A suspect is on the loose in what police called the "brazen" targeted attack of Brian Thompson, the CEO of major insurance group UnitedHealthcare who was fatally shot outside a Midtown Manhattan hotel ahead of an investor conference on Wednesday.

The gunman who stalked and killed the CEO of UnitedHealthcare in Manhattan used ammunition emblazoned with the words “deny,” “defend” and “depose."

While police have found some key pieces of evidence, the identity and location of the man who fatally shot UnitedHealthcare exec Brian Thompson remained unknown Saturday, officials said.