Former U.S. Attorney Chuck Rosenberg said Thursday that he “absolutely” believed special counsel Robert Mueller Robert (Bob) MuellerCNN's Toobin warns McCabe is in 'perilous condition' with emboldened Trump CNN anchor rips Trump over Stone while evoking Clinton-Lynch tarmac meeting The Hill's 12:30 Report: New Hampshire fallout MORE has President Trump Donald John TrumpBiden on Trump's refusal to commit to peaceful transfer of power: 'What country are we in?' Romney: 'Unthinkable and unacceptable' to not commit to peaceful transition of power Two Louisville police officers shot amid Breonna Taylor grand jury protests MORE’s tax returns.

The comment came in response to a question from MSNBC host Nicole Wallace on “Deadline: White House” about whether Rosenberg thought Mueller had Trump’s tax return.

“Absolutely,” he said. “No question in my mind from day one.”

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Rosenberg, who also served as chief of staff to the FBI director from 2013 to 2015, elaborated on why Mueller would possess tax records that Trump has not publicly released.

“The first thing that white collar prosecutors do … is you get tax returns and you get credit reports,” he said. “You get tax returns with an order from a federal judge and you get credit reports with a grand jury subpoena, because those are the documents that give you leads.”

Rosenberg said those documents are what a prosector or investigator such as Mueller would use to track other leads and to follow where the money is going and where it came from.

“Does Mueller have Trump’s tax returns? You bet,” Rosenberg said.

President Trump has refused to release his tax returns during the 2016 presidential campaign, a stance he has maintained at the White House.

Trump was the first presidential candidate since Richard Nixon to refuse to release his tax returns.