This is a common situation, brokerages don’t generally list state breakdown for third party funds you have to calculate it and input after the 1099.
you need to go to the website for those funds, they will have a tax center or fund info with a year- tax supplement which breaks down the % by state for each fund
if you have multiple funds on the same 1099 you need to calculate the total amounts offline based on income from each fund.
you don’t need to input each state just whatever is exempt i.e. your home state and don’t miss the US territories like Puerto Rico are often state tax exempt (your state tax code will specify somewhere); and the rest that is taxable you can just enter together as “multiple states” or “more than one state”.
then check you get the correct addition to income for state taxes
