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         811-09455         

        Nuveen New Jersey Dividend Advantage Municipal Fund         
(Exact name of registrant as specified in charter)


        333 West Wacker Drive, Chicago, Illinois 60606         
(Address of principal executive offices) (Zip code)


Jessica R. Droeger—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:            06/30          

Date of reporting period:         09/30/06         

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 New Jersey Dividend Advantage Municipal Fund (NXJ)             
    September 30, 2006             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 0.6% (0.4% of Total Investments)             
    Middlesex County Improvement Authority, New Jersey, Senior Revenue Bonds, Heldrich Center             
    Hotel/Conference Center Project, Series 2005A:             
$             260     5.000%, 1/01/32    1/15 at 100.00    Baa3   $   260,068 
230     5.125%, 1/01/37    1/15 at 100.00    Baa3    231,753 
45    New Jersey Economic Development Authority, General Motors Corporation, Series 1984,    No Opt. Call    B–    44,442 
     5.350%, 4/01/09             
535    Total Consumer Discretionary            536,263 
    Consumer Staples – 4.6% (3.2% of Total Investments)             
895    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,    6/12 at 100.00    BBB    942,981 
     Series 2002, 5.750%, 6/01/32             
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,             
    Series 2003:             
2,240     6.125%, 6/01/24    6/13 at 100.00    BBB    2,420,163 
1,125     6.375%, 6/01/32    6/13 at 100.00    BBB    1,234,800 
4,260    Total Consumer Staples            4,597,944 
    Education and Civic Organizations – 21.7% (14.9% of Total Investments)             
250    New Jersey Educational Facilities Authority, Revenue Bonds, Fairleigh Dickinson University,    7/14 at 100.00    N/R    267,633 
     Series 2004C, 5.500%, 7/01/23             
385    New Jersey Educational Facilities Authority, Revenue Bonds, Kean University, Series 2005B,    7/16 at 100.00    AAA    409,263 
     5.000%, 7/01/30 – MBIA Insured             
750    New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series    7/14 at 100.00    AAA    811,455 
     2004L, 5.125%, 7/01/21 – MBIA Insured             
    New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University,             
    Series 2005F:             
1,200     5.000%, 7/01/17 – FGIC Insured    7/15 at 100.00    AAA    1,302,144 
1,000     5.000%, 7/01/24 – FGIC Insured    7/15 at 100.00    AAA    1,066,720 
520     5.000%, 7/01/32 – FGIC Insured    7/15 at 100.00    AAA    550,768 
970    New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series    7/16 at 100.00    Aaa    1,030,334 
     2006, 5.000%, 7/01/36 – AMBAC Insured             
1,000    New Jersey Educational Facilities Authority, Revenue Bonds, New Jersey Institute of    7/11 at 100.00    AAA    1,064,050 
     Technology, Series 2001G, 5.250%, 7/01/18 – MBIA Insured             
1,000    New Jersey Educational Facilities Authority, Revenue Bonds, New Jersey Institute of    1/14 at 100.00    AAA    1,069,530 
     Technology, Series 2004B, 5.000%, 7/01/21 – AMBAC Insured             
1,500    New Jersey Educational Facilities Authority, Revenue Bonds, Rowan College, Series 2001C,    7/11 at 101.00    AAA    1,563,420 
     5.000%, 7/01/31 – FGIC Insured             
625    New Jersey Educational Facilities Authority, Revenue Bonds, Rowan University, Series 2004C,    7/14 at 100.00    AAA    662,650 
     5.000%, 7/01/24 – MBIA Insured             
630    New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,    7/14 at 100.00    AAA    682,063 
     Series 2004A, 5.125%, 7/01/19 – FGIC Insured             
300    New Jersey Educational Facilities Authority, Revenue Refunding Bonds, Rider University, Series    7/12 at 100.00    AA    313,779 
     2002A, 5.000%, 7/01/17 – RAAI Insured             
200    New Jersey Educational Facilities Authority, Revenue Refunding Bonds, Seton Hall University    7/11 at 100.00    AAA    213,752 
     Project, Series 2001A, 5.250%, 7/01/16 – AMBAC Insured             
    New Jersey Educational Facilities Authority, Revenue Refunding Bonds, Seton Hall University             
