Their bodies were discovered at 6:40 a.m. Tuesday.
Investigators say the bodies of a man, a woman and a girl were found in a backyard pool.
The body of another woman was discovered in a bathtub it the house in the Bay Terrace neighborhood.
Police haven't released the victims' names, but a relative says they are Alfredo and Georgina Pimienta and their two daughters.
A friend of one daughter says the girls are 17-year-old Priscilla and 7-year-old Emily.
