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On Monday, Trump took to Twitter and suggested the caravan is a national emergency.

“Sadly, it looks like Mexico’s Police and Military are unable to stop the Caravan heading to the Southern Border of the United States. Criminals and unknown Middle Easterners are mixed in,” Trump wrote.

Pence echoed that claim, and its suggestion that the caravan is a terrorism threat, in an interview with the Washington Post’s Robert Costa on Tuesday.

“Well, it’s inconceivable that there are not people of Middle Eastern descent in a crowd of more than 7,000 people advancing toward our border,” Pence said.

However, no government agency seems to have any information to back up these assertions.

On Monday, Yahoo News reached out to U.S. Immigration and Customs Enforcement, Customs and Border Protection and the Department of Homeland Security to see if there was any evidence to back up Trump’s claim. ICE referred the request to DHS. A CBP spokesperson also referred the request to DHS, adding “for information on the president’s comments, please ask the White House.”

A DHS official responded to the request with a series of statistics that included apprehension of nationals from African, Asian and European countries, but who were not linked to the caravan. The official said Customs and Border Protection apprehended “3,028 special interest aliens from countries such as Bangladesh, Pakistan, Nigeria, and Somalia” in fiscal year 2018. The official also cited CBP activity this year against “aliens” from more than a dozen countries with significant Muslim populations, including Eritrea, Bosnia and Herzegovina, and Kosovo.

The information provided by DHS has little bearing on Trump’s claim that Middle Easterners are participating in the caravan. Not only is that list of countries far beyond the Middle East; CBP’s jurisdiction includes ports, airports and the northern border, so it is unclear whether any of the people referred to by the official were apprehended after coming from Mexico.

The DHS official did not respond to follow-up requests asking if there was any specific information about the caravan, or to requests for numbers of attempted illegal crossings at the southern border in recent years by nationals of Middle Eastern countries.

The White House has not responded to multiple requests for comment on Tuesday asking if there is any evidence to support Trump and Pence’s statements. Senior Trump administration officials held a telephone press briefing on Tuesday during which they cited the same figures provided by DHS when asked about the comments.

The officials said they would have to defer to Mexican authorities for questions “on the actual current construct of the caravan.”

The officials said they had no new information on Middle Easterners being apprehended on the southern border.

The State Department’s country reports on terrorism from 2016 specifically said “there are no known international terrorist organizations operating in Mexico, no evidence that any terrorist group has targeted U.S. citizens in Mexican territory, and no credible information that any member of a terrorist group has traveled through Mexico to gain access to the United States.”

That report was compiled during President Barack Obama’s administration. The State Department’s country reports on terrorism from last year, the first edition under Trump, included slightly changed language that still indicated there is little threat of Middle Eastern terrorists coming from Mexico.

“At year’s end there was no credible evidence indicating that international terrorist groups have established bases in Mexico, worked with Mexican drug cartels, or sent operatives via Mexico into the United States. The U.S. southern border remains vulnerable to potential terrorist transit, although terrorist groups likely seek other means of trying to enter the United States,” the report said.

When asked whether there was any new information about terrorists crossing into the U.S. from Mexico, a State Department official simply referred to that same report.

Trump essentially admitted there was no basis for his claim about “unknown Middle Easterners” when he was asked about it by reporters in the Oval Office on Tuesday.

“There’s no proof of anything, but there could very well be,” he said.

Additional reporting by Caitlin Dickson