By JAMES ANDERSON and KATHLEEN FOODY, Associated Press

DENVER (AP) — A Colorado man told police that he killed his pregnant wife in “a rage” when he discovered she had strangled their two daughters after he sought a separation, according to an arrest affidavit released on Monday shortly after prosecutors charged the man with his family’s murders.

According to the affidavit, Christopher Watts told his wife, Shanann, that he wanted to separate when she returned from a business trip early on the morning of Aug. 13.

Watts told police that he walked downstairs after the conversation.

When he returned to the couple’s bedroom, Watts said he checked a baby monitor on Shanann’s nightstand and saw his wife strangling their youngest daughter while their oldest daughter sprawled on her bed, looking blue.

Watts, 33, said he then “went into a rage” and strangled his wife.

He told police that he loaded all three bodies into his work truck, and then he buried his wife at an oil work site and dumped the remains of 4-year-old Bella and 3-year-old Celeste inside oil tanks.

A judge on Friday denied a request by defense lawyer James Merson to require the coroner to collect DNA from the necks of the children.

Autopsies have been completed but not released.

The arrest affidavit was sealed at prosecutors’ request until Monday. After nine felony charges were filed against Watts, a judge granted prosecutors’ request to unseal it.

Watts faces three first-degree murder charges, two counts of murdering a child, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body.

The charges come a week after a friend reported Shanann Watts, 34, and the girls missing.

Before his arrest last week, Christopher Watts lamented in interviews with local television stations about missing his wife and daughters. He spoke in front of their home in Frederick, a small town on the grassy plains north of Denver where fast-growing subdivisions intermingle with drilling rigs and oil wells.

The bodies were found on property owned by Anadarko Petroleum, one of Colorado’s largest oil and gas drillers, where Watts had worked as an operator. Court documents filed by Merson said the girls had been submerged in crude oil for four days.

The affidavit says Watts gave police an aerial photograph of the area and identified three areas where he placed the bodies. Investigators used a drone to search the area and spotted a bed sheet that matched other linens found in the family home, along with fresh dirt.

Watts is being held without bail and will next appear in court Tuesday.

Family and friends said they were shocked by the slayings, saying the family seemed happy and Christopher Watts appeared to be a good father. The social media accounts for Shanann Watts, who was from North Carolina, are filled with photos of the family smiling and playing and posts praising her husband and expressing excitement about the couple expecting their third child.

But a June 2015 bankruptcy filing captured a picture of a family dealing with financial strain.

Crime Stories: Husband’s bizarre interview gives clues about murdered wife and tot-daughters