# EDGAR Filing Document

**Accession Number:** 0000897419
**File Stem:** 0000897419-26-000002
**Filing Date:** 2026-1
**Character Count:** 70640
**Document Hash:** b19e3058d84bde4822c6f6d6288f1236
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000897419-26-000002.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000897419-26-000002

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**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:** 26568935

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $186280275.00

**Total Liabilities:** $74740622.00

**Net Assets:** $111539653.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.16000000 | **1-Year:** -81.16000000 | **5-Year:** -477.14000000 | **10-Year:** -43979.16000000 | **30-Year:** -83913.66000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -2915.38000000 | **30-Year:** -2973.81000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.78%                | 1.82%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.01                   | $4635077.87                                |
| Month 2  | $0.00                    | $1651322.80                                |
| Month 3  | $5619.41                 | $192441.94                                 |

### 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 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      | $3515275.80   | 3.15%             | 2042-01-01      | Fixed         | 5.75%                 | 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      | $1096874.10   | 0.98%             | 2059-05-15      | Fixed         | 6.00%                 | 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      | $2118280.12   | 1.90%             | 2044-07-01      | Fixed         | 5.00%                 | 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      | $460457.84    | 0.41%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  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        |    425000 | PA      | $426247.16    | 0.38%             | 2032-10-01      | 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      | $1175956.80   | 1.05%             | 2047-07-01      | 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      | $1242406.84   | 1.11%             | 2032-02-15      | 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      | $415508.04    | 0.37%             | 2032-12-01      | 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      | $513932.00    | 0.46%             | 2035-05-01      | 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      | $2001239.60   | 1.79%             | 2045-07-01      | 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: 57583FFW6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    895000 | PA      | $950501.46    | 0.85%             | 2029-05-15      | Fixed         | 6.00%                 | 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      | $875378.79    | 0.78%             | 2038-08-15      | 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      | $446275.26    | 0.40%             | 2035-07-01      | Fixed         | 3.50%                 | 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      | $190224.11    | 0.17%             | 2037-07-01      | 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      | $1100449.02   | 0.99%             | 2044-07-01      | Fixed         | 5.00%                 | 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      | $820733.16    | 0.74%             | 2037-07-01      | 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      | $615838.86    | 0.55%             | 2038-07-01      | Fixed         | 5.00%                 | 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      | $3500986.30   | 3.14%             | 2045-08-15      | 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      | $743342.65    | 0.67%             | 2042-07-01      | 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      | $504653.65    | 0.45%             | 2035-07-01      | Fixed         | 5.00%                 | 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      | $1341954.66   | 1.20%             | 2041-07-01      | 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      | $2815736.84   | 2.52%             | 2046-12-01      | 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      | $850034.72    | 0.76%             | 2037-09-01      | Fixed         | 5.00%                 | 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      | $2505338.03   | 2.25%             | 2040-01-01      | 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: 57584XU66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2240000 | PA      | $2277975.39   | 2.04%             | 2037-01-01      | 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      | $3550924.71   | 3.18%             | 2039-10-01      | Fixed         | 5.00%                 | 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      | $1964717.52   | 1.76%             | 2035-07-01      | 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      | $503807.70    | 0.45%             | 2032-07-01      | 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      | $1000926.40   | 0.90%             | 2039-07-01      | 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      | $2501187.25   | 2.24%             | 2044-07-01      | Fixed         | 5.00%                 | 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      | $715571.71    | 0.64%             | 2040-07-01      | Fixed         | 5.00%                 | 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      | $215055.21    | 0.19%             | 2043-06-01      | Fixed         | 5.12%                 | 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      | $1778105.36   | 1.59%             | 2035-05-15      | 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      | $1023890.10   | 0.92%             | 2037-04-15      | 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      | $558749.24    | 0.50%             | 2042-09-01      | Fixed         | 5.00%                 | 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      | $1287407.50   | 1.15%             | 2036-04-01      | 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      | $1273890.00   | 1.14%             | 2037-07-01      | 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: 40065FDE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $426163.46    | 0.38%             | 2040-07-01      | 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      | $968779.66    | 0.87%             | 2042-10-01      | Fixed         | 4.12%                 | Yes           |                  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      | $248374.98    | 0.22%             | 2047-10-01      | Fixed         | 5.00%                 | Yes           |                  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      | $1327966.68   | 1.19%             | 2042-01-01      | 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      | $365353.60    | 0.33%             | 2037-07-01      | Fixed         | 3.62%                 | 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      | $1094074.07   | 0.98%             | 2044-07-01      | Fixed         | 5.00%                 | 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      | $2539346.25   | 2.28%             | 2042-09-01      | 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      | $1023730.60   | 0.92%             | 2048-02-15      | Fixed         | 5.25%                 | 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      | $2046138.60   | 1.83%             | 2034-01-01      | Fixed         | 5.00%                 | 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      | $1546661.44   | 1.39%             | 2043-06-01      | 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      | $1558290.90   | 1.40%             | 2038-07-01      | 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: 57584YJW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020216.80   | 1.81%             | 2053-07-01      | 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      | $1695847.89   | 1.52%             | 2030-07-01      | Fixed         | 5.00%                 | 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      | $277424.31    | 0.25%             | 2044-07-01      | Fixed         | 5.00%                 | 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      | $988720.30    | 0.89%             | 2049-10-01      | Fixed         | 5.00%                 | 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      | $457301.43    | 0.41%             | 2036-07-01      | 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: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4709000 | PA      | $4591113.95   | 4.12%             | 2058-07-01      | 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: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $737801.01    | 0.66%             | 2053-07-01      | Fixed         | 4.75%                 | 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      | $959174.82    | 0.86%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Variable