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1

2 () (2) (3) 0

3

4 2.

5 VISION 3

6 % 3,2263,000 3,74,000.6%,09 8,000,270,0004% % 0.7%983,000 5%323,000 93%44.% 34.6% % FinanceAsia, Corporate Governance Asia, The Asset Magazine, IR Magazine FinanceAsia IR Magazine % % 65 DRAM45 5% IEDM

7 2 4%6% % 7% % % 96 55% 2.7% 97 0% 6% 00% 0.5µm 0.3µm 97 5

8 6 2.

9 VALUE 7

10 2. WaferTech Embedded Nonvolatile Memory Embedded DRAMMixed Signal/RF High Voltage CMOS Image SensorColor Filter Silicon Germanium IEDM32 SRAM 2330 TSM % 55% %90 MultiLayer MaskMLM 8.0Reference Flow TM 8.0 Design Margins 45 AAA Active Accuracy AssuranceAAA 32 SRAM %55 65MS/RF 65Embedded DRAM 0.3Embedded Flash 0.6 Source Drivers Bipolar Complementary Device BCD.00 Quarter Node 0.52 CMOS CMOS 85CMOSCMOS 8

11 ,85 4.3%2,56085% 2% % 207 4% 9% 59% 26%9% 6% % Mid Single Digit IC Insights 3%5% IC Insights 9% 27% 2% % 77%% 9%3% 32%42% 7%9% 3232 Design For ManufacturingDFM 9

12

13 2.3.2

14 /05/6 95/05/6 95/05/6 95/05/6 95/05/6 95/05/6 95/05/6 95/05/6 98/05/5 98/05/5 98/05/5 98/05/5 98/05/5 98/05/5 98/05/5 98/05/5 75/2/0 86/05/3 75/2/0 92/06/03 9/05/07 9/05/07 89/04/4 95/05/6 2,677,772 39,00,89,58,649,966 25,466,795,45, % 0.6% 6.39% 0.0% 0.0% 6,637,208 36,602,589,637,228,303 3,26,025,465, % 0.4% 6.39% 0.2% 0.0%

15 2, % 3, % Allegro Manufacturing Pte, Ltd. 54, % Loughborough ICL Plc NXP L.M. Ericsson Mentor Graphics Corporation Inc. Actis Capital LLP Dubai International Capital Analog Devices Inc. 5, % CyberTrust MIT Corporation Board of Trustees Revolution Health Group LLC 3

16 % 3. % % 6. 5%

17

18 0.9% ,856 23,856 76,890 76,890 6,0 6,0 0.9% ABC 96% A B C 0.3% 76,890 3,90 663, % 2,000,000 2,000,0005,000,000 5,000,0000,000,000 0,000,0005,000,000 5,000,00030,000,000 30,000,00050,000,000 50,000,00000,000,000 00,000, A+B+C A+B+C+D+E 9 9

19 D E F ABCDE % 9,744 9,744 26,000 49,5 26,000 49,5,6,6 0.36% 0.36% 0 7

20 8 94/07/0 90/07/04 93/2/3 94/2/0 94/2/0 9/0/0 9/0/02 92/09/08 93/02/7 94/03/3 95/03/3 95/06/05 95/06/23 97/02/9 97/02/9 9/06/25 92/0/5 3,26,025 6,030,92 4,262,599 2,8,439 8,044,4 7,057,682 3,360,833 5,68,674 3,775,456,782,270,350,874 2,095,378 5,070,698 7,454,537,969,556 8,732,786,623,356 % 0.2% 0.02% 0.06% 0.05% 0.03% 0.03% 0.0% 0.02% 0.0% 0.0% 0.0% 0.0% 0.02% 0.03% 0.0% 0.03% 0.0% 259 0,699 09, ,243, ,272,239,999 % 0.00% 0.00% 0.00% 0.00% 0.0% 0.00% 0.00%

21 9 IBM WaferTech Rutgers Haynes & Boone, LLP Intel IntelCTM Delft / Erasmus /

22 ,940 50,940 7,384 7,522 4,669,79,28.4% 2,000,000 2,000,0005,000,000 5,000,0000,000,000 0,000,0005,000,000 5,000,00030,000,000 30,000,00050,000,000 50,000,00000,000,000 00,000,

23 96 62, ,838 62, ,838.07%.07% 2,892 2,

24

25 96% 992,34 72,532,64,666.07% 23

26 24 3.

27 TRUST 25

28 IR MagazineThe Asset Magazine Corporate Governance AsiaFinanceAsia 3. (%) % 5 83% 0 00% % % 4 67% % 5 83% % 26

29 % 00% 86% 00% 00% 00% 0% 3.. Financial Expert 3..2

30 3.2 Financial Expert ADRNYSE NYSENYSE IR MagazineThe Asset MagazineCorporate Governance Asia FinanceAsia 28

31 03/07 06/06 06/07 Mr. Jack Welch Quantum Leaps Event The Asia Information Initiative 45 2 /24 30 /29 2/02 Asia Business Council ABC Autumn Forum 4 05/ /06 03/ /

32 3.4. () (2)(3) ()(2)(3)(4)(5)

33 CPA US CPA CIA CFA CMA FRM CFM CCSA ICCROC CISA CISM CISSP BS7799/ISO 2700 SAP 4.6C FI ,

34 32 4.

35 PRECISION 33

36 28,050,000, /03 96/06 96/07 96/09 96/ ,050,000,000 28,050,000,000 28,050,000,000 28,050,000,000 28,050,000, ,500,000, ,500,000, ,500,000, ,500,000, ,500,000,000 25,829,687,846 25,832,959,29 26,49,387,460 26,423,56,808 26,426,20, ,296,878, ,329,592,90 264,93,874, ,235,68, ,262,07,940 5,089,39, ,890,640 96/03/ /06/ /07/ /09/ /2/ ,627,997, ,627,997,05 2,422,002, % 9,878,009,0 7.% 98,276,869, % ,432, % 2,56 8,55,394, % 435,99 3,933,673, % 439,090 26,420,379, %

37 % 999,0005,000 5,000,000 0,005,000 5,0020,000 20,0030,000 30,0040,000 40,0050,000 50,0000,000 00,00200, ,00400, ,00600, ,00800, ,00,000,000,000,00 55,702 72,380 48,646 2,29 8,262,623 5,482 3,73 5,94 2,874, , ,090 47,222, ,636, ,748, ,386,372 4,823,92 278,897,09 87,33,68 40,770, ,465, ,820, ,238, ,30,539 86,256,4 49,850,675 22,853,647,944 26,420,379,830 % 0.8%.50%.25% 0.96% 0.54%.06% 0.7% 0.53%.53%.47%.54% 0.96% 0.70% 0.57% 86.50% 00.00% 5,67,92,039 2,,490,224,637,228,303 % 2.47% 7.99% 6.20%

38 % 580,89 (,582,058) 3,207,992 8,44,076 7,290,864,200,57,639,252,486,53, , ,464,202,243,63,059 88,279,265,874,04, ,33 500, ,794 (400,000) 580, ,000 (270,000) (0,000) (60,000) (20,000) (7,000) (63,000) (40,000) (70,000) (70,000) (90,000) (30,000) (200,000) (24,000) 600,000 60,

39 % % % TSMC International Investment 987,968, % 0 0% 987,968, % TSMC Partners 300, % 0 0% 300, % TSMC Global, % 0 0%, %,000, % 0 0%,000, % % 0 0% % 6, % 0 0% 6, % 80, % 0 0% 80, % 35.7% 0 0% 35.7% 35.7% 0 0% 35.7% 00.0% 0 0% 00.0% Systems on Silicon Manufacturing Co. Pte Ltd. 463, % 0 0% 463, % 66,240, % 272,654, % 888,894, % 9,702, % 0 0% 9,702, % 42,572, % 0 0% 42,572, % Emerging Alliance 99.5% 0 0% 99.5% VentureTech II 98.0% 0 0% 98.0% VentureTech III 98.0% 0 0% 98.0% 6,782, % 6,782, % 0,500, % 0,500, % 2,632, % 2,632, % 4,000,000.9% 4,000,000.9% Horizon Ventures Fund 2.% 2.% Crimson Asia Capital.0%.0% 6.0% 35.7%64.3% 35.7%64.3% 37

40 % ,83, % ,368, % 4..2

41 ,254, ,988, % % ,889,955 76,88,3,45 52,542,080 3,939,883,064 3,939,883, ,83, % /0/0 9/0/24,000,0005,000,000 5,000,000, % 2.75% 3.00% 5 96/0/0 96/0/ /0/0 98/0/24 0 0/0/0 0/0/24 285,799,875 4,572,797,994 4,572,798,00 285,799,875 4,572,797,994 4,572,798,00 457,279,80 %.73% 2,500,000,000 9,43,395,879 9,43,395, twaaa 96/09/2 96//4 96/2/ ,000,000 48,466,957, ,000, %

42 US$ US$ US$ ,720, ,000,000 20,000,000 Citibank, N.A. New York 24,000, ,554, ,094,000 60,470,000 Citibank, N.A. New York 46,222, ,500, ,000,000 0,000,000 Citibank, N.A. New York 48,222, ,499, ,094,000 60,470,000 Citibank, N.A. New York 7,407, ,897, ,486,000 27,430,000 Citibank, N.A. New York 76,893, ,34, ,560,000 32,800,000 Citibank, N.A. New York 83,453, ,640, ,000,000 20,000,000 Citibank, N.A. New York 87,453, ,67,873, ,667,800 63,339,000 Citibank, N.A. New York 44,608,739 83,544,500,36,896,859 45%23%28%40%0%8% %4.9997% % % 7,529,454,29,367,405

43 ,999, ,649, ,600,000,00,650,000 60,097,94 908,54,880,077,000,000,402,036,500 2,563,200, ,682,000 4,428,000 20,000,000 59,800,000 8,348,000 87,357,200 00,000,000 63,027, ,000,000 58,40,000 72,40,000 00,000, ,000,000 9,740, ,786, ,000,000 85,37,500,200,000,000 Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York Citibank, N.A. New York 56,290,739 70,78, ,006,235 38,806, ,09,43 485,898,66 585,898,66 864,20,597,28,739,639 4

44 ,909,700,085,000 6,489, % % % % 3 75% 4 00% 2 50% 3 75% 4 00% 2 50% 3 75% 4 00% 3,074,92,025,657,034, ,990,600 35,888,63 30,92,280 7,378,73 380,872 6,400, % % % % 3,84, %

45 ,090, ,900 5,720,67,87 35,300 0,742, % % % % % % % 3 75% 4 00% 2 50% 3 75% 4 00% 2 50% 3 75% 4 00% 2 50% 3 75% 4 00% 2 50% 3 75% 4 00% 2 50% 3 75% 4 00% 0,85,496 27,28 2,764 4,787,202 55,669 2,077, ,387,594,435,449 36,430 26,488,294 2,205,709 00,32,95 4,367, ,54 2,566 5,609,65 77,663 7,22, % % % % % % % % 6, ,488, % 3,697, ,768, % 43

46 44 5.

47 DEDICATION 45

48 CMOS SystemonChipSoC 794.5% 4532 CMOSIMEC NXPCMOSCMOS more than Moore,442,285 6,255, ,427 38,066, ,329,084 3,64 2,92,4,087,883 5,670, ,599 30,945, ,08,463 8,548 2,227,574 5,945 43,48,458,283 6,60,943 3,47,75 9,04,387 4,54,74 277,625,585 3,968 4,045,0,955 6,49,708 3,050,487 7,959,34 34,004, ,205, ,656,20 6,076,432 7,946, ,289,788 7,06,856 7,86,95 7,54,333 64,625,063 47,668, Immersion Lithography Silicon StrainLowk Low PowerN45LP N45LP Standby Leakage 46

49 G CyberShuttle TM 200Shuttle Block SRAM2Mb SRAM Bit Cell ASIC 32 SRAM 32High K/Metal Gate Immersion Lithography Depth of Focus SRAM Mb SRAM45 45 Overlay NXPTSMC Research Partnership 000 Near Field Communication NFC SIM Gatestack FinFETCMOS Rapid Circuitbased Optimization 80% Embedded DRAMeDRAM 45 Embedded DRAM 65 45N45LP40 47

50 Mixed Signal/RF % Corner TighteningMetal OxideMetalMOM9080 HVMOS Silicon Germanium BiCMOS Through SiliconViaTSV 2.0Ff MetalinsulatorMetalMiM46 KAUltra Thick MetalUTM Linear Poly/Sinker Capacitor CMOS Image Sensor 0. AlCu Backend 4T CMOS CMOS SystemonChipSoC Color Backside Illumination Image0.CMOS Flash/Embedded Flash Mb Optical Proximity CorrectionOPCSubresolution AssistPhase Shifting Mask 4532 Lithography Process CheckLPC Design For ManufacturingDFM45 Ebeam Mask Writers CMOS 48

51 DMRAM StrainedlayerCMOS3D NA EUV % Best Known Method System GigaFab TM 388, , D 40 SIP 3D MEMS5 70%

52 5.3.3 F.S.T. MEMC S.E.H. Siltronic SUMCO 85% Air Products ATMI BASF MGC TYS AZ ShinEtsu Chemical Nissan Sumitomo T.O.K. Air Liquide Air Products Linde Taiyo Nippon Sanso ISO/TS6949 QC08000IECQ 50

53 AlteraAMD BroadcomMarvellNVIDIAQualcomm Analog DevicesFreescaleNXP Philips SemiconductorsTexas Instruments 0% 79 efoundry TM 45 Active Accuracy AssuranceAAA ,020 2,5208,842,520.4%.5% 22,9732,5268, ,33 2,520 2, % % 8, , % 53.% 3.6 8, , % 52.% 32. 8, , % 48.0% ,246 23,020 22,973 45Design Ecosystem % % % 8.0Reference Flow TM % 9.6% 20.6% 29.2% 29.7% 9.9% 8.9% 28.6% 29.8% 9.8% 8.9% 28.5% 7.0 5

54 , , ,9886,93,

55 % 53

56 5.6 SSMC Systems on Silicon Manufacturing Company Pte Ltd.SSMC SSMC Systems on Silicon Manufacturing Company Pte Ltd.SSMC SSMCSSMC 54

57 STMicroelectronics NV Philips Semiconductors International B.V. Freescale Semiconductor, Inc. NXP B.V. Atmel North Tyneside Limited, Atmel Corporation Atmel North Tyneside Limited 2627 Freescale Semiconductor, Inc. 55

58 56 6.

59 TRANSPARENCY 57

60 % 20% 96 74,299, ,564,558 9,07,626 55,772,623 43,800,80 20,880,4 64,68,22 264,27,037 53,732,682 28,864,57 487,09, ,676,00 228,235,359 4,295, ,584,904 42,905,54 22,698,466 65,603, ,296,879 54,07,498 97,24, ,98,284 (9,376,724) 6,329,99 4,722,296 (2,82,28) 895,656 (,88,055) (922,399) 5,974,58 (374,86) 2,740,039 (20,889,882) % 0% 3% 33% 4% 2% 8% % 2% % % 4% ,822, ,252,87 24,329, ,865,226 48,706,007 3,473,648 80,79, ,27,037 53,732,682 28,864,57 487,09, ,685, ,37,68 254,094,90 9,78, ,485,59 46,860,53 3,486,52 78,347, ,296,879 54,07,498 97,24, ,98, ,38,6 (0,494,839) 6,57,997 5,50,735 (6,69,933),845,476 (2,864),832,62 5,974,58 (374,86) 2,740,039 (20,889,882) (8,452,545) % 4% 2% 27% 3% 4% 0% 2% 2% % % 4% 4%

61 % ,67,299 (5,59,655) 33,647,644 76,223,224 37,424, ,06 37,59,34 24,907,267 2,252,047 0,834,698 2,335,339 20,75,406 (,574,33) 09,77,093 09,77, ,20,48 (5,328,53) 33,88,635 64,63,235 49,78,400 49,78,400 23,48,54 26,299,859,596,727 3,090,087 34,806,499 (7,550,582) 27,255,97 (246,86) 27,009,73 (42,849) (9,42) (233,99) 2,059,989 (2,293,980) 265,06 (2,559,086),488,726 (4,047,82) (762,029) (754,748) (4,055,093) (4,023,73) (8,078,824) 246,86 (7,832,638) % 0% 4% 0% 7% 8% 8% 6% % 7% 24% 0% 53% 4% 4% ,336,72 (5,705,576) 322,630,596 80,280,385 42,350,2 30,628,304,72,907,933,803 2,03,684 2,642,026 (,709,626) 09,932,400 09,932,400 09,77, ,883,499 (5,476,328) 37,407,7 6,597,08 55,80,090 28,545,396 27,264,694 9,705,592 3,608,078 33,362,208 (7,773,7) 25,588,497,606,749 27,95,246 27,009,73 5,452,673 (229,248) 5,223,425 8,683,304 (3,459,879) 2,082,908 (5,542,787) 2,228,2 (,594,394) (,720,82) (3,935,95) (5,656,097) (,606,749) (7,262,846) (7,832,638) % 2% 4% 2% 2% 9% 7% 2% 23% 44% 9% 5% 2% 4% 4%

62 20% ,39,709 74,6,992 (20,834,599) 72,422,02,74 659, ,837,92 83,766,668 (206,67,372) 94,986,488, , ,408,47 75,797,890 75,040,652 73,643,829 77,925,776 5,06,577 2,000,055 3,869,92 3,746,73 5,40,57 60

63 %

64 % 53%5% 0% 7,500

65 Superior Court of the State of California in the County of Alameda WaferTech 0.3 UniRAM Technology MoSys UniRAM UniRAM UniRAM3, IR Magazine 63

66 % 4.7% ISO 400OHSAS 800QC

67 ADS 75, , % 0% 65

68 66 7.

