Ratings Distribution
as of September 30, 2012

Ba
                 38.7 %

B
                 55.9 %

Caa and below
                 4.3 %

Not rated*
                 1.1 %

Ratings distribution shows the percentage of the Fund’s loan commitments (excluding cash and foreign cash) that are rated in each ratings category, based upon the categories provided by Moody’s Investors Service, Inc. Ratings distribution is based on Moody’s senior secured facility ratings. Moody’s ratings classification methodology: Aaa rating denotes the least credit risk; C rating denotes the greatest credit risk. Loans rated below Baa by Moody’s are considered to be below investment grade. Ratings can change from time to time, and current ratings may not fully reflect the actual credit condition or risks posed by a loan.

* Not rated includes loans to non-U.S. borrowers (which are typically unrated) and loans for which the rating has been withdrawn.

Dear Shareholders:

ING Floating Rate Fund (the “Fund”) seeks to provide investors with a high level of current income. The Fund is managed by Jeffrey A. Bakalar and Daniel A. Norman, Portfolio Managers of ING Investment Management Co. LLC — the Sub-Adviser.

Performance: For the six months ended September 30, 2012, the Fund’s Class A shares, excluding sales charges, provided a total return of 3.66% compared to the S&P/LSTA Leveraged Loan Index (“Index”) which returned 4.17%, for the same period.

Portfolio Specifics: The global senior loan market performed quite well during the reporting period, despite myriad and evolving headwinds and a seemingly ubiquitous sense of uncertainty. The primary catalyst for favorable performance was market value gains attributable to rising loan prices, as demand for floating rate, secured corporate loans grew with consistent inflows and new fund launches. The economic terrain during the reporting period can be best described as mixed bag, clouded by factors such as the impending elections and “fiscal cliff” in the United States, questions as to the depth and breadth of European economic weakness and growing doubt regarding the strength of the Chinese economy. Add to these the awkward task of attempting to handicap critical policy action on the part of the U.S. Federal Reserve Board and the European Central Bank, and you have an investment landscape that continues to only loosely track the fundamentals, thereby creating a challenging environment for even the most seasoned investor, regardless of the asset class.

Through it all, senior loans remained resilient. The average Index bid ended the period at 96.24% of par. Retail investors became more active in the senior loan category during the reporting period, more fully recognizing that, given relatively high current yields, an actual increase in interest rates is not required to position loans as an attractive investment.

The Fund’s underperformance during the period was largely attributable to a more conservative positioning relative to the Index. Low default rates and the seemingly unlimited desire on the part of global central bankers to provide liquidity lifted overall risk appetite within the loan and high yield bond markets. In turn, many of the lowest quality issues within the Index, most of which the Fund either does not hold or is intentionally underweighted, significantly outperformed. Although positioned in the generally higher quality part of the Index, the Fund continues to reflect a higher weighted average nominal credit spread, increasing this period to 4.76% from 4.30% six months ago. This has been largely accomplished by staying actively invested in newer loan transactions that continue to carry wide credit spreads relative to the Index.

The Fund’s top three industry exposures at the end of the reporting period were business equipment and services, retailers and electronics/electrical. While these sectors performed well on an absolute basis during the reporting period, they lagged the Index. In terms of individual credit selection, the largest contributors to Fund returns during the period included Toys“R”Us, Inc. and FTS International, Inc., both of which were driven by some favorable credit-specific developments. Again, due to a risk-driven underweight, the Fund did not fully participate in the returns generated by several distressed issues, most notably Texas Competitive Electric Holding, LLC and Clear Channel Communications, Inc. The Fund did not own the one Index constituent that defaulted during the period.

TOP TEN LOAN ISSUERS AS OF SEPTEMBER 30, 2012 AS A PERCENTAGE OF:
	TOTAL ASSETS	NET ASSETS
BJs Wholesale Club	1.5%	1.7%
Chrysler Group LLC, Term Loan B	1.1%	1.2%
Ineos US Finance LLC, Cash Dollar Term Loan	1.1%	1.2%
Wideopenwest Finance, LLC, Term Loan	1.1%	1.2%
Capital Automotive L.P., Term Loan	1.0%	1.1%
Go Daddy Operating Company, LLC, 1st Lien Term Loan	1.0%	1.1%
Asurion, LLC	1.0%	1.1%
Schaeffler AG, Term Loan C2	1.0%	1.1%
Generac Power Systems, Inc., Term Loan B	0.9%	1.0%
West Corp, Term B-6 Facility	0.9%	1.0%
*Subject to change daily.*

The Fund continues to be well diversified, with 188 individual issuers and 33 different industry sectors represented. The average issuer exposure at the end of the reporting period was 0.53%, while the average industry sector exposure closed the reporting period at just over 3.0%. Both measures were relatively unchanged from the prior reporting period.

Current Strategy & Outlook: We expect the senior loan market in the near future to continue to perform generally in line with the trends currently in place, barring any major macro event. The market’s new issue activity should remain relatively robust, based on a growing forward calendar. Investor demand, on the other hand, is responding to the strong value proposition offered by loans. At the same time, upside feels limited since many loans are bid near or at soft call prices (i.e., protection against voluntary repricing only). In addition, issuers, particularly those at the higher end of the credit spectrum, are likely to continue to weigh both the costs and the benefits of attempting to push through a refinancing. All told, we continue to hold to our original estimate for full year 2012 loan returns in excess of the historical average. For this to occur, the oft-discussed and quite visible near-term headwinds facing the market must remain on the light side.

Portfolio holdings and characteristics are subject to change and may not be representative of current holdings and characteristics. The outlook for this Fund may differ from that presented for other ING Funds. Performance for the different classes of shares will vary based on differences in fees associated with each class. An index has no cash in its portfolio, imposes no sales charges and incurs no operating expenses. An investor cannot invest directly in an index.

ING FLOATING RATE FUND

PORTFOLIO MANAGERS’ REPORT

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.

SHAREHOLDER EXPENSE EXAMPLE (UNAUDITED)

As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, including 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 the 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, 2012 to September 30, 2012. The Fund’s expenses are shown without the imposition of any charges. Expenses would have been higher if such charges were included.

Actual Expenses

The left section of the table shown below, “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 the Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The right section of the table shown below, “Hypothetical (5% return before expenses),” 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 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.

	Actual Fund Return									Hypothetical (5% return before expenses)
	Beginning Account Value April 1, 2012		Ending Account Value September 30, 2012		Annualized Expense Ratio			Expenses Paid During the Period Ended September 30, 2012*		Beginning Account Value April 1, 2012		Ending Account Value September 30, 2012		Annualized Expense Ratio			Expenses Paid During the Period Ended September 30, 2012*

Class A	$	1,000.00	$	1,036.60		1.01	%	$	5.16	$	1,000.00	$	1,020.00		1.01	%	$	5.11
Class C		1,000.00		1,032.80		1.76		$	8.97		1,000.00		1,016.24		1.76			8.90
Class I		1,000.00		1,037.90		0.76		$	3.88		1,000.00		1,021.26		0.76			3.85
Class R		1,000.00		1,035.40		1.26		$	6.43		1,000.00		1,018.75		1.26			6.38
Class W		1,000.00		1,037.80		0.76		$	3.88		1,000.00		1,021.26		0.76			3.85

Expenses are equal to the Fund’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year.

STATEMENT OF ASSETS AND LIABILITIES AS OF SEPTEMBER 30, 2012 (UNAUDITED)

ASSETS:
Investments in securities at fair value (Cost $235,310,032)	$	237,982,698
Short-term investments at value (Cost $28,000,000)		28,000,000
Total Investments at fair value		265,982,698
Receivables:
Investment securities sold		3,789,705
Fund shares sold		2,129,761
Interest		1,581,641
Prepaid expenses		26,637
Reimbursement due from manager		20,223
Total assets		273,530,665
LIABILITIES:
Payable for investment securities purchased		24,078,312
Payable for fund shares redeemed		758,561
Income distribution payable		97,046
Payable for investment management fees		109,620
Payable for administrative fees		19,931
Payable for shareholder service and distribution fees		19,313
Accrued trustees fees		3,456
Other accrued expenses and liabilities		132,454
Total liabilities		25,218,693
NET ASSETS	$	248,311,972
NET ASSETS WERE COMPRISED OF:
Paid-in capital		246,269,126
Undistributed net investment income		125,823
Accumulated net realized loss		(755,643	)
Net unrealized appreciation		2,672,666
NET ASSETS	$	248,311,972
Class A:
Net assets	$	16,337,676
Shares authorized		unlimited
Par value	$	0.001
Shares outstanding		1,601,952
Net asset value and redemption price per share	$	10.20
Maximum offering price per share (2.50%)⁽¹⁾	$	10.46
Class C:
Net assets	$	9,996,929
Shares authorized		unlimited
Par value	$	0.001
Shares outstanding		980,133
Net asset value and redemption price per share ⁽²⁾	$	10.20
Class I:
Net assets	$	137,291,040
Shares authorized		unlimited
Par value	$	0.001
Shares outstanding		13,462,736
Net asset value and redemption price per share ⁽²⁾	$	10.20
Class R:
Net assets	$	21,265,766
Shares authorized		unlimited
Par value	$	0.001
Shares outstanding		2,086,166
Net asset value and redemption price per share	$	10.19
Class W:
Net assets	$	63,420,561
Shares authorized		unlimited
Par value	$	0.001
Shares outstanding		6,206,012
Net asset value and redemption price per share	$	10.22
__________________
⁽¹⁾ Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced.
⁽²⁾ Redemption price per share may be reduced for any applicable contingent deferred sales charge.

See Accompanying Notes to Financial Statements

STATEMENT OF OPERATIONS FOR THE SIX MONTHS ENDED SEPTEMBER 30, 2012 (UNAUDITED)

INVESTMENT INCOME:
Interest	$	7,494,326
Other		146,231
Total investment income		7,640,557
EXPENSES:
Investment management fees		669,020
Administration fees		121,640
Distribution and service fees:
Class A		15,331
Class C		40,820
Class R		48,272
Transfer agent fees:
Class A		5,004
Class C		3,327
Class I		58,630
Class R		7,853
Class W		23,500
Shareholder reporting expense		6,345
Custody and accounting expense		73,200
Registration fees		41,189
Professional fees		27,882
Trustees fees		4,175
Structuring fee		972
Commitment fee		12,708
Miscellaneous expense		3,676
Interest expense		1,026
Total expenses		1,164,570
Net waived and reimbursed fees		(134,409	)
Net expenses		1,030,161
Net investment income		6,610,396
REALIZED AND UNREALIZED GAIN:
Net realized gain on:
Investments		14,311
Net realized gain		14,311
Net change in unrealized appreciation or depreciation on :
Investments		2,086,238
Unfunded commitments		(87	)
Net change in unrealized appreciation or depreciation		2,086,151
Net realized and unrealized gain		2,100,462
Increase in net assets resulting from operations	$	8,710,858

See Accompanying Notes to Financial Statements

STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)

	Six Months Ended September 30, 2012			Year Ended March 31, 2012
FROM OPERATIONS:
Net investment income	$	6,610,396		$	10,875,221
Net realized gain (loss)		14,311			(767,770	)
Net change in unrealized appreciation or depreciation		2,086,151			(1,397,199	)
Net increase in net assets resulting from operations		8,710,858			8,710,252
FROM DISTRIBUTIONS TO SHAREHOLDERS:
Net investment income:
Class A		(319,919	)		(639,356	)
Class C		(183,231	)		(203,884	)
Class I		(3,965,946	)		(7,478,743	)
Class R		(482,509	)		(561,087	)
Class W		(1,576,287	)		(2,211,548	)
Net realized gains:
Class A		—			(37,398	)
Class C		—			(30,562	)
Class I		—			(922,011	)
Class R		—			(87,338	)
Class W		—			(296,000	)
Total distributions		(6,527,892	)		(12,467,927	)
FROM CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares		42,982,876			148,313,137
Reinvestment of distributions		6,020,863			11,355,771
		49,003,739			159,668,908
Cost of shares redeemed		(63,138,204	)		(99,290,003	)
Net increase (decrease) in net assets resulting from capital share transactions		(14,134,465	)		60,378,905
Net increase (decrease) in net assets		(11,951,499	)		56,621,230
NET ASSETS:
Beginning of period		260,263,471			203,642,241
End of period	$	248,311,972		$	260,263,471
Undistributed net investment income at end of period	$	125,823		$	43,319

See Accompanying Notes to Financial Statements

FINANCIAL HIGHLIGHTS (UNAUDITED)

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

			Income (loss) from investment operations								Less distributions												Ratios to average net assets								Supplemental data

	Net asset value, beginning of year or period		Net investment income (loss)			Net realized and unrealized gain (loss)			Total from investment operations		From net investment income		From net realized gains		From return of capital		Total distributions		Net asset value, end of year or period		Total Return ⁽¹⁾		Expenses before reductions/ additions ⁽²⁾⁽³⁾		Expenses, net of fee waivers and/ or recoupments, if any ⁽²⁾⁽³⁾		Expenses, net of all reductions/ additions ⁽²⁾⁽³⁾		Net investment income (loss) ⁽²⁾⁽³⁾		Net assets, end of year or period		Portfolio Turnover rate
Year or period ended	($)		($)			($)			($)		($)		($)		($)		($)		($)		(%)		(%)		(%)		(%)		(%)		($000’s)		(%)
Class A
09-30-12		10.10		0.27			0.09			0.36		0.26		—		—		0.26		10.20		3.66		1.12		1.01		1.01		5.32		16,338		42
03-31-12		10.26		0.43	*		(0.08	)		0.35		0.45		0.06		—		0.51		10.10		3.58		1.12		1.01		1.01		4.23		10,266		79
08-17-10⁽⁴⁾–03-31-11		10.00		0.21	*		0.25			0.46		0.19		0.01		—		0.20		10.26		4.57		1.30		1.02		1.02		3.49		18,411		73
Class C
09-30-12		10.10		0.23			0.10			0.33		0.23		—		—		0.23		10.20		3.28		1.87		1.76		1.76		4.55		9,997		42
03-31-12		10.26		0.36	*		(0.09	)		0.27		0.37		0.06		—		0.43		10.10		2.80		1.87		1.76		1.76		3.71		7,409		79
08-17-10⁽⁴⁾–03-31-11		10.00		0.19	*		0.22			0.41		0.14		0.01		—		0.15		10.26		4.11		2.05		1.77		1.77		3.46		3,356		73
Class I
09-30-12		10.10		0.28			0.10			0.38		0.28		—		—		0.28		10.20		3.79		0.87		0.76		0.76		5.51		137,291		42
03-31-12		10.27		0.47	*		(0.10	)		0.37		0.48		0.06		—		0.54		10.10		3.74		0.87		0.76		0.76		4.65		173,722		79
08-17-10⁽⁴⁾–03-31-11		10.00		0.25	*		0.23			0.48		0.20		0.01		—		0.21		10.27		4.83		1.05		0.77		0.77		3.93		170,660		73
Class R
09-30-12		10.09		0.25			0.10			0.35		0.25		—		—		0.25		10.19		3.54		1.37		1.26		1.26		5.05		21,266		42
03-31-12		10.26		0.41	*		(0.09	)		0.32		0.43		0.06		—		0.49		10.09		3.22		1.37		1.26		1.26		4.26		16,515		79
08-17-10⁽⁴⁾–03-31-11		10.00		0.21	*		0.23			0.44		0.17		0.01		—		0.18		10.26		4.39		1.55		1.27		1.27		3.87		7,897		73
Class W
09-30-12		10.12		0.28			0.10			0.38		0.28		—		—		0.28		10.22		3.78		0.87		0.76		0.76		5.54		63,421		42
03-31-12		10.27		0.45	*		(0.06	)		0.39		0.48		0.06		—		0.54		10.12		3.93		0.87		0.76		0.76		4.74		52,351		79
08-17-10⁽⁴⁾–03-31-11		10.00		0.24			0.24			0.48		0.20		0.01		—		0.21		10.27		4.83		1.05		0.77		0.77		4.49		3,319		73

⁽¹⁾

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

⁽²⁾

Annualized for periods less than one year.

⁽³⁾

Expense ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions.

⁽⁴⁾

Commencement of operations.

Calculated using average number of shares outstanding throughout the period.

See Accompanying Notes to Financial Statements

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED)

NOTE 1 — ORGANIZATION

ING Funds Trust (“Trust”) is a Delaware statutory trust and is registered as an open-end management investment company under the Investment Company Act of 1940, as amended (“1940 Act” or the “Act”). The Trust was organized on August 6, 1998 and was established under a Trust Instrument dated July 30, 1998. It consists of four separately managed series one of which, ING Floating Rate Fund (“Floating Rate” or the “Fund”) is included in this report.

The investment objective of the Fund is described in the Fund’s prospectus.

The Fund offers the following classes of shares: Class A, Class C, Class I, Class R and Class W. The separate classes of shares differ principally in the applicable sales charges (if any), transfer agent fees, distribution fees and shareholder servicing fees. Generally, shareholders of each class also bear certain expenses that pertain to that particular class. All shareholders bear the common expenses of a 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. Differences in per share dividend rates generally result from the differences in separate class expenses, including distribution, and shareholder servicing fees.

NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of the significant accounting policies consistently followed by the Fund in the preparation of its financial statements. The policies are in conformity with U.S. generally accepted accounting principles.

A. Loan and Other Security Valuation. Loans held by the Fund are normally valued at the average of the means of one or more bid and asked quotations obtained from a pricing service or other sources determined by the Board of Trustees (the “Board”) to be independent and believed to be reliable. Loans for which reliable market value quotations are not readily available may be valued with reference to another loan or a group of loans for which quotations are more readily available and whose characteristics are comparable to the loan being valued. Under this approach, the comparable loan or loans serve as a proxy for changes in value of the loan being valued. The Fund has engaged an independent pricing service to provide quotations from dealers in loans and to calculate values under the proxy procedure described above.

It is expected that most of the loans held by the Fund will be valued with reference to quotations from the independent pricing service or with reference to the proxy procedure described above. As of September 30, 2012, 100% of total loans were valued based on these procedures.

Prices from a pricing service may not be available for all loans and the Investment Adviser may believe that the price for a loan derived from market quotations or the proxy procedure described above is not reliable or accurate. Among other reasons, this may be the result of information about a particular loan or borrower known to the Investment Adviser that the Investment Adviser believes may not be known to the pricing service or reflected in a price quote. In this event, the loan is valued at fair value, as defined by the 1940 Act, as determined in good faith under procedures adopted by the Fund’s Board of Trustees and in accordance with the provisions of the 1940 Act. Under these procedures, fair value is determined by the Investment Adviser and monitored by the Fund’s Board through its Compliance Committee.

In fair valuing a loan, consideration is given to several factors, which may include, among others, the following: (i) the characteristics of and fundamental analytical data relating to the loan, including the cost, size, current interest rate, period until the next interest rate reset, maturity and base lending rate of the loan, the terms and conditions of the loan and any related agreements, and the position of the loan in the borrower’s debt structure; (ii) the nature, adequacy and value of the collateral, including the Fund’s rights, remedies and interests with respect to the collateral; (iii) the creditworthiness of the borrower and the cash flow coverage of outstanding principal and interest, based on an evaluation of its financial condition, financial statements and information about the borrower’s business, cash flows, capital structure and future prospects; (iv) information relating to the market for the loan, including price quotations for, and trading in, the loan and interests in similar loans and the market environment and investor attitudes towards the loan and interests in similar loans; (v) the reputation and financial condition of the agent for the loan and any intermediate participants in the loan; (vi) the borrower’s management; and (vii) the general economic and market conditions affecting the fair value of the loan. Securities other than loans for which reliable market value quotations are not readily available and all other assets will be valued at their respective fair values as determined in good faith by, and under procedures adopted by, the Board of the

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)

Fund. Investments in securities of sufficient credit quality, maturing in 60 days or less from date of acquisition, are valued at amortized cost which approximates fair value. To the extent the Fund invests in other open-end registered investment companies, the Fund’s NAV is calculated based on the current NAV of the registered investment company in which the Fund invests. The prospectuses for those investment companies explain the circumstances under which they will use fair value pricing and the effects of using fair value pricing.

Fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. Each investment asset or liability of the Fund is assigned a level at measurement date based on the significance and source of the inputs to its valuation. Quoted prices in active markets for identical securities are classified as “Level 1,” inputs other than quoted prices for an asset or liability that are observable are classified as “Level 2” and unobservable inputs, including the sub-adviser’s judgment about the assumptions that a market participant would use in pricing an asset or liability are classified as “Level 3.” The inputs used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Short-term securities of sufficient credit quality which are valued at amortized cost, which approximates fair value, are generally considered to be Level 2 securities under applicable accounting rules. A table summarizing the Fund’s investments under these levels of classification is included following the Portfolio of Investments.

For the period ended September 30, 2012, there have been no significant changes to the fair valuation methodologies.

The Board has adopted methods for valuing securities and other assets in circumstances where market quotes are not readily available, and has delegated the responsibility for applying the valuation methods to the “Pricing Committee” as established by the Fund’s Administrator. The Pricing Committee considers all facts they deem relevant that are reasonably available, through either public information or information available to the Investment Adviser or sub-adviser, when determining the fair value of the security. In the event that a security or asset cannot be valued pursuant to one of the valuation methods established by the Board, the fair value of the security or asset will be determined in good faith by the Pricing Committee. When the Fund uses these fair valuation methods that use significant unobservable inputs to determine its NAV, securities will be priced by a method that the Pricing Committee believes accurately reflects fair value and are categorized as Level 3 of the fair value hierarchy. The methodologies used for valuing securities are not necessarily an indication of the risks of investing in those securities valued in good faith at fair value nor can it be assured the Fund can obtain the fair value assigned to a security if it were to sell the security.

To assess the continuing appropriateness of security valuations, the Pricing Committee may compare prior day prices, prices on comparable securities, and traded prices to the prior or current day prices and the Pricing Committee challenges those prices exceeding certain tolerance levels with the third party pricing service or broker source. For those securities valued in good faith at fair value, the Pricing Committee reviews and affirms the reasonableness of the valuation on a regular basis after considering all relevant information that is reasonably available.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to total realized and unrealized gains or losses, purchases and sales, and transfers in or out of the Level 3 category during the period. The end of period timing recognition is used for the transfers between Levels of the Fund’s assets and liabilities. A reconciliation of Level 3 investments is presented only when the Fund has a significant amount of Level 3 investments.

B. Security Transactions and Revenue Recognition. Revolver and delayed draw loans are booked on a settlement date basis. Security transactions and loans are accounted for on trade date (date the order to buy or sell is executed). Realized gains or losses are reported on the basis of identified cost of securities sold. Interest income is recorded on an accrual basis at the then-current loan rate. The accrual of interest on loans is partially or fully discontinued when, in the opinion of management, there is an indication that the borrower may be unable to meet payments as they become due. If determined to be uncollectible, unpaid accrued interest is also written off. Cash collections on non-accrual loans are generally applied as a reduction to the recorded investment of the loan. Loans are generally returned to accrual status only after all past due amounts have been received and the borrower has demonstrated sustained performance. Loan premiums and discounts are amortized and/or accreted for financial reporting purposes. Arrangement fees

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)

received on revolving credit facilities, which represent non-refundable fees or purchase discounts associated with the acquisition of loans, are deferred and recognized using the effective yield for financial reporting purposes. No such fees are recognized on loans which have been placed on non-accrual status. Arrangement fees associated with all other loans, except revolving credit facilities, are treated as discounts and are accreted as described above. Dividend income is recorded on the ex-dividend date.

C. Distributions to Shareholders. The Fund declares and goes ex-dividend daily and pays dividends monthly from net investment income. Distributions from capital gains, if any, are declared and paid annually. The Fund may make additional distributions to comply with the distribution requirements of the Internal Revenue Code. The character and amounts of income and gains to be distributed are determined in accordance with federal income tax regulations, which may differ from U.S. generally accepted accounting principles for investment companies. The Fund records distributions to its shareholders on the ex-dividend date.

D. Futures Contracts. A futures contract is an agreement between a buyer or seller and an established futures exchange or its clearinghouse in which the buyer or seller agrees to take or make a delivery of a specific amount of a financial instrument at a specified price on a specific date (settlement date). The Fund did not enter into any futures contracts during the six months ended September 30, 2012.

Futures contracts are valued at the most recent settlement price. Upon entering into a futures contract, the Fund is required to deposit with a financial intermediary cash or securities (“initial margin”) in an amount equal to a certain percentage of the face value indicated in the futures contract. Subsequent payments (“variation margin”) are made or received by the Fund dependent upon the daily fluctuations in the value and are recorded as unrealized gains or losses by the Fund. Gains or losses are realized when the contract expires or is closed. Since all futures contracts are exchange-traded, counterparty risk is minimized as the exchange’s clearinghouse acts as the counterparty, and guarantees the futures against default.

Certain risks may arise upon entering into futures contracts, including the risk that an illiquid market will limit the Fund’s ability to close out a futures contract prior to the settlement date and that a change in the value of a futures contract may not correlate exactly with the changes in the value of the underlying hedged security, index or currency.

E. Federal Income Taxes. It is the policy of the Fund to comply with the requirements of subchapter M of the Internal Revenue Code that are applicable to regulated investment companies and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders. Therefore, a federal income tax or excise tax provision is not required. Management has considered the sustainability of the Fund’s tax positions taken on federal income tax returns for all open tax years in making this determination. No capital gain distributions shall be made until the capital loss carryforwards have been fully utilized or expire.

F. Use of Estimates. The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

G. Foreign Currency Translation. The books and records of the Fund 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 Fund does 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, which are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statement of Assets and Liabilities for the estimated tax withholding based on the securities current market value. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)

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 Fund’s 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 the U.S. government. 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.

H. Indemnifications. In the normal course of business, the Trust may enter into contracts that provide certain indemnifications. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Fund and, therefore, cannot be estimated; however, management believes based on experience, the risk of loss from such claims is considered remote.

NOTE 3 — INVESTMENTS

For the period ended September 30, 2012, the cost of purchases and the proceeds from principal repayment and sales of investments, excluding short-term investments, totaled $98,398,422 and $115,193,896, respectively. At September 30, 2012, the Fund held loans valued at $237,982,698 representing 89.5% of its total investments. The fair value of these assets is established as set forth in Note 2.

The loans acquired by the Fund typically take the form of a direct lending relationship with the borrower acquired through an assignment of another lender’s interest in a loan. The lead lender in a typical corporate loan syndicate administers the loan and monitors collateral. In the event that the lead lender becomes insolvent, enters FDIC receivership or, if not FDIC insured, enters into bankruptcy, the Fund may incur certain costs and delays in realizing payment, or may suffer a loss of principal and/or interest.

NOTE 4 — INVESTMENT MANAGEMENT AND ADMINISTRATION FEES

The Fund has entered into an investment management agreement (“Management Agreement”) with ING Investments, LLC (“ING Investments” or the “Investment Adviser”) to provide advisory and management services. The Management Agreement compensates the Investment Adviser with a fee, computed daily and payable monthly, at an annual rate of 0.55% of the Fund’s average daily net assets. The Fund is sub-advised by ING Investment Management Co. LLC (“ING IM”). Under the sub-advisory agreement, ING IM is responsible for managing the assets of the Fund in accordance with its investment objective and policies, subject to oversight by the Investment Adviser. Both ING IM and the Investment Adviser are indirect, wholly-owned subsidiaries of ING Groep N.V. (“ING Groep”) and affiliates of each other. ING Groep is a global financial institution of Dutch origin offering banking, investments, life insurance, and retirement services.

ING Groep has adopted a formal restructuring plan that was approved by the European Commission in November 2009 under which the ING life insurance businesses, including the retirement services and investment management businesses, which include the Adviser and its immediate affiliates, would be separated from ING Groep by the end of 2013. To achieve this goal, in a series of announcements beginning November 2010, ING Groep announced that it plans to pursue transactions to restructure certain businesses, including an initial public offering for its U.S. based insurance, retirement services, and investment management operations; and other transactions, which could include an initial public offering or other type of transaction, for its European based insurance and investment management operations and Asian based insurance and investment management operations. There can be no assurance that all or part of the restructuring plan will be carried out.

The restructuring plan and the uncertainty about its implementation, whether implemented through the planned public offerings or through other means, in whole or in part, may be disruptive to the businesses of ING entities, including the ING entities that service the Fund, and may cause, among other things, interruption or reduction of business and services, diversion of management’s attention from day-to-day operations, and loss of key employees or customers. A failure to complete the offerings or other means of implementation on favorable terms could have a material adverse impact on the operations of the businesses subject to the restructuring plan. The restructuring plan may result in the Investment

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

NOTE 4 — INVESTMENT MANAGEMENT AND
ADMINISTRATION FEES (continued)

Adviser’s loss of access to services and resources of ING Groep, which could adversely affect its businesses and profitability. In addition, the divestment of ING businesses, including the Investment Adviser, may potentially be deemed a “change of control” of each entity. A change of control would result in the termination of the Fund’s advisory and sub-advisory agreements, which would trigger the necessity for new agreements that would require approval of the board, and may trigger the need for shareholder approval. Currently, the Investment Adviser does not anticipate that the restructuring will have a material adverse impact on the Fund or its operations and administration.

The Fund has also entered into an Administration Agreement with ING Funds Services, LLC (the “Administrator”), an indirect, wholly-owned subsidiary of ING Groep, to provide administrative services. The Administrator is compensated with a fee, computed daily and payable monthly, at an annual rate of 0.10% of the Fund’s average daily net assets.

NOTE 5 — DISTRIBUTION AND SERVICE FEES

Each share class of the Fund, except Class I and Class W, has adopted a plan (each a “Plan” and collectively, the “Plans”), whereby ING Investments Distributor, LLC (the “Distributor”) is compensated by the Fund for expenses incurred in the distribution of the Fund’s shares (“Distribution Fees”). Pursuant to the Plans, the Distributor is entitled to a payment each month for actual expenses incurred in the distribution and promotion of the 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 dealers who executed a distribution agreement with the Distributor. Under the Plans, each class of shares of the Fund pays the Distributor a combined Distribution and/or Service Fee based on average daily net assets at the following annual rates:

Class A				Class C				Class R
0.25%				1.00%				0.50%

The Distributor may also retain the proceeds of the initial sales charge paid by shareholders upon the purchase of Class A shares of the Funds, and the contingent deferred sales charge paid by shareholders upon certain redemptions for Class A and Class C shares. For the period ended September 30, 2012, the Distributor retained the following amounts in sales charges:

				Class A				Class C
Initial Sales Charges				$	3,625				—
Contingent Deferred Sales Charge					—			$	398

NOTE 6 — EXPENSE LIMITATIONS

Pursuant to a written expense limitation agreement (“Expense Limitation Agreement”) with the Fund, the Investment Adviser has agreed to limit expenses, excluding interest, taxes, brokerage commissions, and extraordinary expenses (and acquired fund fees and expenses), to the levels listed below:

Maximum Operating Expense Limit
(as a percentage of average daily net assets)

Class A — 1.00%
Class C — 1.75%
Class I — 0.75%
Class R — 1.25%
Class W — 0.75%

The Investment Adviser may at a later date recoup from the Fund management fees waived and other expenses assumed by the Investment Adviser 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 and any recoupment by the Investment Adviser of such waived and reimbursed fees are reflected on the accompanying Statement of Operations for the Fund.

The Expense Limitation Agreement is 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.

As of September 30, 2012, the amount of waived and reimbursed fees that are subject to recoupment by the Investment Adviser, and the related expiration dates are as follows:

September 30,
2013				2014				2015				Total
$9,571				$367,888				$247,940				$625,399

NOTE 7 — LINE OF CREDIT

The Fund has entered into an unsecured committed revolving line of credit agreement (the “Credit Agreement”) with State Street Bank and Trust Company (“SSB”) for an aggregate amount of $25,000,000. The proceeds may be used only to: (1) temporarily finance the purchase and sale of securities; or (2) finance the redemption of shares of an investor in the Fund. The Fund pays a commitment fee

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

NOTE 7 — LINE OF CREDIT (continued)

equal to 0.10% per annum on the daily unused portion of the committed line amount payable quarterly in arrears. Generally, borrowings under the Credit Agreement accrue interest at the federal funds rate plus a specified margin. Repayments generally must be made within 60 days after the date of a revolving credit advance.

During the period ended September 30, 2012, the Fund utilized the line of credit as follows:

Days Utilized				Approximate Average Daily Balance For Days Utilized				Approximate Weighted Average Interest Rate For Days Utilized
10				$2,600,000				1.44%

NOTE 8 — TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES

At September 30, 2012, the following affiliated investment companies or indirect, wholly-owned subsidiaries of ING Groep owned more than 5% of the Fund:

Affiliated Investment Company or Subsidiary
ING National Trust	8.54	%
ING Solution 2015 Portfolio	9.44	%
ING Solution 2025 Portfolio	15.59	%
ING Solution 2035 Portfolio	13.56	%

Control is defined by the 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 the Fund has a common owner that owns over 25% of the outstanding securities of the Fund, they may be deemed to be affiliates of each other. Investment activities of these shareholders could have a material impact on the Fund.

The Fund has adopted a Deferred Compensation Plan (the “Plan”), which allows eligible non-affiliated trustees as described in the Plan to defer the receipt of all or a portion of the trustees fees payable. Amounts deferred are treated as though invested in various “notional” funds advised by ING Investments until distribution in accordance with the Plan.

NOTE 9 — UNFUNDED COMMITMENTS

As of September 30, 2012, the Fund had no unfunded loan commitments.

