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Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A 57584YQJ1 280000.00000000 PA USD 324539.60000000 0.242727006198 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H 57584X5J6 1325000.00000000 PA USD 1511374.50000000 1.130374868367 Long DBT MUN US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2020D-1 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2020D-1 57587GCF0 1335000.00000000 PA USD 1219362.30000000 0.911975489433 Long DBT MUN US N 2 2050-12-01 Fixed 2.55000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015 57584XBA8 460000.00000000 PA USD 507136.20000000 0.379293163487 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A 57584XU66 2240000.00000000 PA USD 2548828.80000000 1.906299212598 Long DBT MUN US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017 57584XM65 500000.00000000 PA USD 569425.00000000 0.425879693894 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C 5493001N1YCXNI1O7K10 Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C 57582REW2 2000000.00000000 PA USD 2235280.00000000 1.671792355742 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017 N/A Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017 40065FDD3 1250000.00000000 PA USD 1416512.50000000 1.059426456333 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2021A-1 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2021A-1 57587GGW9 400000.00000000 PA USD 356052.00000000 0.266295502955 Long DBT MUN US N 2 2051-12-01 Fixed 2.45000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2 57584YJT7 1500000.00000000 PA USD 1773765.00000000 1.326619827441 Long DBT MUN US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency Revenue Bonds, South Shore Hospital, Series 2016I 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency Revenue Bonds, South Shore Hospital, Series 2016I 57584XNN7 1340000.00000000 PA USD 1512337.40000000 1.131095032668 Long DBT MUN US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2020B-1 549300D2U0XBUXGX8P68 Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Subordinated Series 2020B-1 575579J32 2000000.00000000 PA USD 2382280.00000000 1.781735394777 Long DBT MUN US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Social Series 2020A N/A Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Social Series 2020A 576000YY3 3020000.00000000 PA USD 3673679.00000000 2.747587984347 Long DBT MUN US N 2 2050-08-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017 57584X2E0 700000.00000000 PA USD 812840.00000000 0.607932652035 Long DBT MUN US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Hospital Revenue Bonds, Cape Cod Healthcare Obligated Group, Series 2013 57584VAH8 1410000.00000000 PA USD 1508234.70000000 1.128026574803 Long DBT MUN US N 2 2041-11-15 Fixed 5.25000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017 57584X3C3 1250000.00000000 PA USD 1467800.00000000 1.097784984323 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2014A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2014A 57583UA73 875000.00000000 PA USD 935173.75000000 0.699427510889 Long DBT MUN US N 2 2039-03-01 Fixed 5.00000000 N N N N N N Massachusetts Water Resources Authority, General Revenue Bonds, Series 2020B 549300GBS2G3YGHOYO19 Massachusetts Water Resources Authority, General Revenue Bonds, Series 2020B 576051XN1 1130000.00000000 PA USD 1381142.50000000 1.032972814900 Long DBT MUN US N 2 2045-08-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 74529JPX7 1259000.00000000 PA USD 1411905.55000000 1.055980863927 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N Massachusetts Water Resources Authority, General Revenue Bonds, Series 2017B 549300GBS2G3YGHOYO19 Massachusetts Water Resources Authority, General Revenue Bonds, Series 2017B 576051RQ1 1230000.00000000 PA USD 1435619.10000000 1.073716508508 Long DBT MUN US N 2 2042-08-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F 57583UUA4 820000.00000000 PA USD 856563.80000000 0.640634199315 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 74529JQH1 4205000.00000000 PA USD 989772.90000000 0.740262861091 Long DBT MUN US N 2 2051-07-01 Fixed 0.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016 57584XVQ1 1955000.00000000 PA USD 2224711.80000000 1.663888273939 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019 N/A Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019 547649AC7 210000.00000000 PA USD 220206.00000000 0.164694672474 Long DBT MUN US N 2 2049-06-15 Fixed 5.00000000 N N N N N N Massachusetts College Building Authority, Project Revenue Bonds, Refunding Series 2003B N/A Massachusetts College Building Authority, Project Revenue Bonds, Refunding Series 2003B 575832KA7 1000000.00000000 PA USD 1051160.00000000 0.786174999401 Long DBT MUN US N 2 2023-05-01 Fixed 5.37500000 N N N N N N Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Series 2012A N/A Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Series 2012A 927676RL2 1000000.00000000 PA USD 1017650.00000000 0.761112473972 Long DBT MUN US N 2 2032-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1 57584XDG3 1000000.00000000 PA USD 1106240.00000000 0.827369983007 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority, Revenue