12/1/31(1)
$      270   $     234
Safehold GL Holdings LLC
6.100%, 4/1/34(1)
      245        255
VICI Properties LP      
5.125%, 5/15/32(1)       135        133
144A 4.625%, 6/15/25(1)(2)        65         64
144A 5.750%, 2/1/27(1)(2)        90         91
         1,684
       
 
Utilities—1.0%    
AES Corp. (The)
7.600%, 1/15/55(1)
      175        180
CMS Energy Corp.
4.750%, 6/1/50(1)
      366        344
Dominion Energy, Inc. Series B
7.000%, 6/1/54(1)
      280        298
Electricite de France S.A.      
144A 6.250%, 5/23/33(1)(2)       184        199
144A 6.900%, 5/23/53(1)(2)       176        201
Enel Finance International N.V. 144A
7.500%, 10/14/32(2)
      231        265
Entergy Corp.
7.125%, 12/1/54(1)
      290        295
Ferrellgas LP      
144A 5.375%, 4/1/26(1)(2)       125        125
144A 5.875%, 4/1/29(1)(2)       275        258
KeySpan Gas East Corp. 144A
5.994%, 3/6/33(2)
      276        286
Lightning Power LLC 144A
7.250%, 8/15/32(2)
       15         16
NGL Energy Operating LLC      
144A 8.125%, 2/15/29(1)(2)        55         56
144A 8.375%, 2/15/32(1)(2)        90         93
NRG Energy, Inc. 144A
7.000%, 3/15/33(1)(2)
      328        361
PacifiCorp
5.800%, 1/15/55(1)
      214        218
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 144A
4.125%, 5/15/27(2)
      250        245
 
See Notes to Schedule of Investments
13

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Utilities—continued    
South Bow Canadian Infrastructure Holdings Ltd. 144A
7.500%, 3/1/55(2)
$       90   $      93
Southern Co. (The) Series 21-A
3.750%, 9/15/51(1)
      419        399
Vistra Corp. 144A
8.000% (1)(2)(7)
      190        197
Vistra Operations Co. LLC 144A
6.875%, 4/15/32(1)(2)
      165        171
         4,300
       
 
Total Corporate Bonds and Notes
(Identified Cost $56,995)
    55,460
       
 
Leveraged Loans—3.9%
Aerospace—0.1%    
Amazon Holdco, Inc. Tranche B (1 month Term SOFR + 2.272%)
7.612%, 7/30/31(6)
       45         45
Amentum Government Services Holdings LLC (1 month Term SOFR + 4.000%)
9.278%, 2/15/29(6)
      162        162
Dynasty Acquisition Co., Inc.      
2024, Tranche B-1 (1 month Term SOFR + 3.500%)
8.747%, 8/24/28(6)
      162        162
2024, Tranche B-2 (1 month Term SOFR + 3.500%)
8.747%, 8/24/28(6)
       62         62
Peraton Corp. Tranche B, First Lien (1 month Term SOFR + 3.850%)
9.097%, 2/1/28(6)
      143        140
           571
       
 
  Par Value   Value
       
Chemicals—0.2%    
Ineos Finance plc 2030 (1 month Term SOFR + 3.250%)
8.497%, 2/18/30(6)
$      161   $     160
Innophos Holdings, Inc. (1 month Term SOFR + 3.864%)
9.111%, 2/5/27(6)
      164        164
LSF11 A5 Holdco LLC 2024 (1 month Term SOFR + 3.614%)
8.861%, 10/15/28(6)
      173        173
Lummus Technology Holdings V LLC 2024, Tranche B (1 month Term SOFR + 3.614%)
8.861%, 12/31/29(6)
       65         65
Starfruit Finco B.V. Tranche B (3 month Term SOFR + 3.500%)
8.628%, 4/3/28(6)
      164        165
           727
       
 
Consumer Durables—0.1%    
Gloves Buyer, Inc. First Lien (1 month Term SOFR + 4.114%)
9.361%, 12/29/27(6)
      120        120
White Cap Buyer LLC Tranche C (1 month Term SOFR + 3.250%)
8.497%, 10/19/29(6)
      115        114
           234
       
