Sacha Baron Cohen has faced a lot of fury from unwitting participants in his latest prank project, Showtime’s Who Is America? Joe Walsh has called for a boycott of the network; Roy Moore has threatened litigation; Sarah Palin spent weeks bemoaning his supposed disrespect for military veterans. But some reactions have been milder. Former Real Housewives stars Gretchen Rossi and Slade Smiley, for example, are just thrilled the comedian even knows who the hell they are.

“I’m so honored that Sacha Cohen thought to prank me and Slade!” Rossi told Page Six. “To even be on his radar in any aspect, I feel honored that he even wants to be hanging out with us.”

Rossi appeared on The Real Housewives of Orange County for years, from Seasons 4 through 8; she left in 2016. Smiley was an original cast member, originally living with girlfriend Jo De La Rosa. Smiley and De La Rosa starred in the show’s first spin-off, Date My Ex: Jo & Slade, which lasted for one season. How much of this Real Housewives lore Cohen actually knows is unclear; from what we saw on Who Is America?, he did not take much time with Rossi and Smiley to gab about the show. Instead, he spent their segment taking jabs at the two, under the guise of teaching them how to defend their home.

Cohen arrived in character as Israeli anti-terrorist expert Erran Morad and spent the afternoon teaching his marks faux home-invasion prevention tactics, which included suggesting that Smiley’s bowel movements likely smelled bad enough to necessitate opening a bathroom window—which would leave the couple vulnerable to a break-in. Although Cohen seemed dedicated to mocking both Rossi and Smiley, he saved his meanest barbs for the latter—starting by asserting “a lot of people hate you,” and continuing with multiple insinuations that Smiley was a “girly man” incapable of satisfying his wife sexually.

“Do they mock you for your hair?” Cohen asked Smiley. “And they mock your clothes, I expect.” Terrorists, he told Rossi, “are more intelligent than you.“ As he turned to Smiley, he added, “and certainly you.”

None of this appears to have rankled the reality stars too much. Instead, they feared that they’d been duped by an actual terrorist. Smiley told Page Six that at one point during filming, he wanted to call the authorities; Rossi, meanwhile, found herself afraid after Cohen left that real terrorists had somehow tricked them. At the end of the segment Showtime aired, Rossi can be seen telling Smiley to lock their door as Cohen leaves.

The two told Page Six that Cohen’s production company called them beforehand to give them an idea of what to expect when “Morad” arrived at their home. Production told them that he was a Mossad agent from Israel and an ardent Trump supporter, in an attempt to assure they wouldn’t be offended by anything he said or did. The two gave the green light for Morad to come to their home but evidently did not expect some of the stunts he asked them to do—including a simulation in which Smiley was supposed to play a “big black man” breaking into the house. (This mimics other off-color tactics “Morad” has asked his trainees to perform in previous pranks.)

All told, the prank is somewhat reminiscent of the trick Cohen played on Bachelor in Paradise alum Corinne Olympios. There, as here, it appears the entire purpose of the ploy was to get Rossi and Smiley to partake in offensive stunts—and like Olympios, whose isolation on set made her fear for her life, it appears Cohen’s prank made both Rossi and Smiley worried about their safety. It’s perhaps worth asking what the purpose of pranking reality stars like these three was—but in the end, nothing Rossi or Smiley did or said in the segment as aired was particularly off-color. Rossi told Page Six that the two did not want to do anything that would offend anyone, including their friends—and indeed, for all their nerves about “Morad”’s true identity, the two at least managed to skirt performing any humiliating or offensive material. Smiley, for one, is proud of that accomplishment.

“I think that he’s busting these political figures and these well-known individuals and he’s exposing almost the lies that they’ve been telling,” Smiley said.“He had us for four hours because he never got us. He never got us to break or to do anything that was controversial because that’s not who we are.”