Illinois Department of Agriculture spokeswoman Denise Albert told the Chicago Tribune that the application for the Spring Break Jam in April was denied Thursday because of security concerns following protests outside Kelly's Chicago studio this week.
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Kelly has been under fire since the recent airing of a Lifetime documentary "Surviving R. Kelly ." He has denied all allegations of sexual misconduct involving women and underage girls.
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A tip that Kelly was holding two women against their will prompted Chicago police to visit his residence Friday in Chicago's Trump Tower. Officers interviewed Kelly and the women but found no evidence of wrongdoing.
On Friday, a judge ruled that Chicago building inspectors could enter a warehouse space at 219 N. Justine Ave. on the city's Near West Side. City officials are investigating reports that people are living in the warehouse, which is not zoned for residential use. The building was featured on the six-part docuseries that aired last week.
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WLS-TV contributed to this report.