- Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (N-Q)

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number 811-09451

 

Nuveen Massachusetts Dividend Advantage Municipal Fund

(Exact name of registrant as specified in charter)

 

Nuveen Investments

        333 West Wacker Drive, Chicago, Illinois 60606         

(Address of principal executive offices) (Zip code)

 

Kevin J. McCarthy

Vice President and Secretary

        333 West Wacker Drive, Chicago, Illinois 60606         

(Name and address of agent for service)

 

Registrant's telephone number, including area code:         312-917-7700        

 

Date of fiscal year end:             5/31          

 

Date of reporting period:          2/29/12         

 

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

 

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 

 

---

 

Item 1. Schedule of Investments

 

		Portfolio of Investments (Unaudited)
		Nuveen Massachusetts Dividend Advantage Municipal Fund (NMB)
		February 29, 2012
Principal			Optional Call
Amount (000)		Description (1)	Provisions (2)	Ratings (3)	Value
		Consumer Discretionary – 1.2% (0.8% of Total Investments)
$    480		Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,	9/12 at 102.00	Caa3	$    358,426
		Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)
		Education and Civic Organizations – 45.7% (30.9% of Total Investments)
500		Massachusetts Development Finance Agency Revenue Bonds, Lesley University Issue Series B-1 and	7/21 at 100.00	AA–	558,815
		B-2, 5.250%, 7/01/33 – AGM Insured
375		Massachusetts Development Finance Agency, Revenue Bonds, Boston University, Series 2009V-1,	10/19 at 100.00	A	418,410
		5.000%, 10/01/29
110		Massachusetts Development Finance Agency, Revenue Bonds, Draper Laboratory, Series 2008,	No Opt. Call	Aa3	127,543
		5.875%, 9/01/30
400		Massachusetts Development Finance Agency, Revenue Bonds, Emerson College, Series 2010A,	1/20 at 100.00	BBB+	407,372
		5.000%, 1/01/40
1,000		Massachusetts Development Finance Agency, Revenue Bonds, The Broad Institute, Series 2011A,	4/21 at 100.00	AA–	1,101,240
		5.250%, 4/01/37
450		Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytechnic Institute,	9/17 at 100.00	A+	474,881
		Series 2007, 5.000%, 9/01/37 – NPFG Insured
495		Massachusetts Development Finance Authority, Revenue Bonds, Massachusetts College of Pharmacy	7/15 at 100.00	AA–	526,210
		and Allied Health Sciences, Series 2005D, 5.000%, 7/01/27 – AGC Insured
500		Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation,	No Opt. Call	A	619,730
		Series 2002A, 5.750%, 1/01/42 – AMBAC Insured
2,100		Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation,	1/18 at 100.00	AA–	2,209,956
		Series 2008A, 5.000%, 1/01/42 – AGC Insured
1,000		Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University,	5/29 at 105.00	A2	1,228,790
		Series 1999P, 6.000%, 5/15/59
990		Massachusetts Educational Finance Authority, Educational Loan Revenue Bonds, Series 2001E,	7/12 at 100.00	AA	992,277
		5.300%, 1/01/16 – AMBAC Insured (Alternative Minimum Tax)
575		Massachusetts Educational Financing Authority, Education Loan Revenue Bonds, Series 2008H,	1/18 at 100.00	AA	636,974
		6.350%, 1/01/30 – AGC Insured (Alternative Minimum Tax)
1,000		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Boston College,	6/13 at 100.00	AA–	1,056,400
		Series 2003N, 5.250%, 6/01/18
