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OFFERING CIRCULAR SUPPLEMENT CLARIS LIMITED as Issuer ...

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FREMONT HOME<br />

LOAN TRUST<br />

FHLT 2005-E 2A3 20 December 2005 US35729PNB21 Aaa United States RMBS Subprime 3.14 Wells Fargo & Co 5.00% 85.00% 77.97% 22,321,428.57<br />

GSAMP TRUST<br />

GSAMP 2005-<br />

WMC2 A2B<br />

23 November 2005 US362341UY32 Aaa United States RMBS Subprime 2.77<br />

JPMorgan Ch<strong>as</strong>e &<br />

Co<br />

5.00% 85.00% 79.64% 22,321,428.57<br />

RESIDENTIAL ASSET<br />

MORTGAGE<br />

PRODUCTS, INC.<br />

ASSET BACKED<br />

FUNDING<br />

CERTIFICATES<br />

RAMP 2005-EFC3<br />

AI2<br />

ABFC 2005-HE2<br />

A2C<br />

30 August 2005 US76112BYQ75 Aaa United States RMBS Midprime 2.53<br />

General Motors<br />

Corp<br />

5.00% 75.00% 48.30% 22,321,428.57<br />

30 August 2005 US04542BNG31 Aaa United States RMBS Midprime 2.90 Wells Fargo & Co 5.00% 85.00% 76.45% 22,321,428.57<br />

Source: Bloomberg and Société Générale<br />

69

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