Colonel Gulmurod Khalimov, a former police commander from Tajikistan, features in the video in black Islamic State of Iraq and Syria (ISIS) garb with a sniper rifle and a bandolier of ammunition.

He says in the video that he participated in programmes on US soil three times, at least one of which was in Louisiana. This claim was confirmed by the State Department.

"From 2003-2014 Colonel Khalimov participated in five counter-terrorism training courses in the United States and in Tajikistan, through the Department of State's Diplomatic Security/Anti-Terrorism Assistance programme," spokeswoman Pooja Jhunjhunwala was quoted as saying.

The programme is intended to train candidates from participating countries in the latest counter-terrorism tactics, so they can fight the very kind of militants that Khalimov has now joined.

A State Department official said Khalimov was trained in crisis response, tactical management of special events, tactical leadership training and related issues.

In the video, Khalimov says that what he saw during his training sessions turned him against his sponsors.

"...I've been to America three times. I saw how you train soldiers to kill Muslims," he says in Russian. "You taught your soldiers how to surround and attack, in order to exterminate Islam and Muslims."

Then, in the most chilling part of the 10-minute video, he looks directly into the camera and says, "We will find your towns, we will come to your homes, and we will kill you."

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