69 PROMISE 67

70 7. ISO 400 OHSAS 800 Restriction of Hazardous SubstancesRoHS QC OHSAS ISO 4064 PFCs PFCs TSIA WSC 90 IPCC 68

71 69 85% RoHS LEED LEED 7..2 OHSAS 800 PDCA SARS

72 OHSAS800 Dow Jones Sustainability World Index 70

73 , ,000 7

74 8. 72

75 COOPERATION 73

76 % 00% 00% 00% 00% TSMC International Investment 00% TSMC Technology 00% TSMC Development 00% InveStar 97.09% InveStar II 97.09% WaferTech % TSMC Partners 00% 00% TSMC Global 00% 37.04% 42.5% Global Unichip Japan Co., Ltd. 00% Global Unichip Corp.NA 00% 35.7% 64.29% 35.7% 64.29% Emerging Alliance 99.5% VentureTech II 98% VentureTech 00% VentureTech III 98% 5% 74

77 /0/8 San Jose, California, USA US$,000 83/03/04 Amsterdam, The Netherlands EUR /09/0 Yokohama, Japan JPY 300,000 95/05/02 Seoul, Korea KRW$ 400,000 92/08/04 US$ 37,000 TSMC International Investment 85/04/09 Tortola, British Virgin Islands US$ 987,968 TSMC Technology 85/02/20 Delaware, USA US$ 0.00 InveStar 85/09/0 Cayman Islands US$ 8,983 InveStar II 89/08/25 Cayman Islands US$ 44,339 TSMC Development 85/02/6 Delaware, USA US$ 0.00 WaferTech 85/06/03 Washington, USA US$ 435,40 TSMC Partners 87/03/26 Tortola, British Virgin Islands US$ /05/28 Ontario, Canada US$ 2,300 TSMC Global 95/07/3 Tortola, British Virgin Islands US$,284,000 87/0/22 NT$,49,360 Global Unichip Japan Co., Ltd. 94/06/6 Yokohama, Japan JPY 0,000 Global Unichip CorporationNA 93/02/02 San Jose, California, USA US$ 00 87/09/ NT$ 2,57,39 87/07/3 NT$ 840,000 87/07/5 NT$ 840,000 95/03/22 NT$ 90,000 Emerging Alliance 90/0/0 Cayman Islands US$ 29,978 VentureTech II 93/02/27 Cayman Islands US$ 33,600 VentureTech III 95/03/25 Cayman Islands US$ 30,00 VentureTech 96/04/25 Delaware, USA N/A

78 8..5 % Rick Cassidy Rick Cassidy,000,000 00% Maria Marced Maria Marced % Makoto Onodera Makoto Onodera 6,000 00% 80,000 00% US$37,000,000 US$37,000,000 US$37,000,000 US$37,000,000 00% 00% 00% 00% TSMC International Investment 987,968,244 00% TSMC Technology TSMC International Investment,000 00% InveStar TSMC International Investment 8,72, % InveStar II TSMC International Investment 43,047, % TSMC Development TSMC International Investment,000 00% WaferTech TSMC Development 293,636, % TSMC Partners 300,000 00% Sreedhar Natarajan TSMC Partners 2,300,000 00% 76

79 77 TSMC Global Global Unichip Japan Co., Ltd. Global Unichip CorporationNA Emerging Alliance VentureTech II VentureTech III VentureTech VentureTechIII,284 42,572,353 3,640,853,268,869 42,572,353 42,572,353 42,572,353 42,572, ,000 00,000 00,000 9,702,838 9,702,838 9,702,838 9,473,75,608, ,669 4,496, ,326 NT$540,000,080 NT$299,999,880 NT$540,000,080 NT$299,999,880 70,000,524,000 4,590,000 20,000,524,000 US$29,828,009 US$32,928,000 US$29,498,000 00% 37.04% 3.7%.0% 37.04% 37.04% 37.04% 37.04% 00% 00% 00% 00% 00% 00% 00% 42.5% 42.5% 42.5% 4.39% 0.75% 0.46% 2.08% 0% 64.29% 35.7% 64.29% 35.7% % 3.93% 5% 0.20% 3.93% 99.50% 98% 98% 00%

80 8..6 * 356,873 30,709,45 28,283,9 2,426,296 94,928, ,773 20, ,342 27,90 39,99 88,702 33,770 4,052 3,366 56, ,090 22,825 7,896 04,929 22,730 9,733 3, ,880 8,076,639 6,437 20,660,885, ,639,707 9,000,80 0,379,647 8,62,63 5,798,239,97, ,65 TSMC International Investment 32,052,646 38,863,540,045,38 27,88,222,566, ,54 562, TSMC Technology , ,04 23, ,32 6,432 7,552 7, InveStar 29,435,60,6 96,354,404, ,02 552, , InveStar II,438,490,928,005 3,434,924,57 363,47 37,779 35, TSMC Development ,657,254,760 6,655,494,824,325,82,72,84,836,84, WaferTech 4,26,007 8,49, ,06 7,554,988 9,407,547,448,23,479,998 TSMC Partners 9,733 3,508,39 8,773,454 4,734, , , ,505, ,69 3,675 38,322 93,353 23,850,248, TSMC Global 4,656,82 44,235,835 3,647 44,204,88 2,379,39 2,32,578 2,32,568,808,074.77,49,360 3,628,005,325,475 2,302,530 6,988, , , Global Unichip Japan Co., Ltd. 2,903 4,682,472 3,20 7, , Global Unichip CorporationNA 3,244 9,73,675 8,056 60,4 2,862, ,57,39 5,84,57 2,474,78 3,339,799 2,963, , , ,000 2,99,33 3,758 2,95,555 62,339 62,26 58,75 840,000 2,99,769 3,757 2,96,02 62,99 62,778 59,407 90,000 80,633 2,43 78,490 5,36 2, Emerging Alliance 972, ,95 27, , ,423 37,20 37,20 VentureTech II,090,085,209,958 9,769,90,89 20,95 40,497 40,497 VentureTech III 976,534 95,77 95,77 3,333 4,533 4,533 VentureTech *Global Unichip Japan Co., Ltd. USD = EUR = 47.84JPY = RMB = 4.442KRW = USD = EUR = 45.03JPY = 0.28RMB = 4.39KRW =

81 , , % 35.7% , , ,03,993 7,03,993 7,063,99 7,063,99 458, , ,5 459,

82

83 2 58,526,272 37,965,353 88,286,752,638,485 30,537,984 43,69,88 33,300,829 3,363, ,666,89 56,855,885 7,00,090 26,846,42 (35) 225, ,46,862 67,202,553 80,356, ,24,309 36,060,42 73,667,3 73,292, ,976,400 2,66,636 60,638,852 0,460,630 23,752,940 4,96,9 232,59,637 56,537,259 3,730,06 49,95,999 (2,226,427) 487,553,20 88,587,9 38,409, ,965, ,43,52 97,562,46 80,659,60 24,45,633 5,72,65 32,84,45 97,699,05 22,,575 7,63, ,300,246 57,7,886 42,77,034 70,4,80 (640,742) 507,539,85 6,909,466 27,424, ,630, ,5,749 93,676,00 37,378, ,235,359 4,295,330 42,905,54 25,252,86 4,75,27 8,523,95 258,296,879 54,07,498 97,24,532 09,687,478 (,9,65) 56,65 573,584,904 65,603,620 47,95, ,98, ,633,622 74,299,286 23,89,53 234,564,558 9,07,626 43,800,80 * 4,00,462 6,878, ,27,037 53,732,682 28,864,57 * (,072,853) 680,997 55,772,623 64,68,22 * 487,09,402 * * 66,54,670 0,748,04 2,854,263 8,256,584 30,420,923 43,574,820 42,827,76 4,848, ,666,89 56,855,885 7,00,090 26,846,42 (35) 225, ,400,53 78,097,223 9,25,20 329,24,309 36,060,42 88, ,303,308 36,49,4 84,449,082 38,0, ,9,326 7,99,834 63,99,308 3,74,086 32,264,20 4,229, ,59,637 56,537,259 3,730,06 49,95,999 (2,226,427) 499,454,09 00,43,055 50,234, ,965, ,43,52 75, ,04, ,29,258 22,300,790 42,382, ,823,292 20,003,03 35,22,227 00,636,827 30,40,7 7,738, ,300,246 57,7,886 42,77,034 70,4,80 (640,742) 59,509,589 73,270,88 38,785,48 445,630, ,5, , ,238, ,724,08 260,37,68 53,895,5 254,094,90 9,78,650 46,860,53 29,208,93 22,873,542 8,62, ,296,879 54,07,498 97,24,532 09,687,478 (,9,65) 56,65 587,485,59 78,347,043 60,694, ,98, ,633,622,56, ,38,6 426,790, ,822,329 36,46, ,252,87 24,329,385 48,706,007 * 24,284,470 7,89,78 264,27,037 53,732,682 28,864,57 * (,072,853) 680, ,865,226 80,79,655 * 487,09,402 * 3,594,69 490,685,57 * *

84 3 20,904,34 72,89,637 52,647,577 2,665,799 4,285,0 89,377,576,343 5,028,275 47,258,700 47,258, *.78** 38, ,992,427 0,60,584 86,822,778 6,785,048,829,242,687,68,278,072 9,778,584 92,36,5 92,36,5 3.97* 3.50** 262,09 264,588,364 5,244,049 93,03,824 7,38,360*** 6,575,76*** 2,506,769***,80,484*** 93,89,423 93,575,035 93,575, * 3.55** 33,88,635 49,78,400 26,299,859,596,727 3,090,087 3,382,868 66,200 34,806,499 27,255,97 27,009, * 4.82** 33,647,644 37,59,34 2,252,047 0,834,698 2,335,339 2,634, ,736 20,75,406 09,77,093 09,77, * * ** *** 202,996,82 74,883,478 5,300,58 5,669,32 5,79, ,07,89,009 5,78,645 47,255,688 47,255,688 47,258, *.78** 39,56 257,22,68 5,89,83 88,48,674 6,05,558 2,53,645,783,693,454,242 9,965,587 92,329,03 92,329,03 92,36,5 3.97* 3.50** 278, ,565,070 8,202,874 90,968,559 9,399,360*** 6,04,672*** 2,806,226***,43,374*** 94,263,247 93,632,668 93,632,668 93,575, * 3.55** 37,407,7 55,80,090 27,264,694 9,705,592 3,608,078 4,542,49 890,602 33,362,208 25,588,497 27,95,246 27,009, * 4.82** 322,630,596 42,350,2,72,907,933,803 2,03,684 5,65, ,242 2,642,026 09,932,400 09,932,400 09,77, * * ** ***

85 (%) (%) (%) (%) () (%) (%) (%) (%) (%) () () (%) (%) (%) %. 3% **. () (2) 2. () (2) (3) 3. () (2) (3) (4) (5) (6) (7) 4. () (2) (3) (4) (5) (6) () (2) (3) 6. () (2) + + 4

86 (%) (%) (%) (%) () (%) (%) (%) (%) (%) () () (%) (%) (%) (%) (%) (%) (%) %. 30% **. () (2) 2. () (2) (3) 3. () (2) (3) (4) (5) (6) (7) 4. () (2) (3) (4) (5) (6) 5. () (2) (3) 6. () (2) + + 5

87 (Sir Peter Leahy Bonfield) (Lester Carl Thurow) (Stan Shih) (Carleton S. Fiorina) 6

88

89 8 $ 72,422,02 42,083 22,267,223,526,946 26,70,648 7,9,328 (688,972) (3,856,685) 525,308 33,698 20,987,42 5,268,000 86,465 74,299,286 3,048,08,397,86 8,697, ,60 23,89,53 0,907, ,3,625 9,67,07 700,206,624 (486,725,09) 2,082, ,564,558,567,756 7,72,43 8,740,69 7,24,933 2,74, ,986 0,277,457 $ 55,772, (88) $ 00,39,709 44,60 25,967,06 8,50,823 6,869,509 6,278,64 (690,93) (2,75,065) 449, ,460 9,52,24 7,832,000,22,99 93,676,00 0,044,356 6,647,5 28,973,495 72,843 37,378,205 96,96,85 527,850,728 8,659, ,47,804 (47,467,250) 2,230, ,235,359,567,756 5,593,068 7,60,824 5,76,27,306,234 67,45 7,34,506 $ 573,584, (73) ,050,000 27,050,000 26,427,04 25,829, ,096 33,926 $ 247,646 9,485,88 2,999,630 0,977,963 4,700,03 5,389,740 43,800,80 2,500,000,50,462 4,00,462 3,657,679 2,240, ,593 6,878,949 64,68,22 264,27,037 53,732,682 56,406, ,550 6,828,337 28,864,57 (,072,853) 680,997 (49,385,032) (49,776,888) 487,09,402 $ 55,772, (9) (9) $ 0,75 6,43,679 3,326,96 7,850,48 7,903,867 0,669,523 7,000,000 42,905,54 2,500,000,27, ,375 4,75,27 3,530,6 3,809,96,83,8 8,523,95 65,603, ,296,879 54,07,498 43,705,7 640,742 52,778,079 97,24,532 (,9,65) 56,65 (98,075) (,547,625) 507,98,284 $ 573,584,

90 9 39 (4) $ 39,67,299 5,59,655 33,647,644 76,223,224 37,424, ,06 37,59,34 5,93,834 7,660,776,332,657 24,907,267 2,252,047 5,468,230 2,634, ,4 72,62 368, ,20 7,28 289,479 0,834,698,008, ,736 43, ,43 4, $ 39,20,48 5,328,53 33,88,635 64,63,235 49,78,400 49,78,400 4,60,385 7,90,422,626,734 23,48,54 26,299,859 5,526,727 3,382, , , ,28 596,459 33,850 94,739,596,727 66,200,623, , $ 83,932 2,335,339 20,75,406 (,574,33) 09,77,093 $ 09,77,093 $ 42,726 5,294 3,090,087 34,806,499 (7,550,582) 27,255,97 (246,86) $ 27,009,73 43 (2) 4 4 $ 09,278,855 $ 09,278,855 $ 4.4 $ 4.4 $ 27,338,237 $ 27,092,05 $ 4.8 $ 4.8 $ 4.58 $ 4.58 $ 4.4 $ 4.4 $ 5.0 $ 5.09 $ 4.82 $ ,062

91 ,730, ,23 370, ,950 4,550 25,829, ,280 5,659 77,489 0,988 26,427,04 $ 247,300,246 3,432,29 3,709,504 3,709,504 45, ,296,879 4,572,798 56, ,89 09,875 $ 264,27,037 $ 57,7,886 (3,709,504) 87, ,70 82,320 54,07,498 (774,89) (28,639) 326,952 0,762 $ 53,732,682 $ 34,348,208 9,357,503 43,705,7 2,700,973 $ 56,406,684 $ 2,226,427 (,585,685) 640,742 (,92) $ 629,550 $ 06,96,399 (9,357,503),585,685 (3,432,29) (3,432,29) (6,825,06) (3,709,504) (257,40) 27,009,73 52,778,079 (2,700,973),92 (4,572,798) (4,572,798) (77,489,064) (56,594) (285,800) 09,77,093 $ 6,828,337 $ 42,77,034 (3,432,29) (3,432,29) (6,825,06) (3,709,504) (257,40) 27,009,73 97,24,532 (4,572,798) (4,572,798) (77,489,064) (56,594) (285,800) 09,77,093 $ 28,864,57 ($ 640,742) (550,423) (,9,65) 8,32 ($,072,853) $ 242,248 39,367 56,65 24,325 95,057 $ 680,997 ($ 98,075) (98,075) (48,466,957) ($ 49,385,032) $ 445,630,349 (3,432,29) (6,825,06) (257,40) 27,009,73 87,095 (550,423) 575,97 82, ,248 39, ,98,284 (4,572,798) (77,489,064) (285,800) 09,77,093 (28,639) 8,32 436,827 0,762 24,325 95,057 (48,466,957) $ 487,09,402

92 $ 09,77,093 72,820, ,06 (7,59) (27,094) (5,468,230) 677,47 (300,387),083,94 239,43 (9,832,39) (,633,64) (,959),05,620 (76,042) 32,762 (,834,928) 359,734 3,342,39 (327,286) 3,27,545,259,738 27,563 72,747 74,6,992 (9,547,253) (7,358,685) (36,333) (8,303,047) 8,844,520 7,325,20 433,55 $ 27,009,73 66,699,455 2, (5,526,727) 626,367 (26,03) (22) 36,608 (355,474) 79,828 44,072,2,776 4,8,095 4,33,654 (285,43) (,58,904) 985,49 (99,09) (2,894,259) (49,426) (,908,427) (62,38) 4,034,530 57,262 68,724 (95,745) 96,080,297 (98,679,832) (8,554,027) (5,55,466) (2,940) (77,25,8) 73,22,09 0,40,000 7,9 37,946 62,354 $ 54,509 (2,685,60) (,435,304) (232,575) (65,94,07) (7,000,000) (,569,284) (77,489,064) (4,572,798) (285,800) (45,43,373) 436,827 (35,893,492) (27,77,607) 00,39,709 $ 72,422,02 $ 66,200 $ 7,330,40 $ 76,023,264 5,279,783 $ 8,303,047 $ 48,466,957 (3,053,584) $ 45,43,373 $ $ $ 3,673,82 $ $,277,729 (,272,355) (,222,592) (7,30,784) 97,06 (6,825,06) (3,432,29) (257,40) 575,97 (64,022,387) 4,756,26 85,383,583 $ 00,39,709 $ 66,200 $ 3,89,528 $ 79,026,04 (,80,293) $ 77,25,8 $ $ $ 7,000,000 $ 688,59 $ 67,892 $ 39,687,637

93 20,55520,202 2

94 3

95 4

96 $ 6,56 35,567 $ 42,083 $ 83,96 63,730 $ 247,646 $ 44,60 $ 44,60 $ 0,75 $ 0,75 ($ 246,86) ($ 246,86) $ $ 280,03633, Sell USD/Buy NTD 97 USD 00,000 Sell EUR/Buy NTD 972~977 EUR 48,000 97~972 USD 975, %~5.60% 0.02%~3.0% $ 6,832,43 0,067, ,6 $ 72,422,02 $ 68,898,5 3,24,594 $ 00,39,709 96~962 USD 820, %~5.9% 0.90%~3.25% 924,36 684,903239,43,65,796,649,64633,850 5

97 $ 4,966,675 4,46,082 4,052, ,40 23,664,409 $ 25,967,06,998,067 4,50, ,242 32,64,572 (22,267,223) (25,967,06) $,397,86 $ 6,647,5,277,789TSMC Global Ltd.TSMC Global $ 500,000 $ 499,40.76% 973 $ $,500,000 4,500,000 3,9,520 3,259,600 $ $ 5,585 3,928 4,808 4,998.77%~.83%.40%~.83% 974~ ~ ~ ~99 $,67,20 $ 23,734 LIBOR 2.0%~3.45% 0%~.5% 80,00020,000 $ 500,000 $ 499,242.76% 973 $ 690,93 (,959) $ 688,972 $ 976,344 (285,43) $ 690,93 $ 0,900,247 7,824,425,500,000 20,224,672 (,526,946) $ 8,697,726 $ 3,742,54 2,070,657,67,20 37,484,38 (8,50,823) $ 28,973,495 $ 2,75,065 5,59,655 (4,44,035) $ 3,856,685 $ 4,269,969 5,328,53 (6,847,47) $ 2,75,065 6

98 5,227 SSMC8SSMC463 32%39% $ 3,8,22 5,867,005,428,592 62,28 2,78,937 (73,795) $ 20,987,42 $ 4,754,342 3,25,74,55,996 42,648 9,943,60 (790,946) $ 9,52,24,357,89090,526 43% 4,927,86569,600 27%36% 5,468,2305,526,727 TSMC Global Systems on Silicon Manufacturing Company Pte Ltd. SSMC TSMC Partners, Ltd.TSMC Partners VentureTech Alliance Fund II, L.P.VTAF II VentureTech Alliance Fund III, L.P.VTAF III Emerging Alliance Fund, L.P.Emerging Alliance $ 44,204,88 27,688,565,024,568 9,092,74 8,622,75 4,734,80 2,255,647,50,52,70,84 906, , ,873 73,429 7,658 04,929 88,702 6,436 $3,048, $ 42,496,592 26,593,749 5,74,870 7,960,869 9,027,984 4,433,89 2,04, ,30 228, , ,585 5,507 4,297 95,757 49,74 4,706 $0,044, ,39,2757,044,040 $ 943,277 2,08,282 (347,7) ($ 7,764),00,846 (49,805) $ 2,677,388 $ 943,277 $ 23, ,365 $ 23,984 $ 987,349 $ 23,984 7

