Three Puerto Rico Police officers were shot and killed Monday.

The three officers, state policeman Luis Marrero Diaz, and San Juan municipal police, Luis Salaman Conde and Eliezer Hernandez Cartagena, were shot Monday afternoon as they chased a group of men in a stolen car near San Juan.

Puerto Rico Governor Pedro Pierluisi on Tuesday ordered flags flown at half-staff and declared three days of mourning, Bloomberg News reports.

On Tuesday, police said the investigation was ongoing, even after they recovered a bullet-riddled body of a man with a sign on his neck reading, “I was responsible for the killing of the guards. Here he is.”