Transcript for San Francisco Shooter States He Chose City for Sanctuary Policies

We turn to tragic shooting at a popular tourist site in California. A young woman killed by an illegal immigrant, a repeat felon who had been deported five times. Reporter: This is tragic on every level. It raises an awful question. Did a gap in our nation's immigration system cost this victim her life? Katherine Steinle. By all accounts, a wonderful loving daughter and sister, 32 years old, is dead this morning and should not be. Authorities say she was killed by this man, Francisco Sanchez, an illegal immigrant who had been deported five times. We have one victim. Gunshot wound to the back. Reporter: Her father, Jim, can't believe how a routine walk on this peer on Wednesday turned into a nightmare in broad daylight. She was really laboring in her breath. I just kept talking to her. I'll miss -- introducing her to my baby. And having fun with her. And I'll miss her smile and her laugh. Reporter: U.s. Officials are now pointing a finger at local law enforcement saying they handed over Sanchez to San Francisco authorities to face a local drug charge after spending time in federal prison. The feds claim they asked in writing to be notified when Sanchez's local case was completed. Loek M officials say after the drug charges were dropped, they had no legal reason to hold him. We have a city law, ordnance, that makes it clooer we don't turn people over to I.C.E. Communication has to be improved. Reporter: He gave KGO an exclusive interview. You did shoot her? I hear a boom, boom, three times. Did you keep coming back to San Francisco because you knew they wouldn't look for you to deport you? Yes. Reporter: Regardless of what Sanchez has to say, this morning, you can only imagine that family's loss. So tragic. George. It is heart breaking. Thank you, Pierre. Donald Trump wasting to time

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