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:         2/29/08         

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, 2008             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 1.6% (1.0% of Total Investments)             
$            490    Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,    9/12 at 102.00    Ba3   $   444,415 
     Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)             
    Education and Civic Organizations – 31.8% (20.7% of Total Investments)             
450    Massachusetts Development Finance Agency, Revenue Bonds, Western New England College, Series    9/15 at 100.00    AAA    421,682 
     2005A, 5.000%, 9/01/33 – AGC Insured             
450    Massachusetts Development Finance Agency, Revenue Bonds, Worcester Polytecnic Institute,    9/17 at 100.00    AAA    424,850 
     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    476,556 
     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–    518,930 
     5.000%, 9/01/19             
1,000    Massachusetts Development Finance Authority, Revenue Refunding Bonds, Boston University,    5/29 at 105.00    A–    996,730 
     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    1,107,601 
     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–    1,054,630 
     Series 2003N, 5.250%, 6/01/18             
1,000    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Hebrew College,    3/08 at 100.00    AA    1,000,000 
     Series 1999A,, 6.500%, 7/01/31             
2,000    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Tufts University,    2/11 at 100.00    Aa2    2,014,039 
     Series 2001I, 5.500%, 2/15/36             
590    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Williams College,    7/16 at 100.00    AAA    578,017 
     Series 2007L, 5.000%, 7/01/31             
8,570    Total Education and Civic Organizations            8,593,035 
    Health Care – 21.4% (13.9% of Total Investments)             
500    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Berkshire Health    10/11 at 101.00    BBB+    507,485 
     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    237,088 
     Obligated Group, Series 1999A, 5.625%, 7/01/20             
295    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Covenant Health    1/12 at 101.00    A    299,390 
     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    269,467 
     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    A    578,232 
     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    961,190 
     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–    237,127 
     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–    428,670 
     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–    484,165 
     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    1,002,210 
     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    35,364 
     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    508,445 
     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    236,194 
     Health Care, Series 2005D, 5.000%, 7/01/33             
6,070    Total Health Care            5,785,027 
    Housing/Multifamily – 12.3% (8.0% of Total Investments)             
570    Massachusetts Development Finance Authority, Multifamily Housing Revenue Bonds, Emerson Manor    7/17 at 100.00    AAA    492,446 
     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–    121,316 
     (Alternative Minimum Tax)             
500    Massachusetts Housing Finance Agency, Housing Revenue Bonds, Series 2003S, 5.050%, 12/01/23    6/13 at 100.00    AA–    478,480 
     (Alternative Minimum Tax)             
1,215    Massachusetts Housing Finance Agency, Rental Housing Mortgage Revenue Bonds, Series 2001A,    1/11 at 100.00    AAA    1,214,890 
     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    1,007,700 
     Clarendon Hill Towers, Series 2002, 5.200%, 11/20/22             
3,420    Total Housing/Multifamily            3,314,832 
    Housing/Single Family – 3.3% (2.2% of Total Investments)             
395    Massachusetts Housing Finance Agency, Single Family Housing Revenue Bonds, Series 2006-122,    6/15 at 100.00    AA    342,465 
     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    553,417 
     4.625%, 6/01/32 (Alternative Minimum Tax)             
1,045    Total Housing/Single Family            895,882 
    Industrials – 1.3% (0.9% of Total Investments)             
180    Massachusetts Development Finance Agency, Pioneer Valley Resource Recovery Revenue Bonds,    No Opt. Call    N/R    170,786 
     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    204,068 
     Inc., Series 2003, 5.450%, 6/01/14             
380    Total Industrials            374,854 
    Long-Term Care – 8.7% (5.6% of Total Investments)             
725    Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Series 2007,    10/12 at 102.00    BB–    630,105 
     5.250%, 10/01/26             
655    Massachusetts Development Finance Authority, First Mortgage Revenue Bonds, Berkshire    7/11 at 102.00    BBB–    693,206 
     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    1,018,260 
     Revenue Bonds, Arbors at Chicopee, Series 2001A, 6.250%, 9/20/42 (Alternative Minimum Tax)             
2,380    Total Long-Term Care            2,341,571 
    Tax Obligation/General – 17.4% (11.2% of Total Investments)             
310    Ashland, Massachusetts, General Obligation Bonds, Series 2004, 5.250%, 5/15/23 – AMBAC Insured    5/15 at 100.00    Aaa    317,446 
2,000    Brookline, Massachusetts, General Obligation Bonds, Series 2000, 5.375%, 4/01/17    4/10 at 101.00    Aaa    2,100,057 
440    Fall River, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 2/01/21 – FSA Insured    2/13 at 101.00    AAA    447,080 
750    Massachusetts, General Obligation Bonds, Consolidated Loan, Series 2002D, 5.500%, 8/01/19    No Opt. Call    AA    814,845 
500    Norwell, Massachusetts, General Obligation Bonds, Series 2003, 5.000%, 11/15/20 – FGIC Insured    No Opt. Call    AA+    510,880 
500    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/29 –    No Opt. Call    A3    491,335 
     FGIC Insured             
4,500    Total Tax Obligation/General            4,681,643 
    Tax Obligation/Limited – 13.4% (8.7% 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    385,619 
     AMBAC Insured             
85    Massachusetts Bay Transportation Authority, Assessment Bonds, Series 2000A, 5.250%, 7/01/30    7/10 at 100.00    AAA    85,105 
385    Massachusetts Bay Transportation Authority, Senior Lien Sales Tax Revenue Refunding Bonds,    No Opt. Call    AAA    404,808 
     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    234,138 
     MBIA Insured             
250    Massachusetts College Building Authority, Project Revenue Bonds, Series 2006A, 5.000%, 5/01/31 –    5/16 at 100.00    AAA    239,720 
     AMBAC Insured             
550    Massachusetts College Building Authority, Project Revenue Bonds, Series 2008A, 5.000%, 5/01/33    5/18 at 100.00    AAA    523,501 
     (WI/DD, Settling 3/12/08) – AGC Insured             
500    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,    8/15 at 100.00    AAA    510,915 
     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    462,535 
     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    A    229,172 
     FGIC Insured             
500    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A,    10/10 at 101.00    BBB+    530,630 
     6.375%, 10/01/19             
3,625    Total Tax Obligation/Limited            3,606,143 
    Transportation – 4.3% (2.8% of Total Investments)             
800    Massachusetts Port Authority, Revenue Bonds, Series 2005A, 5.000%, 7/01/23 – AMBAC Insured    7/15 at 100.00    AAA    791,504 
400    Massachusetts Port Authority, Special Facilities Revenue Bonds, BOSFUEL Corporation, Series    7/17 at 100.00    A    359,960 
     2007, 5.000%, 7/01/32 – FGIC Insured (Alternative Minimum Tax)             
1,200    Total Transportation            1,151,464 
    U.S. Guaranteed – 18.2% (11.8% 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)    1,052,980 
     (Pre-refunded 2/01/11)             
1,675    Lawrence, Massachusetts, General Obligation Bonds, Series 2001, 5.000%, 2/01/21 (Pre-refunded    2/11 at 100.00    Aaa    1,763,741 
     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)    131,519 
     (Pre-refunded 7/01/10)              
80    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Covenant Health    1/12 at 101.00    Aaa    88,202 
     Systems Obligated Group, Series 2002, 6.000%, 7/01/31 (Pre-refunded 1/01/12)             
965    Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Partners HealthCare    7/11 at 101.00    AA (4)    1,051,773 
     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    A (4)    813,578 
     (Pre-refunded 1/01/14) – FGIC Insured             
4,595    Total U.S. Guaranteed            4,901,793 
    Utilities – 6.1% (3.9% of Total Investments)             
1,070    Massachusetts Development Finance Agency, Resource Recovery Revenue Bonds, SEMass System,    1/12 at 101.00    AAA    1,145,168 
     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    490,385 
     Haverhill Project, Series 1998A, 5.600%, 12/01/19 (Alternative Minimum Tax)             
1,570    Total Utilities            1,635,553 
    Water and Sewer – 14.3% (9.3% of Total Investments)             
530    Boston Water and Sewerage Commission, Massachusetts, General Revenue Bonds, Senior Series    11/14 at 100.00    AA    529,348 
     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    118,358 
     6.000%, 7/01/25             
500    Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 2005-11,    8/15 at 100.00    AAA    452,325 
     4.500%, 8/01/29             
400    Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 2006-12,    8/16 at 100.00    AAA    350,628 
     4.375%, 8/01/31             
500    Massachusetts Water Pollution Abatement Trust, Revenue Bonds, MWRA Loan Program, Series 2002A,    8/12 at 100.00    AAA    517,565 
     5.250%, 8/01/20             
1,405    Massachusetts Water Pollution Abatement Trust, Revenue Bonds, MWRA Loan Program, Subordinate    8/09 at 101.00    AAA    1,444,044 
     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    243,745 
     MBIA Insured             
250    Massachusetts Water Resources Authority, General Revenue Bonds, Series 2006A, 4.000%, 8/01/46    8/16 at 100.00    AA    191,483 
3,960    Total Water and Sewer            3,847,496 
$        41,805    Total Investments (cost $42,453,500) – 154.1%            41,573,708 
    Other Assets Less Liabilities – 1.5%            400,422 
    Preferred Shares, at Liquidation Value – (55.6)% (5)            (15,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   26,974,130 

