(CNN) -- Odin Lloyd texted his sister in the wee hours of June 17.
"NFL. Just so you know."
At the time, according to prosecutors, Lloyd was in a silver Nissan Altima with Aaron Hernandez, a star tight end with the NFL's New England Patriots, and two other people.
About 3:25 a.m. -- two minutes after the message went out -- gunshots shattered the quiet night in a southeastern Massachusetts industrial park, according to witnesses.
Not five minutes passed before a surveillance camera at his North Attleborough home captured video of Hernandez carrying what appears to be a gun, prosecutors said. Lloyd lay dead about a mile away.
The video is among the evidence prosecutors are gathering in their case against Hernandez, 23, who is set to be arraigned Friday.
Let go by the Patriots, Hernandez will step into a courtroom for the sixth time since his June 26 arrest.
He's expected to formally plead not guilty to first-degree murder in the death of Lloyd, a 27-year-old semipro football player.
"He's bearing up under the pressure," defense attorney Michael Fee said when Hernandez was indicted last month. "He understands what's in front of him, and he's committed to clearing his name."
Fee has told reporters that the case against his client, who is being held without bond, is circumstantial. "There's an incredible rush to judgment in this case," according to the attorney.
For his part, according to a TMZ report last month, Hernandez declared his innocence as he responded to a fan letter, saying that "all the people who turned on me will feel like crap."
Investigation continues in another case
Friday's arraignment comes as authorities continue to investigate Hernandez in connection with an unsolved 2012 double homicide case in Boston.
Investigators have obtained July 2012 video surveillance allegedly showing Hernandez at a nightclub at the same time as two men who were fatally shot that night, according to a law enforcement source with knowledge of the investigation.
The video apparently does not show Hernandez interacting with Daniel Abreu, 29, and Safiro Furtado, 28, according to a law enforcement source. The development was first reported Wednesday by the Hartford Courant.
Boston police have said the men were inside a BMW sprayed with gunfire after they left the nightclub.
Law enforcement sources said they believe Hernandez rented a silver SUV with Rhode Island registration that was linked to the scene of the double homicide.
After Lloyd's murder, Bristol, Connecticut police discovered the vehicle by accident while searching the garage of Hernandez's uncle, a law enforcement source told CNN.
Boston police had been looking for the vehicle for almost a year, law enforcement sources added.
Hernandez has not been charged in the unsolved double shooting.
His attorneys have previously declined to comment to CNN when asked about the ongoing Boston investigation.
Defense: Jury will find him 'innocent'
A Bristol County, Massachusetts, grand jury last month indicted Hernandez on a first-degree murder and five weapons charges.
Prosecutors say Hernandez orchestrated the shooting of his friend Lloyd, who was dating the sister of Hernandez's fiancee.
Fee said he was pleased with the indictment because it gave his client "a path to trial," and that a jury will find Hernandez "innocent."
Police have not located the gun believed to have been used in the Lloyd killing.
But prosecutors say Hernandez returned a rental car with a bullet casing that allegedly matched bullets found at the scene.
Surveillance cameras showed the car believed to be carrying Hernandez and the others at the industrial park, according to authorities.
Hernandez has been sitting in a jail cell as his former team, known for its stellar offense, contends for another Super Bowl title. The Patriots open their regular season Sunday against the Buffalo Bills.
In his letter to the fan, as reported by TMZ, the fallen NFL star said the world makes things "out of false accusations" and that he will be exonerated.
"I know there is a reason I'm going thru this and I will figure it out through my relationship with the Lord," Hernandez wrote.
CNN's Laura Dolan, Lorenzo Ferrigno, Greg Botelho and Laura Ly and HLN's Amanda Sloane contributed to this report.