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:            6/30          

Date of reporting period:          3/31/06         

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)             
                           March 31, 2006             
        Optional         
Principal        Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 0.5% (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   $   255,726 
230     5.125%, 1/01/37    1/15 at 100.00    Baa3    230,787 
45    New Jersey Economic Development Authority, General Motors Corporation, Series 1984, 5.350%,    No Opt. Call    B    41,072 
     4/01/09             
535    Total Consumer Discretionary            527,585 
    Consumer Staples – 4.7% (3.2% of Total Investments)             
915    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,    6/12 at 100.00    BBB    951,207 
     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    2,420,118 
1,125     6.375%, 6/01/32    6/13 at 100.00    BBB    1,225,238 
4,280    Total Consumer Staples            4,596,563 
    Education and Civic Organizations – 21.1% (14.3% of Total Investments)             
250    New Jersey Educational Facilities Authority, Revenue Bonds, Fairleigh Dickinson University,    7/14 at 100.00    N/R    265,547 
     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    402,090 
     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    796,020 
     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    1,277,616 
520     5.000%, 7/01/32 – FGIC Insured    7/15 at 100.00    AAA    542,261 
1,000    New Jersey Educational Facilities Authority, Revenue Bonds, New Jersey Institute of    7/11 at 100.00    AAA    1,060,300 
     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    1,047,340 
     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    1,546,545 
     5.000%, 7/01/31 – FGIC Insured             
    New Jersey Educational Facilities Authority, Revenue Bonds, Rowan University, Series 2004C:             
1,255     5.000%, 7/01/12 – MBIA Insured    No Opt. Call    AAA    1,336,211 
625     5.000%, 7/01/24 – MBIA Insured    7/14 at 100.00    AAA    653,531 
630    New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,    7/14 at 100.00    AAA    670,011 
     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    309,723 
     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    212,792 
     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    3,915,691 
1,600     5.000%, 7/01/26 – AMBAC Insured    7/11 at 100.00    AAA    1,647,104 
    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    2,052,460 
500     5.250%, 9/01/31    9/11 at 100.00    BBB    509,285 
500    Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities    12/12 at 101.00    BBB–    516,685 
     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 –    6/06 at 100.75    AAA    1,935,728 
     MBIA Insured             
19,940    Total Education and Civic Organizations            20,696,940 
    Energy – 1.2% (0.8% of Total Investments)             
1,000    Virgin Islands, Senior Secured Revenue Bonds, Government Refinery Facilities – Hovensa LLC    1/13 at 100.00    BBB    1,128,870 
     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    861,985 
     Properties LP, Series 1998, 6.000%, 11/01/28 (Alternative Minimum Tax)             
250    New Jersey Economic Development Authority, Industrial Development Revenue Refunding Bonds,    4/06 at 102.00    Ba3    257,398 
     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    814,830 
     Project, Series 2002, 5.750%, 10/01/21             
1,850    Total Financials            1,934,213 
    Health Care – 16.7% (11.3% of Total Investments)             
310    Camden County Improvement Authority, New Jersey, Revenue Bonds, Cooper Health System, Series    8/14 at 100.00    BBB    324,948 
     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    134,610 
     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–    182,466 
     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    3,688,720 
     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    794,610 
3,000     5.750%, 7/01/31    7/10 at 100.00    A2    3,178,440 
1,000    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Somerset Medical Center,    7/13 at 100.00    Baa3    1,021,780 
     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    1,442,084 
     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    895,987 
     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–    553,855 
     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    1,573,125 
     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    2,588,200 
     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–    41,368 