    Project, Series 2001G:             
3,820     4.875%, 7/01/21 – AMBAC Insured    7/11 at 100.00    AAA    3,957,366 
1,600     5.000%, 7/01/26 – AMBAC Insured    7/11 at 100.00    AAA    1,659,792 
    Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities             
    Financing Authority, Higher Education Revenue Bonds, University of the Sacred Heart,             
    Series 2001:             
2,000     5.250%, 9/01/21    9/11 at 100.00    BBB    2,066,840 
500     5.250%, 9/01/31    9/11 at 100.00    BBB    513,820 
500    Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities    12/12 at 101.00    BBB–    526,725 
     Financing Authority, Higher Education Revenue Refunding Bonds, Ana G. Mendez University             
     System, Series 2002, 5.500%, 12/01/31             
1,905    University of Puerto Rico, University System Revenue Bonds, Series 1995M, 5.250%, 6/01/25 –    12/06 at 100.75    AAA    1,921,383 
     MBIA Insured             
20,655    Total Education and Civic Organizations            21,653,487 
    Energy – 1.1% (0.8% of Total Investments)             
1,000    Virgin Islands, Senior Secured Revenue Bonds, Government Refinery Facilities – Hovensa LLC    1/13 at 100.00    BBB    1,128,520 
     Coker, Series 2002, 6.500%, 7/01/21 (Alternative Minimum Tax)             
    Financials – 2.0% (1.3% of Total Investments)             
850    New Jersey Economic Development Authority, Economic Development Revenue Bonds, Glimcher    11/08 at 101.00    N/R    863,370 
     Properties LP, Series 1998, 6.000%, 11/01/28 (Alternative Minimum Tax)             
250    New Jersey Economic Development Authority, Industrial Development Revenue Refunding Bonds,    4/08 at 100.00    Ba3    259,118 
     Newark Airport Marriott Hotel, Series 1996, 7.000%, 10/01/14             
750    New Jersey Economic Development Authority, Revenue Refunding Bonds, Kapkowski Road Landfill    No Opt. Call    Baa3    826,433 
     Project, Series 2002, 5.750%, 10/01/21             
1,850    Total Financials            1,948,921 
    Health Care – 16.6% (11.4% of Total Investments)             
310    Camden County Improvement Authority, New Jersey, Revenue Bonds, Cooper Health System, Series    8/14 at 100.00    BBB    333,191 
     2004A, 5.750%, 2/15/34             
130    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Children’s Specialized    7/15 at 100.00    Baa3    137,146 
     Hospital, Series 2005A, 5.500%, 7/01/36             
180    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical    7/16 at 100.00    A–    185,918 
     Center, Series 2006, 5.125%, 7/01/35             
3,500    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Kennedy Health System    7/11 at 100.00    A2    3,708,845 
     Obligated Group, Series 2001, 5.625%, 7/01/31             
    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson             
    University Hospital, Series 2000:             
750     5.750%, 7/01/25    7/10 at 100.00    A2    801,638 
3,000     5.750%, 7/01/31    7/10 at 100.00    A2    3,206,550 
1,000    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Somerset Medical Center,    7/13 at 100.00    Baa3    1,037,270 
     Series 2003, 5.500%, 7/01/33             
1,350    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, South Jersey Hospital    7/12 at 100.00    Baa1    1,454,436 
     System, Series 2002, 5.875%, 7/01/21             
845    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, St. Clare’s Hospital,    7/14 at 100.00    AA    906,913 
     Series 2004A, 5.250%, 7/01/20 – RAAI Insured             
500    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Trinitas Hospital    7/10 at 101.00    BBB–    554,660 
     Obligated Group, Series 2000, 7.500%, 7/01/30             
1,500    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Virtua Health System,    1/09 at 101.00    AAA    1,568,745 
     Series 1998, 5.250%, 7/01/10 – FSA Insured             
2,500    New Jersey Health Care Facilities Financing Authority, Revenue Refunding Bonds, Burdette    7/09 at 101.00    A2    2,596,250 
     Tomlin Memorial Hospital, Series 1999, 5.500%, 7/01/29             
40    New Jersey Health Care Facilities Financing Authority, Revenue Refunding Bonds, St. Elizabeth    7/07 at 102.00    BBB–    41,272 
