Mortgage issues

Should I be concerned that I have no idea who currently holds my mortgage? As of right now, the mortgage broker I used has paid the money and is waiting for the bank to stop asking for silly things to get the money from them. I'm not sure why the bank keeps asking for more stuff, but seeing as how I was supposed to be making my first payment sometime in October, the fact that I am not sure who owns this thing and I have not received any information regarding who I am supposed to pay is making me a little nervous. Here's hoping I don't suddenly find myself with no mortgage and owing a truckload of money real fast or something like that...