In the Cleveland house where they were held for years on end, the three kidnapped women either remained chained in the basement or lived upstairs. Ariel Castro, who has been charged with four counts of kidnapping and three counts of rape, reportedly kept the doors locked. On the rare occasion that the women did go outside, they were heavily disguised, according to police. NBC's Ron Allen reports.

The Cleveland man charged with holding three women captive for a decade impregnated one of them five times and punched her in the stomach until she miscarried, police said Wednesday in a chilling report on the kidnappings.

The man forced one of his captives, Michelle Knight, to deliver the baby of another captive, Amanda Berry, in a kiddie pool, and threatened to kill Knight if the baby died, police said.

Police made the revelations in a report that laid out a nightmarish captivity, including starvation and imprisonment in the basement. One official said the women apparently were allowed outside the house only twice, and briefly, in the years after they were captured.

The Cleveland city prosecutor charged the man, Ariel Castro, with four counts of kidnapping — one for each of the three women and one for a baby that was born to Berry six years ago. Castro was also charged with three counts of rape for each of the adult women.

But authorities filed no charges against two of Castro’s brothers who were arrested Monday night, after Berry escaped the house with the help of a neighbor and the other two women were freed.

Authorities said they had no evidence that the two brothers, Pedro and Onil Castro, were involved in the kidnappings.

The three captives — Berry, Knight and Gina DeJesus — were allowed only in the backyard when they were let outdoors at all, and were forced to wear wigs and sunglasses when they left the house, the report said.

The escape came on Monday, when Castro went to McDonald’s and left a “big inside door” unlocked, the report said. That was when Berry broke through a locked storm door, afraid to open it further because she worried that Castro was testing her, the report said. Berry made it out and called 911.

“From what we know, their only opportunity to escape was the other day when Amanda escaped,” said Ed Tomba, the deputy Cleveland police chief.

All three women told police that Castro initially chained them in the basement, the report said, but he ultimately let them live on the second floor of the home, a shabby, two-story dwelling on Cleveland’s West Side.

The women were not in the same room but did know the others were there, Tomba said.

“As far as what the circumstances were inside that home, and the control he may have had over those girls, we don’t know that yet,” he said.

According to the report, Knight told investigators that she carried Castro’s baby “at least” five times, and that when he found out, he “would make her abort the baby” — starving her for two weeks and repeatedly punching her in the stomach until she miscarried.

When Berry’s baby was born, Knight put her mouth to the baby’s to keep it alive — and keep herself alive because Castro had threatened to kill her, the report said.

Berry told investigators that none of the women had seen a doctor during their captivity, the report said.

One police source close to the investigation cautioned earlier in the day that it was hard to be sure the women’s memories were completely accurate after such a long time in captivity.

John Gress / Reuters Gina DeJesus arrives at her home in Cleveland.

Earlier Wednesday, DeJesus and Berry returned home to their families, both greeted by cheering crowds and huge displays of balloons, ribbons, teddy bears and encouraging signs. DeJesus gave a thumbs up.

“She was happy,” said her aunt, Sandra Ruiz. “She looked at the house and wanted a tour.”

Knight remained in a Cleveland hospital and was getting mental health treatment, her mother said.

Cleveland authorities said that a search of the Castro house had revealed no human remains. FBI agents returned to the house Wednesday and also searched a house two doors down that appeared to be abandoned.

Authorities said they did not suspect Castro had kidnapped anyone else. They said they had questioned Castro about the disappearance of a fourth Cleveland woman, Ashley Summers.

Castro was due in court Thursday morning for arraignment. The two brothers are also due in court Thursday, but on unrelated misdemeanor charges, authorities said.

“There is no evidence that these two individuals had any involvement in the commission of the crimes committed against Michelle, Gina, Amanda and the minor child,” said Victor Perez, the city prosecutor.

The three women were reported missing in Cleveland months apart: Knight in August 2002 after losing custody of her son, Berry in April 2003 after finishing her part-time shift at a Burger King, and DeJesus in April 2004 while walking home from middle school.

The police report suggests Castro used the same tactic to capture each of them: He offered them a ride. In Berry’s case, he told her he had a son who also worked at Burger King.

When Berry made her break for freedom years later, kicking the door and screaming, a neighbor, Charles Ramsey, helped free her. In her 911 call, Berry pleaded with the dispatcher to send help: “I’m Amanda Berry. I’ve been on the news for the last 10 years.”

When help came, two police officers crawled through a broken panel of the storm door and kicked it open to allow other officers in, the report said.

Two officers went upstairs, and the other two women threw themselves into the officers’ arms, it said.

Berry is now 27, DeJesus 23 and Knight 32.

Slideshow: Missing women found alive in Cleveland A daring escape and a dramatic 911 call led to the rescue of three women who allegedly had been held captive for years inside a home in Cleveland. Launch slideshow

McGrath said that the house had come to the attention of police only twice — in 2000, when Ariel Castro called about a fight on the street, and in 2004, when Castro, a school bus driver, had left behind one of his passengers.

The chief’s account conflicts with that of at least one neighbor, Israel Lugo, who told MSNBC on Tuesday that he called the police in 2011 after his sister spotted a woman with a baby in the home, banging on the window “like she wants to get out.”

McGrath said that his department would have a record of such a call and that there was none. He said that he was “absolutely confident” that his officers did not miss a chance to free the three women.

Ariel Castro, 52, was accused in 2005 of attacking his former wife, The Plain Dealer newspaper reported. Her lawyer at the time said that although the ex-wife had custody of their children, Castro “frequently abducts daughters and keeps them from mother,’’ the newspaper reported.

Khalid Samad, a community organizer, told NBC News that Castro had accompanied him on searches for the missing women.

First lady Michelle Obama told NBC News that the kidnappings were “probably a parent’s worst nightmare.”

“These families are going to have to wrap their arms around these young women and make sure that they get all the help and support they need so that they will go on and lead healthy, normal lives,” she told TODAY. “We’re just grateful that they’re safe.”

Richard Esposito and Jeff Black of NBC News contributed to this report.