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CHICAGO, IL - JANUARY 25: Chicago Mayor Rahm Emanuel speaks at a press conference where he addressed issues related to the city's murder rate and the city's Sanctuary City policy on January 25, 2017 in Chicago, Illinois. President Donald Trump has threatened to cut federal funding to Sanctuary Cities and has threatened to "send in the Feds!" if the mayor cannot get the city's violence under control. (Photo by Scott Olson/Getty Images)

CHICAGO, IL - JANUARY 25:  Chicago Mayor Rahm Emanuel speaks at a press conference where he addressed issues related to the city's murder rate and the city's Sanctuary City policy on January 25, 2017 in Chicago, Illinois. President Donald Trump has threatened to cut federal funding to Sanctuary Cities and has threatened to "send in the Feds!" if the mayor cannot get the city's violence under control.  (Photo by Scott Olson/Getty Images)