The Colorado man accused of killing his wife and two daughters was actively having an affair and claimed his wife strangled the girls shortly after he requested a separation, according to a bombshell arrest affidavit released Monday.

Christopher Watts, 33, was charged yesterday with nine felony counts, including three first-degree murder charges in the deaths of his wife, Shanann, 34, and two daughters, Bella, 4, and Celeste, 3.

The Weld District Attorney’s Office also charged Watts with two counts of murdering a child, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body.

An affidavit issued August 15 states Watts was actively involved in a relationship with a coworker outside of his marriage with Shanann, which investigators said he initially denied.

According to the affidavit, on August13, the day Shanann was reported missing, she was dropped off at the couple’s Frederick home around 2 a.m. Watts said around 5 a.m. he told Shanann he wanted to separate and they were both “emotional.” He told police he went to work around 5:30 a.m. and carried on with his day.

In subsequent interviews with police, however, Watts changed his story. He claimed he briefly went downstairs after telling his wife he wanted to separate and returned to find a horrific scene playing out on the couple’s baby monitor: “Bella ‘sprawled’ out on her bed and blue and Shanann actively strangling Celeste.”

At that point, Watts said he “went into a rage” and strangled his wife to death, the affidavit states. He told police he then put the bodies of his wife and two daughters into his work truck and took them to an oil site.

Watts said he buried Shanann’s body near two oil tanks and dumped Bella and Celeste’s bodies inside the oil tanks, according to the affidavit. He identified the three separate locations of their bodies to authorities.

Officials have yet to release information on a possible motive in the alleged murders.