New York - (NBC) - New York bomb suspect Faisal Shahzad reportedly tells investigators he trained at a terrorism camp in Pakistan.
He was on a plane headed for Dubai when agents arrested him.
"I was never in any fear that we were in danger of losing him," said U.S. Attorney General Eric Holder.
Federal agents are digging into Shahzad's background -- looking for terrorist ties, talking to people in his hometown of Bridgeport, Connecticut and also Shelton, Connecticut, where Shahzad lost his home last year.
"He talked to me previously when I was out gardening and said that he was going to go back to Pakistan," said Audrey Sokol, a neighbor in Shelton.
Local police say Shahzad never crossed their radar.
"They try to fly under the radar screen so they come in as perfect citizens till time to do whatever their deeds were," said Bridgeport Police Lt. David Daniels III.
He also didn't he seem to raise any red flags with neighbors and people who worked with him.
"Mild-mannered guy, wonderful family, beautiful wife," recalled Realtor Greg Del Vecchio.
President Obama, who is being briefed on the case, reassured the public.
"We will not be terrorized. We will not cower in fear. We will not be intimidated."
Among the charges Shahzad faces: attempted use of a weapon of mass destruction and terrorism transcending national borders.