     Hospital Obligated Group, Series 1997, 6.000%, 7/01/27             
15,605    Total Health Care            16,420,193 
    Long-Term Care – 1.8% (1.2% of Total Investments)             
250    New Jersey Economic Development Authority, First Mortgage Revenue Bonds, Winchester Gardens at    11/14 at 100.00    N/R    264,183 
     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+    1,098,650 
335     5.500%, 6/01/31    6/11 at 102.00    A+    355,328 
75    New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey    1/08 at 102.00    BB+    75,037 
     Obligated Group, Series 1998, 5.125%, 7/01/25             
1,660    Total Long-Term Care            1,793,198 
    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 – AMBAC    9/16 at 100.00    AAA    1,056,090 
     Insured             
360    New Jersey, General Obligation Bonds, Series 2005L, 5.250%, 7/15/16 – AMBAC Insured    No Opt. Call    AAA    393,498 
1,350    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001, 5.250%, 7/01/27 –    7/11 at 100.00    AAA    1,426,491 
     FSA Insured             
2,710    Total Tax Obligation/General            2,876,079 
    Tax Obligation/Limited – 24.5% (16.5% of Total Investments)             
600    Bergen County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds, County    No Opt. Call    Aaa    652,284 
     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    1,845,564 
     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    1,600,665 
     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    1,191,091 
     2004, 5.250%, 1/01/16 – AMBAC Insured             
2,000    Essex County Improvement Authority, New Jersey, Lease Revenue Bonds, Series 2003, 5.000%,    No Opt. Call    Aaa    2,130,780 
     12/15/12 – FSA Insured             
815    Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,    No Opt. Call    AAA    889,328 
     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    1,111,232 
     5.000%, 9/01/20 – MBIA Insured             
1,200    New Jersey Economic Development Authority, Cigarette Tax Revenue Bonds, Series 2004, 5.750%,    6/14 at 100.00    BBB    1,259,460 
     6/15/34             
2,200    New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge, Series    7/14 at 100.00    AAA    2,374,636 
     2004A, 5.250%, 7/01/15 – MBIA Insured             
525    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series    9/15 at 100.00    AAA    557,288 
     2005N-1, 5.000%, 9/01/17 – AMBAC Insured             
1,550    New Jersey Economic Development Authority, School Facility Construction Bonds, Series 2005K,    No Opt. Call    AAA    1,690,802 
     5.250%, 12/15/14 – FGIC Insured             
1,000    New Jersey Educational Facilities Authority, Revenue Bonds, Higher Education Capital    9/12 at 100.00    AAA    1,070,380 
     Improvement Bonds, Fund Issue, Series 2002A, 5.250%, 9/01/19 – AMBAC Insured             
925    New Jersey Health Care Facilities Financing Authority, Lease Revenue Bonds, Department of    9/15 at 100.00    AAA    978,021 
     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    1,095,950 
     Grants, Series 2002A, 5.500%, 9/15/14 – AMBAC Insured             
1,115    New Jersey Transit Corporation, Lease Appropriation Bonds, Series 2005A, 5.000%, 9/15/18 –    9/15 at 100.00    AAA    1,171,999 
     FGIC Insured             
2,300    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2005D,    6/15 at 100.00    AAA    2,422,084 
     5.000%, 6/15/19 – FSA Insured             
405    Puerto Rico Convention Center District Authority, Hotel Occupancy Tax Revenue Bonds, Series    7/16 at 100.00    AAA    395,483 
     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    1,562,070 
     Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured             
22,535    Total Tax Obligation/Limited            23,999,117 
    Transportation – 24.6% (16.6% 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    1,047,190 
1,000     5.000%, 1/01/26 – MBIA Insured    1/15 at 100.00    AAA    1,046,450 
500     5.000%, 1/01/27 – MBIA Insured    1/15 at 100.00    AAA    522,485 
1,000     5.000%, 1/01/28 – MBIA Insured    1/15 at 100.00    AAA    1,043,490 
900    New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental    11/10 at 101.00    B    917,433 
     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    207,331 
50     6.500%, 1/01/16 – MBIA Insured    No Opt. Call    AAA    57,813 
3,000    New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured    7/13 at 100.00    AAA    3,163,830 
1,195    New Jersey Turnpike Authority, Revenue Bonds, Series 2005C, 5.000%, 1/01/35 – FSA Insured    1/15 at 100.00    AAA    1,242,561 
375    Newark Housing Authority, New Jersey, Port Authority Terminal Revenue Bonds, Series 2004,    1/14 at 100.00    AAA    399,645 
