It has been more than 12 years since Natalee Holloway vanished during a senior class trip to Aruba and her dad, Dave, is still looking for answers

It has been more than 12 years since Natalee Holloway vanished during a senior class trip from Alabama to Aruba in May 2005. Despite multiple arrests, the 18-year-old’s disappearance remains unsolved.

Though her body has never been found, her father, Dave Holloway, has never stopped searching for answers.

“I’ve been through this stuff with some real crazies before, and it’s just like, you’ve gotta go through that process,” he told PEOPLE in 2015. “What if?”

In the new Oxygen series The Disappearance of Natalee Holloway, premiering Saturday, viewers will follow Dave as he continues to try to uncover what really happened to his daughter — and where she may be buried after all these years.

PEOPLE is exclusively premiering the first episode. Watch above or on the People/Entertainment Weekly Network (PEN).

RELATED VIDEO: Natalee Holloway’s Father Speaks Out Regarding the Human Remains Found After Their 18-Month Investigation

Both authorities and Natalee’s family suspect that Joran van der Sloot, one of the last people to see her alive, is responsible. He has not faced trial in connection with her case and has at times denied involvement, despite a series of conflicting and shifting accounts of what he knows.

He remains in a Peruvian prison after pleading guilty in an unrelated murder.

• Watch the first full episode of The Disappearance of Natalee Holloway, streaming now on People/Entertainment Weekly Network (PEN). Go to or download the app on your favorite streaming device.

The six-part series will trace Dave’s pursuit of what he believes to be a significant lead in the case, which he received in 2015: a man who claimed to be roommates with a co-conspirator who allegedly helped van der Sloot get rid of Natalee’s body.

“Twelve years and we still have nothing — until now,” Dave says in the series.

RELATED VIDEO: Story Behind the Story — New Clues in the Disappearance of Natalee Holloway

In a statement, Oxygen executive Rod Aissa told PEOPLE, “This series gives viewers rare access to Dave Holloway’s gut-wrenching search for answers. He embarks on an immersive journey full of twists, turns and, most considerably, a new lead that could deliver justice for Natalie once and for all.”

The Disappearance of Natalee Holloway premieres Saturday (7 p.m. ET) on Oxygen.