0001752724-23-238029.txt : 20231026 0001752724-23-238029.hdr.sgml : 20231026 20231026133306 ACCESSION NUMBER: 0001752724-23-238029 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231026 DATE AS OF CHANGE: 20231026 PERIOD START: 20240531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NUVEEN MASSACHUSETTS QUALITY MUNICIPAL INCOME FUND CENTRAL INDEX KEY: 0000897419 IRS NUMBER: 367032570 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07484 FILM NUMBER: 231349292 BUSINESS ADDRESS: STREET 1: 333 WEST WACKER DR CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3129178200 MAIL ADDRESS: STREET 1: 333 WEST WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: NUVEEN MASSACHUSETTS PREMIUM INCOME MUNICIPAL FUND DATE OF NAME CHANGE: 19930714 NPORT-P 1 primary_doc.xml NPORT-P false 0000897419 XXXXXXXX Nuveen Massachusetts Quality Municipal Income Fund 811-07484 0000897419 549300RK5RSCWBBL2616 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Massachusetts Quality Municipal Income Fund 549300RK5RSCWBBL2616 2024-05-31 2023-08-31 N 185854510.00 74380801.00 111473709.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 74000000.00000000 129279.00000000 USD N Massachusetts Development Finance Agency, Revenue Bonds, Sterling and Francine Clark Art Institute, Series 2015 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Sterling and Francine Clark Art Institute, Series 2015 57584XBD2 1230000.00000000 PA USD 1263825.00000000 1.133742665725 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2015A N/A Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2015A 57604TCV6 1500000.00000000 PA USD 1524720.00000000 1.367784398382 Long DBT MUN US N 2 2045-06-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2016 549300UZSVMFXJK08K70 Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2016 57584XRU7 2495000.00000000 PA USD 2567679.35000000 2.303394560954 Long DBT MUN US N 2 2040-01-01 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 40065FDE1 420000.00000000 PA USD 422179.80000000 0.378725893116 Long DBT MUN US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority, Revenue Bonds, Refunding Series 2017A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Revenue Bonds, Refunding Series 2017A 575896SQ9 2500000.00000000 PA USD 2538250.00000000 2.276994300064 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2018A N/A Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2018A 576000WE9 2000000.00000000 PA USD 2095020.00000000 1.879384851184 Long DBT MUN US N 2 2048-02-15 Fixed 5.25000000 N N N N N N University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2015-1 6ILE2573NPR1XO2TR556 University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2015-1 914440QM7 4000000.00000000 PA USD 4096720.00000000 3.675054895679 Long DBT MUN US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017 57584XQ87 1200000.00000000 PA USD 1163004.00000000 1.043298918133 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2020A-2 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2020A-2 57584YXA2 2145000.00000000 PA USD 2283459.75000000 2.048428970816 Long DBT MUN US N 2 2039-07-01 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 57583UA81 1400000.00000000 PA USD 1405670.00000000 1.260987915993 Long DBT MUN US N 2 2044-03-01 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 57583U5H7 190000.00000000 PA USD 194626.50000000 0.174594082986 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A N/A Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A 57604THJ8 2000000.00000000 PA USD 2092460.00000000 1.877088345557 Long DBT MUN US N 2 2049-06-01 Fixed 5.00000000 N N N N N N Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2017 N/A Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2017 573100DV3 500000.00000000 PA USD 529400.00000000 0.474910187118 Long DBT MUN US N 2 2035-05-01 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 57584X4M0 1040000.00000000 PA USD 824220.80000000 0.739385822355 Long DBT MUN US Y 2 2042-10-01 Fixed 4.12500000 N N N N N N Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B N/A Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022B 748508H43 3000000.00000000 PA USD 3217020.00000000 2.885900208093 Long DBT MUN US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1 549300X44HXPLJU48U63 Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1 74514L3P0 2000000.00000000 PA USD 1664940.00000000 1.493571905820 Long DBT MUN US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G 57583UVR6 1000000.00000000 PA USD 965660.00000000 0.866267040598 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022 57584Y4J5 500000.00000000 PA USD 477385.00000000 0.428248960479 Long DBT MUN US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T 57584XK34 730000.00000000 PA USD 759229.20000000 0.681083644574 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 N N N N N N Lynn Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2003A N/A Lynn Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2003A 551592DV7 415000.00000000 PA USD 415394.25000000 0.372638762741 Long DBT MUN US N 2 2032-12-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2020C 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2020C 57584YC98 700000.00000000 PA USD 643237.00000000 0.577030230509 