Alan Tysheen Eugene Lassiter, 29, was charged with 3 counts of attempted murder.
Durham police said they received a 911 call from Lassiter alerting them and then they dispatched officers.
In the 911 call, Lassiter said, "I just killed... both of my daughters. CCS was trying to take my kids away from me because I was dealing with some sexual desires I was trying to get help with. But instead they turned their back on me... the whole system and tried to take my kids."
Officers went to Shearwater Drive shortly after 9 p.m. An off-duty Durham County deputy had pulled two girls, 3 and 5 years old, out of the pond.
A 7-year-old boy was able to get away and run for help, according to police.
Officers performed CPR on the children until EMS arrived. The two girls are still in the hospital.
Authorities said the 3-year-old is in critical condition and the 5-year-old is in stable condition.
Read more about the incident.
Durham police held a press conference at around 11:15 a.m. on Monday.
"It's very stressful for responders," said Police Chief Jose Lopez. "Whether you have children or not you're impacted by young lives placed in such a horrendous situation. We really feel for them."
Lassiter's bond was set at $2.25 million.
Anyone with information is asked to call Investigator E. Ortiz at (919) 560-4440, ext. 29337 or CrimeStoppers at (919) 683-1200. CrimeStoppers pays cash rewards for information leading to arrests in felony cases and callers never have to identify themselves.
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