TMZ first reported that Police were investigating a profile on a sex website they believed could belong to James Holmes, the man accused of killing 12 people and wounding at least 58 others in a mass shooting in Aurora, Colorado.

Scroll down for a photo from the profile police are investigating. (Credit: TMZ)

And now TMZ reports that the alleged shooter was rejected by three different women on that adult sex website in the days before he allegedly opened fire in Aurora's Century 16 movie theater.

The shooting occurred during a midnight premiere of the newest Batman film, "The Dark Knight Rises." The incident is one of the deadliest mass shootings in recent U.S. history with the most fatalities since the 2007 Virginia Tech shooting.

One of the women told TMZ that Holmes wasn't aggressively seeking out sex, rather he was just looking to "maybe chat, but "nothing sexual." However TMZ points out that the profile stated that he wasn't just interested in friendship -- he described himself looking for a "casual sex girl" and possibly group sex.

TMZ reports a man claiming to be Holmes created a profile on AdultFriendFinder.com on July 5. Police told TMZ "investigators are now looking at the site to determine its authenticity." The profile on the sex site has since been removed from the site.

The profile features a photo of a man with red-orange hair. According to CNN, a source in federal law enforcement with knowledge of the shooting investigation said the shooter had his hair colored red and told police he was "the Joker," an allusion to the Batman villan most recently made popular by Heath Ledger's portrayal in the 2008 film "The Dark Knight."

In his first court appearance Monday morning, James Holmes appeared with red-orange hair.

TMZ reports:

"Holmes" created the profile on AdultFriendFinder.com July 5 -- and included a picture of himself with reddish, orange hair ... just as officials in Aurora, CO said he looked when he was apprehended Friday morning.

"Holmes" -- who used the screen name classicjimbo -- included a cryptic message on the top of the profile which reads, "Will you visit me in prison?"

In his profile, "Holmes" says he's 6'0" and single ... with an athletic body. Note -- the FBI says Holmes is 6'3".

Below, a photo from the profile police are investigating. (Credit: TMZ)

james holmes sex site

(hat tip: TMZ)

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  • Family members of a victim from last week's theater shooting in Aurora, Colo., link hands as they arrive for a court appearance by shooting suspect James Holmes at the Arapahoe County Courthouse, Monday, July 23, 2012, in Centennial, Colo. Twelve people were killed and dozens were injured in the shooting attack early Friday at the packed theater during a showing of the Batman movie, "The Dark Knight Rises." (AP Photo/Alex Brandon)

  • A woman, third from left, is led to the courtroom where James Holmes appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is the suspect in the mass shooting last Friday in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Barry Gutierrez)

  • James E. Holmes, center, appears in Arapahoe County District Court, with public defenders Tamara Brady, right, and Daniel King Monday, July 23, 2012, in Centennial, Colo. Holmes is accused of killing 12 and wounding 58 in a shooting rampage in a movie theater on Friday, July 20 in Aurora, Colo. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • Public Defender Tamara Brady stands in Arapahoe County District Court Monday, July 23, 2012, during the appearance of James E. Holmes in Centennial, Colo. Holmes is accused of killing 12 and wounding 58 in a shooting rampage in a movie theater on Friday, July 20 in Aurora, Colo. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • James E. Holmes appears in Arapahoe County District Court with Public Defender Tamara Brady Monday, July 23, 2012, in Centennial, Colo. Holmes is accused of killing 12 and wounding 58 in a shooting rampage in a movie theater on Friday, July 20 in Aurora, Colo. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • James E. Holmes, left, appears in Arapahoe County District Court, with defense attorney Tamara Brady, right, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting on Friday, July 20, in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • In this image taken from video provided by KUSA.com, James Holmes, left, the suspected gunman in Friday's Colorado theater massacre, makes his first appearance in court with his attorney in Aurora, Colo., Monday, July 23, 2012. (AP Photo/KUSA.com)

  • Assistant District attorney Karen Pearson speaks at a hearing for James E. Holmes in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting last Friday in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • James E. Holmes, left, appears in Arapahoe County District Court, with defense attorney Tamara Brady, right, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting on Friday, July 20, in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • James E. Holmes, center, appears in Arapahoe County District Court, with public defenders Tamara Brady, right, and Daniel King Monday, July 23, 2012, in Centennial, Colo. Holmes is accused of killing 12 and wounding 58 in a shooting rampage in a movie theater on Friday, July 20 in Aurora, Colo. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • James E. Holmes appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting Friday, July 20, in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • People in the courtroom listen to the court hearing of James E. Holmes in Arapahoe County District Court Monday, July 23, 2012, in Centennial, Colo. Holmes is accused of killing 12 and wounding 58 in a shooting rampage in a Colorado theater on Friday, July 20. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • Public Defender Daniel King address the court as James E. Holmes appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting on Friday, July 20, that killed 12 and injured dozens of others in a movie theater in Aurora, Colo. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • Public Defender Daniel King talks with Public Defender Tamara Brady, right, as James E. Holmes, center, appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting last Friday in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)James E. Holmes appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting last Friday in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • District Court Judge William Blair Sylvester speaks as James E. Holmes appears in Arapahoe County District Court, Monday, July 23, 2012, in Centennial, Colo. Holmes is being held on suspicion of first-degree murder, and could also face additional counts of aggravated assault and weapons violations stemming from a mass shooting last Friday in a movie theater in Aurora, Colo., that killed 12 and injured dozens of others. (AP Photo/Denver Post, RJ Sangosti, Pool)

  • Anggiat Situmeang, center, who suffered an injury in last week's theater shooting in Aurora, Colo., is helped inside to see a court appearance by alleged shooter James Holmes, at the Arapahoe County Courthouse Monday, July 23, 2012, in Centennial, Colo. (AP Photo/Alex Brandon)

  • District Attorney for the 18th Judicial District, Carol Chambers, speaks during a news conference after a court appearance by James Holmes at the Arapahoe County Courthouse in Centennial, Colo. on Monday, July 23, 2012. Twelve people were killed and dozens injured in a shooting attack early Friday at a packed theater in Aurora, Colo. during a showing of the Batman movie, "The Dark Knight Rises." Police have identified the suspected shooter as James Holmes, 24. (AP Photo/Alex Brandon)

  • District Attorney for the 18th Judicial District Carol Chambers departs after speaking during a media availability after a court appearance by James Holmes at the Arapahoe County Courthouse in Centennial, Colo. on Monday, July 23, 2012. Twelve people were killed and dozens injured in a shooting attack early Friday at a packed theater in Aurora, Colo. during a showing of the Batman movie, "The Dark Knight Rises." Police have identified the suspected shooter as James Holmes, 24. (AP Photo/Alex Brandon)

  • District Attorney for the 18th Judicial District, Carol Chambers, leaves after a news conference after a court appearance by James Holmes at the Arapahoe County Courthouse in Centennial, Colo. on Monday, July 23, 2012. Twelve people were killed and dozens injured in a shooting attack early Friday at a packed theater in Aurora, Colo. during a showing of the Batman movie, "The Dark Knight Rises." Police have identified the suspected shooter as James Holmes, 24. (AP Photo/Alex Brandon)