Probably nowhere (Just save it in a file folder at home for reference)....that sounds to me like it's just a monthly statement showing you what your pension amount was for the one month, and whatever deductions or tax withholding amounts were taken from it before they sent you your monthly pension.. That just keeps you up-to-date on where you monthly pension income is going and what parts aren't getting into your pocket for various reasons.
Yep...just a monthly statement that doesn't go on your tax return. See pages 3&4 here:
__________________________________________
At the end of each year, you will get a year's total on a 1099-R or a CSA-1099-R....and it is that form that you will need to enter into that year's tax return. If you received any $$ from that pension during 2019, you should already have a form 1099-R or CSA-1099-R from the US Govt to enter in your 2019 tax return. Make sure you get, and save that tax form every year, usually sent out by mail in January, and should receive it by the 1st or second week in February. (unless they have a paperless option where you log into an online account to get it).