FREDERICK, Colo. (CBS4)– The FBI and CBI have joined the search for a woman who is pregnant and her two young daughters after they disappeared.

Shanann 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)

Shanann is also 15 weeks pregnant.

Police passed out flyers to passing motorists in Frederick on Wednesday afternoon.

(credit: CBS)

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

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

(credit: CBS)

Investigators say they are exploring all avenues to make sure nothing is ruled out. They add there is no reason to believe the public is at risk.

“Our agency has been conducting canvasses of the surrounding areas of the Wyndam Hill subdivision… our officers will be conducting checkpoints later in the day,” said Sgt. Ian Albert, a spokesman with the Frederick Police Department.

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.