Bonds, Series 2014A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Revenue Bonds, Series 2014A 575896MF9 2500000.00000000 PA USD 2695075.00000000 2.015678475695 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2013A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2013A 57583UZW1 1000000.00000000 PA USD 1035470.00000000 0.774440262786 Long DBT MUN US N 2 2026-01-01 Fixed 5.25000000 N N N N N N Massachusetts College Building Authority, Revenue Bonds, Refunding Series 2012B N/A Massachusetts College Building Authority, Revenue Bonds, Refunding Series 2012B 575831BK7 855000.00000000 PA USD 861292.80000000 0.644171074360 Long DBT MUN US N 2 2037-05-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care, Series 2016I 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care, Series 2016I 57584XJZ5 445000.00000000 PA USD 505315.30000000 0.377931290835 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority, Revenue Bonds, Series 2015A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Revenue Bonds, Series 2015A 575896PW9 715000.00000000 PA USD 792985.05000000 0.593082900043 Long DBT MUN US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N 57584XNZ0 2800000.00000000 PA USD 3174164.00000000 2.373994806500 Long DBT MUN US N 2 2046-12-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Tender Option Bond Trust 2016-XG0070 N/A Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Tender Option Bond Trust 2016-XG0070 88033SUM4 575000.00000000 PA USD 702293.50000000 0.525253616901 Long DBT MUN US Y 2 2048-10-01 Floating 17.45887270 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Series 2020A-1 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Series 2020A-1 57587A4T2 1000000.00000000 PA USD 990110.00000000 0.740514982169 Long DBT MUN US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Refunding Senior Series 2015C N/A Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Refunding Senior Series 2015C 576000SE4 1350000.00000000 PA USD 1502725.50000000 1.123906178948 Long DBT MUN US N 2 2037-08-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2019 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2019 57584YVP1 1000000.00000000 PA USD 1101560.00000000 0.823869755642 Long DBT MUN US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005 5493001N1YCXNI1O7K10 Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005 576002BP3 2000000.00000000 PA USD 2606040.00000000 1.949088145896 Long DBT MUN US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Massachusetts Development Finance Agency Revenue Bonds, Children?s Hospital Issue, Series 2014P 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency Revenue Bonds, Children?s Hospital Issue, Series 2014P 57583UK31 1000000.00000000 PA USD 1093310.00000000 0.817699483043 Long DBT MUN US N 2 2046-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2021G 57584YH28 170000.00000000 PA USD 207036.20000000 0.154844823253 Long DBT MUN US N 2 2050-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017 57584X4N8 250000.00000000 PA USD 267210.00000000 0.199849520139 Long DBT MUN US Y 2 2047-10-01 Fixed 5.00000000 N N N N N N Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A N/A Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2013A 576000ZT3 885000.00000000 PA USD 928152.60000000 0.694176309743 Long DBT MUN US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2012A N/A Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2012A 927676RR9 520000.00000000 PA USD 529178.00000000 0.395778486465 Long DBT MUN US N 2 2032-10-01 Fixed 5.00000000 N N N N N N Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005 5493001N1YCXNI1O7K10 Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Refunding Series 2005 576002BK4 1500000.00000000 PA USD 1752840.00000000 1.310969772395 Long DBT MUN US N 2 2027-01-01 Fixed 5.50000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E 57584XWL1 500000.00000000 PA USD 566350.00000000 0.423579865016 Long DBT MUN US N 2 2032-07-01 Fixed 5.00000000 N N N N N N Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2017C N/A Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2017C 850777HD8 1000000.00000000 PA USD 1163390.00000000 0.870113144101 Long DBT MUN US N 2 2037-04-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L 57584YAF6 400000.00000000 PA USD 417888.00000000 0.312543378886 Long DBT MUN US N 2 2037-07-01 Fixed 3.62500000 N N N N N N Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2014A N/A Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2014A 40065FBQ6 565000.00000000 PA USD 603662.95000000 0.451486661740 Long DBT MUN US N 2 2029-07-01 Fixed 5.00000000 N N N N N N Massachusetts College Building Authority, Project Revenue Bonds, Refunding Series 2022A N/A Massachusetts College Building Authority, Project Revenue Bonds, Refunding Series 2022A 5758324W7 550000.00000000 PA USD 623727.50000000 0.466493176052 Long DBT MUN US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2012 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2012 57583UST6 1365000.00000000 PA USD 1391167.05000000 1.040470294437 Long DBT MUN US N 2 2050-09-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority, Special Facilities