     Hospital Obligated Group, Series 1997, 6.000%, 7/01/27             
15,605    Total Health Care            16,532,834 
    Long-Term Care – 2.2% (1.5% of Total Investments)             
250    New Jersey Economic Development Authority, First Mortgage Revenue Bonds, Winchester Gardens at    11/14 at 100.00    N/R    270,675 
     Wards Homestead, Series 2004A, 5.800%, 11/01/31             
    New Jersey Economic Development Authority, Revenue Bonds, Masonic Charity Foundation of New             
    Jersey, Series 2001:             
1,000     6.000%, 6/01/25    6/11 at 102.00    A–    1,104,860 
335     5.500%, 6/01/31    6/11 at 102.00    A–    357,485 
500    New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey    1/08 at 102.00    BB+    487,320 
     Obligated Group, Series 1998, 5.125%, 7/01/25             
2,085    Total Long-Term Care            2,220,340 
    Tax Obligation/General – 2.9% (2.0% of Total Investments)             
1,000    Jersey City, New Jersey, General Obligation Bonds, Series 2006A, 5.000%, 9/01/22 –    9/16 at 100.00    AAA    1,076,540 
     AMBAC Insured             
360    New Jersey, General Obligation Bonds, Series 2005L, 5.250%, 7/15/16 – AMBAC Insured    No Opt. Call    AAA    402,462 
1,350    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001, 5.250%, 7/01/27 -    7/11 at 100.00    AAA    1,429,529 
     FSA Insured             
2,710    Total Tax Obligation/General            2,908,531 
    Tax Obligation/Limited – 24.0% (16.4% of Total Investments)             
600    Bergen County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds, County    No Opt. Call    Aaa    673,932 
     Administration Complex Project, Series 2005, 5.000%, 11/15/26             
1,745    Burlington County Bridge Commission, New Jersey, Guaranteed Pooled Loan Bonds, Series 2003,    12/13 at 100.00    AAA    1,871,321 
     5.000%, 12/01/18 – MBIA Insured             
1,500    Camden County Improvement Authority, New Jersey, County Guaranteed Lease Revenue Bonds, Series    9/15 at 100.00    AAA    1,632,960 
     2005A, 5.000%, 9/01/16 – FSA Insured             
1,100    Casino Reinvestment Development Authority, New Jersey, Hotel Room Fee Revenue Bonds, Series    1/15 at 102.00    AAA    1,217,535 
     2004, 5.250%, 1/01/16 – AMBAC Insured             
500    Essex County Improvement Authority, New Jersey, Lease Revenue Bonds, Series 2003, 5.000%,    No Opt. Call    Aaa    537,645 
     12/15/12 – FSA Insured             
815    Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,    No Opt. Call    AAA    912,564 
     Series 2005C, 5.125%, 11/01/18 – FSA Insured             
1,055    Gloucester County Improvement Authority, New Jersey, Lease Revenue Bonds, Series 2005A,    9/15 at 100.00    AAA    1,133,070 
     5.000%, 9/01/20 – MBIA Insured             
1,200    New Jersey Economic Development Authority, Cigarette Tax Revenue Bonds, Series 2004,    6/14 at 100.00    BBB    1,282,704 
     5.750%, 6/15/34             
2,200    New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge, Series    7/14 at 100.00    AAA    2,416,282 
     2004A, 5.250%, 7/01/15 – MBIA Insured             
1,000    New Jersey Educational Facilities Authority, Revenue Bonds, Higher Education Capital    9/12 at 100.00    AAA    1,077,590 
     Improvement Bonds, Fund Issue, Series 2002A, 5.250%, 9/01/19 – AMBAC Insured             
525    New Jersey Educational Facilities Authority, Revenue Bonds, Higher Education Capital    No Opt. Call    AAA    573,610 
     Improvement Fund, Series 2005A, 5.000%, 9/01/15 – FSA Insured             
925    New Jersey Health Care Facilities Financing Authority, Lease Revenue Bonds, Department of    9/15 at 100.00    AAA    1,001,174 
     Human Services – Greystone Park Psychiatric Hospital, Series 2005, 5.000%, 9/15/18 –             
     AMBAC Insured             
1,000    New Jersey Transit Corporation, Certificates of Participation, Federal Transit Administration    No Opt. Call    AAA    1,114,450 
     Grants, Series 2002A, 5.500%, 9/15/14 – AMBAC Insured             
1,000    New Jersey Transit Corporation, Lease Appropriation Bonds, Series 2005A, 5.000%, 9/15/18 –    9/15 at 100.00    AAA    1,074,520 
     FGIC Insured             
    New Jersey Transportation Trust Fund Authority, Federal Highway Aid Grant Anticipation Bonds,             