NOTE 10 — CAPITAL SHARES

Transactions in capital shares and dollars were as follows:

	Shares sold		Reinvestment of distributions		Shares redeemed			Net increase (decrease) in shares outstanding			Shares sold		Reinvestment of distributions		Shares redeemed			Net increase (decrease)
Year or period ended	#		#		#			#			($)		($)		($)			($)
Class A
9-30-12		680,270		28,386		(123,429	)		585,227			6,878,287		286,825		(1,247,810	)		5,917,302
03-31-12		1,272,962		30,768		(2,080,550	)		(776,820	)		12,866,971		307,651		(20,777,385	)		(7,602,763	)
Class C
9-30-12		344,388		12,098		(110,002	)		246,484			3,487,211		122,196		(1,109,904	)		2,499,503
03-31-12		693,794		13,157		(300,251	)		406,700			7,013,924		131,384		(2,975,715	)		4,169,593
Class I
9-30-12		1,427,075		375,505		(5,543,390	)		(3,740,810	)		14,429,621		3,791,318		(55,759,390	)		(37,538,451	)
03-31-12		5,491,577		812,839		(5,722,597	)		581,819			54,719,863		8,120,755		(57,523,526	)		5,317,092
Class R
9-30-12		534,160		47,782		(131,906	)		450,036			5,394,107		482,491		(1,330,291	)		4,546,307
03-31-12		1,015,920		65,050		(214,604	)		866,366			10,227,972		648,425		(2,151,049	)		8,725,348
Class W
9-30-12		1,264,774		132,220		(365,494	)		1,031,500			12,793,650		1,338,033		(3,690,809	)		10,440,874
03-31-12		6,227,811		214,880		(1,591,193	)		4,851,498			63,484,407		2,147,556		(15,862,328	)		49,769,635

NOTES TO FINANCIAL STATEMENTS AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

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 U.S. generally accepted accounting principles 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 and wash sale deferrals. Distributions in excess of net investment income and/or net realized capital gains for tax purposes are reported as return of capital.

Dividends paid by the Fund from net investment income and distributions 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 was as follows:

Six Months Ended September 30, 2012				Year Ended March 31, 2012
Ordinary Income				Ordinary Income				Long-term Capital Gain
$6,527,892				$12,464,242				$3,685

The tax-basis components of distributable earnings and the capital loss carryforwards which may be used to offset future realized capital gains for federal income tax purposes as of March 31, 2012 are detailed below. Capital loss carryforwards with no expiration, if any, must be utilized prior to those with expiration dates.

												Capital Loss Carryforwards
Undistributed Ordinary Income				Post-October Capital Losses Deferred				Unrealized Appreciation				Amount				Character				Expiration
$112,237				$(731,959)				$575,591				$(27,071)				Long-term				None

The Fund’s major tax jurisdictions are U.S. federal and Arizona. The earliest tax year that remains subject to examination by these jurisdictions is 2010.

As of September 30, 2012, no provision for income tax is required in the Fund’s financial statements as a result of tax positions taken on federal and state income tax returns for open tax years. The Fund’s federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state department of revenue.

NOTE 12 — SUBSEQUENT EVENT

Dividends. Subsequent to September 30, 2012, the Fund declared dividends from net investment income of:

	Per Share Amount		Payable Date	Record Date
Class A	$	0.0464	November 1, 2012	Daily
Class C	$	0.0400	November 1, 2012	Daily
Class I	$	0.0485	November 1, 2012	Daily
Class R	$	0.0443	November 1, 2012	Daily
Class W	$	0.0485	November 1, 2012	Daily

The Fund has evaluated events occurring after the Statement of Assets and Liabilities date (subsequent events) to determine whether any subsequent events necessitated adjustment to or disclosure in the financial statements. Other than the above, no such subsequent events were identified.

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value
**Loans: 95.8%***
*Aerospace & Defense: 2.1%*
399,000		Data Device Corp. (DDC), 1st Lien Term Loan, 7.500%, 06/15/18	$	400,496	0.1
2,475,000		Delta Airlines, Inc., New Term Loan, 5.500%, 04/20/17		2,501,297	1.0
443,250		Delta Airlines, Inc., Pacific Route First Lien Term Loan, 4.250%, 03/07/16		444,907	0.2
992,500		DigitalGlobe Inc., Term Loan B, 5.750%, 10/07/18		998,289	0.4
985,915		US Airways Group, Inc., Term Loan, 2.716%, 03/21/14		968,169	0.4
				5,313,158	2.1
*Automotive: 4.3%*
343,996		Avis Budget Car Rental, LLC, Incremental Term Loan, 6.250%, 09/21/18		348,296	0.1
825,000	(1)	Avis Budget Car Rental, LLC, Term Loan C, 03/15/19		835,313	0.3
2,962,500		Chrysler Group LLC, Term Loan B, 6.000%, 05/24/17		3,026,481	1.2
1,633,500		Fram Group Holdings Inc., First Lien Term Loan, 6.500%, 07/28/17		1,633,500	0.7
498,690		Fram Group Holdings Inc., Second Lien Term Loan, 10.500%, 01/29/18		453,808	0.2
1,700,000		Goodyear Tire & Rubber Company (The), Second Lien Term Loan, 4.750%, 04/30/19		1,717,709	0.7
1,379,000		Metaldyne, LLC, Term Loan B, 5.250%, 05/18/17		1,401,409	0.6
298,065		Schrader International, Lux Term Loan, 6.250%, 04/30/18		302,164	0.1
229,285		Schrader International, US Term Loan, 6.250%, 04/30/18		232,438	0.1
739,344		UCI International, Inc., Term Loan B, 5.500%, 07/26/17		748,585	0.3
				10,699,703	4.3
*Beverage & Tobacco: 0.0%*
96,137		Clement Pappas, $230mm Term Loan, 6.500%, 08/14/17		96,077	0.0
*Brokers, Dealers & Investment Houses: 0.9%*
500,000		Nuveen Investments, Inc., 2nd Lien, 8.250%, 05/12/19		504,583	0.2
1,000,000		Nuveen Investments, Inc., First-Lien Incremental Term Loan, 7.250%, 05/13/17		1,004,000	0.4
250,000	(1)	Nuveen Investments, Inc., Term Loan B New Extended, 05/13/17		248,438	0.1
500,000		Nuveen Investments, Inc., Term Loan Extended 2017, 5.900%, 05/12/17		499,896	0.2
				2,256,917	0.9
*Building & Development: 1.8%*
2,717,168		Capital Automotive L.P., Term Loan, 5.250%, 03/11/17		2,737,547	1.1
845,750		NCI Building Systems, Inc., Term Loan, 8.000%, 06/21/18		843,424	0.3
895,500		Roofing Supply Group, Term Loan B, 7.038%, 05/31/19		907,813	0.4
				4,488,784	1.8
*Business Equipment & Services: 11.0%*
987,500		4L Holdings Inc., Term Loan B, 6.764%, 05/06/18		977,625	0.4
1,198,682		Acosta, Inc., Term Loan B, 5.750%, 03/01/18		1,205,920	0.5
982,500		Advantage Sales & Marketing, Inc., First Lien Term Loan, 5.250%, 12/18/17		985,202	0.4
500,000		Advantage Sales & Marketing, Inc., Second Lien Term Loan, 9.250%, 06/18/18		502,500	0.2
500,000		AlixPartners LLP, Second Lien Term Loan, 10.750%, 12/15/19		508,125	0.2
1,995,000		AlixPartners LLP, Term Loan B-2, 6.500%, 06/15/19		2,026,587	0.8
1,639,826		Avaya Inc., Term Loan B-3, 4.927%, 10/26/17		1,503,174	0.6
1,479,466		Catalent Pharma Solutions, Inc., Incremental USD Term Loan B-2, 5.250%, 09/15/17		1,494,260	0.6
625,000		Corporate Executive Board, Term Loan B, 5.000%, 08/02/19		628,516	0.3
2,240,194	(1)	CorpSource Finance Holdings, LLC, 1st Lien Term Loan, 6.625%, 04/28/17		2,226,192	0.9
613,882	(1)	CorpSource Finance Holdings, LLC, 2nd Lien Term Loan, 10.500%, 04/29/18		558,633	0.2
498,657		First American Payment Systems, Term Loan, 6.750%, 10/04/16		501,150	0.2
1,500,000		First Data Corporation, Extended 2018 Dollar Term Loan, 4.217%, 03/23/18		1,436,505	0.6
525,000		Genpact International, Inc., Term Loan B, 4.250%, 08/31/19		527,297	0.2
2,741,764		Go Daddy Operating Company, LLC, 1st Lien Term Loan, 5.500%, 12/17/18		2,734,044	1.1
987,500		Mercury Payment Systems LLC, Term Loan B, 5.500%, 07/03/17		997,375	0.4
1,200,938		Property Data I, Inc., Term Loan B, 7.000%, 12/21/16		1,188,929	0.5
369,375		Trans Union LLC, Term Loan B, 5.500%, 02/12/18		373,253	0.1
324,351		U.S. Security Associates Holdings, Inc., $75mm Delayed Draw Term Loan, 6.000%, 07/28/17		327,189	0.1
1,657,168		U.S. Security Associates Holdings, Inc., New Term Loan, 6.000%, 07/28/17		1,671,668	0.7
145,739		Verifone, Inc., Term Loan B, 4.250%, 12/31/18		146,194	0.1
2,249,750		Web.com Group, Inc., First Lien Term Loan, 7.000%, 10/28/17		2,270,140	0.9
2,500,000	(1)	West Corp, Term B-6 Facility, 06/30/18		2,526,562	1.0
				27,317,040	11.0

See Accompanying Notes to Financial Statements

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value
*Cable & Satellite Television: 3.5%*
997,500		Atlantic Broadband, First Lien Term Loan, 5.250%, 03/29/19	$	1,003,913	0.4
636,000	(1)	Atlantic Broadband, Term Loan B, 12/31/19		642,360	0.3
1,975,000		Intelsat Jackson Holdings S.A., Term Loan B Facility, 5.250%, 04/02/18		1,984,753	0.8
490,781		RCN Cable, Term Loan B, 5.250%, 08/16/16		492,008	0.2
881,100		San Juan Cable LLC, First Lien, 6.000%, 06/09/17		882,201	0.3
650,000	(1)	WaveDivision Holdings LLC, Term Loan B, 09/28/19		655,687	0.3
2,894,000	(1)	Wideopenwest Finance, LLC, Term Loan, 6.250%, 07/05/18		2,924,749	1.2
				8,585,671	3.5
*Chemicals & Plastics: 6.1%*
995,000		Ascend Performance Materials Operations LLC, Term Loan, 6.750%, 04/09/18		998,731	0.4
539,773		AZ Chem US Inc., Term Loan B, 7.250%, 12/19/17		551,693	0.2
850,000	(1)	Chemtura Corporation, Term Loan, 5.500%, 08/27/16		859,297	0.3
220,228		Houghton International, Inc., Term Loan B1, 6.750%, 01/29/16		222,292	0.1
2,988,090	(1)	Ineos US Finance LLC, Cash Dollar Term Loan, 6.500%, 04/27/18		3,022,773	1.2
379,050		KLEOPATRA LUX 2 S.\|$$\|AGA. R.L, Term Loan B, 6.750%, 12/21/16		382,367	0.2
987,500		Kronos Worldwide, Inc., Term Loan B, 5.750%, 06/01/18		999,844	0.4
1,692,696		Momentive Specialty Chemicals Inc (a.k.a Hexion Specialty Chemicals Inc), Term Loan C1B, 4.000%, 05/05/15		1,683,527	0.7
723,006		Momentive Specialty Chemicals Inc (a.k.a Hexion Specialty Chemicals Inc), Term Loan C2B, 4.125%, 05/05/15		719,089	0.3
347,375		PolyOne Corporation, Term Loan B, 5.000%, 11/17/17		350,523	0.1
161,996		Sonneborn, Inc., BV Tranche, 6.500%, 03/31/18		163,616	0.1
917,977		Sonneborn, Inc., US Tranche, 6.500%, 03/31/18		927,157	0.4
754,721		Styron S.A.R.L., Term Loan B, 8.000%, 08/02/17		725,543	0.3
2,267,969		Univar Inc., Term Loan B, 5.000%, 06/30/17		2,262,830	0.9
1,154,200		Vantage Specialties Inc., Term Loan B, 7.000%, 02/10/18		1,164,299	0.5
				15,033,581	6.1
*Clothing/Textiles: 0.7%*
1,317,822		Targus Group, Inc., New Senior Secured Term Loan, 11.000%, 05/16/16		1,324,411	0.5
46,406		Totes Isotoner Corporation, Delayed Draw 1st Lien Term Loan, 7.293%, 07/07/17		45,942	0.0
447,461		Totes Isotoner Corporation, First Lien Term Loan, 7.277%, 07/07/17		442,986	0.2
				1,813,339	0.7
*Conglomerates: 1.1%*
1,957,461		Affinion Group, Inc., First Lien Term Loan, 5.000%, 10/10/16		1,803,311	0.7
495,000		Waterpik, Term Loan, 6.751%, 08/10/17		495,000	0.2
400,000		WireCo WorldGroup, Inc., Term Loan B, 6.000%, 02/15/17		404,500	0.2
				2,702,811	1.1
*Containers & Glass Products: 2.3%*
476,723		Consolidated Container Company LLC, Term Loan B, 6.250%, 07/07/19		482,483	0.2
2,252,183		Husky Injection Molding Systems, Ltd, New Term Loan B, 5.750%, 06/30/18		2,274,002	0.9
586,846		Pro Mach, Inc, Term Loan, 7.000%, 07/06/17		582,445	0.2
3,118		Reynolds Group Holdings Inc, US Term Loan, 6.500%, 02/09/18		3,133	0.0
603,175	(1)	Reynolds Group Holdings Inc, USD Term Loan, 09/26/18		606,377	0.3
900,000		TricorBraun, Term Loan, 5.503%, 04/30/18		906,750	0.4
844,161		Xerium Technologies, Inc., USD First Lien Term Loan, 6.250%, 05/22/17		835,016	0.3
				5,690,206	2.3
*Drugs: 0.6%*
987,500		Jazz Pharmaceuticals Inc., term Loan, 5.250%, 05/30/18		998,198	0.4
428,030		Prestige Brands, Term Loan B, 5.268%, 01/31/19		432,998	0.2
				1,431,196	0.6
*Ecological Services & Equipment: 0.7%*
1,500,000	(1)	ADS Waste Holdings, Inc., Term Loan, 10/01/19		1,512,499	0.6
298,500		WCA Waste Corporation, Term Loan B, 5.500%, 02/28/18		300,366	0.1
				1,812,865	0.7

See Accompanying Notes to Financial Statements

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value
*Electronics/Electrical: 7.6%*
1,570,000		Attachmate Corporation, 1st Lien Term Loan, 7.250%, 11/15/17	$	1,584,719	0.6
1,985,000		Blackboard Inc., 1st Lien Term Loan B, 7.500%, 10/04/18		1,997,902	0.8
497,500		Blackboard Inc., 1st Lien Term Loan B-1, 7.500%, 10/04/18		500,734	0.2
500,000		Blackboard Inc., 2nd Lien Term Loan B, 11.500%, 10/01/19		474,166	0.2
1,483,731		Epicor Software Corporation, Term Loan B, 5.000%, 05/16/18		1,495,230	0.6
1,990,000		Freescale Semiconductor, Inc., Incremental Term Loan B-2, 6.000%, 02/28/19		1,995,389	0.8
628,056		Greeneden U.S. Holdings II, L.L.C., 1st Lien Term Loan, 6.750%, 01/31/18		635,383	0.3
843,625		Kronos Incorporated, Tranche C First-Lien Term Loan, 6.250%, 12/26/17		856,279	0.3
1,995,000		Lawson Software, Inc., Term Loan B (USD), 6.250%, 04/01/18		2,005,390	0.8
877,370		Open Link Financial, Inc., Term Loan, 7.750%, 10/28/17		882,854	0.4
1,091,497		Orbitz Worldwide, Inc., Term Loan, 3.216%, 07/25/14		1,061,936	0.4
520,139		RedPrairie Corporation, Term Loan B, 6.000%, 08/07/18		523,390	0.2
992,126		Sabre Inc., Extended Term Loan, 5.966%, 09/30/17		986,339	0.4
500,000		Sabre Inc., Incremental Term Loan, 7.250%, 12/27/17		504,583	0.2
736,798		Spansion LLC, Term Loan, 4.750%, 02/09/15		745,087	0.3
1,526,922		SS&C Technologies Inc., Term Loan B-1, 5.000%, 06/01/19		1,543,384	0.6
157,957		SS&C Technologies Inc., Term Loan B-2, 5.000%, 06/01/19		160,327	0.1
1,041,493		Travelport, Inc., Delayed Draw Term Loan extended, 4.961%, 08/21/15		995,060	0.4
				18,948,152	7.6
*Equipment Leasing: 0.4%*
250,000		Brock Holdings, Inc., New 2nd Lien Term Loan, 10.000%, 03/16/18		250,625	0.1
764,471		Brock Holdings, Inc., New Term Loan B, 6.012%, 03/16/17		774,026	0.3
				1,024,651	0.4
*Financial Intermediaries: 1.5%*
186,157		BNY ConvergEx Group, LLC, Eze Borrower Term Loan, 5.250%, 12/19/16		180,107	0.1
424,890		BNY ConvergEx Group, LLC, Top Borrower Term Loan, 5.250%, 12/19/16		411,082	0.2
957,763		Fundtech, Term Loan, 7.500%, 11/15/17		962,551	0.4
1,072,727		MIP Delaware, LLC, Term Loan, 5.500%, 07/12/18		1,078,091	0.4
1,000,000		Residential Capital, A-1 Term Loan, 5.000%, 11/15/13		1,005,625	0.4
				3,637,456	1.5
*Food Products: 1.1%*
982,500		Advance Pierre Foods, First Lien Term Loan, 7.001%, 09/30/16		988,129	0.4
833,572		NPC International, Term Loan (2012 refi), 5.250%, 12/28/18		843,992	0.4
773,063		Pinnacle Foods Holding Corporation, Term Loan F, 4.750%, 10/01/18		775,478	0.3
				2,607,599	1.1
*Food Service: 1.0%*
910,526		Bojangles Restaurants, Inc., Term Loan, 8.750%, 08/17/17		913,941	0.4
995,000		Landry’s Restaurants, Term Loan B, 6.500%, 04/30/18		1,010,174	0.4
550,000		P.F. Chang’s China Bistro, Inc., Term Loan B Facility, 6.250%, 06/30/19		556,187	0.2
				2,480,302	1.0
*Food/Drug Retailers: 1.1%*
1,688,338		Roundys Supermarkets, Inc., Term Loan B, 5.750%, 02/14/19		1,658,792	0.7
998,750	(1)	Supervalu, Real Estate Term Loan B, 8.000%, 08/15/18		1,006,318	0.4
				2,665,110	1.1
*Health Care: 11.1%*
766,150		Alere US Holdings, LLC, Incremental Term Loan B, 4.753%, 06/30/17		770,579	0.3
987,513		Alere US Holdings, LLC, Term Loan B, 4.753%, 06/30/17		993,221	0.4
498,750		Alere US Holdings, LLC, Term Loan B-2, 4.753%, 06/30/17		500,724	0.2
2,244,375		Bausch & Lomb, Inc., US Term Loan, 5.250%, 04/30/19		2,271,869	0.9
450,000		BSN Medical, Facility B1, 6.000%, 08/31/19		453,563	0.2
676,681	(1)	ConvaTec, Term Loan B, 5.750%, 12/22/16		679,723	0.3
1,459,333		DJO Finance LLC, Tranche B-3 Term Loan, 6.250%, 09/15/17		1,466,630	0.6
2,468,003		Drumm Corp., Term Loan B, 5.000%, 05/04/18		2,387,793	1.0
1,481,769		Emergency Medical Services Corporation, Term Loan B, 5.250%, 05/25/18		1,491,338	0.6
391,607		HGI Holding, Inc., Senior Secured Term Loan B, 6.750%, 09/29/16		392,749	0.2
1,083,500		Iasis Healthcare LLC, Term Loan B, 5.000%, 05/03/18		1,088,240	0.4

See Accompanying Notes to Financial Statements

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value
*Health Care: (continued)*
990,019		Immucor, Inc., Term B-1, 5.750%, 08/17/18	$	1,004,869	0.4
1,476,269		inVentiv Health Inc., Original Term Loan B, 6.500%, 08/04/16		1,431,981	0.6
271,563		inVentiv Health Inc., Term B-3, 6.750%, 05/15/18		264,095	0.1
1,290,250		Kinetic Concepts, Inc., Term Loan B-1, 7.000%, 04/20/18		1,310,410	0.5
381,014		Medassets, Inc., Term Loan B, 5.250%, 11/16/16		384,507	0.1
478,706		Medpace IntermediateCo, Inc., Term Loan B, 6.541%, 06/22/17		460,755	0.2
1,929,739		Onex Carestream Finance LP, Term Loan B, 5.000%, 02/25/17		1,912,854	0.8
1,750,000	(1)	Par Pharmaceutical Companies, Term Loan B, 09/30/19		1,748,906	0.7
1,022,275		Pharmaceutical Product Development, Inc., Bank Term Loan B, 6.250%, 11/30/18		1,032,924	0.4
865,650		Press Ganey, 1st Lien, 5.250%, 04/30/18		878,635	0.3
250,000		Press Ganey, 2nd Lien, 8.250%, 08/31/18		250,625	0.1
1,214,548		Rural/Metro Corporation, Term Loan B, 5.750%, 06/29/18		1,216,978	0.5
748,125		Select Medical Corporation, Incremental Term Loan, 5.501%, 06/01/18		754,671	0.3
740,625		Skilled Healthcare Group, Inc., New Term Loan, 6.750%, 04/08/16		743,865	0.3
444,375		Surgical Care Affiliates LLC, Incremental Term Loan, 5.500%, 06/29/18		443,264	0.2
299,250		Truven Health, Inc., Term Loan B, 6.750%, 05/31/19		301,868	0.1
995,000		United Surgical Partners International, Inc., New Tranche B, 6.000%, 04/01/19		1,003,706	0.4
				27,641,342	11.1
*Home Furnishings: 1.5%*
2,000,000	(1)	AOT Bedding Super Holdings, LLC, Term Loan B, 10/01/19		1,994,822	0.8
246,284		Hillman Group (The), Inc., First Lien Term Loan, 5.000%, 05/27/16		248,746	0.1
845,750		Monitronics International, Inc., Term Loan B, 5.500%, 03/31/18		856,851	0.3
698,250		Protection One, Inc., Term Loan B, 5.750%, 03/31/19		702,614	0.3
				3,803,033	1.5
*Industrial Equipment: 4.9%*
471,521		Edwards (Cayman Islands II) Limited (aka BOC Edwards), New Term Loan, 5.500%, 05/31/16		475,058	0.2
2,540,000		Generac Power Systems, Inc., Term Loan B, 6.250%, 05/30/18		2,593,975	1.0
238,636		Goodman Global Inc., Second Lien Term Loan, 9.000%, 10/30/17		241,739	0.1
2,281,395		Goodman Global Inc., Term Loan B, 5.750%, 10/28/16		2,291,579	0.9
1,538,375		Rexnord Corporation / RBS Global, Inc., USD Term Loan, 5.000%, 04/01/18		1,547,510	0.6
2,630,000		Schaeffler AG, Term Loan C2, 6.000%, 01/31/17		2,656,300	1.1
600,000		Sensus Metering Systems Inc., New Second Lien Term Loan, 8.500%, 05/09/18		600,000	0.2
1,871,100		Terex Corporation, Term Loan, 5.500%, 04/28/17		1,880,455	0.8
				12,286,616	4.9
*Insurance: 1.6%*
1,496,250		AmWINS Group, Inc., 1st Lien Term Loan, 5.750%, 06/01/19		1,501,861	0.6
825,000		AmWINS Group, Inc., 2nd Lien Term Loan, 10.050%, 12/01/19		827,406	0.3
432,825		Applied Systems Inc., First Lien Incremental, 5.500%, 12/08/16		433,907	0.2
397,798		CCC Information Services Group, Inc., Term Loan B, 5.750%, 11/11/15		400,118	0.2
698,250		USI Holdings Corp., Term Loan D, 5.750%, 05/05/14		699,996	0.3
				3,863,288	1.6
*Leisure Good/Activities/Movies: 2.7%*
1,468,706		24 Hour Fitness Worldwide, Inc, Term Loan B, 7.500%, 04/22/16		1,488,901	0.6
995,000		Delta2 Sarl Luxembourg (Formula One World Championship), Term Loan B USD, 5.750%, 04/30/17		1,006,090	0.4
770,000		FGI Operating, Add-On Term Loan, 5.503%, 04/30/19		775,935	0.3
1,898,166		Getty Images, Inc, Term Loan B, 5.250%, 11/07/16		1,902,566	0.7
472,786		SRAM, LLC, First Lien Term Loan, 4.772%, 06/07/18		478,696	0.2
185,000		SRAM, LLC, Second Lien Term Loan, 8.500%, 12/07/18		188,700	0.1
930,000		Wilton Brands, Inc., Term Loan, 7.500%, 08/31/18		940,462	0.4
				6,781,350	2.7
*Lodging & Casinos: 3.3%*
1,944,250		Boyd Gaming Corporation, Incremental Term Loan, 6.000%, 12/17/15		1,971,794	0.8
2,432,288		Caesars Entertainment Operating Company, Inc., Term Loan B6, 5.467%, 01/28/18		2,216,858	0.9
700,000		Caesars Octavius, LLC, Term Loan, 9.250%, 02/24/17		690,550	0.3
1,000,000	(1)	Cannery Casino Resorts, LLC, 1st Lien Term Loan, 10/01/18		1,002,917	0.4
1,510,000	(1)	NP Opco LLC, Term Loan B, 09/27/19		1,515,977	0.6

See Accompanying Notes to Financial Statements

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value
*Lodging & Casinos: (continued)*
826,718		Station Casinos LLC, Term Loan B-1, 3.216%, 06/17/16	$	808,117	0.3
				8,206,213	3.3
*Nonferrous Metals/Minerals: 0.8%*
997,500		Constellium Holdco BV, Term Loan B, 9.250%, 04/30/18		987,525	0.4
1,079,323		Fairmount Minerals, Ltd., Term Loan B, 5.250%, 03/15/17		1,078,513	0.4
				2,066,038	0.8
*Oil & Gas: 2.1%*
487,125		Crestwood Holdings LLC, Term Loan B, 9.750%, 03/30/18		495,041	0.2
2,368,072	(1)	FTS International, Inc. (fka FracTech), Term Loan (HoldCo), 6.250%, 05/06/16		2,285,930	0.9
350,000	(1)	Samson Investment Company, 2nd Lien Term Loan, 09/28/18		352,698	0.2
1,985,000		Tervita (fka CCS Inc.), Add-On Term Loan, 6.500%, 11/14/14		1,991,616	0.8
				5,125,285	2.1
*Publishing: 1.1%*
1,368,520		Cengage Learning, Inc., Extended Term Loan B, 5.720%, 07/31/17		1,251,340	0.5
1,056,875		Cenveo Corporation, Term Loan B, 6.625%, 12/21/16		1,059,517	0.4
805,881		R.H. Donnelley Corporation, Term Loan, 9.000%, 10/24/14		487,846	0.2
				2,798,703	1.1
*Radio & Television: 3.1%*
819,449		Barrington Broadcasting Group, Term Loan B, 7.500%, 06/30/17		829,692	0.3
1,476,399		Clear Channel Communications, Inc., Term Loan B, 3.866%, 01/28/16		1,210,647	0.5
1,983,396		Cumulus Media Holdings Inc., First Lien Term Loan B, 5.750%, 09/17/18		1,997,209	0.8
1,000,000		Cumulus Media Holdings Inc., Second Lien Term Loan B, 7.500%, 02/11/19		1,012,500	0.4
457,193		Entercom Communications Corporation, Term Loan B, 6.250%, 11/22/18		460,679	0.2
375,000	(1)	FoxCo Acquisition, LLC, Term Loan B, 07/31/17		378,750	0.2
345,625		Raycom TV Broadcasting, LLC, Term Loan B, 4.500%, 05/31/17		343,897	0.1
1,363,940		Univision Communications, Inc., Extended Term Loan, 4.466%, 03/31/17		1,353,521	0.6
				7,586,895	3.1
*Retailers (Except Food & Drug): 8.7%*
1,588,000		Academy Ltd., Term Loan, 6.000%, 08/03/18		1,597,074	0.7
1,923,302		Bass Pro Group, LLC, Term Loan B, 5.250%, 06/13/17		1,949,448	0.8
4,100,000	(1)	BJs Wholesale Club, First Lien Term Loan, 09/25/19		4,130,238	1.7
1,025,000	(1)	BJs Wholesale Club, Second Lien Term Loan, 03/25/20		1,042,938	0.4
1,000,000		Guitar Center, Inc., Extended Term Loan, 5.620%, 04/10/17		964,375	0.4
1,500,000		Harbor Freight Tools USA, Inc., Senior Secured Term Loan, 5.500%, 05/15/19		1,508,437	0.6
743,002		Jo-Ann Stores, Inc., Term Loan B, 4.750%, 03/16/18		746,020	0.3
537,088		Lord & Taylor, Term Loan Facility, 5.750%, 01/09/18		541,788	0.2
468,750	(1)	Ollie’s Holdings, Inc., Term Loan, 09/25/19		471,680	0.2
2,000,000		Party City Holdings Inc, Term Loan B, 5.750%, 07/27/19		2,027,812	0.8
498,750		Savers, Term Loan B, 6.250%, 07/09/19		505,608	0.2
731,325		Sleepy’s Holdings, LLC, Term Loan, 7.250%, 03/19/19		734,067	0.3
1,370,065		The Gymboree Corporation, Term Loan B, 5.000%, 02/23/18		1,340,217	0.5
1,719,949		Toys “R” Us, Inc., Term Loan B-1, 6.000%, 09/01/16		1,712,782	0.7
345,625		Toys “R” Us, Inc., Term Loan B-2, 5.250%, 05/25/18		340,441	0.1
498,750		Toys “R” Us, Inc., Term Loan B-3, 5.250%, 05/25/18		490,645	0.2
1,368,125		Yankee Candle Company, Inc., Term Loan B, 5.250%, 04/02/19		1,383,090	0.6
				21,486,660	8.7
*Surface Transport: 0.5%*
1,243,750		Wabash National Corporation, Term Loan, 6.000%, 05/15/19		1,260,852	0.5
*Telecommunications: 4.6%*
2,667,802		Asurion, LLC, 1st Lien Term Loan, 5.500%, 05/24/18		2,685,645	1.1
1,422,273		Asurion, LLC, Add-On 1st Lien Term Loan, 5.500%, 05/24/18		1,431,785	0.6
624,204		Asurion, LLC, Second Lien Term Loan, 9.000%, 05/24/19		646,831	0.3
1,801,935		Global Tel*Link Corporation, First Lien Term Loan, 6.000%, 12/15/17		1,818,829	0.7
250,000		Level 3 Financing, Inc, Term Loan 2019, 5.250%, 08/01/19		251,406	0.1
750,000		Level 3 Financing, Inc, Term Loan B III, 5.750%, 09/01/18		754,922	0.3
1,496,250		Syniverse Holdings, Inc., Term Loan B, 5.000%, 04/20/19		1,501,861	0.6

See Accompanying Notes to Financial Statements

PORTFOLIO OF INVESTMENTS
AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING FLOATING RATE FUND

Principal Amount†		Borrower\Tranche Description	Fair Value			Percentage of Net Assets
*Telecommunications: (continued)*
308,296		U.S. Telepacific Corp, First Lien Term Loan, 5.750%, 02/23/17	$	303,157			0.1
1,995,000		Zayo Group, LLC, Term Loan B, 7.125%, 07/02/19		2,019,938			0.8
				11,414,374			4.6
*Utilities: 2.0%*
1,485,000		Dynegy Midwest Generation, LLC (CoalCo)., Term Loan, 9.250%, 08/04/16		1,542,544			0.6
1,089,000		Dynegy Power (GasCo), Term Loan, 9.250%, 08/04/16		1,144,055			0.5
763,088		EquiPower Resources Holdings, LLC, 1st Lien Term Loan, 6.500%, 12/29/18		774,534			0.3
1,787,818		Texas Competitive Electric Holdings Company LLC, Extended Term Loans, 4.757%, 10/10/17		1,236,108			0.5
481,940		Texas Competitive Electric Holdings Company LLC, Term Loans, 3.757%, 10/10/14		360,190			0.1
				5,057,431			2.0
		Total Loans
		(Cost $235,310,032)		237,982,698			95.8

*Shares*			*Value*			Percentage of Net Assets
*Short-term Investments: 11.3%*

		Short-Term Investments: 11.3%
28,000,000		State Street Institutional Liquid Reserves Fund — Institutional Class
		(Cost $28,000,000)	$	28,000,000			11.3

		Total Short-Term Investments
		(Cost $28,000,000)		28,000,000			11.3

		Total Investments (Cost $263,310,032)	$	265,982,698			107.1
		Liabilities in Excess of Other Assets		(17,670,726	)		(7.1	)
		Net Assets	$	248,311,972			100.0
	*	Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates.
	†	Unless otherwise indicated, principal amount is shown in USD.
	(1)	Trade pending settlement. Contract rates that are not disclosed do not take effect until settlement date and have yet to be determined.

		Cost for federal income tax purposes is $263,310,034.

		Net unrealized appreciation consists of:

		Gross Unrealized Appreciation	$	4,215,591
		Gross Unrealized Depreciation		(1,542,927	)
		Net Unrealized Appreciation	$	2,672,664

Fair Value Measurementsˆ

The following is a summary of the fair valuations according to the inputs used as of September 30, 2012 in valuing the assets and liabilities:

	Quoted Prices in Active Markets for Identical Investments (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Asset Table
Investments, at fair value
Loans	$	—	$	237,982,698	$	—	$	237,982,698
Short-Term Investments		28,000,000		—		—		28,000,000
Total Investments, at fair value	$	28,000,000	$	237,982,698	$	—	$	265,982,698

See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information.

There were no transfers in or out of any Levels of the fair value hierarchy during the period ended September 30, 2012.

