Police continued their investigation Thursday into a series of murders that include the deaths of a mother and her two young daughters in Kumagaya, Saitama Prefecture, suspecting the possible involvement of a 30-year-old Peruvian man they questioned days earlier.

The man, identified as Jonathan Nakada, who is unemployed with no fixed abode, sustained a skull fracture after falling out of a window and remains in a critical condition. He was taken into custody by the police at around 5:30 p.m. Wednesday after apparently breaking into a home with a knife, where Miwako Kato, 41, and her daughters, Misaki, 10, and Haruka, 7, were found stabbed to death, the police said. Their bodies were found in a closet.

On Sunday, before the murders occurred, the Saitama Prefecture Police questioned Nakada on a voluntary basis following a tipoff from a fire station about “a foreigner mumbling something in a smattering of Japanese.” He apparently told the officers that he wanted to go back to Peru. But the police lost track of him after he ran away when he was allowed to go for a cigarette break in a smoking area at the Kumagaya police station.

National Police Agency chief Masahito Kanetaka acknowledged the “grave consequence” that occurred after he disappeared. But Kanetaka also said it was difficult at the time for police to detain the man against his will because there was no proof or indication he was involved in a crime.

Nakada is also a suspect in the deaths of three other people in the past few days at two nearby houses in Kumagaya, according to police.

Around one hour before he was taken into custody on Wednesday, police found the body of Kazuyo Shiraishi, an 84-year-old woman, wrapped in a cloth in the bathroom at a home around 100 meters away from the scene of the Kato family murders.

And on Monday, the police found the bodies of Minoru Tasaki, 55, and his wife Misae, 53, around 1.5 km away in the same city. Both had also been stabbed. They apparently bled to death after suffering deep wounds and cuts in their upper bodies.

The police said footprints found at all three homes led them to believe the same person may have been involved in all six slayings.

Nakada arrived in Japan 10 years ago and had moved around in the Kanto region, according to the police.

Investigative sources said the police confirmed a break-in by a foreigner at another home while investigating the Tasaki killings and had obtained an arrest warrant for Nakada on Tuesday for allegedly trespassing into a home.

On Wednesday, the police were notified by a relative that Shiraishi could not be found. The police visited Shiraishi’s home and found her body in a bathtub. Subsequently, while visiting a home nearby, the police spotted a man with a knife looking out from a window on the second floor of the Kato home.

When the police asked the man to drop the knife, he sat on a window frame, inflicted cuts on both of his wrists, released the knife and fell from the window, according to the police.