TOTAL RETURN U S TREASURY FUND INC
NSAR-B, 2001-01-02
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<PAGE>      PAGE  1
000 B000000 10/31/2000
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001 A000000 TOTAL RETURN U.S. TREASURY FUND, INC.
001 B000000 811-5040
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002 A000000 535 MADISON AVENUE, 30TH FLOOR
002 B000000 NEW YORK
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008 A000001 INTERNATIONAL STRATEGY AND INVESTMENT, INC.
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008 D010001 NEW YORK
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010 A000001 INVESTMENT COMPANY CAPITAL CORP.
010 B000001 8-31203
010 C010001 BALTIMORE
010 C020001 MD
010 C030001 21202
011 A000001 ICC DISTRIBUTORS, INC.
011 B000001 8-48427
011 C010001 PORTLAND
011 C020001 ME
011 C030001 04101
011 A000002 ISI GROUP INC.
011 B000002 8-43515
011 C010002 NEW YORK
<PAGE>      PAGE  2
011 C020002 NY
011 C030002 10022
012 A000001 INVESTMENT COMPANY CAPITAL CORP.
012 B000001 84-5477
012 C010001 BALTIMORE
012 C020001 MD
012 C030001 21202
013 A000001 DELOITTE & TOUCHE LLP
013 B010001 PRINCETON
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022 A000001 GOLDMAN, SACHS & CO.
022 B000001 13-5108880
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022 A000002 MORGAN STANLEY & CO., INC.
022 B000002 13-2655998
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022 A000003 MORGAN (JP) SECURITIES, INC.
022 B000003 13-3224016
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022 D000004     25614
022 A000005 MERRILL LYNCH
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<PAGE>      PAGE  3
022 A000006 NOMURA SECUITIES INTERNATIONAL INC.
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<PAGE>      PAGE  4
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<PAGE>      PAGE  7
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<PAGE>      PAGE  9
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SIGNATURE   CHARLES RIZZO
TITLE       VICE PRESIDENT



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