500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Springfield College,	10/19 at 100.00	Baa1	520,000
		Series 2010, 5.500%, 10/15/31
1,500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Wheaton College	No Opt. Call	A2	1,612,020
		Issues, Series 2010F, 5.000%, 1/01/41
590		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Williams College,	7/16 at 100.00	AAA	663,585
		Series 2007L, 5.000%, 7/01/31
500		Massachusetts Health and Educational Facilities Authority, Revenue Refunding Bonds, Suffolk	7/19 at 100.00	BBB	525,740
		University Issue, Series 2009A, 5.750%, 7/01/39
12,585		Total Education and Civic Organizations			13,679,943
		Health Care – 30.6% (20.7% of Total Investments)
1,200		Massachusetts Development Finance Agency, Revenue Bonds, Partners HealthCare System, Series	7/20 at 100.00	AA	1,321,764
		2011K-6, 5.375%, 7/01/41
500		Massachusetts Development Finance Agency, Revenue Bonds, UMass Memorial Health, Series 2011H,	7/21 at 100.00	A–	543,115
		5.500%, 7/01/31
500		Massachusetts Health and Educational Facilities Authority Revenue Bonds, Quincy Medical Center	1/18 at 100.00	N/R	4,985
		Issue, Series 2008A, 6.500%, 1/15/38 (4)
160		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Baystate Medical	7/19 at 100.00	A+	174,722
		Center, Series 2009I, 5.750%, 7/01/36
500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Berkshire Health	10/13 at 100.00	BBB+	505,550
		System, Series 2001E, 6.250%, 10/01/31
775		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Caregroup Inc.,	8/18 at 100.00	A–	876,122
		Series B1 Capital Asset Program Converted June 13,2008, 5.375%, 2/01/26 – NPFG Insured
500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Caregroup Inc.,	8/18 at 100.00	A–	562,205
		Series B2, Capital Asset Program, Converted June 9, 2009, 5.375%, 2/01/27 – NPFG Insured
1,000		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Children’s Hospital,	12/19 at 100.00	AA	1,107,890
		Series 2009M, 5.500%, 12/01/39
295		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Covenant Health	1/14 at 100.00	A	298,369
		Systems Obligated Group, Series 2002, 6.000%, 7/01/31
		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Emerson Hospital,
		Series 2005E:
550		5.000%, 8/15/25 – RAAI Insured	8/15 at 100.00	N/R	540,480
315		5.000%, 8/15/35 – RAAI Insured	8/15 at 100.00	N/R	281,056
600		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Lahey Clinic Medical	8/15 at 100.00	A+	638,028
		Center, Series 2005C, 5.000%, 8/15/21 – FGIC Insured
1,000		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Lahey Medical	8/17 at 100.00	A+	1,069,620
		Center, Series 2007D, 5.250%, 8/15/28
290		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Milford Regional	7/17 at 100.00	BBB–	283,637
		Medical Center, Series 2007E, 5.000%, 7/15/32
500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Milton Hospital	7/15 at 100.00	BB–	472,395
		Project, Series 2005D, 5.250%, 7/01/30
500		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire	7/14 at 100.00	D	180,000
		Community Services Inc., Series 2004B, 6.375%, 7/01/34 (4), (5)
285		Massachusetts Health and Educational Facilities Authority, Revenue Bonds, UMass Memorial	7/15 at 100.00	A–	287,990
		Health Care, Series 2005D, 5.000%, 7/01/33
9,470		Total Health Care			9,147,928
		Housing/Multifamily – 7.1% (4.8% of Total Investments)
565		Massachusetts Development Finance Authority, Multifamily Housing Revenue Bonds, Emerson Manor	7/17 at 100.00	BB	575,503
		Project, Series 2007, 4.800%, 7/20/48
