Default [Q] Waking on home screens

I have flashed my Galaxy S3 i9300 with Cyanogenmod 11, after I have been using the ROM for a couple days I have noticed whenever I wake the phone it opens on the last app I was using and not one of the home screens. It will only open on the home screen if I kill all apps that I had been using prior to turning off the screen. Is there any setting I have not found that will set the default to the home screens and not any un-killed apps? Thanks