The swimmers were cooperating with local authorities, Sandusky said.
"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.'
"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 cellphone, he left my credentials."
Lochte's friend and teammate, Michael Phelps, said his reaction when he heard about the robbery was: "Excuse me?"