Christopher Lee Watts, the Colorado man who had pleaded publicly for the safe return of his family, claimed that he killed his wife in a fit of rage after he saw her killing their two young daughters, according to court documents released Monday.

Watts, 33, of Frederick, a suburb north of Denver, was charged Monday with five counts of murder in the deaths of his wife, Shanann Watts, 34, and their daughters, Bella, 4, and Celeste, 3.

In addition to the first-degree murder counts, he was charged with a single count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body. Prosecutors brought two murder charges for each of the girls' deaths, the second of which cited the death of a child who "had not yet attained twelve years of age and the defendant was in a position of trust."

Weld County District Attorney Michael Rourke said Monday that it was "way too early" to discuss whether prosecutors would seek the death penalty. Watts was being held without bond in the Weld County Jail pending a bond hearing on Tuesday.

Police said in an affidavit unsealed Monday that Shanann Watts came home after midnight on Aug. 13 — last Monday — after a business trip. According to the affidavit, Christopher Watts told investigators that he awoke around 5 a.m. and "began talking to Shanann about marital separation and informed her he wanted to initiate the separation."

Watts said he left for work at about 5:27 a.m., which police said a neighbor's security video confirmed.

According to the affidavit, police the next day learned that Watts was involved in an affair with a co-worker, which he had denied in previous interviews.

It quoted him as saying he would tell the truth if he were allowed to speak with his father, whereupon he told investigators that Shanann Watts killed the girls and that he killed her in anger.

"While in the bedroom, via baby monitor located on Shanann's night stand, he observed Bella 'sprawled' out on her bed and blue and Shanann actively strangling Celeste," Watts claimed, according to the affidavit. "Chris said he went into a rage and ultimately strangled Shanann to death," it read.

Police said Watts told them that buried his wife on the property of the oil and natural gas company that he worked for and that he dumped the girls inside the oil tanks. The oil company, Anadarko Petroleum Corp. of Texas, fired Christopher Watts the day he was arrested.

The causes of death weren't made public, but prosecutors alleged that Shanann Watts, who was 15 weeks pregnant with a boy they'd planned to name Nico, died "as a result of the unlawful termination of her pregnancy."

Defense attorneys, meanwhile, sought DNA swabs of the children's necks, informing the court that they had contacted an forensics expert specializing in strangulation.

The Wattses presented themselves as a happy family on social media, but a bankruptcy filing from 2015 indicated that they were in significant financial distress, with debt eating up most of the couple's combined income. They said in the bankruptcy filing that they had two savings accounts with less than $10 and a joint account with less than $870.

Watts briefly kept up the facade after his family were reported missing last Monday, telling reporters that he was "torn up inside" and that he wanted "everybody to just come home." But shortly before he was arrested, police alleged that Watts had confessed to having killed all three of them.

While some friends said there was no indication that Watts might be capable of harming his family, a friend of Shanann Watts' said on ABC's "Good Morning America" on Monday that there were recent red flags and that Shanann Watts wondered whether her husband had been cheating.

"He wasn't being the loving Chris that he normally was," the woman, Nickole Atkinson, said her friend had told her. "He wasn't touching or hugging or doing stuff like that."

Atkinson said she was likely the last person to have seen Shanann Watts alive after she dropped her off at home from a late business trip at about 2 a.m. on the day she went missing.

Shanann Watts missed a doctor's appointment later that day, Atkinson said, and when she called Christopher Watts about the family's whereabouts, he seemed unfazed.

She said Christopher Watts told her that the girls were on a play date but that he didn't specify with whom.

In the months before her death, Shanann posted regularly on social media about her love for her husband, whom she married in 2012 and called her "rock."

Atkinson said that it was all a facade and that she should have pressed her friend about what was really happening before it was too late.

"I didn't want to think that they weren't coming back," she added.