The dad of a pregnant Colorado woman who was found dead along with her two young daughters broke down in tears in court Tuesday as his son-in-law was charged in their murders.

Wearing an orange jumpsuit with his feet in chains, suspect Chris Watts, 33, said, “Yes, sir” when the judge asked if he understood the charges, CBS News reported.

Watts faces three murder charges, as well as a charge of unlawful termination of a pregnancy, for allegedly strangling his wife, Shanann Watts, 34, and their two toddler daughters, Celeste, 3, and Bella, 4, last week.

Shanann Watts’ father, Frank Rzucek Sr., wept as the judge read the charges.

Watts admitted strangling his wife in a rage but claimed that she was the one who killed their daughters when she found out he wanted to separate, according to his arrest affidavit.