-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CfOYc4wNbEigLlmcR1XOu3tQoTP28BidxxEbAH8kL+y++KegJyiB6PvGrTB+3ANB WHeTlMl0Bq+NSEhGV5p3Eg== 0001104659-04-038690.txt : 20041207 0001104659-04-038690.hdr.sgml : 20041207 20041207165607 ACCESSION NUMBER: 0001104659-04-038690 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 30 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041207 DATE AS OF CHANGE: 20041207 EFFECTIVENESS DATE: 20041207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ING FUNDS TRUST CENTRAL INDEX KEY: 0001066602 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-08895 FILM NUMBER: 041188889 BUSINESS ADDRESS: STREET 1: ING PILGRIM FUNDS STREET 2: 7337 E. DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 800-992-0180 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: PILGRIM FUNDS TRUST DATE OF NAME CHANGE: 20010312 FORMER COMPANY: FORMER CONFORMED NAME: ING FUNDS TRUST DATE OF NAME CHANGE: 19980721 N-CSRS 1 a04-12124_1ncsrs.htm N-CSRS

 

 

 

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UNITED STATES

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SECURITIES AND EXCHANGE COMMISSION

 

 

Washington, D.C. 20549

 

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number

811-08895

 

ING Funds Trust

(Exact name of registrant as specified in charter)

 

7337 E. Doubletree Ranch Rd., Scottsdale, AZ

 

85258

(Address of principal executive offices)

 

(Zip code)

 

The Corporation Trust Company,
1209 Orange Street, Wilmington, DE 19801

(Name and address of agent for service)

 

Registrant’s telephone number, including area code:

1-800-992-0180

 

 

Date of fiscal year end:

March 31

 

 

Date of reporting period:

April 1, 2004 to September 30, 2004

 

 

 

ITEM 1.                             REPORTS TO STOCKHOLDERS.

 

The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):

 



Funds

SEMI-ANNUAL REPORT

Semi-Annual Report

September 30, 2004

Classes A, B, C, M, O and R

Fixed Income Funds

n  ING GNMA Income Fund

n  ING High Yield Bond Fund

n  ING High Yield Opportunity Fund

n  ING Intermediate Bond Fund

n  ING National Tax-Exempt Bond Fund

Money Market Funds

n  ING Classic Money Market Fund

n  ING Money Market Fund

n  ING Lexington Money Market Trust

This report is submitted for general information to shareholders of the ING Funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds' investment objectives, risks, charges, expenses and other information. This information should be read carefully.



TABLE OF CONTENTS

President's Letter     1    
Market Perspective     2    
Portfolio Managers' Reports     4    
Shareholder Expense Examples     16    
Statements of Assets and Liabilities     20    
Statements of Operations     24    
Statements of Changes in Net Assets     26    
Financial Highlights     30    
Notes to Financial Statements     45    
Portfolios of Investments     59    
Shareholder Meeting Information     88    

 



(THIS PAGE INTENTIONALLY LEFT BLANK)



PRESIDENT'S LETTER

JAMES M. HENNESSY

Dear Shareholder:

As we complete another six months of serving the needs of investors, we are pleased to see that the conclusion of the recent presidential election appears to have had a positive impact on major U.S. stock markets. With moderately low interest rates being controlled by the Federal Reserve Board, rising corporate earnings, and an increasingly optimistic job outlook, we are hopeful that the economy will continue to prosper through the end of the year.

As always, we continue to look for ways to make investing with our company more pleasant and efficient. When our clients complete a transaction with ING Funds, first and foremost, we want them to have peace of mind.

We are eager to meet these goals and we look forward to continuing to do business with you in the coming year.

Sincerely,

James M. Hennessy
President
ING Funds
November 9, 2004

1



MARKET PERSPECTIVE: SIX MONTHS ENDED SEPTEMBER 30, 2004

Be careful what you wish for, the ancient Chinese proverb goes, you just might get it. On the second day of the six months under review, April 2, 2004, investors received the good news they were so eagerly seeking; however, after a few days of euphoria they spent the rest of a nervous second calendar quarter wondering why the solution to one problem so often seems to usher in a new set. The news in question was, at last, a very bullish U.S. employment report, the final piece in the economic puzzle to sustain the recovery. But as the job market tightens, inflation picks up and rising interest rates cannot be far away. This kept a lid on stocks and gave bond investors one of their worst quarters in years. Then, in the third calendar quarter, rising oil prices, sagging growth, the sense that the party was drawing to a close, central banks with tightening on their minds and some distinctly odd dyna mics in the Treasury market, all conspired to give investors a memorable quarter with not all memories pleasant.

Initially, as might be expected, investment grade U.S. fixed income classes bore the brunt of fears of a new cycle of rising interest rates. April's strong employment report, plus another two after that, set the tone, to the steady drumbeat of evidence that inflation was on the rise. Oil prices were surging. With the Federal Funds rate at just 1%, real interest rates were becoming more negative, an increasingly untenable situation. Federal Open Market Committee ("FOMC") Chairman Greenspan confirmed that interest rates were likely to rise close, albeit at a "measured" pace. This practically telegraphed a 0.25% Federal Funds rate increase at the FOMC meeting on June 30, 2004. When it duly arrived, bond markets recovered modestly. But the damage had been done. By the middle of our six months ended September 30, 2004, investment grade bonds had given back practically all of their gains for 2004. And yet in the week before the increase the wind seemed to shift again. First quarter gross domestic product ("GDP") growth was revised down. Durable goods orders fell. Retailers and auto companies complained of slack sales. The Chicago Purchasing Managers' Index(1) had its largest drop in 30 years. Perhaps Greenspan's "measured" policy was right; but perhaps something else was wrong. All eyes were therefore on the employment report to be published on July 2, 2004. The report was weak and by the end of the month few doubted that the economy had stumbled. August's shocking employment report showed that just 32,000 jobs were created in July and the figures for prior months were revised down by 61,000. By now sentiment about the economy had reversed itself from the earlier optimism. Comforting words from Chairman Greenspan that the slow down was only temporary were not universally accepted. Most commentators felt it more likely that the economy had now settled down to a lower, if still positive level of activity. In a mirror image of the first few months, investment grade bonds benefited richly from perceptions of a decelerating economy with inflation in check. That was no surprise. What did surprise, however, was that this played out as the FOMC raised the Federal Funds rate twice more. Ten-year Treasury yields slipped back to early April levels, but yields on 13-week Treasury Bills followed the Federal Funds rate up. On September 22, 2004, the "spread" between the yields on Bonds and Bills reached the lowest point since June 2003. In the third calendar quarter, the Lehman Brothers Aggregate Bond Index(2) of investment grade bonds had its best quarter's return in two years. But for the six months as a whole, the Lehman Brothers Aggregate Bond Index gained just 0.67%. The shrinking of the Treasury risk premium was carried through to high yield bonds, which performed better than the investment grade. The Lehman Brothers U.S. Corporate High Yield Bond Index(3) returned 3.84% during the semi-annual period. By the end of September, the yield curve was markedly flatter. The yield on 10-year Treasury Notes rose by 0.28% to 4.12% while the yield on 13-week Treasury Bills almost doubled, rising 0.75% to 1.67%.

Global equities had two major dips, one in each quarter, but by the six months they had lost only 0.14%, according to the MSCI World Index(4) in dollars including net reinvested dividends. Among currencies, the euro gained just under 1.0% while the pound lost nearly 2.0% as the interest rate tightening cycle in the United Kingdom seemed to be ending. The yen was the weakest of the majors, losing 5.3% against the dollar, as Japan's economic recovery decelerated sharply. In addition, sharply rising oil prices weighed on the yen, since Japan imports all of its oil, as did the prospect of slower growth in China.

The U.S. equities market showed a pattern similar to international stocks, dipping in each quarter, but with a practically neutral end result. For the six months, the Standard & Poor's ("S&P") 500 Index(5) returned -0.18% including dividends. At just over 1,100, the S&P 500 Index was trading at a price to earnings level of around 15.25 times 2005 earnings. Equities were affected by all the developments described above in the context of fixed income. Optimism on improving business conditions gave way to fears of rising interest rates

2



MARKET PERSPECTIVE: SIX MONTHS ENDED SEPTEMBER 30, 2004

and then further concerns about a stalled economy. In addition, stock prices were increasingly held back by soaring oil prices, which on the futures contract were reaching new records almost daily by the end of September. Corporate profits were still increasing, but the days of year over year growth above 20% were nearly over.

(1)  The Chicago Purchasing Managers' Index measures manufacturing activity in the industrial Midwest.

(2)  The Lehman Brothers Aggregate Bond Index is composed of securities from the Lehman Brothers Government/Corporate Bond Index, Mortgage-Backed Securities Index, and the Asset-Backed Securities Index. Total return comprises price appreciation/depreciation and income as a percentage of the original investment.

(3)  The Lehman Brothers U.S. Corporate High Yield Bond Index is generally representative of corporate bonds rated below investment-grade.

(4)  The MSCI World Index reflects the stock markets of 22 countries, including the United States, Europe, Canada, Australia, New Zealand and the Far East - comprising approximately 1,500 securities - with values expressed in U.S. dollars.

(5)  The Standard & Poor's 500 Index is a capitalization-weighted index of 500 stocks designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries.

All indices are unmanaged and investors cannot invest directly in an index.

Past performance does not guarantee future results. The performance quoted represents past performance. Investment return and principal value of an investment will fluctuate, and shares, when redeemed, may be worth more or less than their original cost. The Funds' performance is subject to change since the period's end and may be lower or higher than the performance data shown. Please call (800) 992-0180 or log on to www.ingfunds.com to obtain performance data current to the most recent month-end.

Market Perspective reflects the views of the Chief Investment Risk Officer only through the end of the period, and is subject to change based on market and other conditions.

3



ING GNMA INCOME FUND

PORTFOLIO MANAGERS' REPORT

The ING GNMA Income Fund (the "Fund") seeks to generate a high level of current income, consistent with liquidity and safety of principal, through investment primarily in Government National Mortgage Association ("Ginnie Mae", "GNMA") mortgage-backed securities (also known as GNMA Certificates) that are guaranteed as to the timely payment of principal and interest by the U.S. Government. The Fund is managed by Denis P. Jamison, CFA and Roseann G. McCarthy, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class A shares, excluding sales charges, provided a total return of 0.39% compared to 1.45% for the Lehman Brothers Mortgage-Backed Securities Index(5).

Portfolio Specifics: The last six months ended September 30, 2004 included two periods as different as spring and summer. From mid-March until mid-June 2004, investors were focused on the economy's strong growth - real gross domestic product was growing 4.5% plus - and the Federal Reserve's plan to raise short- term interest rates. Ten-year Treasury bond yields rose nearly 100 basis points to 4.9% by the middle of June 2004. Then, the economy crossed what many described as a "soft patch" of slow employment growth and consumer spending. Moreover, speculators began to realize that the Federal Reserve's stated plan of "measured" increases in money rates would provide easy profits from arbitraging the wide spread between the yield on short-term notes and long-term Treasu ry bonds. Not only did ten-year bond yields decline, from 4.9% to just under 4.0%, but the yield curve flattened as short-term interest rates rose and longer bond yields fell.

Whether it was spring or summer, however, the Fund underperformed its benchmark by about 50 basis points in each quarter of the reporting period. The common thread that held back performance was our project loans. In April, a large multi-family loan unexpectedly prepaid at face value. This clipped 20 basis points from our total return. During the bond rally in August and September, our project loans failed to keep pace, and the spread between the yield of these securities and that of the five-year Treasury note widened from plus 125 basis points to plus 150 basis points. This reduced our return by another 30 basis points. Our $80 million plus U.S. Treasury bill and note investment was another drag, especially in the September quarter. The two-year notes returned only 1.0% compared with a 6.4% increase for long-term Treasury bonds and 2.6% for the Lehman Mortgage Index.

Current Strategy and Outlook: Wide interest rate swings and low absolute returns characterized the first half of the Fund's current fiscal year. This may not be the best period to gauge the effectiveness of our fundamental investment strategy. We plan to continue to focus on mortgages with features that reduce their prepayment sensitivity to changes in interest rates. Moreover, we will seek to only put money to work in these securities when they can be bought at prices that should result in greater returns than of those projected for generic mortgage securities.

We expected a prolonged, gradual rise in interest rates as long as the economy continues to grow. Short- and intermediate-term bond yields appear too low given the current period of 3% to 4% business expansion. Commodity prices are likely to remain in the spotlight as new demand from China and India outstrips new supply. A subsequent rise in the inflation rate will remain a concern. These factors justify caution and a somewhat defensive stance toward interest rate risk. Accordingly, we will continue to emphasize higher coupon mortgage securities and keep a greater than normal percentage of the Fund's assets in short-term U.S. Treasury securities.

4



PORTFOLIO MANAGERS' REPORT

ING GNMA INCOME FUND

    Average Annual Total Returns for the Periods Ended September 30, 2004  
   

1 Year
 

5 Year
 

10 Year
  Since Inception
of Class B
October 6, 2000
  Since Inception
of Class C
October 13, 2000
  Since Inception
of Class M
February 23, 2001
 
Including Sales Charge:  
Class A(1)     (2.05 )%     5.54 %     6.83 %     -       -       -    
Class B(2)     (2.82 )%     -       -       5.32 %     -       -    
Class C(3)     1.08 %     -       -       -       5.88 %     -    
Class M(4)     (0.93 )%     -       -       -       -       4.35 %  
Excluding Sales Charge:  
Class A     2.84 %     6.57 %     7.35 %     -       -       -    
Class B     2.07 %     -       -       5.96 %     -       -    
Class C     2.06 %     -       -       -       5.88 %     -    
Class M     2.40 %     -       -       -       -       5.31 %  
Lehman Brothers Mortgage-Backed  
Securities Index(5)     4.36 %     6.95 %     7.47 %     6.84%(6)       6.84%(6)       5.90%(7)     

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING GNMA Income Fund against the Lehman Brothers Mortgage-Backed Securities Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reflect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call (800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reßect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

(1) Reflects deduction of the maximum Class A sales charge of 4.75%.

(2) Reflects deduction of the Class B deferred sales charge of 5% and 3%, respectively, for the 1 year and since inception returns.

(3) Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return.

(4) Reflects deduction of the maximum Class M sales charge of 3.25%.

(5) The Lehman Brothers Mortgage-Backed Securities Index is an unmanaged index composed of fixed income security mortgage pools sponsored by GNMA, FNMA and FHLMC, including GNMA Graduated Payment Mortgages.

(6) Since inception performance for index is shown from October 1, 2000.

(7) Since inception performance for index is shown from March 1, 2001.

5



ING HIGH YIELD BOND FUND

PORTFOLIO MANAGERS' REPORT

The ING High Yield Bond Fund (the "Fund") seeks to provide investors with a high level of current income and total return by investing at least 80% of its assets in high yield (high risk) bonds, which are commonly referred to as "Junk Bonds," that are unrated or rated below investment grade. The Fund is managed by a team of investment professionals led by Greg Jacobs, CFA and Kurt Kringelis, CFA, CPA, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class A shares, excluding sales charges, provided a total return of 3.38% compared to 3.84% for the Lehman Brothers High Yield Bond Index(4).

Portfolio Specifics: Volatility in the Treasury market had a mixed impact on the portfolio during the past six months ended September 30, 2004. During the second calendar quarter, indications of an acceleration in economic growth led to expectations of an initial move by the Federal Reserve ("Fed") to raise interest rates. As the Treasury market began to sell off, investors sought to reduce exposure to the more interest-rate-sensitive segment of the high yield universe by selling higher quality securities. Lower quality securities rebounded in the third calendar quarter, as economic data released from July 2004 onward that pointed to a slowing of growth that alleviated at least some concerns of imminently and potentially significantly higher interest rates. During the past six mont hs, Moody's Caa-rated securities delivered the best returns, followed by B-rated securities, and then Ba-rated securities. Credit quality refers to the Fund's underlying investments, not to the stability or safety of the Fund. The Fund benefited from a concentration in mid-tier securities and experienced lower volatility than the market during this period.

Sector differentiation proved to be an important factor during the period as the transportation sector significantly underperformed the index while the basic industry sectors modestly outperformed the index. Fund performance was positively impacted by an underweight in transportation, which significantly underperformed the index, and an underweight in technology, which also underperformed the index. Performance was also positively impacted by an overweight in the basic industry sectors, which collectively outperformed the index. Performance was hurt by an underweight in utilities, which outperformed the index, and an overweight in wireless, which underperformed the index.

Current Strategy and Outlook: From a fundamental standpoint, the outlook continues to be favorable for the high yield market. At the macro level, economic strength and declining default rates should continue to make the sector attractive compared to other asset classes. On an issuer level, earnings continue to show solid growth year-over-year. However, growth slowed modestly during the second quarter and earnings missed became a bit more prevalent. We believe that sector selection will become even more important in the months ahead. In general, we still expect the improving economy to translate into higher cash flow and lower balance sheet leverage for most high yield issuers, which should bode well for the high yield market. Despite the broad fundamental market strength, we expect to remain underweight the Caa-rated securities and distressed part of the high yield market. We believe that this part of the high yield market is fully valued and that continued Fed tightening and declining liquidity will begin to negatively impact many of these issuers.

Top Ten Industries
as of September 30, 2004
(as a percent of net assets)

Corporate Bonds/Notes

Media     10.3 %  
Telecommunications     7.3 %  
Lodging     6.7 %  
Electric     6.4 %  
Diversified Financial Services     6.3 %  
Oil and Gas     4.8 %  
Chemicals     4.6 %  
Packaging and Containers     4.6 %  
Retail     4.2 %  
Pipelines     4.2 %  

 

Short-Term Investments

Securities Lending Collateral     18.7 %  
Repurchase Agreement     4.3 %  

 

Portfolio holdings are subject to change daily.

6



ING HIGH YIELD BOND FUND

PORTFOLIO MANAGERS' REPORT

Average Annual Total Returns for the Periods Ended September 30, 2004  
   
1 Year
 
5 Year
  Since Inception
December 15, 1998
 
Including Sales Charge:  
Class A(1)     5.04 %     5.00 %     5.27 %  
Class B(2)     4.49 %     4.98 %     5.26 %  
Class C(3)     8.50 %     5.26 %     5.40 %  
Excluding Sales Charge:  
Class A     10.28 %     6.02 %     6.16 %  
Class B     9.49 %     5.27 %     5.38 %  
Class C     9.50 %     5.26 %     5.40 %  
Lehman Brothers High Yield Bond Index(4)     12.55 %     6.36 %     5.58%(5)     

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING High Yield Bond Fund against the Lehman Brothers High Yield Bond Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reflect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call (800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reflect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

(1) Reflects deduction of the maximum Class A sales charge of 4.75%.

(2) Reflects deduction of the Class B deferred sales charge of 5%, 2% and 1%, respectively, for the 1 year, 5 year and since inception returns.

(3) Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return.

(4) The Lehman Brothers High Yield Bond Index is an unmanaged index that measures the performance of fixed-income securities that are similar, but not identical, to those in the Fund's portfolio.

(5) Since inception performance for index is shown from December 1, 1998.

7



ING HIGH YIELD OPPORTUNITY FUND

PORTFOLIO MANAGERS' REPORT

The ING High Yield Opportunity Fund+ (the "Fund") seeks a high level of current income and capital growth primarily through investments in high yield (high risk) debt securities, which are commonly referred to as "Junk Bonds", including those in the lowest ratings. The Fund is managed by a team of investment professionals led by Greg Jacobs, CFA and Kurt Kringelis, CFA, CPA, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class A shares, excluding sales charges, provided a total return of 3.73% compared to 4.29% for the Credit Suisse First Boston ("CSFB") High Yield Bond Index(5).

Portfolio Specifics: Volatility in the Treasury market had a mixed impact on the portfolio during the past six months ended September 30, 2004. During the second calendar quarter, indications of an acceleration in economic growth led to expectations of an initial move by the Federal Reserve ("Fed") to raise interest rates. As the Treasury market began to sell off, investors sought to reduce exposure to the more interest-rate-sensitive segment of the high yield universe by selling higher quality securities. Lower quality securities rebounded in the third calendar quarter, as economic data released from July 2004 onward that pointed to a slowing of growth that alleviated at least some concerns of imminently and potentially significantly higher interest rates. During the past six mont hs, Moody's Caa-rated securities delivered the best returns, followed by B-rated securities, and then Ba-rated securities. Credit quality refers to the Fund's underlying investments, not to the stability or safety of the Fund. The Fund benefited from a concentration in mid-tier securities and experienced lower volatility than the market during this period.

Sector differentiation proved to be an important factor during the period as the transportation sector significantly underperformed the index while the basic industry sectors modestly outperformed the index. Fund performance was positively impacted by an underweight in transportation, which significantly underperformed the index, and an underweight in technology, which also underperformed the index. Performance was also positively impacted by an overweight in the basic industry sectors, which collectively outperformed the index. Performance was hurt by an underweight in utilities, which outperformed the index, and an overweight in wireless, which underperformed the index.

Current Strategy and Outlook: From a fundamental standpoint, the outlook continues to be favorable for the high yield market. At the macro level, economic strength and declining default rates should continue to make the sector attractive compared to other asset classes. On an issuer level, earnings continue to show solid growth year-over-year. However, growth slowed modestly during the second quarter and earnings missed became a bit more prevalent. We believe that sector selection will become even more important in the months ahead. In general, we still expect the improving economy to translate into higher cash flow and lower balance sheet leverage for most high yield issuers, which should bode well for the high yield market. Despite the broad fundamental market strength, we expect to remain underweight the Caa-rated securities and distressed part of the high yield market. We believe that this part of the high yield market is fully valued and that continued Fed tightening and declining liquidity will begin to negatively impact many of these issuers.

Top Ten Industries
as of September 30, 2004
(as a percent of net assets)

Corporate Bonds/Notes

Media     10.4 %  
Telecommunications     7.7 %  
Electric     6.8 %  
Lodging     6.7 %  
Diversified Financial Services     6.7 %  
Pipelines     5.0 %  
Oil and Gas     4.9 %  
Packaging and Containers     4.8 %  
Retail     4.6 %  
Chemicals     4.4 %  

 

Short-Term Investments

Securities Lending Collateral     22.6 %  

 

Portfolio holdings are subject to change daily.

+ On October 7, 2004, the shareholders of ING High Yield Opportunity Fund approved the reorganization with and merger into the ING High Yield Bond Fund. The reorganization was completed on October 25, 2004. Accordingly, the ING High Yield Opportunity Fund is no longer offering its shares.

8



ING HIGH YIELD OPPORTUNITY FUND

PORTFOLIO MANAGERS' REPORT

    Average Annual Total Returns for the Periods Ended September 30, 2004  
    1 Year   5 Year   Since Inception
of Class A, B and C
March 27, 1998
  Since Inception
of Class M
May 17, 2002
 
Including Sales Charge:      
Class A(1)     5.31 %     0.68 %     0.70 %     -    
Class B(2)     4.78 %     0.81 %     0.84 %     -    
Class C(3)     8.78 %     1.05 %     0.85 %     -    
Class M(4)     6.46 %     -       -       4.55 %  
Excluding Sales Charge:      
Class A     10.56 %     1.66 %     1.46 %     -    
Class B     9.78 %     1.07 %     0.84 %     -    
Class C     9.78 %     1.05 %     0.85 %     -    
Class M     10.04 %     -       -       6.02 %  
CSFB High Yield Bond Index(5)     13.32 %     7.65 %     5.64%(6)       14.12%(7)    

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING High Yield Opportunity Fund against the Credit Suisse First Boston High Yield Bond Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reflect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call (800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reflect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

(1) Reflects deduction of the maximum Class A sales charge of 4.75%.

(2) Reflects deduction of the Class B deferred sales charge of 5% and 2%, respectively, for the 1 year and 5 year returns.

(3) Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return.

(4) Reflects deduction of the maximum Class M sales charge of 3.25%.

(5) The CSFB High Yield Bond Index is an unmanaged index that measures the performance of fixed income securities similar, but not identical, to those in the Fund's portfolio.

(6) Since inception performance for index is shown from April 1, 1998.

(7) Since inception performance for index is shown from June 1, 2002.

9



ING INTERMEDIATE BOND FUND

PORTFOLIO MANAGERS' REPORT

The ING Intermediate Bond Fund (the "Fund") seeks to provide investors with a high level of current income, consistent with the preservation of capital and liquidity by investing at least 80% of its assets in investment grade debt securities. The Fund is managed by a team of investment professionals led by James B. Kauffmann, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class A shares, excluding sales charges, provided a total return of 0.73% compared to 0.67% for the Lehman Brothers Aggregate Bond Index(4).

Portfolio Specifics: While our short duration stance was helpful in the first three months of this reporting period, by the end it was a source of underperformance relative to the benchmark, especially since we concentrated our underweight in shorter maturities, which proved to be the more resilient part of the yield curve. During the first half of the fiscal year ended September 30, 2004, we reduced our exposure to longer-dated and lower-rated corporates in the face of stretched valuations. In fact, our exposure to credit-sensitive sectors is now below the Lehman Brothers Aggregate Bond Index; consequently, the Fund's yield is slightly less than the Index.

We continue to actively manage our sector allocation and security selection exposures. For the six-month period ended September 30, 2004, we estimate that we generated 24 basis points of excess return from security selection, 21 basis points from sector allocation, but only 15 basis points from maturity and duration decisions due to our shorter duration during the second half of the reporting period. The Fund is overweight utilities, insurance, consumer non-cyclical and the real estate investment trust (REIT) sector. Exposure to emerging markets debt enhanced returns.

Current Strategy and Outlook: Uncertainties about the geopolitical situation and the level and direction of energy costs present portfolio managers with quite a set of wildcards; nevertheless, most measures of volatility remain very low. While the bond market continues to focus on the spate of mixed or softer economic releases, we do not believe that the yields on shorter maturity Treasuries fully reflect the future pace of economic activity and the rise in a number of inflation measures.

Tactically, the Fund is still short in duration in anticipation of improving global economic fundamentals despite the recent "soft patch" of slow employment growth and consumer spending. The Fund is underweight home mortgages, overweight asset-backed and commercial mortgage-backed securities, and underweight the intermediate and shorter-term part of the yield curve, which appears most vulnerable in a tightening cycle. We are also underweight U.S. Government Agency securities, which have witnessed some regulatory criticism. Stretched valuations in investment-grade credit issues still warrant caution. Indeed, we are beginning to see more shareholder friendly - read, bondholder unfriendly - actions by companies. We retain some exposure to emerging markets debt as many developing economies benefit from strong commodities and energy markets.

10



ING INTERMEDIATE BOND FUND

PORTFOLIO MANAGERS' REPORT

    Average Annual Total Returns for the Periods Ended September 30, 2004  
    1 Year   5 Year   Since Inception
of Class A, B and C
December 15, 1998
  Since Inception
of Class O
August 16, 2004
  Since Inception
of Class R
March 16, 2004
 
Including Sales Charge:  
Class A(1)     (0.78 )%     8.08 %     6.66 %     -       -    
Class B(2)     (1.53 )%     8.00 %     6.60 %     -       -    
Class C(3)     2.41 %     8.33 %     6.77 %     -       -    
Class O     -       -       -       0.97 %     -    
Class R     -       -       -       -       0.53 %  
Excluding Sales Charge:  
Class A     4.17 %     9.13 %     7.56 %     -       -    
Class B     3.39 %     8.29 %     6.73 %     -       -    
Class C     3.39 %     8.33 %     6.77 %     -       -    
Class O     -       -       -       0.97 %     -    
Class R     -       -       -       -       0.53 %  
Lehman Brothers Aggregate Bond Index(4)     3.68 %     7.48 %     6.30 %(5)     0.27 %(6)     0.67 %(7)  

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING Intermediate Bond Fund against the Lehman Brothers Aggregate Bond Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reflect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call (800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reßect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

(1) Reflects deduction of the maximum Class A sales charge of 4.75%.

(2) Reflects deduction of the Class B deferred sales charge of 5%, 2% and 1%, respectively, for the 1 year, 5 year and since inception returns.

(3) Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return.

(4) The Lehman Brothers Aggregate Bond Index is a widely recognized, unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities.

(5) Since inception performance for index is shown from December 1, 1998.

(6) Since inception performance for index is shown from September 1, 2004.

(7) Since inception performance for index is shown from April 1, 2004.

11



ING NATIONAL TAX-EXEMPT BOND FUND

PORTFOLIO MANAGERS' REPORT

The ING National-Tax Exempt Bond Fund (the "Fund") seeks to provide investors with a high level of current income that is exempt from federal income taxes, consistent with preservation of capital. The Fund is managed by Robert Schonbrunn, Managing Director and Portfolio Manager, Karen Cronk, Managing Director and Portfolio Manager, Mark Iannarelli, Assistant Portfolio Manager, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class A shares, excluding sales charges, returned 0.74% compared to 1.44% for the Lehman Brothers Municipal Bond Index(4) and 0.67% for the Lehman Brothers Aggregate Bond Index(5).

Portfolio Specifics: In the past six months ended September 30, 2004, there were two significant interest rate trends that veered in opposite directions. These trends resulted in an insignificant net change for the period, which affected the Fund's performance. During the second calendar quarter, rates increased as the economy strengthened and investors anticipated that the Federal Reserve ("Fed") would raise the Fed Funds rate. Rates declined during the third calendar quarter, as the expected economic recovery stalled and oil prices rose significantly above expectations. Yields on 10-year AAA General Obligation Municipal bonds rose from 3.49% on March 31, 2004 to 4.02% on June 30, 2004, and then fell back to 3.48% on September 30, 2004.

The Fund has been defensively postured with a lower sensitivity to interest rate change, high coupons that sell at premiums, and high quality issues. This strategy worked well in the beginning of the period in the second quarter when rates were rising, but not as well at the end of the reporting period when rates declined. The Fund has an overweighted position in shorter maturities and cash equivalents, which are beginning to benefit from rising short-term rates, but do not fully participate when longer-term rates decline. The intermediate- and longer-term part of the Fund has done well as rates have decreased. The Fund is earning a high current yield and has not had any bonds called by the issuers. The Fund's emphasis on quality has been slightly negative, as lower quality issues have outperformed recently.

Current Strategy and Outlook: In the economic environment of continued slow growth and relatively low inflation, it is anticipated that better investment opportunities lie ahead in the municipal bond market. Although the Fund will likely retain its overall defensive characteristics, there may be shifts from some of the intermediate-term issues into a combination of shorter- and longer-term issues to improve our position relative to a flatter yield curve. Select opportunities in longer maturity, higher yielding bonds and some lower quality issues will be continually evaluated. Going forward interest rate movement may not play as significant a role as it has in the past six months.

Looking ahead, the manager believes that the economic recovery will continue. The economy is currently experiencing a mid-period slowdown, which will alter the cycle, but will not end it. Although oil prices and some other commodity prices are high, overall inflation is expected to remain low based on productivity gains and worldwide competition. In this environment, the trend of interest rates will likely be higher than current levels; however, rate increases are not expected to be substantial in the near future.

12



PORTFOLIO MANAGERS' REPORT

ING NATIONAL TAX-EXEMPT BOND FUND

    Average Annual Total Returns for the Periods Ended September 30, 2004  
   
1 Year
  Since Inception
November 8, 1999
 
Including Sales Charge:      
Class A(1)     (1.94 )%     4.99 %  
Class B(2)     (2.72 )%     4.90 %  
Class C(3)     1.22 %     5.25 %  
Excluding Sales Charge:      
Class A     2.95 %     6.04 %  
Class B     2.18 %     5.23 %  
Class C     2.20 %     5.25 %  
Lehman Brothers Municipal Bond Index(4)     4.60 %     7.13%(6)      
Lehman Brothers Aggregate Bond Index(5)     3.68 %     7.53%(6)      

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING National Tax-Exempt Bond Fund against the Lehman Brothers Municipal Bond Index and the Lehman Brothers Aggregate Bond Index. The Indices are unmanaged and have no cash in their portfolios, impose no sales charges and incur no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay (if any) on Fund distributions or the redemption of Fund shares.

Total returns reflect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will fluctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call (800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reflect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

(1) Reflects deduction of the maximum Class A sales charge of 4.75%.

(2) Reflects deduction of the Class B deferred sales charge of 5% and 2%, respectively, for the 1 year and since inception returns.

(3) Reflects deduction of the Class C deferred sales charge of 1% for the 1 year return.

(4) The Lehman Brothers Municipal Bond Index is an unmanaged index of approximately 1,100 investment grade tax-exempt bonds classified into four sectors: general obligation, revenue, insured and pre-refunded.

(5) The Lehman Brothers Aggregate Bond Index is a widely recognized, unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities.

(6) Since inception performance for index is shown from November 1, 1999.

13



ING CLASSIC MONEY MARKET FUND, ING MONEY MARKET FUND
AND ING LEXINGTON MONEY MARKET
TRUST(1)  PORTFOLIO MANAGERS' REPORT

The ING Classic Money Market Fund, the ING Money Market Fund and the ING Lexington Money Market Fund (the "Funds") seek to provide a high level of current income, consistent with preservation of capital and liquidity. The Funds are managed by a team of fixed income specialists led by Jennifer J. Thompson(2), CFA, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Portfolio Specifics: During the six months ended September 30, 2004, the economic recovery was strong enough to convince the Federal Reserve Board ("Fed") that it could begin the process of gradually removing its highly accommodative monetary policy stance. Accordingly, it increased its Fed Funds target rate from 1.00% to 1.75%. The first move of 25 basis points came at the June 30, 2004 Federal Open Market Committee meeting ("FOMC") followed by two consecutive 25 basis point tightenings at the August and September meetings. The Fed began this tightening cycle due to a contemporaneous spike in job growth and inflation in late spring that convinced it of two things: the economic recovery reached a point that a negative shock would not derail it and that it needed to keep i nflation and inflation expectations from spiraling out of control.

Though the economy hit a summer "soft patch" of slow employment growth and consumer spending, the FOMC remained bullish on the economic outlook and continued to increase rates. Economists currently estimate third-quarter real gross domestic product rebounded to approximately 4% from 3.3% in the second calendar quarter. However, by the end of the period, the persistent uptrend in oil prices raised the specter of decelerating growth going forward. Though many market participants think this will cause the FOMC to slow the pace of Fed Funds rate increases, there is little indication publicly by Fed members to support this view. The Fed Funds target rate remains low by historical standards and is still providing significant support to the economy. Going forward, however, we expect the flow of economic data to play a larger role in future FOMC meeting decisions.

To position for a rising rate environment, the Funds shifted from a barbell strategy to investing to each successive FOMC meeting date through the purchase of short-term commercial paper or floating rate notes. This strategy allowed the Funds to hedge against any underperformance associated with an unexpected increase in the size or pace of tightening. Accordingly, the Funds' weighted average maturity significantly declined and ended the period at 48 days for ING Classic Money Market, 49 days for ING Money Market Fund, and 51 days for ING Lexington Money Market Trust, compared to the benchmark's weighted average maturity of 42 days. However, securities purchased early in the six-month period when the Funds utilized a barbell strategy (and had a weighted average maturity significantly longer than the peer group) increasingly weighed on performance as the Fed raised rates.

Current Strategy and Outlook: Underlying core inflation appears moderate and monetary policy still remains highly accommodative for an economy growing at a healthy pace. Nevertheless, the near-term impact on growth from higher oil prices may cause the Fed to keep its Fed Funds target rate stable for a period of time. The impact of oil prices notwithstanding, we believe the economy is fundamentally strong

14



ING CLASSIC MONEY MARKET FUND, ING MONEY MARKET FUND
PORTFOLIO MANAGERS' REPORT  AND ING LEXINGTON MONEY MARKET TRUST(1)

enough to maintain trend growth, allowing the FOMC to raise its Fed Funds target rate at a "measured pace." As a result, the Funds will likely maintain its current strategy of investing in short maturity securities and opportunistically investing in longer maturities to the extent it makes sense under various Fed Funds rate scenarios.

Principal Risk Factor(s): An investment in the Funds is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Funds seek to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the Funds.

The views expressed in this report reflect those of the portfolio managers only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

(1)  On September 2, 2004, the Board of Trustees of ING Funds Trust approved a proposal to reorganize the ING Money Market Fund and the ING Lexington Money Market Trust (the "Disappearing Funds") into the ING Classic Money Market Fund (the "Reorganization"). The proposed Reorganization is subject to approval by shareholders of the Disappearing Funds. If shareholder approval is obtained, it is expected that the Reorganization would take place during the first quarter of 2005.

(2)  Subsequent to period end, David S. Yealy, Senior Portfolio Manager, replaced Jennifer J. Thompson as lead of the management team of the Funds.

15



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, reinvested dividends, or other distributions; redemption fees; and exchange fees; and (2) ongoing costs, including management fees; distribution [and/or service] (12b–1) fees; and other Fund expenses. These Examples are intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds.

The Examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from April 1, 2004 to September 30, 2004.

Actual Expenses

The first section of the table shown, "Actual Fund Return," provides information about actual account values and actual expenses. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first section under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second section of the table shown, "Hypothetical 5% Return," provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads), redemption fees, or exchange fees. Therefore, the hypothetical lines of the table are useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

ING GNMA Income Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.39 %   $ 1,000.00     $ 1,003.90       0.98 %   $ 4.92    
Class B     0.01       1,000.00       1,000.10       1.73       8.67    
Class C     0.01       1,000.00       1,000.10       1.73       8.67    
Class M     0.24       1,000.00       1,002.40       1.48       7.43    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,020.16       0.98 %   $ 4.96    
Class B     5.00       1,000.00       1,016.39       1.73       8.74    
Class C     5.00       1,000.00       1,016.39       1.73       8.74    
Class M     5.00       1,000.00       1,017.65       1.48       7.49    

 

16



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

ING High Yield Bond Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     3.38 %   $ 1,000.00     $ 1,033.80       1.30 %   $ 6.63    
Class B     3.00       1,000.00       1,030.00       2.05       10.43    
Class C     3.12       1,000.00       1,031.20       2.05       10.44    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,018.55       1.30 %   $ 6.58    
Class B     5.00       1,000.00       1,014.79       2.05       10.35    
Class C     5.00       1,000.00       1,014.79       2.05       10.35    

 

ING High Yield Opportunity Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     3.73 %   $ 1,000.00     $ 1,037.30       1.30 %   $ 6.64    
Class B     3.37       1,000.00       1,033.70       1.95       9.94    
Class C     3.52       1,000.00       1,035.20       1.95       9.95    
Class M     3.53       1,000.00       1,035.30       1.70       8.67    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,018.55       1.30 %   $ 6.58    
Class B     5.00       1,000.00       1,015.29       1.95       9.85    
Class C     5.00       1,000.00       1,015.29       1.95       9.85    
Class M     5.00       1,000.00       1,016.55       1.70       8.59    

 

ING Intermediate Bond Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.73 %   $ 1,000.00     $ 1,007.30       0.99 %   $ 4.98    
Class B     0.34       1,000.00       1,003.40       1.74       8.74    
Class C     0.44       1,000.00       1,004.40       1.74       8.74    
Class O(1)     0.97       1,000.00       1,009.70       0.91       4.58    
Class R     0.83       1,000.00       1,008.30       1.17       5.89    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,020.10       0.99 %   $ 5.01    
Class B     5.00       1,000.00       1,016.34       1.74       8.80    
Class C     5.00       1,000.00       1,016.34       1.74       8.80    
Class O(1)     5.00       1,000.00       995.44       0.91       4.61    
Class R     5.00       1,000.00       994.13       1.17       5.92    

 

(1)  Class commenced operations on August 16, 2004.

17



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

ING National Tax-Exempt Bond Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.74 %   $ 1,000.00     $ 1,007.40       1.15 %   $ 5.79    
Class B     0.37       1,000.00       1,003.70       1.90       9.54    
Class C     0.38       1,000.00       1,003.80       1.90       9.54    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,019.30       1.15 %   $ 5.82    
Class B     5.00       1,000.00       1,015.54       1.90       9.60    
Class C     5.00       1,000.00       1,015.54       1.90       9.60    

 

ING Classic Money Market Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.28 %   $ 1,000.00     $ 1,002.80       0.77 %   $ 3.87    
Class B     0.13       1,000.00       1,001.30       1.08       5.42    
Class C     0.13       1,000.00       1,001.30       1.08       5.42    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,021.21       0.77 %   $ 3.90    
Class B     5.00       1,000.00       1,019.65       1.08       5.47    
Class C     5.00       1,000.00       1,019.65       1.08       5.47    

 

ING Money Market Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.40 %   $ 1,000.00     $ 1,004.00       0.60 %   $ 3.01    
Class B     -       1,000.00       1,000.00       1.34       6.70    
Class C     -       1,000.00       1,000.00       1.33       6.65    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,022.06       0.60 %   $ 3.04    
Class B     5.00       1,000.00       1,018.35       1.34       6.78    
Class C     5.00       1,000.00       1,018.40       1.33       6.73    

 

18



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

ING Lexington Money Market Trust

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class A     0.27 %   $ 1,000.00     $ 998.69       0.80 %   $ 4.01    
Hypothetical (Excluding Expenses)  
Class A     5.00 %   $ 1,000.00     $ 1,021.06       0.80 %   $ 4.05    

 

*  Expenses are equal to the Fund's annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 (to reflect the one-half year period).

19



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
High Yield
Bond
Fund
  ING
High Yield
Opportunities
Fund
  ING
Intermediate
Bond
Fund
 
ASSETS:  
Investments in securities at value+*   $ 684,352,366     $ 68,865,850     $ 231,552,889     $ 648,414,533    
Short-term investments**     34,406,057       13,534,319       53,825,247       73,409,156    
Repurchase agreement     -       3,087,000       4,490,000       31,211,000    
Cash     2,250,769       27,314       82,464       3,268    
Cash collateral for futures     -       -       -       612,539    
Receivables:  
Investment securities sold     24,841,797       390,294       1,282,394       15,896,467    
Fund shares sold     258,251       110,035       28,419       1,135,126    
Dividends and interest     3,205,496       1,471,669       5,703,963       4,138,983    
Prepaid expenses     51,090       18,238       36,879       67,596    
Total assets     749,365,826       87,504,719       297,002,255       774,888,668    
LIABILITIES:  
Payable for investment securities purchased     24,433,594       842,337       2,733,409       97,927,318    
Payable for fund shares redeemed     348,802       98,503       264,824       172,667    
Payable for futures variation margin     -       -       -       4,281    
Payable upon receipt of securities loaned     -       13,534,319       53,825,247       73,409,156    
Income distribution payable     -       329,083       892,974       1,494,694    
Payable to affiliates     604,233       102,154       358,165       486,763    
Payable for trustee fees     60,357       1,260       8,120       4,590    
Other accrued expenses and liabilities     328,237       42,791       236,730       130,382    
Total liabilities     25,775,223       14,950,447       58,319,469       173,629,851    
NET ASSETS   $ 723,590,603     $ 72,554,272     $ 238,682,786     $ 601,258,817    
NET ASSETS WERE COMPRISED OF:  
Paid-in capital   $ 715,347,382     $ 75,494,813     $ 693,109,611     $ 596,466,391    
Undistributed net investment income
(accumulated net investment loss)
    (278,257 )     (58,991 )     (2,417,562 )     11,828    
Accumulated net realized gain (loss) on
investments and futures
    (13,650,460 )     (6,016,541 )     (444,834,499 )     1,940,991    
Net unrealized appreciation (depreciation)
on investments, translation of assets in 
foreign currencies and futures
    22,171,938       3,134,991       (7,174,764 )     2,839,607    
NET ASSETS   $ 723,590,603     $ 72,554,272     $ 238,682,786     $ 601,258,817    
Including securities loaned at value   $ -     $ 13,534,319     $ 52,503,115     $ 71,399,389    
Cost of investments in securities   $ 662,179,666     $ 65,730,859     $ 238,786,261     $ 645,698,895    
** Cost of short-term investments   $ 34,406,819     $ 13,534,319     $ 53,825,247     $ 73,409,156    

 

See Accompanying Notes to Financial Statements

20



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
High Yield
Bond
Fund
  ING
High Yield
Opportunities
Fund
  ING
Intermediate
Bond
Fund
 
Class A:  
Net assets   $ 550,980,509     $ 43,026,467     $ 83,163,144     $ 398,784,516    
Shares authorized     unlimited       unlimited       unlimited       unlimited    
Par value   $ 0.001     $ 0.001     $ 0.001     $ 0.001    
Shares outstanding     63,242,809       4,833,685       11,550,597       38,145,862    
Net asset value and redemption price per share   $ 8.71     $ 8.90     $ 7.20     $ 10.45    
Maximum offering price per share (4.75%)(1)    $ 9.14     $ 9.34     $ 7.56     $ 10.97    
Class B:  
Net assets   $ 111,541,672     $ 18,357,380     $ 134,809,272     $ 66,824,402    
Shares authorized     unlimited       unlimited       unlimited       unlimited    
Par value   $ 0.001     $ 0.001     $ 0.001     $ 0.001    
Shares outstanding     12,862,919       2,062,910       18,616,576       6,404,411    
Net asset value and redemption price per share(2)    $ 8.67     $ 8.90     $ 7.24     $ 10.43    
Maximum offering price per share   $ 8.67     $ 8.90     $ 7.24     $ 10.43    
Class C:  
Net assets   $ 51,293,264     $ 11,170,425     $ 18,172,286     $ 68,717,151    
Shares authorized     unlimited       unlimited       unlimited       unlimited    
Par value   $ 0.001     $ 0.001     $ 0.001     $ 0.001    
Shares outstanding     5,907,779       1,254,660       2,510,740       6,581,217    
Net asset value and redemption price per share(2)    $ 8.68     $ 8.90     $ 7.24     $ 10.44    
Maximum offering price per share   $ 8.68     $ 8.90     $ 7.24     $ 10.44    
Class I:  
Net assets   $ 9,460,052       n/a       n/a     $ 39,249,219    
Shares authorized     unlimited       n/a       n/a       unlimited    
Par value   $ 0.001       n/a       n/a     $ 0.001    
Shares outstanding     1,084,864       n/a       n/a       3,754,152    
Net asset value and redemption price per share   $ 8.72       n/a       n/a     $ 10.45    
Maximum offering price per share   $ 8.72       n/a       n/a     $ 10.45    
Class M:  
Net assets   $ 212,198       n/a     $ 2,538,084       n/a    
Shares authorized     unlimited       n/a       unlimited       n/a    
Par value   $ 0.001       n/a     $ 0.001       n/a    
Shares outstanding     24,318       n/a       353,017       n/a    
Net asset value and redemption price per share   $ 8.73       n/a     $ 7.19       n/a    
Maximum offering price per share (3.25%)(3)    $ 9.02       n/a     $ 7.43       n/a    
Class Q:  
Net assets   $ 102,908       n/a       n/a       n/a    
Shares authorized     unlimited       n/a       n/a       n/a    
Par value   $ 0.001       n/a       n/a       n/a    
Shares outstanding     11,798       n/a       n/a       n/a    
Net asset value and redemption price per share   $ 8.72       n/a       n/a       n/a    
Maximum offering price per share   $ 8.72       n/a       n/a       n/a    
Class O:  
Net assets     n/a       n/a       n/a     $ 27,548,424    
Shares authorized     n/a       n/a       n/a       unlimited    
Par value     n/a       n/a       n/a     $ 0.001    
Shares outstanding     n/a       n/a       n/a       2,635,169    
Net asset value and redemption price per share     n/a       n/a       n/a     $ 10.45    
Maximum offering price per share     n/a       n/a       n/a     $ 10.45    
Class R:  
Net assets     n/a       n/a       n/a     $ 135,105    
Shares authorized     n/a       n/a       n/a       unlimited    
Par value     n/a       n/a       n/a     $ 0.001    
Shares outstanding     n/a       n/a       n/a       12,907    
Net asset value and redemption price per share     n/a       n/a       n/a     $ 10.47    
Maximum offering price per share     n/a       n/a       n/a     $ 10.47    

 

(1)  Maximum offering price is computed at 100/95.25 of net asset value. On purchases of $50,000 or more, the offering price is reduced.

(2)  Redemption price per share may be reduced for any applicable contingent deferred sales charges.

(3)  Maximum offering price is computed at 100/96.75 of net asset value. On purchases of $50,000 or more, the offering price is reduced.

See Accompanying Notes to Financial Statements

21



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
National
Tax-Exempt Bond
Fund
  ING
Classic
Money Market
Fund
  ING
Money Market
Fund
  ING
Lexington
Money Market
Trust
 
ASSETS:  
Investments in securities at value*   $ 26,088,320     $ -     $ -     $ -    
Short-term investments at amortized cost     -       411,501,112       40,510,517       40,734,823    
Repurchase agreement     -       20,873,000       2,976,000       2,770,000    
Cash     2,112,008       12,159       1,061       1,375    
Receivables:  
Fund shares sold     -       45,887       343       -    
Interest     347,519       864,591       67,354       74,471    
Prepaid expenses     15,634       124,906       23,804       11,553    
Reimbursement due from manager     -       -       4,002       -    
Total assets     28,563,481       433,421,655       43,583,081       43,592,222    
LIABILITIES:  
Payable for investment securities purchased     -       4,300,000       400,000       400,000    
Payable for fund shares redeemed     16       31,016       10,875       -    
Income distribution payable     72,051       310,494       10,615       30,656    
Payable to affiliates     35,444       227,977       40,411       59,390    
Payable for trustee fees     625       12,223       2,424       37,858    
Other accrued expenses and liabilities     32,790       426,815       104,452       59,684    
Total liabilities     140,926       5,308,525       568,777       587,588    
NET ASSETS   $ 28,422,555     $ 428,113,130     $ 43,014,304     $ 43,004,634    
NET ASSETS WERE COMPRISED OF:  
Paid-in capital   $ 26,809,440     $ 428,232,878     $ 42,991,167     $ 43,014,847    
Undistributed net investment income
(accumulated net investment loss)
    (10,681 )     -       34,160       -    
Accumulated net realized gain (loss)
on investments
    178,348       (119,748 )     (11,023 )     (10,213 )  
Net unrealized appreciation on investments     1,445,448       -       -       -    
NET ASSETS   $ 28,422,555     $ 428,113,130     $ 43,014,304     $ 43,004,634    
Cost of investments in securities   $ 24,642,872     $ -     $ -     $ -    

 

See Accompanying Notes to Financial Statements

22



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
National
Tax-Exempt Bond
Fund
  ING
Classic
Money Market
Fund
  ING
Money Market
Fund
  ING
Lexington
Money Market
Trust
 
Class A:      
Net assets   $ 23,828,909     $ 426,901,693     $ 17,377,426     $ 43,004,634    
Shares authorized     unlimited       unlimited       unlimited       unlimited    
Par value   $ 0.001     $ 0.001     $ 0.001     $ 0.001    
Shares outstanding     2,230,116       427,042,564       17,391,337       43,014,860    
Net asset value and redemption price per share   $ 10.69     $ 1.00     $ 1.00     $ 1.00    
Maximum offering price per share   $ 11.22 (1)    $ 1.00     $ 1.00     $ 1.00    
Class B:      
Net assets   $ 2,833,048     $ 695,560     $ 20,384,336       n/a    
Shares authorized     unlimited       unlimited       unlimited       n/a    
Par value   $ 0.001     $ 0.001     $ 0.001       n/a    
Shares outstanding     265,276       696,183       20,391,589       n/a    
Net asset value and redemption price per share(2)    $ 10.68     $ 1.00     $ 1.00       n/a    
Maximum offering price per share   $ 10.68     $ 1.00     $ 1.00       n/a    
Class C:      
Net assets   $ 1,760,598     $ 515,877     $ 5,252,542       n/a    
Shares authorized     unlimited       unlimited       unlimited       n/a    
Par value   $ 0.001     $ 0.001     $ 0.001       n/a    
Shares outstanding     164,735       515,854       5,256,776       n/a    
Net asset value and redemption price per share(2)    $ 10.69     $ 1.00     $ 1.00       n/a    
Maximum offering price per share   $ 10.69     $ 1.00     $ 1.00       n/a    

 

(1)  Maximum offering price (4.75%) is computed at 100/95.25 of net asset value. On purchases of $50,000 or more, the offering price is reduced.

(2)  Redemption price per share may be reduced for any applicable contingent deferred sales charges.

