Form 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:         8/31/07         

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)             
    August 31, 2007             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 1.8% (1.2% of Total Investments)             
$             495    Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,    9/12 at 102.00    Ba3   $   499,559 
     Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)             
    Education and Civic Organizations – 28.8% (19.2% of Total Investments)             
450    Massachusetts Development Finance Agency, Revenue Bonds, Western New England College, Series    9/15 at 100.00    AAA    457,866 
     2005A, 5.000%, 9/01/33 – AGC Insured             
450    Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytecnic Institute,    9/17 at 100.00    AAA    459,774 
     Series 2007, 5.000%, 9/01/37 – MBIA Insured             
495    Massachusetts Development Finance Authority, Revenue Bonds, Massachusetts College of Pharmacy    7/15 at 100.00    AAA    504,118 
     and Allied Health Sciences, Series 2005D, 5.000%, 7/01/27 – AGC Insured             
500    Massachusetts Development Finance Authority, Revenue Bonds, Milton Academy, Series 2003A,    9/13 at 100.00    AA–    525,215 
     5.000%, 9/01/19             
1,000    Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University,    5/29 at 105.00    A3    1,082,750 
     Series 1999P, 6.000%, 5/15/59             
1,085    Massachusetts Educational Finance Authority, Educational Loan Revenue Bonds, Series 2001E,    7/10 at 100.00    AAA    1,110,335 
     5.300%, 1/01/16 – AMBAC Insured (Alternative Minimum Tax)             
1,000    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Boston College,    6/13 at 100.00    AA–    1,059,630 
     Series 2003N, 5.250%, 6/01/18             
2,000    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Tufts University,    2/11 at 100.00    AA–    2,082,120 
     Series 2001I, 5.500%, 2/15/36             
590    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Williams College,    7/16 at 100.00    AA+    607,582 
     Series 2007L, 5.000%, 7/01/31             
250    University of Massachusetts Building Authority, Senior Lien Project Revenue Bonds, Series    No Opt. Call    AAA    267,513 
     2005-1, 5.000%, 5/01/15 – AMBAC Insured             
7,820    Total Education and Civic Organizations            8,156,903 
    Health Care – 21.8% (14.5% of Total Investments)             
500    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Berkshire Health    10/11 at 101.00    BBB+    522,840 
     System, Series 2001E, 6.250%, 10/01/31             
250    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Caritas Christi    1/09 at 101.00    BBB    251,713 
     Obligated Group, Series 1999A, 5.625%, 7/01/20             
375    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Covenant Health    1/12 at 101.00    A    391,106 
     Systems Obligated Group, Series 2002, 6.000%, 7/01/31             
315    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Emerson Hospital,    8/15 at 100.00    AA    288,033 
     Series 2005E, 5.000%, 8/15/35 – RAAI Insured             
600    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Lahey Clinic Medical    8/15 at 100.00    AAA    616,830 
     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    1,008,460 
     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–    261,922 
     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    BBB–    462,420 
     Project, Series 2005D, 5.250%, 7/01/30             
500    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire    7/14 at 100.00    BB–    518,745 
     Community Services Inc., Series 2004B, 6.375%, 7/01/34             
1,000    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Partners HealthCare    7/09 at 101.00    AA    1,022,200 
     System Inc., Series 1999B, 5.125%, 7/01/19             
35    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Partners HealthCare    7/11 at 101.00    AA    37,682 
     System Inc., Series 2001C, 5.750%, 7/01/32             
500    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, UMass Memorial    7/11 at 100.00    BBB    524,430 
     Health Care, Series 2001C, 6.625%, 7/01/32             
285    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, UMass Memorial    7/15 at 100.00    BBB    269,767 
     Health Care, Series 2005D, 5.000%, 7/01/33             
6,150    Total Health Care            6,176,148 
    Housing/Multifamily – 12.2% (8.1% of Total Investments)             
