An FBI office and US Immigration and Customs Enforcement's New York City field office are located inside the building.
Jarrett Robertson was participating in the protest, and this is his video footage of the security guard waving her gun at the crowd of protesters before putting it back in her holster.
"I was shocked what I was witnessing. I've never seen a gun pulled on protesters," Robertson told Storyful.
The protests are in response to a story alleging a doctor performed hysterectomies without informed consent on women at an immigration detention facility in Ocilla, Georgia.
The guard in this video works for the Federal Protective Service, which is investigating the incident, per reports.
VIDEO: Jarrett Robertson via Storyful