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The group Citizens for a Better Arizona marched to the U.S. Attorney's office in Phoenix on Tuesday asking for answers.
They wanted to know why the federal criminal investigation of Sheriff Joe Arpaio was suddenly dropped without any real warning.
"We are still trying to figure out what the U.S. Attorney's Office is hiding from or fearful of," said CBA Chairman Chad Snow.
"We are shocked that the Department of Justice would release a statement just 67 days before an election, suggesting that not enough evidence of criminal activity by Sheriff Arpaio exists to indict him and his subordinates for criminal acts," Snow added.
The Department of Justice announced late in the day Friday it was ending its four-year criminal investigation without any indictments against the sheriff and his subordinates for allegations of misused county funds and retaliation against political rivals.
"We are not going to sit silently and allow the Department of Justice to release a statement, absolve Sheriff Arpaio of any wrongdoing and act as if the manner has been settled," said CBA President Randy Parraz.
Former County Attorney Andrew Thomas issued a statement in the wake of Tuesday's march. Thomas said:
"The spectacle of a lynch mob of pro-illegal-immigrant activists pressuring the Department of Justice says everything you need to know about the politics at work here. I am grateful that the federal grand jury cleared me despite these pressures."
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