We present the first search for supersymmetry (SUSY) in Zgamma final states
with large missing transverse energy using data corresponding to an integrated
luminosity of 6.2 fb-1 collected with the D0 experiment in ppbar collisions at
sqrt(s)=1.96 TeV. This signature is predicted in gauge-mediated SUSY-breaking
models, where the lightest neutralino is the next-to-lightest supersymmetric
particle (NLSP) and is produced in pairs, possibly through decay from heavier
supersymmetric particles. The NLSP can decay either to a Z boson or a photon
and an associated gravitino that escapes detection. We exclude this model at
the 95% C.L. for SUSY breaking scales of Lambda < 87 TeV, corresponding to
neutralino masses of < 151 GeV.Comment: submitted to Phys. Rev. Let