NEW ORLEANS — As federal prosecutors in Louisiana formally brought charges Friday against the man accused of killing a Loranger woman and one of her two young daughters, documents filed by a New Orleans FBI agent detail the accused man's intent to keep one girl alive for sexual purposes.

At a hearing in New Orleans federal court, prosecutors accused Daniel Callihan, 36, of kidnapping and transporting minors for criminal sexual activity. An FBI agent assigned to the case said in an affidavit filed with the court that Callihan admitted to two murders and discussed why his 6-year-old kidnapping victim wasn't killed.

"During his custodial interview, CALLIHAN confessed to the murders of CALLIE BRUNETT ("BRUNETT") and her minor daughter, MINOR VICTIM 1 (a four-year-old female whose identity is known to me), the theft of BRUNETT's vehicle and disposal of her cellular telephone, and his intent to keep the living minor child as a 'sex slave,'" Special Agent Patrick Brister wrote.

Callihan also told investigators he had stabbed Brunett about 30 times. 

The girls were likely abducted June 12; their mother's body was found in their home June 13. Roadside license plate readers tracked Callihan to a McDonald's restaurant in McComb, Mississippi, where he was changing a tire on Brunett's car, then to a neighborhood south of Jackson, Mississippi. U.S. marshals said a witness had seen Callihan with the two girls.

On the day Brunett's body was found, Callihan's sister said she received a message from Callihan through Brunett's Facebook account, and that Callihan said "he had done something bad and needed gas money." Callihan's sister notified police, the affidavit said.

While a task force was staging near where it believed the girls to be, witnesses said they had recently heard two girls screaming from a wooded area. Moments later, agents found the girls, and the younger one was dead.

Louisiana prosecutors have already accused Callihan of killing Callie Brunett, 35, and Erin Brunett, 4. State charges are also pending in Mississippi.

Erin Brunett and her sister were the subject of an AMBER alert after their mother's body was found in their home June 13. Police ultimately tracked Callihan and an alleged accomplice, Victoria Cox, 32, to central Mississippi.

Callihan had previously faced a kidnapping accusation in Mississippi federal court . The transportation charge was added Friday. Though partially redacted, the federal court documents reference Louisiana and Mississippi statutes governing rape and sexual battery.

He is due in federal court July 12.

A prayer vigil for Erin and Callie Brunett is scheduled for Saturday at 7:30 p.m. at Loranger High School's football field. More information can be found here.