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 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 name or whereabouts or have a motive for the killing, Chief of Detectives Joseph Kenny told reporters. Investigators were looking at whether the shooter may have been a disgruntled employee or client of the insurer, he said.