    Series 2006:             
350     5.000%, 6/15/17 – FGIC Insured    6/16 at 100.00    AAA    381,623 
610     5.000%, 6/15/18 – FGIC Insured    6/16 at 100.00    AAA    663,265 
1,300    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2004B,    No Opt. Call    AAA    1,481,493 
     5.500%, 12/15/16 – MBIA Insured             
1,280    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2005D,    6/15 at 100.00    AAA    1,377,190 
     5.000%, 6/15/19 – FSA Insured             
1,300    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006A,    No Opt. Call    AA–    1,508,026 
     5.500%, 12/15/22             
405    Puerto Rico Convention Center District Authority, Hotel Occupancy Tax Revenue Bonds, Series    7/16 at 100.00    AAA    409,281 
     2006A, 4.500%, 7/01/36 – CIFG Insured             
1,500    Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund    10/08 at 101.00    AA    1,554,885 
     Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured             
21,910    Total Tax Obligation/Limited            23,895,120 
    Transportation – 24.8% (17.0% of Total Investments)             
    Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2005:             
1,000     5.000%, 1/01/25 – MBIA Insured    1/15 at 100.00    AAA    1,062,790 
1,000     5.000%, 1/01/26 – MBIA Insured    1/15 at 100.00    AAA    1,061,350 
500     5.000%, 1/01/27 – MBIA Insured    1/15 at 100.00    AAA    530,315 
1,000     5.000%, 1/01/28 – MBIA Insured    1/15 at 100.00    AAA    1,059,200 
900    New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental    11/10 at 101.00    B    950,058 
     Airlines Inc., Series 2000, 7.000%, 11/15/30 (Alternative Minimum Tax)             
    New Jersey Turnpike Authority, Revenue Bonds, Series 1991C:             
180     6.500%, 1/01/16    No Opt. Call    A    209,750 
50     6.500%, 1/01/16 – MBIA Insured    No Opt. Call    AAA    58,548 
3,000    New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured    7/13 at 100.00    AAA    3,206,100 
1,195    New Jersey Turnpike Authority, Revenue Bonds, Series 2005C, 5.000%, 1/01/35 – FSA Insured    1/15 at 100.00    AAA    1,259,757 
375    Newark Housing Authority, New Jersey, Port Authority Terminal Revenue Bonds, Series 2004,    1/14 at 100.00    AAA    404,610 
     5.250%, 1/01/21 – MBIA Insured             
2,000    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Ninth    1/07 at 101.00    AAA    2,029,660 
     Series 1997, 5.375%, 1/15/32 – MBIA Insured             
500    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred    1/14 at 101.00    AA–    525,030 
     Thirty-Fourth Series 2004, 5.000%, 7/15/34             
3,500    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Twentieth    10/07 at 101.00    AAA    3,593,030 
     Series 2000, 5.500%, 10/15/35 – MBIA Insured (Alternative Minimum Tax)             
5,000    Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air    12/07 at 102.00    AAA    5,209,399 
     Terminal LLC, Sixth Series 1997, 5.750%, 12/01/22 – MBIA Insured (Alternative Minimum Tax)             
3,435    South Jersey Transportation Authority New Jersey, Transportation System Revenue Bonds, Series    11/09 at 101.00    AAA    3,590,777 
     1999, 5.125%, 11/01/22 – AMBAC Insured             
23,635    Total Transportation            24,750,374 
    U.S. Guaranteed – 20.3% (13.9% of Total Investments) (4)             
    Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,             
    Series 2003A:             
900     5.000%, 11/01/20 (Pre-refunded 11/01/13) – FSA Insured    11/13 at 100.00    AAA    974,790 
1,015     5.000%, 11/01/21 (Pre-refunded 11/01/13) – FSA Insured    11/13 at 100.00    AAA    1,099,347 
1,630    Hamilton Township, Mercer County Board of Education, New Jersey, General Obligation Bonds,    8/10 at 100.00    AAA    1,701,427 
     Series 2001, 4.750%, 8/15/19 (Pre-refunded 8/15/10) – FSA Insured             
2,400    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2001A,    6/11 at 100.00    AAA    2,550,168 
     5.000%, 6/15/21 (Pre-refunded 6/15/11) – AMBAC Insured             
1,000    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2003F,    6/13 at 100.00    AAA    1,094,980 
     5.250%, 6/15/21 (Pre-refunded 6/15/13) – FGIC Insured             
