Four-year-old Nicole Filippi and her 2-year-old sister Lindsey chased fireflies with their father and some friends until 9:30 Sunday night in the family's picturesque Columbia yard, neighbors said.

Two hours later, Howard County police discovered the girls' bodies and arrested their father, Robert Emmett Filippi, 43, accusing him of strangling his daughters in an upstairs bedroom of his Harmel Drive home, police said yesterday.

The two most serious charges, of first-degree murder, make him eligible for the death penalty.

Police found the girls in bed together with ropes around their necks and a broken piece of wood - likely used to tighten the ligatures - near their bodies, authorities said. They were pronounced dead at Howard County General Hospital.

When officers arrived at the home in the Columbia village of Hickory Ridge, they said, Filippi was seated at the kitchen table, with rope marks around his neck and small hemorrhages all over his face and scalp - marks consistent with an attempt to hang himself, a Howard County prosecutor said.

"I can't believe what could have happened between when I talked to him and midnight," said Bradley Arnold, who spent several hours lounging on the Filippis' deck Sunday night as his 8-year-old daughter and 11-year-old son played with Nicole and Lindsey.

Arnold, his arms folded across his chest, stood on his front porch yesterday morning and stared at the Filippis' manicured lawn with its orange and red flowers and dark wooden play set.

"We're all absolutely shocked," he said. "I can't say anything bad about him. He's a great neighbor."

But Filippi's home life was not as idyllic as it appeared, based on divorce paperwork filed in Howard County Circuit Court and statements during Robert Filippi's bail-review hearings yesterday.

Filippi, a banker with Washington-based International Finance Corp., a World Bank affiliate, feared that his estranged wife, Naoko Nakajima, was planning to return permanently to her native Japan with the children, lawyers said during the hearings yesterday.

Last June she took the girls to Japan and stayed six weeks longer than promised, Filippi complained in his divorce filing. While born in the United States, the girls had citizenship rights in both countries.

The banker married Nakajima in October 1996 while on assignment in Tokyo. Columbia neighbors described her as shy and reclusive and said she spoke very limited English. She did not work outside of the home, but Nicole and Lindsey attended day care full time at nearby Children's World Learning Center.

After returning from Japan in August she lived at home but had little contact with Filippi or her children until late September, Filippi said in his divorce filing. They discussed divorce in the fall and Nakajima left the home in January, he said.

"She felt isolated," Arnold said of Nakajima. He said he believed her desire to return to Japan contributed to the marriage's collapse.

In a note addressed to Nakajima found at the home, Filippi wrote, "You can go back now," Deputy State's Attorney I. Matthew Campbell said during the bail-review hearings.

Nakajima could not be reached for comment yesterday, but her lawyer, College Park-based William G. Salmond, issued a statement on her behalf:

"Naoko Nakajima is currently mourning in solitude, with her family, over the sudden and tragic loss of her two beloved daughters."

All of her close relatives live in Japan, neighbors said, but her parents were planning to visit next month. Much of Filippi's family lives in Pennsylvania, but they were coming into town and would be meeting with his lawyer, James B. Kraft, the lawyer said.

Filippi called his sister, Barbara Bleiler, last night to tell her he thought he had hurt or killed the children and was going to kill himself, Campbell said.

He left a second note for Bleiler, which Campbell called a "vitriolic diatribe" that blasted his wife and instructed his sister not to allow her any access to his house or money.

Bleiler, an Elkridge resident who works for Howard County Public Schools, would not speak to reporters yesterday. No other Filippi relatives could be reached for comment.

Bleiler called 911 after her brother's phone call, police said. Officers arrived at the home and found Filippi seated at his kitchen table with a pill bottle and a beverage, police said. Police would not describe the contents of the pill bottle.

Filippi was taken to Laurel Regional Hospital but released into police custody after a medical examination, police said.

During two bail reviews yesterday - the second held because Filippi's lawyer had not been notified of the first - Filippi cradled his head in his arms and wept.

Red-faced and dressed in a green hospital top and khaki shorts, the balding man with closely cropped gray hair said little during either hearing but fidgeted throughout, his shoulders heaving as Campbell detailed the young girls' deaths.

Campbell requested that Filippi be sent for a competency evaluation, but the defense lawyer said he was worried that investigators would use any statements he made to evaluators, which Kraft likened to free discovery, against him in court.

"This is not the Robert Filippi that I know," said Kraft, who is also Filippi's divorce lawyer. Filippi filed for divorce Jan. 25.

Filippi might be educated and might have the benefit of a lawyer's advice going into the evaluation, but "look at him. He's a mess," Kraft said, arguing for restrictions on any mental evaluation.

Howard District Judge Pamila J. Brown denied any restrictions, ordering Filippi held without bond and turned over to the state Department of Health and Mental Hygiene for an evaluation.

Neighbors said they knew about the divorce, which appeared to bring predictable stresses, but they said they never saw any signs Filippi might be on the verge of a breakdown.

"It was not clean and amicable," Arnold said of the divorce. "But he seemed to be handling the pressures of being a single father."

Luther Williamson, who lives next door to Filippi, said his daughter Sharon and her 16-month-old triplets frequently visited with the Filippis, who had lived in the house for nearly four years.

"He loved his children," Williamson said. "I can't believe he would do this."

Filippi had had full custody of the children since the January divorce filing, and Nakajima could visit the children only for short periods of time, according to divorce paperwork.

After returning from a visit to Japan, Nakajima retained a lawyer and filed as a counter-plaintiff in the divorce.