Eric Coley was charged with murder after two adults were found shot to death inside a car in Rocky Mount in early December.
Employees at a construction company found the bodies of 24-year-old Destiny Wiggins and 28-year-old Devone Brown in the employee parking lot.
Two children were also found in the car, sitting in the freezing cold. The surviving children were described as being "toddler age."
An autopsy report revealed Wednesday that Wiggins was 12 weeks pregnant.
Additionally, Coley has been charged with two counts of contributing to the neglect of a juvenile, murder of an unborn child. He is being held at the Nash County Detention Facility without bond.