A federal judge on Friday dismissed former President Donald Trump’s lawsuit against New York State Attorney General Letitia James, who is investigating Trump and his real estate organization’s financial dealings in a civil probe.

The dismissal of the former president’s lawsuit, which claimed that James had abused her authority by investigating his family business, is the latest blow to Trump in his ongoing feud with James. Since 2019, her office has been investigating the Trump Organization over claims the former president exaggerated its value in financial statements.

U.S. District Judge Brenda K. Sannes, of the Northern District of New York, ruled that Trump and the Trump Organization did not prove that James’ investigation was retaliatory or was in bad faith.

“No one in this country can pick and choose how the law applies to them, and Donald Trump is no exception,” James said in a statement. “As we have said all along, we will continue this investigation undeterred.”

Trump was ordered in April to pay $10,000 for each day that he refused to comply with an order to hand over records sought by the attorney general. He paid a $110,000 fine last week, but a federal judge has yet to issue a final ruling on whether the contempt order should be lifted, according to a court filing.

On Thursday, an appellate court ruled that Trump; his son, Donald Jr.; and daughter, Ivanka, must sit for depositions with James’ office.

Attorneys for Trump did not immediately provide comment.