Police are investigating a burglary at the home of Federal Reserve Chairman Alan Greenspan in which an intruder made off with jewelry belonging to Greenspan's wife, NBC News correspondent Andrea Mitchell.

"The bizarre thing is that people were in the house all morning," Mitchell told The Washington Post. "Someone was clearly casing the place."

She said the break-in occurred last Thursday while a housekeeper was away grocery shopping.

Mitchell said the items taken included some of "sentimental value, including gifts from my husband."