# EDGAR Filing Document

**Accession Number:** 0000897419
**File Stem:** 0001752724-25-181037
**Filing Date:** 2025-7
**Character Count:** 67252
**Document Hash:** 7f753d784ae310857b433071dd06d78d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-181037.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-181037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NUVEEN MASSACHUSETTS QUALITY MUNICIPAL INCOME FUND
- **CENTRAL INDEX KEY:** 0000897419

**ORGANIZATION NAME:**
- **EIN:** 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:** 251157588

**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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nuveen Massachusetts Quality Municipal Income Fund

- **b. Investment Company Act file number:** 811-07484

- **c. CIK number of Registrant:** 0000897419

- **d. LEI of Registrant:** 549300RK5RSCWBBL2616

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Massachusetts Quality Municipal Income Fund

- **c. LEI of Series:** 549300RK5RSCWBBL2616

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $179042246.00

**Total Liabilities:** $76862493.00

**Net Assets:** $102179753.00

**Delayed Delivery Securities:** $2106580.00

**Cash Not Reported:** $680525.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -115.04000000 | **5-Year:** -725.89000000 | **10-Year:** -52804.47000000 | **30-Year:** -86713.09000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -3202.37000000 | **30-Year:** -2699.15000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.27%               | -1.39%               | -1.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-59814.04               | $-3880387.49                               |
| Month 2  | $-134643.33              | $-1556277.36                               |
| Month 3  | $0.00                    | $-1866821.20                               |

