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
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Semi-annual report and unaudited financial statements<br />
(Report dedicated for the Singapore market)<br />
for the period ended September 30, 2010<br />
<strong>ING</strong> (L) Renta Fund - Sustainable Fixed Income<br />
(Denominated in EUR)<br />
The accompanying notes form an integral part of these financial statements.<br />
<strong>ING</strong> INVESTMENT MANAGEMENT<br />
83<br />
<strong>ING</strong> (L) <strong>RENTA</strong> <strong>FUND</strong><br />
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Securities portfolio as at 30/09/2010<br />
Quantity/<br />
Nominal<br />
Transferable securities and money market instruments listed on<br />
an official stock exchange<br />
Bonds and other debt instruments<br />
Germany<br />
700,000 BUNDESSCHATZANW 1% 10-16/03/2012 EUR 702,547.94 3.91<br />
480,000 DEUTSCHLAND REP 3.25% 05-04/07/2015 EUR 519,547.19 2.90<br />
153,000 DEUTSCHLAND REP 3.25% 09-04/01/2020 EUR 166,015.72 0.93<br />
593,000 DEUTSCHLAND REP 3.5% 05-04/01/2016 EUR 649,738.25 3.62<br />
553,000 DEUTSCHLAND REP 3.5% 09-04/07/2019 EUR 610,672.38 3.40<br />
250,000 DEUTSCHLAND REP 3.75% 06-04/01/2017 EUR 278,862.52 1.55<br />
265,000 DEUTSCHLAND REP 4% 05-04/01/2037 EUR 318,047.67 1.77<br />
1,297,000 DEUTSCHLAND REP 4.25% 03-04/01/2014 EUR 1,428,035.87 7.96<br />
1,722,000 DEUTSCHLAND REP 4.25% 04-04/07/2014 EUR 1,913,641.34 10.66<br />
171,000 DEUTSCHLAND REP 4.75% 08-04/07/2040 EUR 234,437.59 1.31<br />
705,000 DEUTSCHLAND REP 4.75% 98-04/07/2028 EUR 891,493.67 4.97<br />
7,713,040.14 42.98<br />
Italy<br />
211,000 ITALY BTPS 4% 05-01/02/2037 EUR 191,393.88 1.07<br />
524,000 ITALY BTPS 4.25% 04-01/08/2014 EUR 555,817.27 3.10<br />
642,000 ITALY BTPS 4.25% 07-15/10/2012 EUR 670,511.23 3.74<br />
350,000 ITALY BTPS 4.5% 08-01/08/2018 EUR 375,172.00 2.09<br />
118,000 ITALY BTPS 5% 09-01/09/2040 EUR 122,737.71 0.68<br />
291,000 ITALY BTPS 5.25% 98-01/11/2029 EUR 314,856.17 1.75<br />
110,000 ITALY 5.75% 01-25/07/2016 EUR 124,424.30 0.69<br />
2,354,912.56 13.12<br />
Belgium<br />
264,000 BELGIAN 0317 2% 09-28/03/2012 EUR 267,550.80 1.49<br />
200,000 BELGIUM OLO 4% 08-28/03/2018 EUR 216,936.02 1.21<br />
88,000 BELGIUM OLO 5% 04-28/03/2035 EUR 107,639.85 0.60<br />
78,000 BELGIUM OLO 5.5% 98-28/03/2028 EUR 98,583.42 0.55<br />
1,000,000 FLEMISH COMMUNITY 2.75% 09-30/03/2012 EUR 1,017,179.95 5.67<br />
1,707,890.04 9.52<br />
France<br />
255,000 FRANCE BTAN 2.5% 09-12/01/2014 EUR 264,942.46 1.48<br />
1,194,000 FRANCE O.A.T. 3% 05-25/10/2015 EUR 1,261,902.73 7.02<br />
111,000 FRANCE O.A.T. 4.5% 09-25/04/2041 EUR 137,441.31 0.77<br />
