The body of a Colorado missing mother, 15 weeks pregnant, was found near her husband’s place of work on Thursday.

According to Fox News, the Colorado Bureau of Investigation said in a news conference Thursday that investigators believe they have discovered the body of  Shanann Watts, 34, on a property owned by Anadarko Petroleum, her husband Chris Watts’s employer.

Authorities also believe they know where the bodies of the two girls are, and are reportedly working to recover them.

“This is absolutely the worst possible outcome that anyone could imagine,” John Camper, director for the Colorado Bureau of Investigation, told reporters.

“As horrible as this outcome is, our role now is to do everything we can to determine exactly what occurred.”

As CrimeOnline previously reported, Chris Watts is believed to have confessed to the killings on Wednesday or early Thursday, just hours after he gave a video interview pleading for the safe return of his family.

This is a developing story. CrimeOnline will provide further updates once more information is available.