SDNY-0008720 EFTA_00 156505 EFTA01288868 Portfolio Holdings (continued) Date no:pined Quantity Unit Coll Fixed Income 20.00% of Portfolio (In Maiunry On Sequence) 'Asset Backed Securities WASHINGTON NUT M TO SECS CORP 200411A2 N TG PASSTHRU CTF CL C-11.1 VAR RATE 6.444% 07125133 WE DTO 06/01/04