99 $ 364,93 383,247 $ 748,60 $ 364,93 347,930 $ 72,843 $ 4,038,55,57,575 36,942 $ 5,593,068 $ 3,263,950,8, ,990 $ 4,729,59 ($,656,3) (820,83) (04,79) ($ 2,580,475) $ (5) ($ 5) ($ 296,45) (569,648) 296,45 ($ 569,648) $ 5,349,937,309,272 53,204 $ 7,72,43 $ 96,96,85 527,850,728 8,659, ,47,804 49,595,97 36,40,800 6,469,533 47,467,250 2,230,805 $ 228,235,359 $ 5,025,296 6,793, ,003 $ 67,754,797 $ 7,783,832 6,492, ,35 $ 70,234,370 $ 8,268,467 ($ 3,835) (487,386) (328,555) ($ 847,776) ($ 30,957) (459,3) (328,363) ($ 88,433) $ ($ 47,420) (25,25) (99,566) ($ 72,20) $,036 (56,839) (2,365) ($ 58,68) $ 583,68 $ 0,907, ,3,625 9,67,07 700,206,624 57,349, ,278,07 7,097,20 486,725,09 2,082,953 $ 234,564,558 $ 4,985,806,623,276 72,062 $ 373, ,30 $ 6,68,44 $,272, % ($,320,309) (,006,4) (35,20) ($ 2,36,570) $ $ $ $,39 $ 4,038,55,57,575 36,942 $,39 $ 5,593,068 $ 4,500,000 $ 90,769, ,850,773 7,850, ,470,430 42,902,526 30,626,37 5,662, ,9,829 4,867,032 $ 24,45,633 $ 7,60,975 73,454,632,046,724 $ 8,662,33 $ 7,44,573 55,880,978,009,599 $ 64,332,50 ($ 2,636,227) ($ 964,370) (5,28,678) (96,984) ($ 6,380,032) ($ 748,0) (4,869,587) (96,629) ($ 5,84,227) $ ($ 4,376) (235,999) (40,550) ($ 280,925) ($ 7) (235,908) (6,423) ($ 242,502) $ $ 96,96,85 527,850,728 8,659, ,47,804 49,595,97 36,40,800 6,469,533 47,467,250 2,230,805 $ 228,235, %2.75%3.00% 2,500,000 5,000,000 2,500,000 9,500,000 (7,000,000) $ 2,500,000 $ 2,500,000 $ 8,000,000 4,500,000 $ 2,500,000 8

100 $ 3,673,82 582, ,676 42,759 5,74,644 (3,673,82) $,50,462 $ 20,46 3,450,88 3,570,964 2,428,786 5,999,750 (2,99,89) 3,800,56 (07,89) (34,99) $ 3,657,679 $ 25,443 $ 02,920 3,873,239 3,976,59 2,964,923 6,94,082 (,945,572) 4,995,50 (6,9) (,349,203) $ 3,530,6 $ 06, % 3.00% 3.00% 2.25% 3.00% 2.50% $ 200,732 $ 5,003 $ 230,577 $ 0,823 66,54868,975 $ 84,232 55,297 (50,326) 35,596 $ 78,432 63,740 (49,5) 2,339 $ 324,799 $ 305,396 25% $ 30,87,852 (7,602,675) (789,073) 2,686,56 (3,740,683) $ 33,70,625 (2,274,04) (2,080,0) (82,062),56,30 (2,75,377) $ 0,74,982 $ 7,706,65 9

101 $ 0,74,982 (250,863) 5,20,37 (302,847) (3,734,096) $,574,33 $ 7,706,65 (335,4) 3,908,879 (,522,734) (2,206,37) $ 7,550,582 $ 238,02 3,77,254 6,029,704 6,508,673 3,696,375 $ 9,650,08 $ 6,508,673 3,696,375 $ 0,205,048 $ 5,268,000 $ 9,568,755,43,3 (3,470,33) $ 7,24,933 $ 7,832,000 $ 2,24, ,464 (7,204,229) $ 5,76,27 $,245,42 2,560,454,486,845,78,376,654,065 $ 8,727,882 $ 6,97 6,55 46,30 4,252 $ 9,734 $,029,080,78,376,654,065 $ 4,464,52 $ 46,30 4,252 $ 87,382 $ 79,804 $ 79,804 $ 3,02,848 $ 828,62.86%5.23% 20

102 $ 9,20, , , ,06 83,463 75,78 $,209,582 $ 66,375,52 $,80,93 $ 4,392, ,24 335,596 67,962 0,894 2,0 $ 5,355,830 $ 3,86,399 $ 778,85 $ 3,593, ,872 94, , ,357 87,792 $ 6,565,42 $ 70,9,55 $ 2,579,378 $ 9,877, ,25 60, ,505 84, ,65 $ 2,034,28 $ 6,028,727 $,430,069 $ 4,72,95 352,085 33,46 59,302 99,323 9,784 $ 5,6,825 $ 3,296,764 $ 98,0 $ 4,050,58,038,20 924, , , ,399 $ 7,5,06 $ 64,325,49 $ 2,348,080,32,867 5,664,337 $ 24,003,546 9,526,492 9,360, ,950 35,25 55 $ 53,732,682 $ 24,003,546 9,974,43 9,360, ,88 379, $ 54,07,498 2

103 22 774, %.39% $ 9,357,503 (,585,685) 3,432,29 3,432,29 6,825,06 3,709, ,40 $ 80,428,05 $ $ $ 2,700,973 (,92) 4,572,798 4,572,798 77,489,064 56, ,800 $ 00,26,835,00020,00000,000 52,84,094 (0,988) (,045) 4,875 67,758 2,758 (4,550) (3,52) 52,84 $ $

104 800, ,466,957 $25.9~$ ~5.3 28,527 3,348 4, $ ,528 6,838 35,366 $ BlackScholes $ 4.58 $ 4.58 $ 4.4 $ 4.4 $ 5. (0.0) $ 5.0 $ 4.83 (0.0) $ %~3.44% 43.77%~46.5% 3.07%~3.85% 5 $ 09,77,093 09,095,663 $ %~3.44% 43.77%~46.5% 3.07%~3.85% 5 $ 27,009,73 26,889,209 $ $ 4.58 $ 4.58 $ 20,75,406 $ 09,77,093 $ 20,75,406 $ 09,77,093 $ 4.4 $ ,346,582 2,668 26,368,250 $ 5.0 (0.0) $ 4.82 (0.0) $ 5.09 $ 4.8 $ 4.58 $ 4.4 $ 4.58 $ ,926 33,926 32, , , , , ,096 33,926 $ 34,478,25 $ 34,478,25 $ 27,009,73 $ 27,009,73 26,374,757 24,0 26,398,858 $ 5.0 $ 5.09 $ 4.82 $ ,385,032 98,0755,73,9472,290,026 23

105 $ 42,083 23,664,409 20,224, ,646 2,500,000 5,74,644 $ 42,083 23,664,409 20,92,88 247,646 2,669,987 5,74,644 $ 44,60 32,64,572 37,484,38 0,75 9,500,000 2,98,754 $ 44,60 32,64,572 37,375,57 0,75 9,87,49 2,98,754 $ 242, ,49 (27,094) $ 266,573 $ 24, $ 242,248 $ 39,367 95,057 $ 44,424 $ 39,367 $ 39,367 $ 56,65 390,476 (27,094) $ 680,997 $ 56, $ 56, ,4333, ,93,6470,43,49247,646 0,757,7,20 24

106 SSMC WaferTech, LLC WaferTech TSMC Technology, Inc.TSMC Technology TSMC Design Technology Canada, Inc.TSMC Canada WaferTech SSMC $ 92,846,64 6 $ 90,459, ,024,990,072, ,872 $ 93,99,349 6 $ 95,456,935 6 $ 8,774,750 8 $ 2,530, ,828,54 2 4,405, ,468,40 6,820, ,88,07 9 3,9,838 8,028 $ 24,260, $ 27,668, $ 39,078 $ 755,904 $ 39,078 $ 755,904 TSMC Technology TSMC Canada WaferTech SSMC SSMC WaferTech SSMC $ 36, ,858 26,88 $ 564,424 $ 6,39 $ 354,423 29,665 56,887 44,68 $ 585,43 $ 3, $ 3,84 $ 346, ,038 32, ,586,73 $,298,44 $ 26,626,880 74,768 $ 26,70,648 $ 5,037 8,749 98,885 84,778 40,0 3,758 $ 525,308 $ 838, , , ,58 25,56 $ 2,999, $ 236, ,758 9,98 $ 50,93 $ 4,606 $ 37,559 39,42 $ 76,980 $ 40,56 $ 40,56 $ 26, , ,242 34,953 $,00,727 $ 6,46, ,99 56,634 $ 6,869,509 $ 23,853 2,9 59,547 69,568 58,980 5,407 $ 449,266 $ 77, , , ,74 688,59 8,0 $ 3,326,

107 26 $ $ 50,564 62,75 $ 572, $ 403,375 $ 723,66 24,350 $ 848, $ 325, , , , ,798,74,955 $ 3,35,7 NXP NXP NXP NXP NXP 68,39 SSMC 32%NXP SSMC NXPSSMC39%6% NXPSSMC NXPSSMC SSMCSSMC SSMC SSMC SSMCSSMC

108 National Semiconductor CorporationNational National National NationalNational Freescale Semiconductor, Inc. 65silicon on insulator90silicon on insulator65silicon on insulator WaferTech WaferTech WaferTech WaferTech WaferTech UniRAM Technology, Inc. 30, WaferTech WaferTech WaferTech 75,000 90,000WaferTech Alameda County WaferTech WaferTech WaferTechAlameda County WaferTech WaferTech WaferTech WaferTech

109 0. 2,8 2,0647 $ 59,72,699 77,66,258 40,287,628 $ 277,625,585 $ 53,974,683 02,2,046 29,09,649 $ 285,205,378 Sell USD/Buy NTD 97 USD,000 2,834,283,55 $ 37,350,20 2 $ 33,60,

110 29 ING ING G~I E 2,239 32,997 03,06 85,58 83,306 77,28 59,049 54,62 68,945 54,469 60,26 54,39 35,324 27,46 27,76 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 40,054 2,349,63,97,2 399, ,065 3,65,840,647, , , , ,829 89,963,573,338,80, , ,264 3,58,667 2,630,064,804,346 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 40,054 2,349,63,97,2 399, ,065 3,647,566,647,43 875,03 797, , ,000 90,000,573,338,80, , ,264 3,547,308 2,629,939,796,764

111 30 TSMC Global SSMC TSMC Partners Horizon Ventures Fund Crimson Asia Capital VTAF II VTAF III Emerging Alliance InveStar InveStar II 987,968 66, ,000 9,703 42, ,783 0,500 4,000 2,633 7,032 5,082 7,064 3,748 8,72 43,048 $,200,38,000,000 39,34 292,78 44,204,88 27,688,565,024,568 9,092,74 4,734,80 2,255,647,50,52 823,552 04,929 88,702 6,436 93,584 05,000 40,000 26,329 32,949 70,298 8,622,75,70,84 906, ,873 73,429 7,658,055,984 09,85,057,963 85,78 USD 42,038 USD 57, $,99,46 987,430 39,0 292,648 44,204,88 27,688,565 4,974,643 8,23,596 4,734,80 2,255,647,49,627 9,344,632 04,929 88,702 6, ,599 32,254 52,690 20,536 32,949 70,298 8,62,63,66, , ,873 63,993 63,69,055,984 23,49,057,963 9,067 USD 42,038 USD 57, , ,5

112 TSMC Development TSMC Technology USD 674,084 USD 6, USD 674,084 USD 6,592 TSMC Development WaferTech USD 227, USD 227,469 TSMC Partners VisEra Holdings Company TSMC Canada 43,000 2,300 USD 67,948 USD 2, USD 67,948 USD 2,877 Emerging Alliance Pixim, Inc. RichWave Technology Corp.,036 4,247 0,800 USD 275 USD,648 $ 00, USD 275 USD,648 $ 00,000 Audience, Inc. Axiom Microdevices, Inc. Miradia, Inc. Mobilygen Mosaic Systems, Inc. Next IO, Inc. Optichron, Inc. Optimal Corporation Pixim, Inc. Teknovus, Inc.,654,000 3,040,45 2, ,606 6,977 USD 250 USD,000 USD,000 USD 750 USD 2 USD 500 USD,000 USD 229 USD 862 USD, USD 250 USD,000 USD,000 USD 750 USD 2 USD 500 USD,000 USD 229 USD 862 USD,327 VentureTech Alliance Holdings 0 VTAF II Leadtrend RichWave Technology Corp.,875,200,265,043 USD 99 USD 2,040 USD 660 USD USD 99 USD 2,040 USD 660 USD 730 5V Technologies, Inc. Ageia Technologies, Inc. Aquantia Corporation Audience, Inc. Axiom Microdevices, Inc. Beceem Communications GemFire Corporation Impinj, Inc. Miradia, Inc. 2,357 2,030,786 2,989 5, ,46 USD,768 USD 2,074 USD 2,273 USD 84 USD 2,088 USD,600 USD 68 USD,000 USD 3, USD,768 USD 2,074 USD 2,273 USD 84 USD 2,088 USD,600 USD 68 USD,000 USD 3,06 3

113 Mobilygen Next IO, Inc. Optichron, Inc. Pixim, Inc. Power Analog Microelectronics QST Holding, LLC Teknovus, Inc. Tzero Technologies, Inc. Xceive ,050 3,279 3,039, USD 49 USD 82 USD,844 USD 64 USD 2,409 USD 45 USD 454 USD,500 USD, USD 49 USD 82 USD,844 USD 64 USD 2,409 USD 45 USD 454 USD,500 USD,000 VentureTech Alliance Holdings 0 VTAF III 4,590 USD,672 5 USD,672 Advasense Sensors, Inc. Auramicro, Inc. Exclara, Inc. (Formerly SynDitec, Inc.) M2000, Inc. Neoconix, Inc. Powervation, Ltd. Quellan, Inc Silicon Technical Services, LLC Tilera, Inc. Validity Sensors, Inc.,929 2,500 4,53 3,000 2, ,06,055,698 6,424 USD,834 USD 750 USD 2,42 USD 3,000 USD 4,000 USD 2,930 USD 3,500 USD,208 USD 2,360 USD 2, USD,834 USD 750 USD 2,42 USD 3,000 USD 4,000 USD 2,930 USD 3,500 USD,208 USD 2,360 USD 2,545 GTBF, Inc. USD,500 USD,500 VentureTech Alliance Holdings 80 InveStar Monolithic Power Systems, Inc. Memsic, Inc.,352, USD 29,024 USD 3,82 USD USD 29,024 USD 3,82 USD 54 Integrated Memory Logic, Inc. IP Unity, Inc. NanoAmp Solutions, Inc. Sonics, Inc. 2,872,008 54,844 USD,22 USD 494 USD 853 USD 3, USD,22 USD 494 USD 853 USD 3,530 32

114 InveStar II Monolithic Power Systems, Inc. Memsic, Inc. elcos Microdisplay Technology, Ltd. EoNEX Technologies, Inc. Sonics, Inc , , ,243 2,088, ,383,049 USD 8,56 USD,37 USD 59 USD,594 USD 2,362 USD 35 USD 27 USD 3,048 USD 32 USD 37 USD,75 USD 545 USD 574 USD 20 USD 79 USD USD 8,56 USD,37 USD 59 USD,594 USD 2,362 USD 35 USD 27 USD 3,048 USD 32 USD 37 USD,75 USD 545 USD 574 USD 20 USD 79 USD 223 Alchip Technologies Limited elcos Microdisplay Technology, Ltd. FangTek, Inc. Kilopass Technology, Inc. NanoAmp Solutions, Inc. Sonics, Inc. 6,28 3,500 6,93 3, ,5 USD 2,950 USD 3,500 USD 3,250 USD 2,000 USD,500 USD 3, USD 2,950 USD 3,500 USD 3,250 USD 2,000 USD,500 USD 3,082 TSMC Global Fed Hm Ln Pc Pool b225 Fed Hm Ln Pc Pool b2566 Fed Hm Ln Pc Pool b2632 Fed Hm Ln Pc Pool b2642 Fed Hm Ln Pc Pool b2776 Fed Hm Ln Pc Pool b2792 Fed Hm Ln Pc Pool b280 Fed Hm Ln Pc Pool b7453 Fed Hm Ln Pc Pool g0038 Fed Hm Ln Pc Pool g0053 Fed Hm Ln Pc Pool g004 Fed Hm Ln Pc Pool g282 Fed Hm Ln Pc Pool g4 Fed Hm Ln Pc Pool h2520 Fed Hm Ln Pc Pool h2524 Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool USD 39 USD 57 USD 78 USD 234 USD 340 USD 223 USD 296 USD 2,805 USD 296 USD 367 USD 42 USD 4,077 USD 3,68 USD 2,669 USD,970 USD 72 USD 3,834 USD 39 USD 57 USD 78 USD 234 USD 340 USD 223 USD 296 USD 2,805 USD 296 USD 367 USD 42 USD 4,077 USD 3,68 USD 2,669 USD,970 USD 72 USD 3,834 33

115 Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool B9205 Fed Hm Ln Pc Pool E89857 Fed Hm Ln Pc Pool G295 Fed Hm Ln Pc Pool M80855 Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal National Mort Assoc Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Gtd Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool 6856 Fnma Pool Fnma Pool Fnma Pool 7037 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool USD 254 USD 494 USD,47 USD 536 USD 303 USD 7,03 USD,347 USD,26 USD 2,942 USD,784 USD,832 USD 2,360 USD 2,742 USD 2,78 USD 3,665 USD 2,36 USD 3,275 USD 3,044 USD 2,844 USD 2,059 USD 2,94 USD 2,0 USD 3,567 USD,77 USD 3,26 USD,385 USD 7 USD 390 USD 560 USD,30 USD,0 USD 2,388 USD 599 USD 3,442 USD 20 USD 467 USD,023 USD 69 USD,0 USD 23 USD 22 USD 229 USD 2,009 USD 438 USD 608 USD 234 USD 254 USD 494 USD,47 USD 536 USD 303 USD 7,03 USD,347 USD,26 USD 2,942 USD,784 USD,832 USD 2,360 USD 2,742 USD 2,78 USD 3,665 USD 2,36 USD 3,275 USD 3,044 USD 2,844 USD 2,059 USD 2,94 USD 2,0 USD 3,567 USD,77 USD 3,26 USD,385 USD 7 USD 390 USD 560 USD,30 USD,0 USD 2,388 USD 599 USD 3,442 USD 20 USD 467 USD,023 USD 69 USD,0 USD 23 USD 22 USD 229 USD 2,009 USD 438 USD 608 USD