Long DBT MUN US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G 57583UVQ8 2200000.00000000 PA USD 2043118.00000000 1.832824993739 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022 N/A Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022 761440X27 1625000.00000000 PA USD 1591151.25000000 1.427378046602 Long DBT MUN US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F 57584XFW6 3500000.00000000 PA USD 3532480.00000000 3.168890702291 Long DBT MUN US N 2 2045-08-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A 549300UZSVMFXJK08K70 Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A 57583FZE4 3000000.00000000 PA USD 3612240.00000000 3.240441205737 Long DBT MUN US N 2 2042-01-01 Fixed 5.75000000 N N N N N N North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012 N/A North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012 661802WH7 1775000.00000000 PA USD 1776544.25000000 1.593689010563 Long DBT MUN US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N 57583UN79 1100000.00000000 PA USD 1100770.00000000 0.987470507507 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Refunding Series 2016-I 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Refunding Series 2016-I 57584XML2 1675000.00000000 PA USD 1735300.00000000 1.556689927667 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P 549300UZSVMFXJK08K70 Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P 57583FFY2 1000000.00000000 PA USD 1136320.00000000 1.019361435260 Long DBT MUN US N 2 2059-05-15 Fixed 6.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019 57584YRZ4 450000.00000000 PA USD 462195.00000000 0.414622429042 Long DBT MUN US N 2 2036-07-01 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 57584XDE8 900000.00000000 PA USD 924480.00000000 0.829325594611 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A N/A Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A 575766AU4 4445000.00000000 PA USD 4231595.55000000 3.796048043938 Long DBT MUN US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Series 2003H 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Series 2003H 575930VL3 215000.00000000 PA USD 215150.50000000 0.193005599194 Long DBT MUN US N 2 2043-06-01 Fixed 5.12500000 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 57584XDH1 500000.00000000 PA USD 513345.00000000 0.460507687960 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B 549300GBS2G3YGHOYO19 Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B 576051NV4 500000.00000000 PA USD 527545.00000000 0.473246117611 Long DBT MUN US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Massachusetts Bay Transportation Authority, Assessment Bonds, Sustainability Series 2022A-2 N/A Massachusetts Bay Transportation Authority, Assessment Bonds, Sustainability Series 2022A-2 575577NZ0 3000000.00000000 PA USD 3196260.00000000 2.867276982772 Long DBT MUN US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011 N/A Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011 443852SS8 1240000.00000000 PA USD 1241438.40000000 1.113660262259 Long DBT MUN US N 2 2032-02-15 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 57584XU33 2000000.00000000 PA USD 2051100.00000000 1.839985426518 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C 5493001N1YCXNI1O7K10 Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C 57582RY26 3000000.00000000 PA USD 3217500.00000000 2.886330802898 Long DBT MUN US N 2 2047-10-01 Fixed 5.00000000 N N N N N N Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2017F 5493001N1YCXNI1O7K10 Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2017F 57582RQS8 3895000.00000000 PA USD 4037557.00000000 3.621981394734 Long DBT MUN US N 2 2046-11-01 Fixed 5.00000000 N N N N N N Massachusetts Port Authority, Revenue Bonds, Series 2014A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Revenue Bonds, Series 2014A 575896ME2 1000000.00000000 PA USD 1006740.00000000 0.903118779334 Long DBT MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A N/A Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A 57665NAG0 485000.00000000 PA USD 482332.50000000 0.432687226725 Long DBT MUN US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 18 Series 2015 549300SYPEROLSQU0261 Massachusetts Clean Water Trust, State Revolving Fund Bonds, Green 18 Series 2015 575829AX4 1000000.00000000 PA USD 1002240.00000000 0.899081953037 Long DBT MUN US N 2 2045-02-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2013J 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2013J 57584Y5Q8 25000.00000000 PA USD 25030.75000000 0.022454397745 Long DBT MUN US N 2 2039-10-01 Fixed 5.25000000 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Series 2019B-1 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Series 2019B-1 57587AY77 700000.00000000 PA USD 534135.00000000 0.479157825456 Long DBT MUN US N 2 2044-12-01 Fixed 3.10000000 N N N N N N Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022A 549300J6QBXVWJXB7Y41 Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022A 745197AA1 1050000.00000000 PA USD 1035562.50000000 0.928974651771 Long DBT MUN US N 2 2062-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Series 2021 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Series 2021 57584YL64 1175000.00000000 PA USD 