See Accompanying Notes to Financial Statements

23



STATEMENTS OF OPERATIONS for the six months ended September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
High Yield
Bond
Fund
  ING
High Yield
Opportunities
Fund
  ING
Intermediate
Bond
Fund
 
INVESTMENT INCOME:  
Dividends, net of foreign taxes withheld*   $ 924     $ 137,268     $ 502,647     $ 26,401    
Interest     19,347,578       2,459,252       8,835,483       9,518,837    
Securities lending income     -       20,987       77,831       77,944    
Total investment income     19,348,502       2,617,507       9,415,961       9,623,182    
EXPENSES:  
Investment management fees     1,851,822       242,010       743,055       1,171,650    
Distribution and service fees:  
Class A     700,833       74,319       138,901       544,574    
Class B     589,622       87,094       731,375       323,826    
Class C     285,312       52,009       96,455       338,668    
Class M     940       -       10,110       -    
Class O     -       -       -       8,392    
Class Q     138       -       -       -    
Class R     -       -       -       315    
Transfer agent fees:  
Class A     196,498       12,033       34,976       130,034    
Class B     41,591       4,961       64,106       27,929    
Class C     20,280       2,967       8,473       29,316    
Class I     580       -       -       1,030    
Class M     91       -       1,184       -    
Class Q     6       -       -       -    
Administrative service fees     372,517       35,144       123,841       235,509    
Shareholder reporting expense     80,215       8,520       38,550       49,480    
Registration fees     42,566       21,847       44,568       46,129    
Professional fees     38,560       4,839       11,958       19,958    
Custody and accounting expense     44,130       11,151       15,525       29,529    
Trustee fees     9,300       1,521       5,490       5,490    
Miscellaneous expense     25,233       3,415       18,853       10,864    
Total expenses     4,300,234       561,830       2,087,420       2,972,693    
Less:  
Net waived and reimbursed (recouped) fees     -       (195 )     (70,000 )     182,670    
Net expenses     4,300,234       562,025       2,157,420       2,790,023    
Net investment income     15,048,268       2,055,482       7,258,541       6,833,159    
REALIZED AND UNREALIZED GAIN (LOSS)
ON INVESTMENTS AND FUTURES:
 
Net realized gain (loss) on:  
Investments     (1,687,373 )     561,547       (6,198,108 )     1,896,793    
Futures     -       -       -       631,047    
Net realized gain (loss) on investments
and futures
    (1,687,373 )     561,547       (6,198,108 )     2,527,840    
Net change in unrealized appreciation
or depreciation on:
 
Investments     (12,399,611 )     (440,795 )     6,550,450       (3,308,099 )  
Translation of assets in foreign currency     -       -       (11,117 )     -    
Futures     -       -       -       194,909    
Net change in unrealized appreciation
or depreciation on investments, translation
of assets in foreign currency and futures
    (12,399,611 )     (440,795 )     6,539,333       (3,113,190 )  
Net realized and unrealized gain (loss) on
investments, translation
of assets in foreign currency and futures
    (14,086,984 )     120,752       341,225       (585,350 )  
Increase in net assets resulting from operations   $ 961,284     $ 2,176,234     $ 7,599,766     $ 6,247,809    
Foreign taxes   $ -     $ -     $ -     $ 2,231    

 

See Accompanying Notes to Financial Statements

24



STATEMENTS OF OPERATIONS for the six months ended September 30, 2004 (Unaudited)

    ING
National
Tax-Exempt Bond
Fund
  ING
Classic
Money Market
Fund
  ING
Money Market
Fund
  ING
Lexington
Money Market
Trust
 
INVESTMENT INCOME:  
Interest   $ 585,495     $ 2,863,675     $ 297,065     $ 294,917    
Total investment income     585,495       2,863,675       297,065       294,917    
EXPENSES:  
Investment management fees     69,363       534,095       77,447       110,689    
Distribution and service fees:  
Class A     41,402       1,597,505       22,230       -    
Class B     13,514       3,670       105,056       -    
Class C     6,919       2,703       27,304       -    
Transfer agent fees:  
Class A     2,759       17,713       10,115       23,712    
Class B     306       33       11,999       -    
Class C     136       26       3,115       -    
Administrative service fees     13,873       -       22,128       22,119    
Shareholder reporting expense     2,258       59,246       9,562       1,098    
Registration fees     19,184       103,349       20,064       6,387    
Professional fees     1,552       27,819       6,326       1,786    
Custody and accounting expense     604       26,731       3,059       2,745    
Trustee fees     549       8,967       1,281       7,045    
Miscellaneous expense     1,230       13,903       4,040       1,410    
Total expenses     173,649       2,395,760       323,726       176,991    
Less:  
Net waived and reimbursed (recouped) fees     (971 )     750,704       93,487       -    
Net expenses     174,620       1,645,056       230,239       176,991    
Net investment income     410,875       1,218,619       66,826       117,926    
REALIZED AND UNREALIZED GAIN (LOSS)
ON INVESTMENTS:
 
Net realized gain (loss) on investments     17,794       (84,386 )     (9,292 )     (9,613 )  
Net change in unrealized appreciation
or depreciation on investments
    (229,829 )     -       -       -    
Net realized and unrealized loss on investments     (212,035 )     (84,386 )     (9,292 )     (9,613 )  
Increase in net assets resulting from operations   $ 198,840     $ 1,134,233     $ 57,534     $ 108,313    

 

See Accompanying Notes to Financial Statements

25



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING GNMA Income Fund   ING High Yield Bond Fund  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
FROM OPERATIONS:      
Net investment income   $ 15,048,268     $ 28,917,044     $ 2,055,482     $ 4,553,434    
Net realized gain (loss) on investments     (1,687,373 )     8,427,554       561,547       2,675,633    
Net change in unrealized appreciation or depreciation on
investments
    (12,399,611 )     (8,582,732 )     (440,795 )     1,950,137    
Net increase in net assets resulting from operations     961,284       28,761,866       2,176,234       9,179,204    
FROM DISTRIBUTIONS TO SHAREHOLDERS:      
Net investment income:  
Class A     (14,920,325 )     (29,836,564 )     (1,318,134 )     (3,048,684 )  
Class B     (2,729,419 )     (5,789,107 )     (474,988 )     (1,015,389 )  
Class C     (1,321,943 )     (3,227,764 )     (283,789 )     (530,989 )  
Class I     (252,125 )     (416,717 )     -       -    
Class M     (6,109 )     (26,359 )     -       -    
Class Q     (2,979 )     (7,768 )     -       -    
Class T     -       (101,868 )     -       -    
Total distributions     (19,232,900 )     (39,406,147 )     (2,076,911 )     (4,595,062 )  
FROM CAPITAL SHARE TRANSACTIONS:      
Net proceeds from sale of shares     66,888,632       287,964,697       13,226,531       46,425,856    
Dividends reinvested     15,713,341       31,631,178       592,774       1,821,615    
      82,601,973       319,595,875       13,819,305       48,247,471    
Cost of shares redeemed     (138,111,709 )     (434,339,499 )     (14,907,139 )     (39,529,207 )  
Net increase (decrease) in net assets resulting from
capital share transactions
    (55,509,736 )     (114,743,624 )     (1,087,834 )     8,718,264    
Net increase (decrease) in net assets     (73,781,352 )     (125,387,905 )     (988,511 )     13,302,406    
NET ASSETS:      
Beginning of period     797,371,955       922,759,860       73,542,783       60,240,377    
End of period   $ 723,590,603     $ 797,371,955     $ 72,554,272     $ 73,542,783    
Undistributed net investment income (accumulated net
investment loss) at end of period
  $ (278,257 )   $ 3,906,376     $ (58,991 )   $ (37,562 )  

 

See Accompanying Notes to Financial Statements

26



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING High Yield Opportunities Fund   ING Intermediate Bond Fund  
    Six Months
Ended
September 30,
  Year
Ended
March 31,
  Six Months
Ended
September 30,
  Year
Ended
March 31,
 
    2004   2004(1)    2004   2004  
FROM OPERATIONS:      
Net investment income   $ 7,258,541     $ 20,077,919     $ 6,833,159     $ 9,001,504    
Net realized gain (loss) on investments and futures     (6,198,108 )     (14,923,804 )     2,527,840       7,562,532    
Net change in unrealized appreciation or depreciation
on investments, translation of assets in foreign
currencies and futures
    6,539,333       38,538,709       (3,113,190 )     2,601,836    
Net increase in net assets resulting from operations     7,599,766       43,692,824       6,247,809       19,165,872    
FROM DISTRIBUTIONS TO SHAREHOLDERS:      
Net investment income:  
Class A     (2,141,990 )     (6,620,497 )     (4,821,627 )     (6,168,955 )  
Class B     (3,453,177 )     (11,285,739 )     (757,564 )     (1,586,935 )  
Class C     (455,514 )     (1,496,050 )     (793,415 )     (1,555,446 )  
Class I     -       -       (350,305 )     (511,108 )  
Class M     (67,681 )     (204,182 )     -       -    
Class O     -       -       (108,408 )     -    
Class Q     -       (36,698 )     -       -    
Class R     -       -       (1,840 )     -    
Class T     -       (73,152 )     -       -    
Net realized gains:  
Class A     -       (415,880 )     (3,756,043 )     (2,667,645 )  
Class B     -       (708,817 )     (792,658 )     (868,923 )  
Class C     -       (93,977 )     (825,959 )     (885,962 )  
Class I     -       -       (173,614 )     (179,026 )  
Class M     -       (12,826 )     -       -    
Class Q     -       (2,305 )     -       -    
Class R     -       -       (1,681 )     -    
Class T     -       (4,595 )     -       -    
Total distributions     (6,118,362 )     (20,954,718 )     (12,383,114 )     (14,424,000 )  
FROM CAPITAL SHARE TRANSACTIONS:      
Net proceeds from sale of shares     19,039,843       123,188,175       121,088,499       324,797,722    
Net proceeds from shares issued in merger     -       -       137,658,413       -    
Dividends reinvested     2,331,392       8,268,482       7,708,659       9,795,000    
      21,371,235       131,456,657       266,455,571       334,592,722    
Cost of shares redeemed     (54,895,182 )     (213,103,859 )     (81,325,207 )     (193,289,159 )  
Net increase (decrease) in net assets resulting from
capital share transactions
    (33,523,947 )     (81,647,202 )     185,130,364       141,303,563    
Net increase (decrease) in net assets     (32,042,543 )     (58,909,096 )     178,995,059       146,045,435    
NET ASSETS:      
Beginning of period     270,725,329       329,634,425       422,263,758       276,218,323    
End of period   $ 238,682,786     $ 270,725,329     $ 601,258,817     $ 422,263,758    
Undistributed net investment income (accumulated net
investment loss) at end of period
  $ (2,417,562 )   $ (3,557,741 )   $ 11,828     $ 11,828    

 

(1)  Effective June 2, 2003, Class "T" shares converted into the corresponding Class "A" shares within this portfolio

See Accompanying Notes to Financial Statements

27



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING National Tax-Exempt Bond Fund   ING Classic Money Market Fund  
    Six Months
Ended
September 30,
  Year
Ended
March 31,
  Six Months
Ended
September 30,
  Year
Ended
March 31,
 
    2004   2004   2004   2004  
FROM OPERATIONS:  
Net investment income   $ 410,875     $ 881,001     $ 1,218,619     $ 1,908,765    
Net realized gain (loss) on investments     17,794       378,972       (84,386 )     6    
Net change in unrealized appreciation or depreciation
on investments
    (229,829 )     (82,998 )     -       -    
Net increase in net assets resulting from operations     198,840       1,176,975       1,134,233       1,908,771    
FROM DISTRIBUTIONS TO SHAREHOLDERS:  
Net investment income:  
Class A     (372,670 )     (784,309 )     (1,217,023 )     (1,906,546 )  
Class B     (32,482 )     (68,265 )     (919 )     (1,441 )  
Class C     (16,664 )     (28,427 )     (677 )     (778 )  
Net realized gains:  
Class A     -       (453,096 )     -       -    
Class B     -       (50,176 )     -       -    
Class C     -       (22,936 )     -       -    
Total distributions     (421,816 )     (1,407,209 )     (1,218,619 )     (1,908,765 )  
FROM CAPITAL SHARE TRANSACTIONS:  
Net proceeds from sale of shares     1,601,946       5,900,197       168,499,093       419,717,782    
Dividends reinvested     50,710       373,543       1,041,958       1,883,934    
      1,652,656       6,273,740       169,541,051       421,601,716    
Cost of shares redeemed     (836,965 )     (5,716,470 )     (141,702,210 )     (481,887,854 )  
Net increase (decrease) in net assets resulting from
capital share transactions
    815,691       557,270       27,838,841       (60,286,138 )  
Net increase (decrease) in net assets     592,715       327,036       27,754,455       (60,286,132 )  
NET ASSETS:  
Beginning of period     27,829,840       27,502,804       400,358,675       460,644,807    
End of period   $ 28,422,555     $ 27,829,840     $ 428,113,130     $ 400,358,675    
Undistributed net investment income (accumulated net
investment loss) at end of period
  $ (10,681 )   $ 260     $ -     $ -    

 

See Accompanying Notes to Financial Statements

28



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING Money Market Fund   ING Lexington Money Market Trust  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
FROM OPERATIONS:      
Net investment income   $ 66,826     $ 130,259     $ 117,926     $ 179,988    
Net realized gain (loss) on investments     (9,292 )     5       (9,613 )     8    
Net increase in net assets resulting from operations     57,534       130,264       108,313       179,996    
FROM DISTRIBUTIONS TO SHAREHOLDERS:      
Net investment income:  
Class A     (67,181 )     (132,963 )     (117,926 )     (179,988 )  
Class B     -       (90 )     -       -    
Class C     -       (15 )     -       -    
Total distributions     (67,181 )     (133,068 )     (117,926 )     (179,988 )  
FROM CAPITAL SHARE TRANSACTIONS:      
Net proceeds from sale of shares     26,079,616       63,158,828       6,891,506       18,239,101    
Dividends reinvested     61,762       120,732       84,090       173,405    
      26,141,378       63,279,560       6,975,596       18,412,506    
Cost of shares redeemed     (24,383,060 )     (83,349,898 )     (10,163,842 )     (22,362,541 )  
Net increase (decrease) in net assets resulting from
capital share transactions
    1,758,318       (20,070,338 )     (3,188,246 )     (3,950,035 )  
Net increase (decrease) in net assets     1,748,671       (20,073,142 )     (3,197,859 )     (3,950,027 )  
NET ASSETS:      
Beginning of period     41,265,633       61,338,775       46,202,493       50,152,520    
End of period   $ 43,014,304     $ 41,265,633     $ 43,004,634     $ 46,202,493    
Undistributed net investment income at end of period   $ 34,160     $ 34,515     $ -     $ -    

 

See Accompanying Notes to Financial Statements

29




ING GNMA INCOME FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Three
Months
Ended
March 31,
  Year Ended December 31,  
    2004   2004   2003   2002   2001(1)    2000(2)    1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 8.91       9.00       8.53       8.63       8.41       8.08       8.53    
Income (loss) from investment operations:  
Net investment income   $ 0.19       0.32       0.42       0.46       0.12       0.54       0.50    
Net realized and unrealized gain (loss)  
on investments   $ (0.16 )     0.02       0.49       (0.09 )     0.22       0.27       (0.45 )  
Total from investment operations   $ 0.03       0.34       0.91       0.37       0.34       0.81       0.05    
Less distributions from:  
Net investment income   $ 0.23       0.43       0.44       0.47       0.12       0.48       0.50    
Total distributions   $ 0.23       0.43       0.44       0.47       0.12       0.48       0.50    
Net asset value, end of period   $ 8.71       8.91       9.00       8.53       8.63       8.41       8.08    
Total Return(3)     %   0.39     3.88       10.82       4.38       4.09       10.36       0.58    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 550,981       592,066       666,433       535,903       449,460       368,615       376,580    
Ratios to average net assets:  
Expenses(4)    % 0.98       1.04       1.13       1.22       1.16       1.06       0.99    
Net investment income(4)    % 4.21       3.57       4.78       5.32       5.75       6.54       6.04    
Portfolio turnover rate   % 19       128       75       76       33       65       25    

 

    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Three Months
Ended
March 31,
  October 6,
2000(5) to
December 31,
 
    2004   2004   2003   2002   2001(1)    2000  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 8.87       8.96       8.50       8.61       8.40       8.20    
Income (loss) from investment operations:  
Net investment income   $ 0.15       0.25       0.35       0.39       0.13       0.09    
Net realized and unrealized gain (loss)
on investments
  $ (0.15 )     0.02       0.48       (0.09 )     0.19       0.18    
Total from investment operations   $ -       0.27       0.83       0.30       0.32       0.27    
Less distributions from:  
Net investment income   $ 0.20       0.36       0.37       0.41       0.11       0.07    
Total distributions   $ 0.20       0.36       0.37       0.41       0.11       0.07    
Net asset value, end of period   $ 8.67       8.87       8.96       8.50       8.61       8.40    
Total Return(3)    % 0.01       3.12       9.95       3.53       3.70       3.32    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 111,542       130,339       150,549       79,302       47,406       866    
Ratios to average net assets:  
Expenses(4)    % 1.73       1.79       1.88       1.98       1.90       1.81    
Net investment income(4)    % 3.46       2.84       3.98       4.55       4.88       5.79    
Portfolio turnover rate   % 19       128       75       76       33       65    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Effective July 26, 2000, ING Investments, LLC became the Investment Manager of the Fund.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  Commencement of operations.

See Accompanying Notes to Financial Statements.

30




ING GNMA INCOME FUND 
(UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
    Six Months
Ended
September 30,
  Year Ended March 31,   Three
Months
Ended
March 31,
  October 13,
2000(2) to
December 31,
 
    2004   2004   2003   2002   2001(1)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 8.88       8.97       8.51       8.61       8.40       8.24    
Income (loss) from investment operations:  
Net investment income   $ 0.15       0.25       0.36       0.40       0.11       0.09    
Net realized and unrealized gain (loss)
on investments
  $ (0.15 )     0.02       0.47       (0.09 )     0.21       0.14    
Total from investment operations   $ -       0.27       0.83       0.31       0.32       0.23    
Less distributions from:  
Net investment income   $ 0.20       0.36       0.37       0.41       0.11       0.07    
Total distributions   $ 0.20       0.36       0.37       0.41       0.11       0.07    
Net asset value, end of period   $ 8.68       8.88       8.97       8.51       8.61       8.40    
Total Return(3)    %   0.01     3.11       9.95       3.65       3.69       2.82    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 51,293       65,762       87,970       37,193       13,744       1,833    
Ratios to average net assets:  
Expenses(4)    % 1.73       1.79       1.88       1.99       1.93       1.81    
Net investment income(4)    % 3.46       2.92       3.97       4.52       4.87       5.79    
Portfolio turnover rate   % 19       128       75       76       33       65    

 

    Class M  
    Six Months
Ended
September 30,
  Year Ended March 31,   February 23,
2001(2) to
March 31,
 
    2004   2004   2003   2002   2001  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 8.92       9.01       8.54       8.63       8.51    
Income (loss) from investment operations:  
Net investment income   $ 0.23       0.31       0.37       0.41       0.04    
Net realized and unrealized gain (loss) on investments   $ (0.21 )     (0.02 )     0.49       (0.07 )     0.08    
Total from investment operations   $ 0.02       0.29       0.86       0.34       0.12    
Less distributions from:  
Net investment income   $ 0.21       0.38       0.39       0.43       -    
Total distributions   $ 0.21       0.38       0.39       0.43       -    
Net asset value, end of period   $ 8.73       8.92       9.01       8.54       8.63    
Total Return(3)    %   0.24     3.30       10.29       4.03       1.41    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 212       312       1,111       495       247    
Ratios to average net assets:  
Expenses(4)    % 1.48       1.54       1.62       1.73       1.61    
Net investment income(4)    % 3.71       3.23       4.19       4.81       4.88    
Portfolio turnover rate   % 19       128       75       76       33    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

See Accompanying Notes to Financial Statements.

31




ING HIGH YIELD BOND FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 8.88       8.29       8.74       9.36       9.24       9.96       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.27       0.59       0.61       0.78       0.39       0.85       0.67    
Net realized and unrealized gain (loss)  
on investments   $ 0.02       0.60       (0.45 )     (0.62 )     0.12       (0.65 )     (0.04 )  
Total from investment operations   $ 0.29       1.19       0.16       0.16       0.51       0.20       0.63    
Less distributions from:  
Net investment income   $ 0.27       0.60       0.61       0.78       0.39       0.86       0.67    
Net realized gain on investments   $ -       -       -       -       -       0.06       -    
Total distributions   $ 0.27       0.60       0.61       0.78       0.39       0.92       0.67    
Net asset value, end of period   $ 8.90       8.88       8.29       8.74       9.36       9.24       9.96    
Total Return(3)    % 3.38       14.70       2.24       1.94       5.61       1.89       6.37    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 43,026       44,009       43,375       38,525       33,459       33,220       30,537    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.30       1.29       1.30       1.30       1.09       1.04       1.00    
Gross expenses prior to expense  
reimbursement/recoupment(4)    % 1.34       1.33       1.43       1.79       1.63       2.16       2.32    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 6.15       6.81       7.48       8.67       10.24       8.75       7.53    
Portfolio turnover rate   % 48       105       122       344       253       481       756    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 8.88       8.28       8.74       9.36       9.23       9.96       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.24       0.53       0.55       0.72       0.36       0.78       0.60    
Net realized and unrealized gain (loss)  
on investments   $ 0.02       0.60       (0.46 )     (0.62 )     0.14       (0.66 )     (0.05 )  
Total from investment operations   $ 0.26       1.13       0.09       0.10       0.50       0.12       0.55    
Less distributions from:  
Net investment income   $ 0.24       0.53       0.55       0.72       0.37       0.79       0.59    
Net realized gain on investments   $ -       -       -       -       -       0.06       -    
Total distributions   $ 0.24       0.53       0.55       0.72       0.37       0.85       0.59    
Net asset value, end of period   $ 8.90       8.88       8.28       8.74       9.36       9.23       9.96    
Total Return(3)    % 3.00       14.01       1.37       1.29       5.43       1.02       5.57    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 18,357       18,753       11,584       6,673       5,025       3,702       2,374    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 2.05       2.04       2.05       2.05       1.84       1.79       1.72    
Gross expenses prior to expense  
reimbursement/recoupment(4)    % 1.99       1.98       2.07       2.44       2.28       2.41       2.64    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 5.40       6.04       6.73       7.85       9.49       7.99       6.90    
Portfolio turnover rate   % 48       105       122       344       253       481       756    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

See Accompanying Notes to Financial Statements.

32




ING HIGH YIELD BOND FUND 
(UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 8.88       8.28       8.74       9.36       9.23       9.96       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.24       0.53       0.56       0.71       0.37       0.78       0.62    
Net realized and unrealized gain (loss)  
on investments   $ 0.02       0.60       (0.46 )     (0.61 )     0.12       (0.66 )     (0.06 )  
Total from investment operations   $ 0.26       1.13       0.10       0.10       0.49       0.12       0.56    
Less distributions from:  
Net investment income   $ 0.24       0.53       0.56       0.72       0.36       0.79       0.60    
Net realized gain on investments   $ -       -       -       -       -       0.06       -    
Total distributions   $ 0.24       0.53       0.56       0.72       0.36       0.85       0.60    
Net asset value, end of period   $ 8.90       8.88       8.28       8.74       9.36       9.23       9.96    
Total Return(3)    % 3.00       14.03       1.43       1.21       5.39       1.02       5.67    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 11,170       10,780       5,281       1,633       1,314       1,578       776    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 2.05       2.04       2.04       2.05       1.84       1.79       1.73    
Gross expenses prior to expense  
reimbursement/recoupment(4)    % 1.99       1.98       2.06       2.44       2.29       2.40       2.66    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 5.40       6.04       6.72       7.92       9.42       7.98       7.01    
Portfolio turnover rate   % 48       105       122       344       253       481       756    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years

See Accompanying Notes to Financial Statements.

33




ING HIGH YIELD OPPORTUNITY FUND (UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
   
Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  Year
Ended
June 30,
  Three
Months
Ended
June 30,
 
    2004   2004   2003   2002   2001(1)    2000   1999(2)   
Per Share Operating Performance:      
Net asset value, beginning of period   $ 7.14       6.66       7.51       8.69       10.80       11.57       11.66    
Income (loss) from investment operations:  
Net investment income   $ 0.22       0.43       0.78       0.88       0.84       1.18       0.28    
Net realized and unrealized gain (loss)
on investments
  $ 0.03       0.54       (0.84 )     (1.07 )     (2.09 )     (0.75 )     (0.09 )  
Total from investment operations   $ 0.25       0.97       (0.06 )     (0.19 )     (1.25 )     0.43       0.19    
Less distributions from:  
Net investment income   $ 0.19       0.46       0.79       0.99       0.86       1.20       0.28    
Return of Capital   $ -       0.03       -       -       -       -       -    
Total distributions   $ 0.19       0.49       0.79       0.99       0.86       1.20       0.28    
Net asset value, end of period   $ 7.20       7.14       6.66       7.51       8.69       10.80       11.57    
Total Return(3)     % 3.73       14.94       (0.40 )     (1.84 )     (11.87 )     3.96       1.60    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 83,163       81,082       101,603       53,122       55,230       34,416       16,795    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.30       1.32       1.13       1.17       1.10       1.18       1.10    
Gross expenses prior to expense 
reimbursement/recoupment(4) 
  % 1.25       1.34       1.47       1.45       1.32       1.37       1.37    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 6.31       6.81       10.14       11.02       11.43       10.63       9.68    
Portfolio turnover rate   % 46       130       131       102       113       113       44    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  Year
Ended
June 30,
  Three
Months
Ended
June 30,
 
    2004   2004   2003   2002   2001(1)    2000   1999(2)   
Per Share Operating Performance:      
Net asset value, beginning of period   $ 7.18       6.69       7.54       8.71       10.81       11.58       11.66    
Income (loss) from investment operations:  
Net investment income   $ 0.18       0.40       0.70       0.81       0.81       1.11       0.27    
Net realized and unrealized gain (loss)
on investments
  $ 0.05       0.53       (0.81 )     (1.05 )     (2.10 )     (0.75 )     (0.09 )  
Total from investment operations   $ 0.23       0.93       (0.11 )     (0.24 )     (1.29 )     0.36       0.18    
Less distributions from:  
Net investment income   $ 0.17       0.41       0.74       0.93       0.81       1.13       0.26    
Return of Capital   $ -       0.03       -       -       -       -       -    
Total distributions   $ 0.17       0.44       0.74       0.93       0.81       1.13       0.26    
Net asset value, end of period   $ 7.24       7.18       6.69       7.54       8.71       10.81       11.58    
Total Return(3)     % 3.37       14.30       (1.07 )     (2.49 )     (12.22 )     3.28       1.53    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 134,809       165,296       192,643       143,742       181,175       103,246       41,882    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.95       1.97       1.78       1.82       1.75       1.83       1.75    
Gross expenses prior to expense 
reimbursement/recoupment(4) 
  % 1.90       1.99       2.12       2.10       1.97       2.02       2.02    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 5.65       6.13       9.56       10.48       10.97       9.98       9.03    
Portfolio turnover rate   % 46       130       131       102       113       113       44    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Effective May 24, 1999, ING Investments, LLC, became the Investment Manager of the Fund and the Fund changed its year end to June 30.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

See Accompanying Notes to Financial Statements.

34




ING HIGH YIELD OPPORTUNITY FUND (UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
   
Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  Year
Ended
June 30,
  Three
Months
Ended
June 30,
 
    2004   2004   2003   2002   2001(1)    2000   1999(2)   
Per Share Operating Performance:      
Net asset value, beginning of period   $ 7.17       6.69       7.53       8.71       10.81       11.58       11.66    
Income (loss) from investment operations:  
Net investment income   $ 0.18       0.39       0.69       0.80       0.81       1.10       0.27    
Net realized and unrealized gain (loss)
on investments
  $ 0.06       0.53       (0.79 )     (1.05 )     (2.10 )     (0.74 )     (0.09 )  
Total from investment operations   $ 0.24       0.92       (0.10 )     (0.25 )     (1.29 )     0.36       0.18    
Less distributions from:  
Net investment income   $ 0.17       0.41       0.74       0.93       0.81       1.13       0.26    
Return of Capital   $ -       0.03       -       -       -       -       -    
Total distributions   $ 0.17       0.44       0.74       0.93       0.81       1.13       0.26    
Net asset value, end of period   $ 7.24       7.17       6.69       7.53       8.71       10.81       11.58    
Total Return(3)     % 3.52       14.14       (0.96 )     (2.60 )     (12.22 )     3.28       1.53    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 18,172       21,195       26,163       24,674       33,463       23,324       18,618    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.95       1.97       1.78       1.81       1.75       1.83       1.75    
Gross expenses prior to expense 
reimbursement/recoupment(4) 
  % 1.90       1.99       2.13       2.09       1.97       2.02       2.02    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 5.65       6.13       9.61       10.47       10.93       9.98       9.03    
Portfolio turnover rate   % 46       130       131       102       113       113       44    

 

    Class M  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  May 17,
2002(6) to
March 31,
2003
 
Per Share Operating Performance:  
Net asset value, beginning of period   $ 7.13       6.65       7.58    
Income (loss) from investment operations:  
Net investment income   $ 0.21       0.42       0.54    
Net realized and unrealized gain (loss) on investments   $ 0.03       0.52       (0.81 )  
Total from investment operations   $ 0.24       0.94       (0.27 )  
Less distributions from:  
Net investment income   $ 0.18       0.43       0.66    
Return of Capital   $ -       0.03       -    
Total distributions   $ 0.18       0.46       0.66    
Net asset value, end of period   $ 7.19       7.13       6.65    
Total Return(3)     % 3.53       14.58       (3.16 )  
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 2,538       2,981       3,353    
Ratios to average net assets:  
Net expenses after expense reimbursement/recoupment(4)(5)    % 1.70       1.72       1.52    
Gross expenses prior to expense reimbursement/recoupment(4)    % 1.65       1.74       1.82    
Net investment income after expense reimbursement/recoupment(4)(5)    % 5.90       6.38       9.41    
Portfolio turnover rate   % 46       130       131    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Effective May 24, 1999, ING Investments, LLC, became the Investment Manager of the Fund and the Fund changed its year end to June 30.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

(6)  Commencement of operations.

See Accompanying Notes to Financial Statements.

35




ING INTERMEDIATE BOND FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 10.67       10.51       9.91       10.18       9.52       9.40       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.16       0.31       0.35       0.51       0.28       0.61       0.45    
Net realized and unrealized gain (loss)
on investments
  $ (0.09 )     0.32       0.77       0.42       0.66       0.12       (0.60 )  
Total from investment operations   $ 0.07       0.63       1.12       0.93       0.94       0.73       (0.15 )  
Less distributions from:  
Net investment income   $ 0.16       0.33       0.37       0.53       0.28       0.61       0.45    
Net realized gain on investments   $ 0.13       0.14       0.15       0.67       -       -       -    
Total distributions   $ 0.29       0.47       0.52       1.20       0.28       0.61       0.45    
Net asset value, end of period   $ 10.45       10.67       10.51       9.91       10.18       9.52       9.40    
Total Return(3)     %   0.73     6.16       11.48       9.27       10.01       8.11       (1.46 )  
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 398,785       268,086       146,649       41,503       33,597       29,893       32,013    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement(4)(5)    % 0.99       1.10       1.14       1.15       1.13       1.00       0.96    
Gross expenses prior to expense
reimbursement(4) 
  % 1.10       1.18       1.24       1.36       1.53       2.08       2.12    
Net investment income after expense                                                          
reimbursement(4)(5)    % 3.10       2.91       3.21       4.93       6.94       6.48       5.38    
Portfolio turnover rate   % 203       475       639       1,216 *     838       733       432    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 10.65       10.50       9.90       10.18       9.52       9.40       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.12       0.23       0.28       0.44       0.26       0.53       0.40    
Net realized and unrealized gain (loss)
on investments
  $ (0.09 )     0.31       0.76       0.40       0.66       0.13       (0.61 )  
Total from investment operations   $ 0.03       0.54       1.04       0.84       0.92       0.66       (0.21 )  
Less distributions from:  
Net investment income   $ 0.12       0.25       0.29       0.45       0.26       0.54       0.39    
Net realized gain on investments   $ 0.13       0.14       0.15       0.67       -       -       -    
Total distributions   $ 0.25       0.39       0.44       1.12       0.26       0.54       0.39    
Net asset value, end of period   $ 10.43       10.65       10.50       9.90       10.18       9.52       9.40    
Total Return(3)     % 0.34       5.28       10.64       8.37       9.74       7.30       (2.13 )  
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 66,824       67,402       61,544       11,216       2,807       1,523       1,958    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.74       1.85       1.89       1.90       1.88       1.74       1.70    
Gross expenses prior to expense
reimbursement/recoupment(4) 
  % 1.75       1.83       1.89       2.01       2.18       2.33       2.39    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 2.34       2.16       2.39       4.09       6.20       5.71       4.83    
Portfolio turnover rate   % 203       475       639       1,216 *     838       733       432    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments LLC within three years.

*  Portfolio turnover was greater than expected during this period due to active trading undertaken in response to market conditions that existed at that time.

See Accompanying Notes to Financial Statements.

36




ING INTERMEDIATE BOND FUND 
(UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 10.65       10.50       9.90       10.19       9.52       9.40       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.12       0.23       0.28       0.44       0.26       0.54       0.42    
Net realized and unrealized gain (loss)
on investments
  $ (0.08 )     0.31       0.76       0.39       0.67       0.12       (0.63 )  
Total from investment operations   $ 0.04       0.54       1.04       0.83       0.93       0.66       (0.21 )  
Less distributions from:  
Net investment income   $ 0.12       0.25       0.29       0.45       0.26       0.54       0.39    
Net realized gain on investments   $ 0.13       0.14       0.15       0.67       -       -       -    
Total distributions   $ 0.25       0.39       0.44       1.12       0.26       0.54       0.39    
Net asset value, end of period   $ 10.44       10.65       10.50       9.90       10.19       9.52       9.40    
Total Return(3)     % 0.44       5.28       10.68       8.24       9.86       7.32       (2.10 )  
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 68,717       71,228       52,979       6,382       4,470       5,248       1,082    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement/recoupment(4)(5)    % 1.74       1.85       1.90       1.90       1.85       1.73       1.71    
Gross expenses prior to expense
reimbursement/recoupment(4) 
  % 1.75       1.83       1.90       2.01       2.18       2.32       2.44    
Net investment income after expense                                                          
reimbursement/recoupment(4)(5)    % 2.34       2.16       2.36       4.20       6.37       5.74       4.94    
Portfolio turnover rate   % 203       475       639       1,216 *     838       733       432    

 

    Class O   Class R  
    August 16,
2004(2) to
September 30,
2004
  Six Months
Ended
September 30,
2004
  March 16,
2004(2) to
March 31,
2004
 
Per Share Operating Performance:  
Net asset value, beginning of period   $ 10.39       10.67       10.71    
Income (loss) from investment operations:  
Net investment income   $ 0.00 **     0.02       0.01    
Net realized and unrealized gain (loss) on investments   $ 0.06       (0.22 )     (0.05 )  
Total from investment operations   $ 0.06       (0.20 )     (0.04 )  
Net asset value, end of period   $ 10.45       10.47       10.67    
Total Return(3)     % 0.97       0.83       (0.37 )  
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 27,548       135       1    
Ratios to average net assets:                          
Net expenses after expense reimbursement(4)(5)    % 0.91       1.17       1.25    
Gross expenses prior to expense reimbursement(4)    % 0.91       1.17       1.25    
Net investment income after expense reimbursement(4)(5)    % 3.23       2.92       3.20    
Portfolio turnover rate   % 203       203       475    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Portfolio turnover was greater than expected during this period due to active trading undertaken in response to market conditions that existed at that time.

**  Amount is less than $0.01 per share.

See Accompanying Notes to Financial Statements.

37




ING NATIONAL TAX-EXEMPT BOND FUND (UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  November 8,
1999(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 10.78       10.87       10.32       10.50       10.11       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.17       0.35       0.39       0.41       0.19       0.48    
Net realized and unrealized gain (loss)
on investments
  $ (0.09 )     0.12       0.67       (0.18 )     0.39       0.11    
Total from investment operations   $ 0.08       0.47       1.06       0.23       0.58       0.59    
Less distributions from:  
Net investment income   $ 0.17       0.35       0.39       0.41       0.19       0.48    
Net realized gain on investments   $ -       0.21       0.12       -       -       -    
Total distributions   $ 0.17       0.56       0.51       0.41       0.19       0.48    
Net asset value, end of period   $ 10.69       10.78       10.87       10.32       10.50       10.11    
Total Return(3)    % 0.74       4.41       10.44       2.25       5.79       6.09    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 23,829       24,082       23,647       22,868       22,074       21,592    
Ratios to average net assets:  
Net expenses after  
expense reimbursement/recoupment(4)(5)    % 1.15       1.15       1.15       1.10       1.06       0.95    
Gross expenses prior to
expense reimbursement/recoupment(4) 
  % 1.16       1.27       1.28       1.52       1.50       2.12    
Net investment income after expense  
reimbursement/recoupment(4)(5)    % 3.07       3.23       3.64       3.97       4.45       4.92    
Portfolio turnover rate   % 8       31       22       27       7       50    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  November 8,
1999(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 10.77       10.86       10.31       10.48       10.09       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.13       0.27       0.31       0.34       0.17       0.38    
Net realized and unrealized gain (loss)
on investments
  $ (0.09 )     0.12       0.67       (0.17 )     0.39       0.11    
Total from investment operations   $ 0.04       0.39       0.98       0.17       0.56       0.49    
Less distributions from:  
Net investment income   $ 0.13       0.27       0.31       0.34       0.17       0.40    
Net realized gain on investments   $ -       0.21       0.12       -       -       -    
Total distributions   $ 0.13       0.48       0.43       0.34       0.17       0.40    
Net asset value, end of period   $ 10.68       10.77       10.86       10.31       10.48       10.09    
Total Return(3)    % 0.37       3.63       9.65       1.59       5.54       5.02    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 2,833       2,643       2,792       1,265       588       311    
Ratios to average net assets:  
Net expenses after  
expense reimbursement/recoupment(4)(5)    % 1.90       1.90       1.90       1.84       1.83       1.67    
Gross expenses prior to expense  
reimbursement/recoupment(4)    % 1.81       1.92       1.94       2.16       2.17       2.32    
Net investment income after  
expense reimbursement/recoupment(4)(5)    % 2.32       2.48       2.86       3.22       3.69       3.93    
Portfolio turnover rate   % 8       31       22       27       7       50    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

See Accompanying Notes to Financial Statements.

38




ING NATIONAL TAX-EXEMPT BOND FUND
 (UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  November 8,
1999(3) to
October 31,
 
    2004   2004   2003   2002   2001(2)    2000  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 10.78       10.87       10.33       10.49       10.11       10.00    
Income (loss) from investment operations:  
Net investment income   $ 0.13       0.27       0.31       0.34       0.16       0.39    
Net realized and unrealized gain (loss)
on investments
  $ (0.09 )     0.12       0.66       (0.16 )     0.38       0.12    
Total from investment operations   $ 0.04       0.39       0.97       0.18       0.54       0.51    
Less distributions from:  
Net investment income   $ 0.13       0.27       0.31       0.34       0.16       0.40    
Net realized gains on investments   $ -       0.21       0.12       -       -       -    
Total distributions   $ 0.13       0.48       0.43       0.34       0.16       0.40    
Net asset value, end of period   $ 10.69       10.78       10.87       10.33       10.49       10.11    
Total Return(3)    % 0.38       3.63       9.56       1.69       5.34       5.29    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 1,761       1,104       1,065       271       440       439    
Ratios to average net assets:  
Net expenses after expense  
reimbursement/recoupment(4)(5)    % 1.90       1.90       1.90       1.83       1.81       1.68    
Gross expenses prior to expense  
reimbursement/recoupment(4)    % 1.81       1.92       1.94       2.18       2.16       2.33    
Net investment income after expense  
reimbursement/recoupment(4)(5)    % 2.32       2.49       2.84       3.21       3.70       4.00    
Portfolio turnover rate   % 8       31       22       27       7       50    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

See Accompanying Notes to Financial Statements.

39




ING CLASSIC MONEY MARKET FUND (UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00 *     0.00 *     0.01       0.03       0.02       0.06       0.04    
Total from investment operations   $ 0.00 *     0.00 *     0.01       0.03       0.02       0.06       0.04    
Less distributions from:  
Net investment income   $ 0.00 *     0.00 *     0.01       0.03       0.02       0.06       0.04    
Total distributions   $ 0.00 *     0.00 *     0.01       0.03       0.02       0.06       0.04    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(3)    %   0.28     0.44       1.06       2.83       2.36       5.70       3.98    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 426,902       398,997       458,964       549,999       515,651       440,651       228,124    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement(4)(5)    % 0.77       0.77       0.77       0.77       0.77       0.74       0.73    
Gross expenses prior to expense  
reimbursement(4)    % 1.12       1.16       1.27       1.27       1.30       1.42       1.67    
Net investment income after expense                                                          
reimbursement(4)(5)    % 0.57       0.44       1.06       2.75       5.61       5.59       4.59    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Total from investment operations   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Less distributions from:  
Net investment income   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Total distributions   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(3)    % 0.13       0.15       0.43       2.21       2.11       5.03       3.31    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 696       816       1,156       1,987       2,714       2,706       1,173    
Ratios to average net assets:  
Net expenses after expense                                                          
reimbursement(4)(5)    % 1.08       1.07       1.40       1.37       1.41       1.38       1.41    
Gross expenses prior to expense
reimbursement(4) 
  % 1.37       1.41       1.52       1.53       1.55       1.67       1.79    
Net investment income after expense                                                          
reimbursement(4)(5)    % 0.25       0.15       0.46       2.27       5.10       4.93       3.85    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Amount is less than $0.01 per share.

See Accompanying Notes to Financial Statements.

40




ING CLASSIC MONEY MARKET FUND (UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class C  
    Six Months
Ended
September 30,
  Year Ended March 31,   Five Months
Ended
March 31,
  Year
Ended
October 31,
  December 15,
1998(2) to
October 31,
 
    2004   2004   2003   2002   2001(1)    2000   1999  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Total from investment operations   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Less distributions from:  
Net investment income   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Total distributions   $ 0.00 *     0.00 *     0.00 *     0.02       0.02       0.05       0.03    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(3)    % 0.13       0.14       0.42       2.20       2.08       5.03       3.30    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 516       546       524       590       2,583       2,035       444    
Ratios to average net assets:  
Net expenses after expense  
reimbursement(4)(5)    % 1.08       1.07       1.40       1.38       1.40       1.39       1.41    
Gross expenses prior to expense  
reimbursement(4)    % 1.37       1.41       1.52       1.53       1.55       1.67       1.78    
Net investment income after expense  
reimbursement(4)(5)    % 0.25       0.15       0.42       2.44       5.00       5.03       3.89    

 

(1)  The Fund changed its fiscal year end to March 31.

(2)  Commencement of operations.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  Annualized for periods less than one year.

(5)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Amount is less than $0.01 per share.

See Accompanying Notes to Financial Statements.

41




ING MONEY MARKET FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class A  
    Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  November 24,
1999(3) to
June 30,
 
    2004   2004   2003   2002(1)    2001(2)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00     0.01       0.01       0.02 *     0.04 *     0.02 *  
Total from investment operations   $ 0.00     0.01       0.01       0.02       0.04       0.02    
Less distributions from:  
Net investment income   $ 0.00     0.01       0.01       0.02       0.04       0.02    
Total distributions   $ 0.00     0.01       0.01       0.02       0.04       0.02    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(4)    %   0.40     0.75       0.76       2.10       3.86       3.58    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 17,377       16,331       16,127       28,668       73,290       75,430    
Ratios to average net assets:  
Net expenses after expense  
reimbursement(5)(6)    % 0.60       0.46       0.92       0.93 **     0.91 **     0.85 **  
Gross expenses prior to expense  
reimbursement(5)    % 1.01       1.08       1.14       0.99       0.74       2.28    
Net investment income after expense  
reimbursement(5)(6)    % 0.75       0.75       0.77       2.26       5.23       5.18    
    Class B  
    Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  July 12,
1999(3) to
June 30,
 
    2004   2004   2003   2002(1)    2001(2)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00     0.00     0.00     0.01 *     0.03 *     0.03 *  
Total from investment operations   $ 0.00     0.00     0.00     0.01       0.03       0.03    
Less distributions from:  
Net investment income   $ 0.00     0.00     0.00     0.01       0.03       0.03    
Total distributions   $ 0.00     0.00     0.00     0.01       0.03       0.03    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(4)      %0.00††       0.00 ††     0.00 ††     1.38       3.34       3.60    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 20,384       19,760       34,548       30,241       32,117       12,035    
Ratios to average net assets:  
Net expenses after expense  
reimbursement(5)(6)    % 1.34       1.21       1.61       1.70 **     1.64 **     1.60 **  
Gross expenses prior to expense  
reimbursement(5)    % 1.77       1.84       1.91       1.75       1.50       3.03    
Net investment income after expense  
reimbursement(5)(6)    % 0.00 ††     0.00 ††     0.01       1.26       4.31       3.96    

 

(1)  Effective May 21, 2001, ING Investments, LLC took over direct management of the Fund.

(2)  The Fund changed its fiscal year end to March 31.

(3)  Commencement of operations.

(4)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(5)  Annualized for periods less than one year.

(6)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Recognition of net investment income by the Fund was affected by the timing of the declaration of dividends by the underlying investment company in which the Fund invested.

**  Does not include expenses of the investment company in which the Fund invested prior to May 2001.

†  Amount is less than $0.01 per share.

††  Amount is less than 0.01% per share.

See Accompanying Notes to Financial Statements.

42




ING MONEY MARKET FUND 
(UNAUDITED) (CONTINUED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

Class C  

 

    Six Months
Ended
September 30,
  Year Ended March 31,   Nine Months
Ended
March 31,
  July 12,
1999(3) to
June 30,
 
    2004   2004   2003   2002(1)    2001(2)    2000  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00     0.00     0.00     0.01 *     0.03 *     0.02 *  
Total from investment operations   $ 0.00     0.00     0.00     0.01       0.03       0.02    
Less distributions from:  
Net investment income   $ 0.00     0.00     0.00     0.01       0.03       0.02    
Total distributions   $ 0.00     0.00     0.00     0.01       0.03       0.02    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(4)    % 0.00 ††     0.00 ††     0.01       1.33       3.34       3.58    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 5,253       5,174       10,664       10,403       27,404       5,431    
Ratios to average net assets:  
Net expenses after expense  
reimbursement(5)(6)    % 1.34       1.21       1.62       1.68 **     1.59 **     1.60 **  
Gross expenses prior to expense  
reimbursement(5)    % 1.77       1.84       1.90       1.71       1.49       3.03    
Net investment income after expense  
reimbursement(5)(6)    % 0.00 ††     0.00 ††     0.01       1.60       4.36       3.96    

 

(1)  Effective May 21, 2001, ING Investments, LLC took over direct management of the Fund.

(2)  The Fund changed its fiscal year end to March 31.

(3)  Commencement of operations.

(4)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(5)  Annualized for periods less than one year.

(6)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Recognition of net investment income by the Fund was affected by the timing of the declaration of dividends by the underlying investment company in which the Fund invested.

**  Does not include expenses of the investment company in which the Fund invested prior to May 2001.

†  Amount is less than $0.01 per share.

††  Amount is less than 0.01% per share.

See Accompanying Notes to Financial Statements.

43




ING LEXINGTON MONEY MARKET TRUST 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Six Months
Ended
September 30,
  Year Ended March 31,   Three
Months
Ended
March 31,
  Year Ended December 31,  
    2004   2004   2003   2002   2001(1)    2000(2)    1999  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Income from investment operations:  
Net investment income   $ 0.00 *     0.00 *     0.01       0.02       0.01       0.05       0.04    
Total from investment operations   $ 0.00 *     0.00 *     0.01       0.02       0.01       0.05       0.04    
Less distributions from:  
Net investment income   $ 0.00 *     0.00 *     0.01       0.02       0.01       0.05       0.04    
Total distributions   $ 0.00 *     0.00 *     0.01       0.02       0.01       0.05       0.04    
Net asset value, end of period   $ 1.00       1.00       1.00       1.00       1.00       1.00       1.00    
Total Return(3)    %   0.27     0.38       0.69       2.11       1.22       5.57       4.34    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 43,005       46,202       50,153       55,222       63,177       62,859       97,850    
Ratios to average net assets:  
Net expenses after expense  
reimbursement(4)(5)    % 0.80       0.82       0.92       0.98       0.92       1.00       1.00    
Gross expenses prior to expense  
reimbursement(4)    % 0.80       0.82       0.92       1.08       0.92       1.08       1.01    
Net investment income after expense  
reimbursement(4)(5)    % 0.53       0.38       0.69       2.15       4.85       5.53       4.26    

 

(1)  The Trust changed its fiscal year end to March 31.

(2)  Effective July 26, 2000 ING Investments, LLC became the Investment Manager of the Trust.

(3)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value and excluding the deduction of sales charges. Total return for less than one year is not annualized.

(4)  The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

(5)  Annualized for periods less than one year.

See Accompanying Notes to Financial Statements.

44



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited)

NOTE 1 - ORGANIZATION

Organization. ING Funds Trust ("Trust") is a Delaware business trust registered as an open-end management investment company. The Trust was organized on July 30, 1998. It consists of eight separately managed series: ING GNMA Income Fund ("GNMA Fund"), ING High Yield Bond Fund ("High Yield Bond Fund"), ING High Yield Opportunity Fund ("High Yield Opportunity Fund"), ING Intermediate Bond Fund ("Intermediate Bond Fund"), ING National Tax-Exempt Bond Fund ("National Tax-Exempt Bond Fund"), ING Classic Money Market Fund ("Classic Money Market Fund"), ING Money Market Fund ("Money Market Fund") and ING Lexington Money Market Trust ("Money Market Trust").

The investment objective of each Fund is described in each Fund's prospectus.

Each Fund offers at least three of the following classes of shares: Class A, Class B, Class C, Class I, Class M, Class O, Class Q and Class R, except for Money Market Trust, which only offers Class A Shares. The separate classes of shares differ principally in the applicable sales charges (if any), transfer agent fees, distribution fees and shareholder servicing fees. Shareholders of each class also bear certain expenses that pertain to that particular class. All shareholders bear the common expenses of the Fund and earn income and realized gains/losses from the portfolio pro rata based on the average daily net assets of each class, without distinction between share classes. No class has preferential dividend rights. Differences in per share dividend rates generally result from the relative weighting of pro rata income and realized gain allocati ons and from differences in separate class expenses, including distribution, and shareholder servicing fees. Class B shares, along with their pro rata reinvested dividend shares, automatically convert to Class A shares approximately eight years after purchase.

ING Investments, LLC ("ING Investments"), serves as the Investment Manager to the Funds. ING Investments has engaged ING Investment Management Co. (formerly, Aeltus Investment Management, Inc., "ING IM"), to serve as the Sub-Adviser to the Funds. ING Funds Distributor, LLC (the "Distributor") is the principal underwriter of the Funds. The Distributor, ING Investments and ING IM are indirect wholly-owned subsidiaries of ING Groep N.V. ("ING Groep"). ING Groep is a global financial institution active in banking, insurance and asset management.

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES

The following significant accounting policies are consistently followed by the Funds in the preparation of their financial statements, and such policies are in conformity with accounting principles generally accepted in the United States of America for investment companies.

A.  Security Valuation. Investments in equity securities traded on a national securities exchange are valued at the last reported sale price. Securities reported by NASDAQ will be valued at the NASDAQ official closing prices. Securities traded on an exchange or NASDAQ for which there has been no sale and securities traded in the over-the-counter-market are valued at the mean between the last reported bid and ask prices. All investments quoted in foreign currencies will be valued daily in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the time such valuation is determined by each Fund's custodian. Debt securities are valued at prices obtained from independent services or from one or more dealers making markets in the securities and may be adjusted based on the Fund's valuation procedures. U.S. Government obligations are valued by using market quotations or independent pricing services that use prices provided by market-makers or estimates of market values obtained from yield data relating to instruments or securities with similar characteristics. Securities for which market quotations are not readily available are valued at their respective fair values as determined in good faith and in accordance with policies set by the Board of Trustees ("Board") of the Funds. Among elements of analysis, the Board has authorized the use of one or more research services to assist with the determination of the fair value of foreign securities. Research services use statistical analyses and quantitative models to help determine fair value as of the time a Fund calculates its net asset value. Investments in securities maturing in 60 days or less are valued at amortize d cost, which, when combined with accrued interest approximates market value.

