A white supremacist couple accused of committing four murders in a two-week crime spree across three states were on their way to Sacramento, California to “kill more Jews” when they were arrested by a California Highway Patrol officer last week, according to law enforcement investigators.

The alleged victims of David “Joey” Pedersen, 31, and his 24-year-old girlfriend Holly Ann Grigsby include Reginald Alan Clark, a 53-year-old African-American man apparently targeted at random and shot to death in his pickup truck in Eureka, California. Pedersen referred to Clark in a recent jailhouse interview as a “dead Negro.”

The pair also gunned down 19-year-old Cody Myers in Lincoln County, Oregon because his last name “made them think he was Jewish,” Grigsby reportedly told authorities. Myers was a devout Christian.

According to court filings, Pedersen and Grigsby have admitted killing Clark and Myers as well as Pedersen's father and stepmother, who were slain September 28 in Everett, Washington. Pedersen has since claimed that Grigsby had “nothing to do with” the murders and that he had held her against her will; according to the charging documents Pedersen had written Grigsby a note in jail promising to take the blame for their alleged crimes.

Both alleged killers have long criminal records. Grigsby has five past felony convictions for identity theft and stealing cars. In May Pedersen was released from prison after serving seven years for assaulting a police officer, his third felony conviction. In 2001 he was convicted of threatening the life of a federal judge in Idaho.

A large tattoo across Pedersen's neck reads “SWP,” which stands for “Supreme White Power.” SWP tattoos are common among members of the Nazi Low Riders, a prison-based white supremacist gang. Investigators have not revealed whether they believe Pedersen is a member of the NLR. The Southern Poverty Law Center reported last week that Pedersen was linked with a neo-Nazi gang known as Aryan Death Squad, and that a condition of his supervised release from prison was that he not associate with current or past members of Aryan Death Squad or any other criminal group.

Grigsby reportedly posted white supremacist messages to her Facebook page and her father told the Associated Press she'd gotten “mixed up” with white supremacist groups. Grigsby also reportedly voiced white supremacist views to fellow inmates in an Oregon women's prison.

A .22 caliber handgun, a 9mm handgun and a rifle were found in the stolen car the couple was traveling in when they were arrested October 5 near Marysville, California. It's not yet clear how Pedersen and Grigsby obtained the firearms, which as convicted felons they were prohibited by federal law from possessing. According to charging documents, Pedersen's father and stepmother took the couple shooting at a firing range September 23.

Pedersen and Grigsby are being held in Yuba City, California under $1 million bail each. They face charges of aggravated first-degree murder.