CASPER, Wyo. (AP) — Wyoming Secretary of State Ed Murray says his office won't turn over public voter data to a federal commission investigating the integrity of elections.

Murray says the request by President Donald Trump's commission investigating alleged voter fraud in the 2016 elections is "not sitting well with me," saying he's concerned it risks the privacy of Wyoming voters.

The commission last week asked states for a list of the names, party affiliations, addresses and voting histories of all voters, if state law allows it to be public. Commissioners also want dates of birth, the last four digits of voters' Social Security numbers and any information about felony convictions and military status.

Trump lost the popular vote to Democrat Hillary Clinton but has said, without evidence, that 3 to 5 million people voted illegally.