Classic Money Market Fund, Money Market Fund and Money Market Trust use the amortized cost method to value their portfolios securities. The amortized cost method involves valuing a security at its cost and amortizing any discount or premium over the period until maturity.

45



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

B.  Security Transactions and Revenue Recognition. Securities transactions are accounted for on the trade date. Realized gains and losses are reported on the basis of identified cost of securities sold. Interest income is recorded on an accrual basis. Dividend income is recorded on the ex-dividend date, or for certain foreign securities, when the information becomes available to the funds. Premium amortization and discount accretion are determined by the effective yield method.

C.  Foreign Currency Translation. The books and records of the Funds are maintained in U.S. dollars. Any foreign currency amounts are translated into U.S. dollars on the following basis:

(1)  Market value of investment securities, other assets and liabilities - at the exchange rates prevailing at the end of the day.

(2)  Purchases and sales of investment securities, income and expenses - at the rates of exchange prevailing on the respective dates of such transactions.

Although the net assets and the market values are presented at the foreign exchange rates at the end of the day, the Funds do not isolate the portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities that are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statements of Assets and Liabilities for the estimated tax withholding based on the securities' current market values. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.

Reported net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, the difference between the amounts of dividends, interest, and foreign withholding taxes recorded on the Funds' books, and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in the value of assets and liabilities other than investments in securities at fiscal year end, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and U.S. Government securities. These risks include, but are not limited to revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. Government securities.

D.  Foreign Currency Transactions and Futures Contracts. The High Yield Bond, High Yield Opportunity, Intermediate Bond and National Tax-Exempt Bond Funds may enter into foreign currency exchange transactions to convert to and from different foreign currencies and to and from the U.S. dollar in connection with the planned purchases or sales of securities. The Funds either enter into these transactions on a spot basis at the spot rate prevailing in the foreign currency exchange market or use forward foreign currency contracts to purchase or sell foreign currencies. When the contract is fulfilled or closed, gains or losses are realized. Until then, the gain or loss is includ ed in unrealized appreciation or depreciation. Risks may arise upon entering into forward contracts from the potential inability of counterparties to meet the terms of their forward contracts and from the potential inability of counterparties to meet the terms of their forward contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar.

The High Yield Bond, High Yield Opportunity and Intermediate Bond Funds may enter into futures contracts involving foreign currency, interest rates, securities and securities indices. A futures contract obligates the seller of the contract to deliver and the purchaser of the contract to take delivery of the type of foreign currency, financial instrument or security called for in the contract at a specified future time for a specified price. Upon entering into such a contract, a Fund is required to deposit and maintain as collateral such initial margin as required by the exchange on which the contract is traded. Pursuant to the contract, a Fund agrees to receive from or pay to the broker an amount equal to the daily fluctuations in the value of the contract. Such receipts or payments are known as variation margins and are recorded as unrealized gains or losses by the Fund. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the

46



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

contract at the time it was opened and the value at the time it was closed.

E.  Distributions to Shareholders. The Funds record distributions to their shareholders on the ex-dividend date. National Tax-Exempt Bond Fund, Intermediate Bond Fund, High Yield Opportunity Fund, High Yield Bond Fund, Classic Money Market Fund, Money Market Fund and Money Market Trust declare and become ex-dividend daily and pay dividends monthly. GNMA Fund declares and becomes ex-dividend monthly and pays dividends monthly. The Funds may make distributions on a more frequent basis to comply with the distribution requirements of the Internal Revenue Code. The characteristics of income and gains to be distributed are determined in accordance with income tax regulations, which m ay differ from accounting principles generally accepted in the United States of America for investment companies.

F.  Federal Income Taxes. It is the policy of the Funds to comply with subchapter M of the Internal Revenue Code and related excise tax provisions applicable to regulated investment companies and to distribute substantially all of their net investment income and any net realized capital gains to their shareholders. Therefore, no federal income tax provision is required. No capital gain distributions shall be made until any capital loss carryforwards have been fully utilized or expired.

G.  Use of Estimates. Management of the Funds has made certain estimates and assumptions relating to the reporting of assets, liabilities, income, and expenses to prepare these financial statements in conformity with accounting principles generally accepted in the United States of America for investment companies. Actual results could differ from these estimates.

H.  Repurchase Agreements. Each Fund may invest in repurchase agreements only with government securities dealers recognized by the Board of Governors of the Federal Reserve System. Under such agreements, the seller of the security agrees to repurchase it at a mutually agreed upon time and price. The resale price is in excess of the purchase price and reflects an agreed upon interest rate for the period of time the agreement is outstanding. The period of the repurchase agreements is usually short, from overnight to one week, while the underlying securities generally have longer maturities. Each Fund will receive as collateral securities acceptable to it whose market value is equal to at least 100% of the carrying amount of the repurchase agreements, plus accrued interest, being invested by the Fund. The underlying collateral is valued daily on a mark to market basis to assure that the value, including accrued interest is at least equal to the repurchase price. If the seller defaults, a Fund might incur a loss or delay in the realization of proceeds if the value of the collateral securing the repurchase agreement declines, and it might incur disposition costs in liquidating the collateral.

I.  Securities Lending. Each Fund (except GNMA Fund) has the option to temporarily loan up to 30% of its total assets to brokers, dealers or other financial institutions in exchange for a negotiated lender's fee. The borrower is required to fully collateralize the loans with cash or U.S. Government securities. Generally, in the event of counterparty default, the Fund has the right to use collateral to offset losses incurred. There would be potential loss to the Fund in the event the Fund is delayed or prevented from exercising its right to dispose of the collateral. The Fund bears the risk of loss with respect to the investment of collateral. Engaging in securities lending coul d have a leveraging effect, which may intensify the credit, market and other risks associated with investing in a Fund.

J.  Illiquid and Restricted Securities. GNMA Fund may not invest in illiquid securities. Money Market Trust may not invest more than 5% of its net assets, in illiquid securities, Classic Money Market Fund and Money Market Fund may not invest more than 10% of their net assets in illiquid securities and all other Funds may not invest more than 15% of their net assets in illiquid securities. Illiquid securities are not readily marketable. Disposing of illiquid investments may involve time-consuming negotiation and legal expenses, and it may be difficult or impossible for the Funds to sell them promptly at an acceptable price. Restricted securities are those sold under Rule&nb sp;144A of the Securities Act of 1933 ("1933 Act") or are securities offered pursuant to Section 4(2) of the 1933 Act, and are subject to legal or contractual restrictions on resale and may not be publicly sold without registration under the 1933 Act. Certain restricted securities may be considered liquid pursuant to procedures adopted by the Board or may be deemed illiquid because they may not be readily marketable. Illiquid and restricted securities are valued using market

47



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

quotations when readily available. In the absence of market quotations, the securities are valued based upon their fair value determined under procedures approved by the Board.

K.  Delayed Delivery Transaction. The Funds may purchase or sell securities on a when-issued or forward commitment basis. The price of the underlying securities and date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The market value of such is identified in the Funds' Portfolio of Investments. Losses may arise due to changes in the market value of the securities or from the inability of counterparties to meet the terms of the contract. In connection with such purchases, the Funds are required to hold liquid assets as collateral with the Funds' custodian sufficient to cover the purchase price.

L.  Mortgage Dollar Roll Transactions. Each Fund (except National Tax-Exempt Bond Fund and Money Market Trust) may engage in dollar roll transactions with respect to mortgage-backed securities issued by Government National Mortgage Association, Federal National Mortgage Association and Federal Home Loan Mortgage Corp. In a dollar roll transaction, a Fund sells a mortgage-backed security to a financial institution, such as a bank or broker/dealer, and simultaneously agrees to repurchase a substantially similar (i.e., same type, coupon, and maturity) security from the institution on a delayed delivery basis at an agreed upon price. The mortgage-backed securities th at are repurchased will bear the same interest rate as those sold, but generally will be collateralized by different pools of mortgages with different prepayment histories. The Funds account for dollar roll transactions as purchases and sales.

M.  Options Contracts. The High Yield Bond, High Yield Opportunity and Intermediate Bond Funds may purchase put and call options and may write (sell) put options and covered call options. The Funds may engage in option transactions as a hedge against adverse movements in the value of portfolio holdings or to increase market exposure. Option contracts are valued daily and unrealized gains or losses are recorded based upon the last sales price on the principal exchange on which the options are traded. The Funds will realize a gain or loss upon the expiration or closing of the option contract. When an option is exercised, the proceeds on sales of the underlying security for a written call option, the purchase cost of the security for a written put option, or the cost of the security for a purchased put or call option is adjusted by the amount of premium received or paid. Realized and unrealized gains or losses on option contracts are reflected in the accompanying financial statements. The risk in writing a call option is that the Funds give up the opportunity for profit if the market price of the security increases and the option is exercised. The risk in writing a put option is that the Funds may incur a loss if the market price of the security decreases and the option is exercised. The risk in buying an option is that the Funds pay a premium whether or not the option is exercised. Risks may also arise from an illiquid secondary market or from the inability of counterparties to meet the terms of the contract.

N.  Construction Loan Securities (GNMA Fund). The GNMA Fund may purchase construction loan securities, which are issued to finance building costs. The funds are disbursed as needed or in accordance with a prearranged plan. The securities provide for the timely payment to the registered holder of interest at the specified rate plus scheduled installments of principal. Upon completion of the construction phase, the construction loan securities are terminated and project loan securities are issued. It is the Fund's policy to record these GNMA certificates on trade date, and to segregate assets to cover its commitments on trade date as well.

NOTE 3 - INVESTMENT TRANSACTIONS

For the six months ended September 30, 2004, the cost of purchases and proceeds from the sales of securities, excluding short-term securities, were as follows:

    Purchases   Sales  
High Yield Bond Fund   $ 33,477,955     $ 34,212,179    
High Yield Opportunity Fund     110,392,072       137,840,490    
Intermediate Bond Fund     210,133,746       202,261,265    
National Tax-Exempt Bond Fund     2,199,730       2,389,290    

 

U.S. Government securities not included above were as follows:

    Purchases   Sales  
GNMA Fund   $ 141,024,305     $ 178,294,693    
Intermediate Bond Fund     1,117,520,786       941,915,787    

 

48



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 4 - INVESTMENT MANAGEMENT AND ADMINISTRATIVE FEES

All Funds in this report have an Investment Management Agreement with ING Investments, LLC (the "Investment Manager"). The Investment Management Agreements compensate the Investment Manager with a fee, computed daily and payable monthly, based on the average daily net assets of each Fund, at the following annual rates:

For GNMA Fund - 0.60% of the first $150 million, 0.50% of the next $250 million, 0.45% of the next $400 million and 0.40% in excess of $800 million; for National Tax-Exempt Bond - 0.50%; for High Yield Opportunity Fund - 0.60%; for High Yield Bond Fund - 0.65% of the first $250 million, 0.60% of the next $250 million and 0.55% in excess of $500 million; for Classic Money Market Fund - 0.25%; for Money Market Fund - 0.35%; for Money Market Trust - 0.50% of the first $500 million and 0.45% in excess of $500 million; for Intermediate Bond - 0.50% of the first $500 million, 0.45% of the next $500 million, 0.425% of the next $1 billion and 0.40% in excess of $2 billion.

The Investment Manager has entered into a Sub-Advisory Agreement with ING IM. Subject to such policies as the Board or the Investment Manager may determine, ING IM manages the Funds' assets in accordance with the Funds' investment objectives, policies, and limitations.

ING Funds Services, LLC ("IFS"), a wholly-owned subsidiary of ING Groep, acts as administrator and provides certain administrative and shareholder services necessary for Fund operations and is responsible for the supervision of other service providers. For its services, IFS is entitled to receive from the GNMA Fund, High Yield Bond Fund, High Yield Opportunity Fund, Intermediate Bond Fund, National Tax-Exempt Bond Fund, Money Market Fund and Money Market Trust a fee at an annual rate of 0.10% of its average daily net assets.

NOTE 5 - DISTRIBUTION AND SERVICE FEES

Each share class of the Funds (except as noted below) has adopted a Distribution Plan pursuant to Rule 12b-1 under the 1940 Act (the "12b-1 Plans"), whereby the Distributor is reimbursed or compensated (depending on the class of shares) by the Funds for expenses incurred in the distribution of each Fund's shares ("Distribution Fees"). Pursuant to the 12b-1 Plans, the Distributor is entitled to payment each month for actual expenses incurred in the distribution and promotion of each Fund's shares, including expenses incurred in printing prospectuses and reports used for sales purposes, expenses incurred in preparing and printing sales literature and other such distribution related expenses, including any distribution or shareholder servicing fees ("Service Fees") paid to securities deale rs who have executed a distribution agreement with the Distributor. Under the 12b-1 Plans, each class of shares of the Fund pays the Distributor a Distribution and/or Service Fee based on average daily net assets at the following annual rates:

    Class A   Class B   Class C   Class M   Class O   Class Q   Class R  
GNMA Fund     0.25 %     1.00 %     1.00 %     0.75 %   N/A     0.25 %   N/A  
High Yield
Bond Fund
    0.35 %     1.00 %     1.00 %   N/A   N/A   N/A   N/A  
High Yield
Opportunity
Fund
    0.35 %     1.00 %     1.00 %     0.75 %   N/A     0.25 %   N/A  
Intermediate
Bond Fund
    0.35 %     1.00 %     1.00 %   N/A     0.25 %   N/A     0.50 %  
National
Tax-Exempt
Bond Fund
    0.35 %     1.00 %     1.00 %   N/A   N/A   N/A   N/A  
Classic Money
Market
Fund
    0.75 %     1.00 %     1.00 %   N/A   N/A   N/A   N/A  
Money Market
Fund
    0.25 %     1.00 %     1.00 %   N/A   N/A   N/A   N/A  

 

During the six months ended September 30, 2004, the Distributor waived 0.10% of the Class A Distribution fee for High Yield Bond Fund, Intermediate Bond and National Tax-Exempt Bond Fund.

During the six months ended September 30, 2004, the Distributor voluntarily waived Distribution and Service Fees of $748,818, $1,085 and $801 for the Classic Money Market Fund for Class A, Class B and Class C, respectively.

The Distributor also receives the proceeds of initial sales charge paid by shareholders upon the purchase of Class A and Class M shares, and the contingent deferred sales charge paid by shareholders upon certain redemptions for Class A, Class B, and Class C shares. For the six months ended September 30, 2004, the Distributor retained the following amounts in sales charges:

    Class A
Shares
  Class B
Shares
  Class C
Shares
  Class M
Shares
 
Initial Sales Charges   $ 42,041     N/A     N/A     $ 10    
Contingent Deferred Sales
Charges
    31,612     N/A   $ 21,091       N/A    

 

49



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 6 - OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES

At September 30, 2004, the Funds had the following amounts recorded in payable to affiliates on the accompanying Statements of Assets and Liabilities (see Notes 4 and 5):

    Accrued
Investment
Management
Fees
  Accrued
Administrative
Fees
  Accrued
Shareholder
Services and
Distribution
Fees
  Total  
GNMA Fund   $ 296,513     $ 59,496     $ 248,224     $ 604,233    
High Yield Bond Fund     59,949       5,926       36,279       102,154    
High Yield
Opportunity Fund
    156,962       19,492       181,712       358,166    
Intermediate Bond Fund     241,182       47,958       197,623       486,763    
National Tax-Exempt
Bond Fund
    24,467       2,333       8,644       35,444    
Classic Money Market
Fund
    89,751       -       138,226       227,977    
Money Market Fund     12,379       3,537       24,495       40,411    
Money Market Trust     55,843       3,547       -       59,390    

 

At September 30, 2004, ING Life Insurance and Annuity Co., a wholly-owned indirect subsidiary of ING Groep N.V., held 7.44%, 36.38%, 17.30% and 73.29% of the shares outstanding of GNMA Fund, High Yield Bond Fund, Intermediate Bond Fund and National Tax-Exempt Bond Fund, respectively. Control is defined by the Investment Company Act of 1940 ("1940 Act") as the beneficial ownership, either directly or through one or more controlled companies, of more than 25% of the voting securities of a company. The 1940 Act defines affiliates as companies that are under common control. Therefore, because High Yield Bond and National Tax-Exempt Bond have a common owner that owns over 25% of the outstanding securities of each of them, the two Funds may be deemed to be affiliates of each other.

Each Fund has adopted a Retirement Policy covering all independent trustees of the Fund who will have served as an independent trustee for at least five years at the time of retirement. Benefits under this plan are based on an annual rate as defined in the plan agreement.

NOTE 7 - EXPENSE LIMITATIONS

For the following Funds, pursuant to written Expense Limitation Agreements, the Investment Manager has agreed to limit expenses, excluding interest, taxes, brokerage and extraordinary expenses to the following annual expenses to average daily net assets ratios:

    Class A   Class B   Class C   Class I   Class M   Class O   Class Q   Class R  
GNMA
Fund
    1.29 %     2.04 %     2.04 %     1.04 %     1.79 %   N/A     1.29 %   N/A  
High Yield
Bond
Fund
    1.20 %     1.95 %     1.95 %   N/A   N/A   N/A   N/A   N/A  
High Yield
Opportunity
Fund
    1.30 %     1.95 %     1.95 %   N/A     1.70 %   N/A   N/A   N/A  
Intermediate
Bond
Fund(1) 
    1.00 %     1.75 %     1.75 %     0.75 %   N/A     1.00 %   N/A     1.25 %  
National
Tax-
Exempt
Bond
Fund
    1.15 %     1.90 %     1.90 %   N/A   N/A   N/A   N/A   N/A  
Classic
Money
Market
Fund
    0.77 %     1.41 %     1.41 %   N/A   N/A   N/A   N/A   N/A  
Money
Market
Fund
    1.50 %     2.25 %     2.25 %   N/A   N/A   N/A   N/A   N/A  
Money
Market
Trust
    1.00 %     N/A       N/A     N/A   N/A   N/A   N/A   N/A  

 

(1) Prior to February 1, 2004, the expense limitation rates for Class A, Class B, Class C, Class I and Class O were 1.15%, 1.90%, 1.90%, 0.90%, 1.40% and 1.15% respectively.

The Investment Manager may at a later date recoup from a Fund for management fees waived and other expenses assumed by the Investment Manager during the previous 36 months, but only if, after such recoupment, the Fund's expense ratio does not exceed the percentage described above. Waived and reimbursed fees net of any recoupment by the Investment Manager of such waived and reimbursed fees are reflected on the accompanying Statements of Operations for each Fund. Amounts payable by the Investment Manager are reflected on the accompanying Statements of Assets and Liabilities for each Fund.

During the six months ended September 30, 2004, the Investment Manager voluntarily reimbursed Class A, Class B and Class C of the Money Market Fund $37,032, $44,615 and $11,840, respectively. These voluntary reimbursements were in addition to any contractual obligations under the Expense Limitation Agreement.

As of September 30, 2004, the amounts of reimbursed fees that are subject to possible recoupment by the Investment Manager, and the related expiration dates are as follows:

    September 30,      
    2005   2006   2007   Total  
High Yield Bond Fund   $ 134,098     $ -     $ -     $ 134,098    
High Yield
Opportunity Fund
    1,169,540       544,983       -       1,714,523    
Intermediate Bond Fund     -       -       31,024       31,024    
National Tax-Exempt
Bond Fund
    49,422       4,294       -       53,716    
Classic Money
Market Fund
    682,854       215,345       -       898,199    
Money Market Fund     54,749       448,918       221,103       724,770    

 

50



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 7 - EXPENSE LIMITATIONS (continued)

The Expense Limitation Agreements are contractual and shall renew automatically for one-year terms unless ING Investments provides written notice of the termination of the Expense Limitation Agreement within 90 days of the end of the then current term.

NOTE 8 - LINE OF CREDIT

All of the Funds included in this report with the exception of GNMA Fund, in addition to certain other funds managed by the Investment Manager, have entered into an unsecured committed revolving line of credit agreement (the "Credit Agreement") with The Bank of New York for an aggregate amount of $125,000,000. The proceeds may be used only to: (1) temporarily finance the purchase and sale of securities; (2) finance the redemption of shares of an investor in the Funds; and (3) enable the Funds to meet other emergency expenses as defined in the Credit Agreement. The Funds to which the line of credit is available pay a commitment fee equal to 0.09% per annum on the daily unused portion of the committed line amount payable quarterly in arrears.

During the six months ended September 30, 2004 the High Yield Opportunity Fund utilized the line of credit for 20 days with an approximate average daily balance of $939,500 and an approximate weighted average interest rate of 1.96%.

NOTE 9 - CAPITAL SHARES

Transactions in capital shares and dollars were as follows:

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
GNMA Income Fund (Number of Shares)      
Shares sold     6,428,008       25,619,769       627,523       3,701,108       431,088       3,267,282    
Dividends reinvested     1,490,911       2,892,954       201,633       412,142       89,972       221,048    
Shares redeemed     (11,123,868 )     (36,101,757 )     (2,661,900 )     (6,217,595 )     (2,019,363 )     (5,888,039 )  
Net decrease in shares outstanding     (3,204,949 )     (7,589,034 )     (1,832,744 )     (2,104,345 )     (1,498,303 )     (2,399,709 )  
GNMA Income Fund ($)      
Shares sold   $ 55,725,223     $ 220,712,735     $ 5,423,696     $ 32,777,068     $ 3,726,186     $ 29,016,572    
Dividends reinvested     12,933,167       25,548,426       1,742,794       3,633,981       778,431       1,940,307    
Shares redeemed     (96,250,971 )     (313,803,016 )     (22,933,093 )     (54,830,946 )     (17,429,252 )     (51,944,184 )  
Net decrease   $ (27,592,581 )   $ (67,541,855 )   $ (15,766,603 )   $ (18,419,897 )   $ (12,924,635 )   $ (20,987,305 )  
    Class I Shares   Class M Shares   Class Q Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
GNMA Income Fund (Number of Shares)      
Shares sold     231,830       608,292       -       3,037       -       -    
Dividends reinvested     29,046       47,173       484       2,172       296       610    
Shares redeemed     (158,262 )     (444,235 )     (11,099 )     (93,627 )     (3,468 )     (5,994 )  
Net increase (decrease) in shares outstanding     102,614       211,230       (10,615 )     (88,418 )     (3,172 )     (5,384 )  
GNMA Income Fund ($)      
Shares sold   $ 2,013,527     $ 5,431,127     $ -     $ 27,195     $ -     $ -    
Dividends reinvested     252,171       416,747       4,208       19,277       2,570       5,396    
Shares redeemed     (1,372,421 )     (3,934,648 )     (96,145 )     (831,602 )     (29,827 )     (52,619 )  
Net increase (decrease)   $ 893,277     $ 1,913,226     $ (91,937 )   $ (785,130 )   $ (27,257 )   $ (47,223 )  

 

51



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 9 - CAPITAL SHARES (continued)

    Class T Shares  
    Year
Ended
March 31,
2004(1) 
 
GNMA Income Fund (Number of Shares)      
Dividends reinvested     7,490    
Shares redeemed     (1,070,267 )  
Net decrease in shares outstanding     (1,062,777 )  
GNMA Income Fund ($)      
Dividends reinvested   $ 67,044    
Shares redeemed     (8,942,484 )  
Net decrease   $ (8,875,440 )  

 

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
High Yield Bond Fund (Number of Shares)  
Shares sold     930,942       3,014,354       327,109       1,477,608       251,678       913,884    
Dividends reinvested     33,539       129,183       19,957       53,496       14,684       28,230    
Shares redeemed     (1,086,646 )     (3,423,033 )     (396,679 )     (817,189 )     (225,925 )     (365,555 )  
Net increase (decrease) in shares outstanding     (122,165 )     (279,496 )     (49,613 )     713,915       40,437       576,559    
High Yield Bond Fund ($)  
Shares sold   $ 8,156,118     $ 25,756,838     $ 2,861,324     $ 12,764,015     $ 2,209,089     $ 7,905,003    
Dividends reinvested     291,957       1,110,915       173,136       464,713       127,681       245,987    
Shares redeemed     (9,513,942 )     (29,267,363 )     (3,434,229 )     (7,104,046 )     (1,958,968 )     (3,157,798 )  
Net increase (decrease)   $ (1,065,867 )   $ (2,399,610 )   $ (399,769 )   $ 6,124,682     $ 377,802     $ 4,993,192    
    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
High Yield Opportunity Fund (Number of Shares)  
Shares sold     2,452,039       14,744,281       157,980       2,176,865       76,532       1,026,957    
Dividends reinvested     125,379       438,411       178,629       631,217       23,024       90,317    
Shares redeemed     (2,390,527 )     (19,073,909 )     (4,754,107 )     (8,548,854 )     (544,078 )     (2,071,835 )  
Net increase (decrease) in shares outstanding     186,891       (3,891,217 )     (4,417,498 )     (5,740,772 )     (444,522 )     (954,561 )  
High Yield Opportunity Fund ($)  
Shares sold   $ 17,372,736     $ 100,648,682     $ 1,118,112     $ 15,182,882     $ 543,528     $ 7,068,956    
Dividends reinvested     879,841       3,043,945       1,260,355       4,403,736       162,302       629,027    
Shares redeemed     (16,763,907 )     (131,654,284 )     (33,634,970 )     (60,143,344 )     (3,834,510 )     (14,398,323 )  
Net increase (decrease)   $ 1,488,670     $ (27,961,657 )   $ (31,256,503 )   $ (40,556,726 )   $ (3,128,680 )   $ (6,700,340 )  
    Class M Shares   Class Q Shares   Class T Shares      
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Year
Ended
March 31,
2004(1) 
     
High Yield Opportunity Fund (Number of Shares)  
Shares sold     792       779       -       41,144       -            
Dividends reinvested     3,767       13,615       357       5,660       8,554            
Shares redeemed     (69,808 )     (100,308 )     (24,245 )     (159,316 )     (751,809 )          
Net decrease in shares outstanding     (65,249 )     (85,914 )     (23,888 )     (112,512 )     (743,255 )          
High Yield Opportunity Fund ($)  
Shares sold   $ 5,467     $ 5,361     $ -     $ 282,294     $ -            
Dividends reinvested     26,396       94,295       2,498       38,994       58,485            
Shares redeemed     (490,654 )     (700,303 )     (171,141 )     (1,081,123 )     (5,126,482 )          
Net decrease   $ (458,791 )   $ (600,647 )   $ (168,643 )   $ (759,835 )   $ (5,067,997 )          

 

(1) Effective June 2, 2003, Class "T" shares converted into the corresponding Class "A" shares within this Fund. Class "T" shares are no longer offered.

52



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 9 - CAPITAL SHARES (continued)

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Intermediate Bond Fund (Number of Shares)  
Shares sold     9,573,820       23,789,274       653,290       2,574,476       1,033,528       4,087,450    
Shares issued in merger     7,719,739       -       279,541       -       177,974       -    
Dividends reinvested     537,508       601,543       86,249       143,583       76,355       119,937    
Shares redeemed     (4,912,055 )     (13,118,758 )     (945,539 )     (2,250,151 )     (1,392,354 )     (2,567,915 )  
Net increase (decrease) in shares outstanding     12,919,012       11,272,059       73,541       467,908       (104,497 )     1,639,472    
Intermediate Bond Fund ($)  
Shares sold   $ 97,025,370     $ 249,408,518     $ 6,775,541     $ 27,153,069     $ 10,749,595     $ 43,266,790    
Shares issued in merger     81,024,830       -       2,925,680       -       1,860,336       -    
Dividends reinvested     5,581,978       6,335,065       893,743       1,509,025       791,966       1,260,697    
Shares redeemed     (50,912,547 )     (136,162,176 )     (9,790,894 )     (23,726,034 )     (14,433,697 )     (27,040,140 )  
Net increase (decrease)   $ 132,719,631     $ 119,581,407     $ 804,070     $ 4,936,060     $ (1,031,800 )   $ 17,487,347    

 

    Class I Shares   Class O Shares   Class R Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  August 16,
2004(1) to
September 30,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Intermediate Bond Fund (Number of Shares)      
Shares sold     250,507       476,004       386,814       13,129       48    
Shares issued in merger     2,441,606       -       2,497,900       -       -    
Dividends reinvested     39,239       65,475       3,181       -       -    
Shares redeemed     (340,976 )     (609,124 )     (252,726 )     (269 )     (1 )  
Net increase (decrease) in shares outstanding     2,390,376       (67,645 )     2,635,169       12,860       47    
Intermediate Bond Fund ($)      
Shares sold   $ 1,748,376     $ 4,968,831     $ 4,651,212     $ 138,405     $ 514    
Shares issued in merger     25,636,140       -       26,211,427       -       -    
Dividends reinvested     407,702       690,213       33,270       -       -    
Shares redeemed     (3,548,890 )     (6,360,799 )     (2,636,359 )     (2,820 )     (10 )  
Net increase (decrease)   $ 24,243,328     $ (701,755 )   $ 28,259,550     $ 135,585     $ 504    

 

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
National Tax-Exempt Bond Fund
(Number of Shares)
     
Shares sold     16,310       456,328       49,930       57,806       85,874       28,257    
Dividends reinvested     2,635       25,856       1,331       5,368       838       3,304    
Shares redeemed     (23,551 )     (423,168 )     (31,391 )     (74,750 )     (24,442 )     (27,023 )  
Net increase (decrease) in shares outstanding     (4,606 )     59,016       19,870       (11,576 )     62,270       4,538    
National Tax-Exempt Bond Fund ($)      
Shares sold   $ 171,543     $ 4,960,064     $ 525,676     $ 629,452     $ 904,727     $ 310,681    
Dividends reinvested     27,837       280,211       14,014       57,744       8,859       35,588    
Shares redeemed     (249,124 )     (4,618,660 )     (329,980 )     (807,779 )     (257,861 )     (290,031 )  
Net increase (decrease)   $ (49,744 )   $ 621,615     $ 209,710     $ (120,583 )   $ 655,725     $ 56,238    

 

(1) Commencement of operations.

53



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 9 - CAPITAL SHARES (continued)

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Classic Money Market Fund (Number of Shares)      
Shares sold     168,435,405       420,747,212       22,516       157,965       41,172       62,057    
Dividends reinvested     1,040,612       1,881,730       772       1,415       574       776    
Shares redeemed     (141,487,503 )     (482,594,852 )     (143,186 )     (500,061 )     (71,521 )     (41,138 )  
Net increase (decrease) in shares outstanding     27,988,514       (59,965,910 )     (119,898 )     (340,681 )     (29,775 )     21,695    
Classic Money Market Fund ($)      
Shares sold   $ 168,435,405     $ 419,497,760     $ 22,516     $ 157,965     $ 41,172     $ 62,057    
Dividends reinvested     1,040,612       1,881,743       772       1,415       574       776    
Shares redeemed     (141,487,503 )     (481,346,654 )     (143,186 )     (500,062 )     (71,521 )     (41,138 )  
Net increase (decrease)   $ 27,988,514     $ (59,967,151 )   $ (119,898 )   $ (340,682 )   $ (29,775 )   $ 21,695    
    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Money Market Fund (Number of Shares)      
Shares sold     13,705,047       6,884,008       8,814,357       36,486,332       3,560,211       19,788,430    
Dividends reinvested     61,762       120,683       -       47       -       2    
Shares redeemed     (12,716,735 )     (6,797,296 )     (8,185,761 )     (51,274,207 )     (3,480,559 )     (25,277,969 )  
Net increase (decrease) in shares outstanding     1,050,074       207,395       628,596       (14,787,828 )     79,652       (5,489,537 )  
Money Market Fund ($)      
Shares sold   $ 13,705,047     $ 6,884,017     $ 8,814,357     $ 36,486,351     $ 3,560,212     $ 19,788,460    
Dividends reinvested     61,762       120,683       -       47       -       2    
Shares redeemed     (12,716,740 )     (6,797,671 )     (8,185,761 )     (51,274,207 )     (3,480,559 )     (25,278,020 )  
Net increase (decrease)   $ 1,050,069     $ 207,029     $ 628,596     $ (14,787,809 )   $ 79,653     $ (5,489,558 )  

 

    Class A Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Money Market Trust (Number of Shares)  
Shares sold     6,891,506       18,239,103    
Dividends reinvested     84,091       173,405    
Shares redeemed     (10,163,832 )     (22,362,541 )  
Net decrease in shares outstanding     (3,188,235 )     (3,950,033 )  
Money Market Trust ($)  
Shares sold   $ 6,891,506     $ 18,239,101    
Dividends reinvested     84,090       173,405    
Shares redeemed     (10,163,842 )     (22,362,541 )  
Net decrease   $ (3,188,246 )   $ (3,950,035 )  

 

54



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 10 - CREDIT RISK AND DEFAULTED SECURITIES

Although each Fund has a diversified portfolio, High Yield Opportunity Fund and High Yield Bond Fund invest substantially in lower rated and comparable quality unrated high yield securities. Investments in high yield securities are accompanied by a greater degree of credit risk and such lower rated securities tend to be more sensitive to economic conditions than higher rated securities. The risk of loss due to default by the issuer may be significantly greater for the holders of high yielding securities, because such securities are generally unsecured and are often subordinated to other creditors of the issuer.

Funds that held defaulted securities at September 30, 2004 were as follows:

Fund   Security   Market Value  
High Yield
Opportunity
Fund
  Adelphia Business Solutions   $ 6    
    ICG Services, Inc.     4    
    Intl. Utility Structures, Inc.     2    
    Source Media, Inc.     1    
    WinStar Communications, Inc.     625    
        $ 638    

 

For financial reporting purposes, it is each Fund's accounting practice to discontinue the accrual of income and to provide an estimate for probable losses due to unpaid interest income on defaulted bonds for the current reporting period.

NOTE 11 - FEDERAL INCOME TAXES

The amount of distributions from net investment income and net realized capital gains are determined in accordance with federal income tax regulations, which may differ from accounting principles generally accepted in the United States of America for investment companies. These book/tax differences may be either temporary or permanent. Permanent differences are reclassified within the capital accounts based on their federal tax-basis treatment; temporary differences are not reclassified. Key differences include the treatment of short-term capital gains, foreign currency transactions, and wash sale deferrals.

Distributions in excess of net investment income and/or net realized capital gains for tax purposes are reported as distributions of paid-in capital.

For tax purposes, the Funds may designate as net investment income dividends or capital gain distributions the earnings and profits distributed to shareholders on the redemption of fund shares during the year.

Dividends paid by the Funds from net investment income and distribution of net realized short-term capital gains are, for federal income tax purposes, taxable as ordinary income to shareholders.

The tax composition of dividends and distributions to shareholders for the six months ended September 30, 2004 and the year ended March 31, 2004 were as follows:

Six Months Ended
September 30, 2004
  Ordinary
Income
  Long-Term
Capital Gains
  Short-Term
Capital
Gains
 
GNMA Income Fund   $ 19,232,900     $ -     $ -    
High Yield Bond Fund     2,076,911       -       -    
High Yield
Opportunity Fund
    6,118,362       -       -    
Intermediate Bond Fund     6,833,159       372,253       5,177,702    
National Tax-Exempt
Bond Fund
    421,816       -       -    
Classic Money Market Fund     1,218,619       -       -    
Money Market Fund     67,181       -       -    
Money Market Trust     117,926       -       -    

 

Year Ended
March 31, 2004
  Ordinary
Income
  Tax-Exempt
Income
  Long-Term
Capital
Gains
  Dividends
Paid
Deduction
on
Redemptions
  Return
of
Capital
 
GNMA Fund   $ 39,406,147     $ -     $ -     $ -     $ -    
High Yield
Bond Fund
    4,595,062       -       -       -       -    
High Yield
Opportunity
Fund
    19,716,315       -       -       -       1,238,403    
Intermediate
Bond
Fund
    14,424,000       -       -       432,360       -    
National
Tax-Exempt
Bond Fund
    62,260       870,059       474,890       -       -    
Classic
Money Market
Fund
    1,908,765       -       -       -       -    
Money Market
Fund
    133,068       -       -       42,157       -    
Money Market
Trust
    179,988       -       -       -       -    

 

55



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 11 - FEDERAL INCOME TAXES (continued)

The tax-basis components of distributable earnings and the expiration dates of the capital loss carryforwards which may be used to offset future realized capital gains for federal income tax purposes as of March 31, 2004 were as follows:

    Undistributed
Ordinary Income
  Undistributed
Tax-Exempt Income
  Undistributed
Long-Term
Capital Gains
  Unrealized
Appreciation/
(Depreciation)
  Post-October
Losses
Deferred
  Capital
Loss
Carryforwards
  Expiration
Dates
 
GNMA Fund   $ 3,906,376     $ -     $ -     $ 34,571,547     $ (1,394,075 )   $ (4,473,153 )     2006    
                                              (1,688,098 )     2007    
                                              (2,870,184 )     2008    
                                              (527,639 )     2010    
                                              (1,009,937 )     2012    
                                            $ (10,569,011 )          
High Yield
Bond Fund
  $ 209,732     $ -     $ -     $ 3,523,101     $ -     $ (3,445,507 )     2010    
                                              (3,079,896 )     2011    
                                            $ (6,525,403          
High Yield
Opportunity Fund
  $ -     $ -     $ -     $ (14,323,521 )   $ -     $ (23,109,629 )     2006    
                                              (47,276,599 )     2007    
                                              (27,206,911 )     2008    
                                              (78,500,574 )     2009    
                                              (115,139,658 )     2010    
                                              (79,792,137 )     2011    
                                              (67,125,769 )     2012    
                                            $ (438,151,277 )          
Intermediate
Bond Fund
  $ 5,501,924     $ -     $ 370,548     $ 5,369,966     $ -     $ -       -    
National Tax-Exempt
Bond Fund
  $ -     $ 57,926     $ 160,554     $ 1,675,277     $ -     $ -       -    
Classic Money
Market Fund
  $ 227     $ -     $ -     $ -     $ -     $ (35,311 )     2011    
                                              (51 )     2012    
                                            $ (35,362          
Money Market Fund   $ 34,888     $ -     $ -     $ -     $ -     $ (1,279 )     2011    
                                              (451 )     2012    
                                            $ (1,730 )          
Money Market Trust   $ 466     $ -     $ -     $ -     $ -     $ (164 )     2011    
                                              (436 )     2012    
                                            $ (600 )          

 

NOTE 12 - REORGANIZATIONS

On August 16, 2004, ING Intermediate Bond Fund as listed below ("Acquiring Fund"), acquired the assets and certain liabilities of the ING Bond Fund, also listed below ("Acquired Fund"), in a tax-free reorganization in exchange for shares of the Acquiring Fund, pursuant to a plan of reorganization approved by the Acquired Fund's shareholders. The number and value of shares issued by the Acquiring Fund are presented in Note 9 - Capital Shares. Net assets and unrealized appreciation as of the reorganization dates were as follows:

 
Acquiring
Fund
 
Acquired
Fund
 
Total Net Assets of
Acquired Fund (000)
 
Total Net Assets of
Acquiring Fund (000)
  Acquired Fund
Unrealized
Appreciation (000)
 
Conversion
Ratio
 
ING Intermediate
Bond Fund
  ING Bond Fund   $ 137,658     $ 448,460     $ 1,594       1.01    

 

The net assets of the ING Intermediate Bond Fund after the acquisition were approximately $586,118,000.

On June 3, 2004, the Board approved a proposal to reorganize the High Yield Opportunity Fund, the "Disappearing Fund", into the High Yield Bond Fund (the "Reorganization"). The proposed Reorganization is subject to approval by shareholders of the Disappearing Funds. If shareholder approval is obtained, it is expected that the Reorganization would take place during the third quarter of 2004.

56



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 12 - REORGANIZATIONS (continued)

On September 2, 2004, the Board approved a proposal to reorganize the Money Market Fund and Money Market Trust, the "Disappearing Funds", into the Classic Money Market Fund (the "Reorganization"). The proposed Reorganization is subject to approval by shareholders of the Disappearing Funds. If shareholder approval is obtained, it is expected that the Reorganization would take place during the first quarter of 2005.

NOTE 13 - ILLIQUID SECURITIES

Pursuant to guidelines adopted by the Funds' Board of Trustees, the following securities have been deemed to be illiquid. The Funds currently limit investment in illiquid securities to 15% (10% for Classic Money Market Fund and Money Market Fund and 5% for Money Market Trust) of the Fund's net assets, at market value, at time of purchase.

Fund   Security   Principal
Amount/
Shares
  Initial
Acquisition
Date
  Cost   Value   Percent
of Net
Assets
 
High Yield
Bond Fund
  GT Group Telecom, Inc.     500     3/19/03   $ -     $ -       0.00 %  
    O Sullivan Industries, Inc.     373     3/19/03     -       -       0.00 %  
    O Sullivan Industries, Inc.     1,000     3/19/03     -       -       0.00 %  
                    $ -     $ -       0.00 %  
High Yield
Opportunity
Fund
  Adelphia Business Solutions     61,806     7/20/00   $ -     $ 6       0.00 %  
    Comforce Corp.     92,950     12/23/98     -       930       0.00 %  
    Dayton Superior Corp.     3,100     8/10/00     -       31       0.00 %  
    ICG Communications, Inc.     6,600     8/3/95     -       1       0.00 %  
    ICG Services, Inc., 0.000%, due 02/15/08     3,600,000     3/6/00     3,200,065       4       0.00 %  
    Intl. Utility Structures, Inc., 0.000%, due 02/01/08     2,456,000     8/1/01     1,154,358       2       0.00 %  
    Intl. Wireless Communications Holdings, Inc.     483,445     8/9/96     8,404,221       48       0.00 %  
    Jordan Telecommunications     2,350     1/31/00     -       65,511       0.02 %  
    North Atlantic Trading Co.     17,906     3/23/04     210,182       18       0.00 %  
    Russell-Stanley Holdings, Inc.     100,000     11/28/00     346,704       10       0.00 %  
    Source Media, Inc., 0.000%, due 11/01/04     623,056     7/25/03     -       1       0.00 %  
    WinStar Communications, Inc., 0.000%, due 04/15/10     6,250,000     1/12/01     4,337,809       625       0.00 %  
                    $ 25,920,788     $ 184,585       0.06 %  
Intermediate
Bond Fund
  Apine III, 2.261%, due 08/16/14     434,000     8/04/04   $ 434,000     $ 434,000       0.07 %  
    Apine III, 2.661%, due 08/16/15     434,000     8/04/04     434,000       434,000       0.07 %  
    Apine III, 4.461%, due 08/16/16     276,000     8/04/04     276,000       276,000       0.05 %  
    Apine III, 7.711%, due 08/16/17     669,000     8/16/04     669,000       669,000       0.11 %  
                    $ 1,813,000     $ 1,813,000       0.30 %  
Classic
Money
Market
Fund
  Goldman Sachs Group, Inc., 1.280%, due 10/27/04     4,100,000     1/28/04   $ 4,100,000     $ 4,100,000       0.96 %  
    Money Market Trust Series A, 1.835%, due 10/07/05     9,200,000     3/12/03     9,200,000       9,200,000       2.15 %  
    Newcastle CDO I Ltd., 1.870%, due 09/24/38     4,500,000     10/23/03     4,500,000       4,500,000       1.05 %  
                    $ 17,800,000     $ 17,800,000       4.16 %  
Money
Market Fund
  Goldman Sachs Group, Inc., 1.280%, due 10/27/04     600,000     1/28/04   $ 300,000     $ 300,000       0.70 %  
    Money Market Trust Series A, 1.835%, due 10/07/05     1,300,000     9/24/03     1,300,000       1,300,000       3.02 %  
    Newcastle CDO I Ltd., 1.870%, due 09/24/38     600,000     10/23/03     600,000       600,000       1.39 %  
                    $ 2,200,000     $ 2,200,000       5.12 %  
Money Market
Trust
  Goldman Sachs Group, Inc., 1.280%, due 10/27/04     300,000     1/28/04   $ 300,000     $ 300,000       0.70 %  
    Money Market Trust Series A, 1.835%, due 10/07/05     1,000,000     4/30/03     1,000,000       1,000,000       2.33 %  
    Newcastle CDO I Ltd., 1.870%, due 09/24/38     300,000     10/23/03     300,000       300,000       0.70 %  
                    $ 1,600,000     $ 1,600,000       3.72 %  

 

NOTE 14 - SECURITIES LENDING

Under an agreement with The Bank of New York ("BNY"), the Funds (except GNMA Fund) can lend their securities to approved brokers, dealers and other financial institutions. Loans are collateralized by cash and U.S. Government securities. The collateral must be in an amount equal to at least 105% of the market value of non-U.S. securities loaned and 102% of the market value of U.S. securities loaned. The cash collateral received is invested in approved investments as defined in the Securities Lending Agreement with BNY (the "Agreement").

57



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 14 - SECURITIES LENDING (continued)

The securities purchased with cash collateral received are reflected in the Portfolio of Investments. Generally, in the event of counterparty default, the Funds have the right to use the collateral to offset losses incurred. The Agreement contains certain guarantees by BNY in the event of counterparty default and/or a borrower's failure to return a loaned security; however, there would be a potential loss to the Funds in the event the Funds are delayed or prevented from exercising their right to dispose of the collateral. The Funds bear the risk of loss with respect to the investment of collateral. Engaging in securities lending could have a leveraging effect, which may intensify the credit, market and other risks associated with investing in a Fund. At September 30, 2004, the following Funds had securities on loan with the following market values:

Portfolio   Value of
Securities
Loaned
  Value of
Collateral
 
High Yield Bond Fund   $ 13,534,319     $ 13,189,322    
High Yield Opportunity Fund     52,503,115       53,825,247    
Intermediate Bond Fund     71,399,389       73,409,156    

 

NOTE 15 - SUBSEQUENT EVENTS

Dividends. Subsequent to September 30, 2004 the following Funds declared dividends from net investment income of:

    Per Share
Amount
  Payable Date   Record Date  
GNMA Income Fund      
Class A   $ 0.0375     October 5, 2004   September 30, 2004  
Class B   $ 0.0321     October 5, 2004   September 30, 2004  
Class C   $ 0.0320     October 5, 2004   September 30, 2004  
Class I   $ 0.0396     October 5, 2004   September 30, 2004  
Class M   $ 0.0338     October 5, 2004   September 30, 2004  
Class Q   $ 0.0377     October 5, 2004   September 30, 2004  
Class A   $ 0.0375     November 3, 2004   October 29, 2004  
Class B   $ 0.0320     November 3, 2004   October 29, 2004  
Class C   $ 0.0319     November 3, 2004   October 29, 2004  
Class I   $ 0.0397     November 3, 2004   October 29, 2004  
Class M   $ 0.0337     November 3, 2004   October 29, 2004  
Class Q   $ 0.0358     November 3, 2004   October 29, 2004  

 

    Per Share
Amount
  Payable Date   Record Date  
High Yield Bond Fund      
Class A   $ 0.0401     November 1, 2004   Daily  
Class B   $ 0.0344     November 1, 2004   Daily  
Class C   $ 0.0346     November 1, 2004   Daily  
Intermediate Bond Fund      
Class A   $ 0.0291     November 1, 2004   Daily  
Class B   $ 0.0223     November 1, 2004   Daily  
Class C   $ 0.0224     November 1, 2004   Daily  
Class I   $ 0.0318     November 1, 2004   Daily  
Class O   $ 0.0293     November 1, 2004   Daily  
Class R   $ 0.0275     November 1, 2004   Daily  
National Tax-Exempt Bond Fund      
Class A   $ 0.0238     November 1, 2004   Daily  
Class B   $ 0.0172     November 1, 2004   Daily  
Class C   $ 0.0179     November 1, 2004   Daily  
Classic Money Market Fund      
Class A   $ 0.0009     November 1, 2004   Daily  
Class B   $ 0.0003     November 1, 2004   Daily  
Class C   $ 0.0003     November 1, 2004   Daily  
Money Market Fund      
Class A   $ 0.0007     November 1, 2004   Daily  
Class B   $ 0.0000     November 1, 2004   Daily  
Class C   $ 0.0000     November 1, 2004   Daily  
Money Market Trust      
Class A   $ 0.0009     November 1, 2004   Daily  

 

On October 7, 2004, the shareholders of ING High Yield Opportunity Fund approved the reorganization with and merger into the ING High Yield Bond Fund. The reorganization was completed on October 25, 2004. Accordingly, the ING High Yield Opportunity Fund is no longer offering its shares.

58



  PORTFOLIO OF INVESTMENTS
ING GNMA INCOME FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
   
 
  Value  
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 88.1%        
        Federal Home Loan
Mortgage Corporation: 0.2%
 
$ 259,261     7.000%, due 11/01/14   $ 275,076    
  817,102     7.500%, due 12/01/14     869,056    
  231,184     7.500%, due 01/01/30     248,292    
  237,720     8.000%, due 01/01/30     258,759    
      1,651,183    
        Federal National Mortgage
Association: 0.2%
     
  171,891     6.500%, due 06/01/14     182,277    
  226,527     7.000%, due 03/01/15     240,514    
  302,319     7.500%, due 05/01/28     324,214    
  320,721     8.500%, due 08/01/11     342,994    
  93,748     8.500%, due 05/01/15     101,147    
  70,547     8.500%, due 08/01/15     76,115    
  305,772     8.500%, due 09/01/15     329,903    
      1,597,164    
        Government National
Mortgage Association: 87.7%
     
  9,844,313     3.750%, due 05/20/34     9,778,016    
  39,148,386     5.000%, due 05/15/33-04/15/34     39,058,129    
  134,352,100     5.500%, due 04/20/29-08/20/34     136,952,578    
  544,076     5.650%, due 07/15/29     568,704    
  132,662,694     6.000%, due 07/15/28-07/20/34     137,779,576    
  925,550     6.250%, due 04/15/26-04/15/28     972,648    
  133,209     6.340%, due 02/15/29     127,985    
  5,771,548     6.400%, due 10/15/33-08/15/38     6,014,458    
  1,157,729     6.470%, due 09/15/33     1,209,086    
  32,114,571     6.500%, due 02/15/22-02/15/40     34,260,618    
  14,455,015     6.625%, due 01/15/34-01/15/40     15,817,663    
  4,078,970     6.650%, due 10/15/14-09/15/32     4,396,547    
  3,503,816     6.670%, due 01/15/40     3,890,918    
  6,172,541     6.687%, due 07/15/40     6,914,837    
  272,207     6.700%, due 12/15/14     280,782    
  4,292,083     6.745%, due 10/15/39     4,729,524    
  12,812,893     6.750%, due 06/15/13-01/15/41     14,120,611    
  2,836,308     6.810%, due 07/15/39     3,165,792    
  4,045,857     6.820%, due 05/15/27-04/15/34     4,327,377    
  9,789,391     6.840%, due 10/15/36     11,088,762    
  1,795,177     6.870%, due 03/15/39     2,012,774    
  3,254,808     6.875%, due 02/15/40     3,647,164    
  2,161,133     6.900%, due 01/15/32     2,454,448    
  2,866,007     6.950%, due 12/15/29     2,969,166    
  58,097,023     7.000%, due 07/15/22-12/15/35     61,958,597    
  8,933,730     7.010%, due 02/15/37     10,186,524    
  5,537,732     7.100%, due 11/15/39     6,313,992    
  8,914,777     7.125%, due 09/15/39     10,064,357    
  3,326,807     7.150%, due 07/15/36     3,804,289    
  3,672,609     7.250%, due 08/15/22-09/15/31     3,952,094    
  2,939,899     7.300%, due 08/15/36     3,313,268    
  4,741,764     7.500%, due 12/15/19-09/15/32     5,099,004    
  4,991,230     7.600%, due 08/15/31     5,585,798    
  9,407,739     7.625%, due 07/15/38     10,135,285    
  74,403     7.650%, due 12/15/12     77,670    
  460,757     7.700%, due 08/15/13     481,936    
  9,374,118     7.750%, due 06/15/14-12/15/35     10,237,856    
  1,038,351     7.800%, due 05/15/19-01/15/42     1,170,629    
  9,808,372     7.875%, due 09/15/29-04/15/38     10,473,704    
  11,459,430     8.000%, due 12/15/14-11/15/38     12,473,234    
  129,987     8.050%, due 07/15/19-04/15/21     142,651    
  1,252,488     8.100%, due 06/15/12-07/15/12     1,316,093    

 

Principal
Amount
   
 
  Value  
$ 4,968,928     8.125%, due 05/15/38   $ 5,489,671    
  4,934,413     8.150%, due 12/15/11-09/15/15     5,200,630    
  5,187,323     8.200%, due 10/15/11-05/15/13     5,418,439    
  2,037,798     8.250%, due 10/15/24-03/15/41     2,249,326    
  6,947,665     8.500%, due 12/15/29-10/15/31     7,479,848    
  117,096     8.750%, due 10/15/23-06/15/27     118,426    
  2,814,818     9.000%, due 05/15/20-12/15/34     2,897,319    
  1,366,073     9.250%, due 06/15/30     1,459,764    
  972,291     10.250%, due 08/15/29     1,063,950    
      634,702,517    
        Total U.S. Government
Agency Obligations
(Cost $615,601,535)
    637,950,864    
  U.S. TREASURY OBLIGATIONS: 6.4%            
        U.S. Treasury Notes: 6.4%      
  47,000,000     1.500%, due 03/31/06     46,401,502    
        Total U.S. Treasury Obligations
(Cost $46,578,131)
    46,401,502    
        Total Long-Term Investments
(Cost $662,179,666)
    684,352,366    

 

SHORT-TERM INVESTMENTS: 4.8%      
    U.S. Treasury Bills: 4.8%  
  34,500,000     1.560%, due 12/02/04             34,406,057    
    Total Short-Term Investments
(Cost $34,406,819)
            34,406,057    
    Total Investments in
Securities (Cost
$696,586,485)*
    99.3 %     $718,758,423    
    Other Assets and
Liabilities-Net
    0.7 %     4,832,180    
    Net Assets     100.0 %   $ 723,590,603    

 

Government National Mortgage Association ("GNMA") manages a program of Mortgage-backed securities in order to attract funds for secondary mortgages and provide liquidity for existing mortgage securities. GNMA is a quasi-government agency.

