China’s Mortgage Bond Sales Probably Led Agency Drop

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A record tumble in the holdings of U.S. agency debt and government-backed mortgage bonds by central banks and similar foreign investors probably reflected sales of home-loan securities by China, according to Wrightson ICAP LLC.

The amount of debt, including notes that fund government-supported mortgage financier Fannie Mae, held by official foreign investors plunged $57 billion in the week ended Sept. 15 to $752.5 billion, according to Federal Reserve data. The category also encompasses mortgage-backed securities, or MBS, backed by loans on U.S. houses and condominiums.