 
Consumer Non-Durables—0.1%    
Albion Financing 3 S.a.r.l. 2024 (3 month Term SOFR + 4.512%)
9.826%, 8/17/29(6)
       90         90
DS Parent, Inc. Tranche B (3 month Term SOFR + 5.500%)
10.835%, 1/31/31(6)
      210        207
 
See Notes to Schedule of Investments
14

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Consumer Non-Durables—continued    
Kronos Acquisition Holdings, Inc. 2024 (3 month Term SOFR + 4.000%)
9.314%, 7/8/31(6)
$      137   $     136
Varsity Brands, Inc. (3 month Term SOFR + 3.750%)
8.821%, 8/26/31(6)
      100        100
           533
       
 
Energy—0.1%    
Freeport LNG Investments LLP Tranche B (3 month Term SOFR + 3.762%)
9.044%, 12/21/28(6)
      173        172
Hamilton Projects Acquiror LLC First Lien (1 month Term SOFR + 3.750%)
8.997%, 5/31/31(6)
       35         35
NGP XI Midstream Holdings LLC (2 month Term SOFR + 4.000%)
9.285%, 7/25/31(6)
       65         65
Traverse Midstream Partners LLC Tranche B (3 month Term SOFR + 3.500%)
8.752%, 2/16/28(6)
      127        127
           399
       
 
Financials—0.1%    
Acrisure LLC      
2024 (3 month Term SOFR + 3.250%)
8.594%, 11/6/30(6)
      115        114
2024, Tranche B (3 month Term SOFR + 3.000%)
8.344%, 2/15/27(6)
      126        125
Asurion LLC Tranche B-9 (1 month Term SOFR + 3.364%)
8.611%, 7/31/27(6)
      211        209
           448
       
 
  Par Value   Value
       
Food / Tobacco—0.1%    
Del Monte Foods Corp. II, Inc. (1 month Term SOFR + 8.100%)
13.443%, 8/2/28(6)
$       84   $      79
Del Monte Foods, Inc.      
(1 month Term SOFR + 4.350%)
9.688% - 9.693%, 8/2/28(6)
       83         49
(1 month Term SOFR + 4.850%)
10.188%, 8/2/28(6)
      188         52
DM Escrow Corp. (3 month PRIME + 7.000%)
15.500%, 8/2/28
       11         11
Naked Juice LLC (1-3 month Term SOFR + 3.350%)
8.685% - 8.694%, 1/24/29(6)
      191        165
Pegasus Bidco B.V. 2024 (3 month Term SOFR + 3.750%)
8.868%, 7/12/29(6)
      112        112
Sigma Bidco B.V. Tranche B-10 (6 month Term SOFR + 4.410%)
9.784%, 1/3/28(6)
      168        168
           636
       
 
Forest Prod / Containers—0.1%    
Klockner Pentaplast of America, Inc. Tranche B (3 month Term SOFR + 4.975%)
9.723%, 2/12/26(6)
      122        114
TricorBraun, Inc. (1 month Term SOFR + 3.364%)
8.611%, 3/3/28(6)
      133        133
           247
       
 
Gaming / Leisure—0.2%    
ECL Entertainment LLC Tranche B (1 month Term SOFR + 4.000%)
9.247%, 8/31/30(6)
      184        184
 
See Notes to Schedule of Investments
15

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Gaming / Leisure—continued    
Entain plc Tranche B-3 (6 month Term SOFR + 2.750%)
8.014%, 10/31/29(6)
$      165   $     165
J&J Ventures Gaming LLC (1 month Term SOFR + 4.114%)
9.361%, 4/26/28(6)
      148        148
Motion Finco LLC Tranche B-3 (3 month Term SOFR + 3.500%)
8.835%, 11/12/29(6)
      190        187
Ontario Gaming GTA Ltd. Partnership Tranche B (3 month Term SOFR + 4.250%)
9.585%, 8/1/30(6)
      134        134
           818
       
 
Health Care—0.5%    
Bausch & Lomb Corp. (1 month Term SOFR + 4.000%)
9.247%, 9/29/28(6)
      119        118
CHG Healthcare Services, Inc. First Lien (1 month Term SOFR + 3.364%)
8.611%, 9/29/28(6)
      154        154
Cotiviti, Inc. (1 month Term SOFR + 3.250%)
8.592%, 5/1/31(6)
      160        159
Gainwell Acquisition Corp. Tranche B (3 month Term SOFR + 4.100%)
9.435%, 10/1/27(6)
      181        164
Grifols Worldwide Operations USA, Inc. Tranche B (3 month Term SOFR + 2.150%)
7.402%, 11/15/27(6)
      300        295
Hunter Holdco 3 Ltd. First Lien (3 month Term SOFR + 4.350%)
9.685%, 8/19/28(6)
      190        188
  Par Value   Value
       
