Police think Shayanna Jenkins, the fiancée of Aaron Hernandez, may have hid the weapon used in the shooting death of Odin Lloyd.  New court documents released last week say Jenkins made "overt attempts to hide evidence ... and to hinder and mislead" authorities, the Hartford Courant reports.

Investigators searched a storage unit rented in Jenkins' name on July 26, according to the newly released documents.  Although nothing was seized, the documents suggest police believe Jenkins knew about the whereabouts of the weapon used to murder Lloyd.

The belief of Jenkins' possible culpability stems from "cryptic" text messages between her and Hernandez, as well as surveillance footage depicting her later removing a black trash bag appearing to contain a heavy object.

Text messages exchanged on June 18 mention a box in the basement of Jenkins and Hernandez's North Attleboro home.  An hour later, surveillance video captures Jenkins removing a trash bag appearing to contain a heavy, "rigid object" resembling a lock box or a safe, according to the documents (via The Courant).

The footage shows Jenkins placing the bag in the trunk of her car and driving off.  The footage then shows Jenkins returning 35 minutes later.  When she opens the trunk of her vehicle, the trash bag seen earlier is no longer present.

Police believe the lock box or safe possibly contained the murder weapon, based on information provided by Carlos Ortiz, who is charged in connection with the Lloyd homicide.  Ortiz told investigators that Hernandez put two guns into a box in the basement shortly after Lloyd's shooting.

The Courant also described a document transcribing a conversation between police and Jenkins' sister, Shaneah:

"The records indicate Shaneah Jenkins relayed to investigators a conversation she had with her uncle Azia Jenkins, during which he told her that Hernandez had called his fiancée on June 18 because he wanted weapons taken out of the house.  Azia Jenkins said that his niece passed the phone to him and (uncle Donnie) Smith, and that later, the weapons were disposed 'in the woods.'"

Police haven't declared Shayanna a suspect. 

Hernandez is being held without bail in Bristol County.  He's charged with the murder of Lloyd, as well as five gun-related charges.  He has plead not guilty.