OXNARD, Calif. -

Oxnard police are investigating a double murder-suicide.

A man shot and killed a woman and her mother at a townhome on the 1200 block of Hull Place around 4:30p.m. Wednesday.

A half an hour later,  police discovered the suspected gunman dead behind his South Marquita Street home.

Police say it appears he died from a self inflicted gunshot wound.

Investigators say the man had been in a relationship with the younger woman.

Neighbors say she was expecting her third child, but they did not know if he was the father.

And some suspect she was his ex-mistress.

It appears the gunman removed the children from the crime scene and brought them to his home.

Police located the girls at the Marquita Street address and took them into protective custody last night.

A next door neighbor says she saw the gunman and her friend crying for help.

As she called 9-1-1 she heard gunfire.

The medical examiner is still trying to notify next of kin before releasing the identities of the deceased.