116 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool 8448 Fnma Pool Fnma Pool Fnma Pool 8229 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Gnma Ii Pool 0850 Gnma Ii Pool 0853 Fed Home Ln Bank Federal Farm Cr Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Mtg Disc Nts Federal Home Loan Bank Federal Home Loan Banks Federal Natl Mtg Assn Federal Natl Mtg Assn Medium Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Tennessee Valley Auth USD 94 USD 32 USD 396 USD 330 USD 388 USD 408 USD 777 USD 635 USD 343 USD 2,30 USD 538 USD 52 USD 60 USD 2,438 USD 236 USD 9 USD,730 USD 23 USD 69 USD 4,935 USD 5,697 USD 3,276 USD 470 USD,423 USD 5,75 USD 3,5 USD 8,977 USD 8,939 USD 4,965 USD 5,969 USD 4,980 USD 9,023 USD 5,34 USD 22,342 USD 4,62 USD 2,500 USD 5,69 USD 3,52 USD 2,982 USD 3,7 USD 3,398 USD 3,066 USD 6,068 USD 94 USD 32 USD 396 USD 330 USD 388 USD 408 USD 777 USD 635 USD 343 USD 2,30 USD 538 USD 52 USD 60 USD 2,438 USD 236 USD 9 USD,730 USD 23 USD 69 USD 4,935 USD 5,697 USD 3,276 USD 470 USD,423 USD 5,75 USD 3,5 USD 8,977 USD 8,939 USD 4,965 USD 5,969 USD 4,980 USD 9,023 USD 5,34 USD 22,342 USD 4,62 USD 2,500 USD 5,69 USD 3,52 USD 2,982 USD 3,7 USD 3,398 USD 3,066 USD 6,068 Abbott Labs USD,50 USD,50 35

117 American Gen Fin Corp. American Gen Fin Corp. Mtn American Gen Fin Corp. Mtn American Honda Fin Corp. Mtn Ameritech Capital Funding Co. Amgen Inc. Anz Cap Tr I Atlantic Richfield Co. Axa Finl Inc. Beneficial Corp. Mtn Bk Entry Burlington Res Inc. Chase Manhattan Corp. New Chase Manhattan Corp. New Chase Manhattan Corp. New Cit Group Hldgs Inc. Cit Group Inc. New Consolidated Edison Inc. Credit Suisse First Boston Usa Deere John Cap Corp. Mtn Bk Ent Depfa Acs Bank Fleet Boston Corp. Ge Global Ins Hldg Corp. General Dynamics Corp. General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Re Corp. Genworth Finl Inc. Hancock John Global Fdg Ii Mtn Hancock John Global Fdg Mtn Hartford Finl Svcs Group Inc. Hbos Plc Medium Term Sr Nts Heller Finl Inc. Hewlett Packard Co. Household Fin Corp. Household Fin Corp. Ing Sec Life Instl Fdg International Business Machs Intl Lease Fin Corp. Mtn JP Morgan Chase Keycorp Mtn Book Entry Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. USD 3,39 USD 3,45 USD,962 USD 3,07 USD 489 USD 2,978 USD 984 USD 2,26 USD 2,47 USD 2,274 USD 3,653 USD,520 USD 2,099 USD 3,483 USD 2,982 USD 2,435 USD 2,990 USD 2,229 USD 2,25 USD 20,402 USD 2,620 USD,94 USD 2,33 USD 3,978 USD 3,047 USD 2,8 USD 3,263 USD 3,279 USD 5, USD 993 USD,336 USD 3,00 USD,950 USD,884 USD 2,950 USD 3,046 USD 2,582 USD 3,555 USD 2,985 USD 2,00 USD 3,053 USD,643 USD 490 USD 989 USD 3,052 USD,060 USD 3,39 USD 3,45 USD,962 USD 3,07 USD 489 USD 2,978 USD 984 USD 2,26 USD 2,47 USD 2,274 USD 3,653 USD,520 USD 2,099 USD 3,483 USD 2,982 USD 2,435 USD 2,990 USD 2,229 USD 2,25 USD 20,402 USD 2,620 USD,94 USD 2,33 USD 3,978 USD 3,047 USD 2,8 USD 3,263 USD 3,279 USD 5, USD 993 USD,336 USD 3,00 USD,950 USD,884 USD 2,950 USD 3,046 USD 2,582 USD 3,555 USD 2,985 USD 2,00 USD 3,053 USD,643 USD 490 USD 989 USD 3,052 USD,060 36

118 Massmutual Global Fdg Ii Mtn Metropolitan Life Golbal Mtn Mgic Invt Corp. Mizuho Fin (Cayman) Monumental Global Fdg Ii Monunmetal Global Fdg Ii Mony Group Inc. Morgan Stanley Morgan Stanley National City Corp. Nationwide Life Global Fdg I Oracle Corp / Ozark Hldg Inc. Pepsico Inc Mtn Book Entry Praxair Inc. Premark Intl Inc. Pricoa Global Fdg I Mtn Principal Finl Group Australia Protective Life Secd Trs Mtn Sbc Communications Inc. Sbc Communications Inc. Simon Ppty Group LP Simon Ppty Group LP Sp Powerassests Ltd Global Suntrust Bk Atlanta Ga Medium Unitedhealth Group Inc. Wachovia Corp New Washington Post Co. Wells Fargo + Co. New Med Trm USD 3,737 USD 3,366 USD,059 USD 2,48 USD,494 USD 2,000 USD 2,37 USD 5,53 USD,95 USD 3,488 USD 3,63 USD 2,09 USD 3,607 USD 3, USD 2,679 USD 3,462 USD,008 USD 3,484 USD 3,372 USD 7 USD 2,53 USD,00 USD 993 USD 3,482 USD,408 USD 3,68 USD 3,08 USD 4,43 USD 3,737 USD 3,366 USD,059 USD 2,48 USD,494 USD 2,000 USD 2,37 USD 5,53 USD,95 USD 3,488 USD 3,63 USD 2,09 USD 3,607 USD 3, USD 2,679 USD 3,462 USD,008 USD 3,484 USD 3,372 USD 7 USD 2,53 USD,00 USD 993 USD 3,482 USD,408 USD 3,68 USD 3,08 USD 4,43 Americredit Auto Rec Tr Americredit Automobile Rec Tr Americredit Automobile Receiva Atlantic City Elc Trns Fdgllc Banc Amer Coml Mtg Inc. Banc Amer Fdg 2006 I Tr Bear Stearns Adjustable Rate Bear Stearns Arm Tr Bear Stearns Arm Tr Bear Stearns Arm Tr Bear Stearns Coml Mtg Secs Inc. Bear Stearns Coml Mtg Secs Inc. Capital One Auto Fin Tr Capital One Auto Fin Tr Capital One Multi Asset Exec Capital One Multi Asset Execut USD,00 USD 894 USD,76 USD 62 USD 4,59 USD 3,762 USD 0 USD 3,08 USD,95 USD 247 USD 3,79 USD 5,099 USD 906 USD 3,685 USD 9,8 USD 3,99 USD,00 USD 894 USD,76 USD 62 USD 4,59 USD 3,762 USD 0 USD 3,08 USD,95 USD 247 USD 3,79 USD 5,099 USD 906 USD 3,685 USD 9,8 USD 3,99 37

119 Capital One Multi Asset Execut Capital One Prime Auto Receiva Capitial One Prime Auto Receiv Cbass Tr Cendant Rent Car Fdg Aesop Llc. Chase Mtg Fin Tr Chase Mtg Fin Tr Chase Mtg Fin Tr Chase Mtge Finance Corp. Cit Equip Coll Tr Citicorp Mtg Secs Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg Daimlerchrysler Auto Tr Daimlerchrysler Auto Tr Deere John Owner Tr First Franklin Mtg Ln Tr First Horizon First Un Natl Bk Coml Mtg Tr First Un Natl Bk Coml Mtg Tr First Un Natl Bk Coml Mtg Tr Gs Mtg Secs Corp. Home Equity Mortgage Trust Home Equity Mtg Tr Hyundai Auto Receivables Tr J P Morgan Mtg Tr J P Morgan Mtg Tr JP Morgan Mtg Tr Lb Ubs Coml Mtg Tr Nomura Asset Accep Corp. Residential Asset Mtg Prods Residential Fdg Mtg Secs I Inc. Residential Fdg Mtg Secs I Inc. Sequoia Mtg Tr Sequoia Mtg Tr Sequoia Mtg Tr Terwin Mtg Tr Tiaa Seasoned Coml Mtg Tr Usaa Auto Owner Tr Wamu Mtg Wamu Mtg Pass Through Ctfs Washington Mut Mtg Secs Corp. Wells Fargo Finl Auto Owner Tr Wells Fargo Mtg Backed Secs Wells Fargo Mtg Backed Secs USD 2,995 USD 3,498 USD 464 USD,297 USD 2,663 USD 887 USD,745 USD 2,605 USD,678 USD 4,033 USD 26 USD,738 USD 6,842 USD 6,704 USD 4,337 USD,698 USD 2,488 USD,659 USD 45 USD 2,595 USD 5,72 USD 2,86 USD,709 USD 2,659 USD 970 USD,59 USD 888 USD 90 USD 863 USD 3,884 USD,542 USD 2,200 USD,594 USD 3,454 USD 265 USD 340 USD 433 USD 3,37 USD 4,06 USD 4,998 USD 3,242 USD 66 USD 2,422 USD 4,956 USD 3,86 USD 3,865 USD 2,995 USD 3,498 USD 464 USD,297 USD 2,663 USD 887 USD,745 USD 2,605 USD,678 USD 4,033 USD 26 USD,738 USD 6,842 USD 6,704 USD 4,337 USD,698 USD 2,488 USD,659 USD 45 USD 2,595 USD 5,72 USD 2,86 USD,709 USD 2,659 USD 970 USD,59 USD 888 USD 90 USD 863 USD 3,884 USD,542 USD 2,200 USD,594 USD 3,454 USD 265 USD 340 USD 433 USD 3,37 USD 4,06 USD 4,998 USD 3,242 USD 66 USD 2,422 USD 4,956 USD 3,86 USD 3,865 38

120 Wells Fargo Mtg Backed Secs Wells Fargo Mtg Bkd Secs Wells Fargo Mtg Bkd Secs Whole Auto Ln Tr USD 3,93 USD 3,029 USD,763 USD,828 USD 3,93 USD 3,029 USD,763 USD,828 United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts Wi Treasury Sec USD 5,070 USD 5,63 USD 42,509 USD 5,60 USD 3,359 USD 7,758 USD 25,924 USD 9,735 USD 6,500 USD 5,070 USD 5,63 USD 42,509 USD 5,60 USD 3,359 USD 7,758 USD 25,924 USD 9,735 USD 6,500 Ssga Cash Mgmt Global Offshore USD 592,80 USD 592,80 39

121 ING ING ING ,29 25,22 93,32 75,56 03,75 65,496 85,45 63,947 78,624 78,629 09,720 95,553 66,826 34,093 76,593 62,83 44,685 88,65 39,333 63,273 $ 3,655,939,667,908,34,669 2,639,459,56,294,00,426,299,088,02, ,386,002,595,265,092,07, , , , , ,863,202,90,602,947 70, , ,779 3,049,99 350, , ,998 4,289 23,884 85,58 77,28 32,507 54,469 60,26 7,082 42,360 94,744 7,862 $ 556, ,000,300,000,200, , , , , ,000,00, ,000,348, , ,778 20,56 9,980 33,44 4,80 75,56 20,445 65,496 58,603 9,326 9,679 78,629 09,720 58,36 73,862 6,677 76,593 62,83 44,685 88,65 234,077 8,35 $,650, , ,000 2,656,02 300,000,06,97 900,000 50,000 00,000,008,733,27, ,000,044,083 00, , , ,263,209,68 2,72, ,936 3,050, , , ,000 $,62, ,99 97,557 2,604, ,582,000, ,347 45,85 98,476,000,000,25, ,36,026,603 98, , , ,724,200,000 2,700, ,000 3,050, , , ,000 $ 28,74 7,08 2,443 5,50 4,48 6,38 6,653 4,49,524 8,733 20,73,864 7,480,94 4,957 6,359 6,539 9,68 2,023 9,936 2,239 32,997 03,06 85,58 83,306 77,28 59,049 54,62 68,945 54,469 60,26 54,39 35,324 27,46 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 2,349,63,97,2 399, ,065 40

122 $,046,799 4,080,39 2,773,80,45,378 56,663 $ $ 50,000,460, , ,000 36,000 $ 50,000,460, , ,000 36,000 $ $ 899,200 2,630,064,804,346,200,38 39,34 442,262 5,74,870 73,979 9,703 4,927,865,357,890 66,240 9,703,024,568,50,52 VTAF II VTAF III 733,30 228,005 30,57 729,94,70,84 906,536 TSMC GLOBAL Fed Hm Ln Pc Pool g282 Fed Hm Ln Pc Pool g4 Fed Hm Ln Pc Pool g66 Fed Hm Ln Pc Pool g92 Fed Hm Ln Pc Pool g262 Fed Hm Ln Pc Pool g2593 Fed Hm Ln Pc Pool j040 Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool G2009 Federal Home Ln Mtg Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal National Mort Assoc USD 3,796 USD 3,97 USD 4,464 USD 8,535 USD 3,743 USD 4,378 USD 4,424 USD 4,436 USD 4,404 USD 5,757 USD 5,600 USD 6,024 USD 3,935 USD 6,53 USD 3,868 USD 4,354 USD 3,250 USD 4,329 USD 4,276 USD 5,749 USD 5,587 USD 5,650 USD 3,0 USD 3,603 USD 5,270 USD 3,257 USD 3,94 USD 6,783 USD 3,5 USD 3,258 USD 3,626 USD 4,280 USD 4,277 USD 5,723 USD 5,557 USD 5,644 USD 3,09 USD 3,563 USD 5,247 USD 3,225 USD 3,75 USD 6,743 USD 3,492 USD 3,246 USD 3,622 USD 49 (USD ) USD 26 USD 30 USD 6 USD 0 USD 40 USD 23 USD 32 USD 9 USD 40 USD 9 USD 2 USD 4 USD 4,077 USD 3,68 USD 2,844 4

123 Federal Natl Mtg Assn Federal Natl Mtg Assn Mtn Fnma Pool Fnma Pool 8364 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fed Home Ln Bank Federal Farm Cr Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Mtn Federal Home Ln Mtg Disc Nts Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Banks Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn USD 4,290 USD 3,720 USD 4,224 USD 4,920 USD 2,99 USD 2,279 USD 6,905 USD 5,898 USD 7,506 USD 5,948 USD 6,440 USD 8,049 USD 4,365 USD 5,95 USD 9,766 USD 0,467 USD 7,868 USD 4,974 USD 3,943 USD USD 3,733 USD 3,486 USD 4,822 USD 6,530 USD 5,062 USD 5,823 USD 4,336 USD 5,035 USD 3,4 USD 5,365 USD 8,95 USD 5,098 USD 4,494 USD 8,983 USD 8,37 USD 6,000 USD 3,99 USD 2,985 USD 5,075 USD 5,083 USD 4,58 USD 3,453 USD 2,356 USD 4,595 USD 4,982 USD 4,500 USD 5,02 USD 6,500 USD 3,70 USD 3,489 USD 3,004 USD 3,606 USD 4,402 USD 6,270 USD 4,938 USD 3,027 USD 2,367 USD 5,532 USD 6,947 USD 6,032 USD 4,60 USD 9,000 USD 8,235 USD 7,500 USD 5,966 USD 6,453 USD 3,236 USD 5,58 USD 4,98 USD 3,472 USD 8,20 USD 4,440 USD 5,933 USD 9,844 USD 4,652 USD 5,093 USD 4,509 USD 0,477 USD 7,926 USD 4,993 USD 3,957 USD 6,505 USD 3,59 USD 3,464 USD 2,989 USD 3,555 USD 4,364 USD 6,27 USD 4,872 USD 2,987 USD 2,233 USD 5,365 USD 6,88 USD 5,907 USD 4,494 USD 8,983 USD 8,37 USD 7,490 USD 5,930 USD 6,40 USD 3,99 USD 5,075 USD 5,083 USD 3,453 USD 8,08 USD 4,364 USD 5,885 USD 9,702 USD 4,595 USD 4,982 USD 4,500 USD 0,459 USD 7,834 USD 4,93 USD 3,950 USD 6,500 USD USD 25 USD 5 USD 5 USD 38 USD 53 USD 66 USD 40 USD 34 USD 67 USD 66 USD 25 USD 6 USD 7 USD 98 USD 0 USD 36 USD 43 USD 37 USD 83 (USD 02) USD 9 USD 20 USD 76 USD 48 USD 42 USD 57 USD USD 9 USD 8 USD 92 USD 62 USD 7 USD 5 USD USD 3,442 USD 60 USD 4,935 USD 5,697 USD 3,276 USD 5,75 USD 3,5 USD 9,023 USD 5,34 USD 22,342 USD 4,62 USD 2,500 USD 5,69 42

124 Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn USD USD 6,5 USD 4,982 USD 8,458 USD 4,997 USD 4,994 USD 4,368 USD 4,500 USD 5,002 USD 8,542 USD 5,027 USD 5,024 USD 6,54 USD 4,39 USD 4,982 USD 8,458 USD 4,997 USD 4,994 USD 6,56 USD 4,368 USD 20 USD 84 USD 30 USD 30 (USD 2) (USD 49) USD American Express Co. American Honda Fin Corp. Mtn Bank One Corp. Bear Stearns Cos Inc. Bp Cap Mkts P L C Burlington Res Inc. Chase Manhattan Corp. New Chase Manhattan Corp. New Citigroup Fdg Inc. Credit Suisse First Boston Usa Deere John Cap Corp. Deere John Cap Corp. Depfa Acs Bank Emerson Elec Co. European Invt Bk European Invt Bk Federal Home Ln Bks General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn Genworth Finl Inc. Goldman Sachs Group Inc. Goldman Sachs Group Inc. Hartford Finl Svcs Group Inc Hbos Plc Medium Term Sr Nts Household Fin Corp. HSBC Fin Corp. HSBC Fin Corp. HSBC Fin Corp. Mtn International Business Machs Intl Lease Fin Corp. Mtn JP Morgan Chase + Co. Key Bk Na Med Term Nts Bk Entr Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Marshall + Ilsley Corp. Massmutual Global Fdg II Mtn USD 3,452 USD 3,092 USD 3,365 USD 3,379 USD 5,077 USD 4,928 USD 3,25 USD 3,970 USD 6,057 USD 7,937 USD 8,759 USD 8,282 USD 4,989 USD 3,456 USD 5,037 USD 3,205 USD 3,028 USD 5,096 USD 4,38 USD 3,298 USD 4,40 USD 3,50 USD 8,420 USD 6,220 USD 4,496 USD 3,648 USD 3,480 USD 4,587 USD 3,75 USD 5,900 USD 9,985 USD 4,86 USD 2,993 USD 3,250 USD 3,20 USD 4,468 USD 3,496 USD 3,50 USD 3,647 USD 3,466 USD 6,297 USD 3,422 USD 3,395 USD 4,575 USD 3,536 USD 4,59 USD 3,05 USD 4,945 USD 6,005 USD 3,27 USD 3,973 USD 6,37 USD 7,964 USD 8,793 USD 4,86 USD 8,44 USD 5,0 USD 3,47 USD 5,023 USD 3,25 USD 3,028 USD 4,469 USD 5,4 USD 4,6 USD 3,288 USD 4,435 USD 3,52 USD 8,487 USD 3,43 USD 6,220 USD 3,325 USD 3,340 USD 4,496 USD 3,565 USD 4,587 USD 3,75 USD 4,899 USD 5,900 USD 3,222 USD 3,930 USD 5,994 USD 7,937 USD 8,76 USD 4,86 USD 8,268 USD 4,94 USD 3,453 USD 5,048 USD 3,82 USD 3,028 USD 4,468 USD 5,066 USD 4,8 USD 3,30 USD 4,393 USD 3,50 USD 8,453 USD 35 USD 77 USD 97 USD 55 USD 79 (USD 29) USD 4 (USD 70) USD 46 USD 05 (USD 5) USD 43 USD 323 USD 27 USD 77 USD 46 USD 70 USD 8 (USD 25) USD 33 USD USD 48 USD 43 (USD 22) USD 42 USD 2 USD 34 USD 3,07 USD 3,653 USD,520 USD 3,483 USD 20,402 USD 3,047 USD 3,279 USD 3,046 USD 3,555 USD 3,052 USD 3,737 43

