Found this obscure little article, dated two days ago, on CNN:
First Lady Laura Bush, New York Governor George Pataki and New York City Mayor Michael Bloomberg visited the headquarters of Citicorp ( C) on Monday, a day after Homeland Security officials issued a terrorist alert for the financial company's offices, Cable News Network reported.
Citicorp's headquarters is among those listed as a possible target for a terrorist attack.
Looks like the White House isn't as concerned about this supposed threat as they claim to be.