Revenue Bonds, BOSFUEL Corporation, Series 2019A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Special Facilities Revenue Bonds, BOSFUEL Corporation, Series 2019A 575898DR9 1000000.00000000 PA USD 1075860.00000000 0.804648421606 Long DBT MUN US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 74529JPW9 775000.00000000 PA USD 857103.50000000 0.641037847330 Long DBT MUN US N 2 2053-07-01 Fixed 4.75000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2017S-1 57584X8V6 2100000.00000000 PA USD 2318778.00000000 1.734241497738 Long DBT MUN US N 2 2041-07-01 Fixed 4.00000000 N N N N N N Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2021B 5493001N1YCXNI1O7K10 Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2021B 57582RN85 2450000.00000000 PA USD 2430988.00000000 1.818164684201 Long DBT MUN US N 2 2049-04-01 Fixed 3.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2013S 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2013S 57583UZM3 2200000.00000000 PA USD 2303070.00000000 1.722493298710 Long DBT MUN US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 N/A Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1 74529JQG3 820000.00000000 PA USD 266385.20000000 0.199232642462 Long DBT MUN US N 2 2046-07-01 Fixed 0.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, North Hill Communities Issue, Series 2013A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, North Hill Communities Issue, Series 2013A 57583UXP8 368000.00000000 PA USD 395695.68000000 0.295945480219 Long DBT MUN US Y 2 2028-11-15 Fixed 6.25000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017 57584X3B5 2200000.00000000 PA USD 2584978.00000000 1.933335626929 Long DBT MUN US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2022. Forward Delivery 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Loomis Communities, Series 2022. Forward Delivery 57584YU49 525000.00000000 PA USD 535872.75000000 0.400785569190 Long DBT MUN US Y 2 2051-01-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Bentley College Issue, Series 2021A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Bentley College Issue, Series 2021A 57584YS26 735000.00000000 PA USD 834790.95000000 0.624350027223 Long DBT MUN US N 2 2039-07-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System Issue, Series 2016Q 57584XJG7 3450000.00000000 PA USD 3901950.00000000 2.918314565732 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q 57583U4J4 875000.00000000 PA USD 970401.25000000 0.725774574886 Long DBT MUN US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Ludlow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2019 N/A Ludlow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2019 549696SG8 1885000.00000000 PA USD 1877309.20000000 1.404061759567 Long DBT MUN US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016 57584XUT6 3515000.00000000 PA USD 3999191.25000000 2.991042446988 Long DBT MUN US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H 57583U5G9 450000.00000000 PA USD 474421.50000000 0.354825452337 Long DBT MUN US N 2 2035-07-01 Fixed 3.50000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L 57584YAH2 1095000.00000000 PA USD 1258155.00000000 0.940989008687 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N 2022-02-28 Nuveen Massachusetts Quality Municipal Income Fund E. Scott Wickerham E. Scott Wickerham Funds Treasurer XXXX NPORT-EX 2 tiaa_NMT.htm
1
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
Portfolio
of
Investments
February
28,
2022
(Unaudited)
NMT
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
155.4% (100.0%
of
Total
Investments)  
MUNICIPAL
BONDS
-
155.4%  (100.0%
of
Total
Investments)
Education
and
Civic
Organizations
-
48.3%
(31.1%
of
Total
Investments)
$
210
Lowell,
Massachusetts,
Collegiate
Charter
School
Revenue
Bonds,
Series
2019,
5.000%,
6/15/49
6/26
at
100.00
N/R
$
220,206
450
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Babson
College,
Refunding
Series
2022,
4.000%,
10/01/41
4/32
at
100.00
N/R
522,769
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Bentley
College
Issue,
Series
2021A:
1,000
4.000%,
7/01/38
7/31
at
100.00
A2
1,138,070
735
4.000%,
7/01/39
7/31
at
100.00
A2
834,791
3,515
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berklee
College
of
Music,
Series
2016,
5.000%,
10/01/39
10/26
at
100.00
A
3,999,191
2,200
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2013S,
5.000%,
7/01/38
7/23
at
100.00
AA-
2,303,070
730
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2017T,
5.000%,
7/01/42
7/27
at
100.00
AA-
850,640
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
University,
Tender
Option
Bond
Trust
2016-XG0070:
575
17.459%,
10/01/48,
144A,
(IF)
(4)
10/23
at
100.00
AA-
702,293
1,880
17.561%,
10/01/48,
144A,
(IF)
(4)
10/23
at
100.00
AA-
2,296,702
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2017A:
2,000
5.000%,
1/01/34
1/28
at
100.00
BBB+
2,281,220
2,240
5.000%,
1/01/37
1/28
at
100.00
BBB+
2,548,829
1,955
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Lesley
University,
Series
2016,
5.000%,
7/01/35
7/26
at
100.00
A-
2,224,712
1,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Massachusetts
Institute
of
Technology,
Series
2020P,
5.000%,
7/01/50
No
Opt.
