Cox was in Pakistan on official travel to provide law enforcement training to local police.
Pakistani Police Superintendent Malir Rao Anwar said that 15 9mm bullets, three small knives, and a wrench were confiscated, along with his laptop computer and cell phone. All items, he said, were sent to a forensics lab for analysis.
Cox is facing anti-terrorism charges. He appeared in court Tuesday and is scheduled in court again on Saturday.
The U.S. Department of State confirmed it is working to obtain Cox's release.
Under Pakistani law, unauthorized weapons and ammunition are restricted on commercial flights. With Pakistani authorization, FBI employees and other U.S. agency personnel can carry weapons in Pakistan.
It is unclear whether Cox had obtained authorization from the Pakistani government to carry the ammunition and knives aboard the flight.
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