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State tax filing
No. The only pensions that are not taxed in Massachusetts are listed on 2019 Massachusetts Form 1 NRPY Instructions, page 7:
Pension income received from a contributory annuity, pension, endowment or retirement fund of the U.S. government or the Commonwealth of Massachusetts and its political subdivisions
CT-1040 NPY Online Tax Booklet page 24
March 21, 2020
8:55 AM