A husband and wife have been arrested in the deaths of another married couple who were reported missing last month in Nebraska, according to authorities. The Lincoln Police Department announced in a Monday, February 2, news release that the missing persons cases of 26-year-old Hannah Neville and her husband, 27-year-old Roberto Tanner, are being investigated as homicides. Neville and Tanner were expecting to have a baby, who authorities also believe has died, according to police. Neville was 32 weeks pregnant, Nebraska Public Media reported. "We are heartbroken to share [that] Hannah Neville, Roberto Tanner and their unborn child are believed to be deceased," the Lincoln Police Department said in a statement shared to Facebook on February 2. "Our deepest condolences go out to their [loved] ones who are processing this tragic loss," the department added. Authorities have arrested 24-year-old Sterling James and 22-year-old Sayde Titus, a married couple from Lincoln, in connection with Neville and Tanner's deaths, according to police. James is accused of fatally shooting Neville and Tanner the evening of January 15 or during the early morning hours of January 16, police said. James' wife then helped him bury Neville and Tanner's bodies, investigators believe, according to police. Spencer and Monique Tepe's Family Details Funeral After Killings Afterward, James is accused of setting Neville's car on fire. James was arrested on two counts of first-degree murder and Titus was arrested on two counts of aiding and abetting first degree murder, police said. Information on whether James or Titus have retained legal representation was not immediately available. The Lincoln Police Department said officers are "still working" to find the bodies of Neville and Tanner. Neville, who is from Stromsburg, was last seen on January 15 by her roommate, who reported her as missing, according to police. That day, Neville "left Stromsburg to pick up her husband in Lincoln," police said. An investigation revealed that the couple had been at Titus' apartment in Lincoln that same evening, according to police. A review of cell phone location data and witness statements corroborated their locations. Neville's phone data showed that her device left Titus' apartment around 8 p.m. on January 15 before it was located at another residence, authorities said. "It traveled to multiple other locations before going offline on the afternoon of January 16," police said. Neville's car was found ablaze after 12:30 a.m. that morning, according to police. Officers who responded to the fire tried to call Neville but could not reach her, as her phone was out of service by that point, police said. "We now believe that was because she was likely already deceased at the time," authorities said. Husband Found Guilty of Killing Wife During Affair With Brazilian Au Pair On Sunday, February 1, officers served a search warrant at the location where Neville's phone was traced to immediately after she had been at Titus' apartment, according to police. As a result, "several people were detained and interviewed," police said. James ultimately admitted to the fatal shootings of Neville and Tanner, according to police. It is unclear why James allegedly killed Neville and Tanner, as police said they are continuing to investigate and are trying to determine a motive. "Our deepest condolences go out to their loved ones who are processing the tragic loss of this married couple and the child they were expecting," police said.