WOBURN, Mass. (AP) – For more than two years, Neil Entwistle told the same story: he came home from running errands and found his wife and baby daughter snuggled in bed together, dead from apparent gunshot wounds.

Never once publicly – either when his family defended him, or when his friends recounted conversations with him or in a three-hour taped interview with investigators – did Entwistle offer a suggestion of who else might have killed his wife, Rachel, and their 9-month-old daughter, Lillian Rose.

But in the final days of his trial, his defense lawyers floated a stunning theory: Rachel Entwistle had killed her their baby, then committed suicide.

On Wednesday, a jury rejected that defense and convicted Entwistle of two counts of first-degree murder.

Jurors deliberated less than two days before finding Entwistle guilty of putting a .22-caliber handgun to his daughter’s chest and firing, then pointing the gun at his wife’s head and firing again.

Entwistle, 29, closed his eyes and shook his head slightly as the jury foreman announced the guilty verdict.

His parents immediately asserted their son’s innocence and said he had not received a fair trial. His lawyers said they had strong grounds for appeal.

“We know that our son Neil is innocent, and we are devastated to learn that the evidence points to Rachel murdering our grandchild and then committing suicide,” his mother, Yvonne Entwistle, said outside Middlesex Superior Court.

“I knew Rachel was depressed. Our son will now go to jail for loving, honoring and protecting his wife’s memory,” she said.

Prosecutors maintained he was in debt and dissatisfied with his sex life when he fatally shot his family in their rented Hopkinton home in 2006. After the shootings, he fled to his native England to be comforted by his parents.

The defense did not put on any witnesses.

Middlesex District Attorney Gerry Leone, standing with Rachel’s family, including her mother and stepfather, Priscilla and Joseph Matterazzo, denounced Entwistle for blaming his wife for the killings.

“I condemn Neil Entwistle for compounding the unspeakable nature of what he has done by disparaging the memory of his wife and vilifying the entire Matterazzo family by his decisions during the course of this trial,” Leone said.

Entwistle acknowledges not calling police after he said he found their bodies, and said he returned the .22-caliber gun used to kill them to his father-in-law’s house 50 miles away in an effort to preserve her honor.

His father, Clifford, said his son’s fate was sealed even before the trial.

“We will continue to fight for our innocent son with the hope that one day justice will prevail and our little granddaughter, Lillian, will rest in peace,” he said.

Rachel’s stepfather, Joe Matterazzo, thanked everyone who offered prayers and cards and support, including Rachel’s former students at St. Augustine’s Catholic High School in Droitwich, England, where she taught English.

“It was a tremendous help over the last two and a half years,” he said, declining to answer questions.

Jurors deliberated just a day and a half before reaching their verdicts. Entwistle also was convicted on two weapons charges.

Sentencing was scheduled for Thursday morning. Under state law, Entwistle must be sentenced to life in prison without the possibility of parole.

Prosecutors said Entwistle had been in a downward spiral since moving to the United States four months before the killings. He had been unable to find a job, had had several Internet businesses fail and had just moved into a $2,700-per- month rented home in Hopkinton.

During the trial, jurors heard Entwistle discuss the killings in his own voice on three hours of recorded phone conversations he had with a state trooper in the week after the murders. He sobbed as a grisly crime scene video depicting the bodies of his wife and daughter was shown to the jury.

Entwistle told police he returned home from running errands on the morning of Jan. 20, 2006, and found his wife and daughter cuddled together in bed, dead of apparent gunshot wounds.

He stammered after Sgt. Robert Manning asked him repeatedly if he had done something “out of character” the day his wife and daughter were killed.

“No, no, no,” he said.

“Of course, no, I couldn’t do that. Why would I do that?”

He struggled to explain why he never called police or sought medical help for his wife and daughter before flying back to England the day after the killings.

Entwistle told Manning he was distraught and wanted to be consoled by his parents in Worksop, England. “Looking back on it, I don’t know why I did things in the way that I did,” he said.

Entwistle never mentioned the defense murder-suicide theory during his statements to police.

People who knew the couple testified that they appeared to have a happy marriage and were both thrilled with their daughter.

But a police detective testified about computer records that showed Entwistle trolled the Internet for local escort services and joined an online swingers’ site, where he posted a profile saying he was an Englishman who was looking to meet “American women of all ages” for sex.

Rachel and Neil met at the University of York, England, in 1999, while Rachel, who grew up in Kingston, Mass., spent a year studying abroad. They lived in England for several years before returning to the United States so they could raise their daughter near Rachel’s family.

Entwistle’s attorney, Elliot Weinstein, told the jury that police failed to consider suicide because they immediately focused on Entwistle as a suspect. He said there were “very significant issues of constitutional law” on which to base an appeal.

Weinstein maintained Entwistle returned the .22-caliber handgun used to kill them to the Matterazzos’ home in Carver to protect his wife’s honor.

“Everything that Neil did after finding Rachel and Lillian in that bedroom, he did because he loved them,” Weinstein said.

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