First of all, I reported this to two local police departments within 15 minutes of witnessing this 'object' in the sky. Police department A told me to contact police department B beacuse, and I quote, "There is a report of a missing person in that county". It was located, from my best estimate, between 500 feet and 5000 feet in the air Southwest of Raymond, Minnesota between the hours of 0300 and 0345. The police departments (A & B) had no knowledge of any airborne object in the sky in the location that I had mentioned. The object looked like it could have been a rectangular object or a spherical shape. It hovered in one spot for the entire time I was looking at it. It had a blue, red, and white light. The blue and the red lights were twice as prominent as the white light. The white light seemed as it was the light of a white house. My vantage point did not give me adequate means to give me solid knowledge that it emanated a beam of some sort. I was not able to find out any additional information from the local police departments and was not contacted by the police departments after I filed the report. This is not a joke and why I have been led to even write you is because of the idea of a missing person and a UFO does not sit well with me. I prefer to keep this discreet but welcome a phone call.