A Mexican musician, his pregnant wife and 3-year-old daughter, as well as their nanny and a family dog were found dead on Tuesday, in a gruesome homicide case.

Axar.az reports, citing CNN, Jonathan Melendez, the 38-year-old keyboardist of the well-known indie rock band Camilo Séptimo, was among those found dead in an apartment in an upscale neighborhood near Mexico City late Tuesday night, the State of Mexico Attorney General’s Office said. His wife, Ana Paula, 35, was four months pregnant.

The second woman’s family confirmed to reporters that the 21-year-old, named Aleida Romero Victorio, worked for the couple as a nanny.

Three of the victims – including the young girl – were shot in the head, authorities said, while the other was shot in the back.

“Two of the victims were found with their hands bound,” the prosecutor’s office said. The dog was found dead, with its legs tied.

A 6-year-old boy was found alive at the scene and was unharmed, they added.

Authorities believe the killings occurred between 5:30 p.m. and 7:40 p.m. on Tuesday.

Two men were arrested in connection with the deaths on Wednesday, in a joint operation involving the State of Mexico Prosecutor’s Office, the federal Secretariat of Security and Citizen Protection and the Mexico City Secretariat of Citizen Security.

One of the suspects allegedly “exploited” his relationship with one of the victims to enter the home, according to Omar García Harfuch, Mexico’s secretary of security and citizen protection.

The prosecutor’s office said it would disclose the circumstances of the killings and the legal status of the detainees at the appropriate procedural stage.