( CNN ) -- Police say they believe they know who killed a 31-year-old Southern Illinois woman and her two young sons , but are waiting for prosecutors to build a strong forensic case against the suspect before disclosing his identity . Chris and Sheri Coleman are shown with their two boys , Garret and Gavin . `` We do n't have a warrant for his arrest at this time , so we do n't feel it would be prudent to give his name out until the state 's attorney determines whether or not there 's enough to charge him , '' said Maj. Jeff Connor of the Major Case Squad . Connor heads the squad that is part of the St. Louis , Missouri , homicide task force . He made the comments during an appearance on HLN 's Nancy Grace . Police found the bodies of Sheri Coleman and the children , Garret , 11 , and Gavin , 9 , in the bedrooms of their two-floor home in the St. Louis suburb of Columbia , Illinois , on the morning of May 7 . Indications were they had been strangled . The killings shocked the suburb of about 10,000 residents . The Monroe County , Illinois , state 's attorney 's office is awaiting forensic test results , more interviews , documents and reports , according to the St. Louis Post Dispatch . Watch Nancy Grace on the case » . Connor said threatening messages were found on the walls inside the home , but he would not disclose the exact wording . According to Connor , Christopher Coleman -- the boys ' father and Sheri Coleman 's husband -- left the house at 5:43 a.m. , and drove to a gym to work out . `` Shortly thereafter he started calling his house , realized that nobody was answering and on his way back at around 6:50 is when he made the phone call to the Columbia Police Department , '' Connor said . Connor said Coleman told police he started calling his house shortly after leaving it because he `` was making sure the kids were getting up for school . ''
Bodies of woman and her two children found in Southern Illinois Cemetery last night . Police : State 's attorney to decide whether to file charges against certain person . Threatening messages found on the wall inside the home , police say . Woman 's husband says he went home for gym before slayings , police say .