125 Mbna America Bank Na Y Merrill Lynch + Co Inc. Merrill Lynch + Co Inc. Metropolitan Life Global Mtn Metropolitan Life Global Mtn Morgan Stanley Nucor Corp. Public Svc Elec Gas Co. Slm Corp Medium Term Nts Vodafone Airtouch Plc Wachovia Corp. New Wachovia Corp. New Wachovia Corp. New Washington Mut Bk Fa USD 6,403 USD 3,453 USD 4,865 USD 3,369 USD 2,26 USD 3,797 USD 3,682 USD 8,998 USD 4,449 USD 2,040 USD 3,997 USD USD 3,325 USD 3,337 USD 3,00 USD 3,49 USD,534 USD 6,490 USD 3,464 USD 4,880 USD 3,452 USD 3,790 USD 3,735 USD 9,008 USD 4,403 USD 3,484 USD 3,563 USD 3,998 USD 6,437 USD 3,426 USD 4,842 USD 3,36 USD 3,8 USD 3,684 USD 8,949 USD 4,477 USD 3,49 USD 3,582 USD 4,000 USD 53 USD 38 USD 38 USD 9 (USD 2) USD 5 USD 59 (USD 74) (USD 7) (USD 9) (USD 2) USD USD 3,366 USD 5,53 USD 3,68 American Home Mtg Assets Tr Americredit Automobile Rec Tr Ba Cr Card Tr Banc Amer Coml Mtg Inc. Bear Stearns Coml Mtg Secs Inc. Capital Auto Receivables Asset Capital One Multi Asset Exec Capital One Prime Auto Rec Capital One Prime Auto Receiva Caterpillar Finl Asset Tr Cendant Rent Car Fdg Aesop LLC. Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg First Un Natl Bk Coml Mtg Tr Ford Credit Auto Owner Trust Gsamp Tr Harley Davidson Motorcycle Tr Hertz Veh Fing LLC. Honda Auto Receivables Hyundai Auto Receivables Tr Lb Ubs Coml Mtg Tr Lb Ubs Coml Mtg Tr Mbna Cr Card Master Nt Tr Mbna Master Cr Card Tr Ii Merrill Lynch Mtg Invs Inc. Nissan Auto Receivables Providian Gateway Owner Tr Stuctured Adj Rate Mtg Ln Tr Tiaa Seasoned Coml Mtg Tr Tw Hotel Fdg 2005 LLC. USD 3,269 USD 4,300 USD 3,243 USD 3,98 USD 8,42 USD 9,297 USD 4,324 USD 4,25 USD 5,825 USD 5,39 USD 3,928 USD 3,493 USD 7,605 USD 5,887 USD 3,928 USD 3,942 USD 4,03 USD 3,382 USD 4,59 USD 5,259 USD 8,998 USD 3,500 USD 7,63 USD 7,637 USD 5,88 USD 3,373 USD 3,884 USD 4,500 USD 3,98 USD 4,7 USD 3,87 USD 3,96 USD 4,260 USD 3,243 USD 3,995 USD 8,8 USD 4,493 USD 4,32 USD 3,868 USD 3,933 USD 5,278 USD 3,38 USD 3,460 USD 3,77 USD 4,449 USD 7,552 USD 4,630 USD 3,928 USD 3,96 USD 3,786 USD 3,325 USD 3,380 USD 3,26 USD 4,350 USD 3,232 USD 3,999 USD 8,089 USD 4,433 USD 4,30 USD 4,24 USD 3,904 USD 5,284 USD 3,373 USD 3,443 USD 3,0 USD 4,500 USD 7,653 USD 4,988 USD 3,943 USD 3,9 USD 3,887 USD 3,338 (USD 93) (USD 20) (USD 90) USD (USD 4) USD 92 USD 60 USD (USD 373) USD 29 (USD 6) USD 8 USD 7 USD 76 (USD 5) (USD 0) (USD 358) (USD 5) USD 50 (USD 0) (USD 3) USD 4,59 USD 5,099 USD 9,8 USD 3,498 USD 2,663 USD 6,842 USD 6,704 USD 5,72 USD 3,884 USD 4,06 44

126 Usaa Auto Owner Tr Usaa Auto Owner Tr Wamu Mtg Wamu Mtg Pass Thru Ctfs Tr Wells Fargo Finl Auto Owner Tr Wells Fargo Mtg Backed Secs Wells Fargo Mtg Backed Secs USD USD 4,238 USD 4,986 USD 4,999 USD 3,656 USD 4,854 USD 3,935 USD 4,008 USD USD 4,260 USD 3,760 USD 3,535 USD USD 4,246 USD 4,048 USD 3,55 USD USD 4 (USD 288) USD 20 USD 4,998 USD 3,242 USD 3,86 USD 3,93 United States Treas Nt United States Treas Nt United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts Us Treas Nts Us Treasury Nts Us Treasury Nts Us Treasury Nts Us Treasury Nts Wi Treasury Sec USD 5,936 USD 2,350 USD 60,929 USD 4,009 USD 56,526 USD 4,834 USD 5,467 USD 42,302 USD 5,059 USD 60,837 USD 6,837 USD 8,073 USD 33,800 USD 25,04 USD,676 USD 2,876 USD 6,957 USD 5,3 USD 0,746 USD 5,078 USD09,30 USD 46,90 USD 20,692 USD 34,573 USD 9,628 USD 26,3 USD46,634 USD 6,788 USD27,758 USD 29,438 USD3,85 USD 8,596 USD 4,02 USD 30,867 USD 0,362 USD 59,595 USD 42,89 USD 5,007 USD 34,754 USD 7,052 USD 3,037 USD 34,440 USD 25,606 USD 6,2 USD 5,936 USD 3,38 USD 6,935 USD 0,33 USD 0,768 USD 5,70 USD 2,363 USD 67,657 USD 44,003 USD 2,38 USD 34,574 USD 60,83 USD 9,903 USD 26,50 USD39,925 USD 6,766 USD27,969 USD 4,09 USD 20,089 USD87,636 USD 8,552 USD 4,203 USD 4,927 USD 3,573 USD 5,57 USD 0,369 USD 53,577 USD 42,302 USD 5,059 USD 34,896 USD 6,837 USD 3,036 USD 33,800 USD 25,04 USD 6,092 USD 5,944 USD 2,876 USD 6,957 USD 0,056 USD 0,746 USD 5,078 USD 2,295 USD 67,440 USD 43,603 USD 20,692 USD 34,573 USD 6,65 USD 9,628 USD 26,3 USD38,892 USD 6,788 USD27,758 USD 3,996 USD 9,959 USD87,804 USD 8,596 USD 4,02 USD 4,827 USD 30,867 USD 5,456 USD 0,362 USD 53,89 USD 589 (USD 52) (USD 42) USD 25 USD USD 640 USD 565 USD 29 (USD 8) USD 442 (USD 22) USD 257 USD 22 USD 92 USD 68 USD 27 USD 400 USD 446 USD (USD 352) USD 275 USD 370 USD,033 (USD 22) USD 2 USD 23 USD 30 (USD 68) (USD 44) USD 0 USD 00 USD 706 USD 6 USD 7 USD 388 USD 25,924 USD 5,070 USD 5,63 USD 5,60 USD 42,509 USD 3,359 USD 7,758 USD 9,735 USD 6,500 45

127 46 96//4 $ 98,000 WaferTech SSMC OmniVision $ 92,846,64 795,232 55,799 8,774,750 5,828,54 5,468,40 4,88,07,766,788,050,497,83, $ 26,626,880 74,003 (784,280) (596,58) (655,029) (838,584) (39,402) 0,20 43,

128 47 OmniVision $ 26,725,765 5,037 8,749 0,20 43, $ 8,64,297 8,08,075 $ 4,52,960 $

129 TSMC Global SSMC TSMC Partners VTAF II VTAF III Emerging Alliance Tortola, British Virgin Islands Tortola, British Virgin Islands Singapore Tortola, British Virgin Islands San Jose, California, U.S.A. Cayman Islands Cayman Islands Cayman Islands Yokohama, Japan Amsterdam, the Netherlands Seoul, Korea $42,327,245 3,445,780 3,047,68 8,840,895 2,80,367 0, ,78,357,890,095, , ,568,09, , ,000 83,760 5,749 3,656 $42,327,245 3,445,780 8,9,86 8,840,895 2,80,367 0, ,78 785, , ,568,48,77 300, ,000 83,760 5,749 3, ,968 66, ,000 9,703 42, $44,204,88 27,688,565,024,568 9,092,74 8,622,75 4,734,80 2,255,647,50,52,70,84 906, , ,873 73,429 7,658 04,929 88,702 6,436 $ 2,32, ,55 4,32,07 3,552,556 (959,387) 302, ,276 50,74 40,497 (4,533) 732,585 37,202 59,407 58,75 3,53 3,366 2,40 $ 2,32, ,55,085,203,80,962 (957,835) 302, ,276 82,265 37,687 (40,702) 25,98 36,56 8,573 7,822 3,53 3,366 2,40 48

130 $ 2,80,367 (RMB 3,070,623) $ 2,80,367 (USD 37,000) $ $ $ 2,80,367 (USD 37,000) 00% ($ 957,835) $ 8,622,75 $ $ 2,80,367 (USD 37,000) $ 2,80,367 (USD 37,000) $ 2,80,367 (USD 37,000) USD37,000 49

131 50

132

133 52 $ 94,986,488,632,387 66,688,368,526,946 0,885 47,204,26 (70,807) (4,089,035) 243,620,55,527 23,862,260 5,572,334,370, ,822,329 22,57,289,400,69 8,697,726 3,845,69 36,46, ,97 8,640, ,49,427,829, , ,483,587 (540,099,567) 2,868,67 260,252,87 5,987,582 7,923,60 3,9,83 7,33,283 2,777, ,50 0,48,202 $ 570,865, () (94) $ 7,837,92,206,854 67,523,858 8,50, ,339 34,957,650 (749,888) (2,870,802) 256,863 2,356,542 2,430,728 8,03,992,59,07 260,37,68 5,000,89 6,648,485 28,973,495 3,272,280 53,895,5 844,644 2,595,24 579,825,289 0,646,725 62,94 704,524,723 (463,038,084) 2,607,55 254,094,90 5,984,993 5,936,95,92,908 5,802,42,33,245 23,355 7,256,742 $ 587,485, () (79) ,050,000 27,050,000 26,427,04 25,829, ,096 33,926 $ 249,33,574,882,503,376,26,28 7,74,763 6,256, ,83 48,706,007 2,500,000,722,96 9,409, ,296 24,284,470 3,665,522 2,243,009,236,873 43,774 7,89,78 80,79, ,27,037 53,732,682 56,406, ,550 6,828,337 28,864,57 (,072,853) 680,997 (49,385,032) (49,776,888) 487,09,402 3,594,69 490,685,57 $ 570,865, (8) (8) $ 0,864 7,934,388,867,728 7,946,473,328,350 0,768,59 7,004,37 46,860,53 2,500, ,959 8,703, ,375 62,94 22,873,542 3,540,060 3,87,32,77,38 78,640 8,62,970 78,347, ,296,879 54,07,498 43,705,7 640,742 52,778,079 97,24,532 (,9,65) 56,65 (98,075) (,547,625) 507,98,284,56, ,38,6 $ 587,485,

134 53 38 (4) $ 328,336,72 5,705, ,630,596 80,280,385 42,350,2 7,946,322 8,963,836 3,78,46 30,628,304,72,907 5,65,700 2,507, ,4 633,09 590,39 378, ,32 304,578 9,20 80, ,946,933,803,008, ,242 54,208 6, $ 322,883,499 5,476,328 37,407,7 6,597,08 55,80,090 6,076,432 8,76,653 3,752,3 28,545,396 27,264,694 4,542,49 2,347,53 979,24 57, , ,478 42,05 285,757 9,705, , ,690 24, $ 02,409 2,03,684 2,642,026 (,709,626) 09,932,400 $ 09,932,400 $ 09,77, ,307 $ 09,932,400 $ 798,60 82, ,863 83,979 3,608,078 33,362,208 (7,773,7) 25,588,497,606,749 $ 27,95,246 $ 27,009,73 85,55 $ 27,95, (2) $ 4.59 $ 4.58 $ 4.4 $ 4.4 $ 5. $ 5.0 $ 4.82 $ ,062

135 ,730, ,23 370, ,950 4,550 25,829, ,280 5,659 77,489 0,988 26,427,04 $247,300,246 3,432,29 3,709,504 3,709,504 45, ,296,879 4,572,798 56, ,89 09,875 $264,27,037 $ 57,7,886 (3,709,504) 87, ,70 82,320 54,07,498 (774,89) (28,639) 326,952 0,762 $ 53,732,682 $ 34,348,208 9,357,503 43,705,7 2,700,973 $ 56,406,684 $ 2,226,427 (,585,685) 640,742 (,92) $ 629,550 $06,96,399 (9,357,503),585,685 (3,432,29) (3,432,29) (6,825,06) (3,709,504) (257,40) 27,009,73 52,778,079 (2,700,973),92 (4,572,798) (4,572,798) (77,489,064) (56,594) (285,800) 09,77,093 $6,828,337 $42,77,034 (3,432,29) (3,432,29) (6,825,06) (3,709,504) (257,40) 27,009,73 97,24,532 (4,572,798) (4,572,798) (77,489,064) (56,594) (285,800) 09,77,093 $28,864,57 ($ 640,742) (550,423) (,9,65) 8,32 ($,072,853) $ 386,07 75,598 56,65 24,82 (22,439) $ 680,997 ($ 98,075) (98,075) (48,466,957) ($49,385,032) ($,558,87) (550,423) 386,07 75,598 (,547,625) 8,32 24,82 (22,439) (48,466,957) ($49,776,888) $445,630,349 (3,432,29) (6,825,06) (257,40) 27,009,73 87,095 (550,423) 575,97 82, ,07 75, ,98,284 (4,572,798) (77,489,064) (285,800) 09,77,093 (28,639) 8,32 436,827 0,762 24,82 (22,439) (48,466,957) $487,09,402 $ 608,359 85,55 (26,206) 2,47 487,07,56, ,307 3,862 (99,38) 9,487,729,999 $ 3,594,69 $446,238,708 (3,432,29) (6,825,06) (257,40) 27,95,246 87,095 (676,629) 575,97 82, ,64 75, ,07 509,38,6 (4,572,798) (77,489,064) (285,800) 09,932,400 3,223 8, ,827 0,762 26,308 (22,439) (48,466,957),729,999 $490,685,57

136 55 $ 09,77, ,307 80,005,395 (7,59) 54,208 (60,67) (2,507,869) 625,30 (264,503) (85,020) 943,797 (87,084) 629,467 (2,34,76) (48,26),205,277 3, ,36 (2,226,06) 290,434 3,28,255 (375,73) 3,79,655 93,872 25, ,878 83,766,668 (87,550,97) (5,803,826) (9,323) (84,000,985) 94,908,666 7,325,20 40,465 60,535 $ 27,009,73 85,55 73,75,242 2, ,690 (90,826) (2,347,53) 64,567 (6,20) (79,654) 2,590 44, ,76 440,927 8,24,625 (230,706) (,446,6) 34,047 (738,745) (3,702,425) (70,576) (,487,064) (572,44) 3,93, ,428 65,676 (99,30) 204,996,986 (9,29,685) (8,554,027) (2,63,009) (5,632) (78,737,265) 9,620,367 0,40,000 26,465 58,705 ($ 3,059,55) (,434,895) (404,445) (228,747) (70,688,787) (89,720) 653,000 (7,000,000) (96,73) (,574,3) (77,387,302) (4,572,798) (285,800) (45,43,373) 436,827 9,004 (35,40,466) (22,332,585) (58,9) 7,837,92 $ 94,986,488 $ 922,079 $ 7,585,727 $ 78,889,954 5,,03 $ 84,000,985 $ 48,466,957 (3,053,584) $ 45,43,373 ($,44,742) (,224,443) (52,086) (9,723,352) (328,500) (5,489) 920,702 (6,742,74) (3,432,29) (257,40) 575,97 487,07 (63,783,353) 2,490,28 (36,796) 96,483,707 $ 7,837,92 $ 95,450 $ 3,630,029 $ 80,675,30 (,702,555) (235,490) $ 78,737,265 $ $

137 $ 280,83 $ $ 3,735,875 $ 7,004,37 $ 688,59 $ 67,892 $ 3,0,78 2,339, ,692 (,937,407) (70,855) $ 3,238,694 $,43,585 (,009,40) $ 404,445 25,25822,969 56

138 TSMC Global, Ltd.TSMC Global VentureTech Alliance Fund III, L.P. VTAF III VentureTech Alliance Fund II, L.P. VTAF II Emerging Alliance Fund, L.P. Emerging Alliance TSMC Partners, Ltd. (TSMC Partners) 00% 00% 00% 00% 00% 00% 00% 36% 36% 98% 98% 99.5% 37% 43% 00% 00% 00% 00% 00% 00% 00% 00% 36% 36% 98% 98% 99.5% 38% 00% 00% 7, % 00% 7, % TSMC Development VTAF III VTAF III/VTAF II/Emerging Alliance TSMC Partners TSMC Technology, Inc.TSMC Technology TSMC Development, Inc.TSMC Development InveStar Semiconductor Development Fund, Inc.ISDF InveStar Semiconductor Development Fund, Inc. (II) LDC. ISDF II WaferTech, LLCWaferTech VentureTech Alliance Holdings, LLCVTA Holdoings GUC GUC TSMC Design Technology Canada, Inc.TSMC Canada 00% 00% 97% 97% % 5% 00% 00% 00% 00% 00% 00% 97% 97% % 3% 00% 00% VTAF III 57

