No, you do not need to say where it went if the rollover was a direct rollover, which means your 401(k) sent the money directly to your 403(b) rather than sending you a check which you sent to your new retirement account. This should be indicated by the code in Box 7 of your 1099-R, which should be a G for this transaction. The TurboTax software will recognize this code as a rollover and therefore will not tax you on the distribution. d