FREDERICK, Colo. (KABC) -- A Colorado man told police that he killed his pregnant wife for strangling their daughters after he sought a separation.
According to an arrest affidavit unsealed Monday, Christopher Watts told his wife, Shanann, that he wanted to separate when she returned from a business trip.
Watts told police that shortly after, he saw his wife strangling their youngest daughter and their older daughter sprawled on her bed and blue via a baby monitor.
Watts 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 he buried his wife at an oil work site and dumped his daughters inside oil tanks.
Watts faces nine felony charges, including 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 bodies of Watts' wife, 34-year-old Shanann Watts, and two daughters, 3-year-old Celeste and 4-year-old Bella, were found last week on the property of Anadarko Petroleum, one of Colorado's largest oil and gas drillers.
TIMELINE: What happened before Shanann Watts and her young daughters went missing
Records show Christopher was employed by the company in 2015.
Before his arrest last week, Christopher Watts lamented in interviews with local television stations about missing his wife and daughters. No motive has been released.
Officials said the bodies of the young girls were found inside oil and gas tanks that "were mostly full." Investigators believe Christopher placed the girls in there to conceal the smell from passersby.
Shanann was reported missing on Aug. 13 by her friend Nickole Atkinson after she missed a doctor's appointment.
Atkinson said she felt something was off and called police.
Atkison spoke exclusively with Good Morning America, saying things almost seemed too perfect.
MORE: Friend who says she was the last to see Shanann alive knew something was 'seriously wrong'
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. The attorney's request suggested that the girls may have been strangled.
Christopher Watts is being held without bail and will next appear in court Tuesday.
The Associated Press contributed to this report.