Actually, NSF only asks for transcripts from which you were granted a degree, as long as the course work shows up on your undergraduate transcript. I've copied the below information from the application instructions on FastLane. In regards to the original question though, it would seem that they may want to see that course work since it will not likely be showing up on your undergrad transcript.
If you attended more than one institution for your baccalaureate career (e.g., you attended a community college or another institution before transferring to your baccalaureate institution, you took summer courses or studied abroad, etc.), you need to only list the degree-granting institution, provided any transfer credits appear on your baccalaureate institution's transcript.