Raleigh, N.C. — Police were exploring "all the possibilities" Thursday night as they sought clues in what they believe was the murder of an eight-months-pregnant mother of two while she was on her pre-dawn newspaper route in Raleigh.

Jennifer Kathleen Nielsen, 22, was lying dead behind the Ameriking Food Mart at the intersection of Lake Wheeler Road and Centennial Parkway about 5 a.m. Thursday when police found her after a delivery driver reported a suspicious car in front of the store.

"They're looking at all the possibilities," Raleigh police spokesman Jim Sughrue said as uniformed police and detectives combed the scene, including woods behind the store. They had, Sughrue said, no way to know "what may or may not be important" as they pieced together their investigation.

Police were not saying how Nielsen died, but they were treating the case as a homicide.

Jason Kubota, who said he was Nielsen's brother, said his sister was a paper delivery carrier who lived in Fuquay-Varina.

Nielsen usually left her house around 3:30 a.m. and returned around 5:30 a.m., Kubota said. When she did not return by 7 a.m., her husband became worried and started calling family members, Kubota said. He also said the Ameriking store was usually her first stop each morning.

Nielsen moved to the area from Utah in August, Kubota said, with her husband for his job. He said his sister's goal was to make extra money to be able to stay home with her children.

Kubota said his sister leaves behind two sons – one 3 years old and the other 11 months.

The family was making arrangements Thursday for a funeral in Utah, they said.

Footage from Sky 5 showed Nielsen was partially clothed, lying face-down. The footage also showed a large amount of blood at the scene of the crime.

Investigators said they did not know when the crime was committed or whether Nielsen was killed at the convenience store or elsewhere. They spent 12 hours at the scene Thursday, looking for clues.

Police asked anyone who was driving by that area in the overnight hours to call them if they noticed anything that might help in the investigation.