Chris Watts, 33, is accused of murdering his 34-year-old wife, Shanann Watts, and their two young daughters, Bella, 4 and Celeste, 3
Credit: Shanann Watts/Facebook

The Colorado man accused of murdering his pregnant wife and two young daughters provided a shifting account to police questioning him about the deaths, according to an arrest affidavit obtained by PEOPLE.

The affidavit, which was unsealed on Monday, reveals how authorities were able to apprehend Chris Watts, 33, who is accused of murdering his 34-year-old wife, Shanann Watts, their two young daughters, Bella, 4, and Celeste, 3.

Earlier on Monday, prosecutors announced charges against Chris, who was arrested last Wednesday. In addition to three counts of first-degree murder with deliberation, Chris is charged with two counts of first-degree murder of a child under the age of 12 by someone who is in a “position of trust” over them, Weld County District Attorney Michael Rourke said at a news conference Monday.

He remains in custody without bond and will return to court on Tuesday to be advised of the charges against him. He has not entered a plea and his public defender has not responded to PEOPLE’s multiple requests for comment.

Shanann was reported missing the afternoon of Aug. 13, about 12 hours after returning from a business trip to Arizona. Her remains and those of her daughters were found on Thursday, Aug. 16, on property belonging to Chris’ former employer, an oil and gas driller where he had worked as an operator before being fired Wednesday, according to court documents obtained by PEOPLE. The girls’ bodies had been concealed “inside oil tanks,” while Shannan had been buried in a shallow grave, the affidavit states.

While authorities searched for Shanann and her girls, Chris pleaded for the safe return of his wife and daughters in local TV interviews, saying the house felt “empty” without them.

The affidavit from Frederick police describes how officers came to question Chris — and how his story allegedly changed.

At about 1:40 p.m. on Aug. 13, a Frederick police officer responded to a call from Shanann’s friend, Nickole Utoft, asking authorities to check up on Shanann, whom she had dropped off at home at 1:48 a.m. after Shanann’s work trip.

Shanann Watts
| Credit: Shanann Watts /Facebook

Utoft had grown worried when, knowing Shanann had not felt well during her trip, she failed to respond to calls or texts and missed a doctor’s appointment. She called police when Shanann failed to answer the door even though her car was in the garage, the document states.

RELATED VIDEO: Pregnant Mom & 2 Daughters Likely Killed at Home — Allegedly by Husband — Before Bodies Were Dumped

The responding officer found all windows and doors in the home locked. But Chris, who had been called to the scene by a concerned Utoft, let the officer into the home, and the officer discovered Shanann and the girls were not home, the affidavit states.

• Want to keep up with the latest crime coverage? Click here to get breaking crime news, ongoing trial coverage and details of intriguing unsolved cases in the True Crime Newsletter.

According to the affidavit, Chris told the officer that Shanann had arrived home around 2 a.m. He said when he woke up around 5 a.m., he told her he wanted a marital separation, the affidavit states. Chris added he and Shanann had a “civil conversation” that was nonetheless “emotional,” and said that when he left for work at about 5:27 a.m., Shanann was home.

But when Chris later spoke with a detective, he said he’d told Shanann he wanted to separate at 4 a.m. — seemingly conflicting with his earlier assertion that he broached the separation after waking up at about 5 a.m.

The following day, police learned that Shanann and the girls still had not returned home. They also allegedly learned Chris had been having an affair with a co-worker — something he denied in previous interviews.

In a subsequent interview with police at the police station, Chris asked to speak to his father, who was there with him, the affidavit states.

Shanann Watts and daughters Celese (left) and Bella
| Credit: Shanann Watts /Facebook

After talking to his father, he announced to police he would “tell the truth” about the deaths. He contended that after speaking with Shanann, he saw, via a baby monitor, that daughter Bella was “sprawled” and “blue” on her bed — apparently already dead — while Shanann was allegedly “actively strangling Celeste,” the affidavit states.

Subsequently, he said he flew into a rage and killed Shanann. He allegedly admitted to dumping the bodies of the deceased where they were later found.

Causes of death have not been released for Shanann, Bella or Celeste. But filings from prosecutors and the defense suggest at least some of them were strangled and that a “weapon” — possibly a gun — was involved.

A motive likewise has not been discussed, but friends of the couple have said there was marital tension.

Says Terry Witt, who lives nearby in Frederick: “You never expect one of your neighbors to do something like this.”