951691.25000000 0.853736058966 Long DBT MUN US N 2 2051-07-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019 57584YRG6 1000000.00000000 PA USD 924630.00000000 0.829460155488 Long DBT MUN US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K 57584XF63 610000.00000000 PA USD 616368.40000000 0.552927148050 Long DBT MUN US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2022 N/A Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2022 664262BA9 1685000.00000000 PA USD 1623211.05000000 1.456138011878 Long DBT MUN US N 2 2047-04-15 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2016 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2016 57584XPL9 840000.00000000 PA USD 864939.60000000 0.775913538500 Long DBT MUN US N 2 2037-09-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018 57584YGQ6 1510000.00000000 PA USD 1560887.00000000 1.400228819873 Long DBT MUN US N 2 2043-06-01 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 57584X2D2 550000.00000000 PA USD 572555.50000000 0.513623799850 Long DBT MUN US N 2 2042-09-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2014F 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2014F 57583UC48 1080000.00000000 PA USD 1013655.60000000 0.909322573989 Long DBT MUN US N 2 2043-07-15 Fixed 5.75000000 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 88033SUL6 1880000.00000000 PA USD 1888478.80000000 1.694102418355 Long DBT MUN US Y 2 2048-10-01 Floating 4.89692670 N N N N N N Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1 N/A Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1 575579R25 2500000.00000000 PA USD 2728175.00000000 2.447370796642 Long DBT MUN US N 2 2053-07-01 Fixed 5.25000000 N N N N N N Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2014 N/A Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2014 573100CZ5 855000.00000000 PA USD 866576.70000000 0.777382135907 Long DBT MUN US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Massachusetts College Building Authority, Project Revenue Bonds, Green Series 2014B N/A Massachusetts College Building Authority, Project Revenue Bonds, Green Series 2014B 575832YE4 1610000.00000000 PA USD 1628048.10000000 1.460477196466 Long DBT MUN US N 2 2044-05-01 Fixed 5.00000000 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 57584YJW0 2000000.00000000 PA USD 2021320.00000000 1.813270607152 Long DBT MUN US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G 57584YF53 100000.00000000 PA USD 83163.00000000 0.074603241200 Long DBT MUN US Y 2 2046-07-15 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2020M 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2020M 57584YYH6 1100000.00000000 PA USD 975359.00000000 0.874967746879 Long DBT MUN US N 2 2038-10-01 Fixed 4.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B 57584YAN9 2500000.00000000 PA USD 2602525.00000000 2.334653635683 Long DBT MUN US N 2 2042-09-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P 549300UZSVMFXJK08K70 Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P 57583FFW6 1090000.00000000 PA USD 1196754.60000000 1.073575653609 Long DBT MUN US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation, Refunding Series 2022 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation, Refunding Series 2022 57584Y2X6 1000000.00000000 PA USD 854440.00000000 0.766494635968 Long DBT MUN US N 2 2050-01-01 Fixed 5.25000000 N N N N N N Massachusetts Port Authority, Revenue Bonds, Series 2015A 254900JRR8IDSSKWCL90 Massachusetts Port Authority, Revenue Bonds, Series 2015A 575896PX7 1000000.00000000 PA USD 1015840.00000000 0.911282139181 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A 57584YQJ1 280000.00000000 PA USD 272115.20000000 0.244107065640 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 1281685.75000000 1.149765053569 Long DBT MUN US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Concord, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2023 N/A Concord, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2023 206273Y24 2000000.00000000 PA USD 1929380.00000000 1.730793760526 Long DBT MUN US N 2 2053-01-15 Fixed 4.00000000 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 842264.85000000 0.755572643590 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 464793.20000000 0.416953202839 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 2262825.60000000 2.029918642071 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 512495.00000000 0.459745176326 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 2031680.00000000 1.822564278362 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 1265337.50000000 1.135099487898 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 237028.00000000 0.212631303045 Long DBT MUN US N 2 2051-12-01 Fixed 2.45000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2013J 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2013J 57584Y5R6 475000.00000000 PA USD 475584.25000000 0.426633557155 Long DBT MUN US N 2 2039-10-01 Fixed 5.25000000 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 1550325.00000000 1.390753940016 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 1344850.80000000 1.206428683556 Long DBT MUN US N 2 2041-07-01 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 724857.00000000 0.650249288825 