A retired Army sergeant reportedly caused a panic at New York’s FBI headquarters on Wednesday by strolling inside and announcing that he’d planted a bomb in a van that was parked nearby. The New York Post reports that Gerardo Checo Nunez, 33, told staff at 26 Federal Plaza that he had left an improvised explosive device inside a white van that he’d parked outside a Starbucks on Worth Street on the opposite block. However, when the NYPD’s Bomb Squad responded, no device was found—but they did rescue a dog that had been left inside the vehicle, according to the Post. NBC New York reported that the man had previously been angered by the FBI’s response after he told the agency he had lost money in an extortion scam. He has been charged with making a false terror threat.