UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-PX ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number: 811-21593 -------------------------------------------- KAYNE ANDERSON ENERGY TOTAL RETURN FUND, INC. -------------------------------------------------------------------------------- (Exact name of registrant as specified in charter) 1800 AVENUE OF THE STARS LOS ANGELES, CALIFORNIA 90067 -------------------------------------------------------------------------------- (Address of principal executive offices) (Name and address of agent for service) Registrant's telephone number, including area code: 310-284-6438 ------------ Date of fiscal year-end: November 30th ------------- Date of reporting period: July 1, 2005 - June 30, 2006 ---------------------------- Item 1 - Proxy Voting Record - Attached on behalf of Kayne Anderson Energy Total Return Fund, Inc. PROPOSED BY (I)SSUER FOR/ OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP MEETING DATE MATTER: (S)HRHLDR CAST? VOTED MGMT CONSOL Energy Inc. CNX 20854P109 5/2/2006 ELECT: I yes for for John Whitmire I yes for for Patricia Hammick I yes for for Brett Harvey I yes for for David Hardesty I yes for for James Altmeyer Sr. I yes for for John Mills I yes for for William Davis I yes for for William Powell I yes for for Raj Gupta I yes for for Joseph William I yes for for RATIFY: Pricewaterhousecoopers LLP I yes for for Atlas America, Inc. ATLS 049167109 4/26/2006 ELECT: William Bagnell I yes for for Nicholas Dinubile I yes for for VOTE: other business as may properly I yes for for be brought before the meeting or any adjournment thereof Frontline Ltd. FRO G3682E127 11/30/2005 RE-ELECT: John Fredriksen as director I yes for for RE-ELECT: Olav Trom as director I yes for for RE-ELECT: Kate Blankenship as director I yes for for RE-ELECT: Frixos Savvdies as director I yes for for APPOINT: pricewaterhousecoopers da of I yes for for Olso TRANSACT: other business as may properly I yes for for come before the meeting or any adjournment thereof Copano Energy, L.L.C. CPNO 217202100 10/27/2005 Class B conversion & issuance I yes for for proposal LTIP amendment porposal I yes for for Penn Virginia Corporation PVA 707882106 5/2/2006 ELECT: Joe Averett Jr. I yes for for Edward Cloves, II I yes for for James Dearlove I yes for for Robert Garrett I yes for for Keith Horton I yes for for Steven Krablin I yes for for Merrilla Miller I yes for for Marsha Perelman I yes for for Van Marcke de Lummen I yes for for Gary Wright I yes for for PROPOSED BY (I)SSUER FOR/ OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP MEETING DATE MATTER: (S)HRHLDR CAST? VOTED MGMT Penn West Energy Trust PWT.UN 707885109 6/28/2006 APPROVE: I yes for for plan of arrangement under section 193 of the Business Corporations Act (Alberta) (the "Arrangement"), all as more particularly described in the; Information Circular APPROVE: I yes for for stock option plan APPROVE: I yes for for private placement of up to 4,688,000 common shares (Exploreco Finco) of 1243838 Alberta Ltd. ("ExploreCo FinCo") at a price of $1.86 per share, and up to 4,688,000 common share purchase warrants ("ExploreCo FinCo Warrants") of ExploreCo FinCo with an exercise price of $2.23 per warrant per warrant. FinCo Warrants will be exchanged for common shares and common share purchase warrants of ExploreCo RECEIVE AND CONSIDER: I yes for for colsolidated fin'l statement FIX: I yes for for # of directors from 6 to 9 for Penn Petroleum Ltd. ELECT: I yes for for directors of PWPL for the ensuring year APPOINT: I yes for for auditors of Penn West & authorize directors to fix their remuneration TRANSACT: I yes for for such further and other business as may properly be brought before the