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 1415146.50000000 1.269489023640 Long DBT MUN US N 2 2041-11-15 Fixed 5.25000000 N N N N N N Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1 57587GQX6 2500000.00000000 PA USD 2545525.00000000 2.283520502578 Long DBT MUN US N 2 2052-12-01 Fixed 5.10000000 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 1325662.50000000 1.189215387100 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 879515.00000000 0.788988729172 Long DBT MUN US N 2 2039-03-01 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 1260000.00000000 PA USD 1222704.00000000 1.096854147016 Long DBT MUN US N 2 2058-07-01 Fixed 5.00000000 N N N N N N Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022 N/A Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022 761440X35 1745000.00000000 PA USD 1708459.70000000 1.532612232360 Long DBT MUN US N 2 2043-08-01 Fixed 4.00000000 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 1279888.80000000 1.148153059121 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 820262.40000000 0.735834850529 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 4218000.00000000 PA USD 871776.24000000 0.782046500309 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 1978831.45000000 1.775155296931 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 192899.70000000 0.173045018175 Long DBT MUN US N 2 2049-06-15 Fixed 5.00000000 N N N N N N Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022-224 549300NLJBK1VP6K2K81 Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022-224 57587GMU6 500000.00000000 PA USD 488095.00000000 0.437856607067 Long DBT MUN US N 2 2042-12-01 Fixed 4.35000000 N N N N N N University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1 6ILE2573NPR1XO2TR556 University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1 914440UG5 2900000.00000000 PA USD 3069592.00000000 2.753646601998 Long DBT MUN US N 2 2052-11-01 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 1027390.00000000 0.921643326678 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 2512150.00000000 2.253580707537 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019 N/A Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019 709699JT0 2010000.00000000 PA USD 1583518.20000000 1.420530647275 Long DBT MUN US N 2 2043-09-01 Fixed 3.00000000 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 452872.05000000 0.406259066880 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 728942.50000000 0.653914278567 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 2844156.00000000 2.551414163495 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 577593.25000000 0.518143026890 Long DBT MUN US Y 2 2048-10-01 Floating 4.89755830 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 696620.00000000 0.624918652343 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 1382575.50000000 1.240270474897 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 725000.00000000 PA USD 677672.00000000 0.607920922412 Long DBT MUN US N 2 2044-09-01 Fixed 4.00000000 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, Childrens Hospital Issue, Series 2014P 57583UK31 1000000.00000000 PA USD 1015790.00000000 0.911237285555 Long DBT MUN US N 2 2046-10-01 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 222432.50000000 0.199538081216 Long DBT MUN US Y 2 2047-10-01 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 520202.80000000 0.466659631824 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 3075000.00000000 PA USD 3292433.25000000 2.953551361604 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 520800.00000000 0.467195363527 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 1048860.00000000 0.940903473481 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 343672.00000000 0.308298703867 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 568243.10000000 0.509755264355 Long DBT MUN US N 2 2029-07-01 Fixed 5.00000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2023FF 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2023FF 57584Y5M7 5000000.00000000 PA USD 4778150.00000000 4.286347016586 Long DBT MUN US N 2 2046-10-01 Fixed 4.00000000 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 914730.00000000 0.820579137633 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 726539.25000000 0.651758389056 Long DBT MUN US N 2 2053-07-01 Fixed 4.75000000 N N N N N N Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G 549300UZSVMFXJK08K70 Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G 57584Y4T3 3000000.00000000 PA USD 3072030.00000000 2.755833664779 Long DBT MUN US N 2 2052-07-01 Fixed 5.25000000 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 1984458.00000000 1.780202720266 Long DBT MUN US N 2 2041-07-01 Fixed 4.00000000 N N N N N N Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2016B N/A Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2016B 576000VB6 3185000.00000000 PA USD 3274339.25000000 2.937319731596 Long DBT MUN US N 2 2046-11-15 Fixed 5.00000000 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 2200836.00000000 1.974309475968 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 13888000.00000000 PA USD 3868085.76000000 3.469953403990 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 335000.00000000 