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State tax filing
No, you do not want to enter them all as your home state. Generally speaking, dividends received from your home state are not taxable by your home state, but interest received from the other states would be taxable. The dividends from some U.S. territories like Puerto Rico and Guam are also exempt from state tax.
You can either report the entire amount as taxable in your state in the Tell us more about your exempt-interest dividends by selecting I earned exempt-interest dividends in more than one state. Then scroll all the way to the bottom of the list and select multiple states and put in the entire Box 11 exempt-interest dividend amount.
You can also separate out your home state and the U.S. territories since those are not taxable in your home state. This may save you a few dollars on your state taxes. Your 1099-DIV should break it down by territory. You can put in the tax-free jurisdictions individually and enter the rest of the states as Multiple States. Just make sure your math is correct, it will not accept it if it does not add up to the entire Box 11 amount.
This has been the law for a while, but you only have to deal with it if you have an amount in Box 11. If the amount is just a few dollars, it is probably not worth the trouble of figuring out which ones are attributable to your home state and U.S. territories.