See Accompanying Notes to Financial Statements

(THIS PAGE INTENTIONALLY LEFT BLANK)

Investment Adviser
ING Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258

Administrator
ING Funds Services, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258

Distributor
ING Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258

Transfer Agent
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809

Custodian
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105

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

Toll-Free Shareholder Information
Call us from 9:00 a.m. to 7:00 p.m. Eastern time on any business day for account or other information, at (800) 992-0180

For more complete information, or to obtain a prospectus on any ING Fund, please call your Investment Professional or ING Investments Distributor, LLC at (800) 992-0180 or log on to www.inginvestment.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.

SAR-UFR (0912-111612)

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.

For the Portfolios that have a complete Schedule of Investments, the schedule is included as part of the report to shareholders filed under Item 1 of this Form.

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED)

Principal Amount†				Value	Percentage of Net Assets
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1%
952,124		Vendee Mortgage Trust, 3.750%, 10/15/41		1,053,335	0.1
	Total Collateralized Mortgage Obligations
	(Cost $1,016,976)		1,053,335		0.1

U.S. GOVERNMENT AGENCY OBLIGATIONS: 96.9%
		Federal Home Loan Mortgage Corporation: 3.4%^##
19,965,346	^	0.500%, due 07/15/36		410,543	0.1
1,388,505		5.000%, due 08/15/36		1,536,407	0.1
549,108		5.450%, due 03/01/37		598,650	0.1
146,395		5.450%, due 07/01/37		158,748	0.0
166,235		5.450%, due 12/01/37		181,233	0.0
127,862		5.450%, due 12/01/37		139,399	0.0
148,324		5.450%, due 05/01/38		161,581	0.0
2,227,237	^	5.500%, due 09/15/35		399,295	0.0
601,019		5.625%, due 12/01/36		663,804	0.1
64,597		5.625%, due 01/01/37		70,461	0.0
107,202		5.625%, due 01/01/37		117,234	0.0
650,954		5.625%, due 01/01/37		721,646	0.1
41,891		5.625%, due 02/01/37		46,622	0.0
84,164		5.625%, due 03/01/37		93,612	0.0
566,788		5.625%, due 03/01/37		627,654	0.1
191,218		5.625%, due 03/01/37		208,576	0.0
93,318		5.625%, due 04/01/37		101,739	0.0
180,133		5.625%, due 06/01/37		196,694	0.0
230,072		5.625%, due 07/01/37		251,799	0.0
345,913		5.625%, due 07/01/37		382,049	0.0
32,719		5.625%, due 12/01/37		36,401	0.0
498,957		5.625%, due 02/01/38		551,080	0.1
132,190		5.650%, due 02/01/37		144,543	0.0
382,443		5.650%, due 02/01/37		418,863	0.1
553,031		5.700%, due 06/01/37		601,902	0.1
335,813		5.700%, due 09/01/37		365,489	0.0
164,828		5.700%, due 12/01/37		180,373	0.0
158,048		5.700%, due 01/01/38		172,953	0.0
164,065		5.790%, due 12/01/37		179,791	0.0
130,881		5.790%, due 03/01/38		143,375	0.0
831,372		6.000%, due 03/15/34		923,414	0.1
10,173,539		6.000%, due 04/15/36		11,929,563	1.0
3,725,297		6.000%, due 05/15/36		4,363,177	0.4
153,132		6.050%, due 04/01/38		168,665	0.0
1,256,145		6.090%, due 12/01/37		1,400,178	0.1
5,022		7.000%, due 11/01/14		5,253	0.0
49,195		7.500%, due 12/01/14		51,783	0.0
36,671		7.500%, due 01/01/30		44,924	0.0
983,013	^	7.750%, due 10/25/23		223,638	0.0
11,767		8.000%, due 01/01/30		11,970	0.0
24,243		9.500%, due 07/01/20		25,685	0.0
1,049,502		19.198%, due 03/15/35		1,546,424	0.1
820,523		21.165%, due 04/15/35		1,314,518	0.1
5,539,975		27.717%, due 04/15/32		7,870,183	0.7
			39,741,891		3.4

		Federal National Mortgage Association: 7.9%^##
4,957,724		3.500%, due 06/25/41		5,229,833	0.5
15,348,311		4.500%, due 09/01/41		16,699,340	1.5
29,816,189		4.500%, due 09/01/41		32,440,748	2.8
15,490,302		4.598%, due 11/25/33		15,999,692	1.4
1,658,975		5.000%, due 10/25/35		1,893,361	0.2
347,207		5.300%, due 09/01/36		383,796	0.0
114,754		5.300%, due 10/01/36		126,171	0.0
137,060		5.300%, due 10/01/36		150,451	0.0
616,050		5.300%, due 12/01/36		680,712	0.1
437,036		5.300%, due 12/01/36		483,090	0.0
239,637		5.300%, due 02/01/37		262,243	0.0
443,941		5.300%, due 04/01/37		490,538	0.1
348,432		5.300%, due 05/01/37		385,004	0.0
131,194		5.300%, due 06/01/37		143,571	0.0
811,245		5.300%, due 08/01/37		896,395	0.1
76,247		5.300%, due 10/01/37		83,607	0.0
353,907		5.500%, due 05/25/34		409,208	0.0
4,877,551		6.000%, due 06/25/29		5,513,465	0.5
2,603,281		6.000%, due 10/25/37		3,151,873	0.3
680,336		6.000%, due 01/25/44		771,687	0.1
5,657		6.500%, due 06/01/14		5,874	0.0
237,133		6.500%, due 02/01/29		277,312	0.0
1,031,428		6.500%, due 12/25/41		1,254,009	0.1
276,349		6.600%, due 07/01/27		314,226	0.0
119,999		6.600%, due 09/01/27		136,971	0.0
50,824		6.600%, due 11/01/27		58,013	0.0
41,305		6.600%, due 03/01/28		47,147	0.0
102,092		6.600%, due 06/01/28		116,944	0.0
7,828		7.000%, due 03/01/15		7,992	0.0
55,919		7.500%, due 05/01/28		60,150	0.0
1,969,563		8.000%, due 12/25/45		2,369,375	0.2
12,477		8.500%, due 08/01/15		12,542	0.0
16,100		8.500%, due 09/01/15		17,414	0.0
			90,872,754		7.9

		Government National Mortgage Association: 85.6%
60,905,670	^	0.250%, due 06/20/36		296,891	0.0
7,347,735	^	0.491%, due 02/16/48		146,750	0.0
19,933,019		0.609%, due 07/20/41		20,049,040	1.7
55,728,115	^	0.685%, due 11/16/46		1,655,615	0.2
12,984,666		0.739%, due 04/20/40		13,121,518	1.1
5,619,335		0.869%, due 04/20/40		5,703,153	0.5
21,239,454		0.869%, due 06/20/40		21,270,506	1.8
88,015,774	^	0.876%, due 01/16/50		4,125,062	0.4
16,348,787		0.921%, due 01/16/40		16,627,705	1.4
2,110,379	^	1.000%, due 06/16/37		52,243	0.0
97,002,926	^	1.064%, due 01/16/51		4,729,892	0.4
4,481,067		1.139%, due 06/20/39		4,577,052	0.4
4,800,857		1.169%, due 09/20/38		4,914,318	0.4
16,766,271		1.259%, due 03/20/39		17,129,898	1.5
24,805,755	^	2.555%, due 10/16/52		2,917,283	0.3
12,700,000	W	3.000%, due 07/15/42		13,565,187	1.2
87,900,000	W	3.500%, due 02/15/41		96,071,949	8.3
90,000,000		3.500%, due 07/20/42		98,465,616	8.5
403,785		4.000%, due 05/20/33		448,940	0.0
592,852		4.000%, due 08/15/33		662,181	0.1
514,698		4.000%, due 01/15/34		570,143	0.1
223,089		4.000%, due 03/15/34		246,074	0.0
744,752		4.000%, due 08/20/35		823,733	0.1
6,526,809	^	4.000%, due 04/20/38		848,239	0.1
3,038,615	^	4.000%, due 08/20/39		848,757	0.1
33,000,000	W	4.000%, due 11/15/39		36,320,625	3.1
1,608,697		4.000%, due 05/15/40		1,778,221	0.2
2,027,645		4.000%, due 09/20/40		2,170,983	0.2
2,193,091		4.000%, due 12/16/40		2,414,861	0.2
1,608,575		4.000%, due 12/20/40		1,791,491	0.2

See Accompanying Notes to Financial Statements

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
5,000,000		4.000%, due 06/20/41	5,504,687	0.5
15,111,611		4.000%, due 07/20/41	16,610,458	1.4
3,145,544		4.000%, due 10/20/41	3,371,238	0.3
18,349,141		4.000%, due 02/20/42	20,223,375	1.8
1,621,075		4.000%, due 09/15/42	1,791,903	0.2
36,000,000		4.000%, due 09/20/42	39,677,143	3.4
16,206,323	^	4.500%, due 08/20/33	810,316	0.1
867,791		4.500%, due 01/20/34	962,054	0.1
355,476		4.500%, due 01/20/34	394,089	0.0
784,869		4.500%, due 03/20/34	873,832	0.1
292,008		4.500%, due 05/20/34	323,727	0.0
348,566		4.500%, due 06/20/34	386,429	0.0
2,971,730	^	4.500%, due 02/20/35	245,204	0.0
797,123		4.500%, due 10/20/35	883,661	0.1
2,063,779	^	4.500%, due 02/20/36	173,840	0.0
681,204	^	4.500%, due 12/20/37	89,043	0.0
4,703,207	^	4.500%, due 02/20/38	237,300	0.0
1,253,576		4.500%, due 05/20/38	1,340,850	0.1
399,988		4.500%, due 07/20/38	427,835	0.0
957,933		4.500%, due 07/20/38	1,057,748	0.1
2,761,449		4.500%, due 07/20/38	3,049,186	0.3
4,761,000		4.500%, due 05/20/39	5,455,668	0.5
326,296		4.500%, due 06/20/39	349,013	0.0
3,771,317		4.500%, due 10/15/39	4,180,016	0.4
3,031,498		4.500%, due 11/15/39	3,360,023	0.3
3,626,729		4.500%, due 11/15/39	4,019,760	0.4
867,116		4.500%, due 12/15/39	961,086	0.1
4,638,144		4.500%, due 08/20/40	5,044,169	0.4
17,252,840		4.500%, due 09/20/41	19,154,503	1.7
1,127,986		4.500%, due 11/15/41	1,243,177	0.1
2,005,356		4.546%, due 07/20/62	2,319,520	0.2
1,307,331		4.639%, due 08/20/42	1,457,266	0.1
12,449,467		4.660%, due 09/20/61	14,610,252	1.3
2,459,746		4.850%, due 05/20/40	2,723,949	0.2
4,364,651		4.861%, due 06/20/61	4,976,983	0.4
232,860		5.000%, due 05/15/18	251,052	0.0
661,163		5.000%, due 02/15/23	726,036	0.1
691,911		5.000%, due 02/15/24	761,920	0.1
461,553		5.000%, due 02/15/24	508,255	0.1
351,283		5.000%, due 02/15/24	387,596	0.0
532,912		5.000%, due 02/15/24	585,751	0.1
368,642		5.000%, due 03/15/24	404,445	0.0
277,713		5.000%, due 03/15/24	303,552	0.0
702,827		5.000%, due 03/15/24	773,941	0.1
1,332,588		5.000%, due 03/15/24	1,467,423	0.1
569,666		5.000%, due 03/15/24	629,443	0.1
269,155		5.000%, due 03/20/24	295,355	0.0
925,567		5.000%, due 04/15/24	1,018,842	0.1
548,447		5.000%, due 04/15/29	615,828	0.1
446,726		5.000%, due 04/15/30	498,259	0.1
5,775,400		5.000%, due 04/20/30	6,302,534	0.6
610,145		5.000%, due 10/15/30	680,529	0.1
446,611		5.000%, due 07/15/33	496,038	0.1
739,304		5.000%, due 10/20/33	814,981	0.1
209,001		5.000%, due 12/20/33	230,394	0.0
266,779		5.000%, due 12/20/33	294,087	0.0
529,126		5.000%, due 12/20/33	583,288	0.1
145,780		5.000%, due 02/20/34	160,780	0.0
337,393		5.000%, due 03/15/34	374,311	0.0
289,517		5.000%, due 04/15/34	321,557	0.0
1,267,546		5.000%, due 04/15/34	1,413,766	0.1
295,020		5.000%, due 04/20/34	325,376	0.0
792,275		5.000%, due 06/20/34	873,795	0.1
217,631		5.000%, due 07/20/34	240,024	0.0
4,898,521		5.000%, due 10/20/34	5,871,531	0.5
147,449		5.000%, due 12/20/34	162,621	0.0
737,067		5.000%, due 12/20/34	812,907	0.1
271,072		5.000%, due 01/15/35	301,072	0.0
237,467		5.000%, due 03/15/35	263,005	0.0
757,752		5.000%, due 03/15/35	840,665	0.1
2,760,876		5.000%, due 03/20/35	3,249,703	0.3
1,063,607		5.000%, due 04/15/35	1,177,542	0.1
277,211		5.000%, due 04/15/35	307,024	0.0
421,225		5.000%, due 04/15/35	469,816	0.0
191,890		5.000%, due 04/15/35	211,874	0.0
18,723,854	^	5.000%, due 05/20/35	902,303	0.1
522,975		5.000%, due 05/20/35	582,475	0.1
195,902		5.000%, due 06/15/35	216,317	0.0
559,361		5.000%, due 07/15/35	621,266	0.1
1,115,714	^	5.000%, due 09/16/35	84,845	0.0
1,270,937		5.000%, due 10/20/35	1,512,483	0.1
2,777,011		5.000%, due 11/20/35	3,089,486	0.3
329,735		5.000%, due 12/15/35	363,937	0.0
1,686,279		5.000%, due 04/20/36	1,873,915	0.2
246,122		5.000%, due 05/20/37	271,290	0.0
372,396		5.000%, due 09/20/37	400,649	0.0
351,406		5.000%, due 12/20/37	387,340	0.0
1,137,265		5.000%, due 12/20/37	1,253,559	0.1
1,021,537		5.000%, due 01/20/38	1,126,011	0.1
815,355		5.000%, due 01/20/38	898,743	0.1
6,356,827	^	5.000%, due 01/20/38	961,485	0.1
176,933		5.000%, due 02/15/38	195,132	0.0
544,672		5.000%, due 05/20/38	578,994	0.1
1,524,369		5.000%, due 06/20/38	1,620,425	0.1
829,019		5.000%, due 06/20/38	889,030	0.1
817,503		5.000%, due 06/20/38	876,681	0.1
543,540		5.000%, due 08/20/38	577,791	0.1
1,478,100		5.000%, due 10/20/38	1,571,241	0.1
823,319		5.000%, due 11/20/38	875,199	0.1
1,460,697		5.000%, due 12/20/38	1,552,740	0.1
4,633,510		5.000%, due 01/20/39	4,925,483	0.4
909,576		5.000%, due 02/15/39	1,021,324	0.1
772,463		5.000%, due 03/15/39	859,399	0.1
1,029,000		5.000%, due 05/20/39	1,213,919	0.1
1,974,095	^	5.000%, due 07/16/39	305,056	0.0
344,524		5.000%, due 07/20/39	366,233	0.0
1,703,644		5.000%, due 10/20/39	1,895,342	0.2
2,222,489		5.000%, due 11/15/39	2,465,673	0.2
4,266,547		5.000%, due 11/15/39	4,733,391	0.4
886,987		5.000%, due 11/15/39	984,040	0.1
4,220,138		5.000%, due 12/20/39	4,706,207	0.4
2,493,769		5.000%, due 12/20/39	2,774,373	0.2
1,567,037		5.000%, due 04/15/40	1,737,033	0.2
36,300,518		5.000%, due 05/20/40	43,112,528	3.7
2,014,017		5.000%, due 09/15/40	2,233,761	0.2
2,988,382		5.000%, due 09/15/40	3,314,436	0.3
1,671,146	^	5.000%, due 05/20/41	350,365	0.0
5,923,910		5.000%, due 07/20/41	6,573,895	0.6
518,448		5.100%, due 04/20/32	579,879	0.1
8,100,000		5.250%, due 01/20/38	9,563,435	0.8
6,747,215		5.359%, due 02/20/38	7,648,104	0.7
21,607,660	^	5.462%, due 04/20/40	3,349,187	0.3
13,683,933		5.473%, due 01/20/60	15,719,507	1.4
2,518,816		5.479%, due 04/16/39	2,804,115	0.2
451,561		5.500%, due 08/20/24	506,093	0.1
10,262		5.500%, due 04/20/29	11,471	0.0
151,382		5.500%, due 10/15/32	169,928	0.0
766,492		5.500%, due 12/15/32	860,391	0.1
201,627		5.500%, due 12/20/32	226,449	0.0
1,085,794		5.500%, due 01/16/33	1,313,873	0.1
2,093,900		5.500%, due 01/17/33	2,515,614	0.2
3,417,730		5.500%, due 02/20/33	3,902,260	0.3
216,472		5.500%, due 06/15/33	242,382	0.0
200,721		5.500%, due 07/20/33	223,271	0.0
653,243		5.500%, due 08/20/33	734,479	0.1
1,568,896		5.500%, due 10/15/33	1,761,095	0.2
1,631,168		5.500%, due 10/20/33	1,915,352	0.2
3,700,455		5.500%, due 11/15/33	4,153,782	0.4
1,459,247	^	5.500%, due 11/20/33	66,275	0.0
204,428		5.500%, due 11/20/33	227,395	0.0

See Accompanying Notes to Financial Statements

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
213,528		5.500%, due 12/20/33	240,680	0.0
618,647		5.500%, due 01/15/34	694,435	0.1
884,101		5.500%, due 01/15/34	992,408	0.1
257,607		5.500%, due 02/15/34	289,166	0.0
1,223,494		5.500%, due 02/15/34	1,373,379	0.1
351,182		5.500%, due 03/15/34	394,203	0.0
4,177,054		5.500%, due 03/16/34	5,114,197	0.4
364,090		5.500%, due 03/20/34	405,205	0.0
551,767		5.500%, due 04/15/34	618,758	0.1
1,275,977		5.500%, due 04/15/34	1,432,291	0.1
831,964		5.500%, due 04/15/34	933,884	0.1
1,234,221		5.500%, due 04/20/34	1,387,706	0.1
77,024		5.500%, due 04/20/34	86,506	0.0
2,173,721		5.500%, due 04/20/34	2,419,191	0.2
310,329		5.500%, due 04/20/34	380,023	0.0
135,260		5.500%, due 04/20/34	150,535	0.0
111,554		5.500%, due 05/15/34	125,220	0.0
490,046		5.500%, due 06/15/34	552,683	0.1
349,010		5.500%, due 06/15/34	391,765	0.0
223,998		5.500%, due 06/20/34	249,293	0.0
602,366		5.500%, due 06/20/34	676,052	0.1
301,506		5.500%, due 07/15/34	338,442	0.0
151,001		5.500%, due 07/20/34	169,779	0.0
458,934		5.500%, due 07/20/34	515,360	0.1
705,726		5.500%, due 08/15/34	792,182	0.1
311,043		5.500%, due 08/15/34	349,147	0.0
869,953		5.500%, due 08/15/34	976,527	0.1
2,825,546		5.500%, due 08/15/34	3,171,691	0.3
313,994		5.500%, due 08/20/34	349,452	0.0
313,195		5.500%, due 09/15/34	349,073	0.0
774,688		5.500%, due 09/15/34	869,591	0.1
1,517,436		5.500%, due 09/15/34	1,696,218	0.2
403,311		5.500%, due 09/15/34	452,719	0.0
547,894		5.500%, due 09/15/34	617,925	0.1
755,228		5.500%, due 10/15/34	847,748	0.1
183,011		5.500%, due 10/15/34	205,231	0.0
374,310		5.500%, due 10/15/34	419,580	0.0
100,515		5.500%, due 12/15/34	112,061	0.0
644,301		5.500%, due 01/15/35	720,412	0.1
439,231		5.500%, due 01/15/35	495,373	0.1
265,086		5.500%, due 01/20/35	295,161	0.0
725,179		5.500%, due 02/15/35	814,018	0.1
323,876		5.500%, due 03/15/35	361,192	0.0
481,160		5.500%, due 03/15/35	542,661	0.1
897,691		5.500%, due 03/15/35	1,005,139	0.1
621,822		5.500%, due 04/15/35	695,278	0.1
155,583		5.500%, due 04/15/35	173,505	0.0
510,395		5.500%, due 04/15/35	575,632	0.1
1,343,339		5.500%, due 05/15/35	1,515,043	0.1
1,296,533		5.500%, due 05/15/35	1,449,288	0.1
247,598		5.500%, due 05/15/35	276,123	0.0
599,928		5.500%, due 05/20/35	672,753	0.1
731,330		5.500%, due 06/15/35	824,808	0.1
294,761		5.500%, due 06/20/35	331,371	0.0
2,416,948		5.500%, due 07/15/35	2,708,506	0.2
1,880,973		5.500%, due 08/15/35	2,100,234	0.2
55,905		5.500%, due 08/20/35	62,648	0.0
763,926		5.500%, due 09/20/35	856,181	0.1
9,448,598		5.500%, due 12/16/35	11,578,661	1.0
2,439,723		5.500%, due 02/20/36	3,023,011	0.3
323,954		5.500%, due 04/15/36	360,931	0.0
446,360		5.500%, due 06/20/36	499,079	0.1
100,056		5.500%, due 11/15/36	111,411	0.0
3,929,103		5.500%, due 10/20/37	4,627,595	0.4
5,466,971		5.500%, due 11/20/37	6,365,826	0.6
331,255		5.500%, due 06/20/38	355,428	0.0
359,751		5.500%, due 08/20/38	386,003	0.0
641,015		5.500%, due 09/20/38	687,793	0.1
96,331		5.500%, due 10/20/38	103,360	0.0
1,332,783		5.500%, due 11/20/38	1,430,042	0.1
110,460		5.500%, due 12/20/38	118,520	0.0
687,373		5.500%, due 01/15/39	771,580	0.1
328,436		5.500%, due 01/15/39	366,362	0.0
346,789		5.500%, due 01/20/39	372,095	0.0
2,839,892		5.500%, due 03/20/39	3,047,131	0.3
231,224		5.500%, due 06/20/39	248,097	0.0
2,357,897		5.500%, due 09/16/39	2,950,405	0.3
219,040		5.500%, due 09/15/40	243,752	0.0
894,769		5.500%, due 09/15/40	997,673	0.1
1,413,807	^	5.500%, due 09/16/40	215,780	0.0
369,642		5.500%, due 10/15/40	411,258	0.0
428,377		5.600%, due 12/20/36	479,494	0.0
270,088		5.600%, due 12/20/36	301,650	0.0
114,118		5.600%, due 01/20/37	127,454	0.0
284,636		5.600%, due 01/20/37	317,898	0.0
109,356		5.600%, due 03/20/37	122,135	0.0
248,071		5.600%, due 04/20/37	277,060	0.0
86,321		5.600%, due 07/20/37	96,300	0.0
31,559		5.600%, due 10/20/37	35,207	0.0
93,905		5.600%, due 01/20/38	104,762	0.0
108,548		5.600%, due 02/20/38	121,097	0.0
80,477		5.600%, due 02/20/38	89,781	0.0
476,652		5.680%, due 05/15/47	502,549	0.1
168,215		5.750%, due 12/20/27	189,239	0.0
91,116		5.750%, due 02/20/28	102,504	0.0
111,846		5.750%, due 03/20/28	125,825	0.0
65,057		5.750%, due 03/20/28	70,728	0.0
175,321		5.750%, due 04/20/28	197,342	0.0
123,176		5.750%, due 07/20/28	136,800	0.0
57,000		5.750%, due 01/20/29	64,071	0.0
99,116		5.750%, due 04/20/29	111,504	0.0
376,330		5.750%, due 07/20/29	423,012	0.0
10,800,000		5.750%, due 07/20/38	12,223,418	1.1
8,014,321	^	5.832%, due 12/20/40	1,413,530	0.1
5,454,169		5.950%, due 02/15/44	5,937,147	0.5
1,792,601		5.970%, due 11/15/31	1,924,506	0.2
235,392		6.000%, due 01/20/24	258,148	0.0
357,924		6.000%, due 10/15/25	410,766	0.0
802,361		6.000%, due 04/15/26	911,665	0.1
242,879		6.000%, due 10/20/27	276,242	0.0
250,603		6.000%, due 07/15/28	284,743	0.0
54,128		6.000%, due 07/15/28	62,111	0.0
234,009		6.000%, due 08/15/28	268,520	0.0
224,188		6.000%, due 09/15/28	255,079	0.0
69,312		6.000%, due 09/15/28	79,534	0.0
141,486		6.000%, due 02/15/29	160,554	0.0
39,219		6.000%, due 04/15/29	44,929	0.0
832,765		6.000%, due 07/15/32	954,018	0.1
57,244		6.000%, due 08/15/32	65,347	0.0
188,075		6.000%, due 09/15/32	214,280	0.0
748,535		6.000%, due 11/15/32	854,483	0.1
580,616		6.000%, due 12/15/32	665,346	0.1
810,360		6.000%, due 01/15/33	926,831	0.1
2,312,922		6.000%, due 01/15/33	2,654,388	0.2
2,561,014		6.000%, due 01/15/33	2,939,107	0.3
148,914		6.000%, due 02/15/33	169,629	0.0
566,986		6.000%, due 03/15/33	650,692	0.1
212,431		6.000%, due 04/15/33	241,967	0.0
491,199		6.000%, due 05/15/33	562,105	0.1
261,898		6.000%, due 05/15/33	299,703	0.0
109,981		6.000%, due 09/15/33	125,273	0.0
263,977		6.000%, due 09/15/33	302,082	0.0
883,168		6.000%, due 09/15/33	1,010,104	0.1
75,677		6.000%, due 09/15/33	86,199	0.0
294,656		6.000%, due 10/15/33	335,626	0.0
187,208		6.000%, due 10/15/33	214,846	0.0
203,311		6.000%, due 10/15/33	232,088	0.0
243,294		6.000%, due 10/15/33	279,212	0.0
930,886		6.000%, due 12/15/33	1,062,644	0.1
1,688,249		6.000%, due 12/16/33	1,980,619	0.2

See Accompanying Notes to Financial Statements

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
366,475		6.000%, due 01/15/34	420,579	0.0
180,228		6.000%, due 01/20/34	204,825	0.0
1,801,541	^	6.000%, due 01/20/34	359,537	0.0
467,073		6.000%, due 02/20/34	530,817	0.1
1,059,154		6.000%, due 03/20/34	1,203,702	0.1
1,663,176		6.000%, due 03/20/34	2,109,987	0.2
321,060		6.000%, due 03/20/34	364,876	0.0
192,564		6.000%, due 03/20/34	218,844	0.0
127,530		6.000%, due 04/20/34	144,934	0.0
295,200		6.000%, due 05/20/34	335,488	0.0
495,213		6.000%, due 05/20/34	562,796	0.1
394,108		6.000%, due 06/20/34	447,894	0.0
38,119		6.000%, due 06/20/34	43,321	0.0
5,558,944		6.000%, due 07/20/34	6,317,598	0.6
233,800		6.000%, due 07/20/34	265,708	0.0
700,382		6.000%, due 08/20/34	795,966	0.1
445,276		6.000%, due 10/15/34	511,013	0.1
71,372		6.000%, due 10/20/34	81,113	0.0
420,623		6.000%, due 10/20/34	479,256	0.0
319,682		6.000%, due 10/20/34	363,311	0.0
320,780		6.000%, due 10/20/34	364,558	0.0
65,233		6.000%, due 10/20/34	73,782	0.0
484,709		6.000%, due 10/20/34	550,859	0.1
201,129		6.000%, due 10/20/34	228,578	0.0
90,938		6.000%, due 10/20/34	103,349	0.0
110,375		6.000%, due 11/20/34	125,438	0.0
431,477		6.000%, due 11/20/34	490,363	0.0
62,438		6.000%, due 11/20/34	70,959	0.0
294,998		6.000%, due 11/20/34	335,257	0.0
1,691,174		6.000%, due 11/20/34	1,921,976	0.2
2,026,840		6.000%, due 12/20/34	2,303,452	0.2
235,196		6.000%, due 12/20/34	267,295	0.0
494,556		6.000%, due 12/20/34	562,050	0.1
630,225		6.000%, due 12/20/34	716,234	0.1
206,432		6.000%, due 01/20/35	234,638	0.0
90,641		6.000%, due 01/20/35	103,026	0.0
198,878		6.000%, due 01/20/35	226,052	0.0
463,646		6.000%, due 02/20/35	526,996	0.1
238,868		6.000%, due 03/20/35	271,506	0.0
119,466		6.000%, due 03/20/35	135,789	0.0
152,831		6.000%, due 04/20/35	173,713	0.0
555,000		6.000%, due 04/20/36	679,158	0.1
209,562		6.000%, due 01/20/37	236,943	0.0
1,164,697		6.000%, due 03/15/37	1,316,810	0.1
7,589,000		6.000%, due 07/20/37	9,159,213	0.8
367,245		6.000%, due 09/20/37	416,200	0.0
3,474,099		6.000%, due 10/20/37	4,386,804	0.4
308,550		6.000%, due 12/20/37	348,865	0.0
1,871,989		6.000%, due 03/20/38	2,287,726	0.2
126,197		6.000%, due 05/20/38	138,834	0.0
550,338		6.000%, due 08/20/38	600,286	0.1
639,868		6.000%, due 09/20/38	697,941	0.1
887,273		6.000%, due 10/20/38	967,801	0.1
342,948		6.000%, due 11/15/38	390,524	0.0
441,366		6.000%, due 12/15/38	499,010	0.1
330,189		6.000%, due 12/15/38	374,963	0.0
1,972,949		6.000%, due 07/16/39	2,283,498	0.2
1,268,375		6.000%, due 08/15/39	1,444,333	0.1
1,656,554		6.000%, due 08/15/39	1,886,364	0.2
79,197		6.050%, due 06/15/38	89,540	0.0
279,738		6.050%, due 09/15/38	316,273	0.0
108,747		6.050%, due 10/15/38	122,950	0.0
132,505		6.090%, due 05/15/38	149,811	0.0
138,623		6.090%, due 06/15/38	156,727	0.0
188,588		6.090%, due 11/15/38	213,219	0.0
54,272		6.125%, due 02/15/39	61,360	0.0
155,738		6.125%, due 04/15/39	176,078	0.0
35,198,212	^	6.129%, due 04/16/39	4,690,757	0.4
304,065		6.250%, due 09/15/27	349,098	0.0
19,912		6.250%, due 03/15/28	22,848	0.0
16,815		6.250%, due 04/15/28	19,295	0.0
148,399		6.250%, due 09/15/29	170,006	0.0
5,948,120	^	6.279%, due 05/16/38	868,940	0.1
12,121,948	^	6.282%, due 09/20/37	1,532,311	0.1
15,511,711	^	6.282%, due 09/20/38	2,378,445	0.2
5,798,784		6.416%, due 04/20/37	6,633,719	0.6
272,337		6.490%, due 01/15/28	312,501	0.0
127,145		6.500%, due 07/20/29	148,508	0.0
94,033		6.500%, due 04/20/32	109,773	0.0
94,780		6.500%, due 07/20/32	110,704	0.0
125,258		6.500%, due 10/20/33	144,938	0.0
408,950		6.500%, due 11/15/33	474,685	0.0
106,865		6.500%, due 11/20/33	123,656	0.0
178,163		6.500%, due 02/20/34	206,193	0.0
145,199		6.500%, due 03/20/34	168,043	0.0
644,319		6.500%, due 08/20/34	747,222	0.1
209,719		6.500%, due 08/20/34	242,714	0.0
212,280		6.500%, due 08/20/34	245,677	0.0
123,625		6.500%, due 09/20/34	143,074	0.0
89,626		6.500%, due 09/20/34	103,727	0.0
7,233		6.500%, due 09/20/34	8,371	0.0
341,184		6.500%, due 10/20/34	394,862	0.0
187,616		6.500%, due 11/20/34	217,133	0.0
152,748		6.500%, due 12/20/34	176,780	0.0
278,155		6.500%, due 12/20/34	321,917	0.0
110,762		6.500%, due 03/20/35	128,137	0.0
452,323		6.500%, due 05/15/36	542,373	0.1
286,583		6.500%, due 09/15/36	337,595	0.0
215,534		6.500%, due 05/20/38	240,426	0.0
1,995,667		6.500%, due 09/16/38	2,348,891	0.2
3,559,675		6.500%, due 01/20/39	4,104,353	0.4
3,992		6.750%, due 08/15/28	4,753	0.0
71,664		6.750%, due 10/15/28	85,338	0.0
134,683		6.750%, due 10/15/28	160,381	0.0
729,946		7.000%, due 05/16/32	837,391	0.1
113,629		7.000%, due 06/20/34	133,415	0.0
341,393		7.000%, due 09/20/34	400,839	0.0
59,783		7.000%, due 09/20/34	70,193	0.0
134,081		7.000%, due 08/20/36	157,039	0.0
4,838,303		7.000%, due 10/20/38	5,595,454	0.5
6,182,840		7.200%, due 03/15/39	6,636,358	0.6
21,177		7.250%, due 01/15/29	25,610	0.0
4,087,812	^	7.279%, due 05/16/31	842,894	0.1
3,971,504		7.350%, due 03/15/43	4,258,822	0.4
2,294,426	^	7.379%, due 10/16/29	499,715	0.1
37,788		7.500%, due 08/20/27	45,777	0.0
2,739,168		7.500%, due 02/20/34	2,948,903	0.3
751,872		7.500%, due 10/15/38	932,292	0.1
1,095,176		7.500%, due 08/20/39	1,475,748	0.1
16,444		7.800%, due 05/15/19	16,532	0.0
3,102		8.000%, due 03/20/24	3,118	0.0
25,294		8.000%, due 11/15/25	30,768	0.0
46,910		8.000%, due 07/15/26	57,124	0.0
16,687		8.000%, due 07/15/26	20,414	0.0
101,815		8.000%, due 09/15/26	123,781	0.0
28,719		8.000%, due 09/20/26	36,040	0.0
23,219		8.000%, due 12/15/26	28,484	0.0
13,740		8.000%, due 04/15/27	16,841	0.0
6,948		8.000%, due 06/15/27	6,987	0.0
44,446		8.000%, due 07/15/27	51,378	0.0
13,856		8.000%, due 03/15/28	14,117	0.0
23,389		8.050%, due 07/15/19	23,519	0.0
189,627		8.782%, due 04/20/34	206,862	0.0
22,189		9.000%, due 05/15/16	22,327	0.0
4,075		9.000%, due 07/15/16	4,100	0.0
4,628		9.500%, due 11/15/21	5,166	0.0
2,134,524		13.859%, due 09/16/31	2,707,913	0.2
109,897		15.563%, due 01/20/32	143,029	0.0

See Accompanying Notes to Financial Statements

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
327,202		19.550%, due 09/20/37		464,141	0.0
640,006		20.338%, due 02/16/32		939,729	0.1
718,874		24.491%, due 04/16/37		1,057,759	0.1
			991,018,986		85.6

	Total U.S. Government Agency Obligations
	(Cost $1,072,870,497)		1,121,633,631		96.9

U.S. TREASURY OBLIGATIONS: 2.2%
		U.S. Treasury Bonds: 0.5%
5,500,000		3.000%, due 05/15/42		5,712,267	0.5

		U.S. Treasury Notes: 1.7%
20,000,000		1.625%, due 08/15/22		19,987,500	1.7

	Total U.S. Treasury Obligations
	(Cost $25,663,759)		25,699,767		2.2

	Total Investments in Securities (Cost $1,099,551,232)		$ 1,148,386,733		99.2
	Assets in Excess of Other Liabilities		9,654,864		0.8
	Net Assets		$ 1,158,041,597		100.0

†	Unless otherwise indicated, principal amount is shown in USD.
##	On September 7, 2008, the Federal Housing Finance Agency placed the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation into conservatorship and the U.S. Treasury guaranteed the debt issued by those organizations.
W	Settlement is on a when-issued or delayed-delivery basis.
^	Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.

