NEW YORK (AP) — The gunman who killed the CEO of the largest U.S. health insurer likely left New York City on a bus soon after the brazen ambush that has shaken corporate America, police officials said. But he left something behind: a backpack that was discovered in Central Park.

Nearly four days after the shooting of UnitedHealthcare CEO , police still did not know the gunman’s name or whereabouts or have a motive for the killing. Investigators were looking at whether the shooter may have been a of the insurer, Chief of Detectives Joseph Kenny told reporters.

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