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This paper presents parallel concatenated turbo codes that employ a non-uniform constellation to achieve shaping gain. The output signal approximates the Gaussian distribution by using equally likely signals with unequal spacing (a non-uniform constellation). The small distance of points near the center of the constellation may lead to a small overall free distance and thus a high error floor for turbo codes. We avoid this situation by a two-step design procedure, that first creates an interleaver, and then identifies the constituent encoders that maximize the turbo code free distance. Simulation results for 4 bits/sec/Hz show that this use of shaping can offer an improvement of approximately 0.2 dB for turbo codes.