PA USD 336685.05000000 0.302030903089 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 2342868.00000000 2.101722478795 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 418062.75000000 0.375032600736 Long DBT MUN US Y 2 2051-01-01 Fixed 4.00000000 N N N N N N Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A 5493001N1YCXNI1O7K10 Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A 57582RVY9 4000000.00000000 PA USD 4170960.00000000 3.741653558867 Long DBT MUN US N 2 2049-01-01 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 892158.75000000 0.800331089728 Long DBT MUN US N 2 2038-08-15 Fixed 5.00000000 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 3585581.20000000 3.216526329091 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 433795.50000000 0.389146018277 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 1091715.00000000 0.979347515924 Long DBT MUN US N 2 2044-07-01 Fixed 5.00000000 N N N N N N 2023-08-31 Nuveen Massachusetts Quality Municipal Income Fund E. Scott Wickerham E. Scott Wickerham Vice President and Funds Controller XXXX NPORT-EX 2 tiaa_NMT.htm
1
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
Portfolio
of
Investments
August
31,
2023
(Unaudited)
NMT
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
164.6% (100.0%
of
Total
Investments)  
X
183,465,348
MUNICIPAL
BONDS
-
164.6%  (100.0%
of
Total
Investments)
X
183,465,348
Education
and
Civic
Organizations
-
52.0%
(31.6%
of
Total
Investments)
$
210
Lowell,
Massachusetts,
Collegiate
Charter
School
Revenue
Bonds,
Series
2019,
5.000%,
6/15/49
6/26
at
100.00
$
192,900
3,515
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berklee
College
of
Music,
Series
2016,
5.000%,
10/01/39
10/26
at
100.00
3,585,581
2,200
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2013S,
5.000%,
7/01/38
9/23
at
100.00
2,200,836
730
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
College,
Series
2017T,
5.000%,
7/01/42
7/27
at
100.00
759,229
5,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
University,
Refunding
Series
2023FF,
4.000%,
10/01/46
10/33
at
100.00
4,778,150
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
University,
Tender
Option
Bond
Trust
2016-XG0070:
1,880
4.897%,
10/01/48,
144A,
(IF)
(c)
10/23
at
100.00
1,888,479
575
4.898%,
10/01/48,
144A,
(IF)
(c)
10/23
at
100.00
577,593
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Emerson
College,
Series
2017A:
2,000
5.000%,
1/01/34
1/28
at
100.00
2,051,100
2,240
5.000%,
1/01/37
1/28
at
100.00
2,262,826
1,955
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Lesley
University,
Series
2016,
5.000%,
7/01/35
7/26
at
100.00
1,978,831
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
MCPHS
University
Issue,
Series
2015H:
450
3.500%,
7/01/35
7/25
at
100.00
433,796
190
5.000%,
7/01/37
7/25
at
100.00
194,626
1,200
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Merrimack
College,
Series
2017,
5.000%,
7/01/47
7/26
at
100.00
1,163,004
500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Merrimack
College,
Series
2022,
5.000%,
7/01/52
7/32
at
100.00
477,385
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Northeastern
University,
Series
2014A:
875
5.000%,
3/01/39
3/24
at
100.00
879,515
1,400
5.000%,
3/01/44
3/24
at
100.00
1,405,670
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2013J:
475
5.250%,
10/01/39
10/23
at
100.00
475,584
1,100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2020M,
4.000%,
10/01/38
10/30
at
100.00
975,359
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
1,263,825
450
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2019,
5.000%,
7/01/36
7/29
at
100.00
462,195
1,175
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Suffolk
University,
Series
2021,
4.000%,
7/01/51
7/31
at
100.00
951,691
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Broad
Institute,
Series
2017:
2,200
5.000%,
4/01/35
10/27
at
100.00
2,342,868
1,250
5.000%,
4/01/36
10/27
at
100.00
1,325,663
875
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Tufts
University,
Series
2015Q,
5.000%,
8/15/38
8/25
at
100.00
892,159
1,325
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wheaton
College,
Series
2017H,
5.000%,
1/01/42
1/28
at
100.00
1,281,686
1,510
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Woods
Hole
Oceanographic
Institution,
Series
2018,
5.000%,
6/01/43
6/28
at
100.00
1,560,887
840
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2016,
5.000%,
9/01/37
9/26
at
100.00
864,940
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
August
31,
2023
(Unaudited)
2
NMT
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Education
and
Civic
Organizations
(continued)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2017:
$
550
5.000%,
9/01/42
9/27
at
100.00
$
572,555
700
5.000%,
9/01/47
9/27
at
100.00
724,857
2,500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2017B,
5.000%,
9/01/42
9/27
at
100.00
2,602,525
725
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Worcester
Polytechnic
Institute,
Series
2019,
4.000%,
9/01/44
9/29
at
100.00
677,672
500
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
Suffolk
University,
Refunding
Series
2017,
5.000%,
7/01/35
7/27
at
100.00
512,495
3,000
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Series
2002A,
5.750%,
1/01/42
-
AMBAC
Insured
No
Opt.
