She lives at another address on Manhattan's West Side with her son, her sister and her niece, Kelly said.
"We're just grieving. Worst nightmare anyone could ever imagine," said grandmother Karen Krim, who lives in California. "We don't have a clue what set her off."
Police on Thursday evening escorted from the apartment building the mother and her 3-year-old daughter, covering them with a white sheet to shield them from photographers and gawkers. The mother was treated at a hospital for trauma, police said.
Less than an hour before the killings, Charlotte Friedman rode in the elevator with the nanny and the youngsters.
"I told the little girl 'do you know how beautiful you are?' and she gave me the biggest smile I've ever seen and said 'thank you,'" Friedman said.
Nothing seemed amiss with the nanny or the children, she said.
Later, Friedman was back in the elevator -- heading out to run errands -- when she heard a "primal scream" from somewhere in the building.
"It was pure terror," she said. "...It was unlike anything I've ever heard before."
She isn't sure who she heard scream. But after she got off the elevator, Friedman saw the youngsters' mother screaming on the mezzanine.
News of the crime spread quickly. Some parents in the neighborhood said they rushed home to hug their own children.
Maryellen Conway, 39, a mother of two, said she called her children's nanny and they cried together. "She was in tears. I trust her, obviously, with my life and she's part of our family," Conway said. "There's no words to describe what they're going through."
On Friday morning, Jasmarin Rothbarb was pushing a stroller near the Krims' apartment building. She said she employs a nanny, but the killings have made her question whether to continue.
"It's a tough call," she said. "You trust these people with your most precious joys. I think I see more mothers out today than nannies. It's a horrible thing."
Outside the building, Kathleen Peters placed flowers at a makeshift memorial. Peters, a mother herself, also works as a nanny for children who live a few blocks away. "It makes me really, really sad," she said. "I can't understand why (the nanny) would do something like that."
The apartment is a block west of Central Park and four blocks south of the American Museum of Natural History, two locations popular with nannies.
It is not unusual for their employers to treat nannies as extended members of their own families. That was the case with the Krims. Marina Krim's blog, "Life with the Little Krim Kids," offered the loving mother's view of a family life that included Ortega as a member.
Last February, the Krims traveled to the Dominican Republic, where they met their nanny's family.
"We spent the past nine days in the Dominican Republic," Marina Krim wrote on February 18. "We spent half the time at our nanny, Josie's sisters home in Santiago and the rest at Balcones de Atlantico in Las Terrenas, a condo-style hotel where the 'Real Housewives of Dominican Republic' and their families hang on weekends. It was wonderful."
She added, "We met Josie's amazing familia!!! And the Dominican Republic is a wonderful country!!"
One photograph showed the families together, the nanny holding the girl who was learning how to swim at the time her siblings were killed.