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FREDERICK, Co. — Their disappearance shocked family, friends and neighbors in a quiet Colorado town. Shanann Watts, 15-weeks pregnant, and her young daughters – Celeste and Bella – suddenly missing without a trace early Monday morning.

Christopher Watts made an emotional appeal for his family’s return.

“If somebody has her, just please bring her back. I need to see everybody. I need to see everybody again. This house is not complete without everybody here.”

But the investigation led police to Christopher. The husband and father was arrested late Wednesday.

CBS 4 in Denver received a statement from Shanann’s family that read:

“It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella and Celeste, were viciously murdered by husband Chris Watts, who confessed to the killings.”

Police haven’t confirmed that confession nor have they released any information on the whereabouts or conditions of the missing wife or daughters.

Watts, himself though, hinted at trouble at home.

“Did you guys get into an argument before she left?”

“It wasn’t an argument. It was an emotional conversation – I’ll leave it at that,” he replied. “I just want them back.”

Police said Watts is being held at the Weld County Jail, no charges have yet been filed.