Mortgage Pass-Through Securities

Fixed Income: Bonds and Portfolio Management · 3:37

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Lyrics

[Verse 1]
When homeowners pay their monthly dues
Principal and interest, here's the news
These payments don't just stay at the bank
They flow right through, investors give thanks
Simple securities, straight and clean
The most basic mortgage product you've seen

[Chorus]
Pass it through, pass it through
From the homeowner straight to you
Principal and interest flowing free
That's mortgage-backed security
Pass it through, pass it through
Monthly payments coming due
Simple structure, cash will flow
That's the basics you need to know

[Verse 2]
Thousands of mortgages bundled tight
Pooled together, spread the risk right
When families make their payments each month
The money travels, that's the front
Investors receive their allocated share
Based on the portion that they declare

[Chorus]
Pass it through, pass it through
From the homeowner straight to you
Principal and interest flowing free
That's mortgage-backed security
Pass it through, pass it through
Monthly payments coming due
Simple structure, cash will flow
That's the basics you need to know

[Bridge]
But here comes prepayment, changing the game
When homeowners refinance or move away
Early payments mess with timing's frame
Investors get cash sooner than they'd say
Risk and reward, that's the trade
In this pass-through parade

[Verse 3]
Government agencies back the pool
Ginnie Mae and Freddie make the rules
Credit risk is low but timing's unclear
Prepayment risk is what you should fear
When rates drop down, they pay too fast
When rates rise up, the loans will last

[Chorus]
Pass it through, pass it through
From the homeowner straight to you
Principal and interest flowing free
That's mortgage-backed security
Pass it through, pass it through
Monthly payments coming due
Simple structure, cash will flow
That's the basics you need to know

[Outro]
Mortgage pass-through, foundation stone
For structured finance, now you've grown
From simple concept, complex markets grew
But it all starts with payments passing through

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