Call
AAA
2,156,700
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
MCPHS
University
Issue,
Series
2015H:
450
3.500%,
7/01/35
7/25
at
100.00
AA
474,421
190
5.000%,
7/01/37
7/25
at
100.00
AA
212,194
1,200
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Merrimack
College,
Series
2017,
5.000%,
7/01/47
7/26
at
100.00
BBB-
1,326,096
550
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2012,
5.000%,
10/01/31
10/22
at
100.00
A1
562,463
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2014A:
875
5.000%,
3/01/39
3/24
at
100.00
A1
935,174
1,400
5.000%,
3/01/44
3/24
at
100.00
A1
1,495,704
500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
College,
Series
2013J,
5.250%,
10/01/39
10/23
at
100.00
BBB+
524,755
1,100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2020M,
4.000%,
10/01/38
10/30
at
100.00
BBB+
1,197,977
1,230
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Sterling
and
Francine
Clark
Art
Institute,
Series
2015,
5.000%,
7/01/33
7/25
at
100.00
AA
1,367,440
450
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2019,
5.000%,
7/01/36
7/29
at
100.00
Baa2
525,019
1,175
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Series
2021,
4.000%,
7/01/51
7/31
at
100.00
Baa2
1,258,930
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Broad
Institute,
Series
2017:
2,200
5.000%,
4/01/35
10/27
at
100.00
AA-
2,584,978
1,250
5.000%,
4/01/36
10/27
at
100.00
AA-
1,467,800
875
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Tufts
University,
Series
2015Q,
5.000%,
8/15/38
8/25
at
100.00
AA-
970,401
1,325
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wheaton
College,
Series
2017H,
5.000%,
1/01/42
1/28
at
100.00
Baa1
1,511,375
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
February
28,
2022
(Unaudited)
2
NMT
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Education
and
Civic
Organizations
(continued)
$
1,510
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Woods
Hole
Oceanographic
Institution,
Series
2018,
5.000%,
6/01/43
6/28
at
100.00
AA-
$
1,798,033
1,365
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2012,
5.000%,
9/01/50
9/22
at
100.00
A
1,391,167
840
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2016,
5.000%,
9/01/37
9/26
at
100.00
A
960,406
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2017:
550
5.000%,
9/01/42
9/27
at
100.00
A
642,675
700
5.000%,
9/01/47
9/27
at
100.00
A
812,840
2,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2017B,
5.000%,
9/01/42
9/27
at
100.00
A
2,921,250
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2019,
4.000%,
9/01/44
9/29
at
100.00
A
1,101,560
500
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2017,
5.000%,
7/01/35
7/27
at
100.00
Baa2
569,425
3,000
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Series
2002A,
5.750%,
1/01/42
-
AMBAC
Insured
No
Opt.
Call
AA-
4,355,760
2,495
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Series
2016,
5.000%,
1/01/40
7/26
at
100.00
AA-
2,843,776
Massachusetts
Development
Finance
Authority,
Revenue
Refunding
Bonds,
Boston
University,
Series
1999P:
1,090
6.000%,
5/15/29
No
Opt.
Call
Aa3
1,321,701
1,000
6.000%,
5/15/59
5/29
at
105.00
Aa3
1,303,070
205
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
J,
Series
2011,
5.625%,
7/01/33,
(AMT)
3/22
at
100.00
AA
205,246
500
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
L,
Senior
Series
2020B,
5.000%,
7/01/28,
(AMT)
No
Opt.
