No - You can enter a total for each category on Form 8949 and then mail a copy of your statements within 3 days of filing.
To do this in Turbo Tax:
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Go to Wages & Income.
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Select I'll choose what I work on.
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In the Investment Income section, click Start/ Update by Stocks, Mutual Funds, Bonds, Other.
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Choose I'll type it in myself.
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On the Tell us about...screen, select I'll enter a summary for each sales category.
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Continue through the screens.
