Two parachutists were seen near the Goldman Sachs building in Lower Manhattan, located near the World Trade Center, early Monday but disappeared without a trace. The New York Police Department is investigating the odd occurrence but do not believe it was a malicious event.

The event was capture on video by a surveillance camera around 3 a.m. EDT. According to reports, two men, wearing black, were seen parachuting down to the street near the Goldman Sachs building at 200 West St., reports the Wall Street Journal. No airplane can be seen in the video and the two individuals walked out of camera frame.

NYPD Commissioner Ray Kelly said in a press conference, “If they came out of an aircraft, it’s unknown at this time but they were seen walking with parachutes away from the location,” reports the Journal. The individuals did not leave any notes, and police were notified by a security guard in the area. With little to no details, police are investigating the event to determine if the individuals parachuted out of a plane or a building and hope to find more video of the event captured by other cameras in the area. The NYPD have not determined if the incident was a prank or some kind of threat, notes the New York Daily News.

Shimon Prokupecz, a reporter for NBC New York, tweeted that one of the individuals was seen “dragging the parachute thru the street. still unclear where they came from. NYPD attempting to identify the two.” Prokupecz said that many believe the incident was a stunt but are still unsure due to the lack of details.