	Cost for federal income tax purposes is $1,101,451,339.
	Net unrealized appreciation consists of:
	Gross Unrealized Appreciation	$50,271,600
	Gross Unrealized Depreciation	(3,336,206)
	Net Unrealized Appreciation	$46,935,394

Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of September 30, 2012 in valuing the assets and liabilities:

		Quoted Prices in Active Markets for Identical Investments (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Asset Table
Investments, at fair value
Collateralized Mortgage Obligations	$	—	$	1,053,335	$	—	$	1,053,335
U.S. Government Agency Obligations		—		1,121,633,631		—		1,121,633,631
U.S. Treasury Obligations		—		25,699,767		—		25,699,767
Total Investments, at fair value	$	—	$	1,148,386,733	$	—	$	1,148,386,733

See Accompanying Notes to Financial Statements

ING GNMA INCOME FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

	Quoted Prices in Active Markets for Identical Investments (Level 1)			Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Other Financial Instruments+
Futures		114,723			—		—		114,723
Total Assets	$	114,723		$	1,148,386,733	$	—	$	1,148,501,456
Liabilities Table
Other Financial Instruments+
Futures	$	(611,426	)	$	—	$	—	$	(611,426	)
Total Liabilities	$	(611,426	)	$	—	$	—	$	(611,426	)

^	See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+	Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, equity forwards, futures, swaps, and written options. Forward foreign currency contracts, equity forwards and futures are valued at the unrealized gain (loss) on the instrument. Swaps and written options are valued at the fair value of the instrument.
	There were no transfers in or out of Levels 1, 2 or 3 of the fair value hierarchy during the six months ended September 30, 2012.

ING GNMA Income Fund Open Futures Contracts on September 30, 2012:
Contract Description	Number of Contracts			Expiration Date		Notional Value			Unrealized Appreciation/ (Depreciation)
Short Contracts
U.S. Treasury 10-Year Note		(638	)		12/19/12	$	(85,163,034	)	$	(489,731	)
U.S. Treasury 5-Year Note		(228	)		12/31/12		(28,416,281	)		(121,695	)
U.S. Treasury Long Bond		(242	)		12/19/12		(36,148,750	)		114,723
						$	(149,728,065	)	$	(496,703	)

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED)

Principal Amount†			Value	Percentage of Net Assets
CORPORATE BONDS/NOTES: 94.3%
		Consumer Discretionary: 26.6%
355,000		Affinia Group, Inc., 9.000%, 11/30/14	358,550	0.2
195,000	#	Affinia Group, Inc., 10.750%, 08/15/16	211,819	0.1
585,000	#	Affinity Gaming LLC/Affinity Gaming Finance Corp., 9.000%, 05/15/18	609,862	0.4
370,000		Allbritton Communications Co., 8.000%, 05/15/18	404,225	0.3
950,000		AMC Entertainment, Inc., 9.750%, 12/01/20	1,074,687	0.7
34,782	#	American Media, Inc., 13.500%, 06/15/18	32,346	0.0
360,000		Ameristar Casinos, Inc., 7.500%, 04/15/21	388,800	0.2
90,000		Asbury Automotive Group, Inc., 8.375%, 11/15/20	99,675	0.1
665,000	#	Block Communications, Inc., 7.250%, 02/01/20	709,887	0.5
310,000	#	Boyd Gaming Corp., 9.000%, 07/01/20	317,750	0.2
500,000	#	Bresnan Broadband Holdings LLC, 8.000%, 12/15/18	548,750	0.3
581,000		Burlington Coat Factory Warehouse Corp., 10.000%, 02/15/19	645,636	0.4
970,000		Cablevision Systems Corp., 7.750%, 04/15/18	1,079,125	0.7
1,000,000	#	Caesars Operating Escrow LLC / Caesars Escrow Corp., 8.500%, 02/15/20	1,002,500	0.6
535,000	#	Carlson Wagonlit BV, 6.875%, 06/15/19	564,425	0.4
400,000		CCO Holdings LLC / CCO Holdings Capital Corp., 6.500%, 04/30/21	430,000	0.3
460,000		CCO Holdings LLC / CCO Holdings Capital Corp., 7.250%, 10/30/17	503,700	0.3
565,000	#	Cequel Communications Holdings I, LLC and Cequel Capital Corp., 8.625%, 11/15/17	605,962	0.4
153,850	&	Ceridian Corp., 12.250%, 11/15/15	153,850	0.1
550,000		Chrysler Group LLC/CG Co-Issuer, Inc., 8.250%, 06/15/21	588,500	0.4
450,000		Chrysler Group LLC/CG Co-Issuer, Inc., 8.000%, 06/15/19	479,250	0.3
120,000		Cinemark USA, Inc., 7.375%, 06/15/21	134,100	0.1
185,000		CityCenter Holdings LLC / CityCenter Finance Corp., 7.625%, 01/15/16	198,412	0.1
588,533	&	CityCenter Holdings LLC / CityCenter Finance Corp., 10.750%, 01/15/17	631,202	0.4
388,000		Clear Channel Communications, Inc., 9.000%, 03/01/21	347,260	0.2
105,000		Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20	101,325	0.1
1,030,000		Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20	1,009,400	0.6
785,000		Cumulus Media Holdings, Inc., 7.750%, 05/01/19	767,338	0.5
430,000		DineEquity, Inc., 9.500%, 10/30/18	486,975	0.3
500,000	#	DISH DBS Corp., 5.875%, 07/15/22	515,000	0.3
480,000		DISH DBS Corp., 7.875%, 09/01/19	560,400	0.4
578,000		Emergency Medical Services Corp., 8.125%, 06/01/19	615,570	0.4
200,000	#	Gray Television, Inc., 7.500%, 10/01/20	200,000	0.1
695,000		Gray Television, Inc., 10.500%, 06/29/15	756,681	0.5
600,000		Harrah's Operating Co., Inc., 10.000%, 12/15/18	396,000	0.2
825,000	#	Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20	895,125	0.6
300,000	#	Isle of Capri Casinos, Inc., 8.875%, 06/15/20	317,250	0.2
500,000	#	Jaguar Holding Co. II / Jaguar Merger Sub, Inc., 9.500%, 12/01/19	563,750	0.4
400,000	#	K Hovnanian Enterprises, Inc., 7.250%, 10/15/20	411,000	0.3
400,000	#	K Hovnanian Enterprises, Inc., 9.125%, 11/15/20	403,500	0.3
250,000		KB Home, 5.875%, 01/15/15	259,688	0.2
750,000		KB Home, 6.250%, 06/15/15	783,750	0.5
550,000		KB Home, 8.000%, 03/15/20	610,500	0.4
500,000	#	Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23	502,500	0.3
200,000		Mediacom LLC / Mediacom Capital Corp., 7.250%, 02/15/22	215,500	0.1

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
285,000		Mediacom LLC / Mediacom Capital Corp., 9.125%, 08/15/19		316,350	0.2
125,000		Meritage Homes Corp., 7.000%, 04/01/22		134,375	0.1
720,000	#	Meritage Homes Corp., 7.731%, 04/30/17		745,200	0.5
500,000		MGM Mirage, 7.500%, 06/01/16		537,500	0.3
750,000		MGM Resorts International, 7.750%, 03/15/22		787,500	0.5
500,000	#	MGM Resorts International, 8.625%, 02/01/19		547,500	0.3
261,000	+	Michaels Stores, Inc., 13.000%, 11/01/16		274,705	0.2
750,000		NCL Corp. Ltd., 9.500%, 11/15/18		834,375	0.5
795,000	#	Needle, 8.125%, 03/15/19		814,875	0.5
485,000		New Albertsons, Inc., 7.450%, 08/01/29		272,812	0.2
404,996	&	Nexstar Broadcasting, Inc., 7.000%, 01/15/14		407,527	0.3
175,000		Nexstar Broadcasting, Inc. / Mission Broadcasting, Inc., 8.875%, 04/15/17		191,188	0.1
400,000	#	Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20		399,500	0.3
750,000	#	Nord Anglia Education UK Holdings PLC, 10.250%, 04/01/17		813,750	0.5
425,000		NPC International, Inc. / NPC Operating Co. A, Inc. / NPC Operating Co. B, Inc., 10.500%, 01/15/20		490,875	0.3
865,000	#	Number Merger Sub, Inc., 11.000%, 12/15/19		975,288	0.6
150,000	#	Pantry, Inc./The, 8.375%, 08/01/20		154,125	0.1
475,000	#	PC Merger Sub, Inc., 8.875%, 08/01/20		508,250	0.3
400,000	#	Penske Automotive Group, Inc., 5.750%, 10/01/22		412,000	0.3
500,000		PulteGroup, Inc., 7.875%, 06/15/32		522,500	0.3
145,000		Ryland Group, Inc./The, 5.375%, 10/01/22		145,725	0.1
750,000	#	Sabre, Inc., 8.500%, 05/15/19		772,500	0.5
250,000		Sally Holdings LLC / Sally Capital, Inc., 5.750%, 06/01/22		267,500	0.2
520,000		Scientific Games Corp., 8.125%, 09/15/18		570,700	0.4
577,000	#	Seminole Indian Tribe of Florida, 7.750%, 10/01/17		636,143	0.4
300,000		ServiceMaster Co/TN, 8.000%, 02/15/20		319,500	0.2
200,000	#	Sonic Automotive, Inc., 7.000%, 07/15/22		215,000	0.1
300,000		Sonic Automotive, Inc., 9.000%, 03/15/18		329,250	0.2
600,000		Standard Pacific Corp., 8.375%, 01/15/21		687,750	0.4
290,000		Star Gas Partners L.P./Star Gas Finance Co., 8.875%, 12/01/17		295,800	0.2
570,000	#	Starz LLC / Starz Finance Corp., 5.000%, 09/15/19		585,675	0.4
99,000		Tomkins LLC / Tomkins, Inc., 9.000%, 10/01/18		110,880	0.1
430,000		Toys R Us Property Co. II LLC, 8.500%, 12/01/17		465,475	0.3
165,000	#	UR Financing Escrow Corp., 5.750%, 07/15/18		174,694	0.1
285,000	#	UR Financing Escrow Corp., 7.375%, 05/15/20		307,088	0.2
285,000	#	UR Financing Escrow Corp., 7.625%, 04/15/22		312,788	0.2
410,000		Visant Corp., 10.000%, 10/01/17		407,950	0.3
750,000	#	Wolverine Healthcare Analytics, 10.625%, 06/01/20		806,250	0.5
600,000	#	Wolverine World Wide, Inc., 6.125%, 10/15/20		621,000	0.4
790,000	#	XM Satellite Radio, Inc., 7.625%, 11/01/18		876,900	0.6
			41,540,288		26.6

		Consumer Staples: 4.6%
615,000	#	American Rock Salt Co. LLC/American Rock Capital Corp., 8.250%, 05/01/18		561,187	0.4
445,000		Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 9.625%, 03/15/18		496,175	0.3
485,000		Cott Beverages, Inc., 8.375%, 11/15/17		534,106	0.3
285,000		Darling International, Inc., 8.500%, 12/15/18		325,969	0.2
645,000		Eliz Arden, 7.375%, 03/15/21		725,625	0.5
500,000		Hertz Corp./The, 6.750%, 04/15/19		530,000	0.3
450,000	#	JBS USA LLC/JBS USA Finance, Inc., 7.250%, 06/01/21		425,250	0.3
545,000	#	Neff Rental LLC/Neff Finance Corp., 9.625%, 05/15/16		554,537	0.4
355,000		Prestige Brands, Inc., 8.125%, 02/01/20		397,600	0.3
500,000		Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 8.250%, 02/15/21		498,750	0.3

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
750,000		Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 9.875%, 08/15/19		801,563	0.5
240,000	#	Rite Aid Corp., 6.875%, 12/15/28		196,800	0.1
250,000		Rite Aid Corp., 9.250%, 03/15/20		257,500	0.2
190,000		RSC Equipment Rental, Inc./RSC Holdings III LLC, 8.250%, 02/01/21		209,475	0.1
420,000		ServiceMaster Co/The, 7.450%, 08/15/27		351,750	0.2
335,000		Smithfield Foods, Inc., 6.625%, 08/15/22		348,400	0.2
			7,214,687		4.6

		Energy: 14.5%
250,000		Alpha Natural Resources, Inc., 6.250%, 06/01/21		209,375	0.1
555,000		Alta Mesa Holdings / Alta Mesa Finance Services Corp., 9.625%, 10/15/18		557,775	0.4
385,000		Arch Coal, Inc., 7.250%, 06/15/21		323,400	0.2
295,000	#	Atlas Pipeline Partners L.P. / Atlas Pipeline Finance Corp., 6.625%, 10/01/20		300,900	0.2
305,000		Berry Petroleum Co., 6.375%, 09/15/22		322,537	0.2
421,000		Berry Petroleum Co., 10.250%, 06/01/14		473,099	0.3
500,000	#	BreitBurn Energy Partners L.P. / BreitBurn Finance Corp., 7.875%, 04/15/22		520,000	0.3
175,000		Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.375%, 05/01/19		189,000	0.1
325,000		Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.375%, 05/01/19		351,000	0.2
400,000	#	Calumet Specialty Products Partners L.P./Calumet Finance Corp., 9.625%, 08/01/20		433,000	0.3
500,000	#	Chaparral Energy, Inc., 7.625%, 11/15/22		527,500	0.3
145,000		Chaparral Energy, Inc., 8.250%, 09/01/21		157,325	0.1
205,000		Chaparral Energy, Inc., 9.875%, 10/01/20		232,675	0.2
200,000		Chesapeake Energy Corp., 6.625%, 08/15/20		207,250	0.1
505,000	#	Chesapeake Oilfield Operating LLC/Chesapeake Oilfield Finance, Inc., 6.625%, 11/15/19		487,325	0.3
325,000		Chesapeake Energy Corp., 6.125%, 02/15/21		329,062	0.2
500,000		Cimarex Energy Co., 5.875%, 05/01/22		530,000	0.3
535,000		Clayton Williams Energy, Inc., 7.750%, 04/01/19		536,338	0.4
365,000		Concho Resources, Inc./Midland TX, 7.000%, 01/15/21		410,625	0.3
500,000		Crosstex Energy L.P. / Crosstex Energy Finance Corp., 8.875%, 02/15/18		535,937	0.3
405,000		Eagle Rock Energy Partners L.P. / Eagle Rock Energy Finance Corp., 8.375%, 06/01/19		399,937	0.3
260,000	#	Eagle Rock Energy Partners L.P. / Eagle Rock Energy Finance Corp., 8.375%, 06/01/19		256,750	0.2
625,000		El Paso Corp., 7.250%, 06/01/18		722,998	0.5
250,000		Energy Transfer Equity L.P., 7.500%, 10/15/20		285,000	0.2
385,000		Energy XXI Gulf Coast, Inc., 9.250%, 12/15/17		434,087	0.3
200,000	#	Hiland Partners L.P. / Hiland Partners Finance Corp., 7.250%, 10/01/20		208,250	0.1
875,000	#	Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20		977,813	0.6
300,000		Laredo Petroleum, Inc., 7.375%, 05/01/22		325,500	0.2
545,000	#	Linn Energy LLC/Linn Energy Finance Corp., 6.250%, 11/01/19		542,956	0.4
275,000		Linn Energy LLC/Linn Energy Finance Corp., 7.750%, 02/01/21		292,188	0.2
300,000		MarkWest Energy Partners L.P. / MarkWest Energy Finance Corp., 6.500%, 08/15/21		323,250	0.2
230,000		McMoRan Exploration Co., 11.875%, 11/15/14		243,225	0.2
160,000	#	Meg Energy, 6.500%, 03/15/21		172,000	0.1
500,000	#	Midstates Petroleum Co., Inc. / Midstates Petroleum Co. LLC, 10.750%, 10/01/20		523,750	0.3
325,000	#	NFR Energy LLC/NFR Energy Finance Corp., 9.750%, 02/15/17		299,000	0.2
800,000		Northern Oil and Gas, Inc., 8.000%, 06/01/20		828,000	0.5

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
215,000		Oasis Petroleum, Inc., 6.500%, 11/01/21		227,900	0.2
655,000		Oasis Petroleum, Inc., 7.250%, 02/01/19		705,763	0.5
295,000	#	PDC Energy, Inc., 7.750%, 10/15/22		295,000	0.2
800,000	#	PetroBakken Energy Ltd., 8.625%, 02/01/20		834,000	0.5
750,000		Plains Exploration & Production Co., 6.125%, 06/15/19		759,375	0.5
200,000		Plains Exploration & Production Co., 6.625%, 05/01/21		204,000	0.1
450,000	#	QR Energy L.P. / QRE Finance Corp., 9.250%, 08/01/20		461,250	0.3
200,000		Range Resources Corp., 5.750%, 06/01/21		216,000	0.1
90,000		Range Resources Corp., 5.000%, 08/15/22		95,063	0.1
605,000	#	Resolute Energy Corp., 8.500%, 05/01/20		622,394	0.4
400,000	#	SandRidge Energy, Inc., 7.500%, 02/15/23		413,000	0.3
200,000	#	SandRidge Energy, Inc., 7.500%, 03/15/21		207,000	0.1
600,000	#	SM Energy Co., 6.500%, 01/01/23		630,750	0.4
270,000		Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 02/01/21		294,300	0.2
800,000		Vanguard Natural Resources, LLC, 7.875%, 04/01/20		807,000	0.5
75,000		Venoco, Inc., 8.875%, 02/15/19		65,625	0.0
719,000		W&T Offshore, Inc., 8.500%, 06/15/19		787,305	0.5
480,000		Westmoreland Coal Co/Westmoreland Partners, 10.750%, 02/01/18		468,000	0.3
			22,562,552		14.5

		Financials: 9.8%
735,000		Ally Financial, Inc., 8.000%, 03/15/20		863,625	0.6
455,000		Ally Financial, Inc., 8.300%, 02/12/15		505,050	0.3
540,000		American General Finance Corp., 5.400%, 12/01/15		487,685	0.3
750,000	#	Ashtead Capital, 6.500%, 07/05/22		790,312	0.5
200,000	#	Boyd Acquisition Sub LLC/Boyd Acquisition Finance Corp., 8.375%, 02/15/18		209,000	0.1
520,000		CIT Group, Inc., 4.250%, 08/15/17		542,364	0.4
500,000		CIT Group, Inc., 5.250%, 03/15/18		538,750	0.3
250,000		CIT Group, Inc., 5.375%, 05/15/20		271,875	0.2
250,000		CIT Group, Inc., 5.000%, 05/15/17		268,125	0.2
310,000		CIT Group, Inc., 5.000%, 08/15/22		324,155	0.2
290,000	#	CIT Group, Inc., 6.625%, 04/01/18		330,600	0.2
500,000	#	CNG Holdings, Inc./OH, 9.375%, 05/15/20		516,250	0.3
402,000		Felcor Lodging L.P., 10.000%, 10/01/14		463,305	0.3
500,000		Fifth Third Capital Trust IV, 6.500%, 04/15/37		503,125	0.3
695,000		Ford Motor Credit Co., LLC, 8.125%, 01/15/20		875,933	0.6
500,000		Ford Motor Credit Co. LLC, 5.000%, 05/15/18		547,246	0.4
515,000		International Lease Finance Corp., 5.875%, 08/15/22		533,135	0.3
210,000		International Lease Finance Corp., 6.250%, 05/15/19		226,800	0.1
470,000		International Lease Finance Corp., 8.250%, 12/15/20		560,475	0.4
710,000		Kemet Corp., 10.500%, 05/01/18		724,200	0.5
1,000,000		Nufarm Australia Limited, 6.375%, 10/15/19		1,000,000	0.6
500,000	#	Realogy Corp., 7.625%, 01/15/20		553,750	0.4
520,000	#	Realogy Corp., 7.875%, 02/15/19		548,600	0.4
500,000		Regions Bank/Birmingham AL, 6.450%, 06/26/37		512,500	0.3
500,000	#	Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 9.500%, 06/15/19		533,750	0.3
750,000	#	Serta Simmons Holdings LLC, 8.125%, 10/01/20		748,125	0.5
750,000		Shea Homes L.P. / Shea Homes Funding Corp., 8.625%, 05/15/19		840,000	0.5
145,000		Springleaf Finance Corp., 6.900%, 12/15/17		123,975	0.1
260,000		Tops Holding Corp. / Tops Markets LLC, 10.125%, 10/15/15		275,275	0.2
			15,217,985		9.8

		Health Care: 11.3%
171,000		Biomet, Inc., 11.625%, 10/15/17		182,329	0.1
600,000	#	Biomet, Inc., 6.500%, 10/01/20		591,000	0.4
475,000	#	Biomet, Inc., 6.500%, 08/01/20		493,406	0.3
495,000	#,&	CDRT Holding Corp., 9.250%, 10/01/17		480,150	0.3

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
600,000		CHS/Community Health Systems, Inc., 5.125%, 08/15/18		624,000	0.4
190,000		CHS/Community Health Systems, Inc., 7.125%, 07/15/20		202,944	0.1
250,000		CHS/Community Health Systems, Inc., 8.000%, 11/15/19		275,625	0.2
145,000		DaVita, Inc., 6.375%, 11/01/18		155,150	0.1
595,000		DaVita, Inc., 6.625%, 11/01/20		638,881	0.4
455,000		Gentiva Health Services, Inc., 11.500%, 09/01/18		431,681	0.3
650,000		Grifols, Inc., 8.250%, 02/01/18		721,500	0.5
655,000		HCA Holdings, Inc., 7.750%, 05/15/21		717,225	0.5
360,000		HCA, Inc., 7.250%, 09/15/20		405,000	0.2
800,000		HCA, Inc., 7.500%, 02/15/22		910,000	0.6
105,000		HCA, Inc., 7.875%, 02/15/20		118,519	0.1
245,000	#	Health Management Associates, Inc., 7.375%, 01/15/20		267,050	0.2
385,000		Healthsouth Corp., 7.250%, 10/01/18		418,687	0.3
260,000		Healthsouth Corp., 8.125%, 02/15/20		289,900	0.2
400,000	#	Hologic, Inc., 6.250%, 08/01/20		426,000	0.3
625,000		IASIS Healthcare LLC / IASIS Capital Corp., 8.375%, 05/15/19		600,000	0.4
480,000		Immucor, Inc., 11.125%, 08/15/19		544,800	0.3
420,000		MedAssets, Inc., 8.000%, 11/15/18		459,900	0.3
500,000	#	Mylan, Inc., 6.000%, 11/15/18		532,500	0.3
370,000		Omnicare, Inc., 7.750%, 06/01/20		408,850	0.3
750,000	#	Physio-Control International, Inc., 9.875%, 01/15/19		825,000	0.5
400,000		PSS World Medical, Inc., 6.375%, 03/01/22		427,500	0.3
455,000		Radnet Management, Inc., 10.375%, 04/01/18		461,825	0.3
38,000		Select Medical Corp., 7.625%, 02/01/15		38,570	0.0
650,000		Select Medical Holdings Corp., 6.429%, 09/15/15		651,625	0.4
280,000	#	STHI Holding Corp., 8.000%, 03/15/18		299,600	0.2
420,000		Tenet Healthcare Corp., 8.000%, 08/01/20		453,075	0.3
395,000		Tenet Healthcare Corp., 6.250%, 11/01/18		437,462	0.3
225,000	X	U.S. Oncology Escrow, 87.500%, 12/31/49		–	–
500,000	#	Universal Hospital Services, Inc., 7.625%, 08/15/20		522,500	0.3
675,000	#	USPI Finance Corp., 9.000%, 04/01/20		735,750	0.5
500,000	#	Valeant Pharmaceuticals International, 7.250%, 07/15/22		529,375	0.3
525,000	#	Valeant Pharmaceuticals International, 6.750%, 08/15/21		547,313	0.3
300,000		Vanguard Health Holding Co. II LLC / Vanguard Holding Co. II, Inc., 7.750%, 02/01/19		320,625	0.2
12,000	Z	Vanguard Health Systems, Inc., 02/01/16		8,520	0.0
490,000	#	VPI Escrow Corp., 6.375%, 10/15/20		502,250	0.3
			17,656,087		11.3

		Industrials: 6.4%
200,000	#	ADS Waste Holdings, Inc., 8.250%, 10/01/20		204,500	0.1
455,000	#	Amsted Industries, Inc., 8.125%, 03/15/18		493,675	0.3
665,000		Anixter, Inc., 5.625%, 05/01/19		698,250	0.5
250,000	#	Ardagh Packaging Finance PLC / Ardagh MP Holdings USA, Inc., 9.125%, 10/15/20		265,625	0.2
185,000		Atkore International, Inc., 9.875%, 01/01/18		180,837	0.1
600,000	#	Belden, Inc., 5.500%, 09/01/22		616,500	0.4
280,000		Coleman Cable, Inc., 9.000%, 02/15/18		299,600	0.2
670,000		Covanta Holding Corp., 7.250%, 12/01/20		746,348	0.5
360,000		Ducommun, Inc., 9.750%, 07/15/18		381,600	0.2
605,000		Florida East Coast Railway Corp., 8.125%, 02/01/17		639,788	0.4
245,000	#	General Cable Corp., 5.750%, 10/01/22		249,900	0.2
600,000	#	H&E Equipment Services, Inc., 7.000%, 09/01/22		625,500	0.4
110,000		Interface, Inc., 7.625%, 12/01/18		119,900	0.1
320,000		Iron Mountain, Inc., 8.000%, 06/15/20		342,000	0.2
500,000	#,&	Isabelle Acquisition Sub, Inc., 10.000%, 11/15/18		544,375	0.4
880,000	#	JM Huber Corp., 9.875%, 11/01/19		992,200	0.6
130,000		Koppers, Inc., 7.875%, 12/01/19		143,325	0.1
509,000		Martin Midstream Partners L.P. / Martin Midstream Finance Corp., 8.875%, 04/01/18		536,995	0.3

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
285,000	#	Mcron Finance Sub LLC / Mcron Finance Corp., 8.375%, 05/15/19		294,975	0.2
500,000		Monitronics International, Inc., 9.125%, 04/01/20		522,500	0.3
370,000		Polymer Group, Inc., 7.750%, 02/01/19		395,900	0.3
375,000		Severstal, 10.250%, 02/15/18		376,875	0.2
310,000		SPX Corp., 6.875%, 09/01/17		347,975	0.2
			10,019,143		6.4

		Information Technology: 5.4%
605,000		Aspect Software, Inc., 10.625%, 05/15/17		624,662	0.4
400,000	#	Audatex North America, Inc., 6.750%, 06/15/18		429,000	0.3
425,000		CDW LLC / CDW Finance Corp., 8.500%, 04/01/19		464,312	0.3
250,000		CDW LLC / CDW Finance Corp., 12.535%, 10/12/17		268,125	0.2
545,000	#	Emdeon, Inc., 11.000%, 12/31/19		621,300	0.4
750,000		Epicor Software Corp., 8.625%, 05/01/19		795,000	0.5
800,000	#	First Data Corp., 6.750%, 11/01/20		799,000	0.5
145,000	#	First Data Corp., 8.250%, 01/15/21		145,363	0.1
146,000	#,&	First Data Corp., 8.750%, 01/15/22		147,825	0.1
17,000		First Data Corp., 9.875%, 09/24/15		17,425	0.0
18,684	&	First Data Corp., 10.550%, 09/24/15		19,221	0.0
445,000		First Data Corp., 11.250%, 03/31/16		433,875	0.3
505,000		Freescale Semiconductor, Inc., 8.050%, 02/01/20		499,950	0.3
355,000	#	Lawson Software, Inc., 9.375%, 04/01/19		395,825	0.2
500,000	#	Lawson Software, Inc., 11.500%, 07/15/18		572,500	0.4
365,000	#	NCR Corp., 5.000%, 07/15/22		370,475	0.2
250,000		Seagate HDD Cayman, 6.875%, 05/01/20		267,813	0.2
35,000		Seagate HDD Cayman, 7.750%, 12/15/18		38,850	0.0
525,000		SSI Investments II/SSI Co-Issuer LLC, 11.125%, 06/01/18		595,875	0.4
395,000		SunGard Data Systems, Inc., 7.375%, 11/15/18		425,613	0.3
155,000		SunGard Data Systems, Inc., 7.625%, 11/15/20		168,950	0.1
300,000		Unisys Corp., 6.250%, 08/15/17		315,000	0.2
			8,415,959		5.4

		Materials: 7.3%
500,000		AK Steel Corp., 8.375%, 04/01/22		430,000	0.3
200,000	#	Ardagh Packaging Finance Plc, 7.375%, 10/15/17		215,500	0.1
85,000		Berry Plastics Holding Corp., 10.250%, 03/01/16		88,612	0.1
165,000	#	Building Materials Corp. of America, 6.750%, 05/01/21		181,087	0.1
185,000	#	Building Materials Corp. of America, 7.500%, 03/15/20		203,500	0.1
220,000		Chemtura Corp., 7.875%, 09/01/18		240,350	0.2
500,000	#	Consolidated Container Co. LLC/Consolidated Container Capital, Inc., 10.125%, 07/15/20		535,000	0.3
230,000		Ferro Corp., 7.875%, 08/15/18		223,100	0.1
250,000	#	FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17		233,750	0.2
250,000		Hexion US Finance Corp., 6.625%, 04/15/20		255,625	0.2
190,000		Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 9.000%, 11/15/20		170,525	0.1
350,000	#	Ineos Finance PLC, 8.375%, 02/15/19		369,688	0.2
500,000	#	Ineos Group Holdings PLC, 8.500%, 02/15/16		475,000	0.3
330,000	#	JMC Steel Group, 8.250%, 03/15/18		338,250	0.2
370,000		Kraton Polymers LLC/Kraton Polymers Capital Corp., 6.750%, 03/01/19		382,950	0.2
1,000,000		Lender Process Services, 5.750%, 04/15/23		987,500	0.6
410,000	#	Longview Fibre Paper & Packaging, Inc., 8.000%, 06/01/16		429,475	0.3
400,000		Louisiana-Pacific Corp., 7.500%, 06/01/20		447,500	0.3
640,000		LyondellBasell Industries NV, 6.000%, 11/15/21		732,800	0.5
110,000		Momentive Performance Materials, Inc., 9.000%, 01/15/21		80,300	0.1
500,000	#	New Gold, Inc., 7.000%, 04/15/20		532,500	0.3
460,000		Omnova Solutions, Inc., 7.875%, 11/01/18		466,900	0.3
400,000	#	PH Glatfelter Co., 5.375%, 10/15/20		406,000	0.3
290,000	#	Plastipak Holdings, Inc., 10.625%, 08/15/19		333,500	0.2
275,000		PolyOne Corp., 7.375%, 09/15/20		299,063	0.2

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
307,000	#	Rain CII Carbon LLC and CII Carbon Corp., 8.000%, 12/01/18		314,675	0.2
750,000	#	Roofing Supply Group LLC / Roofing Supply Finance, Inc., 10.000%, 06/01/20		821,250	0.5
390,000		SunCoke Energy, Inc., 7.625%, 08/01/19		397,800	0.3
750,000		Taseko Mines Ltd., 7.750%, 04/15/19		721,875	0.5
			11,314,075		7.3

		Telecommunication Services: 6.0%
220,000		Cincinnati Bell, Inc., 8.375%, 10/15/20		237,600	0.2
200,000		Cincinnati Bell, Inc., 8.750%, 03/15/18		204,000	0.1
310,000		Cricket Communications, Inc., 7.750%, 05/15/16		328,600	0.2
310,000		Frontier Communications Corp., 8.500%, 04/15/20		351,850	0.2
200,000		Frontier Communications Corp., 8.250%, 04/15/17		228,000	0.1
400,000		Intelsat Bermuda Ltd., 11.250%, 02/04/17		424,500	0.3
131,375	&	Intelsat Bermuda Ltd., 11.500%, 02/04/17		139,750	0.1
250,000	#,&	Intelsat Bermuda Ltd., 11.500%, 02/04/17		265,937	0.2
500,000	#	Intelsat Jackson Holdings SA, 7.250%, 10/15/20		540,000	0.3
240,000		Intelsat Jackson Holdings SA, 7.500%, 04/01/21		261,000	0.2
18,024	&	iPCS, Inc., 3.695%, 05/01/14		17,979	0.0
630,000		MetroPCS Wireless, Inc., 6.625%, 11/15/20		662,288	0.4
500,000	#	Sable International Finance Ltd., 8.750%, 02/01/20		560,000	0.4
245,000	#	SBA Communications Corp., 5.625%, 10/01/19		250,206	0.2
1,000,000		Sprint Capital Corp., 6.875%, 11/15/28		925,000	0.6
400,000	#	Sprint Nextel Corp., 7.000%, 03/01/20		449,000	0.3
665,000	#	Sprint Nextel Corp., 9.000%, 11/15/18		799,663	0.5
750,000	#	Telesat Canada / Telesat LLC, 6.000%, 05/15/17		783,750	0.5
425,000	#	UPCB Finance VI Ltd., 6.875%, 01/15/22		452,625	0.3
500,000	#	Wind Acquisition Finance SA, 7.250%, 02/15/18		475,000	0.3
670,000		Windstream Corp., 7.000%, 03/15/19		686,750	0.4
250,000		Windstream Corp., 7.500%, 06/01/22		266,250	0.2
			9,309,748		6.0

		Utilities: 2.4%
310,000		AES Corp./The, 7.375%, 07/01/21		354,950	0.2
385,000	#	Calpine Corp., 7.500%, 02/15/21		417,725	0.3
440,000	#	Calpine Corp., 7.875%, 07/31/20		482,900	0.3
500,000	#	DPL, Inc., 7.250%, 10/15/21		572,500	0.4
480,000		Energy Future Holdings Corp., 10.000%, 01/15/20		531,600	0.3
475,000		Mirant Americas Generation, LLC, 9.125%, 05/01/31		508,250	0.3
230,000		NRG Energy, Inc., 7.625%, 05/15/19		244,950	0.2
230,000		NRG Energy, Inc., 7.875%, 05/15/21		251,275	0.2
455,000	#	Texas Competitive Electric Holdings Co. LLC / TCEH Finance, Inc., 11.500%, 10/01/20		358,312	0.2
			3,722,462		2.4

	Total Corporate Bonds/Notes
	(Cost $139,023,048)		146,972,986		94.3

ASSET-BACKED SECURITIES: 0.7%
		Other Asset-Backed Securities: 0.7%
1,000,000	#	Castle Garden Funding, 6.560%, 10/27/20		1,031,760	0.7

	Total Asset-Backed Securities
	(Cost $997,500)		1,031,760		0.7

Shares				Value	Percentage of Net Assets
COMMON STOCK: 0.0%
		Consumer Discretionary: 0.0%
195	@	American Media, Inc.		2,535	0.0
5,810	X	American Media, Inc., Stock Certificates		–	–

	Total Common Stock
	(Cost $136,656)		2,535		0.0

	Total Long-Term Investments
	(Cost $140,157,204)		148,007,281		95.0

SHORT-TERM INVESTMENTS: 6.7%
		Mutual Funds: 6.7%
10,413,000		BlackRock Liquidity Funds, TempFund, Institutional Class
		(Cost $10,413,000)		10,413,000	6.7

	Total Short-Term Investments
	(Cost $10,413,000)		10,413,000		6.7

See Accompanying Notes to Financial Statements

ING HIGH YIELD BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

†	Unless otherwise indicated, principal amount is shown in USD.
#	Securities with purchases pursuant to Rule 144A or section 4(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
@	Non-income producing security
&	Payment-in-kind
+	Step-up basis bonds. Interest rates shown reflect current and next coupon rates.
X	Fair value determined by ING Funds Valuation Committee appointed by the Funds' Board of Directors/Trustees.
Z	Indicates Zero Coupon Bond; rate shown reflects current effective yield.

