There is not enough information to know what happened and there should be tax statement somewhere.
1. For any type of account, if the estate cashed out the accounts, and paid the tax, and distributed the proceeds to the heirs, then the cash is not taxable to the heirs. But this does not sound like the case, if tax was withheld from your payment.
2. If this was a stock market account not part of an IRA or other qualified retirement plan, then the brokerage would split the stocks among the beneficiaries and then sell the stocks. You should receive a 1099-B statement from the broker that lists the capital gains transactions and any withholding. The money is only taxable if you had any gains between the date of death and the sell date. For example, if you inherited 100 shares of stock in XZY corporation and the value was $100 a share on the day they died and $101 a share on the day of the sale, you would have a taxable gain of $100, even though you received $10,000.
3. If this was a qualified retirement account (401k, 403b, IRA, etc.) then there was no need to cash out the account, you could have kept it and you had some options for managing the money. It doesn't matter what kind of asset was inside the IRA (stocks, mutual funds or other things). If the broker split the account and cashed out, then the entire proceeds are taxable to you (unless it was a Roth IRA) because your parents didn't pay tax on the money when it was contributed. The broker must issue a 1099-R form that shows the amount received, the taxable amount, and any withholding.
Bottom line, someone has tax statements for you and your siblings. They might be online only, but you need to go online or call their customer support and get them. The only way you don't get a statement is if the estate paid all the taxes and gave you cash after taxes, in which case the cash is not taxable to you because the estate already paid the tax.