Health Care—continued    
Lannett Co., Inc. First Lien (3 month Term SOFR + 2.000%)
2.000%, 6/16/30(6)(8)
$       23   $       7
LifePoint Health, Inc. 2024 (1 month Term SOFR + 4.000%)
9.342%, 5/9/31(6)
       30         30
Modivcare, Inc. (3 month Term SOFR + 4.750%)
10.082%, 7/1/31(6)
      115        112
Packaging Coordinators Midco, Inc. 2024 (3 month Term SOFR + 3.250%)
8.585%, 11/30/27(6)
      207        208
Radiology Partners, Inc. Tranche C (3 month Term SOFR + 3.762%)
8.883%, 1/31/29(6)
      141        133
Resonetics LLC Tranche B (1 month Term SOFR + 3.750%)
9.092%, 6/18/31(6)
       20         20
Star Parent, Inc. Tranche B (3 month Term SOFR + 3.750%)
9.085%, 9/27/30(6)
      204        203
Upstream Newco, Inc. 2021 (3 month Term SOFR + 4.512%)
9.764%, 11/20/26(6)
      227        205
Viant Medical Holdings, Inc. First Lien (1 month Term SOFR + 3.864%)
9.111%, 7/2/25(6)
      303        303
         2,299
       
 
Housing—0.1%    
Chariot Buyer LLC First Lien (1 month Term SOFR + 3.500%)
8.747%, 11/3/28(6)
      140        140
 
See Notes to Schedule of Investments
16

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Housing—continued    
Cornerstone Building Brands, Inc. Tranche B (1 month Term SOFR + 3.350%)
8.687%, 4/12/28(6)
$      169   $     164
Hunter Douglas Holding B.V. Tranche B-1 (3 month Term SOFR + 3.500%)
8.571%, 2/26/29(6)
      174        172
LBM Acquisition LLC Tranche B (1 month Term SOFR + 3.850%)
9.140%, 5/30/31(6)
      170        165
           641
       
 
Information Technology—0.6%    
Ahead DB Holdings LLC Tranche B-2 (1 month Term SOFR + 3.500%)
8.798%, 2/1/31(6)
       55         55
Applied Systems, Inc.      
2024, Second Lien (3 month Term SOFR + 5.250%)
10.585%, 2/23/32(6)
       20         21
Tranche B-1 (1 month Term SOFR + 3.000%)
8.286%, 2/24/31(6)
      169        169
Barracuda Parent LLC First Lien (3 month Term SOFR + 4.500%)
9.814%, 8/15/29(6)
      157        153
BMC Software 2031, Tranche B, First Lien (3 month Term SOFR + 3.750%)
9.005%, 7/30/31(6)
      150        149
Central Parent LLC 2024 (3 month Term SOFR + 3.250%)
8.585%, 7/6/29(6)
      213        211
ConnectWise LLC (3 month Term SOFR + 3.762%)
9.096%, 9/29/28(6)
      106        106
Delivery Hero SE Tranche B (3 month Term SOFR + 5.000%)
10.103%, 12/12/29(6)
      134        134
  Par Value   Value
       
Information Technology—continued    
Infinite Bidco LLC First Lien (3 month Term SOFR + 3.750%)
9.264%, 3/2/28(6)
$      149   $     144
ION Trading Finance Ltd. 2024 (3 month Term SOFR + 4.000%)
9.346%, 4/1/28(6)
      130        131
Mosel Bidco SE Tranche B (3 month Term SOFR + 4.500%)
9.835%, 9/16/30(6)
      113        114
NCR Atleos LLC Tranche B (1-3 month Term SOFR + 4.850%)
10.097% - 10.102%, 3/27/29(6)
      164        165
Proofpoint, Inc. 2024 (1 month Term SOFR + 3.000%)
8.247%, 8/31/28(6)
      141        141
RealPage, Inc. First Lien (1 month Term SOFR + 3.114%)
8.361%, 4/24/28(6)
      178        170
Rocket Software, Inc. (1 month Term SOFR + 4.750%)
9.997%, 11/28/28(6)
      239        239
Sophia LP 2024, Tranche B (1 month Term SOFR + 3.600%)
8.847%, 10/9/29(6)
      174        174
UKG, Inc. Tranche B (3 month Term SOFR + 3.250%)
8.555%, 2/10/31(6)
      161        162
         2,438
       