	Cost for federal income tax purposes is $150,573,555.
	Net unrealized appreciation consists of:
	Gross Unrealized Appreciation	$8,841,112
	Gross Unrealized Depreciation	(994,386)
	Net Unrealized Appreciation	$7,846,726

Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of September 30, 2012 in valuing the assets and liabilities:

		Quoted Prices in Active Markets for Identical Investments (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Asset Table
Investments, at fair value
Common Stock
Consumer Discretionary	$	—	$	—	$	2,535	$	2,535
Total Common Stock		—		—		2,535		2,535
Corporate Bonds/Notes		—		146,972,986		—		146,972,986
Asset-Backed Securities		—		1,031,760		—		1,031,760
Short-Term Investments		10,413,000		—		—		10,413,000
Total Investments, at fair value	$	10,413,000	$	148,004,746	$	2,535	$	158,420,281

^	See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
	There were no transfers in or out of Levels 1, 2 or 3 of the fair value hierarchy during the six months ended September 30, 2012.

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED)

Principal Amount†				Value	Percentage of Net Assets
CORPORATE BONDS/NOTES: 32.6%
		Consumer Discretionary: 3.0%
2,446,000	#	ADT Corp., 2.250%, 07/15/17		2,520,953	0.2
544,000	#	ADT Corp., 3.500%, 07/15/22		566,469	0.0
660,000	#	ADT Corp., 4.875%, 07/15/42		718,308	0.1
740,000		Cablevision Systems Corp., 8.625%, 09/15/17		863,950	0.1
1,125,000	#	Carlson Wagonlit BV, 6.875%, 06/15/19		1,186,875	0.1
625,000		CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22		631,250	0.1
295,000		Comcast Corp., 3.125%, 07/15/22		306,764	0.0
1,115,000		Comcast Corp., 4.650%, 07/15/42		1,199,139	0.1
2,214,000		DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 2.400%, 03/15/17		2,276,109	0.2
1,112,000		DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%, 03/15/22		1,146,859	0.1
1,500,000		DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.150%, 03/15/42		1,533,747	0.1
687,000		Discovery Communications LLC, 3.300%, 05/15/22		715,240	0.1
927,000		Family Dollar Stores, Inc., 5.000%, 02/01/21		1,002,359	0.1
2,726,000	#	Hyatt Hotels Corp., 6.875%, 08/15/19		3,239,347	0.3
1,030,000		Lamar Media Corp., 5.875%, 02/01/22		1,102,100	0.1
900,000	#	Lennar Corp., 4.750%, 12/15/17		933,750	0.1
1,105,000		Limited Brands, Inc., 8.500%, 06/15/19		1,337,050	0.1
1,100,000		Lowe's Cos, Inc., 4.650%, 04/15/42		1,205,495	0.1
1,025,000	L	Mediacom LLC / Mediacom Capital Corp., 7.250%, 02/15/22		1,104,437	0.1
1,150,000		NBCUniversal Media LLC, 2.875%, 01/15/23		1,147,896	0.1
1,150,000		NBCUniversal Media LLC, 4.450%, 01/15/43		1,146,079	0.1
926,000		News America, Inc., 6.650%, 11/15/37		1,180,325	0.1
2,724,000		NVR, Inc., 3.950%, 09/15/22		2,799,471	0.2
367,000	#	Suburban Propane Partners L.P./Suburban Energy Finance Corp., 7.375%, 08/01/21		393,607	0.0
488,000		The Gap, Inc., 5.950%, 04/12/21		544,624	0.0
1,251,000		Time Warner, Inc., 6.500%, 11/15/36		1,594,437	0.1
863,000		Toll Brothers Finance Corp., 6.750%, 11/01/19		988,868	0.1
1,293,000		WPP Finance 2010, 5.125%, 09/07/42		1,281,607	0.1
950,000	#	XM Satellite Radio, Inc., 7.625%, 11/01/18		1,054,500	0.1
			35,721,615		3.0

		Consumer Staples: 1.8%
2,370,000		Altria Group, Inc., 2.850%, 08/09/22		2,370,152	0.2
1,684,000		Anheuser-Busch InBev Worldwide, Inc., 2.500%, 07/15/22		1,711,993	0.1
979,000		Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/42		987,220	0.1
2,939,000		Campbell Soup Co., 4.250%, 04/15/21		3,371,168	0.3
1,240,000		Constellation Brands, Inc., 7.250%, 05/15/17		1,453,900	0.1
1,013,000		Energizer Holdings, Inc., 4.700%, 05/19/21		1,074,972	0.1
615,000	#	JBS USA LLC/JBS USA Finance, Inc., 8.250%, 02/01/20		616,537	0.1
1,721,000	#	Kraft Foods Group, Inc., 3.500%, 06/06/22		1,822,585	0.2
2,600,000	#	Kraft Foods Group, Inc., 5.000%, 06/04/42		2,916,027	0.2
1,949,000		Molson Coors Brewing Co., 5.000%, 05/01/42		2,189,119	0.2
777,000		Philip Morris International, Inc., 2.500%, 05/16/16		821,684	0.1
601,000		Philip Morris International, Inc., 3.875%, 08/21/42		607,592	0.0
1,514,000		Walgreen Co., 4.400%, 09/15/42		1,569,773	0.1
			21,512,722		1.8

		Energy: 5.5%
825,000	L	Alpha Natural Resources, Inc., 6.250%, 06/01/21		690,938	0.1
200,000	L	Alpha Natural Resources, Inc., 6.000%, 06/01/19		168,000	0.0
870,000		Anadarko Petroleum Corp., 6.375%, 09/15/17		1,050,256	0.1
1,240,000	#	BG Energy Capital PLC, 2.875%, 10/15/16		1,316,899	0.1
2,962,000		BP Capital Markets PLC, 2.248%, 11/01/16		3,104,241	0.3
1,033,000		BP Capital Markets PLC, 3.245%, 05/06/22		1,095,629	0.1
375,000		Chesapeake Energy Corp., 6.625%, 08/15/20		388,594	0.0
325,000	#	Chesapeake Oilfield Operating LLC/Chesapeake Oilfield Finance, Inc., 6.625%, 11/15/19		313,625	0.0
1,467,000	#	Dolphin Energy Ltd., 5.500%, 12/15/21		1,700,253	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
500,000		Empresa Nacional del Petroleo, 4.750%, 12/06/21		537,620	0.0
600,000		Empresa Nacional del Petroleo, 5.250%, 08/10/20		658,835	0.1
533,000		Enbridge Energy Partners L.P., 4.200%, 09/15/21		577,857	0.1
1,523,000		Enbridge Energy Partners, 9.875%, 03/01/19		2,077,323	0.2
1,070,000		Energy Transfer Equity L.P., 7.500%, 10/15/20		1,219,800	0.1
1,217,000		Energy Transfer Partners L.P., 4.650%, 06/01/21		1,311,400	0.1
2,074,000		Energy Transfer Partners L.P., 6.050%, 06/01/41		2,297,509	0.2
1,244,000		Energy Transfer Partners, 9.700%, 03/15/19		1,646,157	0.1
1,000,000		Enterprise Products Operating LLC, 4.450%, 02/15/43		994,502	0.1
1,040,000		FMC Technologies, Inc., 2.000%, 10/01/17		1,052,277	0.1
1,810,000		FMC Technologies, Inc., 3.450%, 10/01/22		1,841,713	0.2
1,250,000		Gazprom OAO Via Gaz Capital SA, 6.212%, 11/22/16		1,392,250	0.1
1,800,000	±,X	Greater Ohio Ethanol, LLC, 6.301%, 12/31/13		–	–
2,200,000	±,X	Greater Ohio Ethanol, LLC, 12.630%, 12/31/13		–	–
2,254,000		Marathon Petroleum Corp., 6.500%, 03/01/41		2,774,239	0.2
1,542,000		Nexen, Inc., 7.500%, 07/30/39		2,207,567	0.2
1,986,000		Noble Holding International Ltd., 3.950%, 03/15/22		2,088,559	0.2
650,000		ONEOK Partners L.P., 2.000%, 10/01/17		662,993	0.1
1,440,000		ONEOK Partners L.P., 3.375%, 10/01/22		1,450,434	0.1
1,495,000		Petrobras International Finance Co. - Pifco, 3.500%, 02/06/17		1,567,573	0.1
355,000		Petroleos de Venezuela SA, 8.500%, 11/02/17		322,163	0.0
1,170,300		Petroleos De Venezuela SA, 9.750%, 05/17/35		980,126	0.1
1,478,000		Petroleos Mexicanos, 5.500%, 01/21/21		1,740,345	0.1
256,000		Petroleos Mexicanos, 4.875%, 01/24/22		289,920	0.0
310,000		Petroleos Mexicanos, 5.500%, 06/27/44		341,775	0.0
558,333		Petroleum Co. of Trinidad & Tobago Ltd., 6.000%, 05/08/22		601,604	0.1
1,457,000	#	Phillips 66, 2.950%, 05/01/17		1,543,340	0.1
2,936,000	#	Phillips 66, 4.300%, 04/01/22		3,221,576	0.3
1,091,000		Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/22		1,160,801	0.1
470,000		Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/42		537,433	0.0
830,000		Plains Exploration & Production Co., 8.625%, 10/15/19		929,600	0.1
1,387,000		Pride International, Inc., 7.875%, 08/15/40		2,029,171	0.2
1,000,000	#	Reliance Holdings USA, Inc., 5.400%, 02/14/22		1,067,388	0.1
1,331,000	#	Schlumberger Investment SA, 1.950%, 09/14/16		1,376,567	0.1
2,150,000		Total Capital International SA, 2.700%, 01/25/23		2,196,971	0.2
790,000		Transcontinental Gas Pipe Line Corp., 6.400%, 04/15/16		918,810	0.1
2,600,000		Transocean, Inc., 2.500%, 10/15/17		2,618,106	0.2
1,070,000		Transocean, Inc., 3.800%, 10/15/22		1,078,039	0.1
1,455,000		Transocean, Inc., 6.375%, 12/15/21		1,744,874	0.1
1,120,000	#	Unit Corp., 6.625%, 05/15/21		1,162,000	0.1
2,042,000		Weatherford International Ltd., 5.950%, 04/15/42		2,158,178	0.2
969,000		Weatherford International Ltd., 6.750%, 09/15/40		1,098,059	0.1
485,000		WPX Energy, Inc., 6.000%, 01/15/22		523,800	0.0
			65,827,689		5.5

		Financials: 11.5%
3,513,600	L	Aegon NV, 1.893%, 12/31/49		1,742,148	0.1
859,000		American International Group, Inc., 4.875%, 06/01/22		970,178	0.1
1,770,000		American International Group, Inc., 5.850%, 01/16/18		2,058,306	0.2
1,257,000		American International Group, Inc., 8.175%, 05/15/58		1,544,539	0.1
617,000		Allstate Corp., 5.200%, 01/15/42		743,659	0.1
898,000		American Express Credit Corp., 1.750%, 06/12/15		919,143	0.1
1,410,000		American Tower Corp., 4.500%, 01/15/18		1,558,125	0.1
2,205,000		AvalonBay Communities, Inc., 2.950%, 09/15/22		2,203,274	0.2
BRL 2,887,000	#	Banco Votorantim SA, 6.250%, 05/16/16		1,645,117	0.1
1,790,000		Bank of America Corp., 3.750%, 07/12/16		1,901,164	0.2

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
1,000,000		Bank of America Corp., 3.875%, 03/22/17	1,077,469	0.1
962,000		Bank of America Corp., 5.700%, 01/24/22	1,132,272	0.1
1,314,000		Bank of America Corp., 8.000%, 12/29/49	1,432,426	0.1
1,122,000		BB&T Corp., 3.950%, 03/22/22	1,222,155	0.1
683,000		Berkshire Hathaway Finance Corp., 1.600%, 05/15/17	699,821	0.1
436,000		Berkshire Hathaway Finance Corp., 4.400%, 05/15/42	451,209	0.0
739,000		Berkshire Hathaway, Inc., 1.900%, 01/31/17	766,122	0.1
816,000		Berkshire Hathaway, Inc., 3.400%, 01/31/22	873,992	0.1
1,611,000		BioMed Realty L.P., 4.250%, 07/15/22	1,683,031	0.1
777,000		Boston Properties L.P., 3.700%, 11/15/18	843,855	0.1
1,500,000		Boston Properties L.P., 3.850%, 02/01/23	1,583,547	0.1
1,329,000		BRE Properties, Inc., 3.375%, 01/15/23	1,325,095	0.1
1,592,000	#	Charles Schwab Corp./The, 3.225%, 09/01/22	1,618,508	0.1
1,669,000		Citigroup, Inc., 3.953%, 06/15/16	1,787,616	0.2
2,000,000		Citigroup, Inc., 4.450%, 01/10/17	2,199,338	0.2
2,117,000		Citigroup, Inc., 4.500%, 01/14/22	2,329,413	0.2
624,000		Citigroup, Inc., 5.875%, 01/30/42	755,589	0.1
1,660,000	#	Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49	2,193,240	0.2
2,205,000		Digital Realty Trust L.P., 3.625%, 10/01/22	2,196,912	0.2
1,056,000		Discover Bank/Greenwood DE, 8.700%, 11/18/19	1,365,622	0.1
367,000		Discover Financial Services, 6.450%, 06/12/17	417,153	0.0
2,500,000		ERP Operating L.P., 4.625%, 12/15/21	2,887,010	0.2
1,036,000		Federal Realty Investment Trust, 3.000%, 08/01/22	1,033,427	0.1
573,000		Ford Motor Credit Co. LLC, 3.000%, 06/12/17	584,015	0.0
1,065,000		Ford Motor Credit Co., LLC, 8.125%, 01/15/20	1,342,257	0.1
834,000	#	General Electric Capital Corp. / LJ VP Holdings LLC, 3.800%, 06/18/19	881,884	0.1
849,000		General Electric Capital Corp., 3.150%, 09/07/22	854,834	0.1
1,043,000		General Electric Capital Corp., 3.350%, 10/17/16	1,124,211	0.1
2,490,000		General Electric Capital Corp., 4.650%, 10/17/21	2,796,571	0.2
967,000		General Electric Capital Corp., 5.300%, 02/11/21	1,111,832	0.1
1,200,000		General Electric Capital Corp., 6.250%, 12/15/49	1,271,969	0.1
1,700,000		General Electric Capital Corp., 7.125%, 12/15/49	1,901,911	0.2
1,443,000	L	Genworth Financial, Inc., 7.625%, 09/24/21	1,475,439	0.1
2,174,000		Goldman Sachs Group, Inc./The, 5.750%, 01/24/22	2,509,342	0.2
869,000		Goldman Sachs Group, Inc., 3.300%, 05/03/15	904,818	0.1
675,000		Goldman Sachs Group, Inc., 5.950%, 01/18/18	784,927	0.1
1,058,000		Hartford Financial Services Group, Inc., 5.125%, 04/15/22	1,190,938	0.1
610,000		Hartford Financial Services Group, Inc., 6.625%, 03/30/40	738,139	0.1
1,301,000		HSBC Finance Corp., 6.676%, 01/15/21	1,511,543	0.1
418,000		HSBC Holdings PLC, 4.875%, 01/14/22	479,637	0.0
1,325,000		HSBC USA, Inc., 2.375%, 02/13/15	1,364,792	0.1
2,278,000	#	Hyundai Capital America, 4.000%, 06/08/17	2,460,210	0.2
3,950,000	#,L	ICICI Bank Ltd./Dubai, 4.700%, 02/21/18	4,120,198	0.3
1,361,000	#	ILFC E-Capital Trust II, 6.250%, 12/21/65	1,081,995	0.1
1,937,000		Infinity Property & Casualty Corp., 5.000%, 09/19/22	2,020,498	0.2
907,000		International Lease Finance Corp., 5.875%, 08/15/22	938,938	0.1
1,037,000	#	International Lease Finance Corp., 7.125%, 09/01/18	1,213,290	0.1
559,000	#	IPIC GMTN Ltd., 3.750%, 03/01/17	590,863	0.0
800,000	#	IPIC GMTN Ltd., 5.500%, 03/01/22	900,000	0.1
326,000	L	Itau Unibanco Holding SA/Cayman Island, 5.750%, 01/22/21	346,375	0.0
601,000	#	Itau Unibanco Holding SA/Cayman Island, 6.200%, 12/21/21	656,593	0.1
2,346,000		JPMorgan Chase & Co., 2.000%, 08/15/17	2,369,723	0.2
1,770,000		JPMorgan Chase & Co., 3.250%, 09/23/22	1,798,858	0.2
929,000		JPMorgan Chase & Co., 4.350%, 08/15/21	1,026,054	0.1
1,517,000		JPMorgan Chase & Co., 4.500%, 01/24/22	1,686,358	0.1
1,439,000		JPMorgan Chase & Co., 5.400%, 01/06/42	1,681,526	0.1
2,275,000		Merrill Lynch & Co., Inc., 6.050%, 05/16/16	2,488,161	0.2
851,000		MetLife, Inc., 3.048%, 12/15/22	862,175	0.1
1,598,000		MetLife, Inc., 4.125%, 08/13/42	1,582,210	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
1,350,000	#	Metropolitan Life Global Funding I, 3.875%, 04/11/22		1,475,402	0.1
2,306,000		Morgan Stanley, 3.800%, 04/29/16		2,385,264	0.2
832,000		Morgan Stanley, 4.750%, 03/22/17		893,118	0.1
2,605,000		Morgan Stanley, 5.500%, 07/28/21		2,856,510	0.2
435,000		MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22		463,275	0.0
3,441,000		Murray Street Investment Trust I, 4.647%, 03/09/17		3,699,650	0.3
612,000		National Rural Utilities Cooperative Finance Corp., 3.050%, 02/15/22		648,931	0.1
DKK 12	X	Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/29		–	–
1,351,000		Northern Trust Corp., 2.375%, 08/02/22		1,352,866	0.1
1,547,000		Principal Financial Group, Inc., 4.625%, 09/15/42		1,588,127	0.1
1,944,000	#	RBS Citizens Financial Group, Inc., 4.150%, 09/28/22		1,952,046	0.2
2,230,000		Royal Bank of Scotland Group PLC, 2.550%, 09/18/15		2,258,435	0.2
2,300,000		Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17		2,444,233	0.2
600,000	#	Russian Agricultural Bank OJSC Via RSHB Capital SA, 5.298%, 12/27/17		637,626	0.1
2,001,000		Simon Property Group L.P., 4.125%, 12/01/21		2,223,985	0.2
682,000		Simon Property Group L.P., 4.750%, 03/15/42		740,509	0.1
923,000		SLM Corp., 4.625%, 09/25/17		937,534	0.1
755,000		SLM Corp., 6.000%, 01/25/17		825,781	0.1
1,007,000		SLM Corp., 8.000%, 03/25/20		1,168,120	0.1
1,600,000	#	State Bank of India/London, 4.125%, 08/01/17		1,638,853	0.1
436,000	+	The Bank of New York Mellon Corp., 1.969%, 06/20/17		451,924	0.0
600,000	#	Turkiye Halk Bankasi AS, 4.875%, 07/19/17		615,780	0.1
1,000,000		UBS AG/Stamford CT, 7.625%, 08/17/22		1,047,595	0.1
2,907,000		US Bancorp, 2.950%, 07/15/22		2,941,564	0.2
2,561,000		Wells Fargo & Co., 2.100%, 05/08/17		2,653,058	0.2
1,190,000		Wells Fargo & Co., 3.500%, 03/08/22		1,271,951	0.1
			136,985,696		11.5

		Health Care: 2.3%
1,960,000		Amgen, Inc., 3.625%, 05/15/22		2,071,046	0.2
785,000		Amgen, Inc., 3.875%, 11/15/21		845,322	0.1
366,000		Amgen, Inc., 5.150%, 11/15/41		409,957	0.0
1,018,000	#	Aristotle Holding, Inc., 2.650%, 02/15/17		1,068,088	0.1
1,268,000	#	Aristotle Holding, Inc., 3.500%, 11/15/16		1,372,451	0.1
1,710,000		AstraZeneca PLC, 1.950%, 09/18/19		1,743,926	0.2
1,360,000		AstraZeneca PLC, 4.000%, 09/18/42		1,400,236	0.1
3,270,000		Celgene Corp., 3.250%, 08/15/22		3,308,818	0.3
1,477,000		Gilead Sciences, Inc., 4.400%, 12/01/21		1,682,338	0.1
2,748,000		GlaxoSmithKline Capital PLC, 1.500%, 05/08/17		2,799,371	0.2
1,657,000		GlaxoSmithKline Capital PLC, 2.850%, 05/08/22		1,725,040	0.1
1,395,000		HCA, Inc., 7.250%, 09/15/20		1,569,375	0.1
1,000,000		Healthsouth Corp., 7.250%, 10/01/18		1,087,500	0.1
637,000		Kaiser Foundation Hospitals, 4.875%, 04/01/42		729,029	0.1
1,054,000	X	U.S. Oncology Escrow, 87.500%, 12/31/49		–	–
915,000	#,L	Valeant Pharmaceuticals International, 7.250%, 07/15/22		968,756	0.1
2,180,000		WellPoint, Inc., 3.700%, 08/15/21		2,285,144	0.2
2,171,000		WellPoint, Inc., 4.625%, 05/15/42		2,203,268	0.2
			27,269,665		2.3

		Industrials: 1.2%
1,519,000		ABB Finance USA, Inc., 2.875%, 05/08/22		1,574,026	0.1
1,230,000		BE Aerospace, Inc., 6.875%, 10/01/20		1,371,450	0.1
990,000		Burlington Northern Santa Fe LLC, 4.375%, 09/01/42		1,053,277	0.1
1,175,000		Case New Holland, Inc., 7.875%, 12/01/17		1,383,562	0.1
1,096,000		FedEx Corp., 3.875%, 08/01/42		1,079,159	0.1
1,700,000	#	Hutchison Whampoa International 12 Ltd., 6.000%, 11/07/49		1,759,500	0.2
600,000	#	Kazakhstan Temir Zholy Finance BV, 6.950%, 07/10/42		729,750	0.1
798,000		Koninklijke Philips Electronics NV, 3.750%, 03/15/22		865,456	0.1
825,000	L	Odebrecht Finance Ltd., 7.000%, 04/21/20		936,375	0.1
310,000	#,L	Odebrecht Finance Ltd., 7.500%, 09/29/49		330,925	0.0
1,600,000	#	Transnet SOC Ltd., 4.000%, 07/26/22		1,630,400	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
1,295,000	#	Tyco Flow Control International Finance SA, 3.150%, 09/15/22		1,302,688	0.1
			14,016,568		1.2

		Information Technology: 1.9%
150,000		Brocade Communications Systems, Inc., 6.625%, 01/15/18		156,375	0.0
1,120,000		Brocade Communications Systems, Inc., 6.875%, 01/15/20		1,215,200	0.1
3,929,000		eBay, Inc., 4.000%, 07/15/42		3,846,397	0.3
370,000		Fidelity National Information Services, Inc., 5.000%, 03/15/22		383,875	0.0
500,000		Fidelity National Information Services, Inc., 7.875%, 07/15/20		561,250	0.1
825,000		Hewlett-Packard Co., 2.600%, 09/15/17		828,736	0.1
2,673,000		Hewlett-Packard Co., 3.000%, 09/15/16		2,765,566	0.2
625,000		Hewlett-Packard Co., 5.400%, 03/01/17		698,523	0.1
520,000		Ingram Micro, Inc., 5.000%, 08/10/22		539,279	0.1
1,365,000		Jabil Circuit, Inc., 7.750%, 07/15/16		1,586,812	0.1
2,080,000		Motorola Solutions, Inc., 3.750%, 05/15/22		2,167,171	0.2
835,000		Seagate Technology HDD Holdings, 6.800%, 10/01/16		928,938	0.1
966,000		Symantec Corp., 2.750%, 06/15/17		994,256	0.1
494,000		Symantec Corp., 4.200%, 09/15/20		514,013	0.0
2,395,000		Telefonaktiebolaget LM Ericsson, 4.125%, 05/15/22		2,474,885	0.2
2,421,000		Xerox Corp., 4.500%, 05/15/21		2,577,598	0.2
			22,238,874		1.9

		Materials: 2.3%
1,570,000		Agrium, Inc., 3.150%, 10/01/22		1,584,769	0.1
1,203,000	L	Alcoa, Inc., 6.150%, 08/15/20		1,329,933	0.1
3,890,000	#	Anglo American Capital PLC, 2.625%, 09/27/17		3,908,668	0.3
1,760,000	#	Anglo American Capital PLC, 4.125%, 09/27/22		1,770,884	0.1
200,000		AngloGold Ashanti Holdings PLC, 5.125%, 08/01/22		204,104	0.0
250,000	#	Ardagh Packaging Finance PLC / Ardagh MP Holdings USA, Inc., 7.375%, 10/15/17		269,063	0.0
2,000,000		Barrick Gold Corp., 3.850%, 04/01/22		2,104,208	0.2
2,570,000		Cabot Corp., 3.700%, 07/15/22		2,631,667	0.2
185,000		Celanese US Holdings LLC, 5.875%, 06/15/21		207,431	0.0
400,000	#	Corp Nacional del Cobre de Chile, 4.250%, 07/17/42		398,106	0.0
820,000	#	FMG Resources August 2006 Pty Ltd., 6.000%, 04/01/17		766,700	0.1
495,000	#	Georgia-Pacific LLC, 5.400%, 11/01/20		581,239	0.1
730,000		Rio Tinto Finance USA PLC, 1.625%, 08/21/17		732,493	0.1
1,200,000		Rio Tinto Finance USA PLC, 2.875%, 08/21/22		1,197,518	0.1
3,000,000		Rio Tinto Finance USA PLC, 3.500%, 03/22/22		3,135,465	0.3
1,010,000		Rio Tinto Finance USA PLC, 4.125%, 08/21/42		1,000,021	0.1
960,000	#	Sealed Air Corp., 8.375%, 09/15/21		1,080,000	0.1
1,975,000		Teck Resources Ltd, 3.750%, 02/01/23		1,958,404	0.2
1,028,000		Vale Overseas Ltd., 4.625%, 09/15/20		1,101,454	0.1
827,000	#	Xstrata Canada Financial Corp., 4.950%, 11/15/21		887,863	0.1
			26,849,990		2.3

		Telecommunication Services: 1.2%
1,608,000		AT&T, Inc., 5.350%, 09/01/40		1,945,429	0.2
1,045,000		CenturyLink, Inc., 5.800%, 03/15/22		1,139,451	0.1
800,000		CenturyLink, Inc., 6.000%, 04/01/17		897,277	0.1
925,000		Hughes Satellite Systems Corp., 6.500%, 06/15/19		994,375	0.1
425,000		Intelsat Jackson Holdings SA, 7.250%, 10/15/20		459,531	0.0
450,000		Intelsat Jackson Holdings SA, 7.500%, 04/01/21		489,375	0.0
586,000		Qwest Communications International, Inc., 7.125%, 04/01/18		624,119	0.0
770,000	#,L	Sable International Finance Ltd., 8.750%, 02/01/20		862,400	0.1
1,228,000		Telecom Italia Capital S.A., 5.250%, 11/15/13		1,269,445	0.1
1,428,000		Telefonica Emisiones SAU, 3.992%, 02/16/16		1,424,430	0.1
2,344,000	#	Telstra Corp. Ltd., 4.800%, 10/12/21		2,685,983	0.2
810,000	#	UPCB Finance VI Ltd., 6.875%, 01/15/22		862,650	0.1
1,200,000		Windstream Corp., 7.000%, 03/15/19		1,230,000	0.1
			14,884,465		1.2

		Utilities: 1.9%
855,000		AES Corp., 8.000%, 10/15/17		991,800	0.1
1,191,000		Ameren Corp., 8.875%, 05/15/14		1,325,421	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
566,000		CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42		557,473	0.0
600,000	#	China Resources Gas Group Ltd, 4.500%, 04/05/22		652,036	0.0
410,000	#	Comision Federal de Electricidad, 5.750%, 02/14/42		460,225	0.0
922,000		Commonwealth Edison Co., 3.400%, 09/01/21		1,006,469	0.1
2,330,000		Dominion Resources, Inc./VA, 2.750%, 09/15/22		2,350,443	0.2
612,000	#	Duquesne Light Holdings, Inc., 5.900%, 12/01/21		715,308	0.1
1,249,000	#	Duquesne Light Holdings, Inc., 6.400%, 09/15/20		1,478,554	0.1
873,000	#	Empresa de Energia de Bogota SA, 6.125%, 11/10/21		964,665	0.1
782,000		Entergy Texas, Inc., 7.125%, 02/01/19		963,620	0.1
872,000		Georgia Power Co., 2.850%, 05/15/22		908,632	0.1
609,000		Georgia Power Co., 4.300%, 03/15/42		653,318	0.1
314,000	#	Iberdrola Finance Ireland Ltd., 3.800%, 09/11/14		319,828	0.0
113,314	#	Juniper Generation, LLC, 6.790%, 12/31/14		102,341	0.0
596,000	#	Korea Gas Corp., 6.250%, 01/20/42		811,972	0.1
618,000		Metropolitan Edison, 7.700%, 01/15/19		776,757	0.1
709,000		Nevada Power Co., 7.125%, 03/15/19		924,897	0.1
413,000		Nisource Finance Corp., 4.450%, 12/01/21		460,239	0.0
521,000		Nisource Finance Corp., 5.950%, 06/15/41		630,231	0.0
645,000		Nisource Finance Corp., 6.125%, 03/01/22		793,766	0.1
980,000		Oncor Electric Delivery Co. LLC, 6.800%, 09/01/18		1,211,293	0.1
851,000		Oncor Electric Delivery Co. LLC, 7.500%, 09/01/38		1,115,583	0.1
701,000	L	Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22		745,307	0.1
1,169,000		Southwestern Electric Power, 5.550%, 01/15/17		1,321,456	0.1
			22,241,634		1.9