     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    2,045,760 
     Series 1997, 5.375%, 1/15/32 – MBIA Insured             
3,500    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Twentieth    10/07 at 101.00    AAA    3,613,505 
     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    5,248,500 
     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    3,603,075 
     1999, 5.125%, 11/01/22 – AMBAC Insured             
23,135    Total Transportation            24,159,068 
    U.S. Guaranteed – 23.1% (15.6% of Total Investments) (4)             
1,000    Delaware River and Bay Authority, Delaware and New Jersey, Revenue Bonds, Series 2003, 5.250%,    1/13 at 100.00    AAA    1,080,920 
     1/01/18 (Pre-refunded 1/01/13) – MBIA Insured             
    Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,             
    Series 2003A:             
550     5.250%, 11/01/19 (Pre-refunded 11/01/13) – FSA Insured    11/13 at 100.00    AAA    599,000 
900     5.000%, 11/01/20 (Pre-refunded 11/01/13) – FSA Insured    11/13 at 100.00    AAA    965,520 
1,015     5.000%, 11/01/21 (Pre-refunded 11/01/13) – FSA Insured    11/13 at 100.00    AAA    1,088,892 
    Hamilton Township, Mercer County Board of Education, New Jersey, General Obligation Bonds,             
    Series 2001:             
1,850     4.750%, 8/15/18 (Pre-refunded 8/15/10) – FSA Insured    8/10 at 100.00    AAA    1,929,587 
1,630     4.750%, 8/15/19 (Pre-refunded 8/15/10) – FSA Insured    8/10 at 100.00    AAA    1,700,123 
2,400    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2001A,    6/11 at 100.00    AAA    2,543,928 
     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    1,085,670 
     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    1,102,570 
1,000     5.500%, 6/15/18 (Pre-refunded 6/15/13)    6/13 at 100.00    AAA    1,101,250 
    New Jersey Turnpike Authority, Revenue Bonds, Series 1991C:             
130     6.500%, 1/01/16 (ETM)    No Opt. Call    AAA    151,310 
20     6.500%, 1/01/16 – MBIA Insured (ETM)    No Opt. Call    AAA    23,278 
905     6.500%, 1/01/16 (ETM)    No Opt. Call    AAA    1,053,348 
1,500    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,    10/10 at 101.00    AAA    1,609,185 
     5.500%, 10/01/40 (ETM)             
    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    2,309,165 
1,000     5.125%, 7/01/30 (Pre-refunded 7/01/11) – FSA Insured    7/11 at 100.00    AAA    1,068,110 
3,000    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    3,271,950 
     6.000%, 7/01/26 (Pre-refunded 7/01/10)             
21,050    Total U.S. Guaranteed            22,683,806 
    Utilities – 2.3% (1.5% of Total Investments)             
1,425    Camden County Pollution Control Financing Authority, New Jersey, Solid Waste Disposal and    6/06 at 100.00    Baa3    1,444,608 
     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    769,455 
     Service Electric and Gas Company, Series 2001A, 5.000%, 3/01/12             
2,175    Total Utilities            2,214,063 
    Water and Sewer – 22.6% (15.3% of Total Investments)             
225    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    240,878 
     6.000%, 7/01/25             
4,635    New Jersey Economic Development Authority, Water Facilities Revenue Bonds, American Water    5/08 at 102.00    Aaa    4,826,750 
     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    7,202,156 
     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    2,810,936 
     1998A, 4.500%, 9/01/18             
15,840    North Hudson Sewerage Authority, New Jersey, Sewerage Revenue Refunding Bonds, Series 2001A,    No Opt. Call    Aaa    7,116,278 
     0.000%, 8/01/23 – MBIA Insured             
30,475    Total Water and Sewer            22,196,998 
$       146,950    Total Investments (cost $140,425,439) – 148.0%            145,226,693 
    Other Assets Less Liabilities – 0.9%            912,283 
    Preferred Shares, at Liquidation Value – (48.9)%            (48,000,000) 
    Net Assets Applicable to Common Shares – 100%           $    98,138,976 

(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 March 31, 2006, the cost of investments was $140,537,085.

Gross unrealized appreciation and gross unrealized depreciation of investments at March 31, 2006, were as follows:

Gross unrealized:     
  Appreciation    $5,288,443 
  Depreciation    (598,835) 
Net unrealized appreciation (depreciation) of investments    $4,689,608 

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         May 30, 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         May 30, 2006        

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

Date        May 30, 2006        

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