No. The IRS does not require these payments to be reported unless you are a nonresident alien. Nonresident alien scholarship/fellowship payments to F-1 and J-1 students are subject to 14% federal tax withholding (if not treaty covered) and are reported on Form 1042-S which will be available by mid-March.
If you would like to verify the amount you received in scholarship/fellowship payments through the university’s payroll system, visit Employee Self-Service/Time & Pay/Year-End Tax Information then select Fellowship Payments. Learn more about fellowship payments on our Payroll website.