A U.S. man has admitted to killing his two young children in Rosarito, Baja California, on Monday, claiming he was was saving the world from monsters.

Matthew Taylor Coleman, 40, was arrested Monday while crossing the border at San Diego and faces charges of the foreign murder of U.S. citizens.

According to a criminal complaint filed Wednesday in a California court, Coleman told the Federal Bureau of Investigation that he drove his children from their home in Santa Barbara to Rosarito, where he shot them in the chest with a speargun.

The bodies of the children, a 10-month-old girl and a 2-year-old boy, were found Monday morning with multiple stab wounds at Rancho del Descanso in Playas de Rosarito.

An FBI agent said in an affidavit that Coleman confessed to the murders, stating he believed his children were going to grow into monsters and he had to kill them. He explained that “he was enlightened by QAnon and Illuminati conspiracy theories and was receiving visions and signs revealing that his wife possessed serpent DNA and had passed it on to his children.”

Coleman believed he was saving the world from monsters, the affidavit said, and admitted he knew it was wrong but it was “the only course of action that would save the world.”

QAnon and the Illuminati are conspiracy theorists who claim there are people secretly controlling world affairs.

In Mexico, officials have recovered the murder weapon, bloody clothes and a baby’s blanket, the FBI said.

On Sunday, Coleman’s wife reported him and the children as missing. She earlier told Santa Barbara police that she didn’t think her husband would hurt their children or that they were in danger.

Coleman, owner of a surfing school in Santa Barbara, appeared in court Wednesday where he was ordered held in custody. He will be arraigned August 31 in Los Angeles.

With reports from NBC San Diego