DENVER (AP) — The Latest on the arrest of a Colorado man in the disappearance of his family (all times local):

5:55 p.m.

Police investigating a Colorado man for the deaths of his pregnant wife and two young daughters learned that he was having an affair with a co-worker.

According to an arrest affidavit unsealed Monday, investigators confirmed the affair after Christopher Watts denied it in police interviews.

The 33-year-old later told police that his wife strangled their kids after he had asked for a separation and he killed her when he saw the bodies.

Watts is charged with three counts of first-degree murder.

A friend asked police on Aug. 13 to check on 34-year-old Shanann Watts when she did not show up for a doctor's appointment.

The document says Watts initially said the conversation about a separation was civil. In a second interview, Watts said he and his wife were upset and crying.

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5:20 p.m.

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 murder.

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4:30 p.m.

The family of a pregnant Colorado woman who was killed along with her two young daughters is thanking police for finding their bodies.

In a brief statement Monday, Shanann Watts' father, Frank Rzucek, also thanked people for praying for his family as they grieve.

It came the same day prosecutors charged 33-year-old Christopher Watts with murder in the deaths of his wife and their daughters, 4-year-old Bella and 3-year-old Celeste.

A friend reported 34-year-old Shanann Watts missing a week ago.

Her body was found Thursday, buried on property owned by the oil and gas company that her husband worked for. The bodies of the girls were found inside tanks of crude oil.

Before his arrest last week, Chris Watts lamented about missing his wife and daughters in local television interviews. A motive hasn't been released.

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3:40 p.m.

Prosecutors have charged a Colorado man with murder in the deaths of his pregnant wife and their two young daughters.

The charges Monday against 33-year-old Christopher Watts come a week after a friend reported 34-year-old Shanann Watts and the girls missing from their home in Frederick, a small town north of Denver.

Watts also was charged with unlawful termination of a pregnancy.

Before his arrest Wednesday, Christopher Watts lamented about missing his wife and daughters in local television interviews.

Authorities found Shanann Watts' body Thursday on property owned by the oil and gas company that her husband worked for. The bodies of 4-year-old Bella and 3-year-old Celeste were later found nearby.

Prosecutors have said they would ask a court to unseal the warrant for Christopher Watts' arrest after filing charges.

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