Federal Home Loan Mortgage Corporation ("FHLMC") purchase mortgages from a mortgage originator and holds them as investments in its portfolio, or securitizes them. FHLMC is a private corporation.

*  Cost for federal income tax purposes is the same as for financial statement purposes. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 26,393,117    
Gross Unrealized Depreciation     (4,221,179 )  
Net Unrealized Appreciation   $ 22,171,938    

 

See Accompanying Notes to Financial Statements

59



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Value  
  CORPORATE BONDS/NOTES: 94.8%        
            Advertising: 0.6%  
$ 105,000         RH Donnelley Finance Corp.,
8.875%, due 12/15/10
  $ 119,175    
  160,000         Vertis, Inc., 9.750%,
due 04/01/09
    172,800    
  75,000     L   Vertis, Inc., 10.875%,
due 06/15/09
    81,000    
  70,000     #   Vertis, Inc., 13.500%,
due 12/07/09
    70,350    
      443,325    
            Aerospace/Defense: 1.2%  
  190,000         DRS Technologies, Inc., 6.875%,
due 11/01/13
    198,550    
  140,000         L-3 Communications Corp.,
6.125%, due 07/15/13
    142,450    
  270,000         L-3 Communications Corp.,
7.625%, due 06/15/12
    298,350    
  215,000         Sequa Corp., 9.000%,
due 08/01/09
    237,575    
      876,925    
            Apparel: 0.9%  
  300,000         Phillips-Van Heusen, 8.125%,
due 05/01/13
    322,500    
  315,000         Russell Corp., 9.250%,
due 05/01/10
    343,350    
      665,850    
            Auto Parts and Equipment: 1.8%  
  205,000         ArvinMeritor, Inc., 6.625%,
due 06/15/07
    214,738    
  60,000         Dana Corp., 9.000%,
due 08/15/11
    72,750    
  145,000         Dana Corp., 10.125%,
due 03/15/10
    165,300    
  5,000         Eagle-Picher Industries, Inc.,
9.750%, due 09/01/13
    5,125    
  170,000         Rexnord Corp., 10.125%,
due 12/15/12
    192,950    
  235,000     L   Tenneco Automotive, Inc.,
10.250%, due 07/15/13
    269,075    
  301,000         TRW Automotive, Inc.,
11.000%, due 02/15/13
    359,695    
      1,279,633    
            Building Materials: 0.5%  
  100,000     #   Ply Gem Industries, Inc., 9.000%,
due 02/15/12
    100,250    
  135,000     #   THL Buildco, Inc., 8.500%,
due 09/01/14
    142,088    
  100,000         US Concrete, Inc., 8.375%,
due 04/01/14
    105,000    
      347,338    
            Chemicals: 4.6%  
  215,000         Equistar Funding Corp.,
10.625%, due 05/01/11
    246,175    
  370,000         IMC Global, Inc., 10.875%,
due 06/01/08
    450,475    
  710,000     L   Lyondell Chemical Co., 9.625%,
due 05/01/07
    776,563    

 

Principal
Amount
      Value  
$ 730,000         Nalco Co., 7.750%,
due 11/15/11
  $ 777,450    
  590,000     L   PolyOne Corp., 8.875%,
due 05/01/12
    604,750    
  470,000         Rockwood Specialties Group, Inc., 
10.625%, due 05/15/11
    519,350    
      3,374,763    
            Commercial Services: 0.8%  
  350,000         Corrections Corp. of America,
7.500%, due 05/01/11
    371,437    
  245,000         United Rentals North America,
Inc., 6.500%, due 02/15/12
    237,038    
      608,475    
            Distribution/Wholesale: 0.5%  
  325,000         Aviall, Inc., 7.625%,
due 07/01/11
    352,625    
      352,625    
            Diversified Financial Services: 6.3%  
  420,000     @@,#   BCP Caylux Holdings
Luxembourg SCA, 9.625%,
due 06/15/14
    455,700    
  320,000         Bluewater Finance Ltd.,
10.250%, due 02/15/12
    348,800    
  280,000     #,L   Crystal US Holdings 3 LLC,
5.310%, due 10/01/14
    168,700    
  1,040,000     #,L   Dow Jones CDX NA HY,
8.000%, due 12/29/09
    1,043,249    
  240,000     #   Global Cash Finance Corp.,
8.750%, due 03/15/12
    255,600    
  586,796     #   Hollinger Participation Trust,
0.000%, due 11/15/10
    673,348    
  320,000     L   Nexstar Finance, Inc., 12.000%,
due 04/01/08
    353,600    
  305,000     #   PanAmSat Holding Corp.,
5.320%, due 11/01/14
    179,569    
  230,000     #   Rainbow National Services LLC,
8.750%, due 09/01/12
    239,775    
  210,000     #   Rainbow National Services LLC,
10.375%, due 09/01/14
    221,025    
  240,000         Universal City
Development Partners,
11.750%, due 04/01/10
    280,800    
  345,000     #   Vanguard Health Holding Co II
LLC, 9.000%, due 10/01/14
    347,588    
      4,567,754    
            Electric: 6.4%  
  375,000     #,L   AES Corp., 8.750%,
due 05/15/13
    424,688    
  365,000         AES Corp., 8.875%,
due 02/15/11
    407,888    
  395,000     #   Allegheny Energy Supply
Statutory Trust 2001, 10.250%,
due 11/15/07
    454,250    
  15,000     #   Allegheny Energy Supply
Statutory Trust 2001, 13.000%,
due 11/15/07
    15,825    
  200,000     #,L   Calpine Corp., 8.750%,
due 07/15/13
    152,000    
  214,882         Homer City Funding LLC, 8.734%,
due 10/01/26
    241,742    

 

See Accompanying Notes to Financial Statements

60



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Electric (continued)      
$ 100,000         Illinois Power Co., 7.500%,
due 07/15/25
  $ 103,000    
  250,000         Illinois Power Co., 11.500%,
due 12/15/10
    297,500    
  835,000         Midwest Generation LLC,
8.300%, due 07/02/09
    877,271    
  695,000         Nevada Power Co., 10.875%,
due 10/15/09
    808,805    
  340,000     #   NRG Energy, Inc., 8.000%,
due 12/15/13
    365,925    
  370,000     L   Reliant Energy, Inc., 9.250%,
due 07/15/10
    399,138    
  75,000         TECO Energy, Inc., 7.500%,
due 06/15/10
    81,375    
      4,629,407    
            Electrical Components and
Equipment: 0.2%
         
  110,000     @@   FIMEP SA, 10.500%,
due 02/15/13
    129,250    
      129,250    
            Electronics: 0.7%  
  300,000         Fisher Scientific Intl., 8.000%,
due 09/01/13
    337,500    
  85,000         Sanmina-SCI Corp., 10.375%,
due 01/15/10
    97,644    
  90,000         Stoneridge, Inc., 11.500%,
due 05/01/12
    102,375    
      537,519    
            Entertainment: 2.6%  
  530,000     #   American Casino & Entertainment
Properties LLC, 7.850%,
due 02/01/12
    559,149    
  220,000         Argosy Gaming Co., 9.000%,
due 09/01/11
    248,050    
  205,000         Carmike Cinemas, Inc., 7.500%,
due 02/15/14
    208,588    
  250,000     L   Cinemark USA, Inc., 9.000%,
due 02/01/13
    280,625    
  165,000     #   LCE Acquisition Corp., 9.000%,
due 08/01/14
    171,188    
  140,000     #,L   Marquee, Inc., 8.625%,
due 08/15/12
    149,100    
  245,000     #   Warner Music Group, 7.375%,
due 04/15/14
    254,800    
      1,871,500    
            Environmental Control: 1.6%  
  1,075,000         Allied Waste North America,
8.500%, due 12/01/08
    1,171,750    
      1,171,750    
            Food: 4.1%  
  370,000         Del Monte Corp., 8.625%,
due 12/15/12
    413,475    
  445,000         Delhaize America, Inc., 8.125%,
due 04/15/11
    510,426    
  335,000         Dole Food Co., 8.625%,
due 05/01/09
    366,825    
  545,000     #   Land O' Lakes, Inc., 9.000%,
due 12/15/10
    570,206    

 

Principal
Amount
      Value  
$ 210,000         Roundy's Inc., 8.875%,
due 06/15/12
  $ 227,325    
  320,000         Smithfield Foods, Inc., 7.750%,
due 05/15/13
    348,800    
  350,000         Swift & Co., 10.125%,
due 10/01/09
    385,875    
  150,000         Swift & Co., 12.500%,
due 01/01/10
    166,500    
      2,989,432    
            Forest Products and Paper: 4.1%  
  660,000         Abitibi-Consolidated Finance LP,
7.875%, due 08/01/09
    691,350    
  560,000     #   Appleton Papers, Inc., 8.125%,
due 06/15/11
    579,600    
  435,000     L   Georgia-Pacific Corp., 8.125%,
due 05/15/11
    504,600    
  180,000         Georgia-Pacific Corp., 8.875%,
due 02/01/10
    211,500    
  275,000         Georgia-Pacific Corp., 9.375%,
due 02/01/13
    325,188    
  255,000     @@   Millar Western Forest Products
Ltd., 7.750%, due 11/15/13
    269,025    
  350,000     @@   Norske Skog Canada Ltd.,
7.375%, due 03/01/14
    367,500    
      2,948,763    
            Healthcare-Products: 0.6%  
  60,000     #   Medical Device Manufacturing,
10.000%, due 07/15/12
    63,900    
  375,000     #   VWR Intl., Inc., 8.000%,
due 04/15/14
    398,438    
      462,338    
            Healthcare-Services: 2.5%  
  200,000     #   Beverly Enterprises, Inc.,
7.875%, due 06/15/14
    215,000    
  515,000         Genesis HealthCare Corp,
8.000%, due 10/15/13
    563,926    
  430,000         HCA, Inc., 7.875%,
due 02/01/11
    486,907    
  450,000         HCA, Inc., 8.750%,
due 09/01/10
    528,106    
      1,793,939    
            Home Builders: 2.5%  
  155,000         DR Horton, Inc., 7.875%,
due 08/15/11
    179,994    
  225,000     #   KB Home, 6.375%,
due 08/15/11
    237,375    
  175,000         Meritage Corp., 9.750%,
due 06/01/11
    197,313    
  445,000         Technical Olympic USA, Inc.,
9.000%, due 07/01/10
    489,499    
  95,000         Technical Olympic USA, Inc.,
10.375%, due 07/01/12
    106,875    
  250,000         WCI Communities, Inc.,
10.625%, due 02/15/11
    283,125    
  130,000         William Lyon Homes, Inc.,
7.500%, due 02/15/14
    133,250    
  145,000         William Lyon Homes, Inc.,
10.750%, due 04/01/13
    168,200    
      1,795,631    

 

See Accompanying Notes to Financial Statements

61



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Home Furnishings: 0.4%      
$ 260,000     #   Norcraft Finance Corp., 9.000%,
due 11/01/11
  $ 284,700    
  50,000     #,L   Norcraft Holdings LP, 4.010%,
due 09/01/12
    36,500    
      321,200    
            Household Products/Wares: 0.6%  
  385,000     #,L   American Achievement Corp.,
8.250%, due 04/01/12
    406,175    
      406,175    
            Iron/Steel: 1.3%  
  530,000     L   AK Steel Corp., 7.875%,
due 02/15/09
    528,675    
  330,000         United States Steel Corp.,
9.750%, due 05/15/10
    379,500    
      908,175    
            Leisure Time: 1.3%  
  270,000     #   NCL Corp., 10.625%,
due 07/15/14
    284,175    
  165,000         Royal Caribbean Cruises Ltd.,
7.500%, due 10/15/27
    172,425    
  435,000         Royal Caribbean Cruises Ltd.,
8.000%, due 05/15/10
    492,094    
      948,694    
            Lodging: 6.7%  
  540,000         Ameristar Casinos, Inc.,
10.750%, due 02/15/09
    615,599    
  100,000         Aztar Corp., 9.000%,
due 08/15/11
    111,250    
  325,000         Caesars Entertainment, Inc.,
9.375%, due 02/15/07
    363,188    
  490,000         Harrah's Operating Co., Inc.,
8.000%, due 02/01/11
    569,485    
  460,000     L   Hilton Hotels Corp., 7.625%,
due 12/01/12
    537,050    
  255,000     L   John Q Hammons Hotels LP,
8.875%, due 05/15/12
    285,600    
  50,000     L   Mandalay Resort Group,
6.500%, due 07/31/09
    52,125    
  290,000         Mandalay Resort Group,
9.500%, due 08/01/08
    334,950    
  220,000     L   MGM Mirage, 8.375%,
due 02/01/11
    243,925    
  385,000     L   MGM Mirage, 8.500%,
due 09/15/10
    439,381    
  250,000         MGM Mirage, 9.750%,
due 06/01/07
    279,063    
  135,000     L   Station Casinos, Inc., 6.000%,
due 04/01/12
    139,050    
  190,000     L   Station Casinos, Inc., 6.500%,
due 02/01/14
    194,275    
  290,000         Venetian Casino Resort LLC,
11.000%, due 06/15/10
    337,125    
  275,000     L   Wynn Las Vegas Capital Corp.,
12.000%, due 11/01/10
    345,125    
      4,847,191    

 

Principal
Amount
      Value  
            Machinery-Construction and
Mining: 0.5%
         
$ 335,000         Terex Corp., 7.375%,
due 01/15/14
  $ 353,425    
      353,425    
            Machinery-Diversified: 0.3%  
  180,000     L   Cummins, Inc., 9.500%,
due 12/01/10
    208,800    
      208,800    
            Media: 10.3%  
  110,000         American Media Operation, Inc., 
10.250%, due 05/01/09
    116,325    
  175,000         Block Communications, Inc.,
9.250%, due 04/15/09
    185,938    
  70,000     @@   CanWest Media, Inc., 7.625%,
due 04/15/13
    75,600    
  245,000     @@   CanWest Media, Inc., 10.625%,
due 05/15/11
    279,913    
  195,000         Charter Communications
Holdings Capital Corp.,
9.625%, due 11/15/09
    154,538    
  350,000     #   Charter Communications
Operating Capital Corp.,
8.000%, due 04/30/12
    350,874    
  235,000         CSC Holdings, Inc., 7.625%,
due 04/01/11
    248,806    
  325,000         CSC Holdings, Inc., 7.875%,
due 12/15/07
    346,531    
  225,000         CSC Holdings, Inc., 8.125%,
due 07/15/09
    240,188    
  85,000         CSC Holdings, Inc., 10.500%,
due 05/15/16
    96,900    
  90,000         Dex Media East Finance Co.,
9.875%, due 11/15/09
    103,950    
  120,000         Dex Media East Finance Co.,
12.125%, due 11/15/12
    150,000    
  100,000         Dex Media Finance Co.,
8.500%, due 08/15/10
    114,000    
  304,000     L   Dex Media Finance Co.,
9.875%, due 08/15/13
    358,719    
  565,000         DirecTV Holdings LLC, 8.375%,
due 03/15/13
    645,512    
  200,000         Echostar DBS Corp., 5.750%,
due 10/01/08
    202,000    
  105,000     #   Echostar DBS Corp., 6.625%,
due 10/01/14
    104,869    
  175,000     L   Emmis Operating Co., 6.875%,
due 05/15/12
    182,438    
  230,000         Entravision Communications
Corp., 8.125%, due 03/15/09
    245,525    
  125,000         Granite Broadcasting Corp.,
9.750%, due 12/01/10
    116,250    
  380,000         Gray Television, Inc., 9.250%,
due 12/15/11
    428,449    
  135,000         Houghton Mifflin Co., 8.250%,
due 02/01/11
    141,750    
  155,000     +,L   Insight Communications Co.,
Inc., .000%, due 02/15/11
    145,700    
  210,000     @@,#   Kabel Deutschland GmbH,
10.625%, due 07/01/14
    229,950    
  110,000         Nexstar Finance Holdings, Inc.,
3.080%, due 04/01/13
    84,838    

 

See Accompanying Notes to Financial Statements

62



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Media (continued)      
$ 105,000     +   Nexstar Finance, Inc., 7.000%,
due 01/15/14
  $ 103,950    
  195,000         Paxson Communications Corp.,
10.750%, due 07/15/08
    196,950    
  65,000     @@   Quebecor Media, Inc.,
13.050%, due 07/15/11
    63,050    
  345,000     @@,+   Quebecor Media, Inc.,
11.125%, due 07/15/11
    400,199    
  175,000         Reader's Digest Association, Inc.,
6.500%, due 03/01/11
    181,125    
  25,000     @@   Rogers Cable, Inc., 5.500%,
due 03/15/14
    23,125    
  35,000         Salem Communications Corp.,
7.750%, due 12/15/10
    37,100    
  172,000         Salem Communications Holding
Corp., 9.000%, due 07/01/11
    189,200    
  135,000     @@,L   Shaw Communications, Inc.,
7.200%, due 12/15/11
    147,488    
  195,000     L   Sinclair Broadcast Group, Inc.,
8.750%, due 12/15/11
    212,550    
  215,000         Spanish Broadcasting System,
9.625%, due 11/01/09
    226,288    
  250,000         Young Broadcasting, Inc.,
8.500%, due 12/15/08
    266,875    
  133,000     L   Young Broadcasting, Inc.,
10.000%, due 03/01/11
    137,655    
      7,535,118    
            Miscellaneous Manufacturing: 0.9%  
  185,000         Koppers, Inc., 9.875%,
due 10/15/13
    205,350    
  365,000     #,L   Samsonite Corp., 8.875%,
due 06/01/11
    383,250    
  80,000         SPX Corp., 7.500%,
due 01/01/13
    81,700    
      670,300    
            Office/Business Equipment: 0.6%  
  165,000         Xerox Corp., 6.875%,
due 08/15/11
    173,250    
  50,000         Xerox Corp., 7.625%,
due 06/15/13
    54,250    
  150,000     L   Xerox Corp., 9.750%,
due 01/15/09
    175,500    
      403,000    
            Oil and Gas: 4.8%  
  745,000         Chesapeake Energy Corp.,
7.500%, due 09/15/13
    819,499    
  350,000     L   Energy Partners Ltd., 8.750%,
due 08/01/10
    381,500    
  285,000     #,L   Newfield Exploration Co.,
6.625%, due 09/01/14
    298,538    
  335,000     #   Parker Drilling Co., 6.540%,
due 09/01/10
    337,513    
  220,000         Swift Energy Co., 7.625%,
due 07/15/11
    236,500    
  525,000         Swift Energy Co., 9.375%,
due 05/01/12
    590,625    
  550,000     @@   Western Oil Sands, Inc., 8.375%,
due 05/01/12
    636,624    

 

Principal
Amount
      Value  
$ 170,000         Whiting Petroleum Corp.,
7.250%, due 05/01/12
  $ 172,550    
          3,473,349    
            Oil and Gas Services: 2.2%      
  175,000         Grant Prideco Escrow Corp.,
9.000%, due 12/15/09
    196,438    
  500,000         Grant Prideco, Inc., 9.625%,
due 12/01/07
    566,250    
  300,000         Hanover Compressor Co.,
9.000%, due 06/01/14
    330,750    
  435,000     L   Hanover Equipment Trust,
8.500%, due 09/01/08
    469,800    
      1,563,238    
            Packaging and Containers: 4.6%  
  295,000         BWAY Corp., 10.000%,
due 10/15/10
    324,500    
  645,000     @@,L   Crown European Holdings SA,
10.875%, due 03/01/13
    753,037    
  645,000         Jefferson Smurfit Corp.,
8.250%, due 10/01/12
    714,338    
  685,000         Owens-Brockway, 8.250%,
due 05/15/13
    732,950    
  600,000         Owens-Brockway, 8.875%,
due 02/15/09
    655,500    
  160,000     L   Solo Cup Co., 8.500%,
due 02/15/14
    158,400    
      3,338,725    
            Pharmaceuticals: 0.7%  
  485,000         AmerisourceBergen Corp.,
8.125%, due 09/01/08
    540,775    
      540,775    
            Pipelines: 4.2%  
  265,000     L   ANR Pipeline Co., 8.875%,
due 03/15/10
    299,450    
  380,000     L   El Paso Corp., 7.875%,
due 06/15/12
    379,050    
  430,000         El Paso Natural Gas Co.,
7.625%, due 08/01/10
    462,250    
  82,000         GulfTerra Energy Finance Corp.,
10.625%, due 12/01/12
    103,320    
  144,000         GulfTerra Energy Partners LP,
8.500%, due 06/01/10
    168,300    
  210,000         Southern Natural Gas Co.,
8.000%, due 03/01/32
    217,875    
  355,000         Transcontinental Gas Pipe LN,
7.250%, due 12/01/26
    371,863    
  855,000         Transcontinental Gas Pipe LN,
8.875%, due 07/15/12
    1,044,168    
      3,046,276    
            Real Estate Investment Trusts: 1.3%  
  49,000         Felcor Lodging LP, 10.000%,
due 09/15/08
    51,695    
  280,000         Host Marriott LP, 7.125%,
due 11/01/13
    295,400    
  145,000         iStar Financial, Inc., 5.125%,
due 04/01/11
    145,408    
  410,000         MeriStar Hospitality Finance
Corp., 10.500%, due 06/15/09
    451,000    
      943,503    

 

See Accompanying Notes to Financial Statements

63



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Retail: 4.2%      
$ 145,000     #   Denny's Corp., 10.000%,
due 10/01/12
  $ 146,269    
  180,000     L   Denny's Corp., 11.250%,
due 01/15/08
    187,650    
  400,000         Dollar General Corp., 8.625%,
due 06/15/10
    462,000    
  170,000         Domino's, Inc., 8.250%,
due 07/01/11
    184,875    
  205,000     #,L   Duane Reade, Inc., 9.750%,
due 08/01/11
    194,750    
  285,000     L   Gap, Inc., 10.300%,
due 12/15/08
    350,550    
  435,000         General Nutrition Centers, Inc.,
8.500%, due 12/01/10
    446,963    
  455,000         JC Penney Co., Inc., 8.000%,
due 03/01/10
    520,406    
  200,000         Rite Aid Corp., 8.125%,
due 05/01/10
    211,000    
  325,000         Star Gas Finance Co., 10.250%,
due 02/15/13
    357,500    
      3,061,963    
            Semiconductors: 0.1%  
  58,000         ON Semiconductor Corp.,
13.000%, due 05/15/08
    65,250    
      65,250    
            Telecommunications: 7.3%  
  535,000     L   American Tower Corp., 9.375%,
due 02/01/09
    569,774    
  365,000         American Towers, Inc., 7.250%,
due 12/01/11
    381,425    
  95,000     #   Centennial Communications
Corp., 8.125%, due 02/01/14
    91,081    
  210,000         Centennial Communications
Corp., 10.125%, due 06/15/13
    222,075    
  140,000     L   Cincinnati Bell, Inc., 7.250%,
due 07/15/13
    135,450    
  105,000     L   Citizens Communications Co.,
7.625%, due 08/15/08
    110,775    
  265,000     L   Crown Castle Intl. Corp.,
7.500%, due 12/01/13
    278,913    
  135,000     L   Crown Castle Intl. Corp.,
9.375%, due 08/01/11
    155,925    
  240,000     L   Crown Castle Intl. Corp.,
10.750%, due 08/01/11
    268,200    
  110,000     @@,#   Inmarsat Finance PLC, 7.625%,
due 06/30/12
    109,725    
  225,000         Insight Capital, Inc., 10.500%,
due 11/01/10
    247,500    
  75,000     L   Lucent Technologies, Inc.,
5.500%, due 11/15/08
    75,375    
  170,000     L   Lucent Technologies, Inc.,
7.250%, due 07/15/06
    181,050    
  50,000         MetroPCS, Inc., 10.750%,
due 10/01/11
    54,000    
  5,000         Nextel Communications, Inc,
6.875%, due 10/31/13
    5,225    
  515,000         Nextel Communications, Inc.,
7.375%, due 08/01/15
    556,199    
  90,000     L   Nextel Partners, Inc.,
8.125%, due 07/01/11
    95,850    

 

Principal
Amount
      Value  
$ 110,000         Nextel Partners, Inc., 12.500%,
due 11/15/09
  $ 127,600    
  195,000     #,L   PanAmSat Corp., 9.000%,
due 08/15/14
    203,775    
  105,000         Qwest Capital Funding, Inc.,
7.750%, due 08/15/06
    105,919    
  70,000     #   Qwest Corp., 7.875%,
due 09/01/11
    72,975    
  60,000     #   Qwest Corp., 9.125%,
due 03/15/12
    66,300    
  290,000     #   Qwest Services Corp., 13.500%,
due 12/15/07
    331,325    
  175,000     #   Qwest Services Corp., 14.000%,
due 12/15/10
    205,188    
  110,000     @@   Rogers Wireless Communications,
Inc., 9.625%, due 05/01/11
    123,200    
  95,000     #   Rural Cellular Corp., 8.250%,
due 03/15/12
    97,138    
  140,000     L   SBA Communications Corp.,
9.750%, due 12/15/11
    114,100    
  95,000         Spectrasite, Inc., 8.250%,
due 05/15/10
    102,600    
  265,000         Western Wireless Corp., 9.250%,
due 07/15/13
    271,625    
      5,360,287    
    Total Corporate Bonds/Notes
(Cost $65,715,518)
    68,841,661    
Shares       Value  
  PREFERRED STOCK: 0.0%        
            Media: 0.0%  
  96     @,L   Paxson Communications Corp.     7,224    
      7,224    
            Telecommunications: 0.0%  
  373     @@,I,X   O Sullivan Industries, Inc.     -    
      -    
    Total Preferred Stock (Cost
$8,664)
    7,224    
  WARRANTS: 0.0%        
  90     @,#   American Tower Corp.     16,965    
  500     @@,I,X   GT Group Telecom, Inc.     -    
  1,000     @@,I,X   O Sullivan Industries, Inc.     -    
    Total Warrants (Cost $6,677)     16,965    
    Total Long-Term Investments
(Cost $65,730,859)
    68,865,850    

 

See Accompanying Notes to Financial Statements

64



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
              Value  
SHORT-TERM INVESTMENTS: 23.0%      
        Securities Lending CollateralCC: 18.7%  
$ 13,534,319         The Bank of New York Institutional
Cash Reserves Fund
          $ 13,534,319    
        Total Securities Lending Collateral
(Cost $13,534,319)
            13,534,319    
        Repurchase Agreement: 4.3%      
  3,087,000     S   Morgan Stanley Repurchase
Agreement dated 09/30/04,
1.850%, due 10/01/04, $3,087,159 
to be received upon repurchase
(Collateralized by Federal
Home Loan Bank, 5.375%,
Market value plus accrued
interest $3,151,695,
due 05/15/06)
            3,087,000    
        Total Repurchase Agreement
(Cost $3,087,000)
            3,087,000    
        Total Short-Term Investments
(Cost $16,621,319)
            16,621,319    
        Total Investments in
Securities (Cost
$82,352,178)*
    117.8 %     $85,487,169    
        Other Assets and
Liabilities-Net
    (17.8 )     (12,932,897)    
        Net Assets     100.0 %   $ 72,554,272    

 

@  Non-income producing security

@@  Foreign issuer

+  Step-up basis bonds. Interest rates shown reflect current and future coupon rates.

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors/Trustees.

cc  Securities purchased with cash collateral for securities loaned.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

L  Loaned security, a portion or all of the security is on loan at September 30, 2004.

X  Fair value determined by ING Funds Valuation Committee appointed by the Funds' Board of Directors/Trustees.

*  Cost for federal income tax purposes is $82,404,864. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 3,220,406    
Gross Unrealized Depreciation     (138,101 )  
Net Unrealized Appreciation   $ 3,082,305    

 

See Accompanying Notes to Financial Statements

65



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Value  
  CORPORATE BONDS/NOTES: 96.9%        
            Advertising: 0.6%  
$ 335,000         RH Donnelley Finance Corp.,
8.875%, due 12/15/10
  $ 380,225    
  565,000         Vertis, Inc., 9.750%,
due 04/01/09
    610,200    
  250,000     L   Vertis, Inc., 10.875%,
due 06/15/09
    270,000    
  235,000     #,L   Vertis, Inc., 13.500%,
due 12/07/09
    236,175    
      1,496,600    
            Aerospace/Defense: 1.4%  
  690,000         DRS Technologies, Inc.,
6.875%, due 11/01/13
    721,050    
  495,000     L   L-3 Communications Corp.,
6.125%, due 07/15/13
    503,663    
  970,000     L   L-3 Communications Corp.,
7.625%, due 06/15/12
    1,071,850    
  825,000         Sequa Corp., 8.875%,
due 04/01/08
    899,250    
  50,000         Sequa Corp., 9.000%,
due 08/01/09
    55,250    
      3,251,063    
            Apparel: 1.0%  
  1,225,000         Phillips-Van Heusen, 8.125%,
due 05/01/13
    1,316,875    
  1,050,000         Russell Corp., 9.250%,
due 05/01/10
    1,144,500    
      2,461,375    
            Auto Parts and Equipment: 1.9%  
  735,000         ArvinMeritor, Inc., 6.625%,
due 06/15/07
    769,913    
  205,000         Dana Corp., 9.000%,
due 08/15/11
    248,563    
  550,000     L   Dana Corp., 10.125%,
due 03/15/10
    627,000    
  25,000         Eagle-Picher Industries, Inc.,
9.750%, due 09/01/13
    25,625    
  690,000         Rexnord Corp., 10.125%,
due 12/15/12
    783,150    
  780,000     L   Tenneco Automotive, Inc.,
10.250%, due 07/15/13
    893,100    
  1,025,000         TRW Automotive, Inc.,
11.000%, due 02/15/13
    1,224,874    
      4,572,225    
            Building Materials: 0.5%  
  335,000     #   Ply Gem Industries, Inc.,
9.000%, due 02/15/12
    335,838    
  445,000     #   THL Buildco, Inc., 8.500%,
due 09/01/14
    468,362    
  335,000         US Concrete, Inc., 8.375%,
due 04/01/14
    351,750    
      1,155,950    
            Chemicals: 4.4%  
  755,000     L   Equistar Funding Corp.,
10.625%, due 05/01/11
    864,475    
  1,245,000         IMC Global, Inc., 10.875%,
due 06/01/08
    1,515,788    

 

Principal
Amount
      Value  
$ 1,895,000     L   Lyondell Chemical Co., 9.625%,
due 05/01/07
  $ 2,072,656    
  2,260,000         Nalco Co., 7.750%,
due 11/15/11
    2,406,900    
  1,720,000     L   PolyOne Corp., 8.875%,
due 05/01/12
    1,763,000    
  1,700,000         Rockwood Specialties Group,
Inc., 10.625%, due 05/15/11
    1,878,500    
      10,501,319    
            Commercial Services: 0.9%  
  1,250,000         Corrections Corp. of America,
7.500%, due 05/01/11
    1,326,562    
  815,000         United Rentals North America,
Inc., 6.500%, due 02/15/12
    788,513    
      2,115,075    
            Distribution/Wholesale: 0.5%  
  1,100,000     L   Aviall, Inc., 7.625%,
due 07/01/11
    1,193,500    
      1,193,500    
            Diversified Financial Services: 6.7%  
  1,505,000     @@,#   BCP Caylux Holdings
Luxembourg SCA, 9.625%,
due 06/15/14
    1,632,925    
  1,130,000         Bluewater Finance Ltd.,
10.250%, due 02/15/12
    1,231,700    
  905,000     #   Crystal US Holdings 3 LLC,
5.130%, due 10/01/14
    545,263    
  3,785,000     #,L   Dow Jones CDX NA HY,
8.000%, due 12/29/09
    3,796,827    
  700,000     #   Global Cash Finance Corp.,
8.750%, due 03/15/12
    745,500    
  2,194,530     #   Hollinger Participation Trust,
0.000%, due 11/15/10
    2,518,223    
  1,230,000         Nexstar Finance, Inc., 12.000%,
due 04/01/08
    1,359,150    
  985,000     #   PanAmSat Holding Corp.,
5.320%, due 11/01/14
    579,919    
  715,000     #   Rainbow National Services
LLC, 8.750%, due 09/01/12
    745,388    
  675,000     #   Rainbow National Services
LLC, 10.375%, due 09/01/14
    710,438    
  860,000         Universal City Development
Partners, 11.750%,
due 04/01/10
    1,006,200    
  1,130,000     #   Vanguard Health Holding Co. II
LLC, 9.000%, due 10/01/14
    1,138,475    
      16,010,008    
            Electric: 6.8%  
  1,320,000     #   AES Corp., 8.750%,
due 05/15/13
    1,494,900    
  1,010,000     L   AES Corp., 8.875%,
due 02/15/11
    1,128,675    
  1,500,000     #   Allegheny Energy Supply
Statutory Trust 2001,
10.250%, due 11/15/07
    1,725,000    
  60,000     #   Allegheny Energy Supply
Statutory Trust 2001,
13.000%, due 11/15/07
    63,300    

 

See Accompanying Notes to Financial Statements

66



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Electric (continued)      
$ 670,000     #,L   Calpine Corp., 8.750%,
due 07/15/13
  $ 509,200    
  1,064,414         Homer City Funding LLC,
8.734%, due 10/01/26
    1,197,466    
  475,000         Illinois Power Co., 7.500%,
due 07/15/25
    489,250    
  1,200,000         Illinois Power Co., 11.500%,
due 12/15/10
    1,428,000    
  2,990,000         Midwest Generation LLC,
8.300%, due 07/02/09
    3,141,368    
  2,145,000         Nevada Power Co., 10.875%,
due 10/15/09
    2,496,243    
  955,000     #   NRG Energy, Inc., 8.000%,
due 12/15/13
    1,027,819    
  1,210,000     L   Reliant Energy, Inc., 9.250%,
due 07/15/10
    1,305,288    
  260,000         TECO Energy, Inc., 7.500%,
due 06/15/10
    282,100    
      16,288,609    
            Electrical Components and
Equipment: 0.2%
         
  365,000     @@   Lengrand Holdings SA,
10.500%, due 02/15/13
    428,875    
      428,875    
            Electronics: 0.8%  
  1,045,000         Fisher Scientific Intl., 8.000%,
due 09/01/13
    1,175,625    
  280,000         Sanmina-SCI Corp., 10.375%,
due 01/15/10
    321,650    
  295,000         Stoneridge, Inc., 11.500%,
due 05/01/12
    335,563    
      1,832,838    
            Entertainment: 2.6%  
  1,605,000     #   American Casino & 
Entertainment Properties
LLC, 7.850%, due 02/01/12
    1,693,275    
  790,000         Argosy Gaming Co., 9.000%,
due 09/01/11
    890,725    
  740,000         Carmike Cinemas, Inc., 7.500%,
due 02/15/14
    752,950    
  890,000     L   Cinemark USA, Inc., 9.000%,
due 02/01/13
    999,025    
  560,000     #   LCE Acquisition Corp., 9.000%,
due 08/01/14
    581,000    
  460,000     #,L   Marquee, Inc., 8.625%,
due 08/15/12
    489,900    
  850,000     #   Warner Music Group, 7.375%,
due 04/15/14
    884,000    
      6,290,875    
            Environmental Control: 1.0%  
  2,135,000         Allied Waste North America,
8.500%, due 12/01/08
    2,327,150    
      2,327,150    
            Food: 3.7%  
  1,330,000         Del Monte Corp., 8.625%,
due 12/15/12
    1,486,275    
  730,000         Delhaize America, Inc.,
8.125%, due 04/15/11
    837,328    

 

Principal
Amount
      Value  
$ 895,000         Dole Food Co., 8.625%,
due 05/01/09
  $ 980,025    
  1,450,000     #   Land O' Lakes, Inc., 9.000%,
due 12/15/10
    1,517,062    
  690,000         Roundy's Inc., 8.875%,
due 06/15/12
    746,925    
  1,235,000         Smithfield Foods, Inc.,
7.750%, due 05/15/13
    1,346,150    
  1,145,000     L   Swift & Co., 10.125%,
due 10/01/09
    1,262,363    
  595,000         Swift & Co., 12.500%,
due 01/01/10
    660,450    
      8,836,578    
            Forest Products and Paper: 4.4%  
  2,190,000         Abitibi-Consolidated Finance
LP, 7.875%, due 08/01/09
    2,294,025    
  1,840,000     #,L   Appleton Papers, Inc.,
8.125%, due 06/15/11
    1,904,400    
  1,460,000     L   Georgia-Pacific Corp.,
8.125%, due 05/15/11
    1,693,600    
  930,000         Georgia-Pacific Corp.,
8.875%, due 02/01/10
    1,092,750    
  980,000         Georgia-Pacific Corp.,
9.375%, due 02/01/13
    1,158,850    
  920,000     @@   Millar Western Forest Products
Ltd., 7.750%, due 11/15/13
    970,600    
  1,265,000     @@   Norske Skog Canada Ltd.,
7.375%, due 03/01/14
    1,328,250    
      10,442,475    
            Healthcare-Products: 0.7%  
  210,000     #   Medical Device Manufacturing, 
10.000%, due 07/15/12
    223,650    
  1,365,000     #   VWR Intl., Inc., 8.000%,
due 04/15/14
    1,450,313    
      1,673,963    
            Healthcare-Services: 1.9%  
  700,000     #   Beverly Enterprises, Inc.,
7.875%, due 06/15/14
    752,500    
  1,865,000         Genesis HealthCare Corp.,
8.000%, due 10/15/13
    2,042,175    
  1,555,000         HCA, Inc., 7.875%,
due 02/01/11
    1,760,793    
      4,555,468    
            Home Builders: 2.6%  
  505,000         DR Horton, Inc., 7.875%,
due 08/15/11
    586,431    
  735,000     #,L   KB Home, 6.375%,
due 08/15/11
    775,425    
  625,000         Meritage Corp., 9.750%,
due 06/01/11
    704,688    
  1,495,000         Technical Olympic USA, Inc.,
9.000%, due 07/01/10
    1,644,499    
  345,000         Technical Olympic USA, Inc.,
10.375%, due 07/01/12
    388,125    
  855,000     L   WCI Communities, Inc.,
10.625%, due 02/15/11
    968,288    
  445,000         William Lyon Homes, Inc.,
7.500%, due 02/15/14
    456,125    

 

See Accompanying Notes to Financial Statements

67



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Home Builders (continued)      
$ 520,000         William Lyon Homes, Inc.,
10.750%, due 04/01/13
  $ 603,200    
      6,126,781    
            Home Furnishings: 0.5%  
  170,000     #,L   Norcraft Holdings LP, 4.010%,
due 09/01/12
    124,100    
  940,000     #   Norcraft Finance Corp.,
9.000%, due 11/01/11
    1,029,300    
      1,153,400    
            Household Products/Wares: 0.6%  
  1,390,000     #,L   American Achievement Corp.,
8.250%, due 04/01/12
    1,466,450    
      1,466,450    
            Iron/Steel: 1.4%  
  1,895,000     L   AK Steel Corp., 7.875%,
due 02/15/09
    1,890,263    
  1,175,000         United States Steel Corp.,
9.750%, due 05/15/10
    1,351,250    
      3,241,513    
            Leisure Time: 1.2%  
  645,000     #   NCL Corp., 10.625%,
due 07/15/14
    678,863    
  595,000         Royal Caribbean Cruises Ltd.,
7.500%, due 10/15/27
    621,775    
  1,355,000         Royal Caribbean Cruises Ltd.,
8.000%, due 05/15/10
    1,532,843    
      2,833,481    
            Lodging: 6.7%  
  2,170,000         Ameristar Casinos, Inc.,
10.750%, due 02/15/09
    2,473,799    
  350,000         Aztar Corp., 9.000%,
due 08/15/11
    389,375    
  770,000         Caesars Entertainment, Inc.,
9.375%, due 02/15/07
    860,475    
  1,695,000         Harrah's Operating Co., Inc.,
8.000%, due 02/01/11
    1,969,956    
  1,500,000     L   Hilton Hotels Corp., 7.625%,
due 12/01/12
    1,751,250    
  740,000         John Q Hammons Hotels LP,
8.875%, due 05/15/12
    828,800    
  185,000     L   Mandalay Resort Group,
6.500%, due 07/31/09
    192,863    
  960,000         Mandalay Resort Group,
9.500%, due 08/01/08
    1,108,800    
  800,000     L   MGM Mirage, 8.375%,
due 02/01/11
    887,000    
  1,375,000     L   MGM Mirage, 8.500%,
due 09/15/10
    1,569,219    
  885,000         MGM Mirage, 9.750%,
due 06/01/07
    987,881    
  500,000     L   Station Casinos, Inc.,
6.500%, due 02/01/14
    511,250    
  1,155,000         Venetian Casino Resort LLC,
11.000%, due 06/15/10
    1,342,688    
  952,000     L   Wynn Las Vegas Capital Corp., 
12.000%, due 11/01/10
    1,194,760    
      16,068,116    

 

Principal
Amount
      Value  
            Machinery-Construction and
Mining: 0.5%
         
$ 1,185,000         Terex Corp., 7.375%,
due 01/15/14
  $ 1,250,175    
      1,250,175    
            Machinery-Diversified: 0.3%  
  635,000         Cummins, Inc., 9.500%,
due 12/01/10
    736,600    
      736,600    
            Media: 10.4%  
  350,000         American Media Operation,
Inc., 10.250%, due 05/01/09
    370,125    
  630,000         Block Communications, Inc.,
9.250%, due 04/15/09
    669,375    
  220,000     @@   CanWest Media, Inc., 7.625%,
due 04/15/13
    237,600    
  875,000     @@   CanWest Media, Inc.,
10.625%, due 05/15/11
    999,688    
  1,160,000     #   Charter Communications
Operating Capital Corp.,
8.000%, due 04/30/12
    1,162,900    
  675,000         Charter Communications
Holdings Capital Corp.,
9.625%, due 11/15/09
    534,938    
  775,000         CSC Holdings, Inc., 7.625%,
due 04/01/11
    820,531    
  1,045,000         CSC Holdings, Inc., 7.875%,
due 12/15/07
    1,114,231    
  775,000         CSC Holdings, Inc., 8.125%,
due 07/15/09
    827,313    
  295,000     L   CSC Holdings, Inc., 10.500%,
due 05/15/16
    336,300    
  295,000         Dex Media East Finance Co.,
9.875%, due 11/15/09
    340,725    
  455,000         Dex Media East Finance Co.,
12.125%, due 11/15/12
    568,750    
  340,000         Dex Media Finance Co.,
8.500%, due 08/15/10
    387,600    
  1,060,000     L   Dex Media Finance Co.,
9.875%, due 08/15/13
    1,250,799    
  1,900,000         DirecTV Holdings LLC,
8.375%, due 03/15/13
    2,170,749    
  745,000         Echostar DBS Corp., 5.750%,
due 10/01/08
    752,450    
  340,000     #   Echostar DBS Corp., 6.625%,
due 10/01/14
    339,575    
  595,000     L   Emmis Operating Co., 6.875%,
due 05/15/12
    620,288    
  840,000         Entravision Communications
Corp., 8.125%, due 03/15/09
    896,700    
  425,000         Granite Broadcasting Corp.,
9.750%, due 12/01/10
    395,250    
  1,385,000         Gray Television, Inc., 9.250%,
due 12/15/11
    1,561,587    
  445,000         Houghton Mifflin Co., 8.250%,
due 02/01/11
    467,250    
  500,000     +,L   Insight Communications Co.,
Inc., 0.970%, due 02/15/11
    470,000    
  750,000     @@,#   Kabel Deutschland GmbH,
10.625%, due 07/01/14
    821,250    
  350,000     L   Nexstar Finance Holdings, Inc.,
3.080%, due 04/01/13
    269,938    

 

See Accompanying Notes to Financial Statements

68



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Media (continued)      
$ 380,000     +   Nexstar Finance, Inc., 7.000%,
due 01/15/14
  $ 376,200    
  655,000     L   Paxson Communications Corp.,
10.750%, due 07/15/08
    661,550    
  225,000     @@   Quebecor Media, Inc.,
13.750%, due 07/15/11
    218,250    
  1,205,000     @@,+   Quebecor Media, Inc.,
11.125%, due 07/15/11
    1,397,799    
  615,000         Reader's Digest Association, Inc., 
6.500%, due 03/01/11
    636,525    
  85,000     @@   Rogers Cable, Inc., 5.500%,
due 03/15/14
    78,625    
  115,000         Salem Communications Corp.,
7.750%, due 12/15/10
    121,900    
  622,000         Salem Communications
Holding Corp., 9.000%,
due 07/01/11
    684,200    
  455,000     @@,L   Shaw Communications, Inc.,
7.200%, due 12/15/11
    497,088    
  635,000     L   Sinclair Broadcast Group, Inc.,
8.750%, due 12/15/11
    692,150    
  623,056     I,**,X   Source Media, Inc., 0.000%,
due 11/01/04
    1    
  30,000         Spanish Broadcasting System,
9.625%, due 11/01/09
    31,575    
  840,000         Young Broadcasting, Inc.,
8.500%, due 12/15/08
    896,700    
  440,000     L   Young Broadcasting, Inc.,
10.000%, due 03/01/11
    455,400    
      25,133,875    
            Metal Fabricate/Hardware: 0.0%  
  2,456,000     @@,I,**,X   International Utility
Structures, Inc., 0.000%,
due 02/01/08
    2    
      2    
            Miscellaneous Manufacturing: 0.9%  
  745,000         Koppers, Inc., 9.875%,
due 10/15/13
    826,950    
  1,065,000     #,L   Samsonite Corp., 8.875%,
due 06/01/11
    1,118,250    
  265,000         SPX Corp., 7.500%,
due 01/01/13
    270,631    
      2,215,831    
            Office/Business Equipment: 0.6%  
  555,000         Xerox Corp., 6.875%,
due 08/15/11
    582,750    
  150,000         Xerox Corp., 7.625%,
due 06/15/13
    162,750    
  500,000     L   Xerox Corp., 9.750%,
due 01/15/09
    585,000    
      1,330,500    
            Oil and Gas: 4.9%  
  2,465,000     L   Chesapeake Energy Corp.,
7.500%, due 09/15/13
    2,711,500    
  980,000     L   Energy Partners Ltd.,
8.750%, due 08/01/10
    1,068,200    
  610,000     #,L   Newfield Exploration Co.,
6.625%, due 09/01/14
    638,975    
  1,110,000     #   Parker Drilling Co., 6.540%,
due 09/01/10
    1,118,325    

 

Principal
Amount
      Value  
$ 725,000         Swift Energy Co., 7.625%,
due 07/15/11
  $ 779,375    
  1,890,000         Swift Energy Co., 9.375%,
due 05/01/12
    2,126,250    
  2,250,000     @@   Western Oil Sands, Inc.,
8.375%, due 05/01/12
    2,604,375    
  605,000         Whiting Petroleum Corp.,
7.250%, due 05/01/12
    614,075    
      11,661,075    
            Oil and Gas Services: 2.6%  
  2,950,000         Grant Prideco Escrow Corp.,
9.000%, due 12/15/09
    3,311,375    
  1,070,000     L   Hanover Compressor Co.,
9.000%, due 06/01/14
    1,179,675    
  1,390,000     L   Hanover Equipment Trust,
8.500%, due 09/01/08
    1,501,200    
  250,000         Hanover Equipment Trust,
8.750%, due 09/01/11
    274,375    
      6,266,625    
            Packaging and Containers: 4.8%  
  955,000         BWAY Corp., 10.000%,
due 10/15/10
    1,050,500    
  2,275,000     @@,L   Crown European Holdings SA,
10.875%, due 03/01/13
    2,656,062    
  2,310,000         Jefferson Smurfit Corp.,
8.250%, due 10/01/12
    2,558,325    
  2,175,000     L   Owens-Brockway, 8.250%,
due 05/15/13
    2,327,250    
  2,145,000         Owens-Brockway, 8.875%,
due 02/15/09
    2,343,413    
  540,000     L   Solo Cup Co., 8.500%,
due 02/15/14
    534,600    
      11,470,150    
            Pharmaceuticals: 0.3%  
  550,000         AmerisourceBergen Corp.,
8.125%, due 09/01/08
    613,250    
      613,250    
            Pipelines: 5.0%  
  1,110,000     L   ANR Pipeline Co., 8.875%,
due 03/15/10
    1,254,300    
  1,375,000     L   El Paso Corp., 7.875%,
due 06/15/12
    1,371,563    
  1,545,000         El Paso Natural Gas Co.,
7.625%, due 08/01/10
    1,660,875    
  1,384,000         GulfTerra Energy Partners LP,
8.500%, due 06/01/10
    1,617,550    
  600,000         Southern Natural Gas Co.,
8.000%, due 03/01/32
    622,500    
  1,425,000         Transcontinental Gas Pipe LN,
7.250%, due 12/01/26
    1,492,688    
  3,155,000         Transcontinental Gas Pipe LN,
8.875%, due 07/15/12
    3,853,043    
      11,872,519    
            Real Estate Investment Trusts: 1.2%  
  785,000         Host Marriott LP, 7.125%,
due 11/01/13
    828,175    
  530,000         iStar Financial, Inc., 5.125%,
due 04/01/11
    531,490    
  1,380,000     L   MeriStar Hospitality Finance
Corp., 10.500%, due 06/15/09
    1,518,000    
      2,877,665    

 

See Accompanying Notes to Financial Statements

69



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Retail: 4.6%      
$ 465,000     #,L   Denny's Corp., 10.000%,
due 10/01/12
  $ 469,069    
  625,000         Denny's Corp., 11.250%,
due 01/15/08
    651,563    
  1,365,000         Dollar General Corp.,
8.625%, due 06/15/10
    1,576,575    
  660,000         Domino's, Inc., 8.250%,
due 07/01/11
    717,750    
  705,000     #,L   Duane Reade, Inc., 9.750%,
due 08/01/11
    669,750    
  1,105,000     L   Gap, Inc., 10.300%,
due 12/15/08
    1,359,150    
  1,560,000     L   General Nutrition Centers, Inc., 
8.500%, due 12/01/10
    1,602,900    
  1,645,000         JC Penney Co., Inc., 8.000%,
due 03/01/10
    1,881,468    
  700,000         Rite Aid Corp., 8.125%,
due 05/01/10
    738,500    
  1,120,000         Star Gas Finance Co., 10.250%,
due 02/15/13
    1,232,000    
      10,898,725    
            Semiconductors: 0.1%  
  207,000         ON Semiconductor Corp.,
13.000%, due 05/15/08
    232,875    
      232,875    
            Telecommunications: 7.7%  
  1,902,000     L   American Tower Corp.,
9.375%, due 02/01/09
    2,025,629    
  1,200,000         American Towers, Inc.,
7.250%, due 12/01/11
    1,253,999    
  280,000     #   Centennial Communications
Corp., 8.125%, due 02/01/14
    268,450    
  680,000         Centennial Communications
Corp., 10.125%, due 06/15/13
    719,100    
  530,000     L   Cincinnati Bell, Inc., 7.250%,
due 07/15/13
    512,775    
  345,000     L   Citizens Communications Co.,
7.625%, due 08/15/08
    363,975    
  865,000     L   Crown Castle Intl. Corp.,
7.500%, due 12/01/13
    910,413    
  450,000     L   Crown Castle Intl. Corp.,
9.375%, due 08/01/11
    519,750    
  865,000     L   Crown Castle Intl. Corp.,
10.750%, due 08/01/11
    966,638    
  3,600,000     +,I,**,X   ICG Services, Inc., 0.000%,
due 02/15/08
    4    
  370,000     @@,#   Inmarsat Finance PLC, 7.625%,
due 06/30/12
    369,075    
  795,000         Insight Capital, Inc., 10.500%,
due 11/01/10
    874,500    
  255,000     L   Lucent Technologies, Inc.,
5.500%, due 11/15/08
    256,275    
  590,000     L,S   Lucent Technologies, Inc.,
7.250%, due 07/15/06
    628,350    
  175,000         MetroPCS, Inc., 10.750%,
due 10/01/11
    189,000    
  5,000         Nextel Communications, Inc,
6.875%, due 10/31/13
    5,225    
  1,785,000         Nextel Communications, Inc.,
7.375%, due 08/01/15
    1,927,799    
  320,000     L   Nextel Partners, Inc., 8.125%,
due 07/01/11
    340,800    

 

Principal
Amount
      Value  
$ 555,000         Nextel Partners, Inc., 12.500%,
due 11/15/09
  $ 643,800    
  645,000     #,L   PanAmSat Corp., 9.000%,
due 08/15/14
    674,025    
  350,000         Qwest Capital Funding, Inc.,
7.750%, due 08/15/06
    353,063    
  225,000     #   Qwest Corp., 7.875%,
due 09/01/11
    234,563    
  200,000     #   Qwest Corp., 9.125%,
due 03/15/12
    221,000    
  995,000     #,L   Qwest Services Corp.,
13.500%, due 12/15/07
    1,136,787    
  614,000     #   Qwest Services Corp.,
14.000%, due 12/15/10
    719,915    
  365,000     @@   Rogers Wireless
Communications, Inc.,
9.625%, due 05/01/11
    408,800    
  315,000     #   Rural Cellular Corp., 8.250%,
due 03/15/12
    322,088    
  465,000     L   SBA Communications Corp.,
2.860%, due 12/15/11
    378,975    
  345,000         Spectrasite, Inc., 8.250%,
due 05/15/10
    372,600    
  885,000         Western Wireless Corp.,
9.250%, due 07/15/13
    907,125    
  6,250,000     I,**,X   WinStar Communications, Inc.,
12.750%, due 04/15/10
    625    
      18,505,123    
    Total Corporate Bonds/Notes
(Cost $229,780,531)
    231,388,677    
Shares       Value  
  COMMON STOCK: 0.0%        
            Diversified Financial Services: 0.0%  
  17,906     I,##,X   North Atlantic Trading Co.     18    
      18    
            Packaging and Containers: 0.0%  
  100,000     I,X   Russell-Stanley Holdings, Inc.     10    
      10    
            Telecommunications: 0.0%  
  61,806     I,**,X   Adelphia Business Solutions     6    
  132         Completel Europe NV     4,236    
  1,481         ICG Communications, Inc.     1,038    
  483,445     I,X   International Wireless
Communications Holdings, Inc.
    48    
  2,350     I,X   Jordan Telecommunications     65,511    
          15     Mpower Holding Corp.     19    
      70,858    
    Total Common Stock
(Cost $8,965,004)
    70,886    
  WARRANT: 0.0%        
  490         American Tower Corp.     92,364    
  92,950     I,X   Comforce Corp.     930    
  3,100     #,I   Dayton Superior Corp.     31    
  6,600     #,I,X   ICG Communications, Inc.     1    
    Total Warrants (Cost $40,726)     93,326    
    Total Long-Term Investments
(Cost $238,786,261)
    231,552,889    

 

See Accompanying Notes to Financial Statements

70



  PORTFOLIO OF INVESTMENTS
ING HIGH YIELD OPPORTUNITY FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
              Value  
SHORT-TERM INVESTMENTS: 24.5%      
        Securities Lending CollateralCC: 22.6%  
$ 53,825,247         The Bank of New York Institutional
Cash Reserves Fund
          $ 53,825,247    
        Total Securities Lending Collateral
(Cost $53,825,247)
            53,825,247    
        Repurchase Agreement: 1.9%      
  4,490,000     S   Morgan Stanley Repurchase
Agreement dated 09/30/04,
1.850% due 10/01/04, $4,490,231
to be received upon repurchase
(Collateralized by $4,310,000
Federal Home Loan Bank,
5.375%, Market value plus
accrued interest $4,581,385,
due 05/15/06)
            4,490,000    
        Total Repurchase Agreement
(Cost $4,490,000)
            4,490,000    
        Total Short-Term Investments
(Cost $58,315,247)
            58,315,247    
        Total Investments in
Securities (Cost
$297,101,508)*
    121.4 %     $289,868,136    
        Other Assets and
Liabilities-Net
    (21.4 )     (51,185,350)    
        Net Assets     100.0 %   $ 238,682,786    

 

@  Non-income producing security

@@  Foreign issuer

STRIP  Separate Trading of Registered Interest and Principal of Securities

+  Step-up basis bonds. Interest rates shown reflect current and future coupon rates.

