A US Border Patrol supervisor who confessed to killing four women and assaulting a fifth who managed to escape remained in jail on Monday, police said in court records.

Juan David Ortiz is being held in Laredo on $US2.5 million ($A3.5 million) bail on four counts of murder, aggravated assault with a deadly weapon and unlawful restraint.

According to affidavits, the 35-year-old Ortiz “provided a voluntary verbal confession” early on Saturday in the deaths of the women.

Ortiz was arrested a day after being found hiding in a truck in a hotel parking lot in Laredo, Texas, at about 2am on Saturday (4pm AEST), capping what investigators portrayed as a 10-day string of violence.

Webb County District Attorney Isidro Alaniz said on Saturday that investigators “consider this to be a serial killer” whose victims were believed to be prostitutes.

Mr Alaniz described how the Customs and Border Patrol supervisor continued going to work as usual throughout that time.

“As law enforcement was looking for the killer … he would be reporting to work every day like normal,” he said.

It all began with the discovery on September 4 of the body of 29-year-old Melissa Ramirez. According to court records, Ortiz said he killed Ramirez a day earlier. Like the other victims, Ramirez was shot in the head and left in a road in rural northwest Webb County.

She was a mother of two. Her mother, Maria Cristina Benavides, told the San Antonio Express-News on Sunday that she had been collecting donations on a street corner on Saturday to pay for her daughter’s funeral.

“I hurt a lot. All I want is justice. I want that guy to die in jail for taking the life of my daughter,” Ms Benavides said.

A second victim, 42-year-old Claudine Anne Luera, was found shot and left on the road on Thursday morning, badly injured but still alive, according to the affidavit. The mother of five died at a hospital later that day.

On Friday, according to the affidavit, Ortiz picked up a woman named Erika Pena. She told police she struggled with Ortiz inside his truck, where he pointed a pistol at her, but that she was able to flee. She made it to a petrol station where she found a policeman whom she asked for help.

According to the affidavit, Ortiz told investigators that after Pena ran off, he picked up his last two victims, whose identities have not yet been released by authorities.

Mr Alaniz said one of the unnamed victims was a transgender woman. At least two were US citizens; the nationalities of the others were not known, he said. He said investigators are still working to determine a motive.

Ortiz was believed to have acted alone.

The US Customs and Border Protection issued a statement offering its “sincerest condolences” to the victims’ families and saying criminal activity by its employees is not tolerated.

The Texas Department of Public Safety, whose Texas Rangers are investigating, referred questions on the case to the Webb County Sheriff’s Office. Sheriff Martin Cuellar did not return several messages seeking comment. Jail records don’t list a lawyer to speak for Ortiz, who had worked for Border Patrol for 10 years.

He is the second Border Patrol agent in Laredo to be arrested on a murder charge this year after Ronald Anthony Burgos-Aviles was accused of killing a woman with whom he was romantically involved and her one-year-old child. Prosecutors are seeking the death penalty in that case.