ROUGH CUT (NO REPORTER NARRATION)<br/> <br />Under heavy security, a convoy of vehicles departed the U.S. District Court with Libyan militia leader Ahmed Abu Khatallah on Saturday (June 28).<br/> <br />Khatallah pleaded not guilty in federal court to a federal terrorism charge in the 2012 attack on the U.S. diplomatic compound in Benghazi that killed four Americans.<br/> <br />He arrived at the U.S. District Court in Washington on Saturday morning and was charged with providing material support to terrorism.