McALLEN, Texas (AP) — A man held in an Edinburg, Texas, jail on charges he threatened a South Texas sheriff had nothing to do with the 2010 killing of a U.S. Border Patrol agent in Arizona, according to the sheriff and the FBI.

In an interview with the Spanish language network Univision, a man identified as Gustavo Lozano Cruz claims to be a Mexican drug hit man responsible for agent Brian Terry's death. The man spoke to Univision in an interview in Monterrey, Mexico, before he turned himself in to U.S. authorities in Texas. His face was obscured during the interview, but Univision said a crew followed him to the border as he surrendered.

Terry was mortally wounded on Dec. 14, 2010, in a firefight north of the Arizona-Mexico border between U.S. agents and five men who had sneaked into the country to rob marijuana smugglers. The killing figures in the Fast and Furious gun-walking scandal because two rifles found at the scene were linked to that botched federal investigation.

When asked about the Lozano Cruz's purported link to Terry's killing, FBI spokesman Manuel Johnson in Phoenix said Friday "that information is inaccurate" but declined to elaborate.

Lozano Cruz was arraigned Thursday on two counts of making a terroristic threat against Hidalgo County, Texas, Sheriff Lupe Trevino, who said he has no evidence Lozano Cruz was involved with Terry's killing.

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Associated Press writer Paul Davenport in Phoenix contributed to this report.