139 00% 00% 00% 00% TSMC Technology 00% 00% 00% 36% 36% 98% 64% TSMC Global VTAF III 64% 00% 00% TSMC Development % WaferTech ISDF 97% 97% ISDF II 98% 99.5% 37% 43% 00% 80.78% 9.7% 9.5% 5% 00% 00% 00% VTAF II VTA Holdings Emerging Alliance GUC TSMC Partners GUC TSMC Canada TSMC GlobalTSMC PartnersTSMC Development Emerging AllianceVTAF IIVTAF IIIVTA HoldingsISDFISDF IITSMC Canada, TSMC TechnologyWaferTech GUCGUC RFID 58

140 59

141 60

142 6

143 $,606,749 $,606,749 $ 306,53 $ 306,53,083,574523, Sell USD/Buy NTD Sell EUR/Buy NTD ~977 USD,000 EUR 48,000 Sell JPY/Buy USD 96 JPY 38,60 97~972 USD 975, %~5.60% 0.02%~3.0% $ 84,05,377 0,067, ,6 29,52 $ 94,986,488 $ 85,496,085 3,24,594,026,522 72,99 $ 7,837,92 96~962 USD 820, %~5.9% 0.90%~3.25% 924, ,22240,847,63,366,647,0333,737 $,590,88 35,567 6,632 $,632,387 $ 85,583 63,730 $ 249,33 $,62,253 44,60 $,206,854 $ 3 0,75 $ 0,864 62

144 $ 9,22,0 4,966,675 0,745,45 8,635,796 7,767,637 5,357, , ,40 68,089,059 (66,688,368) $,400,69 $ 667,828 26,47,276 6,494,244 2,69,62 6,92,532 0,54, , ,242 74,72,343 (67,523,858) $ 6,648,485 $ 0,900,247 7,824,425,500,000 20,224,672 $ 3,742,54 2,070,657,67,20 37,484,38 (,526,946) (8,50,823) $ 8,697,726 $ 28,973,495 $,500,000 $ 4,500,000 3,9,520 3,259,600 $,67,20 $ 5,585 $ 3,928 4,808 4,998 $ 23,734.77%~.83%.40%~.83% 974~ ~ ~ ~99 $ 500,000 $ 499,40.76% 973 LIBOR $ 500,000 $ 499,242.76% %~3.45% 0%~.5% 80,00020,000 63

145 5,227 SSMC8SSMC463 32%39% $ 749, ,964 (5,090) $ 70,807 $ 980,594 54,73 (285,49) $ 749,888 4,927,86569,600 27%37% 2,507,8692,347,53 5,89,200,027,066 $ 2,870,802 2,956 5,773,383 (4,568,06) $ 4,089,035 $ 4,37,43 5,382,46 (6,828,757) $ 2,870,802 $ 952,59 $,968,622,00,846 (33,039) (58,687) $ 2,589,742 $ 952,59 $ 4,32,870 7,346,862,862,543,26,75 24,792,990 (930,730) $ 23,862,260 $ 5,46,839 4,688,79,673, ,20 22,435,660 (,004,932) $ 2,430,728 $ 23, ,365 $ 987,349 $ 23,984 $ 23,984 $ 3,462, ,247 $ 3,845,69 $ 2,924, ,930 $ 3,272,280 Systems on Silicon Manufacturing Company Pte Ltd.SSMC VisEra Holding CompanyVisEra Holding $,220,0 9,092,74 2,204,447 $ 22,57, $ 5,93,755 7,960,869,08,267 $ 5,000,

146 $ 844,644 2,595,24 579,825,289 0,646,725 62,94 704,524, ,377 54,288, ,579,587 7,839,303 96, ,038,084 2,607,55 $ 254,094,90 $ 0,58 7,053 2,430, ,88 $ 3,50,74 $, 584,690 76,238 $ 662,039 $ 480,580 $ 5,522,828 63,828,487,064,259 $ 70,45,574 $ 29,798 8,90,90 67,08,25,232,78 3,429 $ 77,24,33 $ 8,474,380 $ (3,836) (504,32) (350,6) ($ 886,579) $ (30,957) (255,43) (350,47) ($ 636,247) $ $ (,58) 24,750 (78,898) $ 5,334 $ 2,709 (56,839) (2,362) ($ 56,492) $ 288,805 ($ 3,965) 494, , ,355 $,27,794 ($,472) 76,924 (05,438) 939 7,097 ($ 2,950) $ 6,85 $ 942,97 8,640, ,49,427,829, , ,483, ,703 63,239, ,665,072 8,796,752 35,8 540,099,567 2,868,67 $ 260,252,87 $ 85,225 05,832,028 50,922,064 9,670,6 597, ,873, ,408 46,560,27 344,43,00 6,862,502 64, ,24,607 5,074,302 $ 244,823,292 $ 7,595,7 74,33,257,236,205 $ 83,44,633 $ 29,499 8,465,728 6,56,37,90,650 29,682 $ 7,23,876 ($ 2,469,323) $ (964,370) (4,876,809) (204,200) ($ 6,045,379) $ (748,0) (4,748,334) (203,404) ($ 5,699,749) $ $ 2,393 (235,999) (40,550) ($ 274,56) $ 8 (235,908) (6,423) ($ 242,250) $ ($ 6,58) 29,902 (297,224) (5,34) 5,272 ($ 73,972) ($,530) 0,300 (383,489) (4,022) 2,34 ($ 376,400) $ 2,572 $ 844,644 2,595,24 579,825,289 0,646,725 62,94 704,524, ,377 54,288, ,579,587 7,839,303 96, ,038,084 2,607,55 $ 254,094,90 65

147 $ 4,32,74,669,78 34,960 $ 5,936,95 $ 20,94 2,778 29,779 $ 234,498 $ 3,55,908,275,329 3,827 $ 5,03,064 ($,739,949) (929,920) (24,209) ($ 2,794,078) $ (32) (34) ($ 455) ($ 296,423) (569,648) 296,423 ($ 569,648) $ 5,497,604 6,204 $ 3,305 $ 5,89,48,449, ,850 $ 7,923,60 $ 5,099,227,737,384 69,639 $ 7,006,250 $ 402,00,02,74 $,44,742 ($,365,685) (,083,083) (37,3) ($ 2,485,88) $,39 $,39 ($ 3,369),600 2,434 $ 665 $ 4,32,74,669,78 34,960 $ 5,936, % $ $ 4,500, %2.75% 3.00% 2,500,000 2,500,000 $ 2,500,000 5,000,000 9,500,000 (7,000,000) $ 2,500,000 $ 8,000,000 4,500,000 $ 2,500,000 66

148 20, %5.9% 2.9%~2.99% 2.39%~3.20% 2.79%~ 3.6% 2.48%~ 2.85% 2.5%~ 2.85% 2.65%~ 4.53% SOC 0% DSP 0% $ 648,94 630, ,750 24,944 54,64 44,975 40,670 2,088 2,003,009 (280,83) $ 65,87 4,873, ,096 (4,37) $,722,96 $ 653,959 $ 280,83 302, , , ,000 $ 2,003,009 $ 7,908,56 $ 7,43,37 5,74,644,889,788 3,083,60 9,32,59 (3,673,82) (67,892) $ 9,409,978 $ 8,703,267 $ 3,673,82 582, ,676 42,759 7,908,56 $ 3,083,60 67

149 TSMC Canada 725,789 $ 20,46 3,479,32 3,599,278 2,444,45 6,043,729 (2,238,997) 3,804,732 (09,873) (4,995) $ 3,652,864 $ 20,46 $ 02,920 3,883,344 3,986,264 2,969,830 6,956,094 (,958,595) 4,997,499 (8,420) (,339,09) $ 3,540,060 $ 06, , %~3.00% 2.00%~3.00% 2.50%~3.00% 2.25%~3.50% 2.00%~3.00% 2.50% $ 209,423 $ 5,003 $ 233, $ 7,407 $ 84,275 56,39 (5,309) 35,853 $ 325,20 $ 78,460 64,68 (49,399) 2,096 $ 305,325 $ 30,829,43 $ 34,786,278 (7,668,367) (2,28,43) (50,946) (2,87,04) (82,062) 2,70,909,70,08 (4,73,748) (2,769,386) $,007,279 $ 8,006,42 68

150 $,007,279 (240,779) 5,22,450 (800,374) 84,502 (4,220,452) $,709,626 $ 8,006,42 (328,52) 3,94,757 (2,8,558),42,946 (3,050,703) $ 7,773,7 $ 306,8 $ 3,202,03 24,335 6,044,032 4,328 6,625,08 6,625,08 3,703,939 3,703,939 $ 9,88,273 $ 0,367,683 $ 5,372,76 674,54 (474,58) $ 5,572,334 $ 9,885,452 (2,848,052) 3,963,23 (3,687,240) $ 7,33,283 $ 7,870, ,20 (44,08) $ 8,03,992 $ 2,252,389 (3,580,754) 4,86,846 (7,686,339) $ 5,802,42 $,295,68 2,599,538,546,606,887,404,749,252 $ 9,078,48 $ 6,379 6,28 46,353 42, $ 2,72 $ 6,600,078,326,887,404,749,252 $ 4,72,582 $ 20 46,353 42, $ 89,44 $ 79,804 $ 79,804 WaferTechTSMC Development TSMC Technology $ 3,02,848 $ 828,62.86%5.23% 69

151 $,990,53 685, , , ,33 76,92 $ 4,2,852 $ 73,070,78 $,849,97 $ 7,562,966 46,3 404,28 80, ,42 226,747 $ 9,056,858 $ 4,00,533 $ 943,064 $ 9,553,9,02,053,05,27 643,927 55, ,939 $ 23,268,70 $ 77,7,34 $ 2,792,98 $,73,445 74,70 627,73 460, , ,032 $ 3,978,380 $ 67,685,744 $,436,908 $ 6,692, , ,398 73,85 2,272 27,045 $ 8,068,82 $ 3,539,472 $,035,482 $ 8,405,882,9,05 997,29 634,65 447, ,077 $ 22,046,562 $ 7,225,26 $ 2,472,390,32,867 5,664,337 $ 24,003,546 9,526,492 9,360, ,950 35,25 55 $ 53,732,682 $ 24,003,546 9,974,43 9,360, ,88 379, $ 54,07,498 70

152 7 774, %.39%,00020,000 00,000 $ 9,357,503 (,585,685) 3,432,29 3,432,29 6,825,06 3,709, ,40 $ 80,428,05 $ $ $ 2,700,973 (,92) 4,572,798 4,572,798 77,489,064 56, ,800 $ 00,26,835 52,84,094 (0,988) (,045) 4,875 67,758 2,758 (4,550) (3,52) 52,84 $ $

153 7,5355,000,9993,6652,500 6, $25.9~$ ~5.3 28,527 3,348 4, $ ,528 6,838 35,366 $ $9.6~$ ,247 3,48,933 7, ~ $ $ ,342 2,053 (,563) (234) 7,598 7,32 3,689 (2,862) (67) 7,342 $ $ ,968 5,555 (88) 9,642 $ $2.7~$20.0 9, ~9.96 $ 5. $

154 BlackScholes.00%~3.44%.00%~3.44% 43.77%~46.5% 43.77%~46.5% 3.07%~3.85% 3.07%~3.85% %~0.60% 22.65%~45.47% 22.65%~4.74% 2.2%~2.56% 2.23%~2.56% 3~6 3~6 49,385,032 98,0755,73,9472,290, , ,466, % 3.79%~47.42%.88%~2.45% 3 $ 4.59 $ 4.59 $ 4.4 $ 4.4 $ $ 5. $ $ 4.82 $ 09,77,093 09,089,06 $ $ 27,009,73 26,887,247 $ $ 4.58 $ 4.58 $ 4.4 $ 4.4 $ $ 5.0 $ $ ,926 33,926 32, , , , , ,096 33,926 $ 20,890,678 $ 20,890,678 $ 09,77,093 $ 09,77,093 26,346,582 2,668 26,368,250 $ 4.59 $ 4.58 $ 4.4 $ 4.4 $ 34,698,725 $34,698,725 $ 27,009,73 $ 27,009,73 26,374,757 24,0 26,398,858 $ 5. $ 5.0 $ 4.82 $

155 87,450,676,492,332249,33 0,864 7,7,20 $,632,387 $,632,387 68,089,059 68,089,059 20,224,672 20,92,88 249,33 249,33 2,500,000 2,669,987 2,003,009 2,003,009 3,083,60 3,083,60 652, ,296 $,206,854 74,72,343 37,484,38 0,864 9,500, ,096 0,43,25 62,94 $,206,854 74,72,343 37,375,57 0,864 9,87,49 658,096 0,43,25 62,94 $ 386,07 $ 75,598 $ 56,65 849,823 (22,439) 727,384 (608,002) (608,002) $ 627,838 $ 53,59 $ 680,997 $ 302,376 $ $ 302,376 74,22 75, ,80 (90,57) (90,57) $ 386,07 $ 75,598 $ 56, ,84733,

156 SSMC SSMC SSMC $ 739,879 $ 99,367 59,63 4,454 2,928 6,54 4,024,990 42,008 $ 80,970 $ 4,87,333 $ 5,468,40 3 $ 6,820, ,208, ,99, $ 9,677,2 5 $ 0,740,98 7 $ 63,933 $ ,904 $ 64,299 $ 755,904 $ 43,056 $ $ $ 0,885 0, $ $, , , SSMC $ $ 8,749 84,778 40, , $ $ 2,9 69,568 58,989 6, , SSMC $ $ 839, ,029 8,723,503, $ $ 79, , ,59,867, $ $ 62,75 $ $ 403,375 24, SSMC $ 346,260 32,89 290,586 $ 958, $ 26, ,242 34,953 $ 822,

157 NXP NXP NXP NXP NXP 68,39 SSMC 32%NXP SSMCNXPSSMC39%6% NXPSSMC NXPSSMC SSMC SSMCSSMC 76 $ 48,929 5,733,263 $ 5,782,92 $ 52,858 4,293,595 $ 4,346,453 $ 556, , ,770 39,274 2,582,888 $ 4,462,74

158 SSMC SSMCSSMC National Semiconductor Corporation (National) National National NationalNational Freescale Semiconductor, Inc. 65silicon on insulator90silicon on insulator65silicon on insulator NXPFreescale Semiconductor, Inc. STMicroelectronic45 75,000 90,000 WaferTechAlameda County WaferTech WaferTech WaferTechAlameda County WaferTech WaferTech WaferTech WaferTech0.3 WaferTech WaferTech WaferTechWaferTech WaferTech UniRAM Technology, Inc. 30,500 36,589 WaferTech WaferTechWaferTech 77

159 $ 93,066,238 8,084,068 $ 2,50,306 $ 3,895,44 $ 45,483,4 $ 29,564,358 94,035,526 $ 323,599,884 $ 39,227,508 $ 439,675,938 $ (22,9,594) ($ 22,9,594) ($ 772,44) ($ 50,755,448) $ 322,630,596 $ 322,630,596 $ 42,350,2 (30,628,304),933,803 (2,03,684) $ 2,642,026 $ 534,403,90 36,46,325 $ 570,865, $ 9,5,929 8,998,64 $ 20,50,543 $ 5,64,405 $ 33,34,63 $ 25,895,242 9,345,40 $ 37,240,382 $ 50,498,038 $ 44,339,388 $ (20,343,754) ($ 20,343,754) ($ 329,353) ($ 4,09,0) $ 37,407,7 $ 37,407,7 $ 55,80,090 (28,545,396) 9,705,592 (3,608,078) $ 33,362,208 $ 533,590,008 53,895,5 $ 587,485,

160 $ 40,609,43 34,58,668 $ 75,28,08 $ 62,434,07 23,764,877 $ 86,98,948 $ 37,73,028 $ 33,950,44 79

161 80 ING ING G~I E 2,239 32,997 03,06 85,58 83,306 77,28 59,049 54,62 68,945 54,469 60,26 54,39 35,324 27,46 27,76 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 40,054 2,349,63,97,2 399, ,065 3,65,840,647, , , , ,829 89,963,573,338,80, , ,264 3,58,667 2,630,064,804,346 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 40,054 2,349,63,97,2 399, ,065 3,647,566,647,43 875,03 797, , ,000 90,000,573,338,80, , ,264 3,547,308 2,629,939,796,764

162 8 TSMC Global SSMC TSMC Partners Horizon Ventures Fund Crimson Asia Capital VTAF II VTAF III Emerging Alliance 987,968 66, ,000 9,703 42, ,783 0,500 4,000 2,633 7,032 $,200,38,000,000 39,34 292,78 44,204,88 27,688,565,024,568 9,092,74 4,734,80 2,255,647,50,52 823,552 04,929 88,702 6,436 93,584 05,000 40,000 26,329 32,949 70,298 8,622,75,70,84 906, ,873 73,429 7,658,055, $,99,46 987,430 39,0 292,648 44,204,88 27,688,565 4,974,643 8,23,596 4,734,80 2,255,647,49,627 9,344,632 04,929 88,702 6, ,599 32,254 52,690 20,536 32,949 70,298 8,62,63,66, , ,873 63,993 63,69,055, , ,5

163 5,082 $ 09,85 $ 23,49 7,064 3,748,057,963 85,78,057,963 9,067 InveStar InveStar II TSMC Development TSMC Technology 8,72 43,048 USD 42,038 USD 57,594 USD 674,084 USD 6, USD 42,038 USD 57,594 USD 674,084 USD 6,592 TSMC Development WaferTech USD 227, USD 227,469 TSMC Partners VisEra Holdings Company TSMC Canada 43,000 2,300 USD 67,948 USD 2, USD 67,948 USD 2,877 Emerging Alliance Pixim, Inc. RichWave Technology Corp.,036 4,247 0,800 USD 275 USD,648 $ 00, USD 275 USD,648 $ 00,000 Audience, Inc. Axiom Microdevices, Inc. Miradia, Inc. Mobilygen Mosaic Systems, Inc. Next IO, Inc. Optichron, Inc. Optimal Corporation Pixim, Inc. Teknovus, Inc.,654,000 3,040,45 2, ,606 6,977 USD 250 USD,000 USD,000 USD 750 USD 2 USD 500 USD,000 USD 229 USD 862 USD, USD 250 USD,000 USD,000 USD 750 USD 2 USD 500 USD,000 USD 229 USD 862 USD,327 VentureTech Alliance Holdings 0 VTAF II Leadtrend RichWave Technology Corp.,875,200,265,043 USD 99 USD 2,040 USD 660 USD USD 99 USD 2,040 USD 660 USD

