Ryan Lochte and three other U.S. swimmers were robbed by thieves who put a cocked gun to Lochte's head in Rio early Sunday morning, the U.S. swimmer told NBC.

Lochte and his friends were in a taxi, going to visit a Brazilian swimmer, when the robbers stopped them.

"We got pulled over, in the taxi, and these guys came out with a badge, a police badge, no lights, no nothing just a police badge and they pulled us over," Lochte told NBC. "They pulled out their guns, they told the other swimmers to get down on the ground — they got down on the ground. I refused, I was like we didn't do anything wrong, so — I'm not getting down on the ground.

Lochte, who's known for his laid-back, nonchalant attitude, added:

"And then the guy pulled out his gun, he cocked it, put it to my forehead and he said, 'Get down,' and I put my hands up, I was like 'Whatever.' He took our money, he took my wallet — he left my cell phone, he left my credentials."

Patrick Sandusky, a spokesman for the U.S. Olympic Committee said in a statement that in addition to Lochte, three other swimmers were robbed, Gunnar Bentz, Jack Conger and Jimmy Feigen.

"Their taxi was stopped by individuals posing as armed police officers who demanded the athletes' money and other personal belongings. All four athletes are safe and cooperating with authorities," the statement said.

Rio's high crime rate has been a source of concern for athletes and tourists, and there have been a number of incidents. But with heavy security in and around the Olympic venues, reports of problems have been isolated so far.

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