From Tacitus:
It was subsequently decided that Sejanus’ remaining children should be executed, though the mass anger had abated and the majority had been placated by the previous deaths. They were therefore carried off to prison, the boy (Capito Aelianus) aware of his fate, the girl (Junilla) so innocent that she kept asking what she had done wrong and where they were taking her, that she would not do it again and surely could be punished with a trivial beating. Historians of the time say that as it was thought to be unheard-of for capital punishment to be inflicted on a virgin, she was violated by the executioner, the noose beside her; both children were then strangled and their young bodies thrown down the Gemonian Stairs.