### Schedule of Portfolio Investments

| Name                                                                                                                                 | Title                                                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Massachusetts Development Finance Agency, Revenue Bonds, Wentworth Institute of Technology, Series 2017                              | Massachusetts Development Finance Agency, Revenue Bonds, Wentworth Institute of Technology, Series 2017                              | CUSIP: 57584XJ36<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1170500.13   | 1.15%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2024B                                                   | Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2024B                                                   | CUSIP: 576051J98<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    815000 | PA      | $842477.89    | 0.82%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Longmeadow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                         | East Longmeadow, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2024                                         | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1530633.77   | 1.50%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2016                                 | Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2016                                 | CUSIP: 57584XRU7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2499151.68   | 2.45%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                               | Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                               | CUSIP: 40065FDE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $420417.61    | 0.41%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2018A                                | Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Subordinated Series 2018A                                | CUSIP: 576000WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016497.80   | 0.99%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022A                                                 | Quincy, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2022A                                                 | CUSIP: 748508E46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2046212.40   | 2.00%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017                                              | Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2017                                              | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1131617.40   | 1.11%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2020A-2                                        | Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2020A-2                                        | CUSIP: 57584YXA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2145000 | PA      | $2221831.11   | 2.17%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                        | Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                        | CUSIP: 57583U5H7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190140.77    | 0.19%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A                 | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement & Accelerated Bridge Programs, Series 2019A                 | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2019077.40   | 1.98%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2017                                               | Martha's Vineyard Land Bank, Massachusetts, Revenue Bonds, Refunding Green Series 2017                                               | CUSIP: 573100DV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513319.30    | 0.50%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                  | Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                  | CUSIP: 57584X4M0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $901459.73    | 0.88%             | 2042-10-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                   | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                   | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1644972.00   | 1.61%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                   | Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                   | CUSIP: 57583UVR6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $945816.00    | 0.93%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022                                              | Massachusetts Development Finance Agency, Revenue Bonds, Merrimack College, Series 2022                                              | CUSIP: 57584Y4J5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $465069.15    | 0.46%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                | Massachusetts Development Finance Agency, Revenue Bonds, Boston College, Series 2017T                                                | CUSIP: 57584XK34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    730000 | PA      | $738309.01    | 0.72%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lynn Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2003A                                                  | Lynn Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2003A                                                  | CUSIP: 551592DV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $415238.79    | 0.41%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2020C                                               | Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2020C                                               | CUSIP: 57584YC98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $605249.61    | 0.59%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Smith College, Series 2025                                                  | Massachusetts Development Finance Agency, Revenue Bonds, Smith College, Series 2025                                                  | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $489065.01    | 0.48%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                   | Massachusetts Development Finance Agency, Revenue Bonds, The Lowell General Hospital, Series 2013G                                   | CUSIP: 57583UVQ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2022120.76   | 1.98%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022                                  | Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022                                  | CUSIP: 761440X27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1541073.14   | 1.51%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                     | Massachusetts Development Finance Agency, Revenue Bonds, Lahey Health System Obligated Group Issue, Series 2015F                     | CUSIP: 57584XFW6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3398278.45   | 3.33%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A                                | Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series 2002A                                | CUSIP: 57583FZE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3399126.30   | 3.33%             | 2042-01-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012                                           | North Reading, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2012                                           | CUSIP: 661802WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1776695.30   | 1.74%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                 | Massachusetts Development Finance Agency, Revenue Bonds, Baystate Medical Center Issue, Series 2014N                                 | CUSIP: 57583UN79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1099923.88   | 1.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Refunding Series 2016-I                                    | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Refunding Series 2016-I                                    | CUSIP: 57584XML2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1693654.48   | 1.66%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P                                | Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P                                | CUSIP: 57583FFY2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1090920.90   | 1.07%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019                                   | Massachusetts Development Finance Agency, Revenue Bonds, Suffolk University, Refunding Series 2019                                   | CUSIP: 57584YRZ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    450000 | PA      | $450899.10    | 0.44%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1                                             | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1                                             | CUSIP: 57584XDE8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900622.17    | 0.88%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2025B-2                                 | Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2025B-2                                 | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1762566.46   | 1.72%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                | Massachusetts Municipal Wholesale Electric Company, MMWEC, Revenue Bonds, Project 2015A, Series 2021A                                | CUSIP: 575766AU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4003913.32   | 3.92%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Housing Bonds, Series 2003H                                                                    | Massachusetts Housing Finance Agency, Housing Bonds, Series 2003H                                                                    | CUSIP: 575930VL3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    215000 | PA      | $214998.60    | 0.21%             | 2043-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1                                             | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2015H-1                                             | CUSIP: 57584XDH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500159.50    | 0.49%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B                                                         | Massachusetts Water Resources Authority, General Revenue Bonds, Series 2016B                                                         | CUSIP: 576051NV4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    500000 | PA      | $512989.10    | 0.50%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Assessment Bonds, Sustainability Series 2022A-2                                          | Massachusetts Bay Transportation Authority, Assessment Bonds, Sustainability Series 2022A-2                                          | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3051991.50   | 2.99%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011                                                  | Hudson, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2011                                                  | CUSIP: 443852SS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1241470.02   | 1.21%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, Olin College, Refunding Series 2023G                                     | Massachusetts Development Finance Authority, Revenue Bonds, Olin College, Refunding Series 2023G                                     | CUSIP: 57585BHQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1530491.55   | 1.50%             | 2051-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2024A                                                       | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2024A                                                       | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2033110.40   | 1.99%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                               | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                               | CUSIP: 57584XU33<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2042536.40   | 2.