570    Massachusetts Development Finance Authority, Multifamily Housing Revenue Bonds, Emerson Manor    7/17 at 100.00    AAA    551,640 
     Project, Series 2007, 4.800%, 7/20/48             
135    Massachusetts Housing Finance Agency, Housing Bonds, Series 2006A, 5.100%, 12/01/37    6/15 at 100.00    AA–    131,636 
     (Alternative Minimum Tax)             
500    Massachusetts Housing Finance Agency, Housing Revenue Bonds, Series 2003S, 5.050%, 12/01/23    6/13 at 100.00    AA–    500,085 
     (Alternative Minimum Tax)             
1,215    Massachusetts Housing Finance Agency, Rental Housing Mortgage Revenue Bonds, Series 2001A,    1/11 at 100.00    AAA    1,240,466 
     5.850%, 7/01/35 – AMBAC Insured (Alternative Minimum Tax)             
1,000    Somerville Housing Authority, Massachusetts, GNMA Collateralized Mortgage Revenue Bonds,    5/12 at 103.00    AAA    1,029,570 
     Clarendon Hill Towers, Series 2002, 5.200%, 11/20/22             
3,420    Total Housing/Multifamily            3,453,397 
    Housing/Single Family – 3.4% (2.3% of Total Investments)             
395    Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2006-122,    6/15 at 100.00    AA    371,786 
     4.875%, 12/01/37 (Alternative Minimum Tax)             
650    Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2006-126,    6/16 at 100.00    AA    598,676 
     4.625%, 6/01/32 (Alternative Minimum Tax)             
1,045    Total Housing/Single Family            970,462 
    Industrials – 1.2% (1.0% of Total Investments)             
180    Massachusetts Development Finance Agency, Pioneer Valley Resource Recovery Revenue Bonds,    No Opt. Call    N/R    178,855 
     Eco/Springfield LLC, Series 2006, 5.875%, 7/01/14 (Alternative Minimum Tax)             
200    Massachusetts Development Finance Agency, Solid Waste Disposal Revenue Bonds, Waste    No Opt. Call    BBB    203,652 
     Management Inc., Series 2003, 5.450%, 6/01/14             
380    Total Industrials            382,507 
    Long-Term Care – 7.7% (5.1% of Total Investments)             
425    Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Series 2007,    10/12 at 102.00    BBB–    399,844 
     5.250%, 10/01/26             
655    Massachusetts Development Finance Authority, First Mortgage Revenue Bonds, Berkshire    7/11 at 102.00    BBB–    696,455 
     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    1,075,310 
     Revenue Bonds, Arbors at Chicopee, Series 2001A, 6.250%, 9/20/42 (Alternative Minimum Tax)             
2,080    Total Long-Term Care            2,171,609 
    Tax Obligation/General – 17.0% (11.3% of Total Investments)             
310    Ashland, Massachusetts, General Obligation Bonds, Series 2004, 5.250%, 5/15/23 – AMBAC Insured    5/15 at 100.00    Aaa    329,856 
2,000    Brookline, Massachusetts, General Obligation Bonds, Series 2000, 5.375%, 4/01/17    4/10 at 101.00    Aaa    2,095,298 
440    Fall River, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 2/01/21 – FSA Insured    2/13 at 101.00    AAA    457,648 
750    Massachusetts, General Obligation Bonds, Consolidated Loan, Series 2002D, 5.500%, 8/01/19    No Opt. Call    AA    835,358 
500    Norwell, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 11/15/20 – FGIC Insured    No Opt. Call    AAA    535,735 
500    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/29 –    No Opt. Call    AAA    562,660 
     FGIC Insured             
4,500    Total Tax Obligation/General            4,816,555 
    Tax Obligation/Limited – 11.3% (7.6% of Total Investments)             
395    Martha’s Vineyard Land Bank, Massachusetts, Revenue Bonds, Series 2004, 5.000%, 5/01/26 –    5/14 at 100.00    AAA    406,814 
     AMBAC Insured             
85    Massachusetts Bay Transportation Authority, Assessment Bonds, Series 2000A, 5.250%, 7/01/30    7/10 at 100.00    AAA    87,516 
385    Massachusetts Bay Transportation Authority, Senior Lien Sales Tax Revenue Refunding Bonds,    No Opt. Call    AAA    420,081 
     Series 2004C, 5.250%, 7/01/21             
230    Massachusetts College Building Authority, Project Revenue Bonds, Series 2004A, 5.000%, 5/01/19 –    5/14 at 100.00    AAA    239,775 
     MBIA Insured             
250    Massachusetts College Building Authority, Project Revenue Bonds, Series 2006A, 5.000%, 5/01/31 –    5/16 at 100.00    AAA    256,975 
     AMBAC Insured             
500    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,    8/15 at 100.00    AAA    521,305 
     5.000%, 8/15/20 – FSA Insured             
500    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2007A,    8/17 at 100.00    AAA    499,625 
     4.750%, 8/15/32 – AMBAC Insured             
