Lending Club issues both 1099-B's and 1099-OID's.

Click the link for a guide from Lending Club on how to Import your 1099's into TurboTax. .

Yeah and when I do the import all I get is the 1099B.  I even checked the pdf tax statement and there is no 1099 oid. Anybody know if I need to fill out 1099 OID? (I assume I do because my income is interest and losses are counted in the investment category).

It depends.  If you had less than $10 in earnings from LendingClub, then they would not be required to issue Form 1099-OID. However you would still be required to report any amount staring from $1.

It seems this may be the case since your import did not include and OID.  Please update with any additional questions.