    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2003C:             
1,000     5.500%, 6/15/17 (Pre-refunded 6/15/13)    6/13 at 100.00    AAA    1,109,750 
1,000     5.500%, 6/15/18 (Pre-refunded 6/15/13)    6/13 at 100.00    AAA    1,109,750 
1,020    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2005D,    6/15 at 100.00    Aaa    1,108,811 
     5.000%, 6/15/19 (Pre-refunded 6/15/15) – FSA Insured             
    New Jersey Turnpike Authority, Revenue Bonds, Series 1991C:             
130     6.500%, 1/01/16 (ETM)    No Opt. Call    AAA    152,593 
20     6.500%, 1/01/16 – MBIA Insured (ETM)    No Opt. Call    AAA    23,476 
905     6.500%, 1/01/16 (ETM)    No Opt. Call    AAA    1,062,280 
1,500    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,    10/10 at 101.00    AAA    1,615,230 
     5.500%, 10/01/40             
    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001:             
2,150     5.250%, 7/01/27 (Pre-refunded 7/01/11) – FSA Insured    7/11 at 100.00    AAA    2,311,938 
1,000     5.125%, 7/01/30 (Pre-refunded 7/01/11) – FSA Insured    7/11 at 100.00    AAA    1,069,890 
3,000    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    3,255,570 
     6.000%, 7/01/26 (Pre-refunded 7/01/10)             
18,670    Total U.S. Guaranteed            20,240,000 
    Utilities – 2.2% (1.5% of Total Investments)             
1,425    Camden County Pollution Control Financing Authority, New Jersey, Solid Waste Disposal and    12/06 at 100.00    Baa3    1,447,088 
     Resource Recovery System Revenue Bonds, Series 1991B, 7.500%, 12/01/09 (Alternative             
     Minimum Tax)             
750    New Jersey Economic Development Authority, Pollution Control Revenue Refunding Bonds, Public    No Opt. Call    Baa1    773,843 
     Service Electric and Gas Company, Series 2001A, 5.000%, 3/01/12             
2,175    Total Utilities            2,220,931 
    Water and Sewer – 22.9% (15.7% of Total Investments)             
225    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    246,202 
     6.000%, 7/01/25             
4,635    New Jersey Economic Development Authority, Water Facilities Revenue Bonds, American Water    5/08 at 102.00    Aaa    4,815,764 
     Company, Series 1997B, 5.375%, 5/01/32 – FGIC Insured (Alternative Minimum Tax)             
7,000    New Jersey Economic Development Authority, Water Facilities Revenue Bonds, Middlesex Water    2/08 at 102.00    AAA    7,216,439 
     Company, Series 1998, 5.350%, 2/01/38 – MBIA Insured (Alternative Minimum Tax)             
2,775    New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds, Series    9/08 at 101.00    AAA    2,833,719 
     1998A, 4.500%, 9/01/18             
15,840    North Hudson Sewerage Authority, New Jersey, Sewerage Revenue Refunding Bonds, Series 2001A,    No Opt. Call    Aaa    7,699,823 
     0.000%, 8/01/23 – MBIA Insured             
30,475    Total Water and Sewer            22,811,947 
$      145,565    Total Investments (cost $138,943,688) – 145.9%            145,445,212 
    Other Assets Less Liabilities – 2.2%            2,262,030 
    Preferred Shares, at Liquidation Value – (48.1)%            (48,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   99,707,242 

(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. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 

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 September 30, 2006, the cost of investments was $138,915,698.

Gross unrealized appreciation and gross unrealized depreciation of investments at September 30, 2006, were as follows:

Gross unrealized:     
  Appreciation    $6,579,599 
  Depreciation    (50,085) 
Net unrealized appreciation (depreciation) of investments    $6,529,514 

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 New Jersey Dividend Advantage Municipal Fund        

By (Signature and Title)*          /s/ Jessica R. Droeger                     
                                                    Jessica R. Droeger
                                                    Vice President and Secretary

Date         November 28, 2006        

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         November 28, 2006        

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

Date        November 28, 2006        

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