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors/Trustees.

##  Illiquid and restricted securities

cc  Securities purchased with cash collateral for securities loaned.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

L  Loaned security, a portion or all of the security is on loan at September 30, 2004.

**  Defaulted security

X  Fair value determined by ING Funds Valuation Committee appointed by the Funds' Board of Directors/Trustees.

*  Cost for federal income tax purposes is $297,710,932. Net unrealized depreciation consists of:

Gross Unrealized Appreciation   $ 10,438,533    
Gross Unrealized Depreciation     (18,281,329 )  
Net Unrealized Depreciation   $ (7,842,796 )  

 

See Accompanying Notes to Financial Statements

71



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Value  
  CORPORATE BONDS/NOTES: 25.7%        
            Airlines: 0.3%  
$ 430,000         American Airlines, Inc.,
7.250%, due 02/05/09
  $ 397,750    
  1,846,000         American Airlines, Inc.,
7.324%, due 10/15/09
    1,463,437    
      1,861,187    
            Auto Manufacturers: 0.3%  
  473,000     L   Ford Motor Co., 6.625%,
due 10/01/28
    429,431    
  1,069,000         General Motors Corp., 8.375%,
due 07/15/33
    1,138,237    
      1,567,668    
            Banks: 5.4%  
  660,000         Australia & New Zealand
Banking Group Ltd., 1.494%,
due 10/29/49
    568,003    
  1,073,000     @@,#   Banco Bradesco SA/Cayman
Islands, 8.750%,
due 10/24/13
    1,121,285    
  2,421,000     @@,L   Banco Santander Chile SA,
7.375%, due 07/18/12
    2,772,873    
  490,000         Bank of Nova Scotia,
2.115%, due 08/31/85
    409,156    
  1,136,000         BankAmerica Capital II,
8.000%, due 12/15/26
    1,267,549    
  997,000     @@,#   Danske Bank A/S, 5.914%,
due 12/29/49
    1,050,596    
  440,000         Den Norske Bank ASA,
2.125%, due 08/29/49
    364,650    
  1,994,000     #   Dresdner Funding Trust I,
8.151%, due 06/30/31
    2,416,981    
  1,198,000         FBS Capital I, 8.090%,
due 11/15/26
    1,348,629    
  1,059,000     @@,#,L   HBOS Capital Funding LP,
6.071%, due 06/30/49
    1,121,699    
  1,590,000         Lloyds TSB Bank PLC, 2.090%,
due 08/29/49
    1,380,455    
  1,570,000         Lloyds TSB Bank PLC, 2.188%,
due 06/29/49
    1,381,090    
  1,614,000         M&T Bank Corp., 3.850%,
due 04/01/13
    1,609,562    
  1,142,000         Mellon Capital I, 7.720%,
due 12/01/26
    1,270,226    
  510,000         National Australia Bank Ltd.,
1.463%, due 10/29/49
    439,059    
  1,710,000     @@   National Westminster Bank
PLC, 1.938%, due 11/29/49
    1,455,882    
  1,338,000     #,L   Rabobank Capital Funding II,
5.260%, due 12/29/49
    1,352,252    
  1,640,000     @@   Royal Bank of Canada,
1.750%, due 06/29/85
    1,415,755    
  780,000     @@   Royal Bank of Scotland Group
PLC, 2.063%, due 12/29/49
    678,478    
  420,000     @@   Societe Generale, 1.688%,
due 11/29/49
    354,928    
  3,460,000     @@   Standard Chartered PLC,
1.800%, due 11/29/49
    2,780,472    
  2,470,000     @@   Standard Chartered PLC,
2.070%, due 12/29/49
    1,982,175    
  1,103,000         Wells Fargo Capital I, 7.960%,
due 12/15/26
    1,253,023    

 

Principal
Amount
      Value  
$ 590,000         Westpac Banking Corp,
2.338%, due 09/29/49
  $ 503,560    
  2,420,000     #   Westpac Capital Trust IV,
5.256%, due 12/29/49
    2,383,320    
      32,681,658    
            Beverages: 1.0%  
  3,262,000     @@   Cia Brasileira de Bebidas,
8.750%, due 09/15/13
    3,702,369    
  217,000     @@   Cia Brasileira de Bebidas,
10.500%, due 12/15/11
    268,538    
  1,806,000     #   Miller Brewing Co., 4.250%,
due 08/15/08
    1,837,504    
      5,808,411    
            Chemicals: 0.1%  
  434,000     L   Dow Chemical Co.,
5.750%, due 11/15/09
    466,257    
  397,000     @@,#   Sociedad Quimica y Minera
de Chile SA, 7.700%,
due 09/15/06
    427,728    
      893,985    
            Diversified Financial Services: 4.1%  
  434,000     #,I,XX   Alpine III, 2.261%,
due 08/16/14
    434,000    
  434,000     #,I,XX   Alpine III, 2.661%,
due 08/16/14
    434,000    
  276,000     #,I,XX   Alpine III, 4.461%,
due 08/16/14
    276,000    
  669,000     #,I,XX   Alpine III, 7.711%,
due 08/16/14
    669,000    
  339,471     #   Arcel Finance Ltd., 5.984%,
due 02/01/09
    355,409    
  901,000     #   Arcel Finance Ltd., 6.361%,
due 05/01/12
    910,863    
  512,000     #   Arcel Finance Ltd., 7.048%,
due 09/01/11
    538,426    
  1,508,000     L   Boeing Capital Corp., 7.375%,
due 09/27/10
    1,754,183    
  2,015,000     @@,#   Brazilian Merchant Voucher
Receivables Ltd., 5.911%,
due 06/15/11
    1,999,888    
  1,153,000         Citigroup Capital II, 7.750%,
due 12/01/36
    1,276,258    
  1,135,000     #   Corestates Capital Trust I,
8.000%, due 12/15/26
    1,259,546    
  2,066,000     #   Farmers Exchange Capital,
7.200%, due 07/15/48
    2,097,797    
  570,000         Financiere CSFB NV, 2.125%,
due 03/29/49
    465,397    
  1,271,000         General Motors Acceptance
Corp., 7.750%, due 01/19/10
    1,398,174    
  7,367     #   Hollinger Participation Trust,
0.000%, due 11/15/10
    8,454    
  611,000     #   HVB Funding Trust III, 9.000%,
due 10/22/31
    788,584    
  662,000         JPM Capital Trust I, 7.540%,
due 01/15/27
    708,492    
  522,000         JPM Capital Trust II, 7.950%,
due 02/01/27
    582,855    
  3,559,000     #   Mangrove Bay Pass-Through
Trust, 6.102%, due 07/15/33
    3,634,315    

 

See Accompanying Notes to Financial Statements

72



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Diversified Financial Services (continued)      
$ 1,285,084     @@,#   PF Export Receivables Master
Trust, 3.748%,
due 06/01/13
  $ 1,260,661    
  1,714,036     @@,#   PF Export Receivables Master
Trust, 6.436%,
due 06/01/15
    1,721,021    
  2,058,000     L   UFJ Finance Aruba AEC,
8.750%, due 11/29/49
    2,274,437    
  15,000         Universal City Development
Partners, 11.750%,
due 04/01/10
    17,550    
      24,865,310    
            Electric: 5.0%  
  1,057,000     @@,#,L   AES Gener SA, 7.500%,
due 03/25/14
    1,067,570    
  1,517,715     #   Allegheny Energy Supply
Statutory Trust 2001,
10.250%, due 11/15/07
    1,745,372    
  160,042     #   Allegheny Energy Supply
Statutory Trust 2001,
13.000%, due 11/15/07
    168,844    
  1,854,160         CE Generation LLC, 7.416%,
due 12/15/18
    1,925,332    
  1,839,000     L   Consumers Energy Co.,
4.250%, due 04/15/08
    1,871,841    
  1,444,000         DTE Energy Co., 2.740%,
due 06/01/07
    1,444,637    
  2,635,000     @@,L   Empresa Nacional de
Electricidad SA/Chile,
7.750%, due 07/15/08
    2,887,989    
  3,551,000         Enserch Capital I, 2.950%,
due 07/01/28
    3,499,318    
  2,110,000         Enterprise Capital Trust II,
3.195%, due 06/30/28
    2,005,211    
  1,511,000     #   Monongahela Power Co.,
6.700%, due 06/15/14
    1,645,085    
  2,384,000         Ohio Power Co., 6.375%,
due 07/15/33
    2,467,173    
  4,105,000         PG&E Corp., 6.875%,
due 07/15/08
    4,464,187    
  209,472     #   Power Contract Financing LLC,
5.200%, due 02/01/06
    212,526    
  1,068,000     #   Power Contract Financing LLC,
6.256%, due 02/01/10
    1,113,074    
  384,092         PPL Montana LLC, 8.903%,
due 07/02/20
    426,583    
  896,000         Sithe/Independence Funding,
9.000%, due 12/30/13
    1,017,591    
  623,000     #   Tenaska Virginia Partners LP,
6.119%, due 03/30/24
    653,253    
  1,301,000         TXU Corp., 4.446%,
due 11/16/06
    1,326,865    
      29,942,451    
            Engineering and Construction: 0.1%  
  970,000     @@   Dong Ah Construction,
2.160%, due 12/29/49
    830,459    
      830,459    
            Food: 0.9%  
  831,000         Kroger Co., 7.250%,
due 06/01/09
    938,041    

 

Principal
Amount
      Value  
$ 1,478,000         Safeway, Inc., 4.800%,
due 07/16/07
  $ 1,520,291    
  987,000     L   Supervalu, Inc., 7.875%,
due 08/01/09
    1,133,474    
  1,947,000         Tyson Foods, Inc., 7.250%,
due 10/01/06
    2,088,972    
      5,680,778    
            Gas: 0.2%  
  1,343,000     #   Williams Gas Pipelines Central,
Inc., 7.375%, due 11/15/06
    1,452,119    
      1,452,119    
            Home Builders: 0.3%  
  1,579,000         DR Horton, Inc., 5.625%,
due 09/15/14
    1,579,000    
  54,000         Technical Olympic USA, Inc.,
9.000%, due 07/01/10
    59,400    
      1,638,400    
            Insurance: 0.7%  
  380,000     #   Farmers Insurance Exchange,
6.000%, due 08/01/14
    387,168    
  977,000     #   Farmers Insurance Exchange,
8.625%, due 05/01/24
    1,156,886    
  1,244,000     #   Monumental Global Funding II,
3.850%, due 03/03/08
    1,264,623    
  1,083,000         Prudential Financial, Inc.,
4.104%, due 11/15/06
    1,101,570    
      3,910,247    
            Machinery-Diversified: 0.5%  
  3,200,000     @@   Inficon Holding AG, 1.971%,
due 06/29/49
    2,733,251    
      2,733,251    
            Media: 0.4%  
  64,000     L   Comcast Cable Communications, 
7.125%, due 06/15/13
    72,504    
  1,029,000         Time Warner Entertainment
Co. LP, 8.875%, due 10/01/12
    1,267,276    
  691,000     L   Time Warner, Inc., 6.875%,
due 05/01/12
    772,085    
      2,111,865    
            Mining: 0.5%  
  1,068,000     @@,#   Corp Nacional del Cobre de
Chile, 5.500%, due 10/15/13
    1,114,361    
  1,684,000         Vale Overseas Ltd., 8.625%,
due 03/08/07
    1,869,240    
      2,983,601    
            Miscellaneous Manufacturing: 0.0%  
  5,000         SPX Corp., 7.500%,
due 01/01/13
    5,106    
      5,106    
            Multi-National: 0.5%  
  2,576,000     @@   Corp Andina de Fomento CAF,
6.875%, due 03/15/12
    2,902,212    
      2,902,212    

 

See Accompanying Notes to Financial Statements

73



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Oil and Gas: 2.0%      
$ 1,099,000     L   Amerada Hess Corp., 6.650%,
due 08/15/11
  $ 1,215,094    
  1,586,000         Amerada Hess Corp., 7.875%,
due 10/01/29
    1,839,457    
  1,518,000     @@,#   Empresa Nacional de Petroleo,
4.875%, due 03/15/14
    1,499,427    
  20,000     L   Energy Partners Ltd., 8.750%,
due 08/01/10
    21,800    
  1,478,000     @@,#,L   Gazprom Intl. SA, 7.201%,
due 02/01/20
    1,500,170    
  1,110,000     @@,#   Morgan Stanley Bank AG for
OAO Gazprom, 9.625%,
due 03/01/13
    1,237,650    
  3,227,000     #,L   Pemex Project Funding Master
Trust, 3.180%, due 06/15/10
    3,268,952    
  905,000         Valero Energy Corp., 8.750%,
due 06/15/30
    1,183,183    
      11,765,733    
            Packaging and Containers: 0.5%  
  642,000     #   Sealed Air Corp., 5.375%,
due 04/15/08
    670,866    
  1,843,000     #   Sealed Air Corp., 6.950%,
due 05/15/09
    2,043,174    
      2,714,040    
            Pipelines: 0.0%  
  18,000         GulfTerra Energy Finance Corp.,
10.625%, due 12/01/12
    22,680    
  20,000         Transcontinental Gas Pipe LN,
8.875%, due 07/15/12
    24,425    
      47,105    
            Real Estate: 0.6%  
  1,636,000         EOP Operating LP, 7.750%,
due 11/15/07
    1,828,072    
  209,000         Liberty Property-LP, 6.375%,
due 08/15/12
    227,465    
  163,000         Liberty Property-LP, 6.950%,
due 12/01/06
    176,394    
  1,406,000         Liberty Property-LP, 7.750%,
due 04/15/09
    1,607,996    
      3,839,927    
            Real Estate Investment Trusts: 0.8%  
  657,000         Rouse Co., 3.625%,
due 03/15/09
    614,036    
  657,000         Rouse Co., 5.375%,
due 11/26/13
    627,707    
  1,205,000         Simon Property Group LP,
4.875%, due 03/18/10
    1,229,405    
  2,134,000         Simon Property Group LP,
6.375%, due 11/15/07
    2,309,560    
      4,780,708    
            Retail: 0.0%  
  39,000         Dollar General Corp., 8.625%,
due 06/15/10
    45,045    
      45,045    

 

Principal
Amount
      Value  
            Savings and Loans: 0.2%      
$ 1,104,000         Great Western Financial,
8.206%, due 02/01/27
  $ 1,250,902    
      1,250,902    
            Telecommunications: 1.2%  
  1,480,000         BellSouth Corp., 4.200%,
due 09/15/09
    1,490,157    
  1,439,000     @@   Cia de Telecomunicaciones
de Chile SA, 7.625%,
due 07/15/06
    1,532,762    
  819,000     +   Sprint Capital Corp., 4.780%,
due 08/17/06
    842,363    
  628,000         Sprint Capital Corp., 8.375%,
due 03/15/12
    761,684    
  1,415,000         Verizon Florida, Inc., 6.125%,
due 01/15/13
    1,512,403    
  1,177,000         Verizon Virginia, Inc., 4.625%, 
due 03/15/13
    1,151,303    
      7,290,672    
            Transportation: 0.1%  
  853,000     @@,#   MISC Capital Ltd., 5.000%,
due 07/01/09
    881,475    
      881,475    
    Total Corporate Bonds/Notes
(Cost $151,173,979)
    154,484,315    
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.6%        
            Federal Home Loan
Mortgage Corporation: 9.1%
         
  1,306,797         1.740%, due 05/25/31     1,307,363    
  992,722         1.755%, due 04/25/30     993,235    
  459,262         1.765%, due 01/25/32     459,763    
  1,033,538         1.950%, due 02/15/32     1,035,609    
  2,248,613         2.250%, due 04/15/32     2,259,751    
  11,845,000         2.700%, due 03/16/07     11,769,252    
  5,160,000         2.750%, due 02/09/07     5,139,716    
  3,534,796         4.500%, due 04/01/14     3,544,035    
  2,000,000         5.500%, due 11/15/18     2,061,250    
  2,071,000         5.875%, due 03/21/11     2,251,247    
  3,216,000         6.000%, due 01/15/28     3,319,461    
  3,669,423         6.000%, due 01/15/29     3,819,997    
  3,151,436         6.000%, due 01/15/29     3,282,392    
  2,277,000         6.000%, due 01/15/29     2,383,742    
  7,465,000         6.500%, due 10/15/34     7,831,248    
  3,309,000         7.000%, due 10/15/34     3,509,608    
  16,956         7.500%, due 11/01/28     18,232    
      54,985,901    
            Federal National
Mortgage Association: 19.2%
         
  250,240         1.815%, due 11/25/32     249,461    
  902,019         1.900%, due 10/25/33     905,906    
  828,720         2.000%, due 04/18/28     833,297    
  269,480         2.065%, due 12/25/29     270,408    
  2,669,860         2.090%, due 08/25/33     2,682,362    
  782,357         2.165%, due 01/25/32     781,580    
  1,037,187         2.859%, due 12/26/29     1,040,585    
  6,050,000         2.875%, due 05/19/08     5,916,422    
  2,489,000         4.500%, due 10/15/18     2,480,443    
  2,187,000         4.750%, due 12/25/42     2,205,536    
  41,165,000         5.000%, due 11/15/34     40,624,708    
  14,650,000         5.000%, due 11/01/18     14,846,867    

 

See Accompanying Notes to Financial Statements

74



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Federal National Mortgage
Association (continued)
         
$ 2,755,000         5.250%, due 08/01/12   $ 2,867,746    
  2,679,980         5.500%, due 11/15/18     2,762,893    
  6,172,975         5.898%, due 02/17/29     636,171    
  2,290,975         6.000%, due 04/25/31     2,384,718    
  1,854,594         6.000%, due 08/01/33     1,922,757    
  1,269,000         6.000%, due 10/15/34     1,312,622    
  114,838         6.000%, due 08/01/16     120,534    
  10,100         6.000%, due 12/01/16     10,601    
  358,644         6.000%, due 03/01/17     376,431    
  3,241,295         6.000%, due 09/01/17     3,401,929    
  231,077         6.000%, due 11/01/17     242,537    
  3,702,274         6.000%, due 07/25/29     3,850,417    
  1,573,193         6.000%, due 07/25/29     1,636,631    
  940,632         6.500%, due 04/01/30     988,801    
  4,736         6.500%, due 06/01/31     4,973    
  1,188,224         6.500%, due 07/01/31     1,250,654    
  21,272         6.500%, due 09/01/31     22,335    
  3,897         6.500%, due 09/01/31     4,092    
  6,619,000         6.500%, due 10/01/31     6,943,741    
  434,136         6.500%, due 11/01/31     455,826    
  267,427         6.500%, due 04/01/32     280,793    
  103,594         6.500%, due 07/01/32     108,771    
  135,244         6.500%, due 08/01/32     142,003    
  128,963         6.500%, due 08/01/32     135,408    
  23,143         6.500%, due 08/01/32     24,299    
  324,405         6.500%, due 11/01/32     340,618    
  358,436         6.500%, due 01/01/33     376,350    
  266,694         6.500%, due 02/01/33     280,068    
  1,363,324         6.500%, due 12/01/33     1,431,690    
  86,634         6.500%, due 07/01/29     91,070    
  353,098         6.500%, due 08/01/29     371,180    
  2,515,000         6.625%, due 11/15/10     2,864,193    
  34,777         7.000%, due 01/01/30     36,946    
  168,004         7.000%, due 01/01/30     178,264    
  12,008         7.000%, due 03/01/30     12,757    
  445,074         7.000%, due 06/01/31     473,091    
  4,194         7.500%, due 09/01/30     4,496    
  16,935         7.500%, due 10/01/30     18,156    
  21,209         7.500%, due 10/01/30     22,739    
  9,502         7.500%, due 11/01/30     10,188    
  162,388         7.500%, due 02/01/32     174,155    
  1,288,285         7.500%, due 06/25/32     1,394,853    
  850,607         7.500%, due 12/25/41     922,369    
  1,693,003         7.500%, due 01/25/48     1,829,629    
      115,558,070    
            Government National Mortgage
Association: 0.3%
         
  20,570         4.375%, due 04/20/28     20,836    
  1,744,011         6.471%, due 06/16/31     205,895    
  6,787         6.500%, due 03/15/31     7,171    
  47,473         6.500%, due 08/15/31     50,161    
  101,150         6.500%, due 10/15/31     106,878    
  55,732         6.500%, due 11/15/31     58,887    
  55,037         6.500%, due 07/15/32     58,144    
  404,041         6.500%, due 09/15/32     426,852    
  69,464         7.000%, due 05/15/32     74,114    
  98,736         7.000%, due 04/15/26     105,659    
  926         7.500%, due 11/15/30     998    
  45,458         7.500%, due 12/15/30     48,995    
  89,688         7.500%, due 12/15/31     96,660    
  96,115         7.500%, due 05/15/32     103,545    
  66,914         7.500%, due 05/15/32     72,087    

 

Principal
Amount
      Value  
$ 158,700         7.500%, due 12/15/22   $ 171,900    
  16,341         7.500%, due 10/15/26     17,654    
  82,443         7.500%, due 07/15/29     88,877    
      1,715,313    
    Total U.S. Government
Agency Obligations
(Cost $172,089,579)
    172,259,284    
  U.S. TREASURY OBLIGATIONS: 20.8%        
            U.S. Treasury Bonds: 10.0%  
  9,745,000     L   4.250%, due 08/15/14     9,850,071    
  21,136,000     L   5.375%, due 02/15/31     22,648,555    
  8,493,000     L   6.250%, due 08/15/23     9,920,223    
  7,109,000         10.375%, due 11/15/12     8,660,767    
  6,152,000         13.250%, due 05/15/14     8,747,375    
      59,826,991    
            U.S. Treasury Notes: 10.1%  
  34,993,000     L   1.625%, due 01/31/05     34,979,352    
  11,130,000     L   2.375%, due 08/31/06     11,092,180    
  4,500,000     L   2.750%, due 08/15/07     4,489,106    
  3,816,000     S   3.250%, due 08/15/08     3,835,233    
  6,694,000     L   3.375%, due 09/15/09     6,697,401    
      61,093,272    
            U.S. Treasury STRIP: 0.7%  
  6,710,000         2.090%, due 05/15/16     3,928,336    
      3,928,336    
    Total U.S. Treasury Obligations
(Cost $126,153,234)
    124,848,599    
  ASSET-BACKED SECURITIES: 11.0%        
            Automobile Asset-Backed
Securities: 1.1%
         
  2,500,000         Capital Auto Receivables
Asset Trust, 2.750%,
due 04/16/07
    2,505,497    
  200,000         Capital One Auto Finance Trust, 
3.180%, due 09/15/10
    199,768    
  1,300,000         Household Automotive Trust,
2.310%, due 04/17/08
    1,296,473    
  1,250,000         Nissan Auto Receivables
Owner Trust, 2.050%,
due 03/16/09
    1,225,619    
  1,370,000     L   Nissan Auto Receivables
Owner Trust, 2.610%,
due 07/15/08
    1,364,927    
  200,000         USAA Auto Owner Trust,
2.040%, due 02/16/10
    197,472    
      6,789,756    
            Commercial Mortgage-Backed
Securities: 5.3%
         
  1,527,000         Bear Stearns Commercial
Mortgage Securities,
4.170%, due 01/12/41
    1,545,397    
  672,000     L   Capco America Securitization
Corp., 6.260%, due 10/15/30
    732,860    
  1,950,000         Chase Manhattan Bank-First
Union National Bank,
7.439%, due 08/15/31
    2,233,335    

 

See Accompanying Notes to Financial Statements

75



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Commercial Mortgage-Backed
Securities (continued)
         
$ 1,810,000         COMM, 3.600%,
due 03/10/39
  $ 1,794,142    
  1,052,838         Credit Suisse First Boston
Mortgage Securities Corp.,
3.727%, due 03/15/35
    1,043,289    
  1,000,000         DLJ Commercial Mortgage Corp,
6.460%, due 03/10/32
    1,103,066    
  688,000         DLJ Commercial Mortgage Corp., 
7.300%, due 06/10/32
    783,704    
  3,033,278         GE Capital Commercial
Mortgage Corp., 3.752%,
due 07/10/39
    3,053,227    
  1,050,000         GE Capital Commercial
Mortgage Corp., 5.994%,
due 12/10/35
    1,136,906    
  1,774,930         JPMorgan Chase Commercial
Mortgage Securities Corp.,
4.275%, due 01/12/37
    1,792,949    
  2,960,000         JPMorgan Chase Commercial
Mortgage Securities Corp.,
6.244%, due 04/15/35
    3,194,011    
  2,961,000         LB-UBS Commercial Mortgage
Trust, 6.226%, due 03/15/26
    3,249,064    
  1,703,000         LB-UBS Commercial Mortgage
Trust, 7.370%, due 08/15/26
    1,970,736    
  400,000         Morgan Stanley Capital I,
7.020%, due 03/15/32
    450,758    
  2,960,000         Mortgage Capital Funding,
Inc., 6.663%, due 03/18/30
    3,213,736    
  4,089,485         Prudential Commercial
Mortgage Trust, 3.669%,
due 02/11/36
    4,046,120    
  400,000         Salomon Brothers Mortgage
Securities VII, 7.520%,
due 12/18/09
    460,025    
      31,803,325    
            Credit Card Asset-Backed
Securities: 0.9%
         
  560,000         Bank One Issuance Trust,
4.540%, due 09/15/10
    572,513    
  530,000         Capital One Master Trust,
4.900%, due 03/15/10
    553,630    
  800,000         Citibank Credit Card Issuance
Trust, 3.100%, due 03/10/10
    791,707    
  2,285,000         Citibank Credit Card Issuance
Trust, 5.650%, due 06/16/08
    2,392,890    
  1,020,000         Fleet Credit Card Master Trust II,
2.400%, due 07/15/08
    1,017,762    
      5,328,502    
            Home Equity Asset-Backed
Securities: 3.3%
         
  1,199,716         Argent Securities, Inc.,
2.160%, due 03/25/34
    1,200,126    
  873,877         Asset Backed Funding
Certificates, 2.120%,
due 11/25/33
    874,231    
  742,575     XX   Bayview Financial Acquisition
Trust, 2.340%, due 12/28/34
    743,652    
  1,146,878         Centex Home Equity, 2.120%,
due 01/25/34
    1,148,672    

 

Principal
Amount
      Value  
$ 4,851,000     XX   GSAA Trust, 5.242%,
due 05/25/35
  $ 4,811,602    
  543,316         Merrill Lynch Mortgage
Investors, Inc., 2.200%,
due 07/25/34
    544,489    
  716,773         New Century Home Equity
Loan Trust, 1.890%,
due 06/20/31
    717,588    
  570,551         New Century Home Equity
Loan Trust, 1.895%,
due 07/25/30
    571,351    
  3,795,785         New Century Home Equity
Loan Trust, 2.090%,
due 04/25/34
    3,798,156    
  183,169         Residential Asset Mortgage
Products, Inc., 2.150%,
due 06/25/33
    182,937    
  456,597         Residential Asset Securities
Corp., 1.845%, due 09/25/31
    457,329    
  740,585         Residential Asset Securities
Corp., 1.915%, due 06/25/32
    742,634    
  731,351         Residential Asset Securities
Corp., 2.150%, due 12/25/33
    733,058    
  762,000         Residential Funding Mortgage
Securities II, 3.450%,
due 01/25/16
    764,956    
  2,300,000         Saxon Asset Securities Trust,
3.960%, due 06/25/33
    2,322,770    
      19,613,551    
            Other Asset-Backed Securities: 0.4%  
  686,795         Ameriquest Mortgage
Securities, Inc., 2.140%,
due 02/25/34
    687,224    
  182,605     XX   Amortizing Residential
Collateral Trust, 2.090%,
due 05/25/32
    182,491    
  250,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 2.140%,
due 07/25/33
    250,289    
  25,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 2.734%,
due 09/25/24
    24,919    
  15,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 4.045%,
due 05/25/33
    15,183    
  939,816         Equity One ABS, Inc., 2.976%,
due 09/25/33
    940,606    
  355,000         Residential Asset Mortgage
Products, Inc., 2.140%,
due 02/25/30
    353,196    
      2,453,908    
    Total Asset-Backed Securities
(Cost $65,993,140)
    65,989,042    

 

See Accompanying Notes to Financial Statements

76



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
  COLLATERALIZED MORTGAGE OBLIGATIONS: 20.1%        
            Agency Collateral CMO: 0.2%  
$ 1,208,759         Vendee Mortgage Trust,
5.845%, due 09/15/23
  $ 1,223,511    
      1,223,511    
            Whole Loan Collateral PAC: 1.7%  
  197,013         Countrywide Alternative Loan
Trust, 2.015%, due 02/25/33
    197,117    
  699,724         GSR Mortgage Loan Trust,
2.240%, due 10/25/32
    699,993    
  1,122,850         MASTR Alternative Loans
Trust, 2.240%, due 11/25/33
    1,123,031    
  2,017,696         MASTR Alternative Loans
Trust, 8.500%, due 05/25/33
    2,061,876    
  1,032,253         Residential Funding Mtg Sec I,
2.015%, due 11/25/17
    1,029,065    
  2,950,000         Residential Funding Securities
Corp., 4.750%, due 02/25/33
    2,964,466    
  823,577         Residential Funding Securities
Corp., 8.500%, due 05/25/33
    901,880    
  971,338         Washington Mutual, 2.240%,
due 03/25/34
    971,945    
      9,949,373    
            Whole Loan Collateralized
Mortgage Obligations: 18.0%
         
  678,532         ABN Amro Mortgage Corp.,
2.115%, due 03/25/18
    679,959    
  4,235,413         Banc of America Funding Corp., 
5.750%, due 09/20/34
    4,382,880    
  2,012,715         Bank of America Alternative
Loan Trust, 2.290%,
due 12/25/33
    2,015,978    
  1,638,261         Bank of America Alternative
Loan Trust, 5.500%,
due 02/25/33
    1,678,558    
  677,498         Bank of America Mortgage
Securities, 2.290%,
due 12/25/33
    678,461    
  2,318,796         Bank of America Mortgage
Securities, 5.000%,
due 06/25/33
    2,337,275    
  2,313,159         Bank of America Mortgage
Securities, 5.000%,
due 12/25/18
    2,365,028    
  3,156,431         Bear Stearns Alt-A Trust,
2.160%, due 07/25/34
    3,155,532    
  2,000,740         Bear Stearns Asset Backed
Securities, Inc., 5.625%,
due 11/25/32
    2,004,380    
  533,626         Citicorp Mortgage Securities,
Inc., 2.065%, due 03/25/33
    534,364    
  554,854         Citicorp Mortgage Securities,
Inc., 2.340%, due 10/25/33
    549,524    
  25,064         Citicorp Mortgage Securities,
Inc., 6.250%, due 11/25/16
    25,050    
  2,131,580         Countrywide Alternative Loan
Trust, 2.165%, due 04/25/33
    2,136,038    
  325,428         Countrywide Alternative Loan
Trust, 2.240%, due 07/25/18
    325,631    
  2,272,915         Countrywide Alternative Loan
Trust, 5.000%, due 10/25/18
    2,298,750    

 

Principal
Amount
      Value  
$ 1,166,155         Countrywide Alternative Loan
Trust, 5.000%, due 08/25/19
  $ 1,188,273    
  4,374,699         Countrywide Home Loan
Mortgage Pass Through Trust, 
2.015%, due 08/25/18
    4,353,095    
  943,124         Countrywide Home Loan
Mortgage Pass Through Trust,
2.115%, due 04/25/18
    945,924    
  2,356,097         Countrywide Home Loan
Mortgage Pass Through Trust, 
5.000%, due 11/25/18
    2,365,549    
  2,111,000     XX   Countrywide Home Loan
Mortgage Pass Through Trust,
6.000%, due 10/25/34
    2,183,566    
  5,150,000         Credit Suisse First Boston
Mortgage Securities Corp.,
4.170%, due 10/25/33
    5,072,668    
  2,103,434         First Horizon Alternative
Mortgage Securities, 4.870%,
due 06/25/34
    2,128,505    
  588,439         First Horizon Alternative
Mortgage Securities, 5.375%,
due 09/25/34
    602,627    
  2,819,622         GMAC Mortgage Corp Loan
Trust, 5.250%, due 04/25/34
    2,875,030    
  3,982,000         GMAC Mortgage Corp Loan
Trust, 5.500%, due 01/25/34
    4,123,840    
  579,000         GSR Mortgage Loan Trust,
4.500%, due 08/25/19
    587,854    
  2,816,147         GSR Mortgage Loan Trust,
6.500%, due 01/25/34
    2,921,479    
  2,088,140         Homebanc Mortgage Trust,
2.270%, due 08/25/29
    2,092,665    
  2,317,000         MASTR Alternative Loans Trust, 
5.750%, due 09/25/34
    2,415,111    
  4,081,820         MASTR Alternative Loans Trust, 
6.000%, due 09/25/34
    4,240,191    
  999,745         MASTR Alternative Loans Trust,
6.500%, due 05/25/33
    1,015,695    
  457,075         MASTR Asset Securitization
Trust, 2.290%, due 11/25/33
    454,428    
  2,100,000         MASTR Asset Securitization
Trust, 5.500%, due 09/25/34
    2,114,764    
  750,977         MASTR Asset Securitization
Trust, 8.000%, due 06/25/33
    794,084    
  3,620,552         MLCC Mortgage Investors, Inc.,
1.935%, due 10/25/28
    3,622,814    
  2,761,165         MLCC Mortgage Investors, Inc.,
2.200%, due 04/25/29
    2,768,074    
  2,390,554         Prime Mortgage Trust, 2.240%,
due 02/25/34
    2,391,150    
  676,525         Residential Accredit Loans, Inc.,
2.290%, due 03/25/18
    678,160    
  267,564         Residential Accredit Loans, Inc.,
7.750%, due 05/25/27
    267,347    
  2,109,000     XX   Residential Asset Securitization 
Trust, 5.500%, due 11/25/34
    2,127,454    
  6,697,238         Residential Funding Mtg Sec I,
2.065%, due 11/25/18
    6,696,407    
  3,061,000     XX   Residential Funding Mtg Sec I,
5.750%, due 09/25/34
    3,142,787    
  831,492         Sequoia Mortgage Trust,
2.121%, due 11/20/33
    832,525    

 

See Accompanying Notes to Financial Statements

77



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Whole Loan Collateralized
Mortgage Obligations (continued)
         
$ 3,300,000         Structured Asset Securities
Corp., 6.000%, due 03/25/34
  $ 3,412,596    
  1,758,859         Thornburg Mortgage
Securities Trust, 2.190%,
due 12/25/33
    1,758,749    
  4,760,161         Washington Mutual, 5.000%,
due 06/25/18
    4,864,996    
  3,079,350         Washington Mutual, 6.000%,
due 06/25/34
    3,162,272    
  1,456,092         Washington Mutual MSC
Mortgage Pass-Through CTFS, 
2.115%, due 01/25/18
    1,457,399    
  1,158,746         Washington Mutual MSC
Mortgage Pass-Through
CTFS, 2.215%, due 03/25/33
    1,161,251    
  764,498         Wells Fargo Mortgage Backed
Securities Trust, 2.340%,
due 02/25/34
    763,507    
  2,160,000         Wells Fargo Mortgage Backed
Securities Trust, 4.500%,
due 08/25/18
    2,093,534    
      108,843,778    
            Whole Loan Collateralized
Support CMO: 0.2%
         
  1,153,023         Bank of America Mortgage
Securities, 5.500%,
due 11/25/33
    1,162,201    
      1,162,201    
    Total Collateralized Mortgage
Obligations
(Cost $120,973,852)
    121,178,863    
  OTHER BONDS: 1.1%        
            Sovereign: 1.1%  
  442,000     @@   Brazilian Government Intl.
Bond, 12.250%, due 03/06/30
    548,080    
  722,000     @@   Colombia Government Intl.
Bond, 10.000%, due 01/23/12
    803,586    
  1,004,000     @@   Dominican Republic Intl. Bond,
9.040%, due 01/23/13
    793,160    
  498,000     @@   Ecuador Government Intl. Bond, 
8.000%, due 08/15/30
    405,248    
  488,471     @@   Federal Republic of Brazil,
2.125%, due 04/15/12
    455,589    
  1,340,000     @@,L   Russia Government Intl. Bond,
5.000%, due 03/31/30
    1,292,295    
  586,000     @@,L   Turkey Government Intl. Bond,
12.375%, due 06/15/09
    732,500    
  458,000     @@   Ukraine Government Intl. Bond,
5.330%, due 08/05/09
    465,853    
  462,000     @@,#   Ukraine Government Intl. Bond,
7.650%, due 06/11/13
    464,310    
  840,678     @@,XX   Uruguay Government Intl. Bond, 
10.500%, due 10/20/06
    946,839    
    Total Other Bonds
(Cost $6,551,997)
    6,907,460    

 

Shares       Value  
PREFERRED STOCK: 0.5%  
        Banks: 0.5%  
  254     #,XX   DG Funding Trust   $ 2,743,200    
    Total Preferred Stock
(Cost $2,761,612)
    2,743,200    
WARRANT: 0.0%  
  20         American Tower Corp.     3,770    
    Total Warrant (Cost $1,502)     3,770    
    Total Long-Term Investments
(Cost $645,698,895)
    648,414,533    

 

Principal
Amount
              Value  
SHORT-TERM INVESTMENTS: 17.4%      
        Securities Lending CollateralCC: 12.2%  
$ 73,409,156         The Bank of New York Institutional
Cash Reserves Fund
            73,409,156    
        Total Securities Lending Collateral
(Cost $73,409,156)
            73,409,156    
        Repurchase Agreement: 5.2%      
  31,211,000     S   Goldman Sachs Repurchase
Agreement dated 09/30/04,
1.860%, due 10/01/04
$31,212,613 to be received
upon repurchase
(Collateralized by $30,899,000
U.S. Treasury Note,
7.500%, Market value plus
accrued interest $31,835,703,
due 02/15/05)
            31,211,000    
        Total Repurchase Agreement
(Cost $31,211,000)
            31,211,000    
        Total Short-Term Investments
(Cost $104,620,156)
            104,620,156    
        Total Investments in
Securities (Cost
$750,319,051)*
    125.2 %     $753,034,689    
        Other Assets and
Liabilities-Net
    (25.2 )     (151,775,872)    
        Net Assets     100.0 %   $ 601,258,817    

 

See Accompanying Notes to Financial Statements

78



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

@  Non-income producing security

@@  Foreign issuer

STRIP  Separate Trading of Registered Interest and Principal of Securities

+  Step-up basis bonds. Interest rates shown reflect current and future coupon rates.

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors/Trustees.

cc  Securities purchased with cash collateral for securities loaned.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

L  Loaned security, a portion or all of the security is on loan at September 30, 2004.

XX  Value of securities obtained from one or more dealers making markets in the securities in accordance with the Fund's valuation procedures.

*  Cost for federal income tax purposes is $750,972,821. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 5,699,754    
Gross Unrealized Depreciation     (3,637,886 )  
Net Unrealized Appreciation   $ 2,061,868    

 

Information concerning open futures contracts for the Intermediate Bond Fund at September 30, 2004 is shown below:

Short Contracts   No. of
Contracts
  Notional
Market Value
  Expiration
Date
  Unrealized
Gain (Loss)
 
U.S. 5 Year
Treasury Note
    160     $ (17,720,000 )   12/20/2004   $ 23,919    
Long Contracts  
U.S. Long Bond     115       12,905,156     12/30/2004     100,050    
            $(4,814,844)   $ 123,969    

 

See Accompanying Notes to Financial Statements

79



  PORTFOLIO OF INVESTMENTS
ING NATIONAL TAX EXEMPT BOND FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Ratings(1)    Value  
  MUNICIPAL BONDS: 91.8%        
        California: 13.8%  
$ 330,000     California State Department
of Veterans Affairs,
4.700%, due 12/01/09
  AA2/AA-   $ 348,737    
  1,000,000     California State Department
of Water Resources, 5.500%,
due 05/01/07
  A3/BBB+     1,081,950    
  200,000     Los Angeles County
Metropolitan Transportation
Authority, 6.000%,
due 07/01/08
  A1/A+     225,184    
  1,000,000     Pleasant Valley School District-
Ventura County, Reference
Series A, 5.850%,
due 08/01/31
  AAA/AAA     1,193,050    
  1,000,000     State of California, 5.000%,
due 01/01/08
  AAA/AAA     1,085,270    
      3,934,191    
        Colorado: 3.9%  
  1,000,000     Interlocken Metropolitan
District Colorado Reference,
Series A, 5.750%,
due 12/15/19
  NR/AA     1,095,990    
      1,095,990    
        Illinois: 10.6%  
  1,000,000     Chicago Illinois Skyway
Toll Bridge, 5.500%,
due 01/01/31
  Aaa/AAA     1,076,770    
  25,000     Chicago Illinois Tax
Increment Redevelopment
Project, Series A, 5.000%,
due 11/15/10
  NR/A     26,615    
  500,000     Chicago O'Hare International
Airport Revenue,
4.900%, due 01/01/07
  AAA/AAA     511,150    
  1,250,000     De Kalb-Ogle Etc. Counties
Community College District
No 523, FSA Insured, 5.750%,
due 02/01/11
  Aaa/NR     1,409,075    
      3,023,610    
        Massachusetts: 11.4%  
  1,000,000     Massachusetts Development
Finance Agency Revenue,
Boston University, Series P,
6.000%, due 05/15/59
  A3/BBB+     1,134,200    
  1,000,000     Massachusetts Housing
Finance Agency, 3.700%,
due 12/01/09
  Aa3/AA-     1,020,700    
  1,000,000     Massachusetts State Port
Authority, 5.750%,
due 07/01/29
  Aa3/A+     1,091,710    
      3,246,610    
        Michigan: 3.5%  
  1,000,000     Michigan State University,
Series A-2, 1.650%,
due 08/15/22
  Aa2/AA     1,000,000    
      1,000,000    

 

Principal
Amount
      Ratings(1)    Value  
        Nevada: 4.0%  
$ 1,100,000     Washoe County Nevada
Gas & Water Facilities,
6.300%, due 12/01/14
  Aaa/AAA   $ 1,129,590    
      1,129,590    
        New York: 17.8%  
  945,000     Albany Industrial
Development Agency
7.750%, due 01/01/10
  NR/NR     1,062,955    
  750,000     New York City Industrial
Development Agency,
6.250%, due 11/15/06
  Aaa/AAA     769,373    
  1,000,000     New York NY, General
Obligation, Series B,
5.000%, due 08/01/07
  A2/A     1,072,920    
  1,000,000     New York State Dormitory
Authority Revenue,
Series C, 5.500%,
due 07/01/15
  Aaa/AAA     1,107,260    
  1,000,000     Tobacco Settlement Financing
Authority, 5.000%,
due 06/01/10
  NR/AA-     1,023,310    
      5,035,818    
        North Carolina: 1.2%  
  295,000     New Hanover County NC,
5.750%, due 11/01/12
  Aa2/AA     342,418    
      342,418    
        Ohio: 1.1%  
  225,000     Euclid City School District,
5.200%, due 12/01/10
  Aaa/AAA     238,045    
  55,000     Lakota Local School District,
School Improvement,
7.000%, due 12/01/10
  AAA/AAA     67,141    
      305,186    
        Oklahoma: 8.1%  
  1,000,000     Oklahoma State Industrial
Authority Revenue
Reference, Health System
Obligation Group, Series A,
6.000%, due 08/15/19
  Aaa/AAA     1,132,770    
  1,000,000     Payne County Oklahoma
Economic Development
Authority, Student Housing
Revenue, Collegiate
Housing Foundation,
Series A, 6.375%,
due 06/01/30
  Baa/NR     1,182,350    
      2,315,120    
        Pennsylvania: 3.6%  
  1,000,000     Philadelphia Pennsylvania
Hospitals & Higher
Education Facilities
Authority Revenue,
Jefferson Health System,
5.000%, due 05/15/18
  A1/AA-     1,031,930    
      1,031,930    

 

See Accompanying Notes to Financial Statements

80



  PORTFOLIO OF INVESTMENTS
ING NATIONAL TAX EXEMPT BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Ratings(1)    Value  
        Rhode Island: 0.7%  
$ 35,000     Dunns Corner Fire District,
7.900%, due 06/01/05
   
NR/NR
     
$36,338
   
  35,000     Dunns Corner Fire District,
7.950%, due 06/01/06
    NR/NR      
38,164
   
  35,000     Dunns Corner Fire District,
8.000%, due 06/01/07
   
NR/NR
     
39,779
   
  35,000     Dunns Corner Fire District,
8.050%, due 06/01/08
   
NR/NR
     
41,056
   
  35,000     Dunns Corner Fire District,
8.100%, due 06/01/09
   
NR/NR
     
42,225
   
      197,562    
        Texas: 12.1%      
  1,000,000     Harris County Health Facilities
Development Authority
Revenue, Series B,
5.750%, due 07/01/27
   


Aa3/AAA
     


1,163,580
   
  1,000,000     Laredo Independent School
District, 5.500%,
due 08/01/20
   

Aaa/AAA
     

1,094,600
   
  1,050,000     San Felipe-Del Rio
Consolidated Independent
School District, 5.500%,
due 08/15/19
   


Aaa/AAA
     


1,172,115
   
      3,430,295    
        Total Municipal Bonds (Cost
$24,642,872)
            26,088,320    
        Total Investments in
Securities (Cost
$24,642,872)*
    91.8 %     $26,088,320    
        Other Assets and
Liabilities-Net
    8.2 %     2,354,235    
        Net Assets     100.0 %   $ 28,422,555    

 

*  Cost for federal income tax purposes is the same as for financial statement purposes. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 1,501,931    
Gross Unrealized Depreciation     (56,483 )  
Net Unrealized Appreciation   $ 1,445,448    

 

(1)  Credit ratings are provided by Moody's Investor Service, Inc. and Standard and Poor's Rating Group (Unaudited)

See Accompanying Notes to Financial Statements

81



  PORTFOLIO OF INVESTMENTS
ING CLASSIC MONEY MARKET FUND(1)  as of September 30, 2004 (Unaudited)

