The location of the shooting took place in the 1200 block of Leishman Avenue in New Kensington around 8:15 p.m. Friday, according to CBS Pittsburgh. They also haven't released any details about a suspect.
Anyone with information on his whereabouts is asked to call 911.
New Kensington Police Chief James Klein is asking for anyone with information to contact the New Kensington Police Department immediately.
The slain officer, only 25 years old, was shot in the chest and was given CPR at the scene, but died of his injuries.
Police officers from neighboring towns were scouring the area for the suspect early Saturday.
The FBI and Bureau of Alcohol, Tobacco, Firearms and Explosives are offering up to $40,000 for any information that would lead to Holt's arrest.
As news of the shooting spread, more in the community gave their support to responders and Officer Shaw's family.
Shaw was transported to the hospital where he was pronounced dead a short time later, authorities said.
Investigators say they know why the traffic stop occurred.
New Kensington Officer Shaw's Service Arrangements: Christian Funeral Mass at Mt St Peter Church, New Kensington Wednesday 10am.