Security Secretary Alfonso Durazo is not saying how many people have been arrested or giving any information on what organization they belong to.
His department did not respond to requests for further information Monday.
The ambush attack occurred Nov. 4 in the Mexican state of Sonora. Authorities suspect Mexican drug cartel hit men carried out the attack.
The victims were dual U.S.-Mexican citizens, members of Mormon communities settled over a century ago in northern Mexico but is not affiliated with The Church of Jesus Christ of Latter-Day Saints.
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