Principal
Amount
          Value  
  CERTIFICATE OF DEPOSIT: 11.0%        
$ 4,100,000         ABN Amro Bank NV,
1.736%, due 03/18/05
  $ 4,099,623    
  3,900,000         ABN Amro Bank NV,
1.768%, due 10/29/04
    3,899,844    
  1,300,000         Barclays Bank PLC, 1.600%,
due 12/03/04
    1,299,894    
  6,600,000     @@   Barclays Bank PLC,
1.913%, due 02/03/05
    6,600,118    
  4,000,000         Dexia Bank, 1.508%,
due 12/07/04
    4,000,055    
  2,000,000         HSBC Bank, 1.555%,
due 04/22/05
    2,000,000    
  4,000,000         Royal Bank of Canada,
1.770%, due 03/30/05
    3,999,691    
  4,500,000     @@   Royal Bank of Scotland
Group PLC, 1.400%,
due 10/21/04
    4,499,975    
  4,000,000         UBS AG, 1.195%,
due 12/06/04
    4,000,036    
  4,100,000         Washington Mutual Bank,
1.300%, due 12/27/04
    4,100,000    
  4,400,000         Washington Mutual Bank,
1.650%, due 11/12/04
    4,399,896    
  4,400,000         Washington Mutual Bank,
1.670%, due 11/01/04
    4,400,000    
    Total Certificate of Deposit
(Cost $47,299,132)
    47,299,132    
  COLLATERALIZED MORTGAGE OBLIGATIONS: 5.7%        
  3,900,000     #   Blue Heron Funding Ltd.,
1.850%, due 05/18/05
    3,900,000    
  4,000,000     #   Blue Heron Funding Ltd.,
1.858%, due 03/18/05
    4,000,000    
  3,900,000     #   Blue Heron Funding Ltd.,
1.870%, due 02/23/05
    3,900,000    
  4,500,000     #,I   Newcastle CDO I Ltd.,
1.870%, due 09/24/38
    4,500,000    
  4,600,000     #   Putnam Structured Product CDO, 
1.780%, due 10/15/38
    4,600,000    
  3,400,000     #   Whitehawk CDO Funding Ltd.,
1.805%, due 03/15/05
    3,400,000    
    Total Collateralized Mortgage
Obligations
(Cost $24,300,000)
    24,300,000    
  COMMERCIAL PAPER: 38.9%        
  4,200,000         Archer-Daniels-Midland Co.,
1.420%, due 10/05/04
    4,199,169    
  1,430,000         Barton Capital Corp.,
1.520%, due 10/07/04
    1,429,577    
  2,500,000         Barton Capital Corp.,
1.680%, due 10/18/04
    2,497,899    
  2,300,000         Blue Ridge Asset Funding,
1.680%, due 10/18/04
    2,298,067    
  4,250,000         Bristol-Myers Squibb Co.,
1.520%, due 10/07/04
    4,248,746    
  6,200,000     #   Concord Minutemen Cap,
1.710%, due 10/19/04
    6,194,420    
  3,400,000     #   Concord Minutemen Cap,
1.730%, due 10/10/05
    3,400,000    
  4,000,000     #   Concord Minutemen Cap,
1.740%, due 10/12/05
    4,000,000    
  6,200,000     #   Concord Minutemen Cap,
1.740%, due 10/14/05
    6,200,000    
  4,000,000         Crown Point Capital Co.,
1.000%, due 10/06/04
    3,999,333    

 

Principal
Amount
          Value  
$ 13,500,000         Crown Point Capital Co.,
2.050%, due 03/08/05
  $ 13,378,967    
  2,000,000         Delaware Funding Corp.,
1.680%, due 10/18/04
    1,998,319    
  4,100,000     #,I   Goldman Sachs Group,
1.280%, due 10/27/04
    4,100,000    
  4,400,000     #   Goldman Sachs Group,
1.810%, due 07/29/05
    4,400,000    
  4,400,000         Greenwich Capital Holdings,
1.718%, due 01/14/05
    4,400,000    
  4,300,000         Household Finance Corp.,
1.260%, due 10/06/04
    4,299,098    
  2,300,000         Jupiter Securitization,
1.340%, due 10/04/04
    2,299,659    
  4,000,000         LaSalle Bank Note,
1.160%, due 12/17/04
    4,000,000    
  3,900,000         LaSalle Bank Note,
1.210%, due 11/05/04
    3,900,000    
  6,600,000         Monument Gardens Funding LLC, 
1.760%, due 12/01/04
    6,580,094    
  3,300,000         Monument Gardens Funding LLC, 
1.880%, due 12/20/04
    3,286,067    
  7,000,000         Morgan Stanley, 1.650%,
due 10/14/04
    6,995,501    
  4,400,000         Morgan Stanley, 1.660%,
due 10/15/04
    4,396,954    
  2,500,000         Old Line Funding Corp.,
1.650%, due 10/14/04
    2,498,393    
  3,800,000         Old Line Funding Corp.,
1.710%, due 11/02/04
    3,794,055    
  4,450,000         Preferred Receivable Funding
Corp., 0.000%, due 10/01/04
    4,450,000    
  13,200,000         Preferred Receivable Funding
Corp., 1.260%, due 10/04/04
    13,198,152    
  3,300,000         Preferred Receivable Funding
Corp., 1.350%, due 10/05/04
    3,299,380    
  4,300,000         SBC Communications,
1.680%, due 10/18/04
    4,296,386    
  4,200,000     #   St. Germain Holdings, .
1.510%, due 10/08/04
    4,198,595    
  4,400,000     #   St. Germain Holdings,
1.510%, due 10/13/04
    4,397,609    
  4,000,000     #   St. Germain Holdings,
1.880%, due 12/13/04
    3,984,589    
  6,876,000         Thunder Bay Funding, Inc.,
1.510%, due 11/08/04
    6,863,516    
  1,300,000         Tulip Funding Corp.,
0.000%, due 10/01/04
    1,300,000    
  8,000,000     #   Verizon Global Funding,
1.990%, due 10/14/05
    8,000,000    
  3,600,000         Windmill Funding Corp.,
1.630%, due 10/12/04
    3,598,042    
    Total Commercial Paper
(Cost $166,380,587)
    166,380,587    
  CORPORATE BONDS/NOTES: 30.2%        
  4,950,000         Associates Corp. NA, 2.050%,
due 06/27/05
    4,954,840    
  2,000,000         Bank One NA, 1.894%,
due 11/01/04
    2,000,401    
  5,300,000         Bank One NA, 1.980%,
due 07/26/05
    5,307,807    
  4,800,000         Bear Stearns Cos., Inc.,
1.716%, due 10/05/05
    4,800,000    
  4,300,000         Bear Stearns Cos., Inc.,
1.850%, due 10/28/09
    4,300,000    

 

See Accompanying Notes to Financial Statements

82



  PORTFOLIO OF INVESTMENTS
ING CLASSIC MONEY MARKET FUND(1)  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
          Value  
  CORPORATE BONDS/NOTES (continued)        
$ 5,000,000         BellSouth Corp.,
1.880%, due 01/04/05
  $ 5,000,000    
  3,300,000         Credit Suisse First Boston USA,
Inc., 2.010%, due 02/08/05
    3,303,409    
  4,700,000         Credit Suisse First Boston USA,
Inc., 2.050%, due 01/14/05
    4,705,922    
  1,250,000         Fleet National Bank,
1.840%, due 11/22/04
    1,250,235    
  6,000,000         General Electric Capital Corp.,
1.838%, due 10/07/05
    6,000,000    
  5,600,000         General Electric Capital Corp.,
2.005%, due 03/15/05
    5,604,737    
  4,400,000     #   Goldman Sachs Group LP,
1.769%, due 10/15/05
    4,400,000    
  3,000,000     @@,#   HBOS Treasury Services PLC,
1.640%, due 11/01/05
    3,000,000    
  6,100,000     @@,#   HBOS Treasury Services PLC,
1.961%, due 10/24/05
    6,100,000    
  2,500,000         JPMorgan Chase & Co.,
2.190%, due 03/29/05
    2,503,066    
  4,400,000         Merrill Lynch & Co., Inc.,
1.550%, due 01/05/05
    4,400,130    
  9,200,000     #, I   Money Market Trust Series A,
1.835%, due 10/07/05
    9,200,000    
  4,700,000         Morgan Stanley,
1.880%, due 08/15/05
    4,705,302    
  1,400,000         PNC Bank NA,
1.920%, due 05/18/05
    1,402,134    
  2,750,000     #   The Bank of New York Co.,
Inc., 1.860%, due 10/27/05
    2,750,000    
  3,300,000         Toyota Motor Credit Corp.,
1.700%, due 02/07/05
    3,300,523    
  3,300,000         Wachovia Corp.,
2.230%, due 03/31/05
    3,306,611    
  5,000,000         Wachovia Corp,
6.950%, due 11/01/04
    5,021,549    
  11,300,000         Wal-Mart Stores, Inc.,
1.698%, due 02/22/05
    11,300,990    
  8,800,000         Wells Fargo & Co.,
1.619%, due 10/01/04
    8,800,000    
  3,800,000         Wells Fargo & Co.,
1.690%, due 11/02/05
    3,800,096    
  5,450,000         Wells Fargo & Co.,
2.000%, due 09/29/05
    5,453,641    
  2,700,000         Westpac Banking Corp.,
1.850%, due 10/11/05
    2,700,000    
    Total Corporate Bonds/Notes
(Cost $129,371,393)
    129,371,393    
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.3%        
            Federal Home Loan Bank: 6.4%  
  4,350,000         1.400%, due 02/25/05     4,350,000    
  4,000,000         1.425%, due 04/04/05     4,000,000    
  2,700,000         1.470%, due 02/28/05     2,700,000    
  4,400,000         1.500%, due 12/07/04     4,400,000    
  2,700,000         1.500%, due 03/01/05     2,700,000    
  2,700,000         1.510%, due 12/08/04     2,700,000    
  4,000,000         1.600%, due 03/01/05     4,000,000    
  2,500,000         1.600%, due 05/16/05     2,500,000    
      27,350,000    
            Federal Home Loan Mortgage
Corporation: 0.9%
         
  4,000,000         1.500%, due 02/14/05     4,000,000    
      4,000,000    

 

Principal
Amount
          Value  
            Federal National Mortgage
Association: 3.0%
         
$ 4,200,000         1.400%, due 02/25/05   $ 4,200,000    
  4,000,000         1.550%, due 05/04/05     4,000,000    
  1,900,000         1.610%, due 05/13/05     1,900,000    
  2,700,000         1.630%, due 01/03/05     2,700,000    
      12,800,000    
    Total U.S. Government
Agency Obligations
(Cost $44,150,000)
    44,150,000    
  REPURCHASE AGREEMENT: 4.9%            
  20,873,000     S   Goldman Sachs Repurchase
Agreement ]dated 09/30/04,
1.860%, due 10/01/04, $20,874,078
to be received upon repurchase
(Collateralized by $42,778,509
various U.S. Treasury Obligations,
0.000-0.000%, Market value
plus accrued interest $21,499,190,
due 11/15/12-08/15/23)
   







20,873,000
   

 

Total Repurchase Agreement
(Cost $20,873,000)
            20,873,000    
Total Investments in
Securities (Cost
$432,374,112)*
    101.0 %     $432,374,112    
Other Assets and
Liabilities-Net
    (1.0 )     (4,260,982 )  
Net Assets     100.0 %   $ 428,113,130    

 

(1)  All securities with a maturity date greater than 13 months have either a variable rate, demand feature, prerefunded, optional or mandatory put resulting in an effective maturity of one year or less. Rate shown reflects current rate.

@@  Foreign Issuer

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors. At September 30, 2004, these securities totaled $98,625,213, or 23.0% of net assets.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

*  Cost for federal income tax purposes is the same as for financial statement purposes.

Industry   Percentage of
Net Assets
 
Commercial Banks Non - U.S.     4.5 %  
Commercial Banks - Central U.S.     5.4    
Commercial Banks - Eastern U.S.     3.9    
Diversified Financial Services     3.8    
Federal and Federally Sponsored Credit Agencies     10.3    
Fiduciary Banks     0.6    
Finance - Auto Loans     0.8    
Finance - Investment Banker/Broker     11.0    
Finance - Other Services     0.5    
Food - Flour and Grain     1.0    
Investment Companies     1.9    
Medical - Drugs     1.0    
Money Center Banks     3.1    
Retail     2.6    
S&L/Thrifts - Western U.S.     3.0    
Special Purpose Entity     34.5    
Super - Regional Banks - U.S.     6.1    
Telephone - Integrated     2.2    
Repurchase Agreement     4.8    
Other Assets and Liabilities, Net     (1.0 )  
Net Assets     100.0 %  

 

See Accompanying Notes to Financial Statements

83



  PORTFOLIO OF INVESTMENTS
ING MONEY MARKET FUND(1)  as of September 30, 2004 (Unaudited)

Principal
Amount
          Value  
  CERTIFICATE OF DEPOSIT: 11.0%        
$ 400,000         ABN Amro Bank NV,
1.736%, due 03/18/05
  $ 399,963    
  300,000         ABN Amro Bank NV,
1.768%, due 10/29/04
    299,988    
  100,000         Barclays Bank PLC,
1.600%, due 12/03/04
    99,992    
  650,000     @@   Barclays Bank PLC,
1.913%, due 02/03/05
    650,012    
  400,000         Dexia Bank,
1.508%, due 12/07/04
    400,005    
  200,000         HSBC Bank,
1.555%, due 04/22/05
    200,000    
  400,000         Royal Bank of Canada,
1.770%, due 03/30/05
    399,969    
  500,000     @@   Royal Bank of Scotland
Group PLC,
1.400%, due 10/21/04
    499,997    
  400,000         UBS AG, 1.195%,
due 12/06/04
    400,004    
  500,000         Washington Mutual Bank,
1.300%, due 12/27/04
    500,000    
  450,000         Washington Mutual Bank,
1.650%, due 11/12/04
    449,989    
  450,000         Washington Mutual Bank,
1.670%, due 11/01/04
    450,000    
    Total Certificate of Deposit
(Cost $4,749,919)
    4,749,919    
  COLLATERALIZED MORTGAGE OBLIGATIONS: 6.8%        
  500,000     #   Blue Heron Funding Ltd.,
1.850%, due 05/18/05
    500,000    
  500,000     #   Blue Heron Funding Ltd.,
1.858%, due 03/18/05
    500,000    
  500,000     #   Blue Heron Funding Ltd.,
1.870%, due 02/23/05
    500,000    
  600,000     #,I   Newcastle CDO I Ltd.,
1.870%, due 09/24/38
    600,000    
  500,000     #   Putnam Structured Product CDO,
1.780%, due 10/15/38
    500,000    
  325,000     #   Whitehawk CDO Funding Ltd.,
1.805%, due 03/15/05
    325,000    
    Total Collateralized Mortgage
Obligations
(Cost $2,925,000)
    2,925,000    
  COMMERCIAL PAPER: 35.1%        
  350,000         Archer-Daniels-Midland Co.,
1.420%, due 10/05/04
    349,931    
  250,000         Barton Capital Corp.,
1.520%, due 10/07/04
    249,926    
  250,000         Barton Capital Corp.,
1.680%, due 10/18/04
    249,790    
  250,000         Blue Ridge Asset Funding,
1.680%, due 10/18/04
    249,790    
  350,000         Bristol-Myers Squibb Co.,
1.520%, due 10/07/04
    349,897    
  600,000     #   Concord Minutemen Cap,
1.710%, due 10/19/04
    599,460    
  400,000     #   Concord Minutemen Cap,
1.730%, due 10/10/05
    400,000    
  400,000     #   Concord Minutemen Cap,
1.740%, due 10/12/05
    400,000    
  600,000     #   Concord Minutemen Cap,
1.740%, due 10/14/05
    600,000    

 

Principal
Amount
          Value  
$ 300,000         Crown Point Capital Co.,
1.000%, due 10/06/04
  $ 299,950    
  1,300,000         Crown Point Capital Co.,
2.050%, due 03/08/05
    1,288,347    
  250,000         Delaware Funding Corp.,
1.680%, due 10/18/04
    249,790    
  300,000     #,I   Goldman Sachs Group,
1.280%, due 10/27/04
    300,000    
  400,000     #   Goldman Sachs Group,
1.810%, due 07/29/05
    400,000    
  500,000         Greenwich Capital Holdings,
1.718%, due 01/14/05
    500,000    
  500,000         Household Finance Corp.,
1.260%, due 10/06/04
    499,895    
  250,000         Jupiter Securitization,
1.340%, due 10/04/04
    249,963    
  300,000         LaSalle Bank Note,
1.160%, due 12/17/04
    300,000    
  650,000         Monument Gardens Funding LLC,
1.760%, due 12/01/04
    648,040    
  325,000         Monument Gardens Funding LLC,
1.880%, due 12/20/04
    323,628    
  400,000         Morgan Stanley,
1.650%, due 10/14/04
    399,743    
  500,000         Morgan Stanley,
1.660%, due 10/15/04
    499,653    
  450,000         Morgan Stanley,
1.880%, due 08/15/05
    450,508    
  250,000         Old Line Funding Corp.,
1.650%, due 10/14/04
    249,839    
  375,000         Old Line Funding Corp.,
1.710%, due 11/02/04
    374,413    
  450,000         Preferred Receivable
Funding Corp., 0.000%,
due 10/01/04
    450,000    
  450,000         Preferred Receivable
Funding Corp., 1.260%,
due 10/04/04
    449,937    
  325,000         Preferred Receivable
Funding Corp., 1.350%,
due 10/05/04
    324,939    
  400,000         SBC Communications,
1.680%, due 10/18/04
    399,664    
  400,000     #   St. Germain Holdings,
1.510%, due 10/08/04
    399,866    
  450,000     #   St. Germain Holdings,
1.510%, due 10/13/04
    449,756    
  400,000     #   St. Germain Holdings,
1.880%, due 12/13/04
    398,459    
  250,000         Tulip Funding Corp.,
0.000%, due 10/01/04
    250,000    
  1,150,000     #   Verizon Global Funding,
1.990%, due 10/14/05
    1,149,999    
  350,000         Windmill Funding Corp.,
1.630%, due 10/12/04
    349,810    
    Total Commercial Paper
(Cost $15,104,993)
    15,104,993    
  CORPORATE BONDS/NOTES: 30.7%        
  500,000         Associates Corp. NA,
2.050%, due 06/27/05
    500,489    
  200,000         Bank One NA,
1.894%, due 11/01/04
    200,040    
  600,000         Bank One NA,
1.980%, due 07/26/05
    600,884    

 

See Accompanying Notes to Financial Statements

84



  PORTFOLIO OF INVESTMENTS
ING MONEY MARKET FUND(1)  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
          Value  
  CORPORATE BONDS/NOTES (continued)        
$ 500,000         Bear Stearns Cos., Inc.,
1.716%, due 10/05/05
  $ 500,000    
  400,000         Bear Stearns Cos., Inc.,
1.850%, due 10/28/09
    400,000    
  325,000         Credit Suisse First Boston
USA, Inc., 2.010%,
due 02/08/05
    325,336    
  450,000         Credit Suisse First Boston
USA, Inc., 2.050%,
due 01/14/05
    450,567    
  250,000         Fleet National Bank,
1.840%, due 11/22/04
    250,047    
  1,000,000         General Electric Capital Corp.,
1.838%, due 10/07/05
    1,000,000    
  600,000         General Electric Capital Corp.,
2.005%, due 03/15/05
    600,507    
  500,000     #   Goldman Sachs Group LP,
1.769%, due 10/15/05
    500,000    
  700,000     @@,#   HBOS Treasury Services PLC,
1.640%, due 11/01/05
    700,000    
  800,000     @@,#   HBOS Treasury Services PLC,
1.961%, due 10/24/05
    800,000    
  250,000         JPMorgan Chase & Co.,
2.190%, due 03/29/05
    250,307    
  500,000         Merrill Lynch & Co., Inc.,
1.550%, due 01/05/05
    500,015    
  1,300,000     #,I   Money Market Trust Series A,
1.835%, due 10/07/05
    1,300,000    
  150,000         PNC Bank NA,
1.920%, due 05/18/05
    150,229    
  500,000     #   The Bank of New York Co., Inc.,
1.860%, due 10/27/05
    500,000    
  350,000         Toyota Motor Credit Corp.,
1.700%, due 02/07/05
    350,055    
  800,000         Wachovia Corp.,
2.230%, due 03/31/05
    801,581    
  1,400,000         Wal-Mart Stores, Inc.,
1.698%, due 02/22/05
    1,400,118    
  300,000         Wells Fargo & Co.,
1.690%, due 11/02/05
    300,096    
  500,000         Wells Fargo & Co.,
2.000%, due 09/29/05
    500,334    
  300,000         Westpac Banking Corp.,
1.850%, due 10/11/05
    300,000    
    Total Corporate Bonds/Notes
(Cost $13,180,605)
    13,180,605    
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.6%        
            Federal Home Loan Bank: 6.6%  
  450,000         1.400%, due 02/25/05     450,000    
  500,000         1.425%, due 04/04/05     500,000    
  300,000         1.470%, due 02/28/05     300,000    
  400,000         1.500%, due 12/07/04     400,000    
  300,000         1.500%, due 03/01/05     300,000    
  300,000         1.510%, due 12/08/04     300,000    
  400,000         1.600%, due 03/01/05     400,000    
  200,000         1.600%, due 05/16/05     200,000    
      2,850,000    
            Federal Home Loan Mortgage
Corporation: 1.1%
         
  450,000         1.500%, due 02/14/05     450,000    
      450,000    

 

Principal
Amount
          Value  
            Federal National Mortgage
Association: 2.9%
         
$ 450,000         1.400%, due 02/25/05   $ 450,000    
  400,000         1.550%, due 05/04/05     400,000    
  200,000         1.610%, due 05/13/05     200,000    
  200,000         1.630%, due 01/03/05     200,000    
      1,250,000    
    Total U.S. Government
Agency Obligations
(Cost $4,550,000)
    4,550,000    
  REPURCHASE AGREEMENT: 6.9%            
  2,976,000     S   Goldman Sachs Repurchase
Agreement dated 09/30/04,
1.860%, due 10/01/04, $2,976,154
to be received upon repurchase
(Collateralized by $3,299,087
U.S. Treasury Note,
0.000%, Market value
plus accrued interest $3,065,281,
due 05/15/07)
   







2,976,000< /td>
   

 

Total Repurchase Agreement
(Cost $2,976,000)
            2,976,000    
Total Investments in
Securities (Cost
$43,486,517)*
    101.1 %   $43,486,517  
Other Assets and
Liabilities-Net
    (1.1 )   (472,213)  
Net Assets     100.0 %   $ 43,014,304    

 

(1)  All securities with a maturity date greater than 13 months have either a variable rate, demand feature, prerefunded, optional or mandatory put resulting in an effective maturity of one year or less. Rate shown reflects current rate.

@@  Foreign Issuer

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors. At September 30, 2004, these securities totaled $11,822,540, or 27.5% of net assets.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

*  Cost for federal income tax purposes is the same as for financial statement purposes.

Industry   Percentage of
Net Assets
 
Commercial Banks Non - U.S.     4.7 %  
Commercial Banks - Central U.S.     4.1    
Commercial Banks - Eastern U.S.     4.1    
Diversified Financial Services     4.8    
Federal and Federally Sponsored Credit Agencies     10.6    
Fiduciary Banks     1.1    
Finance - Auto Loans     0.8    
Finance - Investment Banker/Broker     9.7    
Finance - Other Services     0.6    
Food - Flour and Grain     0.8    
Investment Companies     1.8    
Medical - Drugs     0.8    
Money Center Banks     4.8    
Retail     3.2    
S&L/Thrifts - Western U.S.     3.2    
Special Purpose Entity     34.6    
Super - Regional Banks - U.S.     3.7    
Telephone - Integrated     0.9    
Repurchase Agreement     6.8    
Other Assets and Liabilities, Net     (1.1 )  
Net Assets     100.0 %  

 

See Accompanying Notes to Financial Statements

85



  PORTFOLIO OF INVESTMENTS
ING LEXINGTON MONEY MARKET TRUST(1)  as of September 30, 2004 (Unaudited)

Principal
Amount
          Value  
  CERTIFICATE OF DEPOSIT: 11.5%        
$ 400,000         ABN Amro Bank NV,
1.736%, due 03/18/05
  $ 399,963    
  300,000         ABN Amro Bank NV,
1.768%, due 10/29/04
    299,988    
  100,000         Barclays Bank PLC,
1.600%, due 12/03/04
    99,992    
  650,000     @@   Barclays Bank PLC,
1.913%, due 02/03/05
    650,012    
  400,000         Dexia Bank,
1.508%, due 12/07/04
    400,005    
  200,000         HSBC Bank,
1.555%, due 04/22/05
    200,000    
  500,000         Royal Bank of Canada,
1.770%, due 03/30/05
    499,961    
  500,000     @@   Royal Bank of Scotland
Group PLC, 1.400%,
due 10/21/04
    499,997    
  500,000         UBS AG,
1.195%, due 12/06/04
    500,005    
  500,000         Washington Mutual Bank,
1.300%, due 12/27/04
    500,000    
  450,000         Washington Mutual Bank,
1.650%, due 11/12/04
    449,989    
  450,000         Washington Mutual Bank,
1.670%, due 11/01/04
    450,000    
    Total Certificate of Deposit
(Cost $4,949,912)
    4,949,912    
  COLLATERALIZED MORTGAGE OBLIGATIONS: 6.1%        
  500,000     #   Blue Heron Funding Ltd.,
1.850%, due 05/18/05
    500,000    
  500,000     #   Blue Heron Funding Ltd.,
1.858%, due 03/18/05
    500,000    
  500,000     #   Blue Heron Funding Ltd.,
1.870%, due 02/23/05
    500,000    
  300,000     #,I   Newcastle CDO I Ltd.,
1.870%, due 09/24/38
    300,000    
  500,000     #   Putnam Structured Product CDO, 
1.780%, due 10/15/38
    500,000    
  325,000     #   Whitehawk CDO Funding Ltd.,
1.805%, due 03/15/05
    325,000    
    Total Collateralized Mortgage
Obligations
(Cost $2,625,000)
    2,625,000    
  COMMERCIAL PAPER: 37.2%        
  350,000         Archer-Daniels-Midland Co.,
1.420%, due 10/05/04
    349,931    
  250,000         Barton Capital Corp.,
1.520%, due 10/07/04
    249,926    
  250,000         Barton Capital Corp.,
1.680%, due 10/18/04
    249,790    
  250,000         Blue Ridge Asset Funding,
1.680%, due 10/18/04
    249,790    
  350,000         Bristol-Myers Squibb Co.,
1.520%, due 10/07/04
    349,897    
  500,000     #   Concord Minutemen Cap,
1.710%, due 10/19/04
    499,550    
  400,000     #   Concord Minutemen Cap,
1.730%, due 10/10/05
    400,000    
  500,000     #   Concord Minutemen Cap,
1.740%, due 10/12/05
    500,000    
  500,000     #   Concord Minutemen Cap,
1.740%, due 10/14/05
    500,000    

 

Principal
Amount
          Value  
$ 450,000         Crown Point Capital Co.,
1.000%, due 10/06/04
  $ 449,925    
  1,300,000         Crown Point Capital Co.,
2.050%, due 03/08/05
    1,288,347    
  250,000         Delaware Funding Corp.,
1.680%, due 10/18/04
    249,790    
  300,000     #,I   Goldman Sachs Group,
1.280%, due 10/27/04
    300,000    
  400,000     #   Goldman Sachs Group,
1.810%, due 07/29/05
    400,000    
  500,000         Greenwich Capital Holdings,
1.718%, due 01/14/05
    500,000    
  500,000         Household Finance Corp.,
1.260%, due 10/06/04
    499,895    
  250,000         Jupiter Securitization,
1.340%, due 10/04/04
    249,963    
  500,000         LaSalle Bank Note,
1.160%, due 12/17/04
    500,000    
  500,000         LaSalle Bank Note,
1.210%, due 11/05/04
    500,000    
  650,000         Monument Gardens Funding LLC, 
1.760%, due 12/01/04
    648,040    
  325,000         Monument Gardens Funding LLC, 
1.880%, due 12/20/04
    323,628    
  400,000         Morgan Stanley,
1.650%, due 10/14/04
    399,743    
  500,000         Morgan Stanley,
1.660%, due 10/15/04
    499,653    
  250,000         Old Line Funding Corp.,
1.650%, due 10/14/04
    249,839    
  375,000         Old Line Funding Corp.,
1.710%, due 11/02/04
    374,413    
  450,000         Preferred Receivable
Funding Corp., 0.000%,
due 10/01/04
    450,000    
  1,350,000         Preferred Receivable
Funding Corp., 1.260%,
due 10/04/04
    1,349,810    
  325,000         Preferred Receivable
Funding Corp., 1.350%,
due 10/05/04
    324,939    
  400,000         SBC Communications,
1.680%, due 10/18/04
    399,664    
  400,000     #   St. Germain Holdings,
1.510%, due 10/08/04
    399,866    
  450,000     #   St. Germain Holdings,
1.510%, due 10/13/04
    449,756    
  400,000     #   St. Germain Holdings,
1.880%, due 12/13/04
    398,459    
  250,000         Tulip Funding Corp.,
0.000%, due 10/01/04
    250,000    
  850,000     #   Verizon Global Funding,
1.990%, due 10/14/05
    850,000    
  350,000         Windmill Funding Corp.,
1.630%, due 10/12/04
    349,810    
    Total Commercial Paper
(Cost $16,004,424)
    16,004,424    
  CORPORATE BONDS/NOTES: 27.8%        
  500,000         Associates Corp. NA,
2.050%, due 06/27/05
    500,489    
  200,000         Bank One NA,
1.894%, due 11/01/04
    200,040    
  500,000         Bank One NA,
1.980%, due 07/26/05
    500,737    

 

See Accompanying Notes to Financial Statements

86



  PORTFOLIO OF INVESTMENTS
ING LEXINGTON MONEY MARKET TRUST(1)  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
          Value  
  CORPORATE BONDS/NOTES (continued)        
$ 500,000         Bear Stearns Cos., Inc.,
1.716%, due 10/05/05
  $ 500,000    
  400,000         Bear Stearns Cos., Inc.,
1.850%, due 10/28/09
    400,000    
  325,000         Credit Suisse First Boston
USA, Inc., 2.010%,
due 02/08/05
    325,336    
  450,000         Credit Suisse First Boston
USA, Inc., 2.050%,
due 01/14/05
    450,567    
  250,000         Fleet National Bank,
1.840%, due 11/22/04
    250,047    
  900,000         General Electric Capital Corp.,
2.005%, due 03/15/05
    900,761    
  400,000     #   Goldman Sachs Group LP,
1.769%, due 10/15/05
    400,000    
  500,000     @@,#   HBOS Treasury Services PLC,
1.640%, due 11/01/05
    500,000    
  700,000     @@,#   HBOS Treasury Services PLC,
1.961%, due 10/24/05
    700,000    
  250,000         JPMorgan Chase & Co.,
2.190%, due 03/29/05
    250,307    
  500,000         Merrill Lynch & Co., Inc.,
1.550%, due 01/05/05
    500,015    
  1,000,000     #,I   Money Market Trust Series A,
1.835%, due 10/07/05
    1,000,000    
  450,000         Morgan Stanley,
1.880%, due 08/15/05
    450,508    
  150,000         PNC Bank NA,
1.920%, due 05/18/05
    150,229    
  500,000     #   The Bank of New York Co., Inc.,
1.860%, due 10/27/05
    500,000    
  350,000         Toyota Motor Credit Corp.,
1.700%, due 02/07/05
    350,055    
  400,000         Wachovia Corp.,
2.230%, due 03/31/05
    400,801    
  1,525,000         Wal-Mart Stores, Inc.,
1.698%, due 02/22/05
    1,525,132    
  400,000         Wells Fargo & Co.,
1.690%, due 11/02/05
    400,128    
  500,000         Wells Fargo & Co.,
2.000%, due 09/29/05
    500,335    
  300,000         Westpac Banking Corp.,
1.850%, due 10/11/05
    300,000    
    Total Corporate Bonds/Notes
(Cost $11,955,487)
    11,955,487    
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 12.1%        
            Federal Home Loan Bank: 7.7%  
  500,000         1.400%, due 02/25/05     500,000    
  500,000         1.425%, due 04/04/05     500,000    
  400,000         1.470%, due 02/28/05     400,000    
  400,000         1.500%, due 12/07/04     400,000    
  400,000         1.500%, due 03/01/05     400,000    
  300,000         1.510%, due 12/08/04     300,000    
  500,000         1.600%, due 03/01/05     500,000    
  300,000         1.600%, due 05/16/05     300,000    
      3,300,000    
            Federal Home Loan Mortgage
Corporation: 1.0%
         
  450,000         1.500%, due 02/14/05     450,000    
      450,000    

 

Principal
Amount
          Value  
            Federal National Mortgage
Association: 3.4%
         
$ 350,000         1.400%, due 02/25/05   $ 350,000    
  500,000         1.550%, due 05/04/05     500,000    
  300,000         1.610%, due 05/13/05     300,000    
  300,000         1.630%, due 01/03/05     300,000    
      1,450,000    
    Total U.S. Government
Agency Obligations
(Cost $5,200,000)
    5,200,000    
  REPURCHASE AGREEMENT: 6.5%            
  2,770,000     S   Goldman Sachs Repurchase
Agreement dated 09/30/04,
1.860%, due 10/01/04, $2,770,143
to be received upon repurchase
(Collateralized by $2,922,000 Federal
National Mortgage Association,
4.000%, Market value
plus accrued interest $2,825,574,
due 06/12/13)
   







2,770,000< /td>
   

 

    Total Repurchase Agreement
(Cost $2,770,000)
            2,770,000    
    Total Investments in
Securities (Cost
$43,504,823)*
    101.2 %   $43,504,823  
Other Assets and   Liabilities-Net     (1.2 )   (500,189)  
    Net Assets     100.0 %   $ 43,004,634    

 

(1)  All securities with a maturity date greater than 13 months have either a variable rate, demand feature, prerefunded, optional or mandatory put resulting in an effective maturity of one year or less. Rate shown reflects current rate.

@@  Foreign Issuer

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors. At September 30, 2004, these securities totaled $10,422,631, or 24.2% of net assets.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

*  Cost for federal income tax purposes is the same as for financial statement purposes.

Industry   Percentage of
Net Assets
 
Commercial Banks Non - U.S.     4.7 %  
Commercial Banks - Central U.S.     5.6    
Commercial Banks - Eastern U.S.     4.6    
Diversified Financial Services     3.3    
Federal and Federally Sponsored Credit Agencies     12.1    
Fiduciary Banks     1.1    
Finance - Auto Loans     0.8    
Finance - Investment Banker/Broker     9.4    
Finance - Other Services     0.6    
Food - Flour and Grain     0.8    
Investment Companies     1.8    
Medical - Drugs     0.8    
Money Center Banks     3.9    
Retail     3.5    
S&L/Thrifts - Western U.S.     3.2    
Special Purpose Entity     34.7    
Super - Regional Banks - U.S.     3.0    
Telephone - Integrated     0.9    
Repurchase Agreement     6.4    
Other Assets and Liabilities, Net     (1.2 )  
Net Assets     100.0 %  

 

See Accompanying Notes to Financial Statements

87



SHAREHOLDER MEETING INFORMATION (Unaudited)

A special meeting of shareholders of the Funds was held October 7, 2004, at the offices of ING Funds, 7337 East Doubletree Ranch Road, Scottsdale, AZ 85258.

A brief description of each matter voted upon as well as the results are outlined below:

Matters:

1.  To approve an Agreement and Plan of Reorganization (the "Reorganization Agreement") by and among High Yield Opportunity Fund and ING High Yield Bond Fund ("High Yield Bond Fund"), providing for the merger of High Yield Opportunity Fund with and into High Yield Bond Fund;

2.  To transact such other business, not currently contemplated, that may properly come before the Special Meeting or any adjournment(s) thereof in the discretion of the proxies or their substitutes.

Results:

    Proposal   Shares voted for   Shares voted
against or
withheld
  Shares
abstained
  Broker
non-vote
  Total shares
voted
 
ING High Yield Opportunity Fund     1       16,002,433       387,660       1,417,667       -       17,807,760    
      2       15,641,997       588,738       1,577,025       -       17,807,760    

 

88



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ING Funds Distributor, LLC offers the funds listed below. Before investing in a fund, shareholders should carefully review the fund's prospectus. Investors may obtain a copy of a prospectus of any ING Fund by calling (800) 992-0180.

Domestic Equity and Income Funds

ING Balanced Fund
ING Convertible Fund
ING Equity and Bond Fund
ING Equity Income Fund
ING Real Estate Fund

Domestic Equity Growth Funds

ING Disciplined LargeCap Fund
ING Growth Fund
ING LargeCap Growth Fund
ING MidCap Opportunities Fund
ING SmallCap Opportunities Fund
ING Small Company Fund

Domestic Equity Index Funds

ING Index Plus LargeCap Fund
ING Index Plus MidCap Fund
ING Index Plus SmallCap Fund

Domestic Equity Value Funds

ING Financial Services Fund
ING LargeCap Value Fund
ING MagnaCap Fund
ING MidCap Value Fund
ING SmallCap Value Fund
ING Value Opportunity Fund

International Equity Funds

ING Emerging Countries Fund
ING Foreign Fund
ING International Fund

ING International Growth Fund
ING International SmallCap Growth Fund
ING International Value Fund
ING Precious Metals Fund
ING Russia Fund

Global Equity Funds

ING Global Equity Dividend Fund
ING Global Real Estate Fund
ING Global Science and Technology Fund
ING Worldwide Growth Fund

Fixed Income Funds

ING GNMA Income Fund
ING Government Fund
ING High Yield Bond Fund
ING Intermediate Bond Fund
ING National Tax Exempt Bond Fund

Strategic Allocation Funds

ING Strategic Allocation Balanced Fund
ING Strategic Allocation Growth Fund
ING Strategic Allocation Income Fund

Loan Participation Fund

ING Senior Income Fund

Money Market Funds*

ING Aeltus Money Market Fund
ING Classic Money Market Fund
ING Lexington Money Market Trust
ING Money Market Fund

*  An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the Fund.



Investment Manager

ING Investments, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258

Administrator

ING Funds Services, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258

Distributor

ING Funds Distributor, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258
1-800-334-3444

Transfer Agent

DST Systems, Inc.
P.O. Box 419368
Kansas City, Missouri 64141

Custodian

The Bank of New York
100 Colonial Center Parkway, Suite 300
Lake Mary, FL 32746

Legal Counsel

Dechert
1775 I Street, N.W.
Washington, D.C. 20006

Independent Registered Public Accounting Firm

KPMG LLP

99 High Street

Boston, MA 02110

For more complete information, or to obtain a prospectus on any ING fund, please call your Investment Professional or ING Funds Distributor, LLC at (800) 992-0180 or log on to www.ingfunds.com. The prospectus should be read carefully before investing. Consider the fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this information and other information about the fund. Information regarding how the Funds voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Funds' website at www.ingfunds.com and on the SEC's website at www.sec.gov.

PRSAR-UFFIABCMOR (0904-112904)



Funds

SEMI-ANNUAL REPORT

Semi-Annual Report

September 30, 2004

Classes I and Q

Fixed Income Funds

n  ING GNMA Income Fund

n  ING Intermediate Bond Fund

This report is submitted for general information to shareholders of the ING Funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds' investment objectives, risks, charges, expenses and other information. This information should be read carefully.



TABLE OF CONTENTS

President's Letter     1    
Market Perspective     2    
Portfolio Managers' Reports     4    
Shareholder Expense Examples     8    
Statements of Assets and Liabilities     10    
Statements of Operations     12    
Statements of Changes in Net Assets     13    
Financial Highlights     15    
Notes to Financial Statements     17    
Portfolios of Investments     26    

 



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PRESIDENT'S LETTER

JAMES M. HENNESSY

Dear Shareholder:

As we complete another six months of serving the needs of investors, we are pleased to see that the conclusion of the recent presidential election appears to have had a positive impact on major U.S. stock markets. With moderately low interest rates being controlled by the Federal Reserve Board, rising corporate earnings, and an increasingly optimistic job outlook, we are hopeful that the economy will continue to prosper through the end of the year.

As always, we continue to look for ways to make investing with our company more pleasant and efficient. When our clients complete a transaction with ING Funds, first and foremost, we want them to have peace of mind.

We are eager to meet these goals and we look forward to continuing to do business with you in the coming year.

Sincerely,

James M. Hennessy
President
ING Funds
November 9, 2004

1



MARKET PERSPECTIVE: SIX MONTHS ENDED SEPTEMBER 30, 2004

Be careful what you wish for, the ancient Chinese proverb goes, you just might get it. On the second day of the six months under review, April 2, 2004, investors received the good news they were so eagerly seeking; however, after a few days of euphoria they spent the rest of a nervous second calendar quarter wondering why the solution to one problem so often seems to usher in a new set. The news in question was, at last, a very bullish U.S. employment report, the final piece in the economic puzzle to sustain the recovery. But as the job market tightens, inflation picks up and rising interest rates cannot be far away. This kept a lid on stocks and gave bond investors one of their worst quarters in years. Then, in the third calendar quarter, rising oil prices, sagging growth, the sense that the party was drawing to a close, central banks with tightening on their minds and some distinctly odd dyna mics in the Treasury market, all conspired to give investors a memorable quarter with not all memories pleasant.

Initially, as might be expected, investment grade U.S. fixed income classes bore the brunt of fears of a new cycle of rising interest rates. April's strong employment report, plus another two after that, set the tone, to the steady drumbeat of evidence that inflation was on the rise. Oil prices were surging. With the Federal Funds rate at just 1%, real interest rates were becoming more negative, an increasingly untenable situation. Federal Open Market Committee ("FOMC") Chairman Greenspan confirmed that interest rates were likely to rise close, albeit at a "measured" pace. This practically telegraphed a 0.25% Federal Funds rate increase at the FOMC meeting on June 30, 2004. When it duly arrived, bond markets recovered modestly. But the damage had been done. By the middle of our six months ended September 30, 2004 , investment grade bonds had given back practically all of their gains for 2004. And yet in the week before the increase the wind seemed to shift again. First quarter gross domestic product ("GDP") growth was revised down. Durable goods orders fell. Retailers and auto companies complained of slack sales. The Chicago Purchasing Managers' Index(1) had its largest drop in 30 years. Perhaps Greenspan's "measured" policy was right; but perhaps something else was wrong. All eyes were therefore on the employment report to be published on July 2, 2004. The report was weak and by the end of the month few doubted that the economy had stu mbled. August's shocking employment report showed that just 32,000 jobs were created in July and the figures for prior months were revised down by 61,000. By now sentiment about the economy had reversed itself from the earlier optimism. Comforting words from Chairman Greenspan that the slow down was only temporary were not universally accepted. Most commentators felt it more likely that the economy had now settled down to a lower, if still positive level of activity. In a mirror image of the first few months, investment grade bonds benefited richly from perceptions of a decelerating economy with inflation in check. That was no surprise. What did surprise, however, was that this played out as the FOMC raised the Federal Funds rate twice more. Ten-year Treasury yields slipped back to early April levels, but yields on 13-week Treasury Bills followed the Federal Funds rate up. On September 22, 2004, the "spread" between the yields on Bonds and Bills reached the lowest point since June 2003. I n the third calendar quarter, the Lehman Brothers Aggregate Bond Index(2) of investment grade bonds had its best quarter's return in two years. But for the six months as a whole, the Lehman Brothers Aggregate Bond Index gained just 0.67%. The shrinking of the Treasury risk premium was carried through to high yield bonds, which performed better than the investment grade. The Lehman Brothers U.S. Corporate High Yield Bond Index(3) returned 3.84% during the semi-annual period. By the end of September, the yield curve was markedly flatter. The yield on 1 0-year Treasury Notes rose by 0.28% to 4.12% while the yield on 13-week Treasury Bills almost doubled, rising 0.75% to 1.67%.

Global equities had two major dips, one in each quarter, but by the six months they had lost only 0.14%, according to the MSCI World Index(4) in dollars including net reinvested dividends. Among currencies, the euro gained just under 1.0% while the pound lost nearly 2.0% as the interest rate tightening cycle in the United Kingdom seemed to be ending. The yen was the weakest of the majors, losing 5.3% against the dollar, as Japan's economic recovery decelerated sharply. In addition, sharply rising oil prices weighed on the yen, since Japan imports all of its oil, as did the prospect of slower growth in China.

The U.S. equities market showed a pattern similar to international stocks, dipping in each quarter, but with a practically neutral end result. For the six months, the Standard & Poor's ("S&P") 500 Index(5) returned -0.18% including dividends. At just over 1,100, the S&P 500 Index was trading at a price to earnings level of around 15.25 times 2005 earnings. Equities were affected by all the developments described above in the contex t of fixed income. Optimism on improving business conditions gave way to fears of rising interest

2



MARKET PERSPECTIVE: SIX MONTHS ENDED SEPTEMBER 30, 2004

rates and then further concerns about a stalled economy. In addition, stock prices were increasingly held back by soaring oil prices, which on the futures contract were reaching new records almost daily by the end of September. Corporate profits were still increasing, but the days of year over year growth above 20% were nearly over.

(1)  The Chicago Purchasing Managers' Index measures manufacturing activity in the industrial Midwest.

(2)  The Lehman Brothers Aggregate Bond Index is composed of securities from the Lehman Brothers Government/Corporate Bond Index, Mortgage-Backed Securities Index, and the Asset-Backed Securities Index. Total return comprises price appreciation/depreciation and income as a percentage of the original investment.

(3)  The Lehman Brothers U.S. Corporate High Yield Bond Index is generally representative of corporate bonds rated below investment-grade.

(4)  The MSCI World Index reflects the stock markets of 22 countries, including the United States, Europe, Canada, Australia, New Zealand and the Far East - comprising approximately 1,500 securities - with values expressed in U.S. dollars.

(5)  The Standard & Poor's 500 Index is a capitalization-weighted index of 500 stocks designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries.

All indices are unmanaged and investors cannot invest directly in an index.

Past performance does not guarantee future results. The performance quoted represents past performance. Investment return and principal value of an investment will fluctuate, and shares, when redeemed, may be worth more or less than their original cost. The Funds' performance is subject to change since the period's end and may be lower or higher than the performance data shown. Please call (800) 992-0180 or log on to www.ingfunds.com to obtain performance data current to the most recent month-end.

Market Perspective reflects the views of the Chief Investment Risk Officer only through the end of the period, and is subject to change based on market and other conditions.

3



ING GNMA INCOME FUND

PORTFOLIO MANAGERS' REPORT

The ING GNMA Income Fund (the "Fund") seeks to generate a high level of current income, consistent with liquidity and safety of principal, through investment primarily in Government National Mortgage Association ("Ginnie Mae", "GNMA") mortgage-backed securities (also known as GNMA Certificates) that are guaranteed as to the timely payment of principal and interest by the U.S. Government. The Fund is managed by Denis P. Jamison, CFA and Roseann G. McCarthy, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class Q shares provided a total return of 0.42% compared to 1.45% for the Lehman Brothers Mortgage-Backed Securities Index(1).

Portfolio Specifics: The last six months ended September 30, 2004 included two periods as different as spring and summer. From mid-March until mid-June 2004, investors were focused on the economy's strong growth - real gross domestic product was growing 4.5% plus - and the Federal Reserve's plan to raise short- term interest rates. Ten-year Treasury bond yields rose nearly 100 basis points to 4.9% by the middle of June 2004. Then, the economy crossed what many described as a "soft patch" of slow employment growth and consumer spending. Moreover, speculators began to realize that the Federal Reserve's stated plan of "measured" increases in money rates would provide easy profits from arbitraging the wide spread between the yield on short-term notes and long-term Treasu ry bonds. Not only did ten-year bond yields decline, from 4.9% to just under 4.0%, but the yield curve flattened as short-term interest rates rose and longer bond yields fell.

Whether it was spring or summer, however, the Fund underperformed its benchmark by about 50 basis points in each quarter of the reporting period. The common thread that held back performance was our project loans. In April, a large multi-family loan unexpectedly prepaid at face value. This clipped 20 basis points from our total return. During the bond rally in August and September, our project loans failed to keep pace, and the spread between the yield of these securities and that of the five-year Treasury note widened from plus 125 basis points to plus 150 basis points. This reduced our return by another 30 basis points. Our $80 million plus U.S. Treasury bill and note investment was another drag, especially in the September quarter. The two-year notes returned only 1.0% compared with a 6.4% increase for long-term Treasury bonds and 2.6% for the Lehman Mortgage Index.

Current Strategy and Outlook: Wide interest rate swings and low absolute returns characterized the first half of the Fund's current fiscal year. This may not be the best period to gauge the effectiveness of our fundamental investment strategy. We plan to continue to focus on mortgages with features that reduce their prepayment sensitivity to changes in interest rates. Moreover, we will seek to only put money to work in these securities when they can be bought at prices that should result in greater returns than of those projected for generic mortgage securities.

We expected a prolonged, gradual rise in interest rates as long as the economy continues to grow. Short- and intermediate-term bond yields appear too low given the current period of 3% to 4% business expansion. Commodity prices are likely to remain in the spotlight as new demand from China and India outstrips new supply. A subsequent rise in the inflation rate will remain a concern. These factors justify caution and a somewhat defensive stance toward interest rate risk. Accordingly, we will continue to emphasize higher coupon mortgage securities and keep a greater than normal percentage of the Fund's assets in short-term U.S. Treasury securities.

4



ING GNMA INCOME FUND

PORTFOLIO MANAGERS' REPORT

    Average Annual Total Returns for the Periods Ended September 30, 2004  
   

1 Year
  Since Inception
of Class I
January 7, 2002
  Since Inception
of Class Q
February 26, 2001
 
Class I     3.17 %     5.77 %     -    
Class Q     2.90 %     -       5.84 %  
Lehman Brothers Mortgage-Backed  
Securities Index(1)      4.36 %     5.51 %(2)      5.90 %(3)   

 

Based on a $10,000 initial investment, the graph and table above illustrate the total return of ING GNMA Income Fund against the Lehman Brothers Mortgage-Backed Securities Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reßect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown. Please log on to www.ingfunds.com or call
(800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reßect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

(1) The Lehman Brothers Mortgage-Backed Securities Index is an unmanaged index composed of fixed income security mortgage pools sponsored by GNMA, FNMA and FHLMC, including GNMA Graduated Payment Mortgages.

(2) Since inception performance for index is shown from January 1, 2002.

(3) Since inception performance for index is shown from March 1, 2001.

5



ING INTERMEDIATE BOND FUND

PORTFOLIO MANAGERS' REPORT

The ING Intermediate Bond Fund (the "Fund") seeks to provide investors with a high level of current income, consistent with the preservation of capital and liquidity by investing at least 80% of its assets in investment grade debt securities. The Fund is managed by a team of investment professionals led by James B. Kauffmann, ING Investment Management Co. (formerly, Aeltus Investment Management, Inc.) - the Sub-Adviser.

Performance: For the six months ended September 30, 2004, the Fund's Class I shares provided a total return of 0.89% compared to 0.67% for the Lehman Brothers Aggregate Bond Index(1).

Portfolio Specifics: While our short duration stance was helpful in the first three months of this reporting period, by the end it was a source of underperformance relative to the benchmark, especially since we concentrated our underweight in shorter maturities, which proved to be the more resilient part of the yield curve. During the first half of the fiscal year ended September 30, 2004, we reduced our exposure to longer-dated and lower-rated corporates in the face of stretched valuations. In fact, our exposure to credit-sensitive sectors is now below the Lehman Brothers Aggregate Bond Index; consequently, the Fund's yield is slightly less than the Index.

We continue to actively manage our sector allocation and security selection exposures. For the six-month period ended September 30, 2004, we estimate that we generated 24 basis points of excess return from security selection, 21 basis points from sector allocation, but only 15 basis points from maturity and duration decisions due to our shorter duration during the second half of the reporting period. The Fund is overweight utilities, insurance, consumer non-cyclical and the real estate investment trust (REIT) sector. Exposure to emerging markets debt enhanced returns.

Current Strategy and Outlook: Uncertainties about the geopolitical situation and the level and direction of energy costs present portfolio managers with quite a set of wildcards; nevertheless, most measures of volatility remain very low. While the bond market continues to focus on the spate of mixed or softer economic releases, we do not believe that the yields on shorter maturity Treasuries fully reflect the future pace of economic activity and the rise in a number of inflation measures.

Tactically, the Fund is still short in duration in anticipation of improving global economic fundamentals despite the recent "soft patch" of slow employment growth and consumer spending. The Fund is underweight home mortgages, overweight asset-backed and commercial mortgage-backed securities, and underweight the intermediate and shorter-term part of the yield curve, which appears most vulnerable in a tightening cycle. We are also underweight U.S. Government Agency securities, which have witnessed some regulatory criticism. Stretched valuations in investment-grade credit issues still warrant caution. Indeed, we are beginning to see more shareholder friendly - read, bondholder unfriendly - actions by companies. We retain some exposure to emerging markets debt as many developing economies benefit from strong commodities and energy markets.

