Attorney General Jeff Sessions issued an ultimatum for jurisdictions with “sanctuary” status on Monday, warning that sanctuary cities will not receive grants from the Justice Department if they do not follow federal law.

Related: AG Sessions says country ‘less safe’ due to sanctuary cities

If the feds deliver on their promise, Seattle and other cities in King County risk losing millions. But county leaders seem to think the attorney general’s comments are much ado about nothing.

“It’s more empty threats and last week we saw them shaming people, shaming jurisdictions, and now it’s empty promises to the American people and empty threats as well,” said Joe McDermott, King County Council Chair.

McDermott added that the county and city of Seattle are in compliance with immigration policies, even while adopting the ‘sanctuary’ moniker. He said the Trump administration has no ground to pull federal funding.

Seattle Mayor Ed Murray said Sessions’ comments don’t change the city’s position on” so-called ‘sanctuary cities.'”

“As I’ve said, I’m willing to risk losing every penny of federal funding to stand by our commitment to protect everyone in our community,” the mayor wrote in a press release.

Seattle’s City Attorney Pete Holmes says Sessions’ comments are disappointing, but lack substance.

“I think this is an attempt by the Trump administration to change the subject, to talk about something other than Trumpcare and Russia,” Holmes said.

Holmes said he’s reviewed the executive order and he, too, believes Seattle is in compliance with federal immigration law.

“We are not going to stand idly by and be bullied,” Holmes said. “We are certainly looking at every legal remedy to protect the city’s financial interests, as well as its principles. So stay tuned.”

King County Sheriff John Urquart has told KIRO Radio that his office doesn’t receive a lot of federal funding. But it may have a trickle-down effect.