	Total Corporate Bonds/Notes
	(Cost $369,916,281)		387,548,918		32.6

COLLATERALIZED MORTGAGE OBLIGATIONS: 15.2%
1,039,000	#	American General Mortgage Loan Trust, 5.650%, 03/25/58		1,085,238	0.1
2,753,000	#	American General Mortgage Loan Trust, 5.750%, 09/25/48		2,819,182	0.2
900,000	#	Arkle Master Issuer PLC, 2.135%, 05/17/60		927,659	0.1
24,897,060	#,^	Banc of America Commercial Mortgage, Inc., 0.165%, 10/10/45		251,851	0.0
1,894,094	#	Banc of America Funding Corp., 5.250%, 08/26/35		1,934,289	0.2
2,700,142		Banc of America Funding Corp., 5.500%, 02/25/35		2,706,171	0.2
723,041	#	Banc of America Large Loan, Inc., 1.621%, 06/15/18		704,777	0.1
860,000		Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.364%, 09/10/47		846,079	0.1
1,900,000		Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.364%, 09/10/47		1,922,893	0.2
1,030,000		Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.364%, 09/10/47		959,854	0.1
480,000	#	Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.473%, 03/11/41		455,031	0.0
1,242,000	#	Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.501%, 07/10/43		1,219,435	0.1
357,368	#	Banc of America Merrill Lynch Commercial Mortgage, Inc., 6.850%, 11/15/31		360,149	0.0
650,000	#	Bank of America-First Union NB Commercial Mortgage, 6.250%, 04/11/37		624,184	0.1
519,075		Bear Stearns Alternative-A Trust, 0.857%, 07/25/34		462,387	0.0
740,000		Bear Stearns Commercial Mortgage Securities, 5.134%, 02/13/42		622,674	0.1
240,000	#	Bear Stearns Commercial Mortgage Securities, 5.640%, 02/14/31		239,223	0.0
660,000	#	Bear Stearns Commercial Mortgage Securities, 5.712%, 04/12/38		634,083	0.1
550,000		Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32		513,264	0.0
219,068	#	Bear Stearns Commercial Mortgage Securities, 6.500%, 02/15/32		218,737	0.0

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
730,000	#	Bear Stearns Deutsche Bank Trust, 5.008%, 09/15/27	798,916	0.1
1,220,586		Chase Mortgage Finance Corp., 5.212%, 12/25/35	1,202,729	0.1
1,558,884		Chase Mortgage Finance Corp., 6.000%, 05/25/37	1,363,958	0.1
2,651,748		Citicorp Mortgage Securities, Inc., 6.000%, 06/25/36	2,721,978	0.2
1,077,863		Citicorp Mortgage Securities, Inc., 6.000%, 08/25/36	1,103,539	0.1
7,750,000	#,^	Citigroup Commercial Mortgage Trust, 2.268%, 09/10/45	1,059,181	0.1
691,056	#	Commercial Mortgage Pass Through Certificates, 0.671%, 12/15/20	675,633	0.1
554,551	#	Commercial Mortgage Pass Through Certificates, 0.721%, 12/15/20	538,930	0.0
503,362	#	Commercial Mortgage Pass Through Certificates, 0.821%, 12/15/20	431,633	0.0
5,100,000	^	Commercial Mortgage Pass Through Certificates, 2.141%, 08/15/45	649,197	0.1
6,971,180	^	Commercial Mortgage Pass Through Certificates, 2.446%, 05/15/45	982,357	0.1
345,293		Commercial Mortgage Pass Through Certificates, 5.801%, 12/10/49	344,944	0.0
2,588,180		Countrywide Alternative Loan Trust, 5.500%, 12/25/35	2,297,608	0.2
1,874,932		Countrywide Home Loan Mortgage Pass Through Trust, 5.750%, 06/25/37	1,708,821	0.1
3,393,085		Countrywide Home Loan Mortgage Pass Through Trust, 6.000%, 01/25/38	3,082,629	0.3
960,026		Countrywide Home Loan Mortgage Pass-through Trust, 0.537%, 04/25/35	149,550	0.0
947,743		Credit Suisse First Boston Mortgage Securities Corp., 6.257%, 06/15/34	889,644	0.1
310,000		Credit Suisse Mortgage Capital Certificates, 5.343%, 12/15/39	322,446	0.0
1,285,000	#	Credit Suisse Mortgage Capital Certificates, 5.759%, 04/12/49	1,316,558	0.1
500,000		Credit Suisse Mortgage Capital Certificates, 5.866%, 06/15/39	567,168	0.0
1,966,752		Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.337%, 08/25/36	1,180,889	0.1
2,498,099		Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.407%, 10/25/36	1,265,243	0.1
4,631,484		First Horizon Alternative Mortgage Securities, 6.000%, 05/25/36	3,907,976	0.3
679,058	#	First Union National Bank Commercial Mortgage, 6.000%, 12/12/33	682,129	0.1
2,700,000	#	Fosse Master Issuer PLC, 1.855%, 10/18/54	2,756,087	0.2
2,034,000	#	GE Capital Commercial Mortgage Corp., 5.496%, 11/10/38	1,963,460	0.2
700,000	#	Gracechurch Mortgage Financing PLC, 1.984%, 11/20/56	715,001	0.1
4,999,660	#,^	GS Mortgage Securities Corp. II, 1.929%, 08/10/44	436,659	0.0
2,140,000	#	GS Mortgage Securities Corp. II, 5.309%, 01/10/40	2,149,688	0.2
161,364		GS Mortgage Securities Corp. II, 5.479%, 11/10/39	164,054	0.0
56,945		GSR Mortgage Loan Trust, 0.717%, 06/25/35	54,080	0.0
2,127,937		GSR Mortgage Loan Trust, 5.500%, 05/25/36	1,885,855	0.2
881,130		GSR Mortgage Loan Trust, 5.500%, 07/25/35	916,874	0.1
1,161,000		GSR Mortgage Loan Trust, 6.000%, 01/25/37	1,119,369	0.1
2,900,000	#	Holmes Master Issuer PLC, 2.005%, 10/21/54	2,959,148	0.3
2,100,000	#	Holmes Master Issuer PLC, 2.105%, 10/15/54	2,152,628	0.2
264,322		Homebanc Mortgage Trust, 1.077%, 08/25/29	221,134	0.0
996,353		JP Morgan Alternative Loan Trust, 5.500%, 12/25/35	848,234	0.1
17,335,286	^	JP Morgan Chase Commercial Mortgage Securities Corp., 2.234%, 06/16/45	2,067,059	0.2
490,000		JP Morgan Chase Commercial Mortgage Securities Corp., 4.903%, 10/15/42	489,798	0.0
2,370,000		JP Morgan Chase Commercial Mortgage Securities Corp., 5.440%, 05/15/45	2,641,864	0.2
813,411		JP Morgan Commercial Mortgage Finance Corp., 8.533%, 08/15/32	835,078	0.1
4,256,236		JP Morgan Mortgage Trust, 6.000%, 01/25/36	3,967,793	0.3
4,391,922		JP Morgan Mortgage Trust, 6.500%, 08/25/36	4,006,753	0.3

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†			Value	Percentage of Net Assets
110,177		JPMorgan Chase Commerical Mortgage Securities Corp., 5.198%, 12/15/44	110,434	0.0
1,630,000	#	JPMorgan Chase Commerical Mortgage Securities Corp., 6.135%, 07/12/37	1,626,451	0.1
389,248		JPMorgan Mortgage Trust, 5.283%, 07/25/35	392,490	0.0
5,000,000	#	Lanark Master Issuer PLC, 1.834%, 12/22/54	5,118,510	0.4
36,392,541	#,^	LB-UBS Commercial Mortgage Trust, 0.240%, 09/15/39	640,039	0.1
54,249,726	#,^	LB-UBS Commercial Mortgage Trust, 0.842%, 11/15/38	1,136,852	0.1
1,600,000		LB-UBS Commercial Mortgage Trust, 4.895%, 07/15/40	1,538,149	0.1
1,110,000		LB-UBS Commercial Mortgage Trust, 4.924%, 07/15/40	1,049,496	0.1
1,470,000		LB-UBS Commercial Mortgage Trust, 4.943%, 10/15/36	1,464,898	0.1
670,000		LB-UBS Commercial Mortgage Trust, 4.983%, 07/15/40	487,147	0.0
740,000	#	LB-UBS Commercial Mortgage Trust, 5.032%, 10/15/36	724,378	0.1
1,350,000		LB-UBS Commercial Mortgage Trust, 5.323%, 11/15/40	1,430,192	0.1
820,000		LB-UBS Commercial Mortgage Trust, 5.350%, 11/15/40	788,696	0.1
1,180,000		LB-UBS Commercial Mortgage Trust, 5.350%, 11/15/40	976,351	0.1
700,000	#	LB-UBS Commercial Mortgage Trust, 5.413%, 02/15/40	586,950	0.1
600,000	#	LB-UBS Commercial Mortgage Trust, 5.420%, 10/15/36	570,404	0.0
1,020,000		LB-UBS Commercial Mortgage Trust, 5.446%, 06/15/36	1,040,193	0.1
520,000	#	LB-UBS Commercial Mortgage Trust, 5.720%, 10/15/36	372,832	0.0
410,000	#	LB-UBS Commercial Mortgage Trust, 5.750%, 01/15/36	410,194	0.0
650,000	#	LB-UBS Commercial Mortgage Trust, 5.868%, 11/15/33	651,367	0.1
2,490,000		LB-UBS Commercial Mortgage Trust, 6.084%, 06/15/38	2,248,758	0.2
2,497,000		LB-UBS Commercial Mortgage Trust, 6.084%, 06/15/38	2,723,414	0.2
1,830,000	#	LB-UBS Commercial Mortgage Trust, 6.089%, 09/15/39	1,814,719	0.2
1,760,000	#	LB-UBS Commercial Mortgage Trust, 6.089%, 09/15/39	1,783,432	0.2
510,000	#	Merrill Lynch Mortgage Investors, Inc., 6.000%, 12/15/30	515,893	0.0
308,235		Merrill Lynch Mortgage Investors, Inc., 6.250%, 12/10/29	308,506	0.0
2,220,000		Merrill Lynch Mortgage Investors, Inc., 6.750%, 11/15/26	2,308,145	0.2
45,547,858	#,^	Merrill Lynch Mortgage Trust, 0.645%, 02/12/51	887,896	0.1
15,451,437	#,^	Morgan Stanley Bank of America Merrill Lynch Trust, 2.100%, 08/15/45	1,767,501	0.1
1,030,000	#	Morgan Stanley Bank of America Merrill Lynch Trust, 3.277%, 10/15/22	1,055,665	0.1
1,620,000		Morgan Stanley Capital I Trust 2008-TOP29, 6.455%, 01/11/43	1,916,062	0.2
2,820,000		Morgan Stanley Capital I, Inc., 5.759%, 04/12/49	2,752,508	0.2
1,376,000		Morgan Stanley Capital I, 5.073%, 08/13/42	1,430,676	0.1
1,100,000		Morgan Stanley Capital I, 5.172%, 08/13/42	1,058,199	0.1
850,000		Morgan Stanley Capital I, 5.202%, 08/13/42	767,635	0.1
1,477,000		Morgan Stanley Capital I, 5.302%, 01/14/42	1,479,035	0.1
1,080,000		Morgan Stanley Capital I, 5.336%, 01/14/42	1,051,454	0.1
850,000		Morgan Stanley Capital I, 5.300%, 06/15/40	846,357	0.1
1,460,000		Morgan Stanley Capital I, 5.532%, 06/15/38	1,480,466	0.1
1,000,000	#	Morgan Stanley Capital I, 5.623%, 01/13/41	999,537	0.1
1,700,000		Morgan Stanley Capital I, 5.793%, 07/12/44	1,748,799	0.1
250,000	#	Morgan Stanley Capital I, 5.910%, 11/15/31	239,831	0.0
1,400,000	#	Morgan Stanley Capital I, 5.987%, 08/12/41	1,266,078	0.1
280,000	#	Morgan Stanley Capital I, 7.350%, 07/15/32	289,345	0.0
791,000	#	Morgan Stanley Dean Witter Capital I, 6.465%, 03/12/35	790,508	0.1
600,000	#	Morgan Stanley Dean Witter Capital I, 7.478%, 07/15/33	602,296	0.1
1,044,000	#	Morgan Stanley Reremic Trust, 5.843%, 12/17/43	1,049,332	0.1
19,290,967	#,^	RBSCF Trust, 1.121%, 04/15/24	398,455	0.0
2,680,000	#	RBSCF Trust, 5.305%, 01/16/49	2,732,080	0.2
4,519,764		Residential Accredit Loans, Inc., 0.387%, 01/25/37	2,956,732	0.2
1,769,618		Residential Accredit Loans, Inc., 0.667%, 12/25/36	779,756	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
3,929,000	#	Silverstone Master Issuer PLC, 2.003%, 01/21/55		4,052,382	0.3
447,426		Structured Adjustable Rate Mortgage Loan Trust, 2.923%, 09/25/34		450,277	0.0
583,027		Structured Asset Mortgage Investments, Inc., 0.459%, 04/19/35		542,120	0.0
773,735		Structured Asset Securities Corp., 5.500%, 05/25/35		807,624	0.1
8,082,667	#,^	UBS-Barclays Commercial Mortgage Trust, 1.989%, 05/10/63		865,799	0.1
893,183	#,^	UBS-Citigroup Commercial Mortgage Trust, 2.713%, 01/10/45		123,507	0.0
718,402		Wachovia Bank Commercial Mortgage Trust, 5.030%, 01/15/41		723,565	0.1
8,700,000		Wachovia Bank Commercial Mortgage Trust, 5.342%, 12/15/43		9,897,990	0.8
1,331,000	#	Wachovia Bank Commercial Mortgage Trust, 5.704%, 02/15/35		1,327,146	0.1
2,579,000		Wachovia Bank Commercial Mortgage Trust, 5.939%, 06/15/49		2,984,165	0.3
750,980		WaMu Mortgage Pass Through Certificates, 2.488%, 10/25/35		740,027	0.1
1,183,022		Washington Mutual Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35		1,049,529	0.1
1,138,539		Washington Mutual Mortgage Pass-through Certificates, 6.000%, 06/25/34		1,219,250	0.1
3,012,621		Wells Fargo Alternative Loan Trust, 6.250%, 07/25/37		2,523,180	0.2
1,995,617		Wells Fargo Mortgage Backed Securities Trust, 5.500%, 11/25/35		2,052,454	0.2
3,209,567		Wells Fargo Mortgage Backed Securities Trust, 5.596%, 04/25/36		3,194,299	0.3
1,629,697		Wells Fargo Mortgage Backed Securities Trust, 6.000%, 03/25/37		1,586,383	0.1
14,271,790	#,^	WF-RBS Commercial Mortgage Trust, 1.767%, 06/15/45		1,587,507	0.1
7,283,256	#,^	WF-RBS Commercial Mortgage Trust, 2.423%, 08/15/45		995,253	0.1

	Total Collateralized Mortgage Obligations
	(Cost $175,560,465)		180,988,982		15.2

U.S. TREASURY OBLIGATIONS: 17.8%
		U.S. Treasury Bonds: 1.6%
17,752,000		3.000%, due 05/15/42		18,437,121	1.6

		U.S. Treasury Notes: 16.2%
50,593,000		0.250%, due 08/31/14		50,614,755	4.2
74,179,000		0.250%, due 09/15/15		74,063,132	6.2
53,591,000		0.625%, due 08/31/17		53,645,448	4.5
11,863,000		1.000%, due 08/31/19		11,842,608	1.0
3,066,000		1.625%, due 08/15/22		3,064,084	0.3
			193,230,027		16.2

	Total U.S. Treasury Obligations
	(Cost $211,222,250)		211,667,148		17.8

ASSET-BACKED SECURITIES: 4.6%
		Automobile Asset-Backed Securities: 0.2%
1,000,000	#	Motor PLC, 1.286%, 02/25/20		1,001,535	0.1
1,500,000	#	SMART Trust, 1.590%, 10/14/16		1,510,380	0.1
			2,511,915		0.2

		Credit Card Asset-Backed Securities: 0.5%
2,500,000	#	Cards II Trust, 0.671%, 09/15/17		2,500,110	0.2
1,250,000	#	Gracechurch Card Funding PLC, 0.921%, 02/15/17		1,257,640	0.1
2,200,000	#	Penarth Master Issuer PLC, 0.790%, 03/18/14		2,208,437	0.2
			5,966,187		0.5

		Home Equity Asset-Backed Securities: 0.1%
224,816		Freddie Mac Structured Pass-Through Securities, 0.467%, 05/25/31		221,275	0.1
46,764		Freddie Mac Structured Pass-Through Securities, 0.517%, 01/25/32		45,270	0.0
55,910		Residential Asset Securities Corp., 0.817%, 06/25/32		39,246	0.0
			305,791		0.1

		Other Asset-Backed Securities: 3.8%
983,353	#	Aimco CDO, 0.705%, 10/20/19		950,274	0.1
246,513	#	ARES CLO Funds, 0.625%, 09/18/17		244,546	0.0
900,000	#	ARES CLO Funds, 3.077%, 02/26/16		868,857	0.1
750,000	#	ARES CLO Ltd., 1.777%, 02/26/16		727,206	0.1
500,000	#	ARES CLO Ltd., 6.901%, 02/26/16		519,747	0.0
815,663	#	Atrium CDO Corp., 0.757%, 10/27/16		805,462	0.1
700,000	#	Babson CLO Ltd./Cayman Islands, 5.692%, 11/15/16		731,431	0.1
750,000	#	Babson CLO Ltd./Cayman Islands, 6.812%, 11/15/16		789,482	0.1
437,311	#	Black Diamond CLO Ltd., 0.649%, 06/20/17		432,060	0.0
1,000,000	#	Castle Garden Funding, 6.560%, 10/27/20		1,031,760	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
79,805		Chase Funding Mortgage Loan Asset-Backed Certificates, 0.817%, 07/25/33		71,450	0.0
785,844	+	Credit-Based Asset Servicing and Securitization, LLC, 4.831%, 08/25/35		790,226	0.1
1,228,740	#	Credit-Based Asset Servicing and Securitization, LLC, 5.746%, 12/25/37		1,247,926	0.1
1,188,000	#	Credit-Based Asset Servicing and Securitization, LLC, 6.020%, 12/25/37		1,170,999	0.1
1,800,000	#	Dryden Leveraged Loan CDO 2002-II, 2.689%, 09/17/16		1,790,392	0.1
2,100,000	#	Emporia Preferred Funding, 0.955%, 10/18/18		1,884,355	0.2
4,252,622		Fieldstone Mortgage Investment Corp., 0.377%, 11/25/36		1,535,592	0.1
4,643,668		Fieldstone Mortgage Investment Corp., 0.457%, 11/25/36		1,688,568	0.1
343,290	#	First CLO Ltd., 0.704%, 12/14/16		342,287	0.0
1,100,000	#	First CLO Ltd., 1.394%, 12/14/16		1,075,441	0.1
135,836	#	Granite Ventures Ltd., 0.715%, 12/15/17		135,387	0.0
1,575,000	#	Grayston CLO Ltd., 1.735%, 08/15/16		1,541,453	0.1
1,514,000	#	Gulf Stream - Compass CLO 2005-I Ltd., 1.185%, 05/15/17		1,478,962	0.1
1,000,000	#	Gulf Stream - Sextant CLO Ltd., 0.775%, 08/21/20		944,998	0.1
114,856	#	Gulf Stream Compass CLO Ltd., 0.815%, 07/15/16		114,721	0.0
3,100,000	#	Gulf Stream Compass CLO Ltd., 0.855%, 05/15/17		3,034,850	0.3
1,350,000	#	Gulf Stream Compass CLO Ltd., 1.705%, 07/15/16		1,299,632	0.1
1,000,000	#	Hewett's Island CDO Ltd., 1.589%, 12/15/16		945,141	0.1
500,376	#	Katonah Ltd., 0.699%, 09/20/16		497,203	0.0
769,481	#	Landmark CDO Ltd., 1.305%, 01/15/16		767,910	0.1
445,125		Lehman XS Trust, 0.497%, 08/25/35		398,065	0.0
2,999,686	#	Lightpoint CLO Ltd., 0.649%, 09/15/17		2,948,865	0.2
2,272,807	#	MCG Commercial Loan Trust, 1.035%, 04/20/18		2,247,508	0.2
10,178,000		Morgan Stanley ABS Capital I, 0.487%, 03/25/36		4,639,463	0.4
555,669	#	Olympic CLO Ltd., 1.335%, 05/15/16		553,950	0.0
2,400,000	#	Olympic CLO Ltd., 1.935%, 05/15/16		2,366,616	0.2
1,900,000	#	Stanfield Modena CLO Ltd., 1.623%, 09/22/16		1,892,453	0.2
1,025,305	#	Wind River CLO Ltd., 0.711%, 12/19/16		1,012,629	0.1
			45,517,867		3.8

	Total Asset-Backed Securities
	(Cost $54,075,848)		54,301,760		4.6

U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.8%
		Collateralized Mortgage Obligations: 0.3%
2,023,444		5.000%, due 02/15/35		2,215,459	0.2
1,667,707		5.500%, due 07/15/37		1,938,988	0.1
			4,154,447		0.3

		Federal Home Loan Mortgage Corporation: 7.1%^##
3,794,722	^^	–%, due 01/15/36		3,601,783	0.3
138,353		0.571%, due 02/15/32		138,995	0.0
907,956		3.321%, due 03/15/38		955,317	0.1
1,459,000	W	3.500%, due 02/15/41		1,560,674	0.1
5,173,721		4.000%, due 10/01/41		5,572,202	0.5
1,932,369		4.000%, due 10/01/41		2,081,200	0.2
7,003,608		4.000%, due 12/01/41		7,543,027	0.6
3,340,362		4.500%, due 08/01/41		3,615,196	0.3
1,114,896		4.500%, due 08/01/41		1,206,627	0.1
2,883,617		4.500%, due 08/01/41		3,120,872	0.3
3,442,514		4.500%, due 09/01/41		3,713,919	0.3
4,847,806		4.500%, due 10/01/41		5,246,668	0.4
1,984,687	^	4.774%, due 03/15/33		2,192,197	0.2
278,161		4.842%, due 04/01/35		299,035	0.0
344,013	^	5.000%, due 05/15/17		6,097	0.0
1,070,447		5.000%, due 12/15/17		1,146,391	0.1
213,012		5.000%, due 02/15/32		216,227	0.0
1,459,916		5.000%, due 02/15/35		1,639,154	0.1
749,165		5.000%, due 02/15/35		783,091	0.1
692,181		5.000%, due 01/01/41		756,656	0.1
1,890,970		5.500%, due 11/15/22		2,062,022	0.2
779,976		5.500%, due 07/15/32		792,492	0.1
2,527,827		5.500%, due 12/15/32		2,833,594	0.2
1,117,298		5.500%, due 09/15/34		1,241,659	0.1
376,277		5.500%, due 09/15/35		379,136	0.0
10,768,244		5.500%, due 02/15/36		12,014,302	1.0
1,445,529		5.500%, due 08/15/36		1,714,420	0.2
1,339,154		5.500%, due 05/15/37		1,468,015	0.1
3,416,646		5.500%, due 06/15/37		3,798,063	0.3
38,897		5.615%, due 05/01/37		42,210	0.0
5,773,207	^	5.829%, due 07/15/40		1,140,603	0.1
3,661		6.000%, due 04/01/14		3,853	0.0
13,741		6.000%, due 12/01/28		15,399	0.0
23,267		6.000%, due 01/01/29		26,076	0.0
678,753		6.000%, due 01/15/29		769,244	0.1
714,920		6.000%, due 01/15/29		803,813	0.1
825,810		6.000%, due 07/15/32		938,813	0.1
664,090	^	6.000%, due 04/15/33		112,711	0.0
3,791,998		6.000%, due 10/15/37		4,372,586	0.4
9,725,614	^	6.264%, due 06/15/36		1,674,474	0.1
20,090,799	^	6.379%, due 09/15/34		2,543,262	0.2
23,279		6.500%, due 01/01/24		26,200	0.0
28,701		6.500%, due 12/01/31		33,395	0.0
20,065		7.000%, due 11/01/31		23,728	0.0
12,379		7.000%, due 03/01/32		14,552	0.0
			84,239,950		7.1

		Federal National Mortgage Association: 15.6%^##
234,753		0.620%, due 04/18/28		236,255	0.0
128,973		0.700%, due 10/25/33		130,173	0.0

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
142,741		0.767%, due 01/25/32		142,784	0.0
25,000,000	W	2.500%, due 07/25/27		26,226,563	2.2
10,879,000	W	3.000%, due 09/25/26		11,519,841	1.0
10,066,000	W	3.000%, due 03/15/27		10,627,495	0.9
27,500,000	W	3.000%, due 07/25/42		28,965,234	2.4
26,984,000	W	3.500%, due 01/25/41		28,877,096	2.4
1,086,835	^	4.000%, due 11/01/18		76,525	0.0
8,714,026	^	4.000%, due 04/25/41		1,448,119	0.1
2,447,958		4.000%, due 02/01/42		2,642,319	0.2
2,417,155		4.000%, due 03/01/42		2,626,444	0.2
1,006,314		4.000%, due 03/01/42		1,093,446	0.1
949,156		4.000%, due 06/01/42		1,031,339	0.1
6,560,583		4.000%, due 07/01/42		7,128,630	0.6
5,851,000		4.000%, due 07/01/42		6,357,608	0.5
1,125,352		4.000%, due 07/01/42		1,222,790	0.1
982,885		4.000%, due 07/01/42		1,067,988	0.1
2,064,608		4.000%, due 07/01/42		2,243,371	0.2
1,722,747		4.500%, due 11/01/40		1,871,161	0.2
1,217,087		4.500%, due 11/01/40		1,321,938	0.1
16,847		4.500%, due 12/01/40		18,299	0.0
27,335		4.500%, due 12/01/40		29,690	0.0
35,989		4.500%, due 01/01/41		39,090	0.0
27,675		4.500%, due 01/01/41		30,059	0.0
6,537,642		4.500%, due 09/01/41		7,113,116	0.6
2,386,905		4.500%, due 10/01/41		2,597,012	0.2
922,117		4.500%, due 11/01/41		1,003,286	0.1
596,188		4.998%, due 07/01/35		644,692	0.1
583,927		5.000%, due 05/25/32		594,953	0.1
728,537		5.000%, due 06/01/33		800,773	0.1
1,032,437		5.000%, due 07/25/34		1,071,947	0.1
1,878,360		5.000%, due 07/01/35		2,064,461	0.2
1,951,693		5.000%, due 08/01/35		2,136,973	0.2
274,061		5.000%, due 10/01/35		300,079	0.0
1,086,601		5.000%, due 01/01/36		1,191,011	0.1
706,241		5.000%, due 02/01/36		773,471	0.1
1,483,083		5.000%, due 07/01/36		1,630,133	0.1
1,854,181		5.000%, due 07/01/37		2,038,027	0.2
689,941		5.000%, due 11/01/40		783,037	0.1
573,573		5.000%, due 02/01/41		627,307	0.1
359,230		5.000%, due 05/01/41		394,231	0.0
873,527		5.000%, due 06/01/41		958,637	0.1
1,266,678		5.000%, due 06/01/41		1,390,095	0.1
49,307		5.500%, due 02/01/18		53,918	0.0
574,000		5.500%, due 08/25/34		638,811	0.1
1,397,443		5.500%, due 03/01/37		1,541,414	0.1
21,614,339	^	5.934%, due 11/25/39		3,041,786	0.3
74,222		6.000%, due 08/01/16		79,162	0.0
700		6.000%, due 12/01/16		746	0.0
32,788		6.000%, due 03/01/17		34,970	0.0
3,875		6.000%, due 07/01/17		4,181	0.0
293,461		6.000%, due 09/01/17		316,659	0.0
19,270		6.000%, due 11/01/17		20,553	0.0
19,143		6.000%, due 10/01/18		21,151	0.0
379,960		6.000%, due 07/25/29		427,171	0.0
894,561		6.000%, due 07/25/29		1,005,711	0.1
703,694		6.000%, due 04/25/31		797,676	0.1
1,088,540	^	6.000%, due 08/25/33		176,544	0.0
496,604		6.000%, due 09/01/36		549,722	0.0
474,454		6.000%, due 12/01/37		533,359	0.0
948,819		6.000%, due 02/01/38		1,066,616	0.1
1,707,040	^	6.484%, due 08/25/26		260,079	0.0
8,696		6.500%, due 02/01/28		9,947	0.0
6,621		6.500%, due 07/01/29		7,775	0.0
357		6.500%, due 06/01/31		415	0.0
157,792		6.500%, due 07/01/31		185,427	0.0
502		6.500%, due 09/01/31		576	0.0
1,400		6.500%, due 09/01/31		1,628	0.0
56,253		6.500%, due 11/01/31		65,410	0.0
28,332		6.500%, due 04/01/32		32,768	0.0
5,709		6.500%, due 08/01/32		6,603	0.0
3,011		6.500%, due 08/01/32		3,483	0.0
87,374		6.500%, due 01/01/33		101,057	0.0
60,798		6.500%, due 02/01/33		69,939	0.0
191,829		6.500%, due 12/01/33		220,672	0.0
4,905,909	^	6.524%, due 01/25/37		881,762	0.1
15,994,654	^	6.534%, due 10/25/35		3,043,987	0.3
26,289		7.000%, due 12/01/27		31,439	0.0
19,977		7.000%, due 01/01/30		23,994	0.0
12,557		7.000%, due 10/01/31		15,064	0.0
6,541		7.000%, due 03/01/32		7,847	0.0
1,113,398	^	7.465%, due 02/17/29		227,744	0.0
4,948		7.500%, due 09/01/30		6,070	0.0
4,143		7.500%, due 10/01/30		5,048	0.0
16,077		7.500%, due 10/01/30		17,795	0.0
12,100		7.500%, due 09/01/31		14,896	0.0
39,357		7.500%, due 02/01/32		48,014	0.0
1,492,355		22.173%, due 01/25/35		2,097,892	0.2
100,322		27.734%, due 02/25/34		140,366	0.0
1,250,282		32.368%, due 11/25/36		2,272,213	0.2
			185,197,558		15.6

		Government National Mortgage Association: 5.8%
6,222		1.750%, due 04/20/28		6,483	0.0
26,002,000	W	3.500%, due 02/15/41		28,419,372	2.4
18,706,000	W	4.000%, due 11/15/39		20,588,291	1.7
1,456,481		4.000%, due 11/20/40		1,609,119	0.1
3,342,141		4.000%, due 10/20/41		3,581,941	0.3
1,587,355		4.500%, due 10/15/39		1,759,377	0.2
1,445,201		4.500%, due 11/15/39		1,601,818	0.1
1,396,865		4.500%, due 11/15/39		1,548,243	0.1
356,294		4.500%, due 12/15/39		394,906	0.0
466,432		4.500%, due 08/20/41		517,844	0.0
12,183,884	^	5.000%, due 06/16/39		665,005	0.1
1,206,451		5.140%, due 10/20/60		1,388,738	0.1
799,317		5.288%, due 10/20/60		926,569	0.1
10,866,416	^	5.632%, due 06/20/40		1,711,461	0.1
5,964,149	^	5.982%, due 06/20/38		710,403	0.1
7,461,388	^	5.982%, due 04/20/39		939,766	0.1
6,342,470	^	6.082%, due 05/20/39		815,774	0.1
5,951,611	^	6.182%, due 04/20/38		823,852	0.1
2,054,618	^	6.279%, due 05/16/38		300,152	0.0
6,268,840	^	6.332%, due 01/20/38		778,614	0.1
153,131		6.500%, due 09/16/38		180,235	0.0
243,935	^	8.029%, due 06/16/31		34,340	0.0
			69,302,303		5.8

