A search warrant has been issued for the cellphone of actor Alec Baldwin as part of an investigation into the deadly shooting on the set of Rust.

New Mexico authorities are looking for text messages, videos, or calls that may provide any insight into the fatal shooting, according to the search warrant issued Thursday. No charges have been filed in relation to the incident.

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Alec Baldwin was holding the revolver that fatally shot cinematographer Halyna Hutchins and injured director Joel Souza in October while on the New Mexico set.

First assistant director David Halls shouted "cold gun," indicating that there should not have been live ammunition in the gun, before handing it to Baldwin, according to court papers. But law enforcement officials later determined it did contain a live bullet.

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In an interview with ABC News, Baldwin claimed he didn't pull the trigger, contesting that he pulled the hammer back and the gun fired when he let go.

"The trigger wasn't pulled. I didn't pull the trigger," Baldwin said. "I would never point a gun at anyone and pull the trigger on them — never."

Baldwin, 63, was seen outside the Santa Fe County Sheriff’s Office headquarters "distraught and in tears while on the phone," after being questioned about the shooting, according to the Santa Fe New Mexican, which published a photo of him.

The set has been under scrutiny since insiders claimed there were red flags in the days leading up to the shooting, including prior misfires. Some crew members walked off set that very morning in protest of the conditions. Last week, Baldwin shared an open letter from 25 members of the production crew of the movie Rust rejecting reports of there being problems on set before the deadly shooting.