WASHINGTON (CNN) -- Six of 11 Egyptian students who failed to show up for classes after entering the United States are in federal custody, the FBI said Thursday.

Two were arrested Thursday in Maryland, and another one in Chicago, Illinois, the FBI said.

Their discovery came a day after three others were found and taken into custody.

The bureau has a nationwide alert out for the remaining students with their names, ages, passport numbers and photos.

The students were part of a group that enrolled at Montana State University but failed to appear after arriving in New York nearly two weeks ago, the FBI said in a statement from Special Agent Richard Kolko. (Watch Homeland Security work on the mystery -- 2:22)

The FBI and U.S. Immigration and Customs Enforcement agents carried out the latest arrests.

A preliminary investigation "has not identified any credible or imminent threat posed by any of the eleven Egyptian students," the FBI said.

The pair arrested in Maryland have been identified as El Sayed Ahmed Elsayed Ibrahim and Alaa Abd El Fattah Ali El Bahnasawi, both 20.

Immigration and Customs Enforcement agents agents found them Thursday at a Dundalk, Maryland, residence and took them into custody "on administrative immigration violations as out-of-status students," the FBI said.

In Chicago, police detained Ahmed Mohamed Mohamed Abou El Ela, 21, at O'Hare International Airport while he was trying to book a flight to Montana, the FBI added.

On Wednesday, Mohamed Ragab Mohamed Abd Alla and Ebrahim Mabrouk Moustafa Abdou, both 22, turned themselves in to police in Manville, New Jersey.

The two had gone to police Wednesday after seeing news reports on their disappearance, a law enforcement source said.

Eslam Ibrahim Mohamed El-Dessouki, 21, was arrested without incident in Minneapolis, Minnesota, after being "located through source information," the FBI said. A family member said that he had gone to Minnesota to visit relatives and wanted to go to school there.

The 11, all male and ranging in age from 17 to 22, were part of a group of 17 that arrived at New York's John F. Kennedy Internationa Airport on July 29

All had valid student visas, but only six showed up for their exchange program at Montana State, federal authorities said. When the other 11 had not appeared, university officials notified the federal government.

Federal authorities began thoroughly tracking international students after learning that one of the 9/11 hijackers was in the country on an expired student visa.

The five unaccounted students have been identified as:

• Ahmed Refaat Saad El Moghazi El Laket, 19

• Mohamed Ibrahim Elsayed El Moghazy, 20

• Moustafa Wagdy Moustafa El Gafary, 18

• Mohamed Saleh Ahmed Maray, 20

• Mohamed Ibrahim Fouaad El Shenawy, 17

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