Call
AA
582,245
4,000
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2015-1,
5.000%,
11/01/40
11/25
at
100.00
Aa2
4,466,560
690
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2020-1,
5.000%,
11/01/36
11/29
at
100.00
Aa2
848,935
55,705
Total
Education
and
Civic
Organizations
64,618,569
Health
Care
-
27.4%
(17.6%
of
Total
Investments)
1,340
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
South
Shore
Hospital,
Series
2016I,
5.000%,
7/01/41
7/26
at
100.00
BBB+
1,512,337
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Baystate
Medical
Center
Issue,
Series
2014N,
5.000%,
7/01/44
7/24
at
100.00
A+
1,070,190
500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center
Issue,
Series
2016E,
5.000%,
7/01/32
7/26
at
100.00
BBB
566,350
1,675
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Refunding
Series
2016-I,
5.000%,
7/01/30
7/26
at
100.00
A
1,897,406
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2015H-1:
900
5.000%,
7/01/30
7/25
at
100.00
A
997,470
1,000
5.000%,
7/01/32
7/25
at
100.00
A
1,106,240
500
5.000%,
7/01/33
7/25
at
100.00
A
552,605
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2:
1,500
5.000%,
7/01/38
7/28
at
100.00
A
1,773,765
2,000
5.000%,
7/01/43
7/28
at
100.00
A
2,348,340
2,800
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Dana-
Farber
Cancer
Institute
Issue,
Series
2016N,
5.000%,
12/01/46
12/26
at
100.00
A1
3,174,164
3,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Lahey
Health
System
Obligated
Group
Issue,
Series
2015F,
5.000%,
8/15/45
8/25
at
100.00
A
3,850,700
1,080
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2014F,
5.750%,
7/15/43
7/23
at
100.00
BB+
1,124,226
100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2020G,
5.000%,
7/15/46,
144A
7/30
at
100.00
BB+
116,382
3,450
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Partners
HealthCare
System
Issue,
Series
2016Q,
5.000%,
7/01/47
7/26
at
100.00
AA-
3,901,950
3
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Health
Care
(continued)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Partners
HealthCare
System
Issue,
Series
2017S-1:
$
2,200
5.000%,
7/01/37
1/28
at
100.00
AA-
$
2,580,314
2,100
4.000%,
7/01/41
1/28
at
100.00
AA-
2,318,778
820
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2013F,
5.000%,
7/01/37
7/23
at
100.00
BBB+
856,564
170
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2021G,
5.000%,
7/01/50
7/31
at
100.00
A-
207,036
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Lowell
General
Hospital,
Series
2013G:
1,000
5.000%,
7/01/37
7/23
at
100.00
BBB+
1,051,660
2,200
5.000%,
7/01/44
7/23
at
100.00
BBB+
2,309,802
610
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
UMass
Memorial
Health
Care
Obligated
Group
Issue,
Series
2017K,
5.000%,
7/01/38
1/27
at
100.00
A-
694,644
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
UMass
Memorial
Health
Care
Obligated
Group
Issue,
Series
2017L:
400
3.625%,
7/01/37
7/27
at
100.00
A-
417,888
1,095
5.000%,
7/01/44
7/27
at
100.00
A-
1,258,155
445
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
UMass
Memorial
Health
Care,
Series
2016I,
5.000%,
7/01/36
7/26
at
100.00
A-
505,315
280
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A,
5.000%,
7/01/44
1/29
at
100.00
BBB+
324,540
100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2020C,
4.000%,
10/01/45
-
AGM
Insured
10/30
at
100.00
AA
111,897
32,765
Total
Health
Care
36,628,718
Housing/Multifamily
-
2.6%
(1.7%
of
Total
Investments)
215
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2003H,
5.125%,
6/01/43
3/22
at
100.00
AA
215,325
740
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2019B-1,
3.100%,
12/01/44
12/28
at
100.00
AA
753,742
1,000
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2020A-1,
3.000%,
12/01/50
12/28
at
100.00
AA
990,110
1,335
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2020D-1,
2.550%,
12/01/50
6/30
at
100.00
AA
1,219,362
400
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2021A-1,
2.450%,
12/01/51
6/30
at
100.00
AA
356,052
3,690
Total
Housing/Multifamily
3,534,591
Long-Term
Care
-
3.8%
(2.5%
of
Total
Investments)
Massachusetts
Development
Finance
Agency
Revenue
Refunding
Bonds,
NewBridge
on
the
Charles,
Inc.
