A rock musician was shot to death and found Tuesday in Mexico, along with most of his family, including his pregnant wife and 3-year-old daughter, according to CNN.

The news outlet reported that Jonathan Meléndez, a 35-year-old keyboardist for indie rock band Camilo Séptimo, was gunned down with his wife, Ana Paula, 35, who was 4 months pregnant, inside their upscale home in Mexico City.

Melendez’s young daughter was also fatally shot along with her 21-year-old nanny, CNN said, citing the Mexico Attorney General’s Office.

The Attorney General said 3 of the victims — including the daughter — were shot in the backs of their heads, while a fourth victim was shot in the back.

The AG also said 2 victims had their hands tied, and the family dog was found dead with its legs bound. A 6-year-old boy was found unharmed at the scene.