Exhibit 99.3

MORTGAGE SECURITIES AND LOANS COLLATERALIZING MORTGAGE SECURITIES

As of June 30, 2005

Table 1 —Summary of Securitizations (dollars in thousands)

		Loan Collateral
										Remaining Prepayment Penalty Period (in years) for Loans w/ Penalty	Asset-Backed Bonds
Securitization Trust	Issue Date	Original Principal		Current Principal		Weighted Average Coupon		Percent With Prepayment Penalty			Remaining Principal		Weighted Average Interest Rate		Estimated Months to Call
NMFT 1999-1	1/29/1999	$	164,995	$	15,324	9.7	%	—	%	—	$	7,997	6.49	%	—
NMFT 2000-1	3/31/2000		230,138		19,131	10.2		—		—		18,234	4.26		—
NMFT 2000-2	9/28/2000		339,688		26,131	10.3		26		0.05		25,059	4.84		—
NMFT 2001-1	3/31/2001		415,067		45,666	10.3		38		0.23		44,516	3.73		4
NMFT 2001-2	9/25/2001		800,033		103,615	9.6		38		0.41		99,940	3.73		9
NMFT 2002-1	3/28/2002		499,998		82,782	8.9		39		0.61		78,642	3.76		13
NMFT 2002-2	6/28/2002		310,000		57,178	9.2		36		0.64		52,500	3.97		15
NMFT 2002-3	9/27/2002		750,003		170,170	8.3		44		0.65		159,413	3.83		19
NMFT 2003-1	2/27/2003		1,300,141		377,417	7.9		55		0.84		334,462	4.31		26
NMFT 2003-2	6/12/2003		1,499,998		539,306	7.8		50		0.99		520,556	4.07		31
NMFT 2003-3	9/16/2003		1,499,374		759,216	7.1		65		1.07		736,716	3.98		38
NMFT 2003-4	11/20/2003		1,499,732		779,627	7.3		82		1.04		761,626	3.99		31
NMFT 2004-1	3/11/2004		1,750,000		1,028,955	7.5		80		1.01		1,006,204	3.79		33
NMFT 2004-2	6/16/2004		1,399,999		944,373	7.5		78		1.16		919,172	3.82		37
NMFT 2004-3	9/9/2004		2,199,995		1,672,769	7.8		78		1.30		1,628,769	3.86		40
NMFT 2004-4	11/18/2004		2,500,000		2,087,249	7.6		74		1.16		2,055,999	3.82		45
NMFT 2005-1	2/22/2005		2,100,000		1,960,021	7.6		68		1.24		1,933,773	3.67		51
NMFT 2005-2	5/27/2005		1,649,289		1,633,313	7.7		66		1.40		1,775,025	3.71		51
Total		$	20,908,450	$	12,302,243	7.7	%	70	%	1.15	$	12,158,603	3.83

Table 2 — Loans Collateralizing Mortgage Securities by FICO Score

(dollars in thousands)

	June 30, 2005
FICO Score	Current Principal		Weighted Average Coupon		Original Weighted Average Loan-to- Value
FICO score not available	$	6,758	8.2	%	72.4	%
540 and below		999,140	8.8		78.2
540 to 579		2,052,916	8.3		79.3
580 to 619		2,366,341	7.9		82.4
620 to 659		2,846,654	7.4		82.6
660 and above		4,030,434	7.1		83.1
	$	12,302,243	7.7	%	81.8	%

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MORTGAGE SECURITIES AND LOANS COLLATERALIZING MORTGAGE SECURITIES

As of June 30, 2005

Table 3 — Loans Collateralizing Mortgage Securities by Geographic Concentration

Percent of Current Principal

Collateral Location	June 30, 2005
California	20	%
Florida	17
All other states	63
Total	100	%

Table 4 — Loans Collateralizing Mortgage Securities

Carrying Value of Loans by Product/Type (in thousands)

Product/Type	June 30, 2005
Two and three-year fixed	$	7,783,488
Six-month LIBOR and one-year CMT		6,101
30/15-year fixed and balloon		4,512,652
Outstanding principal	$	12,302,243
Fair value of retained mortgage securities	$	543,911

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MORTGAGE LOANS HELD-FOR-SALE AND HELD-IN-PORTFOLIO

As of June 30, 2005

Table 1 — Mortgage Loans by FICO Score

(dollars in thousands)

	June 30, 2005
FICO Score	Current Principal		Weighted Average Coupon		Original Weighted Average Loan-to- Value
Held-in-portfolio:
FICO score not available	$	9,232	10.4	%	72.3	%
540 and below		6,351	10.4		79.0
540 to 579		8,464	10.1		80.2
580 to 619		11,539	9.8		83.9
620 to 659		7,830	9.8		80.9
660 and above		5,066	9.4		80.1
	$	48,482	10.0	%	79.3	%
Held-for-sale:
540 and below	$	75,488	8.8	%	79.5	%
540 to 579		161,104	8.2		82.1
580 to 619		195,681	7.6		82.5
620 to 659		266,500	7.3		83.3
660 and above		337,542	7.0		83.6
	$	1,036,315	7.5	%	82.8	%

Table 2 — Mortgage Loans by Geographic Concentration

Percent of Current Principal

	June 30, 2005
Collateral Location	Held-in-portfolio		Held-for-sale
Florida	10	%	19	%
California	6		16
Indiana	7		1
Texas	7		3
Ohio	6		4
All other states	64		57
Total	100	%	100	%

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