 
Manufacturing—0.1%    
Arcline FM Holdings LLC 2024 (3-6 month Term SOFR + 4.500%)
9.567% - 9.742%, 6/23/28(6)
      165        165
 
See Notes to Schedule of Investments
17

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Manufacturing—continued    
CPM Holdings, Inc. (1 month Term SOFR + 4.500%)
9.842%, 9/28/28(6)
$      199   $     191
Star U.S. Bidco LLC (1 month Term SOFR + 4.350%)
9.597%, 3/17/27(6)
      208        210
           566
       
 
Media / Telecom - Broadcasting—0.1%    
Gray Television, Inc. Tranche D (1 month Term SOFR + 3.113%)
8.457%, 12/1/28(6)
      163        148
Terrier Media Buyer, Inc. 2021, Tranche B (3 month Term SOFR + 3.600%)
8.935%, 12/17/26(6)
      183        158
Univision Communications, Inc. 2024, First Lien (1 month Term SOFR + 3.614%)
8.861%, 1/23/29(6)
      105        102
           408
       
 
Media / Telecom - Cable/Wireless
Video—0.2%
   
Cogeco Communications Finance USA LP Tranche B-1 (1 month Term SOFR + 3.250%)
8.497%, 9/18/30(6)
      179        172
CSC Holdings LLC 2022 (1 month Term SOFR + 4.500%)
9.837%, 1/18/28(6)
      333        318
DIRECTV Financing LLC 2024, Tranche B (1 month Term SOFR + 5.364%)
10.611%, 8/2/29(6)
      218        217
Eagle Broadband Investments LLC (3 month Term SOFR + 3.262%)
8.596%, 11/12/27(6)
      333        331
         1,038
       
 
  Par Value   Value
       
Media / Telecom - Diversified
Media—0.1%
   
Century DE Buyer LLC (3 month Term SOFR + 4.000%)
9.255%, 10/30/30(6)
$      124   $     125
McGraw-Hill Education, Inc. 2024, Tranche B (1 month Term SOFR + 4.000%)
9.228%, 8/1/31(6)
      149        149
MH Sub I LLC 2023 (1 month Term SOFR + 4.250%)
9.497%, 5/3/28(6)
      129        128
Neptune Bidco U.S., Inc. Tranche B (3 month Term SOFR + 5.100%)
10.404%, 4/11/29(6)
      137        131
           533
       
 
Media / Telecom -
Telecommunications—0.1%
   
Numericable U.S. LLC      
Tranche B-11 (3 month LIBOR + 2.750%)
8.264%, 7/31/25(6)
      249        219
Tranche B-12 (3 month LIBOR + 3.688%)
9.250%, 1/31/26(6)
       50         40
           259
       
 
Media / Telecom - Wireless
Communications—0.0%
   
Viasat, Inc. (1 month Term SOFR + 4.500%)
9.747%, 3/2/29(6)
      159        148
Metals / Minerals—0.1%    
Arsenal Aic Parent LLC 2024, Tranche B (1 month Term SOFR + 3.250%)
8.560%, 8/18/30(6)
       94         94
 
See Notes to Schedule of Investments
18

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Metals / Minerals—continued    
Covia Holdings Corp. (3 month Term SOFR + 4.262%)
9.580%, 7/31/26(6)
$      275   $     273
           367
       
 
Retail—0.1%    
CNT Holdings I Corp. First Lien (3 month Term SOFR + 3.500%)
8.752%, 11/8/27(6)
      202        203
Petco Health & Wellness Co., Inc. First Lien (3 month Term SOFR + 3.512%)
8.846%, 3/3/28(6)
      165        152
           355
       