164 5V Technologies, Inc. Ageia Technologies, Inc. Aquantia Corporation Audience, Inc. Axiom Microdevices, Inc. Beceem Communications GemFire Corporation Impinj, Inc. Miradia, Inc. Mobilygen Next IO, Inc. Optichron, Inc. Pixim, Inc. Power Analog Microelectronics QST Holding, LLC Teknovus, Inc. Tzero Technologies, Inc. Xceive 2,357 2,030,786 2,989 5, , ,050 3,279 3,039, USD,768 USD 2,074 USD 2,273 USD 84 USD 2,088 USD,600 USD 68 USD,000 USD 3,06 USD 49 USD 82 USD,844 USD 64 USD 2,409 USD 45 USD 454 USD,500 USD, USD,768 USD 2,074 USD 2,273 USD 84 USD 2,088 USD,600 USD 68 USD,000 USD 3,06 USD 49 USD 82 USD,844 USD 64 USD 2,409 USD 45 USD 454 USD,500 USD,000 VentureTech Alliance Holdings 0 VTAF III 4,590 USD,672 5 USD,672 Advasense Sensors, Inc. Auramicro, Inc. Exclara, Inc. (Formerly SynDitec, Inc.) M2000, Inc. Neoconix, Inc. Powervation, Ltd. Quellan, Inc Silicon Technical Services, LLC Tilera, Inc. Validity Sensors, Inc.,929 2,500 4,53 3,000 2, ,06,055,698 6,424 USD,834 USD 750 USD 2,42 USD 3,000 USD 4,000 USD 2,930 USD 3,500 USD,208 USD 2,360 USD 2, USD,834 USD 750 USD 2,42 USD 3,000 USD 4,000 USD 2,930 USD 3,500 USD,208 USD 2,360 USD 2,545 GTBF, Inc. USD,500 USD,500 VentureTech Alliance Holdings 80 83

165 InveStar Monolithic Power Systems, Inc. Memsic, Inc.,352, USD 29,024 USD 3,82 USD USD 29,024 USD 3,82 USD 54 Integrated Memory Logic, Inc. IP Unity, Inc. NanoAmp Solutions, Inc. Sonics, Inc. 2,872,008 54,844 USD,22 USD 494 USD 853 USD 3, USD,22 USD 494 USD 853 USD 3,530 InveStar II Monolithic Power Systems, Inc. Memsic, Inc. elcos Microdisplay Technology, Ltd. EoNEX Technologies, Inc. Sonics, Inc , , ,243 2,088, ,383,049 USD 8,56 USD,37 USD 59 USD,594 USD 2,362 USD 35 USD 27 USD 3,048 USD 32 USD 37 USD,75 USD 545 USD 574 USD 20 USD 79 USD USD 8,56 USD,37 USD 59 USD,594 USD 2,362 USD 35 USD 27 USD 3,048 USD 32 USD 37 USD,75 USD 545 USD 574 USD 20 USD 79 USD 223 Alchip Technologies Limited elcos Microdisplay Technology, Ltd. FangTek, Inc. Kilopass Technology, Inc. NanoAmp Solutions, Inc. Sonics, Inc. 6,28 3,500 6,93 3, ,5 USD 2,950 USD 3,500 USD 3,250 USD 2,000 USD,500 USD 3, USD 2,950 USD 3,500 USD 3,250 USD 2,000 USD,500 USD 3,082 TSMC Global Fed Hm Ln Pc Pool b225 Fed Hm Ln Pc Pool b2566 Fed Hm Ln Pc Pool b2632 Fed Hm Ln Pc Pool b2642 Fed Hm Ln Pc Pool b2776 Fed Hm Ln Pc Pool b2792 USD 39 USD 57 USD 78 USD 234 USD 340 USD 223 USD 39 USD 57 USD 78 USD 234 USD 340 USD

166 Fed Hm Ln Pc Pool b280 Fed Hm Ln Pc Pool b7453 Fed Hm Ln Pc Pool g0038 Fed Hm Ln Pc Pool g0053 Fed Hm Ln Pc Pool g004 Fed Hm Ln Pc Pool g282 Fed Hm Ln Pc Pool g4 Fed Hm Ln Pc Pool h2520 Fed Hm Ln Pc Pool h2524 Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool B9205 Fed Hm Ln Pc Pool E89857 Fed Hm Ln Pc Pool G295 Fed Hm Ln Pc Pool M80855 Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal National Mort Assoc Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Gtd Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool 6856 Fnma Pool Fnma Pool USD 296 USD 2,805 USD 296 USD 367 USD 42 USD 4,077 USD 3,68 USD 2,669 USD,970 USD 72 USD 3,834 USD 254 USD 494 USD,47 USD 536 USD 303 USD 7,03 USD,347 USD,26 USD 2,942 USD,784 USD,832 USD 2,360 USD 2,742 USD 2,78 USD 3,665 USD 2,36 USD 3,275 USD 3,044 USD 2,844 USD 2,059 USD 2,94 USD 2,0 USD 3,567 USD,77 USD 3,26 USD,385 USD 7 USD 390 USD 560 USD,30 USD,0 USD 2,388 USD 599 USD 3,442 USD 20 USD 296 USD 2,805 USD 296 USD 367 USD 42 USD 4,077 USD 3,68 USD 2,669 USD,970 USD 72 USD 3,834 USD 254 USD 494 USD,47 USD 536 USD 303 USD 7,03 USD,347 USD,26 USD 2,942 USD,784 USD,832 USD 2,360 USD 2,742 USD 2,78 USD 3,665 USD 2,36 USD 3,275 USD 3,044 USD 2,844 USD 2,059 USD 2,94 USD 2,0 USD 3,567 USD,77 USD 3,26 USD,385 USD 7 USD 390 USD 560 USD,30 USD,0 USD 2,388 USD 599 USD 3,442 USD 20 85

167 Fnma Pool 7037 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool 8448 Fnma Pool Fnma Pool Fnma Pool 8229 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Gnma Ii Pool 0850 Gnma Ii Pool 0853 Fed Home Ln Bank Federal Farm Cr Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Mtg Disc Nts Federal Home Loan Bank USD 467 USD,023 USD 69 USD,0 USD 23 USD 22 USD 229 USD 2,009 USD 438 USD 608 USD 234 USD 94 USD 32 USD 396 USD 330 USD 388 USD 408 USD 777 USD 635 USD 343 USD 2,30 USD 538 USD 52 USD 60 USD 2,438 USD 236 USD 9 USD,730 USD 23 USD 69 USD 4,935 USD 5,697 USD 3,276 USD 470 USD,423 USD 5,75 USD 3,5 USD 8,977 USD 8,939 USD 4,965 USD 5,969 USD 4,980 USD 9,023 USD 5,34 USD 22,342 USD 4,62 USD 467 USD,023 USD 69 USD,0 USD 23 USD 22 USD 229 USD 2,009 USD 438 USD 608 USD 234 USD 94 USD 32 USD 396 USD 330 USD 388 USD 408 USD 777 USD 635 USD 343 USD 2,30 USD 538 USD 52 USD 60 USD 2,438 USD 236 USD 9 USD,730 USD 23 USD 69 USD 4,935 USD 5,697 USD 3,276 USD 470 USD,423 USD 5,75 USD 3,5 USD 8,977 USD 8,939 USD 4,965 USD 5,969 USD 4,980 USD 9,023 USD 5,34 USD 22,342 USD 4,62 86

168 Federal Home Loan Banks Federal Natl Mtg Assn Federal Natl Mtg Assn Medium Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Federal Natl Mtg Assn Mtn Tennessee Valley Auth USD 2,500 USD 5,69 USD 3,52 USD 2,982 USD 3,7 USD 3,398 USD 3,066 USD 6,068 USD 2,500 USD 5,69 USD 3,52 USD 2,982 USD 3,7 USD 3,398 USD 3,066 USD 6,068 Abbott Labs American Gen Fin Corp. American Gen Fin Corp. Mtn American Gen Fin Corp. Mtn American Honda Fin Corp. Mtn Ameritech Capital Funding Co. Amgen Inc. Anz Cap Tr I Atlantic Richfield Co. Axa Finl Inc. Beneficial Corp. Mtn Bk Entry Burlington Res Inc. Chase Manhattan Corp. New Chase Manhattan Corp. New Chase Manhattan Corp. New Cit Group Hldgs Inc. Cit Group Inc. New Consolidated Edison Inc. Credit Suisse First Boston Usa Deere John Cap Corp. Mtn Bk Ent Depfa Acs Bank Fleet Boston Corp. Ge Global Ins Hldg Corp. General Dynamics Corp. General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Re Corp. Genworth Finl Inc. Hancock John Global Fdg Ii Mtn Hancock John Global Fdg Mtn Hartford Finl Svcs Group Inc. Hbos Plc Medium Term Sr Nts Heller Finl Inc. Hewlett Packard Co. Household Fin Corp. USD,50 USD 3,39 USD 3,45 USD,962 USD 3,07 USD 489 USD 2,978 USD 984 USD 2,26 USD 2,47 USD 2,274 USD 3,653 USD,520 USD 2,099 USD 3,483 USD 2,982 USD 2,435 USD 2,990 USD 2,229 USD 2,25 USD 20,402 USD 2,620 USD,94 USD 2,33 USD 3,978 USD 3,047 USD 2,8 USD 3,263 USD 3,279 USD 5, USD 993 USD,336 USD 3,00 USD,950 USD,884 USD 2,950 USD,50 USD 3,39 USD 3,45 USD,962 USD 3,07 USD 489 USD 2,978 USD 984 USD 2,26 USD 2,47 USD 2,274 USD 3,653 USD,520 USD 2,099 USD 3,483 USD 2,982 USD 2,435 USD 2,990 USD 2,229 USD 2,25 USD 20,402 USD 2,620 USD,94 USD 2,33 USD 3,978 USD 3,047 USD 2,8 USD 3,263 USD 3,279 USD 5, USD 993 USD,336 USD 3,00 USD,950 USD,884 USD 2,950 87

169 Household Fin Corp. Ing Sec Life Instl Fdg International Business Machs Intl Lease Fin Corp. Mtn JP Morgan Chase Keycorp Mtn Book Entry Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Massmutual Global Fdg Ii Mtn Metropolitan Life Global Mtn Mgic Invt Corp. Mizuho Fin (Cayman) Monumental Global Fdg Ii Monunmetal Global Fdg Ii Mony Group Inc. Morgan Stanley Morgan Stanley National City Corp. Nationwide Life Global Fdg I Oracle Corp / Ozark Hldg Inc. Pepsico Inc Mtn Book Entry Praxair Inc. Premark Intl Inc. Pricoa Global Fdg I Mtn Principal Finl Group Australia Protective Life Secd Trs Mtn Sbc Communications Inc. Sbc Communications Inc. Simon Ppty Group LP Simon Ppty Group LP Sp Powerassests Ltd Global Suntrust Bk Atlanta Ga Medium Unitedhealth Group Inc. Wachovia Corp New Washington Post Co. Wells Fargo + Co. New Med Trm USD 3,046 USD 2,582 USD 3,555 USD 2,985 USD 2,00 USD 3,053 USD,643 USD 490 USD 989 USD 3,052 USD,060 USD 3,737 USD 3,366 USD,059 USD 2,48 USD,494 USD 2,000 USD 2,37 USD 5,53 USD,95 USD 3,488 USD 3,63 USD 2,09 USD 3,607 USD 3, USD 2,679 USD 3,462 USD,008 USD 3,484 USD 3,372 USD 7 USD 2,53 USD,00 USD 993 USD 3,482 USD,408 USD 3,68 USD 3,08 USD 4,43 USD 3,046 USD 2,582 USD 3,555 USD 2,985 USD 2,00 USD 3,053 USD,643 USD 490 USD 989 USD 3,052 USD,060 USD 3,737 USD 3,366 USD,059 USD 2,48 USD,494 USD 2,000 USD 2,37 USD 5,53 USD,95 USD 3,488 USD 3,63 USD 2,09 USD 3,607 USD 3, USD 2,679 USD 3,462 USD,008 USD 3,484 USD 3,372 USD 7 USD 2,53 USD,00 USD 993 USD 3,482 USD,408 USD 3,68 USD 3,08 USD 4,43 Americredit Auto Rec Tr Americredit Automobile Rec Tr Americredit Automobile Receiva Atlantic City Elc Trns Fdgllc Banc Amer Coml Mtg Inc. USD,00 USD 894 USD,76 USD 62 USD 4,59 USD,00 USD 894 USD,76 USD 62 USD 4,59 88

170 Banc Amer Fdg 2006 I Tr Bear Stearns Adjustable Rate Bear Stearns Arm Tr Bear Stearns Arm Tr Bear Stearns Arm Tr Bear Stearns Coml Mtg Secs Inc. Bear Stearns Coml Mtg Secs Inc. Capital One Auto Fin Tr Capital One Auto Fin Tr Capital One Multi Asset Exec Capital One Multi Asset Execut Capital One Multi Asset Execut Capital One Prime Auto Receiva Capitial One Prime Auto Receiv Cbass Tr Cendant Rent Car Fdg Aesop Llc Chase Mtg Fin Tr Chase Mtg Fin Tr Chase Mtg Fin Tr Chase Mtge Finance Corp. Cit Equip Coll Tr Citicorp Mtg Secs Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg Daimlerchrysler Auto Tr Daimlerchrysler Auto Tr Deere John Owner Tr First Franklin Mtg Ln Tr First Horizon First Un Natl Bk Coml Mtg Tr First Un Natl Bk Coml Mtg Tr First Un Natl Bk Coml Mtg Tr Gs Mtg Secs Corp. Home Equity Mortgage Trust Home Equity Mtg Tr Hyundai Auto Receivables Tr JP Morgan Mtg Tr JP Morgan Mtg Tr JP Morgan Mtg Tr Lb Ubs Coml Mtg Tr Nomura Asset Accep Corp. Residential Asset Mtg Prods Residential Fdg Mtg Secs I Inc. Residential Fdg Mtg Secs I Inc. Sequoia Mtg Tr USD 3,762 USD 0 USD 3,08 USD,95 USD 247 USD 3,79 USD 5,099 USD 906 USD 3,685 USD 9,8 USD 3,99 USD 2,995 USD 3,498 USD 464 USD,297 USD 2,663 USD 887 USD,745 USD 2,605 USD,678 USD 4,033 USD 26 USD,738 USD 6,842 USD 6,704 USD 4,337 USD,698 USD 2,488 USD,659 USD 45 USD 2,595 USD 5,72 USD 2,86 USD,709 USD 2,659 USD 970 USD,59 USD 888 USD 90 USD 863 USD 3,884 USD,542 USD 2,200 USD,594 USD 3,454 USD 265 USD 3,762 USD 0 USD 3,08 USD,95 USD 247 USD 3,79 USD 5,099 USD 906 USD 3,685 USD 9,8 USD 3,99 USD 2,995 USD 3,498 USD 464 USD,297 USD 2,663 USD 887 USD,745 USD 2,605 USD,678 USD 4,033 USD 26 USD,738 USD 6,842 USD 6,704 USD 4,337 USD,698 USD 2,488 USD,659 USD 45 USD 2,595 USD 5,72 USD 2,86 USD,709 USD 2,659 USD 970 USD,59 USD 888 USD 90 USD 863 USD 3,884 USD,542 USD 2,200 USD,594 USD 3,454 USD

171 Sequoia Mtg Tr Sequoia Mtg Tr Terwin Mtg Tr Tiaa Seasoned Coml Mtg Tr Usaa Auto Owner Tr Wamu Mtg Wamu Mtg Pass Through Ctfs Washington Mut Mtg Secs Corp. Wells Fargo Finl Auto Owner Tr Wells Fargo Mtg Backed Secs Wells Fargo Mtg Backed Secs Wells Fargo Mtg Backed Secs Wells Fargo Mtg Bkd Secs Wells Fargo Mtg Bkd Secs Whole Auto Ln Tr USD 340 USD 433 USD 3,37 USD 4,06 USD 4,998 USD 3,242 USD 66 USD 2,422 USD 4,956 USD 3,86 USD 3,865 USD 3,93 USD 3,029 USD,763 USD,828 USD 340 USD 433 USD 3,37 USD 4,06 USD 4,998 USD 3,242 USD 66 USD 2,422 USD 4,956 USD 3,86 USD 3,865 USD 3,93 USD 3,029 USD,763 USD,828 United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts Wi Treasury Sec USD 5,070 USD 5,63 USD 42,509 USD 5,60 USD 3,359 USD 7,758 USD 25,924 USD 9,735 USD 6,500 USD 5,070 USD 5,63 USD 42,509 USD 5,60 USD 3,359 USD 7,758 USD 25,924 USD 9,735 USD 6,500 Ssga Cash Mgmt Global Offshore USD 592,80 USD 592,80 90

172 9 ING ING ING ,29 25,22 93,32 75,56 03,75 65,496 85,45 63,947 78,624 78,629 09,720 95,553 66,826 34,093 76,593 62,83 44,685 88,65 39,333 63,273 $ 3,655,939,667,908,34,669 2,639,459,56,294,00,426,299,088,02, ,386,002,595,265,092,07, , , , , ,863,202,90,602,947 70, , ,779 3,049,99 350, ,000 4,289 23,884 85,58 77,28 32,507 54,469 60,26 7,082 42,360 94,744 7,862 $ 556, ,000,300,000,200, , , , , ,000,00, ,000,348, , ,778 20,56 9,980 33,44 4,80 75,56 20,445 65,496 58,603 9,326 9,679 78,629 09,720 58,36 73,862 6,677 76,593 62,83 44,685 88,65 234,077 8,35 $,650, , ,000 2,656,02 300,000,06,97 900,000 50,000 00,000,008,733,27, ,000,044,083 00, , , ,263,209,68 2,72, ,936 3,050, , ,000 $,62, ,99 97,557 2,604, ,582,000, ,347 45,85 98,476,000,000,25, ,36,026,603 98, , , ,724,200,000 2,700, ,000 3,050, , ,000 $ 28,74 7,08 2,443 5,50 4,48 6,38 6,653 4,49,524 8,733 20,73,864 7,480,94 4,957 6,359 6,539 9,68 2,023 9,936 2,239 32,997 03,06 85,58 83,306 77,28 59,049 54,62 68,945 54,469 60,26 54,39 35,324 27,46 $ 2,045,935,80,674,474,856,30,030,236,728,208,799 95, ,682 78, , , , ,206 43,504 2,349,63,97,2 399, ,065

