(CNN) First lady Melania Trump on Thursday posted previously unseen images of the trip she made with President Donald Trump to visit shooting victims at University Medical Center in El Paso, Texas, including one photo where she's holding a baby who was orphaned as a result of the deadly shooting there last week.

In the photo, Melania Trump is holding an infant, who a senior White House official confirms to CNN is the son of Jordan Anchondo, 24, and Andre Anchondo, 23, a young couple who were killed in last Saturday's shooting at a Walmart. The President is making a thumbs-up sign next to the first lady and is joined by some of the baby's surviving relatives -- the baby's uncle Tito Anchondo.

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Jordan Anchondo shielded her 2-month-old baby in her arms as she was shot, saving his life but sacrificing her own. Andre was killed as he attempted to jump in front of his wife to protect her.

Jordan's aunt, Elizabeth Terry, told CNN the parents had dropped their 5-year-old daughter at cheerleading camp, before taking the baby with them to shop for school supplies. The story of the Anchondos and their surviving infant captured the tragedy of Saturday's massacre.

"The baby still had (Jordan's) blood on him. You watch these things and see these things and you never think this is going to happen to your family," Terry said."How do parents go school shopping and then die shielding their baby from bullets?" In addition to their 5-year-old-daughter, the couple leaves behind another child, aged 2. On Thursday, the littlest Anchondo, dressed in denim with a red plaid bow tie, was cradled by the first lady, as Trump stood beside her, grinning broadly.

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