Call
3,612,240
2,495
Massachusetts
Development
Finance
Authority,
Revenue
Bonds,
WGBH
Educational
Foundation,
Series
2016,
5.000%,
1/01/40
7/26
at
100.00
2,567,679
Massachusetts
Development
Finance
Authority,
Revenue
Refunding
Bonds,
Boston
University,
Series
1999P:
1,090
6.000%,
5/15/29
No
Opt.
Call
1,196,755
1,000
6.000%,
5/15/59
5/29
at
105.00
1,136,320
4,000
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2015-1,
5.000%,
11/01/40
11/25
at
100.00
4,096,720
2,900
University
of
Massachusetts
Building
Authority,
Project
Revenue
Bonds,
Senior
Series
2022-1,
5.000%,
11/01/52
5/30
at
100.00
3,069,592
Total
Education
and
Civic
Organizations
57,995,788
Health
Care
-
29.4%
(17.9%
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
1,344,851
1,100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Baystate
Medical
Center
Issue,
Series
2014N,
5.000%,
7/01/44
7/24
at
100.00
1,100,770
500
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center
Issue,
Series
2016E,
5.000%,
7/01/32
7/26
at
100.00
520,800
3,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Boston
Medical
Center
Issue,
Series
2023G,
5.250%,
7/01/52
7/33
at
100.00
3,072,030
1,675
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Refunding
Series
2016-I,
5.000%,
7/01/30
7/26
at
100.00
1,735,300
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2015H-1:
900
5.000%,
7/01/30
7/25
at
100.00
924,480
1,000
5.000%,
7/01/32
7/25
at
100.00
1,027,390
500
5.000%,
7/01/33
7/25
at
100.00
513,345
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2:
1,500
5.000%,
7/01/38
7/28
at
100.00
1,550,325
2,000
5.000%,
7/01/53
7/28
at
100.00
2,021,320
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
2,844,156
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
3,532,480
2,145
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Mass
General
Brigham,
Series
2020A-2,
5.000%,
7/01/39
1/30
at
100.00
2,283,460
1,080
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Milford
Regional
Medical
Center
Issue,
Series
2014F,
5.750%,
7/15/43
10/23
at
100.00
1,013,656
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
83,163
2,100
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Partners
HealthCare
System
Issue,
Series
2017S-1,
4.000%,
7/01/41
1/28
at
100.00
1,984,458
820
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Southcoast
Health
System
Obligated
Group
Issue,
Series
2013F,
5.000%,
7/01/37
10/23
at
100.00
820,262
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
The
Lowell
General
Hospital,
Series
2013G:
1,000
5.000%,
7/01/37
10/23
at
100.00
965,660
2,200
5.000%,
7/01/44
10/23
at
100.00
2,043,118
3
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Health
Care
(continued)
$
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
$
616,368
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
343,672
1,095
5.000%,
7/01/44
7/27
at
100.00
1,091,715
445
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
UMass
Memorial
Health
Care,
Series
2016I,
5.000%,
7/01/36
7/26
at
100.00
452,872
280
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2019A,
5.000%,
7/01/44
1/29
at
100.00
272,115
700
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Wellforce
Issue,
Series
2020C,
4.000%,
10/01/45
-
AGM
Insured
10/30
at
100.00
643,237
Total
Health
Care
32,801,003
Housing/Multifamily
-
4.6%
(2.8%
of
Total
Investments)
215
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2003H,
5.125%,
6/01/43
9/23
at
100.00
215,150
700
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2019B-1,
3.100%,
12/01/44
12/28
at
100.00
534,135
1,000
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Series
2020A-1,
3.000%,
12/01/50
12/28
at
100.00
696,620
1,335
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2020D-1,
2.550%,
12/01/50
6/30
at
100.00
842,265
400
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2021A-1,
2.450%,
12/01/51
6/30
at
100.00
237,028
2,500
Massachusetts
Housing
Finance
Agency,
Housing
Bonds,
Sustainability
Green
Series
2022C-1,
5.100%,
12/01/52
6/32
at
100.00
2,545,525
Total
Housing/Multifamily
5,070,723
Housing/Single
Family
-
0.4%
(0.3%
of
Total
Investments)
500
Massachusetts
Housing
Finance
Agency,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2022-224,
4.350%,
12/01/42
6/32
at
100.00
488,095
Total
Housing/Single
Family
488,095
Long-Term
Care
-
3.3%
(2.0%
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
9/23
at
105.00
824,221
250
5.000%,
10/01/47,
144A
9/23
at
105.00
222,432
460
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Berkshire
Retirement
Community
Lennox,
Series
2015,
5.000%,
7/01/31
7/25
at
100.00
464,793
525
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Loomis
Communities,
Series
2022.
