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A Navy SEAL was killed Wednesday when his parachute malfunctioned during a training exercise in Southern California, the Navy said.

Firefighters told NBC Los Angeles they initially responded to a call of a "skydiver down" about 9 a.m. (noon ET) in Perris in Riverside County, about 70 miles southeast of Los Angeles.

U.S. military officials told NBC News that the victim was among several SEALs jumping together in a remote training area in Perris. An investigation will be launched to determine why the chute malfunctioned.

The officials confirmed aerial footage showing victim — whose identity was being withheld until his family can be notified — being carried away from the scene draped in a U.S. flag.

Draped in a U.S. flag, the body of a Navy SEAL is removed from the scene of a parachuting accident Wednesday in Perris, California. NBC Los Angeles

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