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PLATTE CITY, Mo. -- Grayden Denham, the 24-year-old man, whose grandparents, sister, and infant nephew were found dead at a home in Edgerton, Mo., in February has now been charged with four counts of 1st degree murder, 4 counts of armed criminal action, animal abuse, arson in the 2nd degree and tampering with physical evidence.

On Thursday, June 29, Denham pleaded not guilty in front of a Platte County judge. He did not have an attorney present.

Platte County prosecutor Eric Zahnd and Platte County sheriff Mark Owen held a news conference Monday afternoon, June 27, to explain the investigation and the charges that were filed after a grand jury indicted Denham.

Grayden Denham was originally only charged with stealing a car. Prosecutors said Denham stole the family car from his grandparents, Russell, 82, and Shirley, 81, Denham. Those two, along with Grayden’s sister, Heather, 32, and 3-month-old nephew, Mason, were found dead at a home in Edgerton, Mo., on Feb. 20.

Sheriff Owen explained how the fire became a crime scene in the final minutes of Feb. 19 into the early hours of Feb. 20.

"The deceased victims, including the canine, were actively burning. Upon arrival the fire department required extinguishment. Platte County deputies arrived, probably 4 minutes after midnight on the 20th, where they secured the area as a crime scene and due to the fatalities at the scene the state fire marshal's office was contacted and requested.... Upon further examination of the scene, the following details were revealed: Every victim had sustained one or more gunshot wounds. The canine had sustained gunshot wounds and every victim had been set on fire," said Sheriff Owen.

Surviving family members initially had not seen Grayden Denham since the fire and could not get in touch with him, leading to a manhunt spanning several states.

Days later, police found Denham wandering naked in Arizona. They then located Russell and Shirley Denham's brown Nissan parked at a motel parking lot. Clothes were found outside the car, and Denham's wallet was inside the pants.

Denham was initially named as a person of interest, but had not been charged in connection with the four homicides, nor the fire, until Platte County Prosecutor Eric Zahnd filed the charges Monday morning, June 27, four months after the murders. Denham's bond is set at $4 million, cash only.

Platte County prosecutor Eric Zahnd said he will consider seeking the death penalty in the case.

"The decision as to whether to pursue the death penalty is the most important decision a prosecutor ever makes. We will collect as much information as possible before we make that decision," said Zahnd.

Zahnd said he could not reveal how long the grand jury deliberated on the case before handing up an indictment.

"Obviously, a quadruple homicide is a very serious crime and if we have the opportunity to allow 12 independent grand jurors to review that case, assist us in the investigation and ultimately determine what charges, if any can be brought in a very serious case, we want to take that opportunity," said Zahnd. "The grand jury had a lot of work to do in this case. They did it well. The result of their work is their indictments which were issued on Friday."

Denham is scheduled to appear in court Thursday at 9:00 a.m.

Look for more from FOX 4's Robert Townsend in FOX 4 newscasts and updates on fox4kc.com as new information comes in about the evidence prosecutors say they have against Denham.

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