The third victim was identified by the TV station as the girls' 14-year-old neighbor, Laisha Perez.
Harris County Sheriff's Office deputies responded to the Galena Park home they were found around 10:30 p.m. Saturday.
THREE TEENS, 1 MAN DEAD IN APPARENT MURDER-SUICIDE IN TEXAS HOME
Sheriff Ed Gonzalez said the 38-year-old shooter was the live-in boyfriend of the sisters' mother.
Investigators said he shot and killed the teens before turning the gun on himself. His motive remains under investigation, but Gonzalez previously said an argument between the man and three girls took place before the shooting.
AUSTIN MAN THREATENED WITH FINES FOR CODE VIOLATIONS AFTER SUSPECTED DRUNK DRIVER PLOWS THROUGH SPARE BEDROOM
"He then proceeded to sexually assault a 12-year-old that was inside the residence," Gonzalez told KHOU. "After that, he told her to go ahead and run from the house ... she did so and ran out of the residence without any clothing."
The girl was reportedly able to grab a 1-year-old toddler on her way out of the home.
Amy Ortega, who lives a few houses down from the victims, told FOX 26 she called 911 when she discovered the girl running down the street naked while holding the baby.
"She was saying he killed my sisters. He killed my friend. Why my friend? My friend was just visiting. He was crazy. It was jealousy. He killed them for jealousy," Ortega said.