The pond search for the murder weapon in the Aaron Hernandez case was unsuccessful but new surveillance footage shows Hernandez allegedly holding a gun just hours before his alleged victim Odin Llloyd's death.

Aaron Hernandez Gang Affiliation and Other Pro Athletes With Alleged Gang Ties [PHOTO SLIDESHOW]

Police spent several days searching a pond in Hernandez's hometown of Bristol, Conn., after they received a tip that the .45 caliber Glock used to kill Lloyd may have been tossed into the water. The search of the pond and a nearby smaller retention pond failed to produce any new evidence, authorities said Tuesday.

"No evidence was recovered and, at the present time, no more dives are planned," Lt. Kevin Morrell told CNN's Susan Candiotti.

Investigators never revealed exactly what they were searching for, but a law enforcement source previously told the news outlet they were searching for the .45 caliber gun that is believed to have killed Lloyd. Though investigators have not found the murder weapon, prosecutors have several new images from Hernandez's home surveillance system. The shots show the former New England Patriots tight end holding what prosecutors say appears to be a gun, just hours before Lloyd's death in an industrial park a few miles from the house.

Shayanna Jenkins, Aaron Hernandez Fiancee Accomplice to Murder if She Hid Gun, Expert Said [VIDEO]

The search for the weapon in now focused on Hernandez's fiancé, Shayanna Jenkins, because authorities believe she made "overt attempts to hide evidence ... and to hinder and mislead" investigators, according to court documents obtained by the The Hartford Courant.

Authorities searched a storage unit registered to Jenkins in Hernandez's hometown of July 26 but did not confiscate any potential evidence. Footage from June 18 showed Jenkins carrying a trash bag, which authorities claim contained a heavy "rigid object" that looked to be a lock box or safe from Hernandez's home. Jenkins put the bag in the trunk of her sister's car and left the house. She returned later, but did not carry anything back into the house.

CNN's legal analyst Paul Callan said if Jenkins assisted Hernandez is disposing of the murder weapon, the legal ramifications could be devastating.

"If Ms. Jenkins is tied into this conduct, she's in very serious trouble," he said. "She an accomplice after the fact to a murder."

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