 
Service—0.6%    
AAL Delaware Holdco, Inc. Tranche B (1 month Term SOFR + 3.500%)
8.747%, 7/23/31(6)
       35         35
Ascend Learning LLC (1 month Term SOFR + 3.600%)
8.847%, 12/11/28(6)
      136        135
BIFM U.S. Finance LLC (1 month Term SOFR + 4.250%)
9.497%, 5/31/28(6)
       85         85
DG Investment Intermediate Holdings 2, Inc. 2022 (1 month Term SOFR + 4.750%)
9.997%, 3/31/28(6)
      198        198
DXP Enterprises, Inc. (3 month Term SOFR + 4.850%)
10.164%, 10/11/30(6)
      129        130
Ensemble RCM LLC Tranche B (3 month Term SOFR + 3.000%)
8.252%, 8/1/29(6)
       60         60
  Par Value   Value
       
Service—continued    
Garda World Security Corp. (1 month Term SOFR + 3.500%)
8.832%, 2/1/29(6)
$      184   $     184
Grant Thornton Advisors LLC Tranche B (1 month Term SOFR + 3.250%)
8.497%, 6/2/31(6)
       70         70
Husky Injection Molding Systems Ltd. (3 month Term SOFR + 5.000%)
10.326%, 2/15/29(6)
      145        144
Kuehg Corp. Tranche B (3 month Term SOFR + 4.500%)
9.835%, 6/12/30(6)
      198        199
NAB Holdings LLC 2024 (3 month Term SOFR + 2.750%)
8.097%, 11/23/28(6)
      145        145
Omnia Partners LLC (3 month Term SOFR + 3.250%)
8.529%, 7/25/30(6)
       75         75
Planet U.S. Buyer LLC (3 month Term SOFR + 3.500%)
8.604%, 2/7/31(6)
       70         70
Spin Holdco, Inc. (3 month Term SOFR + 4.262%)
9.600%, 3/4/28(6)
      159        135
The Hertz Corp. 2023 (3 month Term SOFR + 8.750%)
9.097%, 6/30/28(6)
      192        173
TMF Sapphire Bidco B.V. Tranche B-3 (2-3 month Term SOFR + 3.500%)
8.814% - 8.817%, 5/3/28(6)
      124        125
Trugreen Ltd. Partnership First Lien (1 month Term SOFR + 4.100%)
9.347%, 11/2/27(6)
      263        255
 
See Notes to Schedule of Investments
19

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Par Value   Value
       
Service—continued    
WIN Waste Innovations Holdings, Inc. (1 month Term SOFR + 2.750%)
8.111%, 3/24/28(6)
$      178   $     167
         2,385
       
 
Transportation - Automotive—0.1%    
First Brands Group LLC 2022 (3 month Term SOFR + 5.262%)
10.514%, 3/30/27(6)
      144        142
PAI Holdco, Inc. Tranche B (3 month Term SOFR + 4.012%)
9.264%, 10/28/27(6)
      161        144
           286
       
 
Utilities—0.1%    
Generation Bridge Northeast LLC Tranche B (1 month Term SOFR + 3.500%)
8.747%, 8/22/29(6)
      108        109
Waterbridge NDB Operating LLC (3 month Term SOFR + 4.500%)
9.603%, 5/10/29(6)
      150        150
           259
       
 
Total Leveraged Loans
(Identified Cost $16,842)
    16,595
    
  Shares  
Preferred Stocks—0.2%
Financials—0.2%  
Capital Farm Credit ACA Series 1 144A, 5.000%(1)(2)       310(9)      296
JPMorgan Chase & Co. Series HH, 4.600%(1)       151(9)      150
MetLife, Inc. Series D, 5.875%(1)       124(9)      124
  Shares   Value
Financials—continued    
Truist Financial Corp. Series Q, 5.100%       301(9)   $     292
           862
       
 
Total Preferred Stocks
(Identified Cost $888)
       862
       
 
Common Stocks—104.7%
Communication Services—2.6%    
Cellnex Telecom S.A.   283,512     10,948
Consumer Discretionary—0.0%    
MYT Holding LLC Class B(8)(10)    22,362          1
NMG Parent LLC(8)(10)       368         44
West Marine(8)(10)       475          2
            47
       
