Yes, Slot 1 will be fully reported on your resident state for the first part of the year (IN) and Slot 2 example will all go on State 2 (IL), your resident state when you received the income.
As indicated by our awesome Tax Expert @JohnB5677, the dividends and/or redemptions/sales will be reported on the state return where you resided when you received the dividends and/or proceeds. It's not important when the broker got it.
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