Police say a couple of hours later they arrested Yelisza Delvalle's 24-year-old boyfriend at the entrance to the city's Lakeview Cemetery on two counts of murder.
The man was held on a $2 million bond.
Police Capt. James Viadero says the medical examiner will determine how far along the pregnancy was and that could prompt more charges. He calls the killings "a pretty heinous crime."
Neighbor Arlene Mercer says she'll put flowers and a shrine at the home where the women died.