 
Energy—17.3%    
Cheniere Energy, Inc.(1)    76,470     14,167
DT Midstream, Inc.(1)    41,965      3,298
Enbridge, Inc.(1)   165,543      6,651
Koninklijke Vopak N.V.   148,308      6,818
ONEOK, Inc.(1)    99,003      9,144
Pembina Pipeline Corp.(1)   176,811      7,123
Targa Resources Corp.(1)    55,886      8,210
TC Energy Corp.(1)   163,899      7,595
Williams Cos., Inc. (The)(1)   214,010      9,795
        72,801
       
 
Health Care—0.0%    
Endo DAC(8)(10)    94,000         —
Endo, Inc.(10)     1,929         52
Lannett Co., Inc.(8)(10)     3,742         —
            52
       
 
Industrials—28.5%    
Aena SME S.A.(1)   134,920     27,152
Aeroports de Paris S.A.(1)    54,897      7,188
Auckland International Airport Ltd. 1,728,320      8,195
 
See Notes to Schedule of Investments
20

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
  Shares   Value
       
Industrials—continued    
CSX Corp.   165,984   $   5,688
Ferrovial SE   210,137      8,787
Flughafen Zurich AG Registered Shares    52,537     12,293
Grupo Aeroportuario del Centro Norte SAB de C.V. Class B   289,600      2,321
Norfolk Southern Corp.(1)    48,898     12,526
Transurban Group 1,981,400     18,172
Union Pacific Corp.    42,698     10,934
Vinci S.A.(1)    56,575      6,762
       120,018
       
 
Real Estate—7.3%    
American Tower Corp.(1)   104,504     23,415
Crown Castle, Inc.(1)    62,642      7,017
        30,432
       
 
Utilities—49.0%    
Ameren Corp.(1)    81,345      6,712
Atmos Energy Corp.(1)    60,674      7,932
CenterPoint Energy, Inc.(1)   256,003      6,989
DTE Energy Co.(1)    54,389      6,800
Duke Energy Corp.(1)    59,657      6,798
E.ON SE(1)   377,795      5,356
Edison International(1)   115,839     10,081
EDP S.A.(1) 1,361,431      5,724
Emera, Inc.(1)   171,022      6,440
Entergy Corp.(1)    37,051      4,472
Evergy, Inc.(1)    90,145      5,331
Eversource Energy(1)   133,028      8,983
Iberdrola S.A.   483,107      6,854
National Grid plc 1,292,625     17,027
NextEra Energy, Inc.   343,038     27,618
NiSource, Inc.(1)   273,674      9,048
PG&E Corp.(1)   456,331      8,990
Redeia Corp. S.A.(1)   303,098      5,757
RWE AG(1)   122,030      4,402
  Shares   Value
       
Utilities—continued    
Sempra (1)   202,028   $  16,603
Severn Trent plc   202,177      6,845
Southern Co. (The)(1)   132,200     11,422
United Utilities Group plc   317,201      4,263
WEC Energy Group, Inc.(1)    63,486      5,906
       206,353
       
 
Total Common Stocks
(Identified Cost $405,880)
   440,651
       
 
Total Long-Term Investments—138.2%
(Identified Cost $549,857)
    581,991
       
 
TOTAL INVESTMENTS—138.2%
(Identified Cost $549,857)
   $581,991
Other assets and liabilities, net—(38.2)%   (160,968)
NET ASSETS—100.0%    $421,023
    
Abbreviations:
ABS Asset-Backed Securities
ACA American Capital Access Financial Guarantee Corp.
BDC Business Development Companies
DAC Designated Activity Company
DB Deutsche Bank AG
JSC Joint Stock Company
LIBOR London Interbank Offered Rate
LLC Limited Liability Company
LLLP Limited Liability Limited Partnership
LLP Limited Liability Partnership
LP Limited Partnership
MSCI Morgan Stanley Capital International
SOFR Secured Overnight Financing Rate
    
 
See Notes to Schedule of Investments
21

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
Footnote Legend:
(1) All or a portion of securities is segregated as collateral for margin loan financing. The value of securities segregated as collateral is $315,527.
(2) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2024, these securities amounted to a value of $80,077 or 19.0% of net assets.
(3) Security in default; no interest payments are being received.
(4) Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act of 1933.
(5) Represents step coupon bond. Rate shown reflects the rate in effect as of August 31, 2024.
(6) Variable rate security. Rate disclosed is as of August 31, 2024. Information in parenthesis represents benchmark and reference rate for each security. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or, for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions.
(7) No contractual maturity date.
(8) The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments.
(9) Value shown as par value.
(10) Non-income producing.
    
