Alejandro was once a Mexican Police Officer
Throughout the film, I kept wondering why there were scenes showing the corrupt Mexican cop Silvio's family. Why bother building sympathy for such an insignificant character?
Then it hit me: Alejandro was once a Mexican police officer, too. Unlike Silvio, however, Alejandro refused to do the Cartel's bidding. They murdered his family as punishment.
Alarcon alludes to this right before Alejandro kills him: "Your wife, you think she'd be proud of what you've become?" Alejandro was once a good cop who tried to do right.
EDIT: Annnd I'm wrong. Alejandro was a prosecutor.
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