WASHINGTON (CNN) -- The Navy is investigating how thousands of dollars went missing in the rescue of the captain of the Maersk Alabama in April, a Pentagon source told CNN.



The USS Bainbridge tows the lifeboat in which Capt. Robert Phillips was held for days.



The Naval Criminal Investigative Service opened an investigation into how $30,000 disappeared after special forces snipers shot and killed three pirates, ending the multi-day siege and freeing the captain, who had been held hostage.



Investigators are talking to anyone who may have had contact with the money or knowledge about what happened to it, the source said, including military personnel on the warship, Navy SEALs who rescued Capt. Richard Phillips, and the crew of the Maersk Alabama.



The NCIS and the Maersk Line Ltd., which owns the Maersk Alabama, have not responded to CNN's request for comment.



In a criminal complaint filed against the one surviving alleged pirate, Abduwali Muse, the government contends the alleged pirate demanded money from the ship's captain and led him by gun point to the ship's safe.  Watch CNN's Chris Lawrence on the investigation »



"The captain opened the safe and took out approximately $30,000 in cash. Muse and two other pirates then took the cash," the criminal complaint contends. It goes on to allege that Muse distributed some of the money to the other pirates who retreated to a lifeboat where they were holding the captain as a captive.  See timeline of events that led to piracy case »



All three of the other pirates were killed by U.S. Special Forces snipers during the rescue but the complaint does not list any money recovered from the boat after the rescue. It only lists rifles, a hand gun, artillery, cell phones and handheld radios.
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