Forward
Delivery,
4.000%,
1/01/51,
144A
1/27
at
103.00
418,063
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Orchard
Cove,
Inc.,
Refunding
Series
2019,
5.000%,
10/01/49
10/24
at
104.00
924,630
1,000
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Salem
Community
Corporation,
Refunding
Series
2022,
5.250%,
1/01/50
1/32
at
100.00
854,440
Total
Long-Term
Care
3,708,579
Tax
Obligation/General
-
26.7%
(16.2%
of
Total
Investments)
2,000
Concord,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2023,
4.000%,
1/15/53
1/33
at
100.00
1,929,380
1,240
Hudson,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2011,
5.000%,
2/15/32
10/23
at
100.00
1,241,439
2,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2015C,
5.000%,
7/01/45
7/25
at
100.00
2,031,680
3,895
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2017F,
5.000%,
11/01/46
11/27
at
100.00
4,037,557
4,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2019A,
5.000%,
1/01/49
1/29
at
100.00
4,170,960
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
August
31,
2023
(Unaudited)
4
NMT
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Tax
Obligation/General
(continued)
$
3,000
Massachusetts
State,
General
Obligation
Bonds,
Consolidated
Loan,
Series
2022C,
5.000%,
10/01/47
10/32
at
100.00
$
3,217,500
1,775
North
Reading,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2012,
5.000%,
5/15/35
10/23
at
100.00
1,776,544
1,685
Northeast
Metropolitan
Regional
Vocational
Technical
School
District,
Massachusetts,
General
Obligation
Bonds,
School
Series
2022,
4.000%,
4/15/47
4/31
at
100.00
1,623,211
2,010
Pentucket
Regional
School
District,
Massachusetts,
General
Obligation
Bonds,
Series
2019,
3.000%,
9/01/43
9/27
at
100.00
1,583,518
2,000
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1,
4.000%,
7/01/46
7/31
at
103.00
1,664,940
3,000
Quincy,
Massachusetts,
General
Obligation
Bonds,
Municipal
Purpose
Loan
Series
2022B,
5.000%,
7/01/47
7/32
at
100.00
3,217,020
Revere,
Massachusetts,
General
Obligation
Bonds,
State
Qualified
Municipal
Purpose
Loan
Series
2022:
1,625
4.000%,
8/01/42
8/31
at
100.00
1,591,151
1,745
4.000%,
8/01/43
8/31
at
100.00
1,708,460
Total
Tax
Obligation/General
29,793,360
Tax
Obligation/Limited
-
26.7%
(16.2%
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
866,577
500
Martha's
Vineyard
Land
Bank,
Massachusetts,
Revenue
Bonds,
Refunding
Green
Series
2017,
5.000%,
5/01/35
-
BAM
Insured
5/27
at
100.00
529,400
3,000
Massachusetts
Bay
Transportation
Authority,
Assessment
Bonds,
Sustainability
Series
2022A-2,
5.000%,
7/01/52
7/32
at
100.00
3,196,260
2,500
Massachusetts
Bay
Transportation
Authority,
Sales
Tax
Revenue
Bonds,
Senior
Series
2023A-1,
5.250%,
7/01/53
7/33
at
100.00
2,728,175
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
1,382,576
3,185
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Senior
Series
2016B,
5.000%,
11/15/46
11/26
at
100.00
3,274,339
2,000
Massachusetts
School
Building
Authority,
Dedicated
Sales
Tax
Revenue
Bonds,
Subordinated
Series
2018A,
5.250%,
2/15/48
2/28
at
100.00
2,095,020
3,075
Massachusetts
State,
Special
Obligation
Dedicated
Tax
Revenue
Bonds,
Refunding
Series
2005,
5.500%,
1/01/27
-
NPFG
Insured
No
Opt.
