Yes, you should to report this 1099-R exactly as received so the IRS will not see it as a potential error when they compare their records to your tax return.
HOWEVER, there may be another issue that you need to investigate. This 1099-R is reporting a direct rollover - rollover contribution (Distribution Code G) of your Thrift Savings Plan account. Is this something you were aware of and approved?
While a direct rollover would not be a taxable event, the real question is "Did you transfer your TSP account to another retirement plan administrator?"
If you did make the transfer, there isn't a problem. If you didn't transfer (rollover) the TSP account, then someone else might have (this would be very uncommon) and you need to contact TSP to find out what happened.