Rate Demand Series 2008U-6C                                       | Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Variable Rate Demand Series 2008U-6C                                       | CUSIP: 57583RWB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200000.00    | 0.18%             | 2042-10-01      | Variable      | 2.05%                 | 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      | $544507.92    | 0.49%             | 2044-12-01      | Fixed         | 3.10%                 | 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      | $200105.07    | 0.18%             | 2049-06-15      | 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      | $2042720.60   | 1.83%             | 2049-06-01      | 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      | $2274687.34   | 2.04%             | 2039-07-01      | 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      | $645303.05    | 0.58%             | 2045-10-01      | 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      | $888062.83    | 0.80%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A                                                         | Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Refunding Senior Lien Series 2020A                                                         | CUSIP: 745160SJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $984383.40    | 0.88%             | 2047-07-01      | Fixed         | 5.00%                 | Yes           |                  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: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4235307.13   | 3.80%             | 2046-07-01      | Fixed         | 4.00%                 | 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      | $2081053.00   | 1.87%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  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      | $1779572.00   | 1.60%             | 2046-07-01      | Fixed         | 4.00%                 | 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      | $503532.87    | 0.45%             | 2039-10-01      | 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      | $1022110.79   | 0.92%             | 2040-01-01      | Fixed         | 5.12%                 | 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      | $3205617.46   | 2.87%             | 2046-11-15      | 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      | $505517.65    | 0.45%             | 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      | $2988088.08   | 2.68%             | 2052-11-01      | 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      | $4085043.20   | 3.66%             | 2049-01-01      | 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      | $2583823.00   | 2.32%             | 2052-12-01      | Fixed         | 5.10%                 | 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      | $3145731.90   | 2.82%             | 2047-10-01      | 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      | $1624238.20   | 1.46%             | 2042-08-01      | Fixed         | 4.00%                 | 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      | $1726503.87   | 1.55%             | 2043-08-01      | Fixed         | 4.00%                 | 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      | $487822.95    | 0.44%             | 2052-07-01      | 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: 57584Y4T3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1509320.10   | 1.35%             | 2052-07-01      | Fixed         | 5.25%                 | 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      | $2377660.91   | 2.13%             | 2048-07-01      | Fixed         | 5.25%                 | 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      | $5364461.00   | 4.81%             | 2048-07-01      | Fixed         | 5.25%                 | 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      | $1029552.90   | 0.92%             | 2045-05-01      | 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      | $3117576.00   | 2.80%             | 2052-07-01      | 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      | $1929608.00   | 1.73%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  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      | $4800151.00   | 4.30%             | 2046-10-01      | Fixed         | 4.00%                 | 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      | $5240108.50   | 4.70%             | 2049-06-01      | Fixed         | 5.00%                 | 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      | $5227278.00   | 4.69%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 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      | $1221601.38   | 1.10%             | 2046-10-01      | Fixed         | 5.00%                 | 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      | $2935044.90   | 2.63%             | 2049-03-01      | Fixed         | 4.00%                 | 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      | $2086461.00   | 1.87%             | 2054-01-01      | 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      | $2060918.00   | 1.85%             | 2054-07-01      | Fixed         | 5.00%                 | 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      | $2821227.60   | 2.53%             | 2054-03-01      | Fixed         | 4.00%                 | 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      | $2300083.34   | 2.06%             | 2045-05-15      | Fixed         | 4.00%                 | 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      | $3183138.90   | 2.85%             | 2046-11-01      | 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      | $1206641.67   | 1.08%             | 2054-05-01      | 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      | $863389.40    | 0.77%             | 2049-08-01      | Fixed         | 5.00%                 | 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      | $1069834.90   | 0.96%             | 2054-07-01      | Fixed         | 5.25%                 | 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      | $358669.35    | 0.32%             | 2054-07-01      | Fixed         | 4.25%                 | 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      | $517386.32    | 0.46%             | 2060-07-01      | Fixed         | 5.00%                 | Yes           |                  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      | $2097514.20   | 1.88%             | 2053-06-01      | 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      | $1666866.18   | 1.49%             | 2054-11-01      | Fixed         | 4.00%                 | 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      | $1420476.86   | 1.27%             | 2050-07-01      | Fixed         | 5.25%                 | 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      | $523979.37    | 0.47%             | 2045-07-01      | Fixed         | 4.00%                 | 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      | $1812077.43   | 1.62%             | 2048-10-01      | 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      | $1588155.15   | 1.42%             | 2051-11-01      | 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      | $2182304.60   | 1.96%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2025B                                                               | Massachusetts Bay Transportation Authority, Sales Tax Revenue Bonds, Senior Series 2025B                                                               | CUSIP: 5755792F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2120364.20   | 1.90%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Regional Vocational Technical School District, Massachusetts, State Qualified General Obligation Bonds, School Project Loan, Chapte | Greater Fall River Regional Vocational Technical School District, Massachusetts, State Qualified General Obligation Bonds, School Project Loan, Chapte | CUSIP: 391712BB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2095078.00   | 1.88%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency, Revenue Bonds, Beth Israel Lahey Health Inc Series 2025N                                                     | Massachusetts Development Finance Agency, Revenue Bonds, Beth Israel Lahey Health Inc Series 2025N                                                     | CUSIP: 57585BPB8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2799335.76   | 2.51%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority, Senior Dedicated Sales Tax Revenue Bonds, Subordinated Social Series 2025A                                    | Massachusetts School Building Authority, Senior Dedicated Sales Tax Revenue Bonds, Subordinated Social Series 2025A                                    | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1073950.20   | 0.96%             | 2050-02-15      | Fixed         | 5.25%                 | 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      | $995828.20    | 0.89%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting