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Thousands of migrants, detained for months in southern Mexico, formed a new caravan in protest on Sunday to head for the capital to speed up their applications for U.S. asylum.

The migrants, mostly Venezuelans, started their march north early in Tapachula, the city bordering Guatemala whose detention centers have been overwhelmed by their vast numbers. Some said they expected to reach Mexico City in about 10 days.

Fleeing violence and poverty in Central America, thousands of migrants walk together for safety to Mexico each year, crossing several states in hopes of finding a legal route into the United States.

The new caravan has about 3,000 migrants, some from China and other Asian countries, Tapachula authorities estimated.

“We joined the caravan to be safer and not be detained,” said Yoani, a Venezuelan migrant, who only gave his first name, by phone.

Out of money, he said his family was hoping to speed up the legal process needed for onward travel in Mexico City.

Irineo Mujica, director of the non-profit Pueblos Sin Fronteras (People Without Borders), said the new caravan arose as a form of protest by migrants demanding the closure of detention centers.

Last month, about 40 people died in a fire in one such center in Ciudad Juarez in northern Mexico.