(CNN) - After his pregnant wife and their two young daughters vanished last week, Chris Watts spoke with a local Colorado news station as a concerned father, pleading for the return of his family.
Just a week later, Watts appeared largely emotionless as he was arraigned in court Tuesday on nine charges, including several counts of first-degree murder for the killings of his wife and two daughters.
In shackles and an orange jumpsuit, he was informed of his rights and agreed to waive a preliminary hearing.
The arraignment came days after the body of his wife, Shanann, was found in a shallow grave, and the bodies of their two daughters, Bella, 4, and Celeste, 3, were found in nearby oil tanks at a company where Watts had worked, according to a court filing by prosecutors.
Watts, who was arrested last week, is being held without bond.
In addition, investigators claimed to have discovered that Watts was involved in an affair with a co-worker, according to an unsealed Weld County arrest affidavit.
In his initial interview with police, Watts said that he had told his wife that he wanted to separate on the morning of August 13 and then left for work.
However, in a second interview with police, Watts told police that he looked at the baby monitor screen and saw Shanann strangling their daughter Celeste and that he saw their older daughter, Bella, "sprawled" out on her bed and blue, according to the affidavit.
Watts told police that he went into a rage and strangled his wife to death, according to the affidavit. He told them that he took the bodies and dumped them in three separate locations, according to the filing.
Autopsy results have not been released. Watts' defense lawyers requested that the pathologists be required to "take DNA swabs of throats" of the deceased children, but was denied Monday. His lawyers have not commented publicly.
Multiple murder charges
The 33-year-old father was charged Monday with three counts of first-degree murder for the three deaths, as well as two additional first-degree murder charges of causing the death of a child younger than 12.
He also faces three counts of tampering with a body and a count of first-degree unlawful termination of a pregnancy, said Weld County District Attorney Michael J. Rourke. He did not reveal a motive.
In an interview with CNN affiliate KMGH on August 14 -- after his family disappeared but before his arrest -- Watts said he wanted his family back home.
"We had an emotional conversation, I'll leave it at that," Watts told a reporter who asked whether they'd argued. "I just want them back. I just want them to come back."
Shanann's father, Frank Rzucek Sr., thanked authorities on Monday for finding the bodies of his family members. He said the family appreciated those who attended a candlelight vigil and expressed support.
"Keep the prayers coming for our family," he said, holding back tears.
Frankie Rzucek, Shanann's brother, wrote on Facebook that he was thankful that he had been able to spend recent weeks, "loving, laughing, and enjoying what precious time I had with my Sister and nieces that I loved with every inch of my soul. I wish I could go back in time and be there to keep you safe from harm. Sorry uncle couldn't save you. Absolutely heartbroken."
Shanann, Bella and Celeste were reported missing August 13 from their home in Frederick, a town of about 8,600 people 30 miles north of Denver.
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