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FREDERICK, Colo. — The husband of a missing pregnant woman from Frederick has been arrested in the disappearance of his wife and the couple’s two daughters.

Christopher Watts is being held in the Weld County Jail on three charges of first-degree murder and three charges of tampering with physical evidence in the deaths of his 34-year-old wife Shanann Watts and his daughters, 4-year-old Bella and 3-year-old Celeste “Cece.”

He is being held without bond and is due in court on Thursday afternoon.

Police executed a search warrant at the house where the family lives. Investigators were seen taking bags of evidence out of the house and towed Chris Watts’ work truck that was parked down the road.

Shanann Watts and her daughters had been missing since Monday. The FBI and the Colorado Bureau of Investigation were brought in Wednesday to help in the investigation.

The CBI issued a missing-endangered alert for the three on Tuesday.

A close friend said she dropped off Watts at home in the 2800 block of Saratoga Trail about 2 a.m. Monday when they got home from a work trip. She saw her go inside.

She said the two friends were supposed to meet later in the day, but Watts didn’t answer her phone.

Christopher Watts said Tuesday that he didn’t know where his wife and daughters were.

“In my heart, I believe that she is somewhere and I hope that she is safe,” he said. “I don’t know what to do right now. I just feel so alone in this house right now. I don’t know where to to from here.”

Shanann Watts’ brother posted on social media that Christopher Watts confessed to the killings to investigators and added his sister was 15 weeks pregnant with a boy.

Law enforcement has not confirmed the confession.

Investigators have not said what led to the killings.