I recommend going through the interview section for each of the nonresident states first. Depending upon the state, TurboTax will ask you how much of the investment information is related to the specific state as you proceed through the interview screens. You will need to do this for each nonresident state return.
Once you have made all of the adjustments in the nonresident states, you should go through the state interview questions for your resident state return. This will ensure you are only taxed on specific income items once, or are given credit for taxes paid to the other states on the same income.
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