Bexar County Sheriff Amadeo Ortiz said some of them arrived in New York last month and drove the vehicle to Florida, where the others joined them.
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Authorities also searched the nearby convention centre, where dozens of top U.S. intelligence officials are attending a conference.
Michael Vickers, the undersecretary of defence for intelligence, was scheduled to speak there Wednesday along with Air Force Gen. Robert Kehler, chief of U.S. Strategic Command.
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