Do I need to file state tax in MA for the schedule 2K-1?

I live in IL.

I got a scheduleK-1(1041) from trust office in MA. I also get a MAschedule2k-1 for the same trust.

All lines are" 0 "amount on that schedule 2k-1. 

I know I need to file fedral tax and state tax of IL, but do I have to file MA state tax for the schedule 2k-1?I am nonresidents of MA. Plus no amount on any line on schedule 2k-1.

When turbotax ask me the address of the trust. shall I fill in my address(IL) or Fiduciary's address(MA)

Thanks