CNN  — 

An unsealed affidavit released Monday revealed details of what unfolded during police interactions with Chris Watts, the Colorado man accused of first-degree murder in the killings of his pregnant wife and their two young daughters.

On Monday, Watts was charged with three counts of first-degree murder in their deaths, including two additional first-degree murder charges that accuse him of causing the death of a child under age 12. Other charges include three counts of tampering with a body, and a count of first-degree unlawful termination of a pregnancy, Weld County District Attorney Michael J. Rourke said.

Watts, 33, is being held without bond, with his next court appearance scheduled for Tuesday morning.

Here is what the unsealed affidavit says:

Watts says his wife strangled their two children

Watts told Colorado police he strangled his pregnant wife, Shanann, in a rage after he saw her strangling their daughter, Celeste, 3.

Chris Watts

He told police that he spoke with Shanann about a separation, and that he saw via the baby monitor their older daughter, Bella, 4 “sprawled” on her bed and blue. He also said he saw Shanann strangling their younger daughter.

He told the officers that he went into a rage and strangled Shanann, according to the affidavit.

Autopsy results have not been released.

Watts’ defense attorneys filed several motions that were denied. They requested pathologists be required to swab the little girls’ necks, throats and hands for DNA. They also requested to have a DNA expert of their choosing be present for collecting specific DNA samples from the victims.

District Court Judge Marcelo Adrian Kopcow denied the motion, stating, “The court cannot order the prosecution and/or coroner how to conduct their investigation.”

Watts’ attorneys have not commented on the case.

Police say Watts was having an affair

According to the unsealed Weld County arrest affidavit, investigators say they discovered Watts was “actively involved” in an affair with a co-worker.

Watts had denied this in previous interviews, according to the affidavit.

Watts told police that he had an emotional, but civil conversation with his wife about a separation on the morning of August 13, the same day police came to check on Shanann at their suburban Denver home.

Shanann had arrived home from a business trip in Arizona around 2 a.m., and later that morning, Watts said he told her he wanted to separate. He told police they had not argued, but that they were both upset and crying.

Watts allowed police into home

A friend became worried that Shanann, who was 15 weeks pregnant, wasn’t responding to texts or phone calls, and called police to conduct a well-being check on August 13.

Watts allowed Frederick Police Department officers into their home. He spoke with the officers about when he had last seen his wife and children. The police found Shanann’s cell phone, purse, wallet and medication inside the house. Watts consented to the officers checking her phone and it was taken to the police department, according to the affidavit.

Before his Wednesday arrest, Watts had told local media, KMGH, “I just want them back. I just want them to come back. If they’re not safe right now, that’s what’s tearing me apart.”

Three victims were buried in separate locations

Watts told police that after he strangled his wife, he loaded her and their daughters’ bodies into the back seat of his truck. He drove to an oil worksite and buried Shanann near two tanks and dumped the girls inside the oil tanks, according to the affidavit.

He identified the three locations where he had placed the bodies, according to the affidavit.

Authorities used a drone and spotted a bedsheet in the field near the oil tank farm where the bodies were discovered, according to the arrest affidavit. The sheet matched the pattern of several pillowcases and a top sheet found in the trash at the Watts’ home. The sheet was found before Watts’ confession to police. The drone search also found what officers described as “fresh movement of dirt consistent with a clandestine grave near the oil tanks.”

Shanann’s body was found Thursday in a “shallow grave near an oil tank,” and the two girls’ bodies were “inside oil tanks located near the grave of their mother,” according to a court filing by prosecutors.

CNN’s Kaylee Hartung and Konstantin Toropin reported from Greeley, Colorado. CNN’s Dave Alsup, Sheen Jones, Artemis Moshtaghian, Ralph Ellis, Darran Simon contributed to this report.