Lopez was arrested Thursday after a months-long investigation, during which Adams County Sheriff's Office detectives interviewed scores of people and, at one point, described a man named Shawn Schwartz as a "person of interest" in the case. Schwartz popped onto law enforcement's radar because he posted on Facebook regularly about Bollinger's case, and investigators had concern over his mental health, 7News reported.
Bollinger also posted about Schwartz on Facebook about two weeks before her death, accusing him of stalking her and harassing and threatening her friends and family. It was the last public post on her profile.
McIntosh said Schwartz, who was arrested Friday in Boulder County on unrelated charges, is no longer though to be involved in Bollinger’s death.
Investigators also pored over Bollinger’s social media accounts and her cellphone. Reviewing all the data took time, McIntosh said.
"As you could imagine, a 19-year-old's social media or phone, there's a lot of data there," McIntosh said during the news conference. "So, looking through all of that data, conducting numerous interviews, we were able to develop and identify Joseph Lopez."
An arrest affidavit obtained by multiple media outlets, including Investigation Discovery's CrimeFeed, stated that investigators found more than 100 text messages between Bollinger and Lopez on the day she was reported missing. Investigators tied the conversation to Lopez and reached out to him on Thursday.
“When we contacted him, he did make the comment that he thought that he might know why we wanted to speak,” McIntosh said Friday.
Lopez went to the Sheriff’s Office willingly and sat for an interview with detectives, after which point he was charged with Bollinger’s murder.
The arrest affidavit stated that before questioning even began, Lopez told the investigators he "was sure it had to do with the girl he talked to on Craigslist."
According to the affidavit, Lopez told investigators he was browsing the "Women Seeking Men" section of Craigslist sometime after Christmas when he spotted an ad titled, "I Want to Put a Hit on Myself."
Sheriff's Office officials would not confirm for NBC News Monday whether that ad existed.
Click here to read the arrest affidavit in its entirety.
Lopez told investigators he responded to the ad because he, too, had suffered from depression and thoughts of suicide before and thought he might be able to help the person who posted the ad, the affidavit said. Investigators said Lopez told them he created a fake "hit man" persona through which he contacted Bollinger and, in a text conversation, agreed to meet her and help her commit suicide.
He said he hoped to talk her out of killing herself once they met, the affidavit said.
According to the document, Lopez told investigators that he picked Bollinger up at her apartment complex, at which time she told him she wanted to be shot execution-style from behind, so she would not see the gun. When he told her he didn't have a gun, she offered to let him use the one she had at her apartment and said that he could keep it afterward and sell it, the affidavit stated.
Investigators said that when Bollinger’s boyfriend reported her missing, he reported that his 9mm Glock was also gone. The affidavit stated that Bollinger’s autopsy showed she had been killed with a bullet from a 9mm handgun.
Lopez initially told detectives that when they could not find a location Bollinger thought suitable for her death, he took her home and never saw her again.
Following a break and a snack of cookies and Mountain Dew, the investigators told Lopez that his cellphone records, including GPS and cell tower pings, showed that he had been at the exact location where Bollinger's body was later found, the affidavit said.
At that point, Lopez told them he was present when Bollinger died, but claimed that he was unable to talk her out of suicide and that she shot herself in the temple. He said he panicked and grabbed her gun and purse and fled the scene.
Investigators told Lopez that he still was not being 100 percent truthful, according to the affidavit. They told him that Bollinger's autopsy findings showed she could not have killed herself because the gun was between 1 and 3 feet away from her head when it was fired.
The document stated that Lopez again changed his story, telling the detectives that Bollinger had convinced him to help her commit suicide. He said that Bollinger knelt on the ground where she was later found, and he knelt with her.
"Joseph Lopez said he and Natalie Bollinger said a prayer together and then he held the gun with both of his hands," the affidavit read. "He said he was shaking so he decided to turn his head to the right, away from Natalie Bollinger, and he closed his eyes."
Lopez said he fired a single shot, which struck Bollinger in the head. He said he then took the gun and her purse, both of which he later hid under the spare tire in the trunk of his car, and fled, the affidavit said.
He did not tell anyone, not even his fiancée, what he had done.
"Joseph Lopez did tell us that it was eating away at him and that several times, he felt like just calling the police himself and confessing to shooting Natalie Bollinger," the affidavit said.
The affidavit stated that no suicide notes from Bollinger were found, and that family members told investigators she seemed upbeat, both looking forward to acceptance to school and applying to a variety of jobs.
Family and friends did say, however, that she had suffered from suicidal thoughts in the past.
Lopez is being held without bond in the Adams County Jail.