A 16-year-old boy and two men aged 19 were among the victims killed in the shooting in the desert city of Las Cruces.
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More than a dozen gunshot victims – aged between 16 and 36 – were rushed to all three local hospitals where they are currently being treated.
Cops have launched a manhunt for those behind the attack, with it not yet clear how many gunmen opened fire on the group of people.
Heartbreaking video shared online appears to show the shooting unfold with the sound of bullets ripping through the air followed by piercing screams as the victims ran for their lives.
As people ducked behind vehicles for safety, one man could be heard screaming “get in my truck” with people falling to the ground in panic.
In the background the revving of engines could be heard as the person filming the video frantically got in their vehicle and fled the immediate area.
The suspect – or suspects – opened fire at around 10pm on March 21 in Las Cruces’ Young Park – a music and recreation venue.
Out of the three killed, two died on scene and the third in hospital, officials confirmed.