6



ING INTERMEDIATE BOND FUND

PORTFOLIO MANAGERS' REPORT

    Average Annual Total Returns for the Periods Ended September 30, 2004  
    1 Year   Since Inception
of Class I
January 8, 2002
 
Class I     4.54 %     7.15 %  
Lehman Brothers Aggregate Bond Index(1)      3.68 %     6.41 %(2)   

 

Based on a $1,000,000 initial investment, the graph and table above illustrate the total return of ING Intermediate Bond Fund against the Lehman Brothers Aggregate Bond Index. The Index is unmanaged and has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index. The Fund's performance is shown both with and without the imposition of sales charges.

The performance graph and table do not reflect the deduction of taxes that a shareholder will pay on Fund distributions or the redemption of Fund shares.

Total returns reßect the fact that the Investment Adviser has waived certain fees and expenses otherwise payable by the Fund. Total returns would have been lower had there been no waiver to the Fund.

Performance data represents past performance and is no assurance of future results. Investment return and principal value of an investment in the Fund will ßuctuate. Shares, when sold, may be worth more or less than their original cost. The Fund's performance may be lower or higher than the performance data shown.
Please log on to www.ingfunds.com or call
(800) 992-0180 to get performance through the most recent month end.

This report contains statements that may be "forward-looking" statements. Actual results may differ materially from those projected in the "forward-looking" statements.

The views expressed in this report reßect those of the portfolio managers, only through the end of the period as stated on the cover. The portfolio managers' views are subject to change at any time based on market and other conditions.

Fund holdings are subject to change daily.

(1) The Lehman Brothers Aggregate Bond Index is a widely recognized, unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities.

(2) Since inception performance for index is shown from January 1, 2002.

7



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, reinvested dividends, or other distributions; redemption fees; and exchange fees; and (2) ongoing costs, including management fees; distribution [and/or service] (12b–1) fees; and other Fund expenses. These Examples are intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds.

The Examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from April 1, 2004 to September 30, 2004.

Actual Expenses

The first section of the table shown, "Actual Fund Return," provides information about actual account values and actual expenses. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first section under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second section of the table shown, "Hypothetical 5% Return," provides information about hypothetical account values and hypothetical expenses based on the Fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads), redemption fees, or exchange fees. Therefore, the hypothetical lines of the table are useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

ING GNMA Income Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class I     0.55 %   $ 1,000.00     $ 1,005.50       0.67 %   $ 3.37    
Class Q     0.42       1,000.00       1,004.20       0.92       4.62    
Hypothetical (Excluding Expenses)  
Class I     5.00 %   $ 1,000.00     $ 1,021.17       0.67 %   $ 3.40    
Class Q     5.00       1,000.00       1,020.46       0.92       4.66    

 

8



SHAREHOLDER EXPENSE EXAMPLES (Unaudited)

ING Intermediate Bond Fund

Expense Analysis of an investment of $1,000

    Total Return
Without
Sales Charges
  Beginning
Account
Value
April 1, 2004
  Ending
Account
Value
September 30, 2004
  Annualized
Expense
Ratio
  Expenses Paid
During the Six
Months Ended
September 30, 2004*
 
Actual Fund Return  
Class I     0.89 %   $ 1,000.00     $ 1,008.90       0.66 %   $ 3.32    
Hypothetical (Excluding Expenses)  
Class I     5.00 %   $ 1,000.00     $ 1,021.76       0.66 %   $ 3.35    

 

* Expenses are equal to the Fund's annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 (to reflect the one-half year period).

9



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
Intermediate
Bond
Fund
 
ASSETS:  
Investments in securities at value+*   $ 684,352,366     $ 648,414,533    
Short-term investments**     34,406,057       73,409,156    
Repurchase agreement     -       31,211,000    
Cash     2,250,769       3,268    
Cash collateral for futures     -       612,539    
Receivables:  
Investment securities sold     24,841,797       15,896,467    
Fund shares sold     258,251       1,135,126    
Dividends and interest     3,205,496       4,138,983    
Prepaid expenses     51,090       67,596    
Total assets     749,365,826       774,888,668    
LIABILITIES:  
Payable for investment securities purchased     24,433,594       97,927,318    
Payable for fund shares redeemed     348,802       172,667    
Payable for futures variation margin     -       4,281    
Payable upon receipt of securities loaned     -       73,409,156    
Income distribution payable     -       1,494,694    
Payable to affiliates     604,233       486,763    
Payable for trustee fees     60,357       4,590    
Other accrued expenses and liabilities     328,237       130,382    
Total liabilities     25,775,223       173,629,851    
NET ASSETS   $ 723,590,603     $ 601,258,817    
NET ASSETS WERE COMPRISED OF:  
Paid-in capital   $ 715,347,382     $ 596,466,391    
Undistributed net investment income (accumulated net investment loss)     (278,257 )     11,828    
Accumulated net realized gain (loss) on investments and futures     (13,650,460 )     1,940,991    
Net unrealized appreciation on investments, translation of assets in foreign currencies
and futures
    22,171,938       2,839,607    
NET ASSETS   $ 723,590,603     $ 601,258,817    
Including securities loaned at value   $ -     $ 71,399,389    
Cost of investments in securities   $ 662,179,666     $ 645,698,895    
** Cost of short-term investments   $ 34,406,819     $ 73,409,156    

 

See Accompanying Notes to Financial Statements

10



STATEMENTS OF ASSETS AND LIABILITIES as of September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
Intermediate
Bond
Fund
 
Class A:  
Net assets   $ 550,980,509     $ 398,784,516    
Shares authorized     unlimited       unlimited    
Par value   $ 0.001     $ 0.001    
Shares outstanding     63,242,809       38,145,862    
Net asset value and redemption price per share   $ 8.71     $ 10.45    
Maximum offering price per share (4.75%)(1)    $ 9.14     $ 10.97    
Class B:  
Net assets   $ 111,541,672     $ 66,824,402    
Shares authorized     unlimited       unlimited    
Par value   $ 0.001     $ 0.001    
Shares outstanding     12,862,919       6,404,411    
Net asset value and redemption price per share(2)    $ 8.67     $ 10.43    
Maximum offering price per share   $ 8.67     $ 10.43    
Class C:  
Net assets   $ 51,293,264     $ 68,717,151    
Shares authorized     unlimited       unlimited    
Par value   $ 0.001     $ 0.001    
Shares outstanding     5,907,779       6,581,217    
Net asset value and redemption price per share(2)    $ 8.68     $ 10.44    
Maximum offering price per share   $ 8.68     $ 10.44    
Class I:  
Net assets   $ 9,460,052     $ 39,249,219    
Shares authorized     unlimited       unlimited    
Par value   $ 0.001     $ 0.001    
Shares outstanding     1,084,864       3,754,152    
Net asset value and redemption price per share   $ 8.72     $ 10.45    
Maximum offering price per share   $ 8.72     $ 10.45    
Class M:  
Net assets   $ 212,198       n/a    
Shares authorized     unlimited       n/a    
Par value   $ 0.001       n/a    
Shares outstanding     24,318       n/a    
Net asset value and redemption price per share   $ 8.73       n/a    
Maximum offering price per share (3.25%)(3)    $ 9.02       n/a    
Class Q:  
Net assets   $ 102,908       n/a    
Shares authorized     unlimited       n/a    
Par value   $ 0.001       n/a    
Shares outstanding     11,798       n/a    
Net asset value and redemption price per share   $ 8.72       n/a    
Maximum offering price per share   $ 8.72       n/a    
Class O:  
Net assets     n/a     $ 27,548,424    
Shares authorized     n/a       unlimited    
Par value     n/a     $ 0.001    
Shares outstanding     n/a       2,635,169    
Net asset value and redemption price per share     n/a     $ 10.45    
Maximum offering price per share     n/a     $ 10.45    
Class R:  
Net assets     n/a     $ 135,105    
Shares authorized     n/a       unlimited    
Par value     n/a     $ 0.001    
Shares outstanding     n/a       12,907    
Net asset value and redemption price per share     n/a     $ 10.47    
Maximum offering price per share     n/a     $ 10.47    

 

(1)  Maximum offering price is computed at 100/95.25 of net asset value. On purchases of $50,000 or more, the offering price is reduced.

(2)  Redemption price per share may be reduced for any applicable contingent deferred sales charges.

(3)  Maximum offering price is computed at 100/96.75 of net asset value. On purchases of $50,000 or more, the offering price is reduced.

See Accompanying Notes to Financial Statements

11



STATEMENTS OF OPERATIONS for the six months ended September 30, 2004 (Unaudited)

    ING
GNMA Income
Fund
  ING
Intermediate
Bond
Fund
 
INVESTMENT INCOME:  
Dividends, net of foreign taxes withheld*   $ 924     $ 26,401    
Interest     19,347,578       9,518,837    
Securities lending income     -       77,944    
Total investment income     19,348,502       9,623,182    
EXPENSES:  
Investment management fees     1,851,822       1,171,650    
Distribution and service fees:  
Class A     700,833       544,574    
Class B     589,622       323,826    
Class C     285,312       338,668    
Class M     940       -    
Class O     -       8,392    
Class Q     138       -    
Class R     -       315    
Transfer agent fees:  
Class A     196,498       130,034    
Class B     41,591       27,929    
Class C     20,280       29,316    
Class I     580       1,030    
Class M     91       -    
Class Q     6       -    
Administrative service fees     372,517       235,509    
Shareholder reporting expense     80,215       49,480    
Registration fees     42,566       46,129    
Professional fees     38,560       19,958    
Custody and accounting expense     44,130       29,529    
Trustee fees     9,300       5,490    
Miscellaneous expense     25,233       10,864    
Total expenses     4,300,234       2,972,693    
Less:  
Net waived and reimbursed fees     -       182,670    
Net expenses     4,300,234       2,790,023    
Net investment income     15,048,268       6,833,159    
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS AND FUTURES:  
Net realized gain (loss) on:  
Investments     (1,687,373 )     1,896,793    
Futures     -       631,047    
Net realized gain (loss) on investments and futures     (1,687,373 )     2,527,840    
Net change in unrealized appreciation or depreciation on:  
Investments     (12,399,611 )     (3,308,099 )  
Futures     -       194,909    
Net change in unrealized appreciation or depreciation on investments and futures     (12,399,611 )     (3,113,190 )  
Net realized and unrealized loss on investments and futures     (14,086,984 )     (585,350 )  
Increase in net assets resulting from operations   $ 961,284     $ 6,247,809    
Foreign taxes   $ -     $ 2,231    

 

See Accompanying Notes to Financial Statements

12



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING GNMA Income Fund  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
FROM OPERATIONS:      
Net investment income   $ 15,048,268     $ 28,917,044    
Net realized gain (loss) on investments     (1,687,373 )     8,427,554    
Net change in unrealized appreciation or depreciation on investments     (12,399,611 )     (8,582,732 )  
Net increase in net assets resulting from operations     961,284       28,761,866    
FROM DISTRIBUTIONS TO SHAREHOLDERS:      
Net investment income:  
Class A     (14,920,325 )     (29,836,564 )  
Class B     (2,729,419 )     (5,789,107 )  
Class C     (1,321,943 )     (3,227,764 )  
Class I     (252,125 )     (416,717 )  
Class M     (6,109 )     (26,359 )  
Class Q     (2,979 )     (7,768 )  
Class T     -       (101,868 )  
Total distributions     (19,232,900 )     (39,406,147 )  
FROM CAPITAL SHARE TRANSACTIONS:      
Net proceeds from sale of shares     66,888,632       287,964,697    
Dividends reinvested     15,713,341       31,631,178    
      82,601,973       319,595,875    
Cost of shares redeemed     (138,111,709 )     (434,339,499 )  
Net decrease in net assets resulting from capital share transactions     (55,509,736 )     (114,743,624 )  
Net decrease in net assets     (73,781,352 )     (125,387,905 )  
NET ASSETS:      
Beginning of period     797,371,955       922,759,860    
End of period   $ 723,590,603     $ 797,371,955    
Undistributed net investment income (accumulated net investment loss) at end of period   $ (278,257 )   $ 3,906,376    

 

See Accompanying Notes to Financial Statements

13



STATEMENTS OF CHANGES IN NET ASSETS (Unaudited)

    ING Intermediate Bond Fund  
    Six Months
Ended
September 30,
  Year
Ended
March 31,
 
    2004   2004  
FROM OPERATIONS:      
Net investment income   $ 6,833,159     $ 9,001,504    
Net realized gain on investments and futures     2,527,840       7,562,532    
Net change in unrealized appreciation or depreciation on investments and futures     (3,113,190 )     2,601,836    
Net increase in net assets resulting from operations     6,247,809       19,165,872    
FROM DISTRIBUTIONS TO SHAREHOLDERS:      
Net investment income:  
Class A     (4,821,627 )     (6,168,955 )  
Class B     (757,564 )     (1,586,935 )  
Class C     (793,415 )     (1,555,446 )  
Class I     (350,305 )     (511,108 )  
Class O     (108,408 )     -    
Class R     (1,840 )     -    
Net realized gains:  
Class A     (3,756,043 )     (2,667,645 )  
Class B     (792,658 )     (868,923 )  
Class C     (825,959 )     (885,962 )  
Class I     (173,614 )     (179,026 )  
Class R     (1,681 )     -    
Total distributions     (12,383,114 )     (14,424,000 )  
FROM CAPITAL SHARE TRANSACTIONS:      
Net proceeds from sale of shares     121,088,499       324,797,722    
Net proceeds from shares issued in merger     137,658,413       -    
Dividends reinvested     7,708,659       9,795,000    
      266,455,571       334,592,722    
Cost of shares redeemed     (81,325,207 )     (193,289,159 )  
Net increase in net assets resulting from capital share transactions     185,130,364       141,303,563    
Net increase in net assets     178,995,059       146,045,435    
NET ASSETS:      
Beginning of period     422,263,758       276,218,323    
End of period   $ 601,258,817     $ 422,263,758    
Undistributed net investment income at end of period   $ 11,828     $ 11,828    

 

See Accompanying Notes to Financial Statements

14




ING GNMA INCOME FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class I  
    Six Months
Ended
          January 7,
2002(1) to
 
    September 30,   Year Ended March 31,   March 31,  
    2004   2004   2003   2002  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 8.92       9.01       8.54       8.61    
Income (loss) from investment operations:  
Net investment income   $ 0.20       0.35       0.44       0.10    
Net realized and unrealized gain (loss) on investments   $ (0.15 )     0.01       0.50       (0.10 )  
Total from investment operations   $ 0.05       0.36       0.94       0.00    
Less distributions from:  
Net investment income   $ 0.25       0.45       0.47       0.07    
Total distributions   $ 0.25       0.45       0.47       0.07    
Net asset value, end of period   $ 8.72       8.92       9.01       8.54    
Total Return(2)     % 0.55       4.21       11.18       0.04    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 9,460       8,760       6,946       1,615    
Ratios to average net assets:  
Expenses(3)    % 0.67       0.71       0.78       0.88    
Net investment income(3)    % 4.53       3.94       5.00       5.83    
Portfolio turnover rate   % 19       128       75       76    

 

    Class Q  
    Six Months
Ended
              February 26,
2001(1) to
 
    September 30,   Year Ended March 31,   March 31,  
    2004   2004   2003   2002   2001  
Per Share Operating Performance:  
Net asset value, beginning of period   $ 8.92       9.01       8.54       8.63       8.51    
Income (loss) from investment operations:  
Net investment income   $ 0.20       0.32       0.44       0.39       0.04    
Net realized and unrealized gain (loss) on investments   $ (0.17 )     0.02       0.47       (0.01 )     0.08    
Total from investment operations   $ 0.03       0.34       0.91       0.38       0.12    
Less distributions from:  
Net investment income   $ 0.23       0.43       0.44       0.47       -    
Total distributions   $ 0.23       0.43       0.44       0.47       -    
Net asset value, end of period   $ 8.72       8.92       9.01       8.54       8.63    
Total Return(2)     % 0.42       3.94       10.90       4.50       1.41    
Ratios and Supplemental Data:  
Net assets, end of period (000's)   $ 103       134       183       204       476    
Ratios to average net assets:  
Expenses(3)    % 0.92       0.96       1.04       1.12       1.14    
Net investment income(3)    % 4.27       3.62       4.89       5.35       5.42    
Portfolio turnover rate   % 19       128       75       76       33    

 

(1)  Commencement of operations.

(2)  Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value.
Total return for less than one year is not annualized.

(3)  Annualized for periods less than one year.

See Accompanying Notes to Financial Statements.

15




ING INTERMEDIATE BOND FUND 
(UNAUDITED)  FINANCIAL HIGHLIGHTS

Selected data for a share of beneficial interest outstanding throughout each period.

    Class I  
    Six Months
Ended
          January 8,
2002(1) to
 
    September 30,   Year Ended March 31,   March 31,  
    2004   2004   2003   2002  
Per Share Operating Performance:      
Net asset value, beginning of period   $ 10.67       10.51       9.91       9.99    
Income (loss) from investment operations:  
Net investment income   $ 0.15       0.35       0.39       0.11    
Net realized and unrealized gain (loss) on investments   $ (0.06 )     0.33       0.76       (0.07 )  
Total from investment operations   $ 0.09       0.68       1.15       0.04    
Less distributions from:  
Net investment income   $ 0.18       0.38       0.40       0.12    
Net realized gain on investments   $ 0.13       0.14       0.15       -    
Total distributions   $ 0.31       0.52       0.55       0.12    
Net asset value, end of period   $ 10.45       10.67       10.51       9.91    
Total Return(2)     % 0.89       6.60       11.88       0.36    
Ratios and Supplemental Data:      
Net assets, end of period (000's)   $ 39,249       14,548       15,046       9,800    
Ratios to average net assets:  
Net expenses after expense reimbursement/recoupment(3)(4)    % 0.66       0.71       0.73       0.82    
Gross expenses prior to expense reimbursement/recoupment(3)    % 0.67       0.68       0.73       0.90    
Net investment income after expense reimbursement/recoupment(3)(4)    % 3.43       3.30       3.70       0.05    
Portfolio turnover rate   % 203       475       639       1,216 *  

 

(1)   Commencement of operations.

(2)   Total return is calculated assuming reinvestment of all dividends and capital gain distributions at net asset value. Total return for less than one year is not annualized.

(3)   Annualized for periods less than one year.

(4)   The Investment Manager has agreed to limit expenses, (excluding interest, taxes, brokerage and extraordinary expenses) subject to possible recoupment by ING Investments, LLC within three years.

*  Portfolio turnover was greater than expected during this period due to active trading undertaken in response to market conditions that existed at that time.

See Accompanying Notes to Financial Statements.

16



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited)

NOTE 1 - ORGANIZATION

Organization. ING Funds Trust ("Trust") is a Delaware business trust registered as an open-end management investment company. The Trust was organized on July 30, 1998. It consists of eight separately managed series. Two of the funds in this report are: ING GNMA Income Fund ("GNMA Fund") and ING Intermediate Bond Fund ("Intermediate Bond Fund").

The investment objective of each Fund is described in each Fund's prospectus.

Each Fund offers at least three of the following classes of shares: Class A, Class B, Class C, Class I, Class M, Class O, Class Q and Class R. The separate classes of shares differ principally in the applicable sales charges (if any), transfer agent fees, distribution fees and shareholder servicing fees. Shareholders of each class also bear certain expenses that pertain to that particular class. All shareholders bear the common expenses of the Fund and earn income and realized gains/losses from the portfolio pro rata based on the average daily net assets of each class, without distinction between share classes. No class has preferential dividend rights. Differences in per share dividend rates generally result from the relative weighting of pro rata income and realized gain allocations and from differences in separate class expenses, including distrib ution, and shareholder servicing fees. Class B shares, along with their pro rata reinvested dividend shares, automatically convert to Class A shares approximately eight years after purchase.

ING Investments, LLC ("ING Investments"), serves as the Investment Manager to the Funds. ING Investments has engaged ING Investment Management Co. (formerly, Aeltus Investment Management, Inc., "ING IM"), to serve as the Sub-Adviser to the Funds. ING Funds Distributor, LLC (the "Distributor") is the principal underwriter of the Funds. The Distributor, ING Investments and ING IM are indirect wholly-owned subsidiaries of ING Groep N.V. ("ING Groep"). ING Groep is a global financial institution active in banking, insurance and asset management.

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES

The following significant accounting policies are consistently followed by the Funds in the preparation of their financial statements, and such policies are in conformity with accounting principles generally accepted in the United States of America for investment companies.

A.  Security Valuation. Investments in equity securities traded on a national securities exchange are

valued at the last reported sale price. Securities reported by NASDAQ will be valued at the NASDAQ official closing prices. Securities traded on an exchange or NASDAQ for which there has been no sale and securities traded in the over-the-counter-market are valued at the mean between the last reported bid and ask prices. All investments quoted in foreign currencies will be valued daily in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the time such valuation is determined by each Fund's custodian. Debt securities are valued at prices obtained from independent services or from one or more dealers making markets in the securities and may be adjusted based on the Fund's valuation procedures. U.S. Government obligations are valued by using market quotations or independent pricing services that use prices provided by market-makers or estimates of market values obtained from yiel d data relating to instruments or securities with similar characteristics. Securities for which market quotations are not readily available are valued at their respective fair values as determined in good faith and in accordance with policies set by the Board of Trustees ("Board") of the Funds. Among elements of analysis, the Board has authorized the use of one or more research services to assist with the determination of the fair value of foreign securities. Research services use statistical analyses and quantitative models to help determine fair value as of the time a Fund calculates its net asset value. Investments in securities maturing in 60 days or less are valued at amortized cost, which, when combined with accrued interest approximates market value.

B.  Security Transactions and Revenue Recognition. Securities transactions are accounted for on the trade date. Realized gains and losses are reported on the basis of identified cost of securities sold. Interest income is recorded on an accrual basis. Dividend income is recorded on the ex-dividend date, or for certain foreign securities, when the information becomes available to the funds. Premium amortization and discount accretion are determined by the effective yield method.

C.  Foreign Currency Translation. The books and records of the Funds are maintained in U.S. dollars. Any foreign currency amounts are translated into U.S. dollars on the following basis:

(1)  Market value of investment securities, other assets and liabilities - at the exchange rates prevailing at the end of the day.

17



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

(2)  Purchases and sales of investment securities, income and expenses - at the rates of exchange prevailing on the respective dates of such transactions.

Although the net assets and the market values are presented at the foreign exchange rates at the end of the day, the Funds do not isolate the portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities that are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statements of Assets and Liabilities for the estimated tax withholding based on the securities' current market values. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.

Reported net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, the difference between the amounts of dividends, interest, and foreign withholding taxes recorded on the Funds' books, and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in the value of assets and liabilities other than investments in securities at fiscal year end, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and U.S. Government securities. These risks include, but are not limited to revaluation of currencies and future adverse political and economic developments which could cause securities and their markets to be less liquid and prices more volatile than those of comparable U.S. companies and U.S. Government securities.

D.  Foreign Currency Transactions and Futures Contracts. Intermediate Bond Fund may enter into foreign currency exchange transactions to convert to and from different foreign currencies and to and from the U.S. dollar in connection with the planned purchases or sales of securities. The Fund either enters into these transactions on a spot basis at the spot rate prevailing in the foreign currency exchange market or uses forward foreign currency

contracts to purchase or sell foreign currencies. When the contract is fulfilled or closed, gains or losses are realized. Until then, the gain or loss is included in unrealized appreciation or depreciation. Risks may arise upon entering into forward contracts from the potential inability of counterparties to meet the terms of their forward contracts and from the potential inability of counterparties to meet the terms of their forward contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar.

Intermediate Bond Fund may enter into futures contracts involving foreign currency, interest rates, securities and securities indices. A futures contract obligates the seller of the contract to deliver and the purchaser of the contract to take delivery of the type of foreign currency, financial instrument or security called for in the contract at a specified future time for a specified price. Upon entering into such a contract, the Fund is required to deposit and maintain as collateral such initial margin as required by the exchange on which the contract is traded. Pursuant to the contract, the Fund agrees to receive from or pay to the broker an amount equal to the daily fluctuations in the value of the contract. Such receipts or payments are known as variation margins and are recorded as unrealized gains or losses by the Fund. When the contract is closed, the Fund records a realized gain or loss equal t o the difference between the value of the contract at the time it was opened and the value at the time it was closed.

E.  Distributions to Shareholders. The Funds record distributions to their shareholders on the ex-dividend date. Intermediate Bond Fund declares and becomes ex-dividend daily and pays dividends monthly. GNMA Fund declares and becomes ex-dividend monthly and pays dividends monthly. The Funds may make distributions on a more frequent basis to comply with the distribution requirements of the Internal Revenue Code. The characteristics of income and gains to be distributed are determined in accordance with income tax regulations, which may differ from accounting principles generally accepted in the United States of America for investment companies.

F.  Federal Income Taxes. It is the policy of the Funds to comply with subchapter M of the Internal Revenue Code and related excise tax provisions applicable to regulated investment companies and to distribute substantially all of their net investment income and any net realized capital gains to their shareholders. Therefore, no federal

18



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

income tax provision is required. No capital gain distributions shall be made until any capital loss carryforwards have been fully utilized or expired.

G.  Use of Estimates. Management of the Funds has made certain estimates and assumptions relating to the reporting of assets, liabilities, income, and expenses to prepare these financial statements in conformity with accounting principles generally accepted in the United States of America for investment companies. Actual results could differ from these estimates.

H.  Repurchase Agreements. Each Fund may invest in repurchase agreements only with government securities dealers recognized by the Board of Governors of the Federal Reserve System. Under such agreements, the seller of the security agrees to repurchase it at a mutually agreed upon time and price. The resale price is in excess of the purchase price and reflects an agreed upon interest rate for the period of time the agreement is outstanding. The period of the repurchase agreements is usually short, from overnight to one week, while the underlying securities generally have longer maturities. Each Fund will receive as collateral securities acceptable to it whose market value is equ al to at least 100% of the carrying amount of the repurchase agreements, plus accrued interest, being invested by the Fund. The underlying collateral is valued daily on a mark to market basis to assure that the value, including accrued interest is at least equal to the repurchase price. If the seller defaults, a Fund might incur a loss or delay in the realization of proceeds if the value of the collateral securing the repurchase agreement declines, and it might incur disposition costs in liquidating the collateral.

I.  Securities Lending. Intermediate Bond Fund has the option to temporarily loan up to 30% of its total assets to brokers, dealers or other financial institutions in exchange for a negotiated lender's fee. The borrower is required to fully collateralize the loans with cash or U.S. Government securities. Generally, in the event of counterparty default, the Fund has the right to use collateral to offset losses incurred. There would be potential loss to the Fund in the event the Fund is delayed or prevented from exercising its right to dispose of the collateral. The Fund bears the risk of loss with respect to the investment of collateral. Engaging in securities lending could have a leveraging effect, which may intensify the credit, market and other risks associated with investing in a Fund.

J.  Illiquid and Restricted Securities. GNMA Fund may not invest in illiquid securities. Intermediate Bond Fund may not invest more than 15% of its net assets in illiquid securities. Illiquid securities are not readily marketable. Disposing of illiquid investments may involve time-consuming negotiation and legal expenses, and it may be difficult or impossible for the Funds to sell them promptly at an acceptable price. Restricted securities are those sold under Rule 144A of the Securities Act of 1933 ("1933 Act") or are securities offered pursuant to Section 4(2) of the 1933 Act, and are subject to legal or contractual restrictions on resale and may not be publicly sol d without registration under the 1933 Act. Certain restricted securities may be considered liquid pursuant to procedures adopted by the Board or may be deemed illiquid because they may not be readily marketable. Illiquid and restricted securities are valued using market quotations when readily available. In the absence of market quotations, the securities are valued based upon their fair value determined under procedures approved by the Board.

K.  Delayed Delivery Transaction. The Funds may purchase or sell securities on a when-issued or forward commitment basis. The price of the underlying securities and date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The market value of such is identified in the Funds' Portfolio of Investments. Losses may arise due to changes in the market value of the securities or from the inability of counterparties to meet the terms of the contract. In connection with such purchases, the Funds are required to hold liquid assets as collateral with the Funds' custodian sufficient to cover the purchase price.

L.  Mortgage Dollar Roll Transactions. Each Fund may engage in dollar roll transactions with respect to mortgage-backed securities issued by Government National Mortgage Association, Federal National Mortgage Association and Federal Home Loan Mortgage Corp. In a dollar roll transaction, a Fund sells a mortgage-backed security to a financial institution, such as a bank or broker/dealer, and simultaneously agrees to repurchase a substantially similar (i.e., same type, coupon, and maturity) security from the institution on a delayed delivery basis at an agreed upon price. The mortgage-backed securities that are repurchased will bear the same interest rate as those sold, but genera lly will be collateralized by different pools of mortgages with different prepayment histories. The Funds account for dollar roll transactions as purchases and sales.

19



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 2 - SIGNIFICANT ACCOUNTING POLICIES (continued)

M.  Options Contracts. Intermediate Bond Fund may purchase put and call options and may write (sell) put options and covered call options. The Fund may engage in option transactions as a hedge against adverse movements in the value of portfolio holdings or to increase market exposure. Option contracts are valued daily and unrealized gains or losses are recorded based upon the last sales price on the principal exchange on which the options are traded. The Fund will realize a gain or loss upon the expiration or closing of the option contract. When an option is exercised, the proceeds on sales of the underlying security for a written call option, the purchase cost of the secu rity for a written put option, or the cost of the security for a purchased put or call option is adjusted by the amount of premium received or paid. Realized and unrealized gains or losses on option contracts are reflected in the accompanying financial statements. The risk in writing a call option is that the Fund gives up the opportunity for profit if the market price of the security increases and the option is exercised. The risk in writing a put option is that the Fund may incur a loss if the market price of the security decreases and the option is exercised. The risk in buying an option is that the Fund pay a premium whether or not the option is exercised. Risks may also arise from an illiquid secondary market or from the inability of counterparties to meet the terms of the contract.

N.  Construction Loan Securities (GNMA Fund). The GNMA Fund may purchase construction loan securities, which are issued to finance building costs. The funds are disbursed as needed or in accordance with a prearranged plan. The securities provide for the timely payment to the registered holder of interest at the specified rate plus scheduled installments of principal. Upon completion of the construction phase, the construction loan securities are terminated and project loan securities are issued. It is the Fund's policy to record these GNMA certificates on trade date, and to segregate assets to cover its commitments on trade date as well.

NOTE 3 - INVESTMENT TRANSACTIONS

For the six months ended September 30, 2004, the cost of purchases and proceeds from the sales of securities, excluding short-term securities, were as follows:

    Purchases   Sales  
Intermediate Bond Fund   $ 210,133,746     $ 202,261,265    

 

U.S. Government securities not included above were as follows:

    Purchases   Sales  
GNMA Fund   $ 141,024,305     $ 178,294,693    
Intermediate Bond Fund     1,117,520,786       941,915,787    

 

NOTE 4 - INVESTMENT MANAGEMENT AND ADMINISTRATIVE FEES

The Funds in this report have an Investment Management Agreement with ING Investments, LLC (the "Investment Manager"). The Investment Management Agreements compensate the Investment Manager with a fee, computed daily and payable monthly, based on the average daily net assets of each Fund, at the following annual rates:

For GNMA Fund - 0.60% of the first $150 million, 0.50% of the next $250 million, 0.45% of the next $400 million and 0.40% in excess of $800 million and for Intermediate Bond - 0.50% of the first $500 million, 0.45% of the next $500 million, 0.425% of the next $1 billion and 0.40% in excess of $2 billion.

The Investment Manager has entered into a Sub-Advisory Agreement with ING IM. Subject to such policies as the Board or the Investment Manager may determine, ING IM manages the Funds' assets in accordance with the Funds' investment objectives, policies, and limitations.

ING Funds Services, LLC ("IFS"), a wholly-owned subsidiary of ING Groep N.V., acts as administrator and provides certain administrative and shareholder services necessary for Fund operations and is responsible for the supervision of other service providers. For its services, IFS is entitled to receive from GNMA Fund and Intermediate Bond Fund a fee at an annual rate of 0.10% of its average daily net assets.

NOTE 5 - DISTRIBUTION AND SERVICE FEES

Each share class of the Funds (except as noted below) has adopted a Distribution Plan pursuant to Rule 12b-1 under the 1940 Act (the "12b-1 Plans"), whereby the Distributor is reimbursed or compensated (depending on the class of shares) by the Funds for expenses incurred in the distribution of each Fund's shares ("Distribution Fees"). Pursuant to the 12b-1 Plans, the Distributor is entitled to payment each month for actual expenses incurred in the distribution and promotion of each Fund's shares, including expenses incurred in printing prospectuses and reports used for sales purposes, expenses incurred in preparing and printing sales literature and other such distribution related expenses, including any distribution or shareholder servicing fees ("Service Fees") paid to

20



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 5 - DISTRIBUTION AND SERVICE FEES (continued)

securities dealers who have executed a distribution agreement with the Distributor. Under the 12b-1 Plans, each class of shares of the Fund pays the Distributor a Distribution and/or Service Fee based on average daily net assets at the following annual rates:

    Class A   Class B   Class C   Class M   Class O   Class Q   Class R  
GNMA Fund     0.25 %     1.00 %     1.00 %     0.75 %     N/A       0.25 %     N/A    
Intermediate
Bond Fund
    0.35 %     1.00 %     1.00 %     N/A       0.25 %     N/A       0.50 %  

 

During the six months ended September 30, 2004, the Distributor waived 0.10% of the Class A Distribution fee for Intermediate Bond Fund.

The Distributor also receives the proceeds of initial sales charge paid by shareholders upon the purchase of Class A and Class M shares, and the contingent deferred sales charge paid by shareholders upon certain redemptions for Class A, Class B, and Class C shares. For the six months ended September 30, 2004, the Distributor retained the following amounts in sales charges:

    Class A
Shares
  Class B
Shares
  Class C
Shares
  Class M
Shares
 
Initial Sales Charges   $ 37,796     N/A     N/A     N/A  
Contingent Deferred Sales
Charges
    27,715     N/A   $ 21,091     N/A  

 

NOTE 6 - OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES

At September 30, 2004, the Funds had the following amounts recorded in payable to affiliates on the accompanying Statements of Assets and Liabilities (see Notes 4 and 5):

    Accrued
Investment
Management
Fees
  Accrued
Administrative
Fees
  Accrued
Shareholder
Services and
Distribution
Fees
  Total  
GNMA Fund   $ 296,513     $ 59,496     $ 248,224     $ 604,233    
Intermediate Bond Fund     241,182       47,958       197,623       486,763    

 

At September 30, 2004, ING Life Insurance and Annuity Co., an indirect wholly-owned subsidiary of ING Groep, held 7.44% and 17.30% of the shares outstanding of GNMA Fund and Intermediate Bond Fund, respectively.

Each Fund has adopted a Retirement Policy covering all independent trustees of the Fund who will have served as an independent trustee for at least five years at the time of retirement. Benefits under this plan are based on an annual rate as defined in the plan agreement.

NOTE 7 - EXPENSE LIMITATIONS

Pursuant to written Expense Limitation Agreements, the Investment Manager has agreed to limit expenses, excluding interest, taxes, brokerage and extraordinary

expenses to the following annual expenses to average daily net assets ratios:

    Class A   Class B   Class C   Class I   Class M   Class O   Class Q   Class R  
GNMA
Fund
    1.29 %     2.04 %     2.04 %     1.04 %     1.79 %     N/A       1.29 %     N/A    
Intermediate
Bond
Fund(1) 
    1.00 %     1.75 %     1.75 %     0.75 %     N/A       1.00 %     N/A       1.25 %  

 

(1) Prior to February 1, 2004, the expense limitation rates for Class A, Class B, Class C, Class I and Class O were 1.15%, 1.90%, 1.90%, 0.90%, 1.40% and 1.15% respectively.

The Investment Manager may at a later date recoup from a Fund for management fees waived and other expenses assumed by the Investment Manager during the previous 36 months, but only if, after such recoupment, the Fund's expense ratio does not exceed the percentage described above. Waived and reimbursed fees net of any recoupment by the Investment Manager of such waived and reimbursed fees are reflected on the accompanying Statements of Operations for each Fund. Amounts payable by the Investment Manager are reflected on the accompanying Statements of Assets and Liabilities for each Fund.

As of September 30, 2004, the Intermediate Bond Fund had $31,024 of reimbursed fees subject to possible recoupment by the Investment Manager, expiring September 30, 2007.

The Expense Limitation Agreements are contractual and shall renew automatically for one-year terms unless ING Investments provides written notice of the termination of the Expense Limitation Agreement within 90 days of the end of the then current term.

NOTE 8 - LINE OF CREDIT

Intermediate Bond Fund, in addition to certain other funds managed by the Investment Manager, has entered into an unsecured committed revolving line of credit agreement (the "Credit Agreement") with The Bank of New York for an aggregate amount of $125,000,000. The proceeds may be used only to: (1) temporarily finance the purchase and sale of securities; (2) finance the redemption of shares of an investor in the Funds; and (3) enable the Funds to meet other emergency expenses as defined in the Credit Agreement. The Funds to which the line of credit is available pay a commitment fee equal to 0.09% per annum on the daily unused portion of the committed line amount payable quarterly in arrears. During the six months ended September 30, 2004, the Fund did not have any loans outstanding under the line of credit.

21



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 9 - CAPITAL SHARES

Transactions in capital shares and dollars were as follows:

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
GNMA Income Fund (Number of Shares)  
Shares sold     6,428,008       25,619,769       627,523       3,701,108       431,088       3,267,282    
Dividends reinvested     1,490,911       2,892,954       201,633       412,142       89,972       221,048    
Shares redeemed     (11,123,868 )     (36,101,757 )     (2,661,900 )     (6,217,595 )     (2,019,363 )     (5,888,039 )  
Net decrease in shares outstanding     (3,204,949 )     (7,589,034 )     (1,832,744 )     (2,104,345 )     (1,498,303 )     (2,399,709 )  
GNMA Income Fund ($)  
Shares sold   $ 55,725,223     $ 220,712,735     $ 5,423,696     $ 32,777,068     $ 3,726,186     $ 29,016,572    
Dividends reinvested     12,933,167       25,548,426       1,742,794       3,633,981       778,431       1,940,307    
Shares redeemed     (96,250,971 )     (313,803,016 )     (22,933,093 )     (54,830,946 )     (17,429,252 )     (51,944,184 )  
Net decrease   $ (27,592,581 )   $ (67,541,855 )   $ (15,766,603 )   $ (18,419,897 )   $ (12,924,635 )   $ (20,987,305 )  
    Class I Shares   Class M Shares   Class Q Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
GNMA Income Fund (Number of Shares)  
Shares sold     231,830       608,292       -       3,037       -       -    
Dividends reinvested     29,046       47,173       484       2,172       296       610    
Shares redeemed     (158,262 )     (444,235 )     (11,099 )     (93,627 )     (3,468 )     (5,994 )  
Net increase (decrease) in shares outstanding     102,614       211,230       (10,615 )     (88,418 )     (3,172 )     (5,384 )  
GNMA Income Fund ($)  
Shares sold   $ 2,013,527     $ 5,431,127     $ -     $ 27,195     $ -     $ -    
Dividends reinvested     252,171       416,747       4,208       19,277       2,570       5,396    
Shares redeemed     (1,372,421 )     (3,934,648 )     (96,145 )     (831,602 )     (29,827 )     (52,619 )  
Net increase (decrease)   $ 893,277     $ 1,913,226     $ (91,937 )   $ (785,130 )   $ (27,257 )   $ (47,223 )  

 

    Class T Shares  
    Year
Ended
March 31,
2004(1) 
 
GNMA Income Fund (Number of Shares)      
Dividends reinvested     7,490    
Shares redeemed     (1,070,267 )  
Net decrease in shares outstanding     (1,062,777 )  
GNMA Income Fund ($)      
Dividends reinvested   $ 67,044    
Shares redeemed     (8,942,484 )  
Net decrease   $ (8,875,440 )  

 

(1) Effective June 2, 2003, Class "T" shares converted into the corresponding Class "A" shares within this Fund. Class "T" shares are no longer offered.

22



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 9 - CAPITAL SHARES (continued)

    Class A Shares   Class B Shares   Class C Shares  
    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Intermediate Bond Fund (Number of Shares)      
Shares sold     9,573,820       23,789,274       653,290       2,574,476       1,033,528       4,087,450    
Shares issued in merger     7,719,739       -       279,541       -       177,974       -    
Dividends reinvested     537,508       601,543       86,249       143,583       76,355       119,937    
Shares redeemed     (4,912,055 )     (13,118,758 )     (945,539 )     (2,250,151 )     (1,392,354 )     (2,567,915 )  
Net increase (decrease) in shares outstanding     12,919,012       11,272,059       73,541       467,908       (104,497 )     1,639,472    
Intermediate Bond Fund ($)      
Shares sold   $ 97,025,370     $ 249,408,518     $ 6,775,541     $ 27,153,069     $ 10,749,595     $ 43,266,790    
Shares issued in merger     81,024,830       -       2,925,680       -       1,860,336       -    
Dividends reinvested     5,581,978       6,335,065       893,743       1,509,025       791,966       1,260,697    
Shares redeemed     (50,912,547 )     (136,162,176 )     (9,790,894 )     (23,726,034 )     (14,433,697 )     (27,040,140 )  
Net increase (decrease)   $ 132,719,631     $ 119,581,407     $ 804,070     $ 4,936,060     $ (1,031,800 )   $ 17,487,347    
    Class I Shares   Class O Shares   Class R Shares  

 

    Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
  August 16,
2004(1) to
September 30,
2004
  Six Months
Ended
September 30,
2004
  Year
Ended
March 31,
2004
 
Intermediate Bond Fund (Number of Shares)      
Shares sold     250,507       476,004       386,814       13,129       48    
Shares issued in merger     2,441,606       -       2,497,900       -       -    
Dividends reinvested     39,239       65,475       3,181       -       -    
Shares redeemed     (340,976 )     (609,124 )     (252,726 )     (269 )     (1 )  
Net increase (decrease) in shares outstanding     2,390,376       (67,645 )     2,635,169       12,860       47    
Intermediate Bond Fund ($)      
Shares sold   $ 1,748,376     $ 4,968,831     $ 4,651,212     $ 138,405     $ 514    
Shares issued in merger     25,636,140       -       26,211,427       -       -    
Dividends reinvested     407,702       690,213       33,270       -       -    
Shares redeemed     (3,548,890 )     (6,360,799 )     (2,636,359 )     (2,820 )     (10 )  
Net increase (decrease)   $ 24,243,328     $ (701,755 )   $ 28,259,550     $ 135,585     $ 504    

 

(1) Commencement of operations.

NOTE 10 - FEDERAL INCOME TAXES

The amount of distributions from net investment income and net realized capital gains are determined in accordance with federal income tax regulations, which may differ from accounting principles generally accepted in the United States of America for investment companies. These book/tax differences may be either temporary or permanent. Permanent differences are reclassified within the capital accounts based on their federal tax-basis treatment; temporary differences are not reclassified. Key differences include the treatment of short-term capital gains, foreign currency transactions, and wash sale deferrals. Distributions in excess of net investment income and/or net realized capital gains for tax purposes are reported as distributions of paid-in capital.

For tax purposes, the Funds may designate as net investment income dividends or capital gain distributions

the earnings and profits distributed to shareholders on the redemption of fund shares during the year.

Dividends paid by the Funds from net investment income and distribution of net realized short-term capital gains are, for federal income tax purposes, taxable as ordinary income to shareholders.

The tax composition of dividends and distributions to shareholders for the six months ended September 30, 2004 and the year ended March 31, 2004 were as follows:

Six Months Ended
September 30, 2004
  Ordinary
Income
  Long-Term
Capital Gains
  Short-Term
Capital
Gains
 
GNMA Income Fund   $ 19,232,900     $ -     $ -    
Intermediate Bond Fund     6,833,159       372,253       5,177,702    
Year Ended
March 31, 2004
  Ordinary
Income
  Dividends
Paid
Deduction
on
Redemptions
 
GNMA Fund   $39,406,147   $-  
Intermediate Bond Fund   14,424,000   432,360  

 

23



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 10 - FEDERAL INCOME TAXES (continued)

The tax-basis components of distributable earnings and the expiration dates of the capital loss carryforwards which may be used to offset future realized capital gains for federal income tax purposes as of March 31, 2004 were as follows:

    Undistributed
Ordinary Income
  Undistributed
Long-Term
Capital Gains
  Unrealized
Appreciation/
(Depreciation)
  Post-October
Losses
Deferred
  Capital
Loss
Carryforwards
  Expiration
Dates
 
GNMA Fund   $ 3,906,376     $ -     $ 34,571,547     $ (1,394,075 )   $ (4,473,153 )     2006    
                      (1,688,098 )     2007    
                      (2,870,184 )     2008    
                      (527,639 )     2010    
                      (1,009,937 )     2012    
                    $ (10,569,011 )          
Intermediate
Bond Fund
    5,501,924       370,548       5,369,966       -       -       -    

 

NOTE 11 - REORGANIZATIONS

On August 16, 2004, ING Intermediate Bond Fund as listed below ("Acquiring Fund"), acquired the assets and certain liabilities of the ING Bond Fund, also listed below ("Acquired Fund"), in a tax-free reorganization in exchange for shares of the Acquiring Fund, pursuant to a plan of reorganization approved by the Acquired Fund's shareholders. The number and value of shares issued by the Acquiring Fund are presented in Note 9 - Capital Shares. Net assets and unrealized appreciation as of the reorganization dates were as follows:

Acquiring
Fund
  Acquired
Fund
  Total Net Assets of
Acquired Fund (000)
  Total Net Assets of
Acquiring Fund (000)
  Acquired Fund
Unrealized
Appreciation (000)
 
Conversion
Ratio
 
ING Intermediate
Bond Fund
  ING Bond Fund   $ 137,658     $ 448,460     $ 1,594       1.01    

 

The net assets of the ING Intermediate Bond Fund after the acquisition were approximately $586,118,000.

NOTE 12 - ILLIQUID SECURITIES

Pursuant to guidelines adopted by the Funds' Board of Trustees, the following securities have been deemed to be illiquid. Intermediate Bond Fund currently limits investment in illiquid securities to 15% of the Fund's net assets, at market value, at time of purchase.

Fund   Security   Principal
Amount/
Shares
  Initial
Acquisition
Date
  Cost   Value   Percent
of Net
Assets
 
Intermediate
Bond Fund
  Apine III, 2.261%, due 08/16/14     434,000     8/04/04   $ 434,000     $ 434,000       0.07 %  
    Apine III, 2.661%, due 08/16/15     434,000     8/04/04     434,000       434,000       0.07 %  
    Apine III, 4.461%, due 08/16/16     276,000     8/04/04     276,000       276,000       0.05 %  
    Apine III, 7.711%, due 08/16/17     669,000     8/16/04     669,000       669,000       0.11 %  
                    $ 1,813,000     $ 1,813,000       0.30 %  

 

NOTE 13 - SECURITIES LENDING

Under an agreement with The Bank of New York ("BNY"), Intermediate Bond Fund can lend its securities to approved brokers, dealers and other financial institutions. Loans are collateralized by cash and U.S. Government securities. The collateral must be in an amount equal to at least 105% of the market value of non-U.S. securities loaned and 102% of the market value of U.S. securities loaned. The cash collateral received is invested in approved investments as defined in the Securities Lending Agreement with BNY (the "Agreement"). The securities purchased with cash collateral received are reflected in the Portfolio of Investments. Generally, in the event of counterparty default, the Funds have the right to use the collateral to offset losses incurred. The Agreement contains certain guarantees by BNY in the event of counterparty default and/or a borrower's failure to return a loaned security; however, t here would be a potential loss to the Fund in the event the Fund is delayed or prevented from exercising its right to dispose of the collateral. The Fund bears the risk of loss with respect to the investment of collateral. Engaging in securities lending could have a leveraging effect, which may intensify the

24



NOTES TO FINANCIAL STATEMENTS as of September 30, 2004 (Unaudited) (continued)

NOTE 13 - SECURITIES LENDING (continued)

credit, market and other risks associated with investing in the Fund. At September 30, 2004, the Fund had securities on loan with the following market values:

Portfolio   Value of
Securities
Loaned
  Value of
Collateral
 
Intermediate Bond Fund   $ 71,399,389     $ 73,409,156    

 

NOTE 14 - SUBSEQUENT EVENTS

Dividends. Subsequent to September 30, 2004 the following Funds declared dividends from net investment income of:

    Per Share
Amount
  Payable Date   Record Date  
GNMA Income Fund      
Class A   $ 0.0375     October 5, 2004   September 30, 2004  
Class B   $ 0.0321     October 5, 2004   September 30, 2004  
Class C   $ 0.0320     October 5, 2004   September 30, 2004  
Class I   $ 0.0396     October 5, 2004   September 30, 2004  
Class M   $ 0.0338     October 5, 2004   September 30, 2004  
Class Q   $ 0.0377     October 5, 2004   September 30, 2004  
Class A   $ 0.0375     November 3, 2004   October 29, 2004  
Class B   $ 0.0320     November 3, 2004   October 29, 2004  
Class C   $ 0.0319     November 3, 2004   October 29, 2004  
Class I   $ 0.0397     November 3, 2004   October 29, 2004  
Class M   $ 0.0337     November 3, 2004   October 29, 2004  
Class Q   $ 0.0358     November 3, 2004   October 29, 2004  
Intermediate Bond Fund      
Class A   $ 0.0291     November 1, 2004   Daily  
Class B   $ 0.0223     November 1, 2004   Daily  
Class C   $ 0.0224     November 1, 2004   Daily  
Class I   $ 0.0318     November 1, 2004   Daily  
Class O   $ 0.0293     November 1, 2004   Daily  
Class R   $ 0.0275     November 1, 2004   Daily  

 

25



  PORTFOLIO OF INVESTMENTS
ING GNMA INCOME FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Value  
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 88.1%        
        Federal Home Loan
Mortgage Corporation: 0.2%
 
$ 259,261     7.000%, due 11/01/14       $ 275,076    
  817,102     7.500%, due 12/01/14         869,056    
  231,184     7.500%, due 01/01/30         248,292    
  237,720     8.000%, due 01/01/30         258,759    
      1,651,183    
        Federal National Mortgage
Association: 0.2%
 
  171,891     6.500%, due 06/01/14         182,277    
  226,527     7.000%, due 03/01/15         240,514    
  302,319     7.500%, due 05/01/28         324,214    
  320,721     8.500%, due 08/01/11         342,994    
  93,748     8.500%, due 05/01/15         101,147    
  70,547     8.500%, due 08/01/15         76,115    
  305,772     8.500%, due 09/01/15         329,903    
      1,597,164    
        Government National
Mortgage Association: 87.7%
 
  9,844,313     3.750%, due 05/20/34         9,778,016    
  39,148,386     5.000%, due 05/15/33-04/15/34         39,058,129    
  134,352,100     5.500%, due 04/20/29-08/20/34         136,952,578    
  544,076     5.650%, due 07/15/29         568,704    
  132,662,694     6.000%, due 07/15/28-07/20/34         137,779,576    
  925,550     6.250%, due 04/15/26-04/15/28         972,648    
  133,209     6.340%, due 02/15/29         127,985    
  5,771,548     6.400%, due 10/15/33-08/15/38         6,014,458    
  1,157,729     6.470%, due 09/15/33         1,209,086    
  32,114,571     6.500%, due 02/15/22-02/15/40         34,260,618    
  14,455,015     6.625%, due 01/15/34-01/15/40         15,817,663    
  4,078,970     6.650%, due 10/15/14-09/15/32         4,396,547    
  3,503,816     6.670%, due 01/15/40         3,890,918    
  6,172,541     6.687%, due 07/15/40         6,914,837    
  272,207     6.700%, due 12/15/14         280,782    
  4,292,083     6.745%, due 10/15/39         4,729,524    
  12,812,893     6.750%, due 06/15/13-01/15/41         14,120,611    
  2,836,308     6.810%, due 07/15/39         3,165,792    
  4,045,857     6.820%, due 05/15/27-04/15/34         4,327,377    
  9,789,391     6.840%, due 10/15/36         11,088,762    
  1,795,177     6.870%, due 03/15/39         2,012,774    
  3,254,808     6.875%, due 02/15/40         3,647,164    
  2,161,133     6.900%, due 01/15/32         2,454,448    
  2,866,007     6.950%, due 12/15/29         2,969,166    
  58,097,023     7.000%, due 07/15/22-12/15/35         61,958,597    
  8,933,730     7.010%, due 02/15/37         10,186,524    
  5,537,732     7.100%, due 11/15/39         6,313,992    
  8,914,777     7.125%, due 09/15/39         10,064,357    
  3,326,807     7.150%, due 07/15/36         3,804,289    
  3,672,609     7.250%, due 08/15/22-09/15/31         3,952,094    
  2,939,899     7.300%, due 08/15/36         3,313,268    
  4,741,764     7.500%, due 12/15/19-09/15/32         5,099,004    
  4,991,230     7.600%, due 08/15/31         5,585,798    
  9,407,739     7.625%, due 07/15/38         10,135,285    
  74,403     7.650%, due 12/15/12         77,670    
  460,757     7.700%, due 08/15/13         481,936    
  9,374,118     7.750%, due 06/15/14-12/15/35         10,237,856    
  1,038,351     7.800%, due 05/15/19-01/15/42         1,170,629    
  9,808,372     7.875%, due 09/15/29-04/15/38         10,473,704    
  11,459,430     8.000%, due 12/15/14-11/15/38         12,473,234    
  129,987     8.050%, due 07/15/19-04/15/21         142,651    
  1,252,488     8.100%, due 06/15/12-07/15/12         1,316,093    

 

Principal
Amount
      Value  
$ 4,968,928     8.125%, due 05/15/38           $ 5,489,671    
  4,934,413     8.150%, due 12/15/11-09/15/15             5,200,630    
  5,187,323     8.200%, due 10/15/11-05/15/13             5,418,439    
  2,037,798     8.250%, due 10/15/24-03/15/41             2,249,326    
  6,947,665     8.500%, due 12/15/29-10/15/31             7,479,848    
  117,096     8.750%, due 10/15/23-06/15/27             118,426    
  2,814,818     9.000%, due 05/15/20-12/15/34             2,897,319    
  1,366,073     9.250%, due 06/15/30             1,459,764    
  972,291     10.250%, due 08/15/29             1,063,950    
      634,702,517    
        Total U.S. Government
Agency Obligations
(Cost $615,601,535)
     
 
 
      637,950,864    
U.S. TREASURY OBLIGATIONS: 6.4%  
        U.S. Treasury Notes: 6.4%              
  47,000,000     1.500%, due 03/31/06             46,401,502    
        Total U.S. Treasury Obligations
(Cost $46,578,131)
            46,401,502    
        Total Long-Term Investments
(Cost $662,179,666)
            684,352,366    
SHORT-TERM INVESTMENTS: 4.8%  
        U.S. Treasury Bills: 4.8%              
  34,500,000     1.560%, due 12/02/04             34,406,057    
        Total Short-Term Investments
(Cost $34,406,819)
            34,406,057    
        Total Investments in
Securities (Cost
$696,586,485)*
   

99.3%
     

$718,758,423
   
        Other Assets and
Liabilities-Net
    0.7 %     4,832,180    
        Net Assets     100.0 %   $ 723,590,603    

 

Government National Mortgage Association ("GNMA") manages a program of Mortgage-backed securities in order to attract funds for secondary mortgages and provide liquidity for existing mortgage securities. GNMA is a quasi-government agency.