Forward Swaps outstanding at February 29, 2008:                         
        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    $39,182 
Royal Bank of Canada    900,000    Pay    SIFM    4.335       Quarterly    8/06/08    8/06/37    50,509 
                                $89,691 
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 Group (“Standard & Poor’s”) or Moody’s Investor Service, 
    Inc. (“Moody’s”) rating. Ratings below BBB by Standard & Poor’s or Baa by Moody’s are considered to be 
    below investment grade. 
    The Portfolio of Investments reflects the ratings on certain bonds insured by AMBAC, CIFG, FGIC, MBIA and 
    XLCA as of February 29, 2008. Subsequent to February 29, 2008, at least one rating agency reduced the 
    rating for AMBAC-insured bonds to AA and at least one rating agency further reduced the ratings for 
    CIFG-insured, FGIC-insured and XLCA-insured bonds. As of February 29, 2008, one or more rating agencies 
    have placed each of these insurers on “negative credit watch”, which may presage one or more rating 
    reductions for such insurer or insurers in the future. If one or more insurers’ ratings are reduced by these rating 
    agencies, it would likely reduce the effective rating of many of the bonds insured by that insurer or insurers. 
(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)    Preferred Shares, at Liquidation Value as a percentage of total investments is (36.1)%. 
(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. 
WI/DD    Purchased on a when-issued or delayed delivery basis. 

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. 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, 2008, the cost of investments was $42,430,533.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 29, 2008, were as follows:

Gross unrealized:     
  Appreciation    $     703,785 
  Depreciation    (1,560,610)
Net unrealized appreciation (depreciation) of investments    $    (856,825)

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: 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 29, 2008        

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 29, 2008        

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

Date        April 29, 2008