ING (L) RENTA FUND - ING Investment Management, Asia Pacific
ING (L) RENTA FUND - ING Investment Management, Asia Pacific
ING (L) RENTA FUND - ING Investment Management, Asia Pacific
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
<strong>ING</strong> (L) <strong>RENTA</strong> <strong>FUND</strong> Semi-annual report and unaudited financial statements<br />
(Report dedicated for the Singapore market)<br />
for the period ended September 30, 2010<br />
������������������������������������������������������������������������������������������������������������������������������������<br />
<strong>ING</strong> (L) Renta Fund - Emerging Markets Debt (Hard Currency)<br />
(Denominated in USD)<br />
Securities portfolio as at 30/09/2010<br />
Quantity/<br />
Nominal<br />
Egypt<br />
3,997,000 EGYPT 5.75% 10-29/04/2020 USD 4,276,790.00 0.30<br />
4,276,790.00 0.30<br />
Hungary<br />
3,194,000 REP OF HUNGARY 6.25% 10-29/01/2020 USD 3,409,595.00 0.24<br />
3,409,595.00 0.24<br />
Belize<br />
3,900,000 GOVT OF BELIZE 07-20/02/2029 SR USD 3,393,000.00 0.24<br />
3,393,000.00 0.24<br />
Germany<br />
1,200,000 GAZPROM OAO 9.625% 03-01/03/2013 USD 1,363,800.00 0.09<br />
1,587,000 REARDEN G HLDGS 7.875% 10-30/03/2020 USD 1,698,090.00 0.12<br />
3,061,890.00 0.21<br />
Supranational - Multinational<br />
2,370,000 EURASIAN DEV 7.375% 09-29/09/2014 USD 2,616,401.79 0.18<br />
2,616,401.79 0.18<br />
Singapore<br />
2,086,000 STATS CHIPPAC 7.5% 10-12/08/2015 USD 2,247,665.00 0.16<br />
2,247,665.00 0.16<br />
Dominican Republic<br />
1,575,000 DOMINICAN REPUBL 7.5% 10-06/05/2021 USD 1,774,237.50 0.13<br />
397,844 DOMINICAN REPUBL 9.04% 05-23/01/2018 USD 471,046.81 0.03<br />
2,245,284.31 0.16<br />
Sri Lanka<br />
745,000 REP OF SRI LANKA 7.4% 09-22/01/2015 USD 814,881.00 0.06<br />
814,881.00 0.06<br />
1,223,115,614.82 84.76<br />
Other transferable securities and money market instruments<br />
Bonds and other debt instruments<br />
Kazakhstan<br />
24,011,000 KAZMUNAIGAZ FINA 9.125% 08-02/07/2018 USD 29,383,461.25 2.03<br />
29,383,461.25 2.03<br />
Cayman Islands<br />
2,218,045,018 NEON CAPITAL 230 0% 07-06/01/2028 JPY 17,257,952.64 1.20<br />
17,257,952.64 1.20<br />
Argentina<br />
3,200,000 TRANSPORT GAS NO 06-31/12/2012 SR DFLTD USD 1,600,000.00 0.11<br />
1,600,000.00 0.11<br />
Iraq<br />
Name<br />
Loans<br />
Currency<br />
Market value<br />
in USD<br />
The accompanying notes form an integral part of these financial statements.<br />
%<br />
NAV<br />
48,241,413.89 3.34<br />
10,986,677 IRAQ MULTICURRENCY LOAN 20/04/2028 USD 8,288,349.05 0.58<br />
8,288,349.05 0.58<br />
Quantity/<br />
Nominal<br />
Indonesia<br />
Name<br />
Currency<br />
Market value<br />
in USD<br />
%<br />
NAV<br />
7,539,864 INDONESIA STAND BY/AGMT 95-14/03/2049 USD 7,087,472.28 0.49<br />
7,087,472.28 0.49<br />
15,375,821.33 1.07<br />
Total securities portfolio 1,286,732,850.04 89.17<br />
Financial derivative instruments as at 30/09/2010<br />
Quantity<br />
Name<br />
Currency<br />
Futures on interest rates<br />
Commitment<br />
in USD<br />
50 ULTRA LONG TERM US TREASURY B USD 7,064,062.50<br />
(16,406.24)<br />
FUTURE 21/12/2010<br />
7,064,062.50<br />
Unrealized<br />
profit or (loss)<br />
in USD<br />
(16,406.24)<br />
To receive To pay Maturity Commitment Unrealized<br />
Date in USD<br />
profit or (loss)<br />
in USD<br />
Forward foreign exchange contracts<br />
183,461,386.22 EUR 235,191,993.29 USD 05/10/10 235,191,993.29 15,262,152.72<br />
11,601,351.90 EUR 14,744,390.16 USD 05/10/10 14,744,390.16 1,093,311.40<br />
1,958,505.68 EUR 2,551,697.88 USD 05/10/10 2,551,697.88 121,975.73<br />
1,215,301.29 EUR 1,547,990.02 USD 05/10/10 1,547,990.02 111,090.69<br />
1,127,898.92 EUR 1,446,812.34 USD 05/10/10 1,446,812.34 92,950.15<br />
1,389,269.55 EUR 1,852,285.31 USD 05/10/10 1,852,285.31 44,289.91<br />
1,715,068.60 EUR 2,323,214.77 USD 05/10/10 2,323,214.77 18,128.28<br />
197,601.70 EUR 251,695.17 USD 05/10/10 251,695.17 18,062.77<br />
181,902.18 EUR 231,483.26 USD 05/10/10 231,483.26 16,842.32<br />
180,595.61 EUR 230,033.66 USD 05/10/10 230,033.66 16,508.24<br />
178,485.00 EUR 227,471.99 USD 05/10/10 227,471.99 16,188.59<br />
192,725.76 EUR 248,013.00 USD 05/10/10 248,013.00 15,088.50<br />
164,325.19 EUR 211,346.84 USD 05/10/10 211,346.84 12,983.34<br />
157,305.57 EUR 202,318.56 USD 05/10/10 202,318.56 12,428.71<br />
199,170.18 EUR 259,817.50 USD 05/10/10 259,817.50 12,081.66<br />
146,054.15 EUR 187,350.96 USD 05/10/10 187,350.96 12,036.32<br />
192,465.23 EUR 250,759.10 USD 05/10/10 250,759.10 11,986.73<br />
122,160.39 EUR 155,464.98 USD 05/10/10 155,464.98 11,303.50<br />
130,639.60 EUR 167,471.61 USD 05/10/10 167,471.61 10,872.35<br />
133,698.43 EUR 172,052.50 USD 05/10/10 172,052.50 10,467.25<br />
124,855.22 EUR 160,158.03 USD 05/10/10 160,158.03 10,289.32<br />
130,048.36 EUR 167,480.18 USD 05/10/10 167,480.18 10,056.64<br />
147,737.96 EUR 191,701.82 USD 05/10/10 191,701.82<br />
9,984.13<br />
115,776.22 EUR 148,417.70 USD 05/10/10 148,417.70<br />
9,635.36<br />
119,804.73 EUR 154,288.13 USD 05/10/10 154,288.13<br />
9,264.50<br />
168,042.08 EUR 220,153.61 USD 05/10/10 220,153.61<br />
9,250.72<br />
133,711.55 EUR 173,501.43 USD 05/10/10 173,501.43<br />
9,036.23<br />
26 <strong>ING</strong> INVESTMENT MANAGEMENT
Change language