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

Three days after the shooting of UnitedHealthcare CEO Brian Thompson, police still did not know the gunman's whereabouts or have a motive for the killing. Investigators were looking at whether the shooter may have been a disgruntled employee or client of the insurer, the NYPD's Chief of Detectives Joseph Kenny told reporters.

Video of the gunman fleeing Wednesday's shooting showed him riding a bicycle into Central Park and later taking a taxi to a bus terminal that offers commuter service to New Jersey and Greyhound routes to Philadelphia, Boston and Washington, D.C., according to Kenny.

Police have video of the man entering the bus station but no video of him exiting, leading them to believe he left the city, Kenny said. CNN first reported that the suspect may have escaped the city by bus.

WATCH | Images of suspect released: 

NYC police release unmasked images of CEO shooting suspect

New York City police have released unmasked images of a suspect, taken at a Starbucks before the shooting death of UnitedHealthcare CEO Brian Thompson. Bullet casings found at the scene were reportedly emblazoned with the words like ‘deny’ and ‘depose.’

Abandoned backpack found in Central Park

Investigators on Friday found a backpack in the park that had been worn by the gunman during the shooting, police said, following a massive sweep through a vast area with lakes and ponds, meadows, playgrounds and woods.

Police didn't immediately reveal what, if anything, the backpack contained, but said it would be analyzed for clues.

The gunman made sure to conceal his identity with a mask during almost all of his time in the city — including during the attack and while he ate — yet left a trail of evidence in view of the nation's biggest city and its network of security cameras.

The gunman arrived in New York City on Nov. 24, and shot Thompson 10 days later, outside his company's annual investor conference at a hotel just blocks from Radio City Music Hall and Rockefeller Center.

The gunman got off a bus that originated in Atlanta and made several stops along the way, Kenny said. Police have not determined where he got on the bus.

Investigators believe the suspect used a fake identification card and paid cash, Kenny said, when he checked in at the hostel, which has a café, along with shared and private rooms and is blocks from Columbia University.

Police test discarded items

Investigators have tested a discarded water bottle and protein bar wrapper in a hunt for the gunman's DNA. They also were trying to obtain additional information from a cellphone found along his escape route.

Photos of the suspected shooter that were taken in the lobby of a hostel on Manhattan's Upper West Side appear to be from the only time he removed his mask, Kenny said.

The images show a man smiling in the lobby of the HI New York City hostel. They are among a collection of photos and video circulated since the shooting — including footage of the attack, as well as images of the suspected gunman at a Starbucks beforehand.

"From every indication we have from witnesses, from the Starbucks, from the hostel, he kept his mask on at all times except for the one instance where we have him photographed with the mask off," Kenny said.

His roommates at the hostel also said he didn't speak to them. Nothing of investigative value was found in a search of the suspected shooter's room.

Kenney was asked Friday how close he felt police were to making an arrest. 

"This isn't Blue Bloods. We're not going to solve this in 60 minutes," he said. "We're painstakingly going through every bit of evidence that we can come across. Eventually, when an apprehension is made, we will have to present all of these facts to a judge and jury, so we're taking our time, doing it right and making sure we're going to get justice for this victim and closure for his family."

Words on ammunition

Security video of the shooting shows the killer approaching Thompson from behind, firing several shots with a gun equipped with a silencer, barely pausing to clear a jam while the executive fell to the sidewalk.

The words "delay," "deny" and "depose" were scrawled on the ammunition, one word on each of three bullets, Kenny said. A law enforcement official previously told The Associated Press that the words scrawled on the ammunition were "deny," "defend" and "depose." The messages mirror the phrase "delay, deny, defend," which is commonly used by lawyers and critics about insurers that delay payments, deny claims and defend their actions.

Thompson, a father of two sons who lived in a Minneapolis suburb, had been with Minnesota-based UnitedHealthcare since 2004 and served as CEO for more than three years.

After Thompson's death, the insurer's parent company, UnitedHealth Group Inc., abruptly ended the annual investors conference being held in New York.

The shooting has rocked the health insurance industry in particular, causing companies to re-evaluate security plans and delete photos of executives from their websites. A different Minnesota-based health care company said Friday it was temporarily closing its offices out of an abundance of caution, telling employees to work from home.