"Brian Thompson's killer was not a member of UnitedHealthcare," the company told ABC News.
Prosecutors at the Manhattan District Attorney's Office have begun presenting evidence to a grand jury as they work to secure an indictment against Mangione for the killing of Thompson, sources told ABC News.
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The DA's office declined to comment due to the secrecy surrounding grand jury matters.
An indictment could strengthen the case for extradition, which Mangione is fighting.
The 26-year-old Ivy League graduate remains in custody at a Pennsylvania state prison after a judge denied bail on Tuesday. His next court date in Pennsylvania is Dec. 30.
"He has constitutional rights and that's what he's doing" in challenging the interstate transfer, defense attorney Thomas Dickey told reporters on Tuesday.
Authorities are still looking to access a phone recovered by police in an alley following the shooting that is believed to be linked to the suspect, sources said Thursday. Police have obtained a search warrant for the phone, sources said.
At least two other search warrants have been issued so far in the New York case. They include to search the hostel where the suspect stayed in New York City, as well as the backpack containing Monopoly money and a jacket that was found in Central Park and is believed to belong to him, sources said.
Mangione was apprehended in Altoona, Pennsylvania, on Monday after nearly one week on the run following the Dec. 4 slaying.
Three shell casings recovered outside the Midtown Manhattan hotel where Thompson was fatally shot match the gun allegedly found on Mangione when he was arrested, police announced Wednesday.
RELATED: UnitedHealthcare CEO killing: NY prosecutors presenting evidence to grand jury, sources say
Fingerprints recovered from a water bottle and a Kind bar near the crime scene have also been matched to Mangione, police said.
In Pennsylvania, Mangione faces charges including allegedly possessing an untraceable ghost gun.
In New York, he faces charges including second-degree murder.