The Defense Department's multi-billion dollar budget allocated millions of dollars to investigate unidentified objects witnesses moving through the air, as instructed by Congress, according to a new report.

The New York Times on Saturday reported that the Pentagon set up a program in 2007 to look into reports and claims related to so-called UFOs, or unidentified flying objects, and that it was initiated by retired Sen. Harry Reid, D-Nev.

The program remains largely classified, but Reid acknowledged its existence in an interview.

“I’m not embarrassed or ashamed or sorry I got this thing going,” he told the Times. “I think it’s one of the good things I did in my congressional service. I’ve done something that no one has done before.”

Former military intelligence official Luis Elizondo told the paper that he was responsible for overseeing the program and that while its congressional funding dried up in 2012, it still remains active with involvement of officials in the CIA and the Navy.