Issue,
Series
2017:
1,040
4.125%,
10/01/42,
144A
10/22
at
105.00
BB+
1,104,647
250
5.000%,
10/01/47,
144A
10/22
at
105.00
BB+
267,210
460
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berkshire
Retirement
Community
Lennox,
Series
2015,
5.000%,
7/01/31
7/25
at
100.00
A+
507,136
485
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Carleton-
Willard
Village,
Series
2019,
4.000%,
12/01/42
12/25
at
103.00
A-
525,759
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Loomis
Communities,
Series
2013A,
5.250%,
1/01/26
1/23
at
100.00
BBB
1,035,470
525
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Loomis
Communities,
Series
2022.
Forward
Delivery,
4.000%,
1/01/51,
144A,
(WI/DD,
Settling
10/13/22)
1/27
at
103.00
N/R
535,873
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Orchard
Cove,
Inc.,
Refunding
Series
2019,
5.000%,
10/01/49
10/24
at
104.00
BBB
1,088,170
4,760
Total
Long-Term
Care
5,064,265
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
February
28,
2022
(Unaudited)
4
NMT
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tax
Obligation/General
-
16.8%
(10.8%
of
Total
Investments)
$
1,240
Hudson,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2011,
5.000%,
2/15/32
3/22
at
100.00
AA
$
1,244,055
1,885
Ludlow,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2019,
3.000%,
2/01/49
2/27
at
100.00
AA-
1,877,309
2,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2015C,
5.000%,
7/01/45
7/25
at
100.00
Aa1
2,235,280
3,895
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017F,
5.000%,
11/01/46
11/27
at
100.00
Aa1
4,546,945
4,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2019A,
5.250%,
1/01/44
1/29
at
100.00
Aa1
4,827,240
2,450
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2021B,
3.000%,
4/01/49
4/31
at
100.00
Aa1
2,430,988
525
Massachusetts
State,
General
Obligation
Bonds,
Refunding
Series
2020D,
3.000%,
11/01/42
11/30
at
100.00
Aa1
530,602
1,775
North
Reading,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2012,
5.000%,
5/15/35
5/22
at
100.00
Aa2
1,790,265
1,950
Pentucket
Regional
School
District,
Massachusetts,
General
Obligation
Bonds,
Series
2019,
3.000%,
9/01/42
9/27
at
100.00
Aa2
1,967,764
815
Quincy,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022A,
5.000%,
6/01/50,
(WI/DD,
Settling
3/15/22)
6/32
at
100.00
N/R
1,011,554
20,535
Total
Tax
Obligation/General
22,462,002
Tax
Obligation/Limited
-
27.2%
(17.5%
of
Total
Investments)
855
Martha's
Vineyard
Land
Bank,
Massachusetts,
Revenue
Bonds,
Refunding
Green
Series
2014,
5.000%,
5/01/33
-
BAM
Insured
11/24
at
100.00
AA
937,260
500
Martha's
Vineyard
Land
Bank,
Massachusetts,
Revenue
Bonds,
Refunding
Green
Series
2017,
5.000%,
5/01/35
5/27
at
100.00
AA
581,475
1,000
Massachusetts
Bay
Transportation
Authority,
Assessment
Bonds,
Series
2012A,
5.000%,
7/01/41
7/22
at
100.00
AAA
1,013,850
2,000
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2020B-1,
5.000%,
7/01/41
7/28
at
100.00
AA
2,382,280
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2021A-1:
2,165
4.000%,
7/01/39
7/31
at
100.00
AA
2,510,036
1,000
4.000%,
7/01/51
7/31
at
100.00
AA
1,132,870
Massachusetts
College
Building
Authority,
Project
Revenue
Bonds,
Refunding
Series
2003B:
1,000
5.375%,
5/01/23
-
SYNCORA
GTY
Insured
No
Opt.
Call
AA
1,051,160
2,500
5.500%,
5/01/39
-
SYNCORA
GTY
Insured
No
Opt.
Call
AA
3,505,625
550
Massachusetts
College
Building
Authority,
Project
Revenue
Bonds,
Refunding
Series
2022A,
4.000%,
5/01/47
5/32
at
100.00
N/R
623,727
1,350
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Refunding
Senior
Series
2015C,
5.000%,
8/15/37
8/25
at
100.00
AAA
1,502,726
3,020
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Senior
Social
Series
2020A,
5.000%,
8/15/50
8/30
at
100.00
AAA
3,673,679
2,000
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2018A,
5.250%,
2/15/48
2/28
at
100.00
AA+
2,382,600
1,500
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2019A,
5.000%,
2/15/44
2/29
at
100.00
AA+
1,805,220
Massachusetts
State,
Special
Obligation
Dedicated
Tax
Revenue
Bonds,
Refunding
Series
2005:
1,500
5.500%,
1/01/27
-
NPFG
Insured
No
Opt.
