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The publish-subscribe paradigm is an efficient communication scheme with strong decoupling between the nodes, that is especially fit for large-scale deployments. It adapts natively to very dynamic settings and it is used in a diversity of real-world scenarios, including finance, smart cities, medical environments, or IoT sensors. Several of the mentioned application scenarios require increasingly stringent security guarantees due to the sensitive nature of the exchanged messages as well as the privacy demands of the clients/stakeholders/receivers. MQTT is a lightweight topic-based publish-subscribe protocol popular in edge and IoT settings, a de-facto standard widely adopted nowadays by the industry and researchers. However, MQTT brokers must process data in clear, hence exposing a large attack surface. This paper presents MQT-TZ, a secure MQTT broker leveraging Arm TrustZone, a trusted execution environment (TEE) commonly found even on inexpensive devices largely available on the market (such as Raspberry Pi units). We define a mutual TLS-based handshake and a two-layer encryption for end-to-end security using the TEE as a trusted proxy. The experimental evaluation of our fully implemented prototype with micro-, macro-benchmarks, as well as with real-world industrial workloads from a MedTech use-case, highlights several trade-offs using TrustZone TEE. We report several lessons learned while building and evaluating our system. We release MQT-TZ as open-source.