	Total U.S. Government Agency Obligations
	(Cost $327,319,027)		342,894,258		28.8

FOREIGN GOVERNMENT BONDS: 8.2%
1,390,206		Argentina Government International Bond, 2.500%, 12/31/38		515,766	0.0
2,806,619		Argentina Government International Bond, 8.280%, 12/31/33		2,217,229	0.2
1,200,000	#	Aruba Government Bond, 4.625%, 09/14/23		1,213,200	0.1
BRL 48,467,000		Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/23		24,831,648	2.1
2,768,000		Brazilian Government International Bond, 2.625%, 01/05/23		2,772,152	0.2
814,000		Colombia Government International Bond, 6.125%, 01/18/41		1,107,040	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
357,000		Colombia Government International Bond, 7.375%, 09/18/37		550,673	0.0
236,000		Croatia Government International Bond, 6.375%, 03/24/21		262,939	0.0
236,000		Croatia Government International Bond, 6.375%, 03/24/21		262,939	0.0
768,000		El Salvador Government International Bond, 7.650%, 06/15/35		862,080	0.1
908,000		Hungary Government International Bond, 6.375%, 03/29/21		993,170	0.1
1,320,000	#	Indonesia Government International Bond, 3.750%, 04/25/22		1,399,200	0.1
2,121,000		Indonesia Government International Bond, 3.750%, 04/25/22		2,248,260	0.2
EUR 5,748,000		Italy Buoni Poliennali Del Tesoro, 5.500%, 09/01/22		7,661,242	0.6
986,000		Ivory Coast Government International Bond, 3.750%, 12/31/32		855,355	0.1
539,000		Lebanon Government International Bond, 6.100%, 10/04/22		547,085	0.0
540,000		Lebanon Government International Bond, 6.100%, 10/04/22		548,100	0.0
337,000	#	Lithuania Government International Bond, 5.125%, 09/14/17		377,019	0.0
1,100,000		Lithuania Government International Bond, 6.625%, 02/01/22		1,368,125	0.1
264,000	#	Lithuania Government International Bond, 6.625%, 02/01/22		328,350	0.0
144,000		Panama Government International Bond, 5.200%, 01/30/20		173,736	0.0
693,000		Panama Government International Bond, 6.700%, 01/26/36		977,130	0.1
818,000		Peruvian Government International Bond, 5.625%, 11/18/50		1,069,535	0.1
2,798,000		Philippine Government International Bond, 4.000%, 01/15/21		3,133,760	0.3
706,000		Poland Government International Bond, 3.000%, 03/17/23		695,551	0.1
418,000		Poland Government International Bond, 5.000%, 03/23/22		485,925	0.0
1,400,000		Republic of Angola Via Northern Lights III BV, 7.000%, 08/16/19		1,543,500	0.1
332,000		Republic of Ghana, 8.500%, 10/04/17		391,760	0.0
500,000		Republic of Latvia, 5.250%, 06/16/21		564,375	0.1
500,000		Republic of Latvia, 5.250%, 06/16/21		564,375	0.1
524,000		Romanian Government International Bond, 6.750%, 02/07/22		591,465	0.1
RUB 319,496,000		Russian Federal Bond - OFZ, 8.150%, 02/03/27		10,402,696	0.9
658,750		Russian Foreign Bond - Eurobond, 7.500%, 03/31/30		825,348	0.1
658,750		Russian Foreign Bond - Eurobond, 7.500%, 03/31/30		832,989	0.1
200,000		Russia Government Bond, 5.625%, 04/04/42		240,520	0.0
800,000		Republic of Serbia, 7.250%, 09/28/21		852,000	0.1
ZAR 36,157,806		South Africa Government Bond, 6.250%, 03/31/36		3,500,652	0.3
ZAR 65,815,684		South Africa Government Bond, 8.750%, 02/28/48		8,261,383	0.7
500,000		Sri Lanka Government International Bond, 5.875%, 07/25/22		541,250	0.0
500,000	#	Sri Lanka Government International Bond, 5.875%, 07/25/22		541,250	0.0
678,000		Turkey Government International Bond, 5.125%, 03/25/22		748,343	0.1
200,000		Turkey Government International Bond, 6.250%, 09/26/22		239,840	0.0
2,663,000		Turkey Government International Bond, 7.500%, 11/07/19		3,352,717	0.3
3,200,000		Ukraine Government International Bond, 9.250%, 07/24/17		3,377,472	0.3
410,000		Uruguay Government International Bond, 7.625%, 03/21/36		642,675	0.1
189,180	&	Uruguay Government International Bond, 7.875%, 01/15/33		297,013	0.0
236,500		Venezuela Government International Bond, 11.750%, 10/21/26		238,865	0.0
945,000	L	Venezuela Government International Bond, 11.950%, 08/05/31		966,263	0.1
400,000		Vietnam Government International Bond, 6.750%, 01/29/20		446,000	0.0
600,000	#	Zambia Government International Bond, 5.375%, 09/20/22		606,000	0.1

	Total Foreign Government Bonds
	(Cost $95,610,786)		98,025,960		8.2

Shares				Value	Percentage of Net Assets
PREFERRED STOCK: 0.5%
		Financials: 0.5%
56,000	@,P	Bank of New York Mellon Corp./The		1,391,600	0.1

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

Principal Amount†				Value	Percentage of Net Assets
23,000	@,P	Citigroup Capital XIII		640,550	0.1
64,000	@,P	PNC Financial Services Group, Inc.		1,758,080	0.1
45,155	@,P	US Bancorp		1,263,437	0.1
49,000	@,P	US Bancorp		1,425,900	0.1

	Total Preferred Stock
	(Cost $5,993,125)		6,479,567		0.5

# of Contracts				Value	Percentage of Net Assets
PURCHASED OPTIONS: 0.0%
		Interest Rate Swaptions: 0.0%
59,375,000	@	Call Swaption, Receive a fixed rate equal to 1.500% and pay a floating based on 3-month-USD-LIBOR, Exp. 11/29/12 Counterparty: Citigroup, Inc.		161,859	0.0

	Total Purchased Options
	(Cost $225,625)		161,859		0.0

	Total Long-Term Investments
	(Cost $1,239,923,407)		1,282,068,452		107.7

Principal Amount†				Value	Percentage of Net Assets
SHORT-TERM INVESTMENTS: 5.1%
		Securities Lending Collateral^cc(1): 1.1%
3,093,298		Citigroup, Inc., Repurchase Agreement dated 09/28/12, 0.25%, due 10/01/12 (Repurchase Amount $3,093,362, collateralized by various U.S. Government Agency Obligations, 2.375%-7.000%, Market Value plus accrued interest $3,155,164, due 09/01/18-08/01/48)		3,093,298	0.3
3,093,298		JPMorgan Chase & Co., Repurchase Agreement dated 09/28/12, 0.24%, due 10/01/12 (Repurchase Amount $3,093,359, collateralized by various U.S. Government Agency Obligations, 2.500%-6.500%, Market Value plus accrued interest $3,155,172, due 02/23/14-04/01/48)		3,093,298	0.2
3,093,298		Merrill Lynch & Co., Inc., Repurchase Agreement dated 09/28/12, 0.20%, due 10/01/12 (Repurchase Amount $3,093,349, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $3,155,164, due 05/20/41-09/20/41)		3,093,298	0.3
3,093,298		Mizuho Securities USA Inc., Repurchase Agreement dated 09/28/12, 0.29%, due 10/01/12 (Repurchase Amount $3,093,372, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,155,164, due 10/24/12-10/01/40)		3,093,298	0.3
651,219		Morgan Stanley, Repurchase Agreement dated 09/28/12, 0.25%, due 10/01/12 (Repurchase Amount $651,232, collateralized by various U.S. Government Agency Obligations, 2.452%-5.000%, Market Value plus accrued interest $664,243, due 07/01/41-09/01/42)		651,219	0.0
			13,024,411		1.1

		Foreign Government Bonds: 1.5%
MXN 235,339,100	Z	Mexico Cetes, 4.510%, 03/21/13
		(Cost $17,853,917)		17,897,601	1.5

Shares				Value	Percentage of Net Assets
		Mutual Funds: 2.5%
30,317,565		BlackRock Liquidity Funds, TempFund, Institutional Class
		(Cost $30,317,565)		30,317,565	2.5

	Total Short-Term Investments
	(Cost $61,195,893)		61,239,577		5.1

	Total Investments in Securities (Cost $1,301,119,300)		$ 1,343,308,029		112.8
	Liabilities in Excess of Other Assets		(152,875,367)		(12.8)
	Net Assets		$ 1,190,432,662		100.0

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

†	Unless otherwise indicated, principal amount is shown in USD.
#	Securities with purchases pursuant to Rule 144A or section 4(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
##	On September 7, 2008, the Federal Housing Finance Agency placed the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation into conservatorship and the U.S. Treasury guaranteed the debt issued by those organizations.
@	Non-income producing security
&	Payment-in-kind
+	Step-up basis bonds. Interest rates shown reflect current and next coupon rates.
P	Preferred Stock may be called prior to convertible date.
cc	Securities purchased with cash collateral for securities loaned.
W	Settlement is on a when-issued or delayed-delivery basis.
L	Loaned security, a portion or all of the security is on loan at September 30, 2012.
±	Defaulted security
X	Fair value determined by ING Funds Valuation Committee appointed by the Funds' Board of Directors/Trustees.
^	Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.
^^	Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security.
Z	Indicates Zero Coupon Bond; rate shown reflects current effective yield.
(1)	Collateral received from brokers for securities lending was invested into these short-term investments.

BRL	Brazilian Real
DKK	Danish Krone
EUR	EU Euro
MXN	Mexican Peso
RUB	Russian Ruble
ZAR	South African Rand

	Cost for federal income tax purposes is $1,301,571,845.
	Net unrealized appreciation consists of:
	Gross Unrealized Appreciation	$49,538,702
	Gross Unrealized Depreciation	(7,802,518)
	Net Unrealized Appreciation	$41,736,184

Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of September 30, 2012 in valuing the assets and liabilities:

		Quoted Prices in Active Markets for Identical Investments (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Asset Table
Investments, at fair value
Preferred Stock	$	5,087,967	$	1,391,600	$	—	$	6,479,567
Purchased Options		—		161,859		—		161,859
Corporate Bonds/Notes		—		387,548,918		—		387,548,918
Collateralized Mortgage Obligations		—		180,988,982		—		180,988,982
Short-Term Investments		30,317,565		30,922,012		—		61,239,577
Foreign Government Bonds		—		98,025,960		—		98,025,960
U.S. Treasury Obligations		—		211,667,148		—		211,667,148
U.S. Government Agency Obligations		—		342,894,258		—		342,894,258
Asset-Backed Securities		—		54,301,760		—		54,301,760
Total Investments, at fair value	$	35,405,532	$	1,307,902,497	$	—	$	1,343,308,029

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

	Quoted Prices in Active Markets for Identical Investments (Level 1)			Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Fair Value at September 30, 2012
Other Financial Instruments+
Swaps		—			420,748			—		420,748
Futures		238,244			—			—		238,244
Forward Foreign Currency Contracts		—			919,995			—		919,995
Total Assets	$	35,643,776		$	1,309,243,240		$	—	$	1,344,887,016
Liabilities Table
Other Financial Instruments+
Swaps	$	—		$	(2,006,693	)	$	—	$	(2,006,693	)
Futures		(777,317	)		—			—		(777,317	)
Forward Foreign Currency Contracts		—			(2,816,976	)		—		(2,816,976	)
Total Liabilities	$	(777,317	)	$	(4,823,669	)	$	—	$	(5,600,986	)

^	See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+	Other Financial Instruments are derivatives not reflected in the Portfolio of Investments and may include open forward foreign currency contracts, equity forwards, futures, swaps, and written options. Forward foreign currency contracts, equity forwards and futures are valued at the unrealized gain (loss) on the instrument. Swaps and written options are valued at the fair value of the instrument.
	There were no transfers in or out of Levels 1, 2 or 3 of the fair value hierarchy during the six months ended September 30, 2012.

At September 30, 2012, the following forward foreign currency contracts were outstanding for the ING Intermediate Bond Fund:

Counterparty	Currency	Contract Amount	Buy/Sell	Settlement Date	In Exchange For	Fair Value	Unrealized Appreciation (Depreciation)

Barclays Bank PLC	Russian Ruble	71,185,109	Buy	11/30/12	$ 2,166,777	$ 2,258,460	$ 91,683
Credit Suisse First Boston	Mexican Peso	946,472	Buy	11/30/12	72,263	73,074	811
Credit Suisse First Boston	South African Rand	34,448,805	Buy	11/30/12	4,043,977	4,103,346	59,369
Deutsche Bank AG	Mexican Peso	9,064,200	Buy	11/30/12	701,937	699,817	(2,120)
Deutsche Bank AG	South African Rand	46,028,645	Buy	11/30/12	5,603,000	5,482,671	(120,329)
Deutsche Bank AG	Indian Rupee	320,525,200	Buy	12/14/12	5,849,000	5,989,349	140,349
Deutsche Bank AG	EU Euro	118,290	Buy	11/30/12	145,979	152,106	6,127
HSBC	Australian Dollar	10,836,538	Buy	11/30/12	11,111,462	11,180,433	68,971
JPMorgan Chase & Co.	Mexican Peso	1,011,505	Buy	11/30/12	78,448	78,095	(353)
JPMorgan Chase & Co.	EU Euro	18,618,274	Buy	11/30/12	24,335,053	23,940,791	(394,262)
JPMorgan Chase & Co.	Mexican Peso	76,620,259	Buy	11/30/12	5,824,000	5,915,600	91,600
JPMorgan Chase & Co.	South African Rand	48,894,815	Buy	11/30/12	5,824,000	5,824,072	73
JPMorgan Chase & Co.	Russian Ruble	154,811,350	Buy	11/30/12	4,711,670	4,911,633	199,963
							$ 141,882

Citigroup, Inc.	South African Rand	5,873,893	Sell	11/30/12	$ 712,119	$ 699,665	$ 12,454
Citigroup, Inc.	South African Rand	31,907,646	Sell	11/30/12	3,839,017	3,800,657	38,360
Citigroup, Inc.	EU Euro	23,434,559	Sell	11/30/12	29,269,108	30,133,936	(864,828)
Citigroup, Inc.	South African Rand	3,757,549	Sell	11/30/12	450,000	447,578	2,422
Citigroup, Inc.	Mexican Peso	119,052,918	Sell	11/30/12	8,926,640	9,191,687	(265,047)
Credit Suisse First Boston	South African Rand	57,210,651	Sell	11/30/12	6,923,632	6,814,607	109,025
Deutsche Bank AG	Brazilian Real	49,314,690	Sell	10/05/12	23,898,566	24,308,084	(409,518)
Deutsche Bank AG	Russian Ruble	520,980,689	Sell	11/30/12	15,972,918	16,528,932	(556,014)
Deutsche Bank AG	South African Rand	5,657,732	Sell	11/30/12	683,137	673,917	9,220
Deutsche Bank AG	Mexican Peso	117,379,879	Sell	11/30/12	8,867,741	9,062,517	(194,776)
Deutsche Bank AG	Mexican Peso	5,868,994	Sell	11/30/12	443,397	453,126	(9,729)
HSBC	Australian Dollar	10,836,538	Sell	11/30/12	11,270,000	11,180,432	89,568
							$ (2,038,863)

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING Intermediate Bond Fund Open Futures Contracts on September 30, 2012:
Contract Description	Number of Contracts	Expiration Date	Notional Value	Unrealized Appreciation/ (Depreciation)
Long Contracts
U.S. Treasury 2-Year Note	303	12/31/12	$ 66,820,972	$ 32,386
U.S. Treasury 5-Year Note	34	12/31/12	4,237,516	17,181
U.S. Treasury Ultra Long Bond	236	12/19/12	38,991,625	(372,106)
			$ 110,050,113	$ (322,539)
Short Contracts
U.S. Treasury 10-Year Note	(502)	12/19/12	(67,009,159)	(405,211)
U.S. Treasury Long Bond	(398)	12/19/12	(59,451,250)	188,677
			$ (126,460,409)	$ (216,534)

ING Intermediate Bond Fund Over-the-Counter Credit Default Swap Agreements Outstanding on September 30, 2012:
Credit Default Swaps on Corporate and Sovereign Issues - Buy Protection⁽¹⁾
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pay)/ Receive Fixed Rate (%)	Termination Date		Notional Amount⁽²⁾		Fair Value⁽³⁾	Upfront Payments Paid/ (Received)	Unrealized Appreciation/ (Depreciation)
Citigroup, Inc.	MBIA Inc.	Buy	(5.000)	09/20/13		USD 1,311,000		$ 78,464	$ 82,484	$ (4,020)
Citigroup, Inc.	MBIA Inc.	Buy	(5.000)	09/20/13		USD 640,000		38,304	$ 41,955	(3,651)
JPMorgan Chase & Co.	MBIA Inc.	Buy	(5.000)	09/20/13		USD 5,079,000		303,980	$ 173,904	130,076
								$ 420,748	$ 298,343	$ 122,405
Credit Default Swaps on Corporate and Sovereign Issues - Sell Protection⁽⁴⁾
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pay)/ Receive Fixed Rate (%)	Termination Date	Implied Credit Spread at 09/30/12 (%) ⁽⁵⁾		Notional Amount⁽²⁾	Fair Value⁽³⁾	Upfront Payments Paid/ (Received)	Unrealized Appreciation/ (Depreciation)
Citigroup, Inc.	MBIA Global Funding, LLC	Sell	5.000	09/20/13	22.860		USD 1,311,000	$ (193,937)	$ (104,319)	$ (89,618)
Citigroup, Inc.	MBIA Global Funding, LLC	Sell	5.000	09/20/13	22.860		USD 641,000	(94,823)	$ (46,756)	(48,067)
Goldman Sachs & Co.	MBIA Global Funding, LLC	Sell	5.000	09/20/13	22.860		USD 1,271,000	(188,019)	$ (91,536)	(96,483)
JPMorgan Chase & Co.	MBIA Global Funding, LLC	Sell	5.000	09/20/13	22.860		USD 2,540,000	(375,742)	$ (91,800)	(283,942)
								$ (852,521)	$ (334,411)	$ (518,110)

(1)	If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2)	The maximum amount of future payments (undiscounted) that a Fund as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.
(3)	The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring.
(4)	If the Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.
(5)	Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues are disclosed in each Fund's Portfolio of Investment and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. For credit default swaps on asset-backed securities or credit indices, the quoted market prices and resulting market values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing fair values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

See Accompanying Notes to Financial Statements

ING INTERMEDIATE BOND FUND

PORTFOLIO OF INVESTMENTS

AS OF SEPTEMBER 30, 2012 (UNAUDITED) (CONTINUED)

ING Intermediate Bond Fund Over-the-Counter Interest Rate Swap Agreements Outstanding on September 30, 2012:
	Termination Date	Notional Amount	Fair Value	Upfront Payments Paid/ (Received)	Unrealized Appreciation/ (Depreciation)
Receive a floating rate based on the Brazil Cetip Interbank Deposit Rate Annualized and pay a fixed rate equal to 10.365% Counterparty: Goldman Sachs & Co.	01/02/17	BRL 51,500,000	$ (1,154,172)	$ –	$ (1,154,172)
			$ (1,154,172)	$ –	$ (1,154,172)

See Accompanying Notes to Financial Statements

Item 7.

Disclosure of Proxy Voting Policies and Procedures for Closed-end Management Investment Companies.

Not applicable.

Item 8.

Portfolio Managers of Closed-end Management Investment Companies.

Not applicable.

Item 9.

Purchases of Equity Securities by Closed-end Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10.

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 11.

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 12.

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/ Shaun P. Mathews
		Shaun P. Mathews
		President and Chief Executive Officer

Date: November 29, 2012

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/ Shaun P. Mathews
		Shaun P. Mathews
		President and Chief Executive Officer

Date: November 29, 2012


By		/s/ Todd Modic
		Todd Modic
		Senior Vice President and Chief Financial Officer

Date: November 29, 2012

EX-99.CERT 2 d29982_ex99cert.htm EX-99.CERT Section 302 Certifications

EX-99.CERT

CERTIFICATION

I, Shaun P. Mathews, 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: November 29, 2012				/s/ Shaun P. Mathews
				Shaun P. Mathews
				President and Chief Executive Officer

EX-99.CERT

CERTIFICATION

I, Todd Modic, certify that:

1. I have reviewed this report on Form N-CSR of ING Funds Trust;

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: November 29, 2012				/s/ Todd Modic
				Todd Modic
				Senior Vice President and Chief Financial Officer

EX-99.906CERT 3 d29982_ex99906cert.htm EX-99.906CERT Section 906 Certifications

EX-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, 2012

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 29th day of November, 2012.

/s/ Shaun P. Mathews

Shaun P. Mathews

President and Chief Executive Officer

EX-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, 2012

The undersigned, the principal financial 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.

IN WITNESS WHEREOF, the undersigned has executed this Certification below, as of this 29th day of November, 2012.

/s/ Todd Modic

Todd Modic

Senior Vice President and Chief Financial Officer

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President’s Letter					1
Market Perspective					2
Portfolio Managers’ Reports					4
Shareholder Expense Examples					7
Statements of Assets and Liabilities					9
Statements of Operations					11
Statements of Changes in Net Assets					12
Financial Highlights					14
Notes to Financial Statements					17
Summary Portfolios of Investments					33

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Index				Description
MSCI World Index^SM				An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East.
S&P/Case-Shiller 20-City Composite Home Price Index				A composite index of the home price index for the top 20 Metropolitan Statistical Areas in the United States. The index is published monthly by Standard & Poor’s.
Barclays Capital U.S. Aggregate Bond Index				An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities.
Barclays Capital U.S. Treasury Index				An unmanaged index that includes public obligations of the U.S. Treasury. Treasury bills, certain special issues, such as state and local government series bonds (SLGs), as well as U.S. Treasury TIPS and STRIPS, are excluded.
Barclays Capital U.S. Investment Grade Corporate Bond Index				An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities.
Barclays Capital GNMA Index				An unmanaged index comprised of all fixed security mortgage pools sponsored by GNMA, including GNMA Graduated Payment Mortgages.
Barclays Capital High Yield Bond — 2% Issuer Constrained Composite Index				An unmanaged index that includes all fixed income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity.
S&P 500® Index				An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets.
MSCI Japan® Index				A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan.
MSCI Europe ex UK® Index				A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK.
MSCI UK® Index				A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK.

Investment Type Allocation as of September 30, 2012 (as a percentage of net assets)

U.S. Government Agency Obligations	96.9	%
U.S. Treasury Obligations	2.2	%
Collateralized Mortgage Obligations	0.1	%
Assets in Excess of Other Liabilities	0.8	%
Net Assets	100.0	%


*Portfolio holdings are subject to change daily.*

Sector Diversification as of September 30, 2012 (as a percentage of net assets)

Consumer Discretionary	26.6	%
Energy	14.5	%
Health Care	11.3	%
Financials	9.8	%
Materials	7.3	%
Industrials	6.4	%
Telecommunication Services	6.0	%
Information Technology	5.4	%
Consumer Staples	4.6	%
Utilities	2.4	%
Asset-Backed Securities	0.7	%
Assets in Excess of Other Liabilities*	5.0	%
Net Assets	100.0	%


* Includes short-term investments.
*Portfolio holdings are subject to change daily.*

Top Ten Holdings as of September 30, 2012* (as a percentage of net assets)

Cablevision Systems Corp., 7.750%, 04/15/18	0.7	%
AMC Entertainment, Inc., 9.750%, 12/01/20	0.7	%
Castle Garden Funding, 6.560%, 10/27/20	0.7	%
Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20	0.6	%
Caesars Operating Escrow LLC / Caesars Escrow Corp., 8.500%, 02/15/20	0.6	%
Nufarm Australia Limited, 6.375%, 10/15/19	0.6	%
JM Huber Corp., 9.875%, 11/01/19	0.6	%
Lender Process Services, 5.750%, 04/15/23	0.6	%
Hilcorp Energy I L.P./Hilcorp Finance Co., 8.000%, 02/15/20	0.6	%
Number Merger Sub, Inc., 11.000%, 12/15/19	0.6	%

* Excludes short-term investments.
*Portfolio holdings are subject to change daily.*

Top Ten Holdings as of September 30, 2012* (as a percentage of net assets)

United States Treasury Note, 0.250%, 09/15/15	6.2	%
United States Treasury Note, 0.625%, 08/31/17	4.5	%
United States Treasury Note, 0.250%, 08/31/14	4.2	%
Fannie Mae, 3.000%, 07/25/42	2.4	%
Fannie Mae, 3.500%, 01/25/41	2.4	%
Ginnie Mae, 3.500%, 02/15/41	2.4	%
Fannie Mae, 2.500%, 07/25/27	2.2	%
Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/23	2.1	%
Ginnie Mae, 4.000%, 11/15/39	1.7	%
United States Treasury Bond, 3.000%, 05/15/42	1.6	%

* Excludes short-term investments.
*Portfolio holdings are subject to change daily.*

	ING GNMA Income Fund			ING High Yield Bond Fund			ING Intermediate Bond Fund
ASSETS:
Investments in securities at fair value+*	$	1,148,386,733		$	148,007,281		$	1,282,068,452
Short-term investments at fair value**		—			10,413,000			61,239,577
Total Investments at fair value	$	1,148,386,733		$	158,420,281		$	1,343,308,029
Cash		258,693,980			624			7,195,137
Cash collateral for futures		1,912,507			—			1,390,354
Receivable for derivatives collateral (Note 2)		—			—			2,230,000
Foreign currencies at value***		—			12,172			1,229,014
Receivables:
Investments securities sold		201			5,951,500			89,221,848
Investment securities sold on a delayed-delivery or when-issued basis		180,599,816			—			144,841,596
Fund shares sold		8,543,792			2,451,601			8,076,107
Dividends		—			824			41,989
Interest		3,716,869			2,980,001			6,990,402
Unrealized appreciation on forward foreign currency contracts		—			—			919,995
Upfront payments paid on OTC swap agreements		—			—			298,343
Unrealized appreciation on OTC swap agreements		—			—			130,076
Prepaid expenses		65,925			32,469			52,317
Reimbursement due from manager		—			2,828			—
Total assets		1,601,919,823			169,852,300			1,605,925,207

LIABILITIES:
Income distribution payable		—			132,393			284,667
Payable for investment securities purchased		13,775,394			13,473,057			94,391,033
Payable for investment securities purchased on a delayed-delivery or when-issued basis		427,483,000			—			299,243,471
Payable for fund shares redeemed		1,557,323			232,545			3,105,222
Payable upon receipt of securities loaned		—			—			13,024,411
Unrealized depreciation on forward foreign currency contracts		—			—			2,816,976
Upfront payments received on OTC swap agreements		—			—			334,411
Unrealized depreciation on OTC swap agreements		—			—			1,679,953
Payable for investment management fees		429,497			64,310			163,982
Payable for administrative fees		92,990			12,610			96,460
Payable for shareholder service and distribution fees		291,151			30,239			112,287
Payable for trustee fees		5,277			717			4,940
Other accrued expenses and liabilities		243,594			62,759			234,732
Total liabilities		443,878,226			14,008,630			415,492,545
NET ASSETS	$	1,158,041,597		$	155,843,670		$	1,190,432,662
NET ASSETS WERE COMPRISED OF:
Paid-in capital	$	1,104,958,027		$	188,291,645		$	1,271,589,392
Undistributed (distributions in excess of) net investment income		(5,848,803	)		(93,910	)		21,484,136
Accumulated net realized gain (loss)		10,593,575			(40,203,407	)		(140,897,748	)
Net unrealized appreciation		48,338,798			7,849,342			38,256,882
NET ASSETS	$	1,158,041,597		$	155,843,670		$	1,190,432,662
_____________
+ Including securities loaned at value	$	—		$	—		$	12,768,325
* Cost of investments in securities	$	1,099,551,232		$	140,157,204		$	1,239,923,408
** Cost of short-term investments	$	—		$	10,413,000		$	61,195,892
*** Cost of foreign currencies	$	—		$	12,907		$	1,205,609

	ING GNMA Income Fund		ING High Yield Bond Fund		ING Intermediate Bond Fund
Class A
Net assets	$	739,343,464	$	85,076,431	$	324,829,041
Shares authorized		unlimited		unlimited		unlimited
Par value	$	0.001	$	0.001	$	0.001
Shares outstanding		80,864,143		10,604,748		31,730,783
Net asset value and redemption price per share	$	9.14	$	8.02	$	10.24
Maximum offering price per share (2.50%)⁽¹⁾	$	9.37	$	8.23	$	10.50

Class B
Net assets	$	2,539,162	$	1,968,325	$	2,996,947
Shares authorized		unlimited		unlimited		unlimited
Par value	$	0.001	$	0.001	$	0.001
Shares outstanding		279,290		245,649		293,228
Net asset value and redemption price per share†	$	9.09	$	8.01	$	10.22

Class C
Net assets	$	173,480,925	$	13,690,389	$	36,154,969
Shares authorized		unlimited		unlimited		unlimited
Par value	$	0.001	$	0.001	$	0.001
Shares outstanding		19,076,118		1,707,018		3,536,359
Net asset value and redemption price per share†	$	9.09	$	8.02	$	10.22

Class I
Net assets	$	221,300,439	$	50,542,743	$	603,608,620
Shares authorized		unlimited		unlimited		unlimited
Par value	$	0.001	$	0.001	$	0.001
Shares outstanding		24,172,353		6,310,169		58,984,410
Net asset value and redemption price per share	$	9.16	$	8.01	$	10.23

Class O
Net assets	$	n/a	$	n/a	$	43,049,141
Shares authorized		n/a		n/a		unlimited
Par value	$	n/a	$	n/a	$	0.001
Shares outstanding		n/a		n/a		4,203,564
Net asset value and redemption price per share	$	n/a	$	n/a	$	10.24

Class R
Net assets	$	n/a	$	n/a	$	13,510,754
Shares authorized		n/a		n/a		unlimited
Par value	$	n/a	$	n/a	$	0.001
Shares outstanding		n/a		n/a		1,317,938
Net asset value and redemption price per share	$	n/a	$	n/a	$	10.25

Class W
Net assets	$	21,377,607	$	4,565,782	$	166,283,190
Shares authorized		unlimited		unlimited		unlimited
Par value	$	0.001	$	0.001	$	0.001
Shares outstanding		2,333,113		568,862		16,260,771
Net asset value and redemption price per share	$	9.16	$	8.03	$	10.23
_____________
⁽¹⁾ Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced.
† Redemption price per share may be reduced for any applicable contingent deferred sales charges.

	ING GNMA Income Fund			ING High Yield Bond Fund			ING Intermediate Bond Fund
INVESTMENT INCOME:
Dividends	$	—		$	5,102		$	166,065
Interest		17,366,522			5,453,914			19,866,815
Securities lending income, net		—			—			56,695
Total investment income		17,366,522			5,459,016			20,089,575

EXPENSES:
Investment management fees		2,467,214			366,914			842,066
Distribution and service fees:
Class A		879,492			109,433			369,583
Class B		14,471			10,489			17,293
Class C		777,119			65,138			177,085
Class O		—			—			53,299
Class R		—			—			32,243
Transfer agent fees:
Class A		169,207			47,892			176,126
Class B		720			1,130			2,069
Class C		36,914			6,993			21,112
Class I		13,670			602			254,203
Class O		—			—			25,418
Class R		—			—			7,684
Class W		3,667			1,646			85,284
Administrative service fees		529,219			71,943			495,332
Shareholder reporting expense		31,730			8,553			38,540
Registration fees		53,771			37,981			68,770
Professional fees		60,911			9,151			42,383
Custody and accounting expense		67,697			13,254			91,770
Trustee fees		31,667			4,305			29,639
Miscellaneous expense		32,109			868			6,311
Interest expense		—			72			244
Total expenses		5,169,578			756,364			2,836,454
Net recouped fees		—			20,603			—
Net expenses		5,169,578			776,967			2,836,454
Net investment income		12,196,944			4,682,049			17,253,121

REALIZED AND UNREALIZED GAIN (LOSS):
Net realized gain (loss) on:
Investments		15,468,151			1,106,691			11,224,025
Foreign currency related transactions		—			—			1,082,875
Futures		(5,182,906	)		—			(1,989,342	)
Swaps		—			(252,291	)		(345,973	)
Written options		—			—			(1,841,518	)
Net realized gain		10,285,245			854,400			8,130,067
Net change in unrealized appreciation (depreciation) on:
Investments		4,695,588			3,112,879			24,445,794
Foreign currency related transactions		—			(461	)		(147,200	)
Futures		(2,327,210	)		—			(454,851	)
Swaps		—			—			1,124,096
Written options		—			—			(126,078	)
Net change in unrealized appreciation (depreciation)		2,368,378			3,112,418			24,841,761
Net realized and unrealized gain		12,653,623			3,966,818			32,971,828
Increase in net assets resulting from operations	$	24,850,567		$	8,648,867		$	50,224,949

	ING GNMA Income Fund						ING High Yield Bond Fund
	Six Months Ended September 30, 2012			Year Ended March 31, 2012			Six Months Ended September 30, 2012			Year Ended March 31, 2012
FROM OPERATIONS:
Net investment income	$	12,196,944		$	21,391,070		$	4,682,049		$	9,156,921
Net realized gain		10,285,245			16,370,451			854,400			5,584,078
Net change in unrealized appreciation (depreciation)		2,368,378			16,566,755			3,112,418			(3,642,594	)
Increase in net assets resulting from operations		24,850,567			54,328,276			8,648,867			11,098,405

FROM DISTRIBUTIONS TO SHAREHOLDERS:
Net investment income:
Class A		(12,290,911	)		(23,332,536	)		(2,852,140	)		(5,806,199	)
Class B		(42,695	)		(205,679	)		(60,536	)		(202,844	)
Class C		(2,132,346	)		(3,388,606	)		(375,783	)		(701,323	)
Class I		(3,286,353	)		(3,755,417	)		(1,302,783	)		(2,484,636	)
Class W		(283,358	)		(282,449	)		(104,837	)		(12,261	)
Net realized gains:
Class A		—			(759,067	)		—			—
Class B		—			(4,732	)		—			—
Class C		—			(152,779	)		—			—
Class I		—			(148,809	)		—			—
Class W		—			(11,773	)		—			—
Total distributions		(18,035,663	)		(32,041,847	)		(4,696,079	)		(9,207,263	)

FROM CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares		273,028,518			394,973,148			54,250,916			94,098,655
Reinvestment of distributions		15,382,403			27,796,341			3,772,351			7,479,518
		288,410,921			422,769,489			58,023,267			101,578,173
Cost of shares redeemed		(117,680,883	)		(249,313,865	)		(45,752,518	)		(90,258,244	)
Net increase in net assets resulting from capital share transactions		170,730,038			173,455,624			12,270,749			11,319,929
Net increase in net assets		177,544,942			195,742,053			16,223,537			13,211,071

NET ASSETS:
Beginning of year or period		980,496,655			784,754,602			139,620,133			126,409,062
End of year or period	$	1,158,041,597		$	980,496,655		$	155,843,670		$	139,620,133
Distributions in excess of net investment income at end of year or period	$	(5,848,803	)	$	(10,084	)	$	(93,910	)	$	(79,880	)

			Income (loss) from investment operations									Less Distributions															Ratios to average net assets											Supplemental Data

