The Town of Frederick in Colorado has announced that investigators found two bodies they “have strong reason to believe” are 4-year-old Bella and 3-year-old Celeste, children allegedly murdered by their father Christopher Watts.

The girls had been missing since Monday, along with their mother. Additional information said that the bodies were found “in close proximity” to where Shanann Watts was found dead earlier Thursday.

Authorities said that they had discovered the body of mother Shanann Watts on a property belonging to her husband’s employer.

“This is absolutely the worst possible outcome that any of us could imagine,” said John Camper, director for the Colorado Bureau of Investigation, in a press conference Thursday.

He announced they found Watts’ body on property belonging to Anadarko Petroleum. The company had been very cooperative, he said. A reporter asked if the suspect confessed to the crime, but authorities declined to comment.

Two law enforcement officials said Watts admitted to the killings, according to a Denver7 report.

Authorities said Shanann was 15-weeks pregnant at the time she was declared missing Monday.

Before the arrest, her husband told Denver7 that she came home from the airport early that morning. He claimed not to know their whereabouts or what happened to them. Watts claimed to have left home for work at about 5:15 a.m. But throughout the day, Shanann hadn’t been responding to contact from him and others she knew, he claimed.

When he returned home, he discovered that neither his wife nor his children were there.

“I hope that she’s somewhere safe right now, with the kids,” he said.

The reporter asked if he and his wife had had an argument.

“It wasn’t an argument,” he said. “We had an emotional conversation, but I’ll leave it at that.”

[Mugshot via Weld County Sheriff’s Office]