FTA01288812 Portfolio Holdings (continued) Date ACAl ;red Fixed Income 24.00% of Portfolio (In Maturity Date Sequence) 'Asset Backed Securities WASHINGTON NUT N TO SECS CORP 2004•RA2 MTG PASSTHRU CTF CL C-B•1 VAR WE 6.537% 07125133 81E DTO 06/01/01 S 6 P Rating 0 Factor: 0.53948760 Effective Date:10101/15