VIRTUS TOTAL RETURN FD

CUSIP: 92829A103 Class: COM

STRATEGIC INVESTMENT MANAGEMENT, LLC's Holding History (CIK: 0000846633)

Note: Option positions (PUT/CALL) are excluded.

Q4 2016
Shares 75,000 Value ($000) $335 Avg Close — Range —
Q3 2016
Shares 75,000 Value ($000) $355 Avg Close — Range —
Q2 2016
Shares 14,000 Value ($000) $64 Avg Close — Range —