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C                                                       | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2022C                                                       | CUSIP: 57582RY26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3063208.20   | 3.00%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                            | Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                            | CUSIP: 575896ME2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998847.40    | 0.98%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A                                | Matching Fund Special Purpose Securitization Corporation, Virgin Islands, Revenue Bonds, Series 2022A                                | CUSIP: 57665NAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $465600.05    | 0.46%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2024D                                          | Massachusetts Development Finance Agency, Revenue Bonds, Mass General Brigham, Series 2024D                                          | CUSIP: 57584Y7Y9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000869.00   | 1.96%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Housing Bonds, Series 2019B-1                                                                  | Massachusetts Housing Finance Agency, Housing Bonds, Series 2019B-1                                                                  | CUSIP: 57587AY77<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    660000 | PA      | $501896.34    | 0.49%             | 2044-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019                                   | Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Inc., Refunding Series 2019                                   | CUSIP: 57584YRG6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960032.70    | 0.94%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K              | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017K              | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $614845.72    | 0.60%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2016                                | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2016                                | CUSIP: 57584XPL9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $845853.29    | 0.83%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Issue Series 2025N-1                                         | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Issue Series 2025N-1                                         | CUSIP: 57585BEX2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1404042.48   | 1.37%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                           | Massachusetts Development Finance Agency, Revenue Bonds, Woods Hole Oceanographic Institution, Series 2018                           | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1513587.46   | 1.48%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017                                | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017                                | CUSIP: 57584X2D2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $551254.00    | 0.54%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2024A                                       | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2024A                                       | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2037673.60   | 1.99%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019C                                                       | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019C                                                       | CUSIP: 57582RWX0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015403.20   | 0.99%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                             | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                             | CUSIP: 57584YJW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1940790.00   | 1.90%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                         | Massachusetts Development Finance Agency, Revenue Bonds, Milford Regional Medical Center Issue, Series 2020G                         | CUSIP: 57584YF53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108928.59    | 0.11%             | 2046-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2020M                                      | Massachusetts Development Finance Agency, Revenue Bonds, Simmons University Issue, Series 2020M                                      | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $937440.02    | 0.92%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Sustainability Series 2024B                              | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Sustainability Series 2024B                              | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044583.90   | 1.02%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                               | Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute, Series 2017B                               | CUSIP: 57584YAN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2505173.00   | 2.45%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P                                | Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University, Series 1999P                                | CUSIP: 57583FFW6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    895000 | PA      | $955541.11    | 0.94%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Middlesex School, Series 2024                                               | Massachusetts Development Finance Agency, Revenue Bonds, Middlesex School, Series 2024                                               | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    380000 | PA      | $333644.64    | 0.33%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A                                               | Massachusetts Development Finance Agency, Revenue Bonds, Wellforce Issue, Series 2019A                                               | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    280000 | PA      | $264830.69    | 0.26%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H                                               | Massachusetts Development Finance Agency, Revenue Bonds, Wheaton College, Series 2017H                                               | CUSIP: 57584X5J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1315725.00   | 1.29%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Concord, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2023                                                 | Concord, Massachusetts, General Obligation Bonds, Municipal Purpose Loan Series 2023                                                 | CUSIP: 206273Y24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1784501.60   | 1.75%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2020D-1                                             | Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2020D-1                                             | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $829607.05    | 0.81%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015                          | Massachusetts Development Finance Agency, Revenue Bonds, Berkshire Retirement Community Lennox, Series 2015                          | CUSIP: 57584XBA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    460000 | PA      | $460296.42    | 0.45%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                               | Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2017A                                               | CUSIP: 57584XU66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2240000 | PA      | $2270061.02   | 2.22%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                | Massachusetts Development Finance Authority, Revenue Bonds, Suffolk University, Refunding Series 2017                                | CUSIP: 57584XM65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500035.50    | 0.49%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C                                                       | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2015C                                                       | CUSIP: 57582REW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1999840.40   | 1.96%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                               | Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Refunding Series 2017                               | CUSIP: 40065FDD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1257932.88   | 1.23%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                             | Massachusetts Development Finance Agency, Revenue Bonds, CareGroup Issue, Series 2018J-2                                             | CUSIP: 57584YJT7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1520731.05   | 1.49%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation, Refunding Series 2022                          | Massachusetts Development Finance Agency, Revenue Bonds, Salem Community Corporation, Refunding Series 2022                          | CUSIP: 57584Y2W8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $962894.48    | 0.94%             | 2040-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency Revenue Bonds, South Shore Hospital, Series 2016I                                           | Massachusetts Development Finance Agency Revenue Bonds, South Shore Hospital, Series 2016I                                           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1309321.64   | 1.28%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1                                             | Massachusetts Housing Finance Agency, Housing Bonds, Sustainability Green Series 2022C-1                                             | CUSIP: 57587GQX6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2518338.25   | 2.46%             | 2052-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017                                            | Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2017                                            | CUSIP: 57584X3C3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1272893.38   | 1.25%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022                                  | Revere, Massachusetts, General Obligation Bonds, State Qualified Municipal Purpose Loan Series 2022                                  | CUSIP: 761440X35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1636693.09   | 1.60%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                | Massachusetts Development Finance Agency, Revenue Bonds, Southcoast Health System Obligated Group Issue, Series 2013F                | CUSIP: 57583UUA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    820000 | PA      | $820359.00    | 0.80%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2023B                                       | Massachusetts State, Transportation Fund Revenue Bonds, Rail Enhancement Program, Series 2023B                                       | CUSIP: 57604TKH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5137537.00   | 5.03%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | CUSIP: 74529JQH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4218000 | PA      | $995766.46    | 0.97%             | 2051-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016                                              | Massachusetts Development Finance Agency, Revenue Bonds, Lesley University, Series 2016                                              | CUSIP: 57584XVQ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1963604.35   | 1.92%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2024    | Northeast Metropolitan Regional Vocational Technical School District, Massachusetts, General Obligation Bonds, School Series 2024    | CUSIP: 664262CC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $2149621.76   | 2.10%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                          | Lowell, Massachusetts, Collegiate Charter School Revenue Bonds, Series 2019                                                          | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $197248.28    | 0.19%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022-224                                    | Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Social Series 2022-224                                    | CUSIP: 57587GMU6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $483828.30    | 0.47%             | 2042-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                          | University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2022-1                                          | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2941016.44   | 2.88%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                            | Massachusetts Port Authority, Revenue Bonds, Series 2014A                                                                            | CUSIP: 575896MF9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2484635.00   | 2.43%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019                                             | Pentucket Regional School District, Massachusetts, General Obligation Bonds, Series 2019                                             | CUSIP: 709699JT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1527233.38   | 1.49%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Series 2023D                                                             | Massachusetts State, General Obligation Bonds, Consolidated Series 2023D                                                             | CUSIP: 57582R4D5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5079401.50   | 4.97%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G                                   | Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2023G                                   | CUSIP: 57584Y4S5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2327829.40   | 2.28%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2             | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Taxable Restructured Cofina Project Series 2019A-2             | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1016000 | PA      | $910851.42    | 0.89%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority, Revenue Bonds, Series 2015A                                                                            | Massachusetts Port Authority, Revenue Bonds, Series 2015A                                                                            | CUSIP: 575896PW9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    715000 | PA      | $712257.83    | 0.70%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Series 2024B                                                             | Massachusetts State, General Obligation Bonds, Consolidated Series 2024B                                                             | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1174718.62   | 1.15%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N                            | Massachusetts Development Finance Agency, Revenue Bonds, Dana-Farber Cancer Institute Issue, Series 2016N                            | CUSIP: 57584XNZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2762515.56   | 2.70%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                  | Massachusetts Development Finance Agency Revenue Refunding Bonds, NewBridge on the Charles, Inc. Issue, Series 2017                  | CUSIP: 57584X4N8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $232058.65    | 0.23%             | 2047-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2012A                                      | Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Refunding Series 2012A                                      | CUSIP: 927676RR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $456147.28    | 0.45%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E                                   | Massachusetts Development Finance Agency, Revenue Bonds, Boston Medical Center Issue, Series 2016E                                   | CUSIP: 57584XWL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500600.85    | 0.49%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2017C                                           | Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Series 2017C                                           | CUSIP: 850777HD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021846.10   | 1.00%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1                                           | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2023A-1                                           | CUSIP: 575579Q83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5216695.00   | 5.11%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                        | Boston, Massachusetts, General Obligation Bonds, Series 2025A                                                                        | CUSIP: 100853N55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2113630.20   | 2.07%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L              | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L              | CUSIP: 57584YAF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $344412.40    | 0.34%             | 2037-07-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston Children's Hospital Series 2024T                                     | Massachusetts Development Finance Agency, Revenue Bonds, Boston Children's Hospital Series 2024T                                     | CUSIP: 57585BAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2556377.40   | 2.50%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A | Massachusetts Development Finance Agency, Revenue Bonds, CHF Merrimack, Inc. Merrimack College Student Housing Project, Series 2024A | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $497715.68    | 0.49%             | 2060-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2023FF                                  | Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Refunding Series 2023FF                                  | CUSIP: 57584Y5M7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4454633.00   | 4.36%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $709741.05    | 0.69%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lincoln, Massachusetts, General Obligation Bonds, School Series 2019                                                                 | Lincoln, Massachusetts, General Obligation Bonds, School Series 2019                                                                 | CUSIP: 533849PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2739294.90   | 2.68%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2016B                                      | Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Senior Series 2016B                                      | CUSIP: 576000VB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3185000 | PA      | $3190217.03   | 3.12%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2024A                                       | Massachusetts Development Finance Agency, Revenue Bonds, Northeastern University, Series 2024A                                       | CUSIP: 57585BBG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2453456.72   | 2.40%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                           | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13888000 | PA      | $4458524.36   | 4.36%             | 2046-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2024-1                                          | University of Massachusetts Building Authority, Project Revenue Bonds, Senior Series 2024-1                                          | CUSIP: 914440VU3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3109035.30   | 3.04%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A                                                       | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2019A                                                       | CUSIP: 57582RVY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4038282.80   | 3.95%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q                                              | Massachusetts Development Finance Agency, Revenue Bonds, Tufts University, Series 2015Q                                              | CUSIP: 57583U4J4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    875000 | PA      | $876821.05    | 0.86%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                       | Massachusetts Development Finance Agency, Revenue Bonds, Berklee College of Music, Series 2016                                       | CUSIP: 57584XUT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3515000 | PA      | $3538269.30   | 3.46%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                        | Massachusetts Development Finance Agency, Revenue Bonds, MCPHS University Issue, Series 2015H                                        | CUSIP: 57583U5G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    450000 | PA      | $414876.56    | 0.41%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L              | Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health Care Obligated Group Issue, Series 2017L              | CUSIP: 57584YAH2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1075119.51   | 1.05%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** Nuveen Massachusetts Quality Municipal Income Fund

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting