This is a rush transcript from "On the Record ," March 31, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: News is developing right now out of California. The disappearance of an 8-year-old, Sandra Cantu. Police have two persons of interest, the 8-year-old last seen on a surveillance tape Friday afternoon about 4:00 PM.

Joining us by phone is Lieutenant Jeremy Watney from the Tracy Police Department. Good evening, Lieutenant. And the two persons of interest, why are they of interest?

LT. JEREMY WATNEY, TRACY POLICE DEPARTMENT: They were named in the search warrant, and unfortunately, due to the investigation, I can't get into the specifics. Out in California, when we serve a search warrant, a judge has 10 days to decide whether he's going to allow the contents of that search warrant to be released or if he's going to seal it. So if I start getting into specifics of the search warrant, the judge tends to get mad at me about that.

VAN SUSTEREN: All right. Understand. OK, Lieutenant, so on Friday she returns home about 4:00 o'clock with a friend, goes into the house. Do you know how long she was in that mobile home?

WATNEY: She actually didn't return home with a friend. She returned from a friend's home just a little bit before 4:00, and then just a couple minutes after 4:00, she left. So she was probably in the mobile home less than five minutes.

VAN SUSTEREN: When she left that friend, did she say she was only going home or did she say she was going on to another destination, just stopping in at home for a moment?

WATNEY: No, she said she was going home to do some homework.

VAN SUSTEREN: All right. Inside the home was her mother, right, the mobile home, when she arrived home? I don't know if they saw each other, but was her mother home?

WATNEY: Yes, she was.

VAN SUSTEREN: Did her mother hear her come in or talk to her or see her?

WATNEY: She didn't talk to her. She did hear her come into the mobile home, yes.

VAN SUSTEREN: What did she -- what has she said about the short time the child was there?

WATNEY: In that mobile home park, the kids are always out and playing. I mean, they're everywhere when you go to that mobile home park. So it's not -- it would not have been unusual for her to come home, you know, grab something and then leave and go out and play. So nothing struck Mom as unusual about what she was doing.

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VAN SUSTEREN: Except for the oddities that she had told the friend that she was going home to do homework. She goes in the house, but the mother says she's only there a short time and she leaves, obviously not doing homework. So there's some disconnect there.

WATNEY: Oh, absolutely. And that's what we're trying to find out, what happened in between the friend's house and then coming home, because, obviously, probably her true intention was to go home and do homework. So we're trying to piece together what happened, you know, between the friend's house and the trailer and then when she left the trailer.

VAN SUSTEREN: She have a cell phone?

WATNEY: No, she doesn't.

VAN SUSTEREN: Do you know if she got a phone call when she was at home?

WATNEY: No, she didn't.

VAN SUSTEREN: Did the search warrant, when they were executing it, did they provide information of value in the investigation? I won't ask you specifically, I know you can't tell me. But at least can you tell me whether it was of value?

WATNEY: Well, there was a lot of items collected that are being analyzed now, and we're really hoping in the next few days that some of those items will lead to a break in the case. The FBI is examining some of the items, as are the Tracy Police Department.

VAN SUSTEREN: Thank you, sir. We've put the tip line up there. The tip line's been on the screen so viewers can call in. And if they miss the number, they can call 911, anything, anything on tips for this missing child. Thank you, sir.

WATNEY: Absolutely. I appreciate it. Thank you.


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