173 93 $ 249,998 $ $ 250,000 $ 250,000 $ $,046,799 4,080,39 2,773,80,45,378 56,663 50,000,460, , ,000 36,000 50,000,460, , ,000 36, ,200 2,630,064,804,346,200,38 39,34 442,262 5,74,870 73,979 9,703 4,927,865,357,890 66,240 9,703,024,568,50,52 VTAF II VTAF III 733,30 228,005 30,57 729,94,70,84 906,536 TSMC GLOBAL Fed Hm Ln Pc Pool g282 Fed Hm Ln Pc Pool g4 Fed Hm Ln Pc Pool g66 Fed Hm Ln Pc Pool g92 Fed Hm Ln Pc Pool g262 Fed Hm Ln Pc Pool g2593 Fed Hm Ln Pc Pool j040 Fed Hm Ln Pc Pool Fed Hm Ln Pc Pool G2009 Federal Home Ln Mtg Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal National Mort Assoc Federal Natl Mtg Assn Federal Natl Mtg Assn Mtn USD 3,796 USD 3,97 USD 4,464 USD 8,535 USD 3,743 USD 4,290 USD 4,378 USD 4,424 USD 4,436 USD 4,404 USD 5,757 USD 5,600 USD 6,024 USD 3,935 USD 6,53 USD 3,868 USD 4,354 USD 3,250 USD 3,733 USD 4,329 USD 4,276 USD 5,749 USD 5,587 USD 5,650 USD 3,0 USD 3,603 USD 5,270 USD 3,257 USD 3,94 USD 6,783 USD 3,5 USD 3,258 USD 3,626 USD 3,70 USD 3,489 USD 4,280 USD 4,277 USD 5,723 USD 5,557 USD 5,644 USD 3,09 USD 3,563 USD 5,247 USD 3,225 USD 3,75 USD 6,743 USD 3,492 USD 3,246 USD 3,622 USD 3,59 USD 3,464 USD 49 (USD ) USD 26 USD 30 USD 6 USD 0 USD 40 USD 23 USD 32 USD 9 USD 40 USD 9 USD 2 USD 4 USD USD 25 USD 4,077 USD 3,68 USD 2,844 92

174 Fnma Pool Fnma Pool 8364 Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fnma Pool Fed Home Ln Bank Federal Farm Cr Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Bks Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Federal Home Ln Mtg Corp. Mtn Federal Home Ln Mtg Disc Nts Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Banks Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn USD USD 3,720 USD 4,224 USD 4,920 USD 2,99 USD 2,279 USD 6,905 USD 5,898 USD 7,506 USD 5,948 USD 6,440 USD 8,049 USD 4,365 USD 5,95 USD 9,766 USD 0,467 USD 7,868 USD 4,974 USD 3,943 USD 3,486 USD 4,822 USD 6,530 USD 5,062 USD 5,823 USD 4,336 USD 5,035 USD 3,4 USD 5,365 USD 8,95 USD 5,098 USD 4,494 USD 8,983 USD 8,37 USD 6,000 USD 3,99 USD 2,985 USD 5,075 USD 5,083 USD 4,58 USD 3,453 USD 2,356 USD 4,595 USD 4,982 USD 4,500 USD 5,02 USD 6,500 USD 4,982 USD 8,458 USD USD 3,004 USD 3,606 USD 4,402 USD 6,270 USD 4,938 USD 3,027 USD 2,367 USD 5,532 USD 6,947 USD 6,032 USD 4,60 USD 9,000 USD 8,235 USD 7,500 USD 5,966 USD 6,453 USD 3,236 USD 5,58 USD 4,98 USD 3,472 USD 8,20 USD 4,440 USD 5,933 USD 9,844 USD 4,652 USD 5,093 USD 4,509 USD 0,477 USD 7,926 USD 4,993 USD 3,957 USD 6,505 USD 5,002 USD 8,542 USD USD 2,989 USD 3,555 USD 4,364 USD 6,27 USD 4,872 USD 2,987 USD 2,233 USD 5,365 USD 6,88 USD 5,907 USD 4,494 USD 8,983 USD 8,37 USD 7,490 USD 5,930 USD 6,40 USD 3,99 USD 5,075 USD 5,083 USD 3,453 USD 8,08 USD 4,364 USD 5,885 USD 9,702 USD 4,595 USD 4,982 USD 4,500 USD 0,459 USD 7,834 USD 4,93 USD 3,950 USD 6,500 USD 4,982 USD 8,458 USD USD 5 USD 5 USD 38 USD 53 USD 66 USD 40 USD 34 USD 67 USD 66 USD 25 USD 6 USD 7 USD 98 USD 0 USD 36 USD 43 USD 37 USD 83 (USD 02) USD 9 USD 20 USD 76 USD 48 USD 42 USD 57 USD USD 9 USD 8 USD 92 USD 62 USD 7 USD 5 USD 20 USD 84 USD 3,442 USD 60 USD 4,935 USD 5,697 USD 3,276 USD 5,75 USD 3,5 USD 9,023 USD 5,34 USD 22,342 USD 4,62 USD 2,500 USD 5,69 93

175 Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn Federal Natl Mtg Assn USD USD 6,5 USD 4,997 USD 4,994 USD 4,368 USD 4,500 USD 5,027 USD 5,024 USD 6,54 USD 4,39 USD 4,997 USD 4,994 USD 6,56 USD 4,368 USD 30 USD 30 (USD 2) (USD 49) USD American Express Co. American Honda Fin Corp. Mtn Bank One Corp. Bear Stearns Cos Inc. Bp Cap Mkts P L C Burlington Res Inc. Chase Manhattan Corp.New Chase Manhattan Corp New Citigroup Fdg Inc. Credit Suisse First Boston Usa Deere John Cap Corp. Deere John Cap Corp. Depfa Acs Bank Emerson Elec Co. European Invt Bk European Invt Bk Federal Home Ln Bks General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn General Elec Cap Corp. Mtn Genworth Finl Inc. Goldman Sachs Group Inc. Goldman Sachs Group Inc. Hartford Finl Svcs Group Inc. Hbos Plc Medium Term Sr Nts Household Fin Corp. HSBC Fin Corp. HSBC Fin Corp. HSBC Fin Corp. Mtn International Business Machs Intl Lease Fin Corp. Mtn JP Morgan Chase + Co. Key Bk Na Med Term Nts Bk Entr Lehman Brothers Hldgs Inc. Lehman Brothers Hldgs Inc. Marshall + Ilsley Corp. Massmutual Global Fdg II Mtn Mbna America Bank Na Y Merrill Lynch + Co. Inc. USD 3,452 USD 3,092 USD 3,365 USD 3,379 USD 5,077 USD 4,928 USD 3,25 USD 3,970 USD 6,057 USD 7,937 USD 8,759 USD 8,282 USD 4,989 USD 3,456 USD 5,037 USD 3,205 USD 3,028 USD 5,096 USD 4,38 USD 3,298 USD 4,40 USD 3,50 USD 8,420 USD 6,403 USD 3,453 USD 6,220 USD 4,496 USD 3,648 USD 3,480 USD 4,587 USD 3,75 USD 5,900 USD 9,985 USD 4,86 USD 2,993 USD 3,250 USD 3,20 USD 4,468 USD 3,496 USD 3,50 USD 3,647 USD 3,466 USD 6,297 USD 3,422 USD 3,395 USD 4,575 USD 3,536 USD 4,59 USD 3,05 USD 4,945 USD 6,005 USD 3,27 USD 3,973 USD 6,37 USD 7,964 USD 8,793 USD 4,86 USD 8,44 USD 5,0 USD 3,47 USD 5,023 USD 3,25 USD 3,028 USD 4,469 USD 5,4 USD 4,6 USD 3,288 USD 4,435 USD 3,52 USD 8,487 USD 6,490 USD 3,464 USD 3,43 USD 6,220 USD 3,325 USD 3,340 USD 4,496 USD 3,565 USD 4,587 USD 3,75 USD 4,899 USD 5,900 USD 3,222 USD 3,930 USD 5,994 USD 7,937 USD 8,76 USD 4,86 USD 8,268 USD 4,94 USD 3,453 USD 5,048 USD 3,82 USD 3,028 USD 4,468 USD 5,066 USD 4,8 USD 3,30 USD 4,393 USD 3,50 USD 8,453 USD 6,437 USD 3,426 USD 35 USD 77 USD 97 USD 55 USD 79 (USD 29) USD 4 (USD 70) USD 46 USD 05 (USD 5) USD 43 USD 323 USD 27 USD 77 USD 46 USD 70 USD 8 (USD 25) USD 33 USD USD 48 USD 43 (USD 22) USD 42 USD 2 USD 34 USD 53 USD 38 USD 3,07 USD 3,653 USD,520 USD 3,483 USD 20,402 USD 3,047 USD 3,279 USD 3,046 USD 3,555 USD 3,052 USD 3,737 94

176 Merrill Lynch + Co. Inc. Metropolitan Life Global Mtn Metropolitan Life Golbal Mtn Morgan Stanley Nucor Corp. Public Svc Elec Gas Co. Slm Corp. Medium Term Nts Vodafone Airtouch Plc Wachovia Corp. New Wachovia Corp. New Wachovia Corp. New Washington Mut Bk Fa USD 4,865 USD 3,369 USD 2,26 USD 3,797 USD 3,682 USD 8,998 USD 4,449 USD 2,040 USD 3,997 USD USD 3,325 USD 3,337 USD 3,00 USD 3,49 USD,534 USD 4,880 USD 3,452 USD 3,790 USD 3,735 USD 9,008 USD 4,403 USD 3,484 USD 3,563 USD 3,998 USD 4,842 USD 3,36 USD 3,8 USD 3,684 USD 8,949 USD 4,477 USD 3,49 USD 3,582 USD 4,000 USD 38 USD 9 (USD 2) USD 5 USD 59 (USD 74) (USD 7) (USD 9) (USD 2) USD USD 3,366 USD 5,53 USD 3,68 American Home Mtg Assets Tr Americredit Automobile Rec Tr Ba Cr Card Tr Banc Amer Coml Mtg Inc. Bear Stearns Coml Mtg Secs Inc. Capital Auto Receivables Asset Capital One Multi Asset Exec Capital One Prime Auto Rec Capital One Prime Auto Receiva Caterpillar Finl Asset Tr Cendant Rent Car Fdg Aesop LLC. Credit Suisse First Boston Mtg Credit Suisse First Boston Mtg First Un Natl Bk Coml Mtg Tr Ford Credit Auto Owner Trust Gsamp Tr Harley Davidson Motorcycle Tr Hertz Veh Fing LLC. Honda Auto Receivables Hyundai Auto Receivables Tr Lb Ubs Coml Mtg Tr Lb Ubs Coml Mtg Tr Mbna Cr Card Master Nt Tr Mbna Master Cr Card Tr Ii Merrill Lynch Mtg Invs Inc. Nissan Auto Receivables Providian Gateway Owner Tr Stuctured Adj Rate Mtg Ln Tr Tiaa Seasoned Coml Mtg Tr Tw Hotel Fdg 2005 LLC. Usaa Auto Owner Tr Usaa Auto Owner Tr USD 3,269 USD 4,300 USD 3,243 USD 3,98 USD 8,42 USD 9,297 USD 4,324 USD 4,25 USD 5,825 USD 5,39 USD 3,928 USD 3,493 USD 7,605 USD 5,887 USD 3,928 USD 3,942 USD 4,03 USD 4,238 USD 3,382 USD 4,59 USD 5,259 USD 8,998 USD 3,500 USD 7,63 USD 7,637 USD 5,88 USD 3,373 USD 3,884 USD 4,500 USD 3,98 USD 4,7 USD 4,999 USD 3,87 USD 3,96 USD 4,260 USD 3,243 USD 3,995 USD 8,8 USD 4,493 USD 4,32 USD 3,868 USD 3,933 USD 5,278 USD 3,38 USD 3,460 USD 3,77 USD 4,449 USD 7,552 USD 4,630 USD 3,928 USD 3,96 USD 3,786 USD 3,325 USD 4,260 USD 3,380 USD 3,26 USD 4,350 USD 3,232 USD 3,999 USD 8,089 USD 4,433 USD 4,30 USD 4,24 USD 3,904 USD 5,284 USD 3,373 USD 3,443 USD 3,0 USD 4,500 USD 7,653 USD 4,988 USD 3,943 USD 3,9 USD 3,887 USD 3,338 USD 4,246 (USD 93) (USD 20) (USD 90) USD (USD 4) USD 92 USD 60 USD (USD 373) USD 29 (USD 6) USD 8 USD 7 USD 76 (USD 5) (USD 0) (USD 358) (USD 5) USD 50 (USD 0) (USD 3) USD 4 USD 4,59 USD 5,099 USD 9,8 USD 3,498 USD 2,663 USD 6,842 USD 6,704 USD 5,72 USD 3,884 USD 4,06 USD 4,998 95

177 Wamu Mtg Wamu Mtg Pass Thru Ctfs Tr Wells Fargo Finl Auto Owner Tr Wells Fargo Mtg Backed Secs Wells Fargo Mtg Backed Secs USD USD 4,986 USD 3,656 USD 4,854 USD 3,935 USD 4,008 USD USD 3,760 USD 3,535 USD USD 4,048 USD 3,55 USD (USD 288) USD 20 USD 3,242 USD 3,86 USD 3,93 United States Treas Nt United States Treas Nt United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts United States Treas Nts Us Treas Nts Us Treasury Nts Us Treasury Nts Us Treasury Nts Us Treasury Nts Wi Treasury Sec USD 5,936 USD 2,350 USD 60,929 USD 4,009 USD 56,526 USD 4,834 USD 5,467 USD 42,302 USD 5,059 USD 60,837 USD 6,837 USD 8,073 USD 33,800 USD 25,04 USD,676 USD 2,876 USD 6,957 USD 5,3 USD 0,746 USD 5,078 USD 09,30 USD 46,90 USD 20,692 USD 34,573 USD 9,628 USD 26,3 USD 46,634 USD 6,788 USD 27,758 USD 29,438 USD 3,85 USD 8,596 USD 4,02 USD 30,867 USD 0,362 USD 59,595 USD 42,89 USD 5,007 USD 34,754 USD 7,052 USD 3,037 USD 34,440 USD 25,606 USD 6,2 USD 5,936 USD 3,38 USD 6,935 USD 0,33 USD 0,768 USD 5,70 USD 2,363 USD 67,657 USD 44,003 USD 2,38 USD 34,574 USD 60,83 USD 9,903 USD 26,50 USD 39,925 USD 6,766 USD 27,969 USD 4,09 USD 20,089 USD 87,636 USD 8,552 USD 4,203 USD 4,927 USD 3,573 USD 5,57 USD 0,369 USD 53,577 USD 42,302 USD 5,059 USD 34,896 USD 6,837 USD 3,036 USD 33,800 USD 25,04 USD 6,092 USD 5,944 USD 2,876 USD 6,957 USD 0,056 USD 0,746 USD 5,078 USD 2,295 USD 67,440 USD 43,603 USD 20,692 USD 34,573 USD 6,65 USD 9,628 USD 26,3 USD 38,892 USD 6,788 USD 27,758 USD 3,996 USD 9,959 USD 87,804 USD 8,596 USD 4,02 USD 4,827 USD 30,867 USD 5,456 USD 0,362 USD 53,89 USD 589 (USD 52) (USD 42) USD 25 USD USD 640 USD 565 USD 29 (USD 8) USD 442 (USD 22) USD 257 USD 22 USD 92 USD 68 USD 27 USD 400 USD 446 USD (USD 352) USD 275 USD 370 USD,033 (USD 22) USD 2 USD 23 USD 30 (USD 68) (USD 44) USD 0 USD 00 USD 706 USD 6 USD 7 USD 388 USD 25,924 USD 5,070 USD 5,63 USD 5,60 USD 42,509 USD 3,359 USD 7,758 USD 9,735 USD 6,500 96

178 97 96//4 $ 98,000 WaferTech SSMC OmniVision $ 92,846,64 795,232 55,799 8,774,750 5,828,54 5,468,40 4,88,07,766,788,050,497,83, $ 26,626,880 74,003 (784,280) (596,58) (655,029) (838,584) (39,402) 0,20 43,

179 98 OmniVision $ 26,725,765 5,037 8,749 0,20 43, $ 8,64,297 8,08,075 $ 4,52,960 $

180 TSMC Global SSMC TSMC Partners VTAF II VTAF III Emerging Alliance Tortola, British Virgin Islands Tortola, British Virgin Islands Singapore Tortola, British Virgin Islands San Jose, California, U.S.A. Cayman Islands Cayman Islands Cayman Islands Yokohama, Japan Amsterdam, the Netherlands Seoul, Korea $42,327,245 3,445,780 3,047,68 8,840,895 2,80,367 0, ,78,357,890,095, , ,568,09, , ,000 83,760 5,749 3,656 $42,327,245 3,445,780 8,9,86 8,840,895 2,80,367 0, ,78 785, , ,568,48,77 300, ,000 83,760 5,749 3, ,968 66, ,000 9,703 42, $44,204,88 27,688,565,024,568 9,092,74 8,622,75 4,734,80 2,255,647,50,52,70,84 906, , ,873 73,429 7,658 04,929 88,702 6,436 $ 2,32, ,55 4,32,07 3,552,556 (959,387) 302, ,276 50,74 40,497 (4,533) 732,585 37,202 59,407 58,75 3,53 3,366 2,40 $ 2,32, ,55,085,203,80,962 (957,835) 302, ,276 82,265 37,687 (40,702) 25,98 36,56 8,573 7,822 3,53 3,366 2,40 99

181 $ 2,80,367 (RMB 3,070,623) $ 2,80,367 (USD 37,000) $ $ $ 2,80,367 (USD 37,000) 00% ($ 957,835) $ 8,622,75 $ $ 2,80,367 (USD 37,000) $ 2,80,367 (USD 37,000) $ 2,80,367 (USD 37,000) USD37,000 00

182 TSMC Partners TSMC Technology WaferTech TSMC Canada TSMC Technology GUC $ 92,846,64 26,626,880 98,885 3,392 55,799 5,828,54 26,267 2,77 5, ,58 50, ,858 8,449 36,748 37,046 26,88 795,232 6,39 56,887 74,003 7,4 39, ,423 0,30 8,774, ,280 29, ,658 9,90,544 8,773,454,766,788 89,40 39,402 60,00 59% 5% 2% 3% 2% 2% % 3

183 TSMC Partners TSMC Technology TSMC Technology WaferTech TSMC Development TSMC Technology WaferTech GUC $ 90,459,073 6,46,956 59,547 27,455 6,95 4,405,843 79,498 98,797 40,56 23, ,74 723,66 254,758 20, ,454 22,58 755,70 4,606 39,42 55,26 2,7 3,785 42,389 34,57 2,530, ,733 8, ,679 0,003,652 8,84,830, , ,29 30,507 4,984 60% 3% % 4% 3% 3% 3

184 U.S. GAAP Financial Information U.S. GAAPU.S. Securities and Exchange Commission20F $ 487,09,402 $ 507,98,284 $ 09,77,093 $ 27,009,73 0% 68% No. 58 (432,568) (0,573,746) 9,878,553 (5,538,280) 52,22,732 (,274,22) (8,75,257) (39,9) (87,487) 66, ,36,668 $ 53,228,070 (445,02) (0,657,68) 8,56,79 (3,278,020) 52,22,732 (,257,528) (9,488,556) (43,783) (,39,322) 208, ,42,682 $ 532,402, % No. 23R (52,36) (69,842),408,372 (2,260,260) (8,232,842) (28,352,026) 3,872 (373,900) (4,847) 45,278 (37,59,5) $ 7,657,582 (262,032) (,606,749) (42,590),39,478 (3,278,020) (9,488,556) (8,06,360) 3,87 (47,696) 37,935 70,380 98,320 64,997 (3,299,022) $ 95,70,709 03

185