FREDERICK, Colo. (CBS4)– Police are searching for a woman who is pregnant and her two young daughters after they disappeared.

Shannan Watts, 34, and her two daughters, ages 3 and 4, are missing. The Colorado Bureau of Investigation issued an Endangered Missing Alert for all three Tuesday afternoon.

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Shannan Watts (credit: Frederick Police)

Shannan is also 15 weeks pregnant.

One of her friends posted on Facebook that Shannan left her phone, purse, car seats and children’s medicine at home.

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Police say that the family says it is very unusual for their whereabouts to be unknown.

Additional Information from Frederick Police:

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If you have any information regarding this case, Please contact Det. Dave Baumhover at 303-652-4222 or, or the Frederick Police Department at 720-382-5700 with any information regarding this BOLO.