PORTLAND -- A couple charged in a three-state killing spree that left four people dead say they killed an Oregon teen because his last name sounded Jewish, according to court documents. David Joseph Pedersen, 31, and Holly Ann Grigsby, 24, were being held on $1 million bail after their arrest by California Highway Patrol officers last week.

At the time of their arrest, Grigsby also reportedly commented that the couple were on their way to Sacramento to 'kill more Jews.'

Cody Myers, 19, of Oregon was on a trip to the Newport Jazz Festival when he was reported missing. Detectives think he was killed east of Toledo in the Pioneer Mountain area.

Myers' body was found last Wednesday near Mary's Peak. Myers died from bullet wounds to the head and chest.

The couple is also accused of the murder of Pedersen's stepmother Leslie Pedersen and father 56-year-old David Jones Red Pedersen. A fourth victim. Reginald AllenClark, was identified Monday in Eureka, California.

Timeline: WAmurder and Cody Myers case

Murder suspects confess

David Pedersen told The Appeal Democrat that he killed his father, David Jones Pedersen, because he molested his older sister when she was younger. He said it was his responsibility to make sure it didn't happen again.

The elder Pedersen was found dead inside his Jeep Patriot Friday in a remote area of Linn County, Oregon.

In a five-hour statement to investigators, Grigsby said they killed Red Pedersen as he drove them to the bus station in Everett. Detectives said Grigsby told them Joey sat behind Red and shot him from behind while Holly took control of the vehicle.

Grigsby said they went to the home in south Everett where they killed Leslie for her knowledge of the molestation and failure to do anything about it.

According to court documents, Grigsby confessed to binding Leslie's hands, feet and mouth with duct tape and then slashing her throat, killing her using two knives.

Police were able to track the couple as they used the credit cards of the parents while on the run from Washington to Oregon. Detectives pulled surveillance video of the couple from stores where they used the cards.

Pedersen initially had declined to speak with police, whereas Grigsby spoke for five hours about the crime spree.

Pedersen then started granting intervies with police and the media. He said Grigsby was not responsible for the killings. The day the couple was booked into jail, police found a note penned by Pedersen and sent to Grigsby detailing how he would take the fall for the killings.

David Pedersen was reported missing after his wife was found dead on Sept. 28 at their home in Everett, Wash.

Oregon State Police spokesman Gregg Hastings also said Monday that police in Eureka, Calif., found the body of 53-year-old Reginald Alan Clark and they think the couple killed him, too. Clark had been shot in the head, Hastings said.

Clark was African-American. Police have not said whether he was killed by the self-proclaimed white supremacists because of his race.

Couple suspected in Oregon teen's murder

The couple is also suspected in the murder of Oregon teen Cody Myers.

Documents: Monday's Snohomish Co. Court filing

Anyone who witnessed the white Plymouth with Oregon license 025 CCH, or black 2010 Jeep Patriot with Washington license plates ABZ 7996, in the Newport or Toledo areas was asked to call Lincoln County Sheriff's Office Tip Line at (541) 265-0669.

Photos: Washington murder suspects captured

Police also wanted to hear from anyone at the Newport Performing Arts Center or across the street at Don Davis Park on Saturday, October 1st, during the daytime performances of the jazz festival with photos or video.

Background:2 named as suspects in Cody Myers' murder

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