Former President Donald Trump looks on before speaking during a tour to an unfinished section of the border wall on June 30, 2021 in Pharr, Texas.Former President Donald Trump looks on before speaking during a tour to an unfinished section of the border wall on June 30, 2021 in Pharr, Texas.

A New York judge Friday denied a request by lawyers for former President Donald Trump to lift a contempt of court finding despite the submission of new sworn affidavits from Trump and his attorneys that argue he has complied with a subpoena from the state attorney general.

The inability to locate documents was not enough to purge Trump of being held in contempt, according to the Manhattan Supreme Court Judge.

Lawyers for James wrote a letter saying that he should not lift the contempt order until more extensive searches for the documents are conducted than the ones Trump's lawyers said had been done.

The AG's lawyers said that the search should include all of Trump's properties, his mobile phones, and his private residence.

The contempt order was upheld by the court at a hearing that was not publicly announced.

Four days after the hearing, the judge found Trump in contempt for failing to comply with the subpoena.

The civil investigation is looking into claims that the Trump Organization manipulated the valuations of real estate assets for financial gain.

As a result of the contempt finding, Trump was ordered to pay a $10,000-per-day fine.

On Wednesday, Trump's lawyers filed affidavits in court under seal, saying they couldn't locate the documents James wanted to see.

In accordance with the order, it is respectfully requested that the court purge the finding of civil contempt.

At a hearing on Monday, Engoron questioned why Trump hadn't previously submitted an affidavit personally, but instead relied on Habba to make the claim that he couldn't find the documents.

In his two-sentence affidavit signed in Palm Beach, Fla., Trump said that he did not have any of the documents requested in the subpoena.

If there are any relevant records left, I believe they would be in the possession of the Trump Organization.

That's what his lawyer Habba told him.

Habba and another attorney from her firm, Michael Madaio, in separate affidavits filed Wednesday, said that after conducting a comprehensive search, they found that Trump did not possess any additional documents that could be provided in response to the subpoena.

Habba wrote that theRespondent's productions and responses to the Subpoena are complete and correct to the best of his knowledge and belief.

No documents or information responsive to the Subpoena have been kept out of Respondent's production and response.

Habba appealed the contempt finding. The appeal has yet to be heard.

Habba did not respond to CNBC's request for comment.