500		Massachusetts Housing Finance Agency, Housing Revenue Bonds, Series 2003S, 5.050%, 12/01/23	6/13 at 100.00	AA–	504,410
		(Alternative Minimum Tax)
1,000		Somerville Housing Authority, Massachusetts, GNMA Collateralized Mortgage Revenue Bonds,	5/12 at 103.00	N/R	1,033,810
		Clarendon Hill Towers, Series 2002, 5.200%, 11/20/22
2,065		Total Housing/Multifamily			2,113,723
		Housing/Single Family – 4.1% (2.8% of Total Investments)
650		Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2006-126,	6/16 at 100.00	AA	647,420
		4.625%, 6/01/32 (Alternative Minimum Tax)
480		Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2008, Trust	No Opt. Call	AA	573,163
		3145, 15.414%, 6/01/16 (IF)
1,130		Total Housing/Single Family			1,220,583
		Industrials – 1.1% (0.7% of Total Investments)
105		Massachusetts Development Finance Agency, Pioneer Valley Resource Recovery Revenue Bonds,	No Opt. Call	N/R	103,097
		Eco/Springfield LLC, Series 2006, 5.875%, 7/01/14 (Alternative Minimum Tax)
200		Massachusetts Development Finance Agency, Solid Waste Disposal Revenue Bonds, Waste Management	No Opt. Call	BBB	216,244
		Inc., Series 2003, 5.450%, 6/01/14
305		Total Industrials			319,341
		Long-Term Care – 8.3% (5.7% of Total Investments)
100		Massachusetts Development Finance Agency, Revenue Bonds, Carleton-Willard Village, Series	12/19 at 100.00	A–	108,071
		2010, 5.625%, 12/01/30
725		Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Series 2007,	10/12 at 102.00	N/R	659,779
		5.250%, 10/01/26
655		Massachusetts Development Finance Authority, First Mortgage Revenue Bonds, Berkshire	7/12 at 101.00	BBB	669,305
		Retirement Community – Edgecombe Project, Series 2001A, 6.750%, 7/01/21
1,000		Massachusetts Development Finance Authority, GNMA Collateralized Assisted Living Facility	3/12 at 105.00	AAA	1,057,560
		Revenue Bonds, Arbors at Chicopee, Series 2001A, 6.250%, 9/20/42 (Alternative Minimum Tax)
2,480		Total Long-Term Care			2,494,715
		Tax Obligation/General – 15.2% (10.3% of Total Investments)
310		Ashland, Massachusetts, General Obligation Bonds, Series 2004, 5.250%, 5/15/23 – AMBAC Insured	5/15 at 100.00	Aa2	337,367
440		Fall River, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 2/01/21 – AGM Insured	2/13 at 101.00	AA–	454,828
1,000		Hampden-Wilbraham Regional School District, Hampden County, Massachusetts, General Obligation	2/21 at 100.00	Aa3	1,104,390
		Bonds, Series 2011, 5.000%, 2/15/41
500		Norwell, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 11/15/20 – FGIC Insured	No Opt. Call	AAA	631,350
500		Puerto Rico, General Obligation and Public Improvement Bonds, Series 2002A, 5.500%, 7/01/29 –	No Opt. Call	Baa1	569,800
		FGIC Insured
1,280		Quincy, Massachusetts, General Obligation Bonds, Series 2011, 5.125%, 12/01/33	12/20 at 100.00	Aa2	1,463,424
4,030		Total Tax Obligation/General			4,561,159
		Tax Obligation/Limited – 10.5% (7.1% of Total Investments)
395		Martha’s Vineyard Land Bank, Massachusetts, Revenue Bonds, Series 2004, 5.000%, 5/01/26 –	5/14 at 100.00	A–	422,867
		AMBAC Insured
385		Massachusetts Bay Transportation Authority, Senior Lien Sales Tax Revenue Refunding Bonds,	No Opt. Call	AAA	496,785
		Series 2004C, 5.250%, 7/01/21
550		Massachusetts College Building Authority, Project Revenue Bonds, Series 2008A, 5.000%,	5/18 at 100.00	Aa2	599,077
		5/01/33 – AGC Insured
285		Massachusetts College Building Authority, Revenue Bonds, Refunding Series 2012B, 5.000%,	5/22 at 100.00	AA	322,221
