WASHINGTON (CNN) -- One of the 11 Egyptian students who failed to show up at a Montana university last month was taken into custody Wednesday.
The student was apprehended about 11 a.m. (noon ET) in Minneapolis, Minnesota, a federal law enforcement official told CNN.
The official refused to provide the identity of the student or why the student was in Minnesota.
Agents from the FBI and Immigration and Customs Enforcement were questioning the student.
The search continues for the 10 remaining Egyptian students, authorities said.
The FBI on Saturday issued a nationwide alert to law enforcement agencies. Included were the students' names, ages, passport numbers and photographs.
"At the present time there are no known associations to any terrorist groups. Approach with caution," the lookout bulletin states. (Watch Homeland Security work on the mystery -- 2:22)
FBI and immigration officials confirmed there's no evidence pointing to criminal activity or a terrorist threat. However, The Associated Press quoted a law enforcement official as saying that the students could be sent home when found because they violated the terms of their visas.
They were part of an all-male group of 17 students that landed July 29 at New York's John F. Kennedy International Airport. Six of them arrived later at Montana State University as part of an exchange program; the other 11 did not, prompting school officials to contact the government.
A source with knowledge of the investigation said the men, who range in age from 17 to 22, may be staying in New York, visiting relatives and trying to find jobs.
"We have run their names through the wringer," one Department of Homeland Security official said.
U.S. authorities are working with foreign intelligence agencies to make sure there is nothing suspicious in the students' backgrounds, federal sources said. Those sources added that 20 students applied for student visas to go to Montana State, but three of the applicants were denied.
"We do want to talk to them. But at this point there's no reason to believe they pose any criminal or terrorist threat," said Assistant Homeland Security Secretary Julie Myers, who heads Immigration and Customs Enforcement.
The students were identified as:
• El Sayed Ahmed Elsayed Ibrahim, 20
• Eslam Ibrahim Mohamed El Dessouki, 21
• Alaa Abd El Fattah Ali El Bahnasawi, 20
• Mohamed Ragab Mohamed Abd Alla, 22
• Ahmed Refaat Saad El Moghazi El Laket, 19
• Ahmed Mohamed Mohamed Abou El Ela, 21
• Mohamed Ibrahim Elsayed El Moghazy, 20
• Ebrahim Mabrouk Moustafa Abdou, 22
• Moustafa Wagdy Moustafa El Gafary, 18
• Mohamed Saleh Ahmed Maray, 20
• Mohamed Ibrahim Fouaad El Shenawy, 17