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DENVER (AP) — A Colorado man convicted of killing his pregnant wife and two young daughters has acknowledged to investigators that he strangled his wife in their bed then drove her body and the girls to a worksite, where he smothered the girls using a blanket, according to documents released Thursday.

Christopher Watts made the statements during a prison interview with detectives on Feb. 18, three months after he was sentenced to life in prison. Authorities said they believe the grim details represent Watts’ first full confession.

The suburban Denver crime began with the disappearance of Shanann Watts and the children, and Christopher Watts’ televised pleas for their safe return. He was arrested within days and later pleaded guilty in exchange for prosecutors not seeking the death penalty.

Watts, however, didn’t provide a full account at the time on the killings or his motive.

Authorities who visited Watts in February told him that “his life and situation was unique and we wanted to fully understand what happened,” according to a written summary of the interview. An audio recording indicates Watts, 33, expressed no hesitation about talking.

Watts previously blamed his wife for killing 4-year-old Bella and 3-year-old Celeste but acknowledged in the interview that was a lie. He said detectives were the first to mention that Shanann may have killed their children and he “just went with it.”

Watts said he strangled 34-year-old Shanann in their bed on Aug. 13 after he told her their marriage was over and she said he would never see their children again. Watts said his wife correctly suspected that he was having an affair, but he did not tell her about his ongoing relationship with a co-worker before killing her.

Authorities say Watts wanted a chance to start over with the woman.

Watts told investigators the woman “never asked him to get rid of his family” but their relationship may have “contributed” to his actions.

After he strangled Shanann, Watts said Bella came into their bedroom and asked what was wrong with her mother. She then watched as Watts wrapped his wife’s body in a bed sheet and pulled it down the stairs of their home.

Watts said he put her body on the floor of his truck’s back seat. When he went inside, Celeste also was awake. Watts said he loaded the girls into the backseat of the truck.

Each child had a blanket and Celeste also brought a stuffed animal. Watts claimed he had no plan for his daughters but drove to an oil worksite about 40 miles (65 kilometers) east of the family’s home in Frederick. He worked there as an operator for an oil and gas producer.

He told police he pulled Shanann’s body from the truck as the girls asked, “What are you doing to Mommy?”

He said he went back to the truck and used Celeste’s blanket to smother her as Bella watched. He then put Celeste’s body inside an oil tank before returning to the truck and smothering Bella using the same blanket, the documents say.

Her last words were “Daddy, no!” he told police, adding that Bella struggled under the blanket. He said he put her body inside another oil tank and buried Shanann’s body nearby.

Watts insisted that he did not plan to kill his wife or children.

“If I was thinking, this wouldn’t have happened,” he said.

Watts told investigators that he pleaded guilty to avoid a lengthy trial playing out before family and did not feel pressured by his attorneys to make an agreement with prosecutors.

The interview records also provide a glimpse of Watts’ life in prison. Colorado prison officials moved him out of the state but have refused to confirm his location. A site allowing people to send money to inmates lists Watts under the Wisconsin Department of Corrections.

Watts told police he read the Bible for the first time in prison and he writes down scriptures each day to send his parents. He keeps photos of his wife and daughters in his cell and “talks to them every morning and every night.”