A U.S. Navy SEAL in the Leap Frogs parachute team died this afternoon after his parachute malfunctioned during a Fleet Week aerial demonstration, according to a Navy . The demonstration was at Liberty State Park in Jersey City, New Jersey.

The parachute failed to open, which caused the SEAL to land in the Hudson River at approximately 12:10 p.m. local time, where he was retrieved by Coast Guard personnel and later transferred to the Jersey City Medical Center for care, according to . He was pronounced dead at 1:10 p.m.

Fleet Week is a tradition where active Navy, Coast Guard and Marine Corps personnel that are deployed overseas dock in major U.S. cities for a week, giving service members the opportunity to rest and enjoy that city’s attractions. It is typically accompanied by public demonstrations such as this coordinated parachute jump by the Navy Leap Frogs.

The Navy confirmed that the incident is under investigation, and the service member’s name is being withheld until his family is notified.