		5/01/37 (WI/DD, Settling 3/01/12)
500		Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,	8/15 at 100.00	AA+	570,715
		5.000%, 8/15/20 – AGM Insured (UB)
230		Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Series 2005, 5.000%,	No Opt. Call	A1	271,501
		1/01/20 – FGIC Insured
455		Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A,	4/12 at 100.00	BBB+	456,233
		6.375%, 10/01/19
2,800		Total Tax Obligation/Limited			3,139,399
		Transportation – 4.2% (2.8% of Total Investments)
500		Massachusetts Port Authority, Airport System Revenue Bonds, Series 2010A, 5.000%, 7/01/30	7/20 at 100.00	AA–	564,030
400		Massachusetts Port Authority, Special Facilities Revenue Bonds, BOSFUEL Corporation, Series	7/17 at 100.00	A2	410,808
		2007, 5.000%, 7/01/32 – FGIC Insured (Alternative Minimum Tax)
260		Metropolitan Boston Transit Parking Corporation, Massachusetts, Systemwide Parking Revenue	7/21 at 100.00	A+	278,720
		Bonds, Senior Lien Series 2011, 5.000%, 7/01/41
1,160		Total Transportation			1,253,558
		U.S. Guaranteed – 6.4% (4.3% of Total Investments) (6)
230		Massachusetts College Building Authority, Project Revenue Bonds, Series 2004A, 5.000%, 5/01/19	5/14 at 100.00	Aa2 (6)	252,975
		(Pre-refunded 5/01/14) – NPFG Insured
250		Massachusetts College Building Authority, Project Revenue Bonds, Series 2006A, 5.000%, 5/01/31	5/16 at 100.00	Aa2 (6)	295,165
		(Pre-refunded 5/01/16) – AMBAC Insured
500		Massachusetts Development Finance Authority, Revenue Bonds, Milton Academy, Series 2003A,	9/13 at 100.00	AA– (6)	534,920
		5.000%, 9/01/19 (Pre-refunded 9/01/13)
750		Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%,	1/14 at 100.00	A1 (6)	817,808
		1/01/25 (Pre-refunded 1/01/14) – FGIC Insured
1,730		Total U.S. Guaranteed			1,900,868
		Utilities – 5.3% (3.6% of Total Investments)
1,070		Massachusetts Development Finance Agency, Resource Recovery Revenue Bonds, SEMass System,	1/13 at 100.00	BBB	1,083,215
		Series 2001A, 5.625%, 1/01/14 – NPFG Insured
500		Massachusetts Industrial Finance Agency, Resource Recovery Revenue Refunding Bonds, Ogden	6/12 at 100.00	A–	501,850
		Haverhill Project, Series 1998A, 5.600%, 12/01/19 (Alternative Minimum Tax)
1,570		Total Utilities			1,585,065
		Water and Sewer – 8.2% (5.5% of Total Investments)
530		Boston Water and Sewerage Commission, Massachusetts, General Revenue Bonds, Senior Series	11/14 at 100.00	AA+	589,551
		2004A, 5.000%, 11/01/25
125		Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds,	7/15 at 100.00	Ba2	127,903
		Series 2005, 6.000%, 7/01/25
500		Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 2005-11,	8/15 at 100.00	AAA	546,084
		4.500%, 8/01/29
400		Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 2006-12,	8/16 at 100.00	AAA	424,059
		4.375%, 8/01/31 (UB)
500		Massachusetts Water Pollution Abatement Trust, Revenue Bonds, MWRA Loan Program, Series 2002A,	8/12 at 100.00	AAA	510,219
		5.250%, 8/01/20
250		Massachusetts Water Resources Authority, General Revenue Bonds, Series 2006A, 4.000%, 8/01/46	8/16 at 100.00	AA+	248,972
2,305		Total Water and Sewer			2,446,788
$    42,110		Total Investments (cost $42,037,218) – 147.9%			44,221,496
		Floating Rate Obligations – (1.9)%			(560,000)
		MuniFund Term Preferred Shares, at Liquidation Value – (49.3)% (7)			(14,725,000)
		Other Assets Less Liabilities – 3.3%			956,018
		Net Assets Applicable to Common Shares – 100%			$    29,892,514

