The body of the second U.S. soldier who went missing in Morocco earlier this month, where thousands of troops were participating in an annual training exercise, has been recovered, the U.S. military said Wednesday.

"U.S. Africa Command confirms the recovery of our second Soldier, Spc. Mariyah Collington," AFRICOM and U.S. Army Southern European Task Force, Africa said in a joint statement. "We mourn her loss and stand with her family and the 10th Army Air & Missile Defense Command community in this moment of grief."

Collington and 1st Lt. Kendrick Lamont Key Jr. disappeared May 2 in waters off Morocco's southern coast, near the Cap Draa Training Area, the Army said in a news release. Key's body was recovered May 9.

"The search that brought her home was a testament to what combined operations look like at their best," AFRICOM and SETAF-AF said. "Alongside the U.S. Joint Force, the Royal Moroccan Armed Forces contributed ground, air, and maritime assets — and more importantly, their full commitment — from the first moment to the last. African Lion builds partnerships for exactly these moments. Morocco proved what those partnerships mean."

Both Key and Collington were in Morocco taking part in a training exercise known as African Lion. Defense officials have previously told CBS News their disappearance did not happen during the training. A preliminary report said the two were part of a group of service members who went on a hike to watch the sunset when a soldier who couldn't swim fell into the water. Defense officials said the second missing soldier jumped in to attempt a rescue, but was hit by a wave. Other soldiers attempted to rescue the two, but were unsuccessful.   

This is a developing story. It will be updated.