Petrofund Meeting or any adjournment thereof. Double Hull Tankers, Inc. DHT Y21110104 6/22/2006 ELECT: I yes for for one director to DHT's Bd. Of Directors for a term of 3 years RATIFY: I yes for for Ernst & Young LLP as independent accounting firm TRANSACT: I yes for for such further and other business as may properly be brought before the annual meeting Top Tankers Inc. TOPT Y8897Y107 ELECT: James Cramer I yes for for Martin Peretz I yes for for RATIFY: I yes for for Marcum & Kliegman LLP as the independent accountants TRANSACT: I yes for for other such matters as may properly come before the Meeting PROPOSED BY (I)SSUER FOR/ OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP MEETING DATE MATTER: (S)HRHLDR CAST? VOTED MGMT Nordic American Tanker Shipping Limited NAT G65773106 6/26/2006 ELECT: Herbjorn Hansson I yes for for Adreas Ove Ugland I yes for for Andrew W. March I yes for for Hon. Sir David Gibbons I yes for for George C. Lodge I yes for for Paul J. Hopkins I yes for for Torbjorn Gladso I yes for for APPROVE & APPOINT: Deloitte Statsautoriserte I yes for for Revisorere AS as auditors AMEND: Bye-law-57(A) ("Proposal I yes for for Three") TRANSACT: other such matters as may I yes for for properly come before the meeting Knightsbridge Tankers Limited VLCCF G5299G106 6/23/2006 ELECT: Ola Lorentzon I yes for for Or Olav Troim I yes for for Douglas Wolcott I yes for for David White I yes for for Timothy Counsell I yes for for APPOINT: Moore Stephens P.C. As I yes for for independent auditors Crescent Point Energy Trust CPG.UN 225908102 5/31/2006 ELECT: Peter Bannister I yes for for Paul Colborne I yes for for Kenney Cugnet I yes for for D. Hugh Gillard I yes for for Gerald Romanzin I yes for for Scott Saxberg I yes for for Gregory Turnbull I yes for for APPOINT: PriceWaterhouse Coopers, LLC I yes for for as auditors APPROVE AMENDMENT TO THE RESTRICTED UNIT BONUS PLAN: resolution authorizing the Bd. I yes for for To inc. the number of Tust Units issuable from treasury pursuant to the terms of the Restricted Unit Bonus Plan to a max. of 5MM Trust Units or 9% of the issued & outstanding Trust Units MarkWest Hydrocarbon, Inc. MWP 570762104 6/15/2006 ELECT: Donald Heppermann I yes for for Anne Mounsey I yes for for Karen Rogers I yes for for APPROVE: 2006 stock incentive plan I yes for for RATIFY: appointment of Deloitte as I yes for for independent auditors PROPOSED BY (I)SSUER FOR/ OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP MEETING DATE MATTER: (S)HRHLDR CAST? VOTED MGMT Harvest Energy Trust HTE.UN 41752X101 5/23/2006 RE-APPOINT: Valiant Trust Co. as the I yes for for Trustee of the Trust FIX: # of directors of Harvest I yes for for Operations Corp. at nine members ELECT: Kevin Bennett I yes for for David Boone I yes for for M. Bruce Chernoff I yes for for Verne Johnson I yes for for Hank Swartout I yes for for Dale Blue I yes for for John Brussa I yes for for Willaim A. Friley Jr. I yes for for Hector McFadyen I yes for for APPOINT: KPMG LLP as auditors I yes for for APPROVE: resolution to approve certain I yes for for amendments to the trust indenture of the Trust as specified Ketch Resourses Trust KER.UN 492564109 6/22/2006 APPROVE: (a) amendments to Ketch's I yes for for trust indenture and the other constating documents of KRL (b) the sale by Ketch of all I yes for for of the Ketch Assets to Advantage pursuant to the applicable provisions of the Plan of Arrangement. Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. Kayne Anderson Energy Total Return Fund, Inc. (Registrant) By: /s/ Kevin S. McCarthy ------------------------------------------ Kevin S. McCarthy President of Kayne Anderson Energy Total Return Fund, Inc. (Signature & Title) Date: August 23, 2006