 

 

 

---

 

 

Fair Value Measurements

 

 

Fair value is defined as the price that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

 

Level 1 – Quoted prices in active markets for identical securities.

 

Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

 

Level 3 – Significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

 

The inputs or methodologies used for valuing securities are not an indication of the risk associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of February 29, 2012:

 

		Level 1				Level 2				Level 3				Total
Investments:
Municipal Bonds		$	—			$	44,041,496			$	180,000			$	44,221,496

 

The following is a reconciliation of the Fund’s Level 3 investments held at the beginning and end of the
measurement period:
		Level 3
		Municipal Bonds
Balance at the beginning of period		$	—
Gains (losses):
Net realized gains (losses)			—
Net change in unrealized appreciation (depreciation)			—
Purchases at cost			—
Sales at proceeds			—
Net discounts (premiums)			—
Transfers in to			180,000
Transfers out of			—
Balance at the end of period		$	180,000

 

During the period ended February 29, 2012, the Fund recognized no significant transfers to or from Level 1 or Level 2. Transfers in and/or out of Level 3 are shown using end of period values.

 

Income Tax Information

 

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate securities reflected as financing transactions, if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

 

At February 29, 2012, the cost of investments was $41,439,790.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 29, 2012,
were as follows:
Gross unrealized:
Appreciation		$	2,864,807
Depreciation			(643,531	)
Net unrealized appreciation (depreciation) of investments		$	2,221,276

 

(1)		All percentages shown in the Portfolio of Investments are based on net assets applicable to Common
		shares unless otherwise noted.
(2)		Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption.
		There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities
		may be subject to periodic principal paydowns.
(3)		Ratings: Using the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service,
		Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s
		or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated
		by any of these national rating agencies.
(4)		At or subsequent to the end of the reporting period, this security is non-income producing. Non-income
		producing security, in the case of a bond, generally denotes that the issuer has (1) defaulted on the
		payment of principal or interest, (2) is under the protection of the Federal Bankruptcy Court or (3) the
		Fund’s Adviser has concluded that the issue is not likely to meet its future interest payment obligations
		and has directed the Fund’s custodian to cease accruing additional income on the Fund’s records.
(5)		Investment valued at fair value using methods determined in good faith by, or at the discretion of, the
		Board of Trustees. For fair value measurement disclosure purposes, investment categorized as Level 3.
(6)		Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities,
		which ensure the timely payment of principal and interest. Certain bonds backed by U.S. Government or
		agency securities are regarded as having an implied rating equal to the rating of such securities.
(7)		MuniFund Term Preferred Shares, at Liquidation Value as a percentage of Total Investments is 33.3%.
N/R		Not rated.
WI/DD		Purchased on a when-issued or delayed delivery basis.
(IF)		Inverse floating rate investment.
(UB)		Underlying bond of an inverse floating rate trust reflected as a financing transaction.

 

 

 

 

---

 

Item 2. Controls and Procedures.

a.

The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

 

b.

There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

 

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See EX-99 CERT attached hereto.

 

 

 

---

 

 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

(Registrant)   Nuveen Massachusetts Dividend Advantage Municipal Fund 

 

By (Signature and Title)     /s/ Kevin J. McCarthy                    

                                                   Kevin J. McCarthy

                                                   Vice President and Secretary

 

Date          April 27, 2012        

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By (Signature and Title)     /s/ Gifford R. Zimmerman                    

                                                    Gifford R. Zimmerman

                                                  Chief Administrative Officer (principal executive officer) 

 

Date          April 27, 2012        

 

By (Signature and Title)     /s/ Stephen D. Foy                              

                                                   Stephen D. Foy

                                                  Vice President and Controller (principal financial officer) 

 

Date          April 27, 2012