It depends.
If the trust withheld enough in Illinois income tax to pay your Illinois tax liability, you are not required to file an Illinois tax return if that was the only source of income in that state. If the amount of your Illinois pass-through income is enough to generate a tax liability and you did not have enough withheld, then you would need to file an Illinois return. Illinois imposes a tax rate of 4.95% on net income earned within the state.
Please see this link for more information.
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