Call
A1
1,752,840
2,000
5.500%,
1/01/34
-
NPFG
Insured
No
Opt.
Call
AAA
2,606,040
1,000
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
&
Accelerated
Bridge
Programs,
Series
2019A,
5.000%,
6/01/49
6/29
at
100.00
AA+
1,186,430
1,500
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
Program,
Series
2015A,
5.000%,
6/01/45
6/25
at
100.00
AA+
1,658,010
5
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Tax
Obligation/Limited
(continued)
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
$
863
4.550%,
7/01/40
7/28
at
100.00
N/R
$
956,040
820
0.000%,
7/01/46
7/28
at
41.38
N/R
266,385
4,205
0.000%,
7/01/51
7/28
at
30.01
N/R
989,773
775
4.750%,
7/01/53
7/28
at
100.00
N/R
857,103
1,259
5.000%,
7/01/58
7/28
at
100.00
N/R
1,411,906
520
Virgin
Islands
Public
Finance
Authority,
Gross
Receipts
Taxes
Loan
Note,
Refunding
Series
2012A,
5.000%,
10/01/32
-
AGM
Insured
10/22
at
100.00
AA
529,178
1,000
Virgin
Islands
Public
Finance
Authority,
Matching
Fund
Loan
Notes
Revenue
Bonds,
Series
2012A,
5.000%,
10/01/32
-
AGM
Insured
10/22
at
100.00
AA
1,017,650
34,882
Total
Tax
Obligation/Limited
36,333,863
Transportation
-
9.0%
(5.8%
of
Total
Investments)
2,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
Aa2
2,874,875
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2014A:
1,000
5.000%,
7/01/39
7/24
at
100.00
Aa2
1,078,900
2,500
5.000%,
7/01/44
7/24
at
100.00
Aa2
2,695,075
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2015A:
715
5.000%,
7/01/40
7/25
at
100.00
Aa2
792,985
1,000
5.000%,
7/01/45
7/25
at
100.00
Aa2
1,107,630
2,000
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2021E,
5.000%,
7/01/46,
(AMT)
7/31
at
100.00
Aa2
2,402,480
1,000
Massachusetts
Port
Authority,
Special
Facilities
Revenue
Bonds,
BOSFUEL
Corporation,
Series
2019A,
4.000%,
7/01/44,
(AMT)
7/29
at
100.00
A1
1,075,860
10,715
Total
Transportation
12,027,805
U.S.
Guaranteed
-
8.7%
(5.6%
of
Total
Investments)
(5)
1,265
Massachusetts
Clean
Energy
Cooperative
Corporation,
Revenue
Bonds,
Massachusetts
Municipal
Lighting
Plant
Cooperative,
Series
2013,
5.000%,
7/01/32,
(Pre-refunded
7/01/23)
7/23
at
100.00
AA-
1,331,501
1,610
Massachusetts
College
Building
Authority,
Project
Revenue
Bonds,
Green
Series
2014B,
5.000%,
5/01/44,
(Pre-refunded
5/01/24)
5/24
at
100.00
Aa2
1,741,392
855
Massachusetts
College
Building
Authority,
Revenue
Bonds,
Refunding
Series
2012B,
5.000%,
5/01/37,
(Pre-refunded
5/01/22)
5/22
at
100.00
Aa2
861,293
1,000
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Children?s
Hospital
Issue,
Series
2014P,
5.000%,
10/01/46,
(Pre-refunded
10/01/24)
10/24
at
100.00
AA
1,093,310
1,410
Massachusetts
Development
Finance
Agency,
Hospital
Revenue
Bonds,
Cape
Cod
Healthcare
Obligated
Group,
Series
2013,
5.250%,
11/15/41,
(Pre-refunded
11/15/23)
11/23
at
100.00
A
1,508,235
368
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
North
Hill
Communities
Issue,
Series
2013A,
6.250%,
11/15/28,
(Pre-refunded
11/15/23),
144A
11/23
at
100.00
N/R
395,695
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Senior
Series
2013A:
885
5.000%,
5/15/38,
(Pre-refunded
5/15/23)
5/23
at
100.00
AAA
928,152
990
5.000%,
5/15/38,
(Pre-refunded
5/15/23)
5/23
at
100.00
N/R
1,037,659
500
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Refunding
Series
2016B,
5.000%,
8/01/40,
(Pre-refunded
8/01/26)
8/26
at
100.00
AA+
576,700
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2014-1:
1,620
5.000%,
11/01/44,
(Pre-refunded
11/01/24)
11/24
at
100.00
N/R
1,778,258
380
5.000%,
11/01/44,
(Pre-refunded
11/01/24)
11/24
at
100.00
Aa2
417,544
10,883
Total
U.S.
