Security cameras on Wall Street caught a pair of parachutists landing in front of the Goldman Sachs building before dawn this morning and then walking away with their chutes.

The two chutists, dressed in black, drifted into the narrow confines at the intersection of West and Vescey streets, New York Police Commissioner Ray Kelly said.

"At 3:07 this morning, two individuals apparently parachuted to the front of the Goldman Sachs building. We're not 100 percent sure of the location, if they came out of an aircraft, but they were seen walking away with the parachutes away from the location," he said.

"What they came out of, we don't know. They were wearing black suits of some sort and black helmets and they are believed to be men," Kelly said.

Goldman Sachs building security notified the NYPD after seeing the landing on the building's surveillance footage. The NYPD said it now has surveillance video.

"Apparently, some camera catches the landing. There are no banners, no notes were left. Obviously it's something that is under investigation," Kelly said.

The NYPD says they don't have a possible motive, but say the incident is being investigated as a stunt and not something more sinister.

Bloomberg/Getty Images