32,000 FRANCE O.A.T. 5.5% 98-25/04/2029 EUR 42,425.92 0.24<br />
1,706,712.42 9.51<br />
Netherlands<br />
48,000 NETHERLANDS GOVT 4% 05-15/01/2037 EUR 57,084.00 0.32<br />
60,000 NETHERLANDS GOVT 4% 09-15/07/2019 EUR 67,614.01 0.38<br />
337,000 NETHERLANDS GOVT 4.25% 03-15/07/2013 EUR 366,281.91 2.04<br />
395,000 NETHERLANDS GOVT 5% 01-15/07/2011 EUR 407,983.66 2.27<br />
90,000 NETHERLANDS GOVT 5.5% 98-15/01/2028 EUR 121,910.39 0.68<br />
1,020,873.97 5.69<br />
Spain<br />
255,000 SPANISH GOVT 4.25% 08-31/01/2014 EUR 267,140.56 1.48<br />
86,000 SPANISH GOVT 4.3% 09-31/10/2019 EUR 87,881.68 0.49<br />
118,000 SPANISH GOVT 4.7% 09-30/07/2041 EUR 112,871.72 0.63<br />
140,000 SPANISH GOVT 5.5% 02-30/07/2017 EUR 155,339.80 0.87<br />
120,000 SPANISH GOVT 6% 98-31/01/2029 EUR 137,898.00 0.77<br />
761,131.76 4.24<br />
Austria<br />
Name<br />
Currency<br />
Market value<br />
in EUR<br />
%<br />
NAV<br />
200,000 REP OF AUSTRIA 3.2% 10-20/02/2017 EUR 211,764.01 1.18<br />
Quantity/<br />
Nominal<br />
15,000 REP OF AUSTRIA 4.15% 07-15/03/2037 EUR 17,124.60 0.10<br />
410,000 REP OF AUSTRIA 5% 02-15/07/2012 EUR 438,716.39 2.44<br />
59,000 REP OF AUSTRIA 6.25% 97-15/07/2027 EUR 82,579.94 0.46<br />
750,184.94 4.18<br />
Supranational - Multinational<br />
500,000 INT BK RECON&DEV 3.875% 09-20/05/2019 EUR 551,460.04 3.07<br />
551,460.04 3.07<br />
Ireland<br />
201,000 IRISH GOVT 4% 09-15/01/2014 EUR 194,230.33 1.08<br />
75,000 IRISH GOVT 4.4% 08-18/06/2019 EUR 65,502.00 0.37<br />
259,732.33 1.45<br />
Portugal<br />
Name<br />
Currency<br />
Market value<br />
in EUR<br />
%<br />
NAV<br />
164,000 PORTUGUESE OTS 4.2% 06-15/10/2016 EUR 154,012.41 0.86<br />
154,012.41 0.86<br />
16,979,950.61 94.62<br />
Total securities portfolio 16,979,950.61 94.62<br />
Financial derivative instruments as at 30/09/2010<br />
Quantity<br />
Name<br />
Currency<br />
Futures on interest rates<br />
Commitment<br />
in EUR<br />
(1) EURO BUXL 30Y BONDS FUTURE<br />
08/12/2010<br />
EUR 119,460.00<br />
(2,101.14)<br />
(4) EURO-BOBL FUTURE 08/12/2010 EUR 482,440.00<br />
600.00<br />
9 EURO-BUND FUTURE 08/12/2010 EUR 1,182,870.00<br />
7,380.00<br />
(2) EURO-SCHATZ FUTURE 08/12/2010 EUR 218,170.00<br />
820.00<br />
2,002,940.00<br />
Unrealized<br />
profit or (loss)<br />
in EUR<br />
6,698.86<br />
Total financial derivative instruments 6,698.86<br />
Summary of net assets<br />
%<br />
NAV<br />
Total securities portfolio 16,979,950.61 94.62<br />
Total financial derivative instruments 6,698.86 0.04<br />
Cash at bank 682,933.25 3.81<br />
Other assets and liabilities 275,683.18 1.53<br />
Total net assets 17,945,265.90 100.00
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