Guaranteed
11,669,739
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
February
28,
2022
(Unaudited)
6
NMT
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Utilities
-
11.6%
(7.4%
of
Total
Investments)
$
565
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Refunding
Series
2014A,
5.000%,
7/01/29
7/24
at
100.00
A-
$
603,663
Guam
Government
Waterworks
Authority,
Water
and
Wastewater
System
Revenue
Bonds,
Refunding
Series
2017:
1,250
5.000%,
7/01/37
7/27
at
100.00
A-
1,416,513
420
5.000%,
7/01/40
7/27
at
100.00
A-
474,499
415
Lynn
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2003A,
5.000%,
12/01/32
-
NPFG
Insured
3/22
at
100.00
A1
416,511
1,000
Massachusetts
Clean
Water
Trust,
State
Revolving
Fund
Bonds,
Green
18
Series
2015,
5.000%,
2/01/45
2/24
at
100.00
AAA
1,065,590
Massachusetts
Municipal
Wholesale
Electric
Company,
MMWEC,
Revenue
Bonds,
Project
2015A,
Series
2021A:
1,000
4.000%,
7/01/39
1/32
at
100.00
N/R
1,152,670
1,310
4.000%,
7/01/40
1/32
at
100.00
N/R
1,507,155
1,400
4.000%,
7/01/41
1/32
at
100.00
N/R
1,608,012
60
Massachusetts
Water
Pollution
Abatement
Trust,
Pooled
Loan
Program
Bonds,
Series
2003-9,
5.000%,
8/01/22
3/22
at
100.00
AAA
60,212
1,230
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2017B,
5.000%,
8/01/42
8/27
at
100.00
AA+
1,435,619
2,000
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2019B,
5.000%,
8/01/44
8/29
at
100.00
AA+
2,433,680
1,130
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2020B,
5.000%,
8/01/45
8/30
at
100.00
AA+
1,381,142
1,000
Springfield
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2017C,
5.000%,
4/15/37
4/27
at
100.00
AA
1,163,390
635
Springfield
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2019E,
4.000%,
4/15/38
4/29
at
100.00
AA
716,909
13,415
Total
Utilities
15,435,565
$
187,350
Total
Long-Term
Investments
(cost
$198,643,226)
207,775,117
Variable
Rate
Demand
Preferred
Shares,
net
of
deferred
offering
costs
-
(55.2)%
(6)
(
73,756,084
)
Other
Assets
Less
Liabilities
-
(0.2)%
(
313,433
)
Net
Assets
Applicable
to
Common
Shares
-
100%
$
133,705,600
7
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
207,775,117
$
–
$
207,775,117
Total
$
–
$
207,775,117
$
–
$
207,775,117
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(3)
For
financial
reporting
purposes,
the
ratings
disclosed
are
the
highest
of
the
Standard
&
Poor's
Group
("Standard
&
Poor's"),
Moody's
Investors
Service,
Inc.
("Moody's")
or
Fitch,
Inc.
("Fitch")
rating.
This
treatment
of
split-rated
securities
may
differ
from
that
used
for
other
purposes,
such
as
for
Fund
investment
policies.
Ratings
below
BBB
by
Standard
&
Poor's,
Baa
by
Moody's
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(5)
Backed
by
an
escrow
or
trust
containing
sufficient
U.S.
Government
or
U.S.
Government
agency
securities,
which
ensure
the
timely
payment
of
principal
and
interest.
(6)
Variable
Rate
Demand
Preferred
Shares,
net
of
deferred
offering
costs
as
a
percentage
of
Total
Investments
is
35.5.%.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
AMT
Alternative
Minimum
Tax
IF
Inverse
floating
rate
security
issued
by
a
tender
option
bond
(“TOB”)
trust,
the
interest
rate
on
which
varies
inversely
with
the
Securities
Industry
Financial
Markets
Association
(SIFMA)
short-term
rate,
which
resets
weekly,
or
a
similar
short-term
rate,
and
is
reduced
by
the
expenses
related
to
the
TOB
trust.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.