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FREDERICK, Colo. (CBS4) – Late Wednesday night, police in Colorado arrested the husband of a pregnant woman who disappeared with their two daughters on Monday.

Investigators were seen taking evidence out of the family’s home in Frederick, which included a truck.

Investigators have not yet detailed what Chris Watts reportedly confessed to them. However, the family of Shanann Watts has also been told that Chris Watts has agreed to bring officers to the location of the bodies, so they may be recovered.

(Photo Source: Facebook)

One of Shanann’s friends posted on Facebook saying she left her phone, purse, car seats and children’s medicine at home early Monday morning.

Shanann’s family provided a statement to CBS Denver, saying “It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella (4), Celeste (3) were viciously murdered by husband Chris Watts; who confessed to the killings. Please keep Shanann’s parents and brother in your prayers.”

The Colorado Bureau of Investigation issued an Endangered Missing Alert for Shanann Watts and her daughters, Bella and Celeste, on Tuesday afternoon.

Police passed out flyers to passing motorists in Frederick on Wednesday afternoon in hopes of more information from the public.

Chris Watts spoke with reporters following the disappearance of his family and pleaded for their safe return.

“I just want them to come back,” he said. “If somebody has her, just please bring her back. I need to see everybody. I need to see everybody again.”

Chris Watts has been charged with three counts of first-degree murder and three counts of tampering with evidence.

Frederick Police will hold a news conference at 10:30 a.m. Thursday to update the case.