ABC News(DENVER) — A Colorado man is facing charges in connection with the killing of his pregnant wife and two young daughters after the mother and their little girls went missing earlier this week.

Shanann Watts, who was 15 weeks pregnant, and the couple’s daughters, Celeste, 3, and Bella, 4, were reported missing Monday by a family friend, according to police in Frederick, about 35 miles north of Denver.

A body believed to be Shanann Watts has been recovered, officials said Thursday.

Authorities have a “strong reason to believe” they know where the girls’ bodies are and recovery efforts are underway, officials added.

Watts’ husband, Chris Watts, who initially spoke out to the media when his family went missing, was taken into custody Wednesday.

Chris Watts, 33, was booked on three counts each of first-degree murder and tampering with physical evidence. He is set to appear at a bond hearing Thursday afternoon.

“I’m pissed, raged, miserable,” Shanann Watts’ brother, Frankie Rzucek, told ABC News.

“I just want to know why,” he wrote on Facebook. “My precious family my one and only sibling, my sister Shanann, 2 adorable nieces Bella and Celeste and her soon to be found out unborn son Niko.”

“May Satan have mercy on his soul,” Frankie Rzucek wrote.

Family friends who stood by the husband said they were shocked to hear of his arrest.

Chris Watts had initially told reporters that his wife, 34, disappeared without a trace, leaving her purse and keys at home.

“When I came home and then walked in the house, nothing. Vanished. Nothing was here,” he told ABC Denver affiliate KMGH-TV Tuesday. “My kids are my life. … I mean, those smiles light up my life.”

Friends who spoke with Chris Watts after his family’s disappearance said the only thing missing in the house was his daughter’s treasured baby blanket.

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