Federal Home Loan Mortgage Corporation ("FHLMC") purchase mortgages from a mortgage originator and holds them as investments in its portfolio, or securitizes them. FHLMC is a private corporation.

*  Cost for federal income tax purposes is the same as for financial statement purposes. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 26,393,117    
Gross Unrealized Depreciation     (4,221,179 )  
Net Unrealized Appreciation   $ 22,171,938    

 

See Accompanying Notes to Financial Statements

26



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited)

Principal
Amount
      Value  
  CORPORATE BONDS/NOTES: 25.7%        
            Airlines: 0.3%  
$ 430,000         American Airlines, Inc.,
7.250%, due 02/05/09
  $ 397,750    
  1,846,000         American Airlines, Inc.,
7.324%, due 10/15/09
    1,463,437    
      1,861,187    
            Auto Manufacturers: 0.3%  
  473,000     L   Ford Motor Co., 6.625%,
due 10/01/28
    429,431    
  1,069,000         General Motors Corp., 8.375%,
due 07/15/33
    1,138,237    
      1,567,668    
            Banks: 5.4%  
  660,000         Australia & New Zealand
Banking Group Ltd., 1.494%,
due 10/29/49
    568,003    
  1,073,000     @@,#   Banco Bradesco SA/Cayman
Islands, 8.750%,
due 10/24/13
    1,121,285    
  2,421,000     @@,L   Banco Santander Chile SA,
7.375%, due 07/18/12
    2,772,873    
  490,000         Bank of Nova Scotia,
2.115%, due 08/31/85
    409,156    
  1,136,000         BankAmerica Capital II,
8.000%, due 12/15/26
    1,267,549    
  997,000     @@,#   Danske Bank A/S, 5.914%,
due 12/29/49
    1,050,596    
  440,000         Den Norske Bank ASA,
2.125%, due 08/29/49
    364,650    
  1,994,000     #   Dresdner Funding Trust I,
8.151%, due 06/30/31
    2,416,981    
  1,198,000         FBS Capital I, 8.090%,
due 11/15/26
    1,348,629    
  1,059,000     @@,#,L   HBOS Capital Funding LP,
6.071%, due 06/30/49
    1,121,699    
  1,590,000         Lloyds TSB Bank PLC, 2.090%,
due 08/29/49
    1,380,455    
  1,570,000         Lloyds TSB Bank PLC, 2.188%,
due 06/29/49
    1,381,090    
  1,614,000         M&T Bank Corp., 3.850%,
due 04/01/13
    1,609,562    
  1,142,000         Mellon Capital I, 7.720%,
due 12/01/26
    1,270,226    
  510,000         National Australia Bank Ltd.,
1.463%, due 10/29/49
    439,059    
  1,710,000     @@   National Westminster Bank
PLC, 1.938%, due 11/29/49
    1,455,882    
  1,338,000     #,L   Rabobank Capital Funding II,
5.260%, due 12/29/49
    1,352,252    
  1,640,000     @@   Royal Bank of Canada,
1.750%, due 06/29/85
    1,415,755    
  780,000     @@   Royal Bank of Scotland Group
PLC, 2.063%, due 12/29/49
    678,478    
  420,000     @@   Societe Generale, 1.688%,
due 11/29/49
    354,928    
  3,460,000     @@   Standard Chartered PLC,
1.800%, due 11/29/49
    2,780,472    
  2,470,000     @@   Standard Chartered PLC,
2.070%, due 12/29/49
    1,982,175    
  1,103,000         Wells Fargo Capital I, 7.960%,
due 12/15/26
    1,253,023    

 

Principal
Amount
      Value  
$ 590,000         Westpac Banking Corp,
2.338%, due 09/29/49
  $ 503,560    
  2,420,000     #   Westpac Capital Trust IV,
5.256%, due 12/29/49
    2,383,320    
      32,681,658    
            Beverages: 1.0%  
  3,262,000     @@   Cia Brasileira de Bebidas,
8.750%, due 09/15/13
    3,702,369    
  217,000     @@   Cia Brasileira de Bebidas,
10.500%, due 12/15/11
    268,538    
  1,806,000     #   Miller Brewing Co., 4.250%,
due 08/15/08
    1,837,504    
      5,808,411    
            Chemicals: 0.1%  
  434,000     L   Dow Chemical Co.,
5.750%, due 11/15/09
    466,257    
  397,000     @@,#   Sociedad Quimica y Minera
de Chile SA, 7.700%,
due 09/15/06
    427,728    
      893,985    
            Diversified Financial Services: 4.1%  
  434,000     #,I,XX   Alpine III, 2.261%,
due 08/16/14
    434,000    
  434,000     #,I,XX   Alpine III, 2.661%,
due 08/16/14
    434,000    
  276,000     #,I,XX   Alpine III, 4.461%,
due 08/16/14
    276,000    
  669,000     #,I,XX   Alpine III, 7.711%,
due 08/16/14
    669,000    
  339,471     #   Arcel Finance Ltd., 5.984%,
due 02/01/09
    355,409    
  901,000     #   Arcel Finance Ltd., 6.361%,
due 05/01/12
    910,863    
  512,000     #   Arcel Finance Ltd., 7.048%,
due 09/01/11
    538,426    
  1,508,000     L   Boeing Capital Corp., 7.375%,
due 09/27/10
    1,754,183    
  2,015,000     @@,#   Brazilian Merchant Voucher
Receivables Ltd., 5.911%,
due 06/15/11
    1,999,888    
  1,153,000         Citigroup Capital II, 7.750%,
due 12/01/36
    1,276,258    
  1,135,000     #   Corestates Capital Trust I,
8.000%, due 12/15/26
    1,259,546    
  2,066,000     #   Farmers Exchange Capital,
7.200%, due 07/15/48
    2,097,797    
  570,000         Financiere CSFB NV, 2.125%,
due 03/29/49
    465,397    
  1,271,000         General Motors Acceptance
Corp., 7.750%, due 01/19/10
    1,398,174    
  7,367     #   Hollinger Participation Trust,
0.000%, due 11/15/10
    8,454    
  611,000     #   HVB Funding Trust III, 9.000%,
due 10/22/31
    788,584    
  662,000         JPM Capital Trust I, 7.540%,
due 01/15/27
    708,492    
  522,000         JPM Capital Trust II, 7.950%,
due 02/01/27
    582,855    
  3,559,000     #   Mangrove Bay Pass-Through
Trust, 6.102%, due 07/15/33
    3,634,315    

 

See Accompanying Notes to Financial Statements

27



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Diversified Financial Services (continued)      
$ 1,285,084     @@,#   PF Export Receivables Master
Trust, 3.748%,
due 06/01/13
  $ 1,260,661    
  1,714,036     @@,#   PF Export Receivables Master
Trust, 6.436%,
due 06/01/15
    1,721,021    
  2,058,000     L   UFJ Finance Aruba AEC,
8.750%, due 11/29/49
    2,274,437    
  15,000         Universal City Development
Partners, 11.750%,
due 04/01/10
    17,550    
      24,865,310    
            Electric: 5.0%  
  1,057,000     @@,#,L   AES Gener SA, 7.500%,
due 03/25/14
    1,067,570    
  1,517,715     #   Allegheny Energy Supply
Statutory Trust 2001,
10.250%, due 11/15/07
    1,745,372    
  160,042     #   Allegheny Energy Supply
Statutory Trust 2001,
13.000%, due 11/15/07
    168,844    
  1,854,160         CE Generation LLC, 7.416%,
due 12/15/18
    1,925,332    
  1,839,000     L   Consumers Energy Co.,
4.250%, due 04/15/08
    1,871,841    
  1,444,000         DTE Energy Co., 2.740%,
due 06/01/07
    1,444,637    
  2,635,000     @@,L   Empresa Nacional de
Electricidad SA/Chile,
7.750%, due 07/15/08
    2,887,989    
  3,551,000         Enserch Capital I, 2.950%,
due 07/01/28
    3,499,318    
  2,110,000         Enterprise Capital Trust II,
3.195%, due 06/30/28
    2,005,211    
  1,511,000     #   Monongahela Power Co.,
6.700%, due 06/15/14
    1,645,085    
  2,384,000         Ohio Power Co., 6.375%,
due 07/15/33
    2,467,173    
  4,105,000         PG&E Corp., 6.875%,
due 07/15/08
    4,464,187    
  209,472     #   Power Contract Financing LLC,
5.200%, due 02/01/06
    212,526    
  1,068,000     #   Power Contract Financing LLC,
6.256%, due 02/01/10
    1,113,074    
  384,092         PPL Montana LLC, 8.903%,
due 07/02/20
    426,583    
  896,000         Sithe/Independence Funding,
9.000%, due 12/30/13
    1,017,591    
  623,000     #   Tenaska Virginia Partners LP,
6.119%, due 03/30/24
    653,253    
  1,301,000         TXU Corp., 4.446%,
due 11/16/06
    1,326,865    
      29,942,451    
            Engineering and Construction: 0.1%  
  970,000     @@   Dong Ah Construction,
2.160%, due 12/29/49
    830,459    
      830,459    
            Food: 0.9%  
  831,000         Kroger Co., 7.250%,
due 06/01/09
    938,041    

 

Principal
Amount
      Value  
$ 1,478,000         Safeway, Inc., 4.800%,
due 07/16/07
  $ 1,520,291    
  987,000     L   Supervalu, Inc., 7.875%,
due 08/01/09
    1,133,474    
  1,947,000         Tyson Foods, Inc., 7.250%,
due 10/01/06
    2,088,972    
      5,680,778    
            Gas: 0.2%  
  1,343,000     #   Williams Gas Pipelines Central,
Inc., 7.375%, due 11/15/06
    1,452,119    
      1,452,119    
            Home Builders: 0.3%  
  1,579,000         DR Horton, Inc., 5.625%,
due 09/15/14
    1,579,000    
  54,000         Technical Olympic USA, Inc.,
9.000%, due 07/01/10
    59,400    
      1,638,400    
            Insurance: 0.7%  
  380,000     #   Farmers Insurance Exchange,
6.000%, due 08/01/14
    387,168    
  977,000     #   Farmers Insurance Exchange,
8.625%, due 05/01/24
    1,156,886    
  1,244,000     #   Monumental Global Funding II,
3.850%, due 03/03/08
    1,264,623    
  1,083,000         Prudential Financial, Inc.,
4.104%, due 11/15/06
    1,101,570    
      3,910,247    
            Machinery-Diversified: 0.5%  
  3,200,000     @@   Inficon Holding AG, 1.971%,
due 06/29/49
    2,733,251    
      2,733,251    
            Media: 0.4%  
  64,000     L   Comcast Cable Communications, 
7.125%, due 06/15/13
    72,504    
  1,029,000         Time Warner Entertainment
Co. LP, 8.875%, due 10/01/12
    1,267,276    
  691,000     L   Time Warner, Inc., 6.875%,
due 05/01/12
    772,085    
      2,111,865    
            Mining: 0.5%  
  1,068,000     @@,#   Corp Nacional del Cobre de
Chile, 5.500%, due 10/15/13
    1,114,361    
  1,684,000         Vale Overseas Ltd., 8.625%,
due 03/08/07
    1,869,240    
      2,983,601    
            Miscellaneous Manufacturing: 0.0%  
  5,000         SPX Corp., 7.500%,
due 01/01/13
    5,106    
      5,106    
            Multi-National: 0.5%  
  2,576,000     @@   Corp Andina de Fomento CAF,
6.875%, due 03/15/12
    2,902,212    
      2,902,212    

 

See Accompanying Notes to Financial Statements

28



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Oil and Gas: 2.0%      
$ 1,099,000     L   Amerada Hess Corp., 6.650%,
due 08/15/11
  $ 1,215,094    
  1,586,000         Amerada Hess Corp., 7.875%,
due 10/01/29
    1,839,457    
  1,518,000     @@,#   Empresa Nacional de Petroleo,
4.875%, due 03/15/14
    1,499,427    
  20,000     L   Energy Partners Ltd., 8.750%,
due 08/01/10
    21,800    
  1,478,000     @@,#,L   Gazprom Intl. SA, 7.201%,
due 02/01/20
    1,500,170    
  1,110,000     @@,#   Morgan Stanley Bank AG for
OAO Gazprom, 9.625%,
due 03/01/13
    1,237,650    
  3,227,000     #,L   Pemex Project Funding Master
Trust, 3.180%, due 06/15/10
    3,268,952    
  905,000         Valero Energy Corp., 8.750%,
due 06/15/30
    1,183,183    
      11,765,733    
            Packaging and Containers: 0.5%  
  642,000     #   Sealed Air Corp., 5.375%,
due 04/15/08
    670,866    
  1,843,000     #   Sealed Air Corp., 6.950%,
due 05/15/09
    2,043,174    
      2,714,040    
            Pipelines: 0.0%  
  18,000         GulfTerra Energy Finance Corp.,
10.625%, due 12/01/12
    22,680    
  20,000         Transcontinental Gas Pipe LN,
8.875%, due 07/15/12
    24,425    
      47,105    
            Real Estate: 0.6%  
  1,636,000         EOP Operating LP, 7.750%,
due 11/15/07
    1,828,072    
  209,000         Liberty Property-LP, 6.375%,
due 08/15/12
    227,465    
  163,000         Liberty Property-LP, 6.950%,
due 12/01/06
    176,394    
  1,406,000         Liberty Property-LP, 7.750%,
due 04/15/09
    1,607,996    
      3,839,927    
            Real Estate Investment Trusts: 0.8%  
  657,000         Rouse Co., 3.625%,
due 03/15/09
    614,036    
  657,000         Rouse Co., 5.375%,
due 11/26/13
    627,707    
  1,205,000         Simon Property Group LP,
4.875%, due 03/18/10
    1,229,405    
  2,134,000         Simon Property Group LP,
6.375%, due 11/15/07
    2,309,560    
      4,780,708    
            Retail: 0.0%  
  39,000         Dollar General Corp., 8.625%,
due 06/15/10
    45,045    
      45,045    

 

Principal
Amount
      Value  
            Savings and Loans: 0.2%      
$ 1,104,000         Great Western Financial,
8.206%, due 02/01/27
  $ 1,250,902    
      1,250,902    
            Telecommunications: 1.2%  
  1,480,000         BellSouth Corp., 4.200%,
due 09/15/09
    1,490,157    
  1,439,000     @@   Cia de Telecomunicaciones
de Chile SA, 7.625%,
due 07/15/06
    1,532,762    
  819,000     +   Sprint Capital Corp., 4.780%,
due 08/17/06
    842,363    
  628,000         Sprint Capital Corp., 8.375%,
due 03/15/12
    761,684    
  1,415,000         Verizon Florida, Inc., 6.125%,
due 01/15/13
    1,512,403    
  1,177,000         Verizon Virginia, Inc., 4.625%, 
due 03/15/13
    1,151,303    
      7,290,672    
            Transportation: 0.1%  
  853,000     @@,#   MISC Capital Ltd., 5.000%,
due 07/01/09
    881,475    
      881,475    
    Total Corporate Bonds/Notes
(Cost $151,173,979)
    154,484,315    
  U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.6%        
            Federal Home Loan
Mortgage Corporation: 9.1%
         
  1,306,797         1.740%, due 05/25/31     1,307,363    
  992,722         1.755%, due 04/25/30     993,235    
  459,262         1.765%, due 01/25/32     459,763    
  1,033,538         1.950%, due 02/15/32     1,035,609    
  2,248,613         2.250%, due 04/15/32     2,259,751    
  11,845,000         2.700%, due 03/16/07     11,769,252    
  5,160,000         2.750%, due 02/09/07     5,139,716    
  3,534,796         4.500%, due 04/01/14     3,544,035    
  2,000,000         5.500%, due 11/15/18     2,061,250    
  2,071,000         5.875%, due 03/21/11     2,251,247    
  3,216,000         6.000%, due 01/15/28     3,319,461    
  3,669,423         6.000%, due 01/15/29     3,819,997    
  3,151,436         6.000%, due 01/15/29     3,282,392    
  2,277,000         6.000%, due 01/15/29     2,383,742    
  7,465,000         6.500%, due 10/15/34     7,831,248    
  3,309,000         7.000%, due 10/15/34     3,509,608    
  16,956         7.500%, due 11/01/28     18,232    
      54,985,901    
            Federal National
Mortgage Association: 19.2%
         
  250,240         1.815%, due 11/25/32     249,461    
  902,019         1.900%, due 10/25/33     905,906    
  828,720         2.000%, due 04/18/28     833,297    
  269,480         2.065%, due 12/25/29     270,408    
  2,669,860         2.090%, due 08/25/33     2,682,362    
  782,357         2.165%, due 01/25/32     781,580    
  1,037,187         2.859%, due 12/26/29     1,040,585    
  6,050,000         2.875%, due 05/19/08     5,916,422    
  2,489,000         4.500%, due 10/15/18     2,480,443    
  2,187,000         4.750%, due 12/25/42     2,205,536    
  41,165,000         5.000%, due 11/15/34     40,624,708    
  14,650,000         5.000%, due 11/01/18     14,846,867    

 

See Accompanying Notes to Financial Statements

29



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Federal National Mortgage
Association (continued)
         
$ 2,755,000         5.250%, due 08/01/12   $ 2,867,746    
  2,679,980         5.500%, due 11/15/18     2,762,893    
  6,172,975         5.898%, due 02/17/29     636,171    
  2,290,975         6.000%, due 04/25/31     2,384,718    
  1,854,594         6.000%, due 08/01/33     1,922,757    
  1,269,000         6.000%, due 10/15/34     1,312,622    
  114,838         6.000%, due 08/01/16     120,534    
  10,100         6.000%, due 12/01/16     10,601    
  358,644         6.000%, due 03/01/17     376,431    
  3,241,295         6.000%, due 09/01/17     3,401,929    
  231,077         6.000%, due 11/01/17     242,537    
  3,702,274         6.000%, due 07/25/29     3,850,417    
  1,573,193         6.000%, due 07/25/29     1,636,631    
  940,632         6.500%, due 04/01/30     988,801    
  4,736         6.500%, due 06/01/31     4,973    
  1,188,224         6.500%, due 07/01/31     1,250,654    
  21,272         6.500%, due 09/01/31     22,335    
  3,897         6.500%, due 09/01/31     4,092    
  6,619,000         6.500%, due 10/01/31     6,943,741    
  434,136         6.500%, due 11/01/31     455,826    
  267,427         6.500%, due 04/01/32     280,793    
  103,594         6.500%, due 07/01/32     108,771    
  135,244         6.500%, due 08/01/32     142,003    
  128,963         6.500%, due 08/01/32     135,408    
  23,143         6.500%, due 08/01/32     24,299    
  324,405         6.500%, due 11/01/32     340,618    
  358,436         6.500%, due 01/01/33     376,350    
  266,694         6.500%, due 02/01/33     280,068    
  1,363,324         6.500%, due 12/01/33     1,431,690    
  86,634         6.500%, due 07/01/29     91,070    
  353,098         6.500%, due 08/01/29     371,180    
  2,515,000         6.625%, due 11/15/10     2,864,193    
  34,777         7.000%, due 01/01/30     36,946    
  168,004         7.000%, due 01/01/30     178,264    
  12,008         7.000%, due 03/01/30     12,757    
  445,074         7.000%, due 06/01/31     473,091    
  4,194         7.500%, due 09/01/30     4,496    
  16,935         7.500%, due 10/01/30     18,156    
  21,209         7.500%, due 10/01/30     22,739    
  9,502         7.500%, due 11/01/30     10,188    
  162,388         7.500%, due 02/01/32     174,155    
  1,288,285         7.500%, due 06/25/32     1,394,853    
  850,607         7.500%, due 12/25/41     922,369    
  1,693,003         7.500%, due 01/25/48     1,829,629    
      115,558,070    
            Government National Mortgage
Association: 0.3%
         
  20,570         4.375%, due 04/20/28     20,836    
  1,744,011         6.471%, due 06/16/31     205,895    
  6,787         6.500%, due 03/15/31     7,171    
  47,473         6.500%, due 08/15/31     50,161    
  101,150         6.500%, due 10/15/31     106,878    
  55,732         6.500%, due 11/15/31     58,887    
  55,037         6.500%, due 07/15/32     58,144    
  404,041         6.500%, due 09/15/32     426,852    
  69,464         7.000%, due 05/15/32     74,114    
  98,736         7.000%, due 04/15/26     105,659    
  926         7.500%, due 11/15/30     998    
  45,458         7.500%, due 12/15/30     48,995    
  89,688         7.500%, due 12/15/31     96,660    
  96,115         7.500%, due 05/15/32     103,545    
  66,914         7.500%, due 05/15/32     72,087    

 

Principal
Amount
      Value  
$ 158,700         7.500%, due 12/15/22   $ 171,900    
  16,341         7.500%, due 10/15/26     17,654    
  82,443         7.500%, due 07/15/29     88,877    
      1,715,313    
    Total U.S. Government
Agency Obligations
(Cost $172,089,579)
    172,259,284    
  U.S. TREASURY OBLIGATIONS: 20.8%        
            U.S. Treasury Bonds: 10.0%  
  9,745,000     L   4.250%, due 08/15/14     9,850,071    
  21,136,000     L   5.375%, due 02/15/31     22,648,555    
  8,493,000     L   6.250%, due 08/15/23     9,920,223    
  7,109,000         10.375%, due 11/15/12     8,660,767    
  6,152,000         13.250%, due 05/15/14     8,747,375    
      59,826,991    
            U.S. Treasury Notes: 10.1%  
  34,993,000     L   1.625%, due 01/31/05     34,979,352    
  11,130,000     L   2.375%, due 08/31/06     11,092,180    
  4,500,000     L   2.750%, due 08/15/07     4,489,106    
  3,816,000     S   3.250%, due 08/15/08     3,835,233    
  6,694,000     L   3.375%, due 09/15/09     6,697,401    
      61,093,272    
            U.S. Treasury STRIP: 0.7%  
  6,710,000         2.090%, due 05/15/16     3,928,336    
      3,928,336    
    Total U.S. Treasury Obligations
(Cost $126,153,234)
    124,848,599    
  ASSET-BACKED SECURITIES: 11.0%        
            Automobile Asset-Backed
Securities: 1.1%
         
  2,500,000         Capital Auto Receivables
Asset Trust, 2.750%,
due 04/16/07
    2,505,497    
  200,000         Capital One Auto Finance Trust, 
3.180%, due 09/15/10
    199,768    
  1,300,000         Household Automotive Trust,
2.310%, due 04/17/08
    1,296,473    
  1,250,000         Nissan Auto Receivables
Owner Trust, 2.050%,
due 03/16/09
    1,225,619    
  1,370,000     L   Nissan Auto Receivables
Owner Trust, 2.610%,
due 07/15/08
    1,364,927    
  200,000         USAA Auto Owner Trust,
2.040%, due 02/16/10
    197,472    
      6,789,756    
            Commercial Mortgage-Backed
Securities: 5.3%
         
  1,527,000         Bear Stearns Commercial
Mortgage Securities,
4.170%, due 01/12/41
    1,545,397    
  672,000     L   Capco America Securitization
Corp., 6.260%, due 10/15/30
    732,860    
  1,950,000         Chase Manhattan Bank-First
Union National Bank,
7.439%, due 08/15/31
    2,233,335    

 

See Accompanying Notes to Financial Statements

30



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Commercial Mortgage-Backed
Securities (continued)
         
$ 1,810,000         COMM, 3.600%,
due 03/10/39
  $ 1,794,142    
  1,052,838         Credit Suisse First Boston
Mortgage Securities Corp.,
3.727%, due 03/15/35
    1,043,289    
  1,000,000         DLJ Commercial Mortgage Corp,
6.460%, due 03/10/32
    1,103,066    
  688,000         DLJ Commercial Mortgage Corp., 
7.300%, due 06/10/32
    783,704    
  3,033,278         GE Capital Commercial
Mortgage Corp., 3.752%,
due 07/10/39
    3,053,227    
  1,050,000         GE Capital Commercial
Mortgage Corp., 5.994%,
due 12/10/35
    1,136,906    
  1,774,930         JPMorgan Chase Commercial
Mortgage Securities Corp.,
4.275%, due 01/12/37
    1,792,949    
  2,960,000         JPMorgan Chase Commercial
Mortgage Securities Corp.,
6.244%, due 04/15/35
    3,194,011    
  2,961,000         LB-UBS Commercial Mortgage
Trust, 6.226%, due 03/15/26
    3,249,064    
  1,703,000         LB-UBS Commercial Mortgage
Trust, 7.370%, due 08/15/26
    1,970,736    
  400,000         Morgan Stanley Capital I,
7.020%, due 03/15/32
    450,758    
  2,960,000         Mortgage Capital Funding,
Inc., 6.663%, due 03/18/30
    3,213,736    
  4,089,485         Prudential Commercial
Mortgage Trust, 3.669%,
due 02/11/36
    4,046,120    
  400,000         Salomon Brothers Mortgage
Securities VII, 7.520%,
due 12/18/09
    460,025    
      31,803,325    
            Credit Card Asset-Backed
Securities: 0.9%
         
  560,000         Bank One Issuance Trust,
4.540%, due 09/15/10
    572,513    
  530,000         Capital One Master Trust,
4.900%, due 03/15/10
    553,630    
  800,000         Citibank Credit Card Issuance
Trust, 3.100%, due 03/10/10
    791,707    
  2,285,000         Citibank Credit Card Issuance
Trust, 5.650%, due 06/16/08
    2,392,890    
  1,020,000         Fleet Credit Card Master Trust II,
2.400%, due 07/15/08
    1,017,762    
      5,328,502    
            Home Equity Asset-Backed
Securities: 3.3%
         
  1,199,716         Argent Securities, Inc.,
2.160%, due 03/25/34
    1,200,126    
  873,877         Asset Backed Funding
Certificates, 2.120%,
due 11/25/33
    874,231    
  742,575     XX   Bayview Financial Acquisition
Trust, 2.340%, due 12/28/34
    743,652    
  1,146,878         Centex Home Equity, 2.120%,
due 01/25/34
    1,148,672    

 

Principal
Amount
      Value  
$ 4,851,000     XX   GSAA Trust, 5.242%,
due 05/25/35
  $ 4,811,602    
  543,316         Merrill Lynch Mortgage
Investors, Inc., 2.200%,
due 07/25/34
    544,489    
  716,773         New Century Home Equity
Loan Trust, 1.890%,
due 06/20/31
    717,588    
  570,551         New Century Home Equity
Loan Trust, 1.895%,
due 07/25/30
    571,351    
  3,795,785         New Century Home Equity
Loan Trust, 2.090%,
due 04/25/34
    3,798,156    
  183,169         Residential Asset Mortgage
Products, Inc., 2.150%,
due 06/25/33
    182,937    
  456,597         Residential Asset Securities
Corp., 1.845%, due 09/25/31
    457,329    
  740,585         Residential Asset Securities
Corp., 1.915%, due 06/25/32
    742,634    
  731,351         Residential Asset Securities
Corp., 2.150%, due 12/25/33
    733,058    
  762,000         Residential Funding Mortgage
Securities II, 3.450%,
due 01/25/16
    764,956    
  2,300,000         Saxon Asset Securities Trust,
3.960%, due 06/25/33
    2,322,770    
      19,613,551    
            Other Asset-Backed Securities: 0.4%  
  686,795         Ameriquest Mortgage
Securities, Inc., 2.140%,
due 02/25/34
    687,224    
  182,605     XX   Amortizing Residential
Collateral Trust, 2.090%,
due 05/25/32
    182,491    
  250,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 2.140%,
due 07/25/33
    250,289    
  25,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 2.734%,
due 09/25/24
    24,919    
  15,000         Chase Funding Mortgage
Loan Asset-Backed
Certificates, 4.045%,
due 05/25/33
    15,183    
  939,816         Equity One ABS, Inc., 2.976%,
due 09/25/33
    940,606    
  355,000         Residential Asset Mortgage
Products, Inc., 2.140%,
due 02/25/30
    353,196    
      2,453,908    
    Total Asset-Backed Securities
(Cost $65,993,140)
    65,989,042    

 

See Accompanying Notes to Financial Statements

31



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
  COLLATERALIZED MORTGAGE OBLIGATIONS: 20.1%        
            Agency Collateral CMO: 0.2%  
$ 1,208,759         Vendee Mortgage Trust,
5.845%, due 09/15/23
  $ 1,223,511    
      1,223,511    
            Whole Loan Collateral PAC: 1.7%  
  197,013         Countrywide Alternative Loan
Trust, 2.015%, due 02/25/33
    197,117    
  699,724         GSR Mortgage Loan Trust,
2.240%, due 10/25/32
    699,993    
  1,122,850         MASTR Alternative Loans
Trust, 2.240%, due 11/25/33
    1,123,031    
  2,017,696         MASTR Alternative Loans
Trust, 8.500%, due 05/25/33
    2,061,876    
  1,032,253         Residential Funding Mtg Sec I,
2.015%, due 11/25/17
    1,029,065    
  2,950,000         Residential Funding Securities
Corp., 4.750%, due 02/25/33
    2,964,466    
  823,577         Residential Funding Securities
Corp., 8.500%, due 05/25/33
    901,880    
  971,338         Washington Mutual, 2.240%,
due 03/25/34
    971,945    
      9,949,373    
            Whole Loan Collateralized
Mortgage Obligations: 18.0%
         
  678,532         ABN Amro Mortgage Corp.,
2.115%, due 03/25/18
    679,959    
  4,235,413         Banc of America Funding Corp., 
5.750%, due 09/20/34
    4,382,880    
  2,012,715         Bank of America Alternative
Loan Trust, 2.290%,
due 12/25/33
    2,015,978    
  1,638,261         Bank of America Alternative
Loan Trust, 5.500%,
due 02/25/33
    1,678,558    
  677,498         Bank of America Mortgage
Securities, 2.290%,
due 12/25/33
    678,461    
  2,318,796         Bank of America Mortgage
Securities, 5.000%,
due 06/25/33
    2,337,275    
  2,313,159         Bank of America Mortgage
Securities, 5.000%,
due 12/25/18
    2,365,028    
  3,156,431         Bear Stearns Alt-A Trust,
2.160%, due 07/25/34
    3,155,532    
  2,000,740         Bear Stearns Asset Backed
Securities, Inc., 5.625%,
due 11/25/32
    2,004,380    
  533,626         Citicorp Mortgage Securities,
Inc., 2.065%, due 03/25/33
    534,364    
  554,854           Citicorp Mortgage Securities,
Inc., 2.340%, due 10/25/33
    549,524    
  25,064         Citicorp Mortgage Securities,
Inc., 6.250%, due 11/25/16
    25,050    
  2,131,580         Countrywide Alternative Loan
Trust, 2.165%, due 04/25/33
    2,136,038    
  325,428         Countrywide Alternative Loan
Trust, 2.240%, due 07/25/18
    325,631    
  2,272,915         Countrywide Alternative Loan
Trust, 5.000%, due 10/25/18
    2,298,750    

 

Principal
Amount
      Value  
$ 1,166,155         Countrywide Alternative Loan
Trust, 5.000%, due 08/25/19
  $ 1,188,273    
  4,374,699         Countrywide Home Loan
Mortgage Pass Through Trust, 
2.015%, due 08/25/18
    4,353,095    
  943,124         Countrywide Home Loan
Mortgage Pass Through Trust,
2.115%, due 04/25/18
    945,924    
  2,356,097         Countrywide Home Loan
Mortgage Pass Through Trust, 
5.000%, due 11/25/18
    2,365,549    
  2,111,000     XX   Countrywide Home Loan
Mortgage Pass Through Trust,
6.000%, due 10/25/34
    2,183,566    
  5,150,000         Credit Suisse First Boston
Mortgage Securities Corp.,
4.170%, due 10/25/33
    5,072,668    
  2,103,434         First Horizon Alternative
Mortgage Securities, 4.870%,
due 06/25/34
    2,128,505    
  588,439         First Horizon Alternative
Mortgage Securities, 5.375%,
due 09/25/34
    602,627    
  2,819,622         GMAC Mortgage Corp Loan
Trust, 5.250%, due 04/25/34
    2,875,030    
  3,982,000         GMAC Mortgage Corp Loan
Trust, 5.500%, due 01/25/34
    4,123,840    
  579,000         GSR Mortgage Loan Trust,
4.500%, due 08/25/19
    587,854    
  2,816,147         GSR Mortgage Loan Trust,
6.500%, due 01/25/34
    2,921,479    
  2,088,140         Homebanc Mortgage Trust,
2.270%, due 08/25/29
    2,092,665    
  2,317,000         MASTR Alternative Loans Trust, 
5.750%, due 09/25/34
    2,415,111    
  4,081,820         MASTR Alternative Loans Trust, 
6.000%, due 09/25/34
    4,240,191    
  999,745         MASTR Alternative Loans Trust,
6.500%, due 05/25/33
    1,015,695    
  457,075         MASTR Asset Securitization
Trust, 2.290%, due 11/25/33
    454,428    
  2,100,000         MASTR Asset Securitization
Trust, 5.500%, due 09/25/34
    2,114,764    
  750,977         MASTR Asset Securitization
Trust, 8.000%, due 06/25/33
    794,084    
  3,620,552         MLCC Mortgage Investors, Inc.,
1.935%, due 10/25/28
    3,622,814    
  2,761,165         MLCC Mortgage Investors, Inc.,
2.200%, due 04/25/29
    2,768,074    
  2,390,554         Prime Mortgage Trust, 2.240%,
due 02/25/34
    2,391,150    
  676,525         Residential Accredit Loans, Inc.,
2.290%, due 03/25/18
    678,160    
  267,564         Residential Accredit Loans, Inc.,
7.750%, due 05/25/27
    267,347    
  2,109,000     XX   Residential Asset Securitization 
Trust, 5.500%, due 11/25/34
    2,127,454    
  6,697,238         Residential Funding Mtg Sec I,
2.065%, due 11/25/18
    6,696,407    
  3,061,000     XX   Residential Funding Mtg Sec I,
5.750%, due 09/25/34
    3,142,787    
  831,492         Sequoia Mortgage Trust,
2.121%, due 11/20/33
    832,525    

 

See Accompanying Notes to Financial Statements

32



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

Principal
Amount
      Value  
            Whole Loan Collateralized
Mortgage Obligations (continued)
         
$ 3,300,000         Structured Asset Securities
Corp., 6.000%, due 03/25/34
  $ 3,412,596    
  1,758,859         Thornburg Mortgage
Securities Trust, 2.190%,
due 12/25/33
    1,758,749    
  4,760,161         Washington Mutual, 5.000%,
due 06/25/18
    4,864,996    
  3,079,350         Washington Mutual, 6.000%,
due 06/25/34
    3,162,272    
  1,456,092         Washington Mutual MSC
Mortgage Pass-Through CTFS, 
2.115%, due 01/25/18
    1,457,399    
  1,158,746         Washington Mutual MSC
Mortgage Pass-Through
CTFS, 2.215%, due 03/25/33
    1,161,251    
  764,498         Wells Fargo Mortgage Backed
Securities Trust, 2.340%,
due 02/25/34
    763,507    
  2,160,000         Wells Fargo Mortgage Backed
Securities Trust, 4.500%,
due 08/25/18
    2,093,534    
      108,843,778    
            Whole Loan Collateralized
Support CMO: 0.2%
         
  1,153,023         Bank of America Mortgage
Securities, 5.500%,
due 11/25/33
    1,162,201    
      1,162,201    
    Total Collateralized Mortgage
Obligations
(Cost $120,973,852)
    121,178,863    
  OTHER BONDS: 1.1%        
            Sovereign: 1.1%  
  442,000     @@   Brazilian Government Intl.
Bond, 12.250%, due 03/06/30
    548,080    
  722,000     @@   Colombia Government Intl.
Bond, 10.000%, due 01/23/12
    803,586    
  1,004,000     @@   Dominican Republic Intl. Bond,
9.040%, due 01/23/13
    793,160    
  498,000     @@   Ecuador Government Intl. Bond, 
8.000%, due 08/15/30
    405,248    
  488,471     @@   Federal Republic of Brazil,
2.125%, due 04/15/12
    455,589    
  1,340,000     @@,L   Russia Government Intl. Bond,
5.000%, due 03/31/30
    1,292,295    
  586,000     @@,L   Turkey Government Intl. Bond,
12.375%, due 06/15/09
    732,500    
  458,000     @@   Ukraine Government Intl. Bond,
5.330%, due 08/05/09
    465,853    
  462,000     @@,#   Ukraine Government Intl. Bond,
7.650%, due 06/11/13
    464,310    
  840,678     @@,XX   Uruguay Government Intl. Bond, 
10.500%, due 10/20/06
    946,839    
    Total Other Bonds
(Cost $6,551,997)
    6,907,460    

 

Shares           Value  
PREFERRED STOCK: 0.5%      
        Banks: 0.5%  
  254     #,XX   DG Funding Trust   $ 2,743,200 #  
    Total Preferred Stock
(Cost $2,761,612)
    2,743,200    
WARRANT: 0.0%  
  20         American Tower Corp.     3,770    
    Total Warrant (Cost $1,502)     3,770    
    Total Long-Term Investments
(Cost $645,698,895)
    648,414,533    

 

Principal
Amount
          Value  
SHORT-TERM INVESTMENTS: 17.4%          
        Securities Lending CollateralCC: 12.2%  
$ 73,409,156         The Bank of New York
Institutional Cash Reserves
Fund
        73,409,156    
        Total Securities Lending
Collateral
(Cost $73,409,156)
   
 
    73,409,156    
        Repurchase Agreement: 5.2%      
  31,211,000     S
 
 
 
 
 
 
 
 
 
  Goldman Sachs Repurchase
Agreement dated 09/30/04,
1.860%, due 10/01/04
$31,212,613 to be received
upon repurchase
(Collateralized by $30,899,000
U.S. Treasury Note,
7.500%, Market value plus  
accrued interest $31,835,703,
due 02/15/05)
   
 
   







31,211,000
   
        Total Repurchase Agreement
(Cost $31,211,000)
        31,211,000    
        Total Short-Term Investments
(Cost $104,620,156)
        104,620,156    
        Total Investments in
Securities (Cost
$750,319,051)*
   

125.2%
     

$753,034,689
   
        Other Assets and
Liabilities-Net
    (25.2 )     (151,775,872 )  
    Net Assets     100.0 %   $ 601,258,817    

 

See Accompanying Notes to Financial Statements

33



  PORTFOLIO OF INVESTMENTS
ING INTERMEDIATE BOND FUND  as of September 30, 2004 (Unaudited) (continued)

@  Non-income producing security

@@  Foreign issuer

STRIP  Separate Trading of Registered Interest and Principal of Securities

+  Step-up basis bonds. Interest rates shown reflect current and future coupon rates.

#  Securities with purchases pursuant to Rule 144A, under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. These securities have been determined to be liquid under the guidelines established by the Funds' Board of Directors/Trustees.

cc  Securities purchased with cash collateral for securities loaned.

S  Segregated securities for futures, when-issued or delayed delivery securities held at September 30, 2004.

I  Illiquid security

L  Loaned security, a portion or all of the security is on loan at September 30, 2004.

XX  Value of securities obtained from one or more dealers making markets in the securities in accordance with the Fund's valuation procedures.

*  Cost for federal income tax purposes is $750,972,821. Net unrealized appreciation consists of:

Gross Unrealized Appreciation   $ 5,699,754    
Gross Unrealized Depreciation     (3,637,886 )  
Net Unrealized Appreciation   $ 2,061,868    

 

Information concerning open futures contracts for the Intermediate Bond Fund at September 30, 2004 is shown below:

Short Contracts   No. of
Contracts
  Notional
Market Value
  Expiration
Date
  Unrealized
Gain (Loss)
 
U.S. 5 Year
Treasury Note
    160     $ (17,720,000 )   12/20/2004   $ 23,919    
Long Contracts  
U.S. Long Bond     115       12,905,156     12/30/2004     100,050    
            $(4,814,844)   $ 123,969    

 

See Accompanying Notes to Financial Statements

34



ING Funds Distributor, LLC offers the funds listed below. Before investing in a fund, shareholders should carefully review the fund's prospectus. Investors may obtain a copy of a prospectus of any ING Fund by calling (800) 992-0180.

Domestic Equity and Income Funds

ING Balanced Fund
ING Convertible Fund
ING Equity and Bond Fund
ING Equity Income Fund
ING Real Estate Fund

Domestic Equity Growth Funds

ING Disciplined LargeCap Fund
ING Growth Fund
ING LargeCap Growth Fund
ING MidCap Opportunities Fund
ING SmallCap Opportunities Fund
ING Small Company Fund

Domestic Equity Index Funds

ING Index Plus LargeCap Fund
ING Index Plus MidCap Fund
ING Index Plus SmallCap Fund

Domestic Equity Value Funds

ING Financial Services Fund
ING LargeCap Value Fund
ING MagnaCap Fund
ING MidCap Value Fund
ING SmallCap Value Fund
ING Value Opportunity Fund

International Equity Funds

ING Emerging Countries Fund
ING Foreign Fund
ING International Fund

ING International Growth Fund
ING International SmallCap Growth Fund
ING International Value Fund
ING Precious Metals Fund
ING Russia Fund

Global Equity Funds

ING Global Equity Dividend Fund
ING Global Real Estate Fund
ING Global Science and Technology Fund
ING Worldwide Growth Fund

Fixed Income Funds

ING GNMA Income Fund
ING Government Fund
ING High Yield Bond Fund
ING Intermediate Bond Fund
ING National Tax Exempt Bond Fund

Strategic Allocation Funds

ING Strategic Allocation Balanced Fund
ING Strategic Allocation Growth Fund
ING Strategic Allocation Income Fund

Loan Participation Fund

ING Senior Income Fund

Money Market Funds*

ING Aeltus Money Market Fund
ING Classic Money Market Fund
ING Lexington Money Market Trust
ING Money Market Fund

*  An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the Fund.



Investment Manager

ING Investments, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258

Administrator

ING Funds Services, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258

Distributor

ING Funds Distributor, LLC
7337 E. Doubletree Ranch Road
Scottsdale, Arizona 85258
1-800-334-3444

Transfer Agent

DST Systems, Inc.
P.O. Box 419368
Kansas City, Missouri 64141

Custodian

The Bank of New York
100 Colonial Center Parkway, Suite 300
Lake Mary, FL 32746

Legal Counsel

Dechert
1775 I Street, N.W.
Washington, D.C. 20006

Independent Registered Public Accounting Firm

KPMG LLP
99 High Street
Boston, MA 02110

For more complete information, or to obtain a prospectus on any ING fund, please call your Investment Professional or ING Funds Distributor, LLC at (800) 992-0180 or log on to www.ingfunds.com. The prospectus should be read carefully before investing. Consider the fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this information and other information about the fund. Information regarding how the Funds voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Funds' website at www.ingfunds.com and on the SEC's website at www.sec.gov.

PRSAR-UFFIIQ (0904-112904)



ITEM 2.                             CODE OF ETHICS.

 

Not required for semi-annual filing.

 

ITEM 3.                             AUDIT COMMITTEE FINANCIAL EXPERT.

 

Not required for semi-annual filing.

 

ITEM 4.                             PRINCIPAL ACCOUNTANT FEES AND SERVICES.

 

Not required for semi-annual filing.

 

ITEM 5.                             AUDIT COMMITTEE OF LISTED REGISTRANTS.

 

Not required for semi-annual filing.

 

ITEM 6.                             SCHEDULE OF INVESTMENTS.

 

Schedule is included as part of the report to shareholders filed under Item 1 of

this Form.

 

ITEM 7.                             DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

 

Not required for semi-annual filing.

 

ITEM 8.                             PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

 

Not applicable.

 

ITEM 9.                             SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.

 

The Board has a Nominating Committee for the purpose of considering and presenting to the Board candidates it proposes for nomination to fill Independent Trustee vacancies on the Board. The Committee currently consists of all Independent Trustees of the Board (6 individuals). The Nominating Committee operates pursuant to a Charter approved by the Board. The primary purpose of the Nominating Committee is to consider and present to the Board the candidates it proposes for nomination to fill vacancies on the Board. In evaluating candidates, the Nominating Committee may consider a variety of factors, but it has not at this time set any specific minimum qualifications that must be met. Specific qualifications of candidates for Board membership will be based on the needs of the Board at the time of nomination.

 

The Nominating Committee is willing to consider nominations received from shareholders and shall assess shareholder nominees in the same manner as it reviews its own nominees. A shareholder nominee for director should be submitted in writing to the Fund’s Secretary. Any such shareholder nomination should include at a minimum the following information as to each individual proposed for nomination as trustee: such individual’s written consent to be named in the proxy statement as a nominee (if nominated) and to serve as a trustee (if elected), and all information relating to such individual that is required to be disclosed in the solicitation of proxies for election of trustees, or is otherwise required, in each case under applicable federal securities laws, rules and regulations.

 

The Secretary shall submit all nominations received in a timely manner to the Nominating Committee. To be timely, any such submission must be delivered to the Fund’s Secretary not

 



 

earlier than the 90th day prior to such meeting and not later than the close of business on the later of the 60th day prior to such meeting or the 10th day following the day on which public announcement of the date of the meeting is first made, by either disclosure in a press release or in a document publicly filed by the Fund with the Securities and Exchange Commission.

 

ITEM 10.                       CONTROLS AND PROCEDURES.

 

(a)                                  Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR.

 

(b)                                 There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

ITEM 11.                       EXHIBITS.

 

(a)(1)                    The Code of Ethics is not required for the semi-annual filing.

 

(a)(2)                    A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT.

 

(a)(3)                    Not required for semi-annual filing.

 

(b)                                 The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT

 



SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and 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.

 

(Registrant): ING FUNDS TRUST

 

By

/s/

James M. Hennessy

 

 

 

James M. Hennessy

 

 

President and Chief Executive Officer

 

 

 

 

Date:

December 7, 2004

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By

/s/

James M. Hennessy

 

 

 

James M. Hennessy

 

 

President and Chief Executive Officer

 

 

Date:

December 7, 2004

 

 

 

 

 

By

/s/

Michael J. Roland

 

 

 

Michael J. Roland

 

 

Executive Vice President and Chief Financial Officer

 

 

 

 

Date:

December 7, 2004

 

 


EX-99.CERT 2 a04-12124_1ex99dcert.htm EX-99.CERT

EXHIBIT-99.CERT

CERTIFICATION

 

I, James M. Hennessy, certify that:

 

1.             I have reviewed this report on Form N-CSR of ING FUNDS TRUST;

 

2.             Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.             Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.             The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

a)             Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

b)            Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

c)             Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

d)            Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.             The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

a)             All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

b)            Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

 

Date:  December 7, 2004

 

/s/ James M. Hennessy

 

 

 

James M. Hennessy

 

 

President and Chief Executive Officer

 



 

CERTIFICATION

 

I, Michael J. Roland, certify that:

 

1.             I have reviewed this report on Form N-CSR of ING FUNDS TRUST;

 

2.             Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.             Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.             The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

a)             Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

b)            Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

c)             Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

d)            Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.             The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

a)             All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

b)            Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

 

Date:  December 7, 2004

 

/s/ Michael J. Roland

 

 

 

Michael J. Roland

 

 

Executive Vice President and
Chief Financial Officer

 


EX-99.906CERT 3 a04-12124_1ex99d906cert.htm EX-99.906CERT

EXHIBIT-99.906CERT

 

CERTIFICATION

 

Pursuant to Section 906

of the

Sarbanes-Oxley Act of 2002

 

Name of Registrant:             ING FUNDS TRUST

 

Date of Form N-CSR:           SEPTEMBER 30, 2004

 

 

The undersigned, the principal executive officer of the above named registrant (the “Fund”), hereby certifies that, with respect to the Form N-CSR referred to above, to the best of his knowledge and belief, after reasonable inquiry:

 

1.             such Form N-CSR fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

 

2.             the information contained in such Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Fund.

 

A signed original of this written statement required by Section 906 has been provided to ING FUNDS TRUST and will be retained by ING FUNDS TRUST and furnished to the Securities and Exchange Commission or its staff upon request.

 

 

IN WITNESS WHEREOF, the undersigned has executed this Certification below, as of this 7th day of December, 2004.

 

 

 

 

/s/ James M. Hennessy

 

 

 

James M. Hennessy

 

 

 

 

 



 

CERTIFICATION

 

Pursuant to Section 906

of the

Sarbanes-Oxley Act of 2002

 

Name of Registrant:             ING FUNDS TRUST

 

Date of Form N-CSR:           SEPTEMBER 30, 2004

 

 

The undersigned, the principal executive officer of the above named registrant (the “Fund”), hereby certifies that, with respect to the Form N-CSR referred to above, to the best of his knowledge and belief, after reasonable inquiry:

 

1.             such Form N-CSR fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

 

2.             the information contained in such Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Fund.

 

A signed original of this written statement required by Section 906 has been provided to ING FUNDS TRUST and will be retained by ING FUNDS TRUST and furnished to the Securities and Exchange Commission or its staff upon request.

 

 

IN WITNESS WHEREOF, the undersigned has executed this Certification below, as of this 7th day of December, 2004.

 

 

 

/s/ Michael J. Roland

 

 

 

Michael J. Roland

 

 


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