Country Weightings
United States 62%
Spain 9
Canada 6
United Kingdom 5
Australia 3
Netherlands 3
France 3
Other 9
Total 100%
% of total investments as of August 31, 2024.
See Notes to Schedule of Investments
22

VIRTUS Total Return Fund Inc.
SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
($ reported in thousands)
The following table summarizes the value of the Fund’s investments as of August 31, 2024, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):
  Total
Value at
August 31, 2024
  Level 1
Quoted Prices
  Level 2
Significant
Observable
Inputs
  Level 3
Significant
Unobservable
Inputs
Assets:              
Debt Instruments:              
U.S. Government Securities $9,440   $  $9,440   $—
Foreign Government Securities 12,939     12,939  
Mortgage-Backed Securities 26,916     26,916  
Asset-Backed Securities 19,128     19,128  
Corporate Bonds and Notes 55,460     55,457   3(1)
Leveraged Loans 16,595     16,588   7
Equity Securities:              
Preferred Stocks 862     862  
Common Stocks 440,651   304,428   136,176   47(1)
Total Investments $581,991   $304,428   $277,506   $57
    
(1) Includes internally fair valued securities currently priced at zero ($0).
There were no transfers into or out of Level 3 related to securities held at August 31, 2024.
Some of the Fund’s investments that were categorized as Level 3 may have been valued utilizing third party pricing information without adjustment. If applicable, such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of Level 3 investments.
Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the roll-forward of Level 3 securities and assumptions are not shown for the period ended August 31, 2024.
See Notes to Schedule of Investments
23

VIRTUS TOTAL RETURN FUND INC. NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Note 1. Significant Accounting Policies
The Fund’s Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940. The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Funds’ policy is to recognize transfers into or out of Level 3 at the end of the reporting period.
    •    Level 1 – quoted prices in active markets for identical securities (security types generally include listed equities).
    •    Level 2 – prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
    •    Level 3 – prices determined using significant unobservable inputs (including the investment adviser’s Valuation Committee’s own assumptions in determining the fair value of investments).
A description of the valuation techniques applied to the Fund’s major categories of assets and liabilities measured at fair value on a recurring basis is as follows:
Equity securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as Level 1 in the hierarchy. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser’s Valuation Committee, and are generally categorized as Level 3 in the hierarchy.
Certain non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset value (“NAV”) at the close of regular trading on the New York Stock Exchange (“NYSE”) (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets. In such cases, the Fund fair value non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, and certain indexes, as well as prices for similar securities. Such fair valuations are categorized as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.
Debt instruments, including convertible bonds, and restricted securities, are valued based on evaluated quotations received from independent pricing services or from dealers who make markets in such securities. For most bond types, the pricing service utilizes matrix pricing that considers one or more of the following factors: yield or price of bonds of comparable quality, coupon, maturity, current cash flows, type, activity of the underlying equities, and current day trade information, as well as dealer supplied prices. These valuations are generally categorized as Level 2 in the hierarchy. Structured debt instruments, such as mortgage-backed and asset-backed securities may also
24

VIRTUS TOTAL RETURN FUND INC. NOTES TO SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
August 31, 2024
incorporate collateral analysis and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities and therefore indicative bids from dealers are utilized which are based on pricing models used by market makers in the security and are generally categorized as Level 2 in the hierarchy. Debt instruments that are internally fair valued by the investment adviser’s Valuation Committee are generally categorized as Level 3 in the hierarchy.
Listed derivatives, such as options and futures, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, swaps, swaptions, options and equity linked instruments, are valued based on model prices provided by independent pricing services or from dealer quotes. Depending on the derivative type and the specific terms of the transaction, these models vary and include observable inputs in actively quoted markets including but not limited to: underlying reference entity details, indices, spreads, interest rates, yield curves, dividend and exchange rates. These instruments are generally categorized as Level 2 in the hierarchy.
Investments in open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.
A summary of the inputs used to value the Fund’s net assets by each major security type is disclosed at the end of the Schedule of Investments for the Fund. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
For additional information about significant accounting policies, refer to the Fund’s most recent semi or annual report.
25

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