Highland Park Police is leading the investigation and the Lake County Major Crime Task Force is working directly with the FBI, said the task force spokesperson Chris Covelli in a news conference on Monday.
The suspect is still considered to be armed and dangerous and that there is no indication that he is barricaded anywhere or has any hostages, Covelli said.
He did not disclose the ages of those killed in the shooting, adding that local officials are working with the coroners’ office.
At least six people were killed in the Highland Park Independence Day Parade shooting, officials confirmed. At least 31 have been taken to area hospitals, CNN's Brynn Gingras reported.