230    Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2005, 5.000%, 1/01/20 –    No Opt. Call    AAA    245,387 
     FGIC Insured             
500    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A,    10/10 at 101.00    BBB+    538,305 
     6.375%, 10/01/19             
3,075    Total Tax Obligation/Limited            3,215,783 
    Transportation – 4.3% (2.9% of Total Investments)             
400    Massachusets Port Authority, Special Facilities Revenue Bonds, BOSFUEL Corporation, Series 2007,    7/17 at 100.00    Aaa    400,280 
     5.000%, 7/01/32 – FGIC Insured (Alternative Minimum Tax)             
800    Massachusetts Port Authority, Revenue Bonds, Series 2005A, 5.000%, 7/01/23 – AMBAC Insured    7/15 at 100.00    AAA    828,520 
1,200    Total Transportation            1,228,800 
    U.S. Guaranteed – 17.8% (11.9% of Total Investments) (4)             
1,000    Boston, Massachusetts, General Obligation Bonds, Series 2001A, 5.000%, 2/01/20    2/11 at 100.00    AA+ (4)    1,042,480 
     (Pre-refunded 2/01/11)             
1,675    Lawrence, Massachusetts, General Obligation Bonds, Series 2001, 5.000%, 2/01/21    2/11 at 100.00    Aaa    1,746,154 
     (Pre-refunded 2/01/11) – AMBAC Insured             
125    Massachusetts Bay Transportation Authority, Assessment Bonds, Series 2000A, 5.250%, 7/01/30    7/10 at 100.00    Aa1 (4)    130,280 
     (Pre-refunded 7/01/10)             
965    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Partners HealthCare    7/11 at 101.00    Aa2 (4)    1,043,252 
     System Inc., Series 2001C, 5.750%, 7/01/32 (Pre-refunded 7/01/11)             
750    Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%, 1/01/25    1/14 at 100.00    AAA    807,818 
     (Pre-refunded 1/01/14) – FGIC Insured             
250    University of Massachusetts Building Authority, Senior Lien Project Revenue Bonds, Series    11/14 at 100.00    AAA    272,460 
     2004-1, 5.250%, 11/01/24 (Pre-refunded 11/01/14) – AMBAC Insured             
4,765    Total U.S. Guaranteed            5,042,444 
    Utilities – 5.9% (3.9% of Total Investments)             
1,070    Massachusetts Development Finance Agency, Resource Recovery Revenue Bonds, SEMass System,    1/12 at 101.00    AAA    1,148,827 
     Series 2001A, 5.625%, 1/01/14 – MBIA Insured             
500    Massachusetts Industrial Finance Agency, Resource Recovery Revenue Refunding Bonds, Ogden    12/08 at 102.00    BBB    510,855 
     Haverhill Project, Series 1998A, 5.600%, 12/01/19 (Alternative Minimum Tax)             
1,570    Total Utilities            1,659,682 
    Water and Sewer – 14.0% (9.4% of Total Investments)             
530    Boston Water and Sewerage Commission, Massachusetts, General Revenue Bonds, Senior Series    11/14 at 100.00    AA    546,870 
     2004A, 5.000%, 11/01/25             
125    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    128,884 
     6.000%, 7/01/25             
500    Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 11,    8/15 at 100.00    AAA    484,130 
     4.500%, 8/01/29             
400    Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 12,    8/16 at 100.00    AAA    371,180 
     4.375%, 8/01/31             
500    Massachusetts Water Pollution Abatement Trust, Revenue Bonds, MWRA Loan Program, Series 2002A,    8/12 at 100.00    AAA    527,285 
     5.250%, 8/01/20             
1,405    Massachusetts Water Pollution Abatement Trust, Revenue Bonds, MWRA Loan Program, Subordinate    8/09 at 101.00    AAA    1,461,846 
     Series 1999A, 5.750%, 8/01/29             
250    Massachusetts Water Resources Authority, General Revenue Bonds, Series 2005A, 5.000%, 8/01/28 –    8/17 at 100.00    AAA    258,385 
     MBIA Insured             
250    Massachusetts Water Resources Authority, General Revenue Bonds, Series 2006A, 4.000%, 8/01/46    8/16 at 100.00    AA    206,975 
3,960    Total Water and Sewer            3,985,555 
$        40,460    Total Long-Term Investments (cost $41,190,384) – 147.2%            41,759,404 
    Short-Term Investments – 2.5% (1.6% of Total Investments)             
$             700    Puerto Rico Government Development Bank, Adjustable Refunding Bonds, Variable Rate Demand        VMIG-1    700,000 
     Obligations, Series 1985, 3.730%, 12/01/15 – MBIA Insured (5)             
    Total Short-Term Investments (cost $700,000)            700,000 
    Total Investments (cost $41,890,384) – 149.7%            42,459,404 
    Other Assets Less Liabilities – 3.2%            910,596 
    Preferred Shares, at Liquidation Value – (52.9)%            (15,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   28,370,000 

