The man suspected of killing the CEO of UnitedHealthcare in Manhattan on Wednesday morning arrived in New York City on a Greyhound bus from Atlanta last month, law enforcement sources told Fox News.

The shooter boarded a bus in Atlanta the day before Thanksgiving, New York police sources said.

Brian Thompson was shot by the suspect before 7 a.m. Wednesday outside the Hilton in Midtown Manhattan.

BRIAN THOMPSON’S KILLER, UNITED HEALTHCARE CEO, FORGED ID to check into New York hostel BEFORE KILLING: SOURCES

A screenshot from surveillance footage released by the NYPD shows a person of interest wanted in connection with the shooting of UnitedHealthcare CEO Brian Thompson on Wednesday, December 4, 2024, in Midtown Manhattan. (NYPD Crime Stoppers)

“We are cooperating fully with authorities in this active investigation. As it is ongoing, we are unable to comment further at this time,” a Greyhound spokesperson told Fox News Digital.

Police sources told Fox News the suspect dropped a burned phone in an alley after the shooting. Police are investigating data found on the phone as well as fingerprints left on the device, sources said.

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This undated UnitedHealth Group photo shows Brian Thompson, CEO of UnitedHealthcare. (AP Photo/UnitedHealth Group via A)

Police are also investigating a water bottle that was left at a Starbucks near the murder scene. Police sources say DNA from the bottle will be used to create a suspect profile. The suspect is said to have paid in cash at Starbucks.

Former NYPD inspector Fox News contributor Paul Mauro said the type of potentially rare weapon the shooter used could work to the police’s advantage and addressed rumors that the suspect may have worked as a hit man.

“There’s speculation that it’s a contract killer, that it’s a professional killer and all those things… I would just hesitate and tell people to be aware of the fact that professional assassins are mostly in films. That doesn’t exist.” “It really does exist,” Mauro told Fox News Digital. Mauro says everything we know at the moment is just speculation.

In a video obtained by Fox News Digital, Thompson is seen walking along a sidewalk in front of the Hilton early Wednesday morning when the masked suspect appears shoot him before fleeing the scene.

A Greyhound bus at the bus station in Albany, New York. (Michael P. Farrell / Times Union) (Photo by Michael P. Farrell/Albany Times Union via Getty Images)

Additional surveillance video obtained by Fox News Digital from a deli near where Thompson was killed appears to show his killer walking toward the hotel where he was shot that morning.

Additional surveillance video obtained by Fox News Digital from a deli near where Thompson was killed appears to show his killer walking toward the hotel where he was shot that morning. (Stage Star Deli)

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The videos show a person with the same build and clothing as the suspect walking down 55th Street toward Hilton at 6:19 a.m.

The suspect also used a fake ID to check into a hostel before the shooting, police sources told Fox News Digital.

An NYPD source also told FOx News Digital that messages engraved into the bullet casings by the suspect were “left behind to make a statement.”

Police sources told the New York Post that the words “deny,” “depose,” and “defend” were written on the live cartridges and shell casings left behind by the assassin after the shooting. There was only one word on every bullet and shell casing.

Fox News Digital’s Lorraine Taylor, Ashley Papa and Christina Coulter contributed to this report.