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Lots of weird holes in my .FBX

Hello. Imported this FBX into 3DS MAX from Mud Box–

And the from 3DS MAX into Unreal Engine 4. It was FBX (2013) ACSII. The imported mesh looks like this.

Did I do something wrong?

Show us your material setup, This tells us nada.

Your model has no UV mapping. Apply a UV map modifier in your modeling program and then reimport.

Make sure you use normal map compression for normal maps