NEW ORLEANS — A filmmaker says he was stunned when he heard Robert Durst, a wealthy eccentric linked to two killings and his wife’s disappearance, say he “killed them all.”

Andrew Jarecki tells ABC’s “Good Morning America” that the recorded comment was “chilling” to hear.

Durst was arrested on a murder warrant just before Sunday evening’s showing of Jarecki’s HBO documentary about the killings.

Filmmakers say Durst wore his microphone into a bathroom after being confronted about similarities in handwriting in a letter he wrote and another linked to one of the killings.

What followed was a bizarre rambling in which Durst said, apparently to himself, “What the hell did I do? Killed them all of course.”

Jarecki says he didn’t know the arrest was coming.

Durst’s lawyer, Chip Lewis, says his client is innocent.