Ortiz, a 10-year-veteran of U.S. Customs and Border Protection, was arrested September 15 for the murder of four women.
Ortiz was a 10-year veteran of the Border Patrol.
Authorities said that nearly had no doubt that Ortiz was behind the gruesome acts, with Webb County Sheriff Martin Cuelllar stating that police are in possession of "very strong evidence" implicating Ortiz.
A second victim, 42-year-old Claudine Anne Luera, was found shot and left in the road Thursday morning, badly injured but still alive, according to the affidavit.
"When she tried to escape from him at a gas station that's when she ran into a (state) trooper", he said. Ortiz was captured in the parking lot of a Laredo, Texas, hotel after fleeing from state troopers.
He has admitted the slayings to cops, the paper reported, citing a police affidavit. He said authorities believe Ortiz was "profiling" and "hunting" certain types of victims.More news: Anderson Cooper Calls Out Junior's Lies
After Pena escaped from Ortiz's truck Friday, the Border Patrol agent continued on his predatory path, returning to the San Bernardo Avenue area, where he picked up another woman early Saturday and drove her north on Interstate 35.
She told police she struggled with Ortiz inside his truck, where he pointed a gun at her, but that she was able to flee.
CBP says in a statement that while it is the agency's policy not to comment on an ongoing investigation, "criminal activity by our employees is not, and will not be tolerated".
Juan David Ortiz, an intel supervisor for the Border Patrol, was apprehended early Saturday morning.
He had killed two more people in the five hours between the assault on the escaped woman and his capture.
Authorities have not released a motive in the case. The last body was found Saturday after Ortiz told officers where to look. The prosecutor says he feels happy describing Ortiz as a serial killer.More news: Joker Movie Casts Dark Knight Rises Actor As Thomas Wayne
Police say he confessed to four killings, but refrain from revealing details of the attacks.
"This case broke open yesterday with an aggravated kidnapping and then a lookout for a suspect, in this case Ortiz", said Isidro R. "Chilo" Alaniz, Webb County district attorney.
Authorities didn't disclose the victims' names or nationalities but said they may have been prostitutes.
A Border Patrol agent was arrested in south Texas on Saturday.
Ortiz was charged with four counts of first-degree murder, one count of aggravated assault and one count of unlawful restraint, court records show. We have advocated for and implemented new standards during the hiring process as well as new standards of professionalism after joining Border Patrol.More news: Fears 'US Border Patrol killer' may have more victims