WASHINGTON/NEW YORK—The U.S. Justice Department singled out four cities and a county on Thursday for allegedly having so-called “sanctuary policies” that may violate a federal law that says local governments cannot limit information sharing with U.S. immigration officials.

The department said New Orleans, New York City, Philadelphia, and Cook County in Illinois along with its largest city Chicago, “have preliminarily been found” to have policies that violate the law. It is giving those jurisdictions until Oct. 27 to provide evidence demonstrating compliance.

If the government finds the cities and county are violating the statute known as Section 1373, it could try to cut federal funds for law enforcement.

The Justice Department said it had found no evidence that four other jurisdictions – Milwaukee County, Wisconsin, Clark County, Nevada, Miami-Dade County, Florida and the State of Connecticut – were in violation of the statue.

The determinations came after the Justice Department earlier in the year asked several local jurisdictions to detail their compliance to determine their eligibility for certain federal grants.

Attorney General Jeff Sessions said in a statement that the cities still in the department’s crosshairs “adopt the view that the protection of criminal aliens is more important than the protection of law-abiding citizens and of the rule of law.”

The jurisdictions say they are following the law, which states that local authorities cannot prevent information exchange with federal agents about people’s immigration status.

The Mayor of New Orleans Mitch Landrieu and the superintendent of the police department said the city was in “full compliance” with the statute but added that they would “not be the federal government’s deportation force.”

Cook County, home to Chicago, also said in a statement that it was “in compliance with all applicable federal laws.”

Some cities have concerns that immigrant communities will be afraid to reach out to police if they think local officials are cooperating with immigration enforcement.

Some cities say they will only honor such requests when accompanied by criminal warrants, and that compliance is voluntary and not required under the statute.