Emergency responders were called to the 6400 block of Penbrooke Drive on Sunday night, after one of the women ran out of a house screaming and covered in blood. She later died in a neighbour's arms, according to witnesses.
Police found two more victims inside the house. One was dead, while the other was taken to hospital with non-life-threatening injuries.
Officers arrested a male suspect near the scene and took him to hospital after concluding he had ingested an unknown substance.
The city is still reeling from last month's stabbing attack in the Brentwood area that killed five people.