Quinn, Rauner attend July 4th Parade in Arlington Heights

ARLINGTON HEIGHTS, Ill. (WLS) -- No holiday from politics on this July 4th for Illinois Gov. Pat Quinn or challenger Bruce Rauner.

Both Democrat Quinn and Republican Rauner mixed with marching bands in parades around the state.

As Quinn greeted parade-goers in Arlington Heights, had nothing to say about a federal grand jury subpoena for the emails of key players in his troubled $54.5 million anti-violence program.

In a statement issued Friday, his campaign said all state agencies have been directed to fully cooperate in the investigation and "we have taken the program's mismanagement and oversight shortcomings extremely seriously...we have zero tolerance for mismanagement, fraud or abuse."

GOP gubernatorial candidate Rauner was also in Arlington Heights. He responded to renewed calls by Quinn supporters for the businessman to release his full tax returns from 2010 to 2012 and his 2013 tax return.

"That's a political stunt by Pat Quinn calling for more tax releases. Here's the reality: We paid the full amount of taxes owed," Rauner said. "My income tax rate is the same as Pat Quinn's. The difference is he wants to raise taxes on Illinois families. I want to lower taxes for working families in Illinois."

In response, Quinn chose to talk about patriotism over politics.

"There'll be time enough to talk about that. I think today's a day of celebration," Quinn said.

Between Quinn and Rauner, the two politicians attended at least a dozen or so Independence Day parades and celebrations.

With four months the election, expect the issues of taxes, jobs, and pension reform to heat up the campaign rhetoric.