Go through your father's papers to see if you can find any clues. Contact your father's former employer(s) who might be able to give you some leads. You should consult a probate attorney for assistance in your search. You might need to prepare a small estate affidavit (or even open a decedent';s estate to show you are entitled to receive this information. I am sorry for your loss.
Illinois treasure has established a site where consumers can search for assets held by the treasure from financial institutions and the like: https://icash.illinois.gov