	Net asset value, beginning of year or period		Net investment income (loss)			Net realized and unrealized gain (loss)			Total from investment operations			From net investment income		From net realized gains		From return of capital		Total distributions		Payment by affiliate		Net asset value, end of year or period		Total Return ⁽¹⁾			Expenses before reductions/ additions ⁽²⁾⁽³⁾		Expenses net of fee waivers and/or recoupments if any ⁽²⁾⁽³⁾			Expense net of all reductions/ additions ⁽²⁾⁽³⁾			Net investment income (loss) ⁽²⁾⁽³⁾			Net assets, end of year or period		Portfolio turnover rate
Year or period ended	($)		($)			($)			($)			($)		($)		($)		($)		($)		($)		(%)			(%)		(%)			(%)			(%)			($000’s)		(%)
ING GNMA Income Fund
Class A
09-30-12		9.09		0.11			0.10			0.21			0.16		—		—		0.16		—		9.14		2.34			0.92		0.92			0.92			2.37			739,343		133
03-31-12		8.84		0.23	^•		0.37			0.60			0.34		0.01		—		0.35		—		9.09		6.87			0.93		0.93			0.93			2.58			681,900		335
03-31-11		8.75		0.32			0.13			0.45			0.36		—		—		0.36		—		8.84		5.26			0.93		0.93			0.93			3.63			593,080		193
03-31-10		8.71		0.33	^•		0.07			0.40			0.36		—		—		0.36		—		8.75		4.68			0.94		0.94			0.94			3.83			589,813		114
03-31-09		8.54		0.37			0.18			0.55			0.38		—		—		0.38		—		8.71		6.62			0.96		0.96			0.96			4.33			606,856		39
03-31-08		8.35		0.37			0.20			0.57			0.38		—		—		0.38		—		8.54		7.00			0.96		0.96			0.96			4.45			515,916		32
Class B
09-30-12		9.04		0.07	^•		0.11			0.18			0.13		—		—		0.13		—		9.09		1.96			1.67		1.67			1.67			1.64			2,539		133
03-31-12		8.79		0.17	^•		0.36			0.53			0.27		0.01		—		0.28		—		9.04		6.08			1.68		1.68			1.68			1.87			3,676		335
03-31-11		8.70		0.26	^•		0.13			0.39			0.30		—		—		0.30		—		8.79		4.48			1.68		1.68			1.68			2.90			11,262		193
03-31-10		8.66		0.27	^•		0.06			0.33			0.29		—		—		0.29		—		8.70		3.89			1.69		1.69			1.69			3.08			25,704		114
03-31-09		8.49		0.30			0.18			0.48			0.31		—		—		0.31		—		8.66		5.86			1.71		1.71			1.71			3.57			38,718		39
03-31-08		8.30		0.31			0.19			0.50			0.31		—		—		0.31		—		8.49		6.24			1.71		1.71			1.71			3.70			45,963		32
Class C
09-30-12		9.04		0.08			0.10			0.18			0.13		—		—		0.13		—		9.09		1.97			1.67		1.67			1.67			1.61			173,481		133
03-31-12		8.79		0.16	^•		0.37			0.53			0.27		0.01		—		0.28		—		9.04		6.12			1.68		1.68			1.68			1.82			138,543		335
03-31-11		8.71		0.25			0.13			0.38			0.30		—		—		0.30		—		8.79		4.38			1.68		1.68			1.68			2.88			104,196		193
03-31-10		8.67		0.27	^•		0.06			0.33			0.29		—		—		0.29		—		8.71		3.92			1.69		1.69			1.69			3.09			103,103		114
03-31-09		8.50		0.30			0.18			0.48			0.31		—		—		0.31		—		8.67		5.88			1.71		1.71			1.71			3.59			73,209		39
03-31-08		8.31		0.31			0.20			0.51			0.32		—		—		0.32		—		8.50		6.23			1.71		1.71			1.71			3.70			36,218		32
Class I
09-30-12		9.10		0.12	^•		0.11			0.23			0.17		—		—		0.17		—		9.16		2.59			0.63		0.63			0.63			2.63			221,300		133
03-31-12		8.85		0.26	^•		0.36			0.62			0.36		0.01		—		0.37		—		9.10		7.16			0.65		0.65			0.65			2.83			144,678		335
03-31-11		8.76		0.34			0.14			0.48			0.39		—		—		0.39		—		8.85		5.57			0.63		0.63			0.63			3.92			68,996		193
03-31-10		8.72		0.36	^•		0.07			0.43			0.39		—		—		0.39		—		8.76		5.00			0.64		0.64			0.64			4.15			52,880		114
03-31-09		8.55		0.39			0.18			0.57			0.40		—		—		0.40		—		8.72		6.95			0.65		0.65			0.65			4.64			38,908		39
03-31-08		8.35		0.40			0.20			0.60			0.40		—		—		0.40		—		8.55		7.42			0.67		0.67			0.67			4.74			21,002		32
Class W
09-30-12		9.11		0.12	^•		0.10			0.22			0.17		—		—		0.17		—		9.16		2.46			0.67		0.67			0.67			2.59			21,378		133
03-31-12		8.86		0.26	^•		0.36			0.62			0.36		0.01		—		0.37		—		9.11		7.12			0.68		0.68			0.68			2.83			11,700		335
03-31-11		8.77		0.35			0.13			0.48			0.39		—		—		0.39		—		8.86		5.51			0.68		0.68			0.68			3.88			7,221		193
03-31-10		8.73		0.36	^•		0.06			0.42			0.38		—		—		0.38		—		8.77		4.97			0.66		0.66			0.66			4.15			8,204		114
03-31-09		8.55		0.39			0.19			0.58			0.40		—		—		0.40		—		8.73		7.03			0.65		0.65			0.65			4.70			4,180		39
12-17-07⁽⁴⁾–03-31-08		8.39		0.11			0.15			0.26			0.10		—		—		0.10		—		8.55		3.16			0.64		0.64			0.64			4.86			1		32
ING High Yield Bond Fund
Class A
09-30-12		7.80		0.25			0.23			0.48			0.26		—		—		0.26		—		8.02		6.22			1.07		1.10			1.10			6.50			85,076		61
03-31-12		7.82		0.52			(0.02	)		0.50			0.52		—		—		0.52		—		7.80		6.72			1.14		1.10			1.10			6.73			98,123		100
03-31-11		7.38		0.56			0.45			1.01			0.55		—		0.02		0.57		—		7.82		14.22			1.13		1.10	^†		1.10	^†		7.43	^†		86,017		87
03-31-10		5.52		0.62			1.89			2.51			0.63		—		0.02		0.65		—		7.38		46.88			1.24		1.10	^†		1.10	^†		9.17	^†		83,034		103
03-31-09		7.89		0.62			(2.32	)		(1.70	)		0.54		—		0.13		0.67		—		5.52		(22.36	)		1.25		1.10	^†		1.10	^†		9.30	^†		59,307		75
03-31-08		8.99		0.67			(1.10	)		(0.43	)		0.67		—		—		0.67		—		7.89		(5.10	)		1.16		1.11	^†		1.11	^†		7.86	^†		83,327		66
Class B
09-30-12		7.79		0.22			0.23			0.45			0.23		—		—		0.23		—		8.01		5.82			1.82		1.85			1.85			5.75			1,968		61
03-31-12		7.81		0.46			(0.02	)		0.44			0.46		—		—		0.46		—		7.79		5.89			1.89		1.85			1.85			6.00			2,370		100
03-31-11		7.37		0.51	^•		0.44			0.95			0.49		—		0.02		0.51		—		7.81		13.35			1.88		1.85	^†		1.85	^†		6.74	^†		6,864		87
03-31-10		5.52		0.57			1.87			2.44			0.57		—		0.02		0.59		—		7.37		45.58			1.99		1.85	^†		1.85	^†		8.46	^†		12,099		103
03-31-09		7.88		0.58			(2.32	)		(1.74	)		0.49		—		0.13		0.62		—		5.52		(22.86	)		2.00		1.85	^†		1.85	^†		8.38	^†		12		75
03-31-08		8.98		0.61			(1.11	)		0.50			0.60		—		—		0.60		—		7.88		(5.82	)		1.91		1.86	^†		1.86	^†		7.08	^†		24,994		66

				Purchases				Sales
High Yield Bond				$	94,492,769			$	83,421,822
Intermediate Bond					753,977,235				497,866,752

				Purchases				Sales
GNMA Income				$	1,568,654,185			$	1,429,542,195
Intermediate Bond					2,250,997,176				2,064,355,375


GNMA Income	0.25	%	1.00	%	1.00	%	N/A		N/A
High Yield Bond	0.25	%	1.00	%	1.00	%	N/A		N/A
Intermediate Bond	0.25	%	1.00	%	1.00	%	0.25	%	0.50	%

Initial Sales Charges:	Class A		Class C
GNMA Income	$	72,021	$	—
High Yield Bond		4,485		—
Intermediate Bond		5,524		—

Contingent Deferred Sales Charges:
GNMA Income	$	—	$	6,168
High Yield Bond		—		10
Intermediate Bond		52		1,456

Affiliated Investment Company/Subsidiary	Fund
ING Capital Allocation Fund	High Yield Bond	7.68	%
ING Global Target Payment Fund	High Yield Bond	5.56	%
ING Life Insurance and Annuity Company	GNMA Income	14.95	%
	Intermediate Bond	11.88	%
ING National Trust	GNMA Income	16.86	%
	Intermediate Bond	6.66	%
ING Solution 2015 Portfolio	Intermediate Bond	5.74	%
ING Strategic Allocation Conservative Portfolio	High Yield Bond	5.02	%

Fund
GNMA Income	0.97	%	1.72	%	1.72	%	0.67	%	N/A		N/A		0.72	%
High Yield Bond	1.10	%	1.85	%	1.85	%	0.85	%	N/A		N/A		0.85	%
Intermediate Bond	0.75	%	1.50	%	1.50	%	0.50	%	0.75	%	1.00	%	0.50	%

Fund				Days Utilized				Approximate Average Daily Balance For Days Utilized				Approximate Weighted Average Interest Rate For Days Utilized
High Yield Bond					1			$	2,035,000				1.30	%
Intermediate Bond					8				921,250				1.21

		Cost
Balance at 03/31/12	—		—
Options Purchased	59,375,000	$	225,625
Options Terminated in Closing Sell Transactions	—		—
Options Exercised	—		—
Options Expired	—		—
Balance at 09/30/12	59,375,000	$	225,625

			Cost
Balance at 03/31/12	19,600,000		$	156,800
Options Purchased	77,700,000			525,829
Options Terminated in Closing Sell Transactions	(29,800,000	)		(226,220	)
Options Exercised	—			—
Options Expired	(67,500,000	)		(456,409	)
Balance at 09/30/12	—		$	—

			Cost
Balance at 03/31/12	40,180,000		$	754,159
Options Purchased	32,145,000			1,085,490
Options Terminated in Closing Sell Transactions	(40,180,000	)		(754,159	)
Options Exercised	—			—
Options Expired	(32,145,000	)		(1,085,490	)
Balance at 09/30/12	—		$	—

			Premiums Received
Balance at 03/31/12	19,600,000		$	151,078
Options Written	77,700,000			264,791
Options Terminated in Closing Purchase Transactions	(29,800,000	)		(222,296	)
Options Exercised	—			—
Options Expired	(67,500,000	)		(193,573	)
Balance at 09/30/12	—		$	—

	Shares sold		Shares issued in merger		Reinvestment of distributions		Shares redeemed			Net increase (decrease) in shares outstanding			Shares sold		Proceeds from shares issued in merger		Reinvestment of distributions		Shares redeemed			Net increase (decrease)
Year or period ended	#		#		#		#			#			($)		($)		($)		($)			($)
GNMA Income
Class A
9/30/2012		12,569,515		—		1,193,679		(7,945,189	)		5,818,005			114,408,321		—		10,845,575		(72,252,332	)		53,001,564
3/31/2012		24,514,742		—		2,375,996		(18,954,717	)		7,936,021			221,856,424		—		21,423,816		(171,310,378	)		71,969,862
Class B
9/30/2012		14,012		—		3,669		(145,274	)		(127,593	)		126,922		—		33,167		(1,312,693	)		(1,152,604	)
3/31/2012		37,213		—		18,726		(930,578	)		(874,639	)		335,404		—		167,427		(8,308,133	)		(7,805,302	)
Class C
9/30/2012		5,105,129		—		183,955		(1,539,559	)		3,749,525			46,233,699		—		1,663,844		(13,943,070	)		33,954,473
3/31/2012		5,764,855		—		293,474		(2,580,225	)		3,478,104			51,973,193		—		2,635,071		(23,168,192	)		31,440,072
Class I
9/30/2012		10,899,462		—		283,494		(2,912,346	)		8,270,610			99,341,536		—		2,579,044		(26,551,319	)		75,369,261
3/31/2012		12,189,352		—		364,066		(4,449,136	)		8,104,282			110,555,426		—		3,289,782		(40,299,123	)		73,546,085
Class W
9/30/2012		1,416,375		—		28,637		(396,790	)		1,048,222			12,918,040		—		260,773		(3,621,469	)		9,557,344
3/31/2012		1,128,864		—		31,026		(690,349	)		469,541			10,252,700		—		280,245		(6,228,039	)		4,304,906
High Yield Bond
Class A
9/30/2012		830,087		—		267,489		(3,066,883	)		(1,969,307	)		6,499,712		—		2,100,661		(23,800,172	)		(15,199,799	)
3/31/2012		5,429,446		—		569,801		(4,429,121	)		1,570,126			41,242,516		—		4,362,523		(33,773,850	)		11,831,189
Class B
9/30/2012		2,480		—		6,071		(66,945	)		(58,394	)		19,366		—		47,608		(522,771	)		(455,797	)
3/31/2012		30,242		—		20,536		(625,689	)		(574,911	)		230,699		—		157,258		(4,827,850	)		(4,439,893	)
Class C
9/30/2012		234,455		—		31,273		(190,006	)		75,722			1,835,672		—		245,660		(1,486,654	)		594,678
3/31/2012		407,936		—		64,710		(368,990	)		103,656			3,142,134		—		494,993		(2,823,460	)		813,667
Class I
9/30/2012		5,447,626		—		161,994		(2,486,959	)		3,122,661			42,563,269		—		1,273,585		(19,404,391	)		24,432,463
3/31/2012		6,417,691		—		320,569		(6,314,003	)		424,257			47,915,561		—		2,452,620		(48,795,651	)		1,572,530
Class W
9/30/2012		425,644		—		13,295		(68,799	)		370,140			3,332,897		—		104,837		(538,530	)		2,899,204
7/29/2011⁽¹⁾–3/31/2012		202,028		—		1,552		(4,858	)		198,722			1,567,745		—		12,123		(37,433	)		1,542,435
Intermediate Bond
Class A
9/30/2012		5,121,065		—		416,145		(3,434,016	)		2,103,194			51,758,568		—		4,204,571		(34,456,564	)		21,506,575
3/31/2012		6,561,524		—		1,296,044		(11,379,209	)		(3,521,641	)		63,697,285		—		12,600,909		(110,525,656	)		(34,227,462	)
Class B
9/30/2012		15,269		—		3,024		(144,410	)		(126,117	)		153,188		—		30,486		(1,445,971	)		(1,262,297	)
3/31/2012		54,776		—		17,362		(638,746	)		(566,608	)		531,835		—		168,218		(6,191,473	)		(5,491,420	)
Class C
9/30/2012		362,565		—		29,460		(422,097	)		(30,072	)		3,645,935		—		297,343		(4,232,664	)		(289,386	)
3/31/2012		853,505		—		88,646		(947,245	)		(5,094	)		8,317,392		—		860,583		(9,202,857	)		(24,882	)
Class I
9/30/2012		29,085,941		—		766,989		(4,353,997	)		25,498,933			292,494,575		—		7,762,013		(43,925,974	)		256,330,614
3/31/2012		9,644,301		—		1,364,634		(12,378,499	)		(1,369,564	)		94,381,732		—		13,271,296		(120,165,741	)		(12,512,713	)
Class O
9/30/2012		181,367		—		5,773		(275,386	)		(88,246	)		1,824,744		—		58,329		(2,764,261	)		(881,188	)
3/31/2012		476,284		—		17,313		(536,344	)		(42,747	)		4,640,739		—		168,443		(5,228,316	)		(419,134	)
Class R
9/30/2012		291,278		—		18,213		(234,645	)		74,846			2,939,534		—		184,271		(2,374,817	)		748,988
3/31/2012		608,390		—		60,759		(928,354	)		(259,205	)		5,915,026		—		591,378		(9,011,314	)		(2,504,910	)
Class W
9/30/2012		7,467,569		—		238,682		(2,369,062	)		5,337,189			74,754,000		—		2,409,298		(23,719,541	)		53,443,757
3/31/2012		11,373,799		—		290,877		(980,106	)		10,684,570			110,799,889		—		2,833,928		(9,550,614	)		104,083,203

Fund				Security				Fair Value
Intermediate Bond				Greater Ohio Ethanol, LLC, 6.301%, due 12/31/13				$	—
				Greater Ohio Ethanol, LLC, 12.630%, due 12/31/13					—

	Undistributed Ordinary Income		Undistributed Long-Term Capital Gains		Unrealized Appreciation/ (Depreciation)		Short-term Capital Loss Carryforwards
GNMA Income	$	2,736,628	$	2,141,445	$	41,400,677	$	—		—
High Yield Bond		97,691		—		4,730,587		(126,079	)	2014
								(16,938,959	)	2015
								(9,006,267	)	2017
								(14,980,165	)	2018
							$	(41,051,470	)
Intermediate Bond		18,766,276		—		14,714,859		(148,289,915	)	2018

	Per Share Amount		Payable Date	Record Date
GNMA Income
Class A	$	0.0247	October 2, 2012	September 28, 2012
Class B	$	0.0189	October 2, 2012	September 28, 2012
Class C	$	0.0190	October 2, 2012	September 28, 2012
Class I	$	0.0267	October 2, 2012	September 28, 2012
Class W	$	0.0266	October 2, 2012	September 28, 2012
Class A	$	0.0247	November 2, 2012	October 31, 2012
Class B	$	0.0189	November 2, 2012	October 31, 2012
Class C	$	0.0191	November 2, 2012	October 31, 2012
Class I	$	0.0267	November 2, 2012	October 31, 2012
Class W	$	0.0266	November 2, 2012	October 31, 2012
High Yield Bond
Class A	$	0.0414	November 1, 2012	Daily
Class B	$	0.0362	November 1, 2012	Daily
Class C	$	0.0362	November 1, 2012	Daily
Class I	$	0.0441	November 1, 2012	Daily
Class W	$	0.0433	November 1, 2012	Daily
Intermediate Bond
Class A	$	0.0265	November 1, 2012	Daily
Class B	$	0.0199	November 1, 2012	Daily
Class C	$	0.0199	November 1, 2012	Daily
Class I	$	0.0290	November 1, 2012	Daily
Class O	$	0.0265	November 1, 2012	Daily
Class R	$	0.0243	November 1, 2012	Daily
Class W	$	0.0288	November 1, 2012	Daily

Principal Amount†			Value

COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1%
952,124		Vendee Mortgage Trust, 3.750%, 10/15/41	$	1,053,335	0.1

		Total Collateralized Mortgage Obligations
		(Cost $1,016,976)		1,053,335	0.1

U.S. GOVERNMENT AGENCY OBLIGATIONS: 96.9%
		Federal Home Loan Mortgage Corporation: 3.4%^##
10,173,539		6.000%, due 04/15/36		11,929,563	1.0
5,539,975		27.717%, due 04/15/32		7,870,183	0.7
39,375,136	ˆ	0.500%–21.165%, due 11/01/14–05/01/38		19,942,145	1.7
				39,741,891	3.4

		Federal National Mortgage Association: 7.9%^##
4,957,724		3.500%, due 06/25/41		5,229,833	0.5
15,348,311		4.500%, due 09/01/41		16,699,340	1.4
29,816,189		4.500%, due 09/01/41		32,440,748	2.8
15,490,302		4.598%, due 11/25/33		15,999,692	1.4
4,877,551		6.000%, due 06/25/29		5,513,465	0.5
12,925,975		5.000%–8.500%, due 06/01/14–12/25/45		14,989,676	1.3
				90,872,754	7.9

		Government National Mortgage Association: 85.6%
19,933,019		0.609%, due 07/20/41		20,049,039	1.7
12,984,666		0.739%, due 04/20/40		13,121,518	1.1
5,619,335		0.869%, due 04/20/40		5,703,153	0.5
21,239,454		0.869%, due 06/20/40		21,270,506	1.8
16,348,787		0.921%, due 01/16/40		16,627,705	1.4
97,002,926	ˆ	1.064%, due 01/16/51		4,729,892	0.4
4,800,857		1.169%, due 09/20/38		4,914,318	0.4
16,766,271		1.259%, due 03/20/39		17,129,898	1.5
12,700,000	W	3.000%, due 07/15/42		13,565,187	1.2
87,900,000	W	3.500%, due 02/15/41		96,071,949	8.3
90,000,000		3.500%, due 07/20/42		98,465,616	8.5
33,000,000	W	4.000%, due 11/15/39		36,320,625	3.1
5,000,000		4.000%, due 06/20/41		5,504,687	0.5
15,111,611		4.000%, due 07/20/41		16,610,458	1.4
18,349,141		4.000%, due 02/20/42		20,223,375	1.8
36,000,000		4.000%, due 09/20/42		39,677,143	3.4
4,761,000		4.500%, due 05/20/39		5,455,668	0.5
4,638,144		4.500%, due 08/20/40		5,044,169	0.4
17,252,840		4.500%, due 09/20/41		19,154,503	1.7
12,449,467		4.660%, due 09/20/61		14,610,252	1.3
4,364,651		4.861%, due 06/20/61		4,976,983	0.4
5,775,400		5.000%, due 04/20/30		6,302,534	0.5
4,898,521		5.000%, due 10/20/34		5,871,531	0.5
4,633,510		5.000%, due 01/20/39		4,925,483	0.4
4,266,547		5.000%, due 11/15/39		4,733,391	0.4
4,220,138		5.000%, due 12/20/39		4,706,207	0.4
36,300,518		5.000%, due 05/20/40		43,112,528	3.7
5,923,910		5.000%, due 07/20/41		6,573,895	0.6
8,100,000		5.250%, due 01/20/38		9,563,435	0.8
6,747,215		5.359%, due 02/20/38		7,648,104	0.7
13,683,933		5.473%, due 01/20/60		15,719,507	1.4
4,177,054		5.500%, due 03/16/34		5,114,197	0.4
9,448,598		5.500%, due 12/16/35		11,578,661	1.0

U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued)
		Government National Mortgage Association: (continued)
5,466,971		5.500%, due 11/20/37	$	6,365,826	0.6
10,800,000		5.750%, due 07/20/38		12,223,418	1.1
5,454,169		5.950%, due 02/15/44		5,937,147	0.5
5,558,944		6.000%, due 07/20/34		6,317,598	0.5
7,589,000		6.000%, due 07/20/37		9,159,213	0.8
5,798,784		6.416%, due 04/20/37		6,633,719	0.6
4,838,303		7.000%, due 10/20/38		5,595,454	0.5
6,182,840		7.200%, due 03/15/39		6,636,358	0.6
676,407,275	ˆ	0.250%–24.491%, due 05/15/16–07/20/62		327,074,136	28.3
				991,018,986	85.6

		Total U.S. Government Agency Obligations
		(Cost $1,072,870,497)		1,121,633,631	96.9

U.S. TREASURY OBLIGATIONS: 2.2%
		U.S. Treasury Bonds: 0.5%
5,500,000		3.000%, due 05/15/42		5,712,267	0.5

		U.S. Treasury Notes: 1.7%
20,000,000		1.625%, due 08/15/22		19,987,500	1.7

		Total U.S. Treasury Obligations
		(Cost $25,663,759)		25,699,767	2.2
		Total Investments in Securities (Cost $1,099,551,232)	$	1,148,386,733	99.2
		Assets in Excess of Other Liabilities		9,654,864	0.8
		Net Assets	$	1,158,041,597	100.0

Contract Description				Notional Value			Unrealized Appreciation/ (Depreciation)
Short Contracts
U.S. Treasury 10-Year Note	(638	)	12/19/12	$	(85,163,034	)	$	(489,731	)
U.S. Treasury 5-Year Note	(228	)	12/31/12		(28,416,281	)		(121,695	)
U.S. Treasury Long Bond	(242	)	12/19/12		(36,148,750	)		114,723
				$	(149,728,065	)	$	(496,703	)

Derivatives not accounted for as hedging instruments	Location on Statement of Assets and Liabilities	Fair Value
Asset Derivatives
Interest rate contracts	Net Assets — Unrealized appreciation*	$	114,723
Total Asset Derivatives		$	114,723
Liability Derivatives
Interest rate contracts	Net Assets — Unrealized depreciation*	$	611,426
Total Liability Derivatives		$	611,426

	Amount of Realized Gain or (Loss) on Derivatives Recognized in Income
Derivatives not accounted for as hedging instruments	Futures
Interest rate contracts	$	(5,182,906	)
Total	$	(5,182,906	)

Principal Amount†			Value

CORPORATE BONDS/NOTES: 94.3%
		Consumer Discretionary: 26.6%
195,000	#	Affinia Group, Inc., 10.750%, 08/15/16	$	211,819	0.1
585,000	#	Affinity Gaming LLC/Affinity Gaming Finance Corp., 9.000%, 05/15/18		609,862	0.4
950,000		AMC Entertainment, Inc., 9.750%, 12/01/20		1,074,687	0.7
34,782	#	American Media, Inc., 13.500%, 06/15/18		32,346	0.0
665,000	#	Block Communications, Inc., 7.250%, 02/01/20		709,887	0.5
310,000	#	Boyd Gaming Corp., 9.000%, 07/01/20		317,750	0.2
500,000	#	Bresnan Broadband Holdings LLC, 8.000%, 12/15/18		548,750	0.3
970,000		Cablevision Systems Corp., 7.750%, 04/15/18		1,079,125	0.7
1,000,000	#	Caesars Operating Escrow LLC / Caesars Escrow Corp., 8.500%, 02/15/20		1,002,500	0.6
535,000	#	Carlson Wagonlit BV, 6.875%, 06/15/19		564,425	0.4
860,000		CCO Holdings LLC / CCO Holdings Capital Corp., 6.500%–7.250%, 10/30/17–04/30/21		933,700	0.6
565,000	#	Cequel Communications Holdings I, LLC and Cequel Capital Corp., 8.625%, 11/15/17		605,962	0.4
773,533	&	CityCenter Holdings LLC / CityCenter Finance Corp., 7.625%–10.750%, 01/15/16–01/15/17		829,614	0.5
1,030,000		Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20		1,009,400	0.6
105,000		Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20		101,325	0.1
785,000		Cumulus Media Holdings, Inc., 7.750%, 05/01/19		767,338	0.5
480,000		DISH DBS Corp., 7.875%, 09/01/19		560,400	0.4
500,000	#	DISH DBS Corp., 5.875%, 07/15/22		515,000	0.3
695,000		Gray Television, Inc., 10.500%, 06/29/15		756,681	0.5
200,000	#	Gray Television, Inc., 7.500%, 10/01/20		200,000	0.1
825,000	#	Harron Communications L.P./Harron Finance Corp., 9.125%, 04/01/20		895,125	0.6
300,000	#	Isle of Capri Casinos, Inc., 8.875%, 06/15/20		317,250	0.2

CORPORATE BONDS/NOTES: (continued)
		Consumer Discretionary: (continued)
500,000	#	Jaguar Holding Co. II / Jaguar Merger Sub, Inc., 9.500%, 12/01/19	$	563,750	0.4
400,000	#	K Hovnanian Enterprises, Inc., 7.250%, 10/15/20		411,000	0.3
400,000	#	K Hovnanian Enterprises, Inc., 9.125%, 11/15/20		403,500	0.2
750,000		KB Home, 6.250%, 06/15/15		783,750	0.5
800,000		KB Home, 5.875%–8.000%, 01/15/15–03/15/20		870,188	0.6
500,000	#	Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23		502,500	0.3
125,000		Meritage Homes Corp., 7.000%, 04/01/22		134,375	0.1
720,000	#	Meritage Homes Corp., 7.731%, 04/30/17		745,200	0.5
500,000		MGM Mirage, 7.500%, 06/01/16		537,500	0.3
750,000		MGM Resorts International, 7.750%, 03/15/22		787,500	0.5
500,000	#	MGM Resorts International, 8.625%, 02/01/19		547,500	0.4
750,000		NCL Corp. Ltd., 9.500%, 11/15/18		834,375	0.5
795,000	#	Needle, 8.125%, 03/15/19		814,875	0.5
400,000	#	Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20		399,500	0.3
750,000	#	Nord Anglia Education UK Holdings PLC, 10.250%, 04/01/17		813,750	0.5
865,000	#	Number Merger Sub, Inc., 11.000%, 12/15/19		975,288	0.6
150,000	#	Pantry, Inc./The, 8.375%, 08/01/20		154,125	0.1
475,000	#	PC Merger Sub, Inc., 8.875%, 08/01/20		508,250	0.3
400,000	#	Penske Automotive Group, Inc., 5.750%, 10/01/22		412,000	0.3
750,000	#	Sabre, Inc., 8.500%, 05/15/19		772,500	0.5
577,000	#	Seminole Indian Tribe of Florida, 7.750%, 10/01/17		636,143	0.4
200,000	#	Sonic Automotive, Inc., 7.000%, 07/15/22		215,000	0.1
570,000	#	Starz LLC / Starz Finance Corp., 5.000%, 09/15/19		585,675	0.4

Principal Amount†			Value

CORPORATE BONDS/NOTES: (continued)
		Energy: (continued)
605,000	#	Resolute Energy Corp., 8.500%, 05/01/20	$	622,394	0.4
200,000	#	SandRidge Energy, Inc., 7.500%, 03/15/21		207,000	0.1
400,000	#	SandRidge Energy, Inc., 7.500%, 02/15/23		413,000	0.3
600,000	#	SM Energy Co., 6.500%, 01/01/23		630,750	0.4
800,000		Vanguard Natural Resources, LLC, 7.875%, 04/01/20		807,000	0.5
719,000		W&T Offshore, Inc., 8.500%, 06/15/19		787,305	0.5
7,326,000		Other Securities		7,585,386	4.9
				22,562,552	14.5

		Financials: 9.8%
735,000		Ally Financial, Inc., 8.000%, 03/15/20		863,625	0.6
455,000		Ally Financial, Inc., 8.300%, 02/12/15		505,050	0.3
750,000	#	Ashtead Capital, 6.500%, 07/05/22		790,312	0.5
200,000	#	Boyd Acquisition Sub LLC/Boyd Acquisition Finance Corp., 8.375%, 02/15/18		209,000	0.1
290,000	#	CIT Group, Inc., 6.625%, 04/01/18		330,600	0.2
1,830,000		CIT Group, Inc., 4.250%–5.375%, 05/15/17–08/15/22		1,945,269	1.3
500,000	#	CNG Holdings, Inc./OH, 9.375%, 05/15/20		516,250	0.3
695,000		Ford Motor Credit Co., LLC, 8.125%, 01/15/20		875,933	0.6
1,195,000		International Lease Finance Corp., 5.875%–8.250%, 05/15/19–08/15/22		1,320,410	0.9
710,000		Kemet Corp., 10.500%, 05/01/18		724,200	0.5
1,000,000		Nufarm Australia Limited, 6.375%, 10/15/19		1,000,000	0.6
500,000	#	Realogy Corp., 7.625%, 01/15/20		553,750	0.4
520,000	#	Realogy Corp., 7.875%, 02/15/19		548,600	0.3
500,000	#	Rivers Pittsburgh Borrower L.P./Rivers Pittsburgh Finance Corp., 9.500%, 06/15/19		533,750	0.3
750,000	#	Serta Simmons Holdings LLC, 8.125%, 10/01/20		748,125	0.5
750,000		Shea Homes L.P. / Shea Homes Funding Corp., 8.625%, 05/15/19		840,000	0.5
2,847,000		Other Securities		2,913,111	1.9
				15,217,985	9.8


CORPORATE BONDS/NOTES: (continued)
		Health Care: 11.3%
475,000	#	Biomet, Inc., 6.500%, 08/01/20	$	493,406	0.3
600,000	#	Biomet, Inc., 6.500%, 10/01/20		591,000	0.4
495,000	#, &	CDRT Holding Corp., 9.250%, 10/01/17		480,150	0.3
1,040,000		CHS/Community Health Systems, Inc., 5.125%–8.000%, 08/15/18–07/15/20		1,102,569	0.7
650,000		Grifols, Inc., 8.250%, 02/01/18		721,500	0.5
655,000		HCA Holdings, Inc., 7.750%, 05/15/21		717,225	0.5
800,000		HCA, Inc., 7.500%, 02/15/22		910,000	0.6
465,000		HCA, Inc., 7.250%–7.875%, 02/15/20–09/15/20		523,519	0.3
245,000	#	Health Management Associates, Inc., 7.375%, 01/15/20		267,050	0.2
400,000	#	Hologic, Inc., 6.250%, 08/01/20		426,000	0.3
500,000	#	Mylan, Inc., 6.000%, 11/15/18		532,500	0.3
750,000	#	Physio–Control International, Inc., 9.875%, 01/15/19		825,000	0.5
280,000	#	STHI Holding Corp., 8.000%, 03/15/18		299,600	0.2
500,000	#	Universal Hospital Services, Inc., 7.625%, 08/15/20		522,500	0.3
675,000	#	USPI Finance Corp., 9.000%, 04/01/20		735,750	0.5
500,000	#	Valeant Pharmaceuticals International, 7.250%, 07/15/22		529,375	0.3
525,000	#	Valeant Pharmaceuticals International, 6.750%, 08/15/21		547,312	0.4
490,000	#	VPI Escrow Corp., 6.375%, 10/15/20		502,250	0.3
6,801,000		Other Securities		6,929,381	4.4
				17,656,087	11.3

		Industrials: 6.4%
200,000	#	ADS Waste Holdings, Inc., 8.250%, 10/01/20		204,500	0.1
455,000	#	Amsted Industries, Inc., 8.125%, 03/15/18		493,675	0.3
250,000	#	Ardagh Packaging Finance PLC / Ardagh MP Holdings USA, Inc., 9.125%, 10/15/20		265,625	0.2
600,000	#	Belden, Inc., 5.500%, 09/01/22		616,500	0.4

Jeffrey A. Bakalar
Senior Vice President
Managing Director
ING Investment Management Co. LLC

Daniel A. Norman
Senior Vice President
Managing Director
ING Investment Management Co. LLC

ING Floating Rate Fund
October 24, 2012