The 1099-R code PJ is correct and must be reported on an amended 2019 tax return. Only the amount in box 2a will be taxable but it must be reported taxable or not.
Also to get credit for the 2019 non-deductible Traditional IRA contribution you must report that in the IRA contribution interview for Traditional IRA's and say it is to be non-deductible so there will be a 2019 8606 form showing the nondeductible contribution on lines 1,3 and 14.
You can only claim it to offset the tax on the 2020 conversion if you have the 2018 8606 form otherwise it is forfeited.
**Disclaimer: This post is for discussion purposes only and is NOT tax advice. The author takes no responsibility for the accuracy of any information in this post.**