Call
3,292,433
2,000
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
&
Accelerated
Bridge
Programs,
Series
2019A,
5.000%,
6/01/49
6/29
at
100.00
2,092,460
1,500
Massachusetts
State,
Transportation
Fund
Revenue
Bonds,
Rail
Enhancement
Program,
Series
2015A,
5.000%,
6/01/45
6/25
at
100.00
1,524,720
485
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A,
5.000%,
10/01/39
10/32
at
100.00
482,333
1,050
Puerto
Rico
Highway
and
Transportation
Authority,
Restructured
Toll
Revenue
Bonds,
Series
2022A,
5.000%,
7/01/62
7/32
at
100.00
1,035,562
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
13,888
0.000%,
7/01/46
7/28
at
41.38
3,868,086
4,218
0.000%,
7/01/51
7/28
at
30.01
871,776
775
4.750%,
7/01/53
7/28
at
100.00
726,539
1,260
5.000%,
7/01/58
7/28
at
100.00
1,222,704
520
Virgin
Islands
Public
Finance
Authority,
Gross
Receipts
Taxes
Loan
Note,
Refunding
Series
2012A,
5.000%,
10/01/32
-
AGM
Insured
10/23
at
100.00
520,203
Total
Tax
Obligation/Limited
29,709,163
Transportation
-
7.8%
(4.7%
of
Total
Investments)
2,500
Massachusetts
Port
Authority,
Revenue
Bonds,
Refunding
Series
2017A,
5.000%,
7/01/47,
(AMT)
7/27
at
100.00
2,538,250
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2014A:
1,000
5.000%,
7/01/39
7/24
at
100.00
1,006,740
2,500
5.000%,
7/01/44
7/24
at
100.00
2,512,150
5
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
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Transportation
(continued)
Massachusetts
Port
Authority,
Revenue
Bonds,
Series
2015A:
$
715
5.000%,
7/01/40
7/25
at
100.00
$
728,943
1,000
5.000%,
7/01/45
7/25
at
100.00
1,015,840
1,000
Massachusetts
Port
Authority,
Special
Facilities
Revenue
Bonds,
BOSFUEL
Corporation,
Series
2019A,
4.000%,
7/01/44,
(AMT)
7/29
at
100.00
914,730
Total
Transportation
8,716,653
U.S.
Guaranteed
-
4.5%
(2.7%
of
Total
Investments)
(d)
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
1,628,048
1,000
Massachusetts
Development
Finance
Agency
Revenue
Bonds,
Childrens
Hospital
Issue,
Series
2014P,
5.000%,
10/01/46,
(Pre-refunded
10/01/24)
10/24
at
100.00
1,015,790
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
1,415,146
335
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
336,685
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
Simmons
University
Issue,
Series
2013J:
25
5.250%,
10/01/39,
(Pre-refunded
10/01/23)
10/23
at
100.00
25,031
500
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2016B,
5.000%,
8/01/40,
(Pre-refunded
8/01/26)
8/26
at
100.00
527,545
Total
U.S.
Guaranteed
4,948,245
Utilities
-
9.2%
(5.6%
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
568,243
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
1,265,337
420
5.000%,
7/01/40
7/27
at
100.00
422,180
415
Lynn
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2003A,
5.000%,
12/01/32
-
NPFG
Insured
10/23
at
100.00
415,394
1,000
Massachusetts
Clean
Water
Trust,
State
Revolving
Fund
Bonds,
Green
18
Series
2015,
5.000%,
2/01/45
2/24
at
100.00
1,002,240
4,445
Massachusetts
Municipal
Wholesale
Electric
Company,
MMWEC,
Revenue
Bonds,
Project
2015A,
Series
2021A,
4.000%,
7/01/46
1/32
at
100.00
4,231,596
1,230
Massachusetts
Water
Resources
Authority,
General
Revenue
Bonds,
Series
2017B,
5.000%,
8/01/42
8/27
at
100.00
1,279,889
1,000
Springfield
Water
and
Sewer
Commission,
Massachusetts,
General
Revenue
Bonds,
Series
2017C,
5.000%,
4/15/37
4/27
at
100.00
1,048,860
Total
Utilities
10,233,739
Total
Municipal
Bonds
(cost
$188,536,087)
183,465,348
Total
Long-Term
Investments
(cost
$188,536,087)
183,465,348
VRDP
Shares,
Net
-
(66.2)%
(e)
(
73,770,748
)
Other
Assets
&
Liabilities,
Net
-
1.6%
1,779,110
Net
Assets
Applicable
to
Common
Shares
-
100%
$
111,473,710
Nuveen
Massachusetts
Quality
Municipal
Income
Fund
(continued)
Portfolio
of
Investments
August
31,
2023
(Unaudited)
6
NMT
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
183,465,348
$
–
$
183,465,348
Total
$
–
$
183,465,348
$
–
$
183,465,348
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
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.
(c)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(d)
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.
(e)
VRDP
Shares,
Net
as
a
percentage
of
Total
Investments
is
40.2%.
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.