Forward Swaps outstanding at August 31, 2007:                         
        Fund            Fixed Rate            Unrealized 
    Notional    Pay/Receive    Floating Rate    Fixed Rate    Payment    Effective    Termination    Appreciation 
Counterparty    Amount    Floating Rate    Index    (Annualized)    Frequency    Date (6)    Date    (Depreciation) 
JPMorgan    $500,000    Pay    3-Month USD-LIBOR    5.388%    Semi-Annually    4/25/08    4/25/35    $ (4,273) 
Royal Bank                                 
 of Canada    900,000    Pay    SIFM    4.335      Quarterly    8/06/08    8/06/37    19,026 
                                $ 14,753 
USD-LIBOR (United States Dollar – London Inter-Bank Offered Rate)                     
SIFM – The daily arithmetic average of the weekly SIFM (Securities Industry and Financial Markets) Municipal Swap Index.             

(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 higher of Standard & Poor’s or Moody’s rating. Ratings below BBB by Standard & Poor’s 
    Group or Baa by Moody’s Investor Service, Inc. are considered to be below investment grade. 
(4)    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. Such investments are normally considered to be 
    equivalent to AAA rated securities. 
(5)    Investment has a maturity of more than one year, but has variable rate and demand features which qualify 
    it as a short-term investment. The rate disclosed is that in effect at the end of the reporting period. This rate 
    changes periodically based on market conditions or a specified market index. 
(6)    Effective date represents the date on which both the Fund and counterparty commence interest payment 
    accruals on each forward swap contract. 
N/R    Not rated. 

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 the treatment of paydown gains and losses, timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions.

At August 31, 2007, the cost of investments was $41,870,166.

Gross unrealized appreciation and gross unrealized depreciation of investments at August 31, 2007, were as follows:

Gross unrealized:     
  Appreciation    $1,010,776 
  Depreciation    (421,538) 
Net unrealized appreciation (depreciation) of investments    $   589,238 

Item 2. Controls and Procedures.

  1. 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)).
  2. 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: 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         October 30, 2007        

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         October 30, 2007        

By (Signature and Title)*         /s/ Stephen D. Foy                              
                                                   Stephen D. Foy
                                                   Vice President and Controller (principal financial officer) 

Date        October 30, 2007        

* Print the name and title of each signing officer under his or her signature.