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)

Nuveen Investments
        333 West Wacker Drive, Chicago, Illinois 60606         

(Address of principal executive offices) (Zip code)


Kevin J. McCarthy 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:            4/30          

Date of reporting period:         7/31/09         

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)       
July 31, 2009
 
 
 
 
Principal    Optional Call     
Amount (000)  Description (1)  Provisions (2)  Ratings (3)                  Value 
  Consumer Discretionary – 0.3% (0.2% 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  B3  $          146,611 
230   5.125%, 1/01/37  1/15 at 100.00  B3  126,771 
490  Total Consumer Discretionary      273,382 
  Consumer Staples – 2.8% (1.9% of Total Investments)       
  Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,       
  Series 2007-1A:       
1,345   4.750%, 6/01/34  6/17 at 100.00  BBB  784,552 
3,000   5.000%, 6/01/41  6/17 at 100.00  BBB  1,624,230 
4,345  Total Consumer Staples      2,408,782 
  Education and Civic Organizations – 18.3% (12.4% of Total Investments)       
250  New Jersey Educational Facilities Authority, Revenue Bonds, Fairleigh Dickinson University,  7/14 at 100.00  N/R  238,643 
   Series 2004C, 5.500%, 7/01/23       
325  New Jersey Educational Facilities Authority, Revenue Bonds, Georgian Court University, Series  7/17 at 100.00  BBB+  286,972 
   2007D, 5.250%, 7/01/37       
  New Jersey Educational Facilities Authority, Revenue Bonds, Kean University, Series 2007D:       
1,115   5.000%, 7/01/32 – FGIC Insured  7/17 at 100.00  1,091,139 
735   5.000%, 7/01/39 – FGIC Insured  7/17 at 100.00  691,062 
60  New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series  7/14 at 100.00  61,782 
   2004L, 5.125%, 7/01/21 – MBIA Insured       
970  New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series  7/16 at 100.00  A2  921,820 
   2006A, 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  A+  1,057,110 
   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  A+  1,022,000 
   Technology, Series 2004B, 5.000%, 7/01/21 – AMBAC Insured       
1,085  New Jersey Educational Facilities Authority, Revenue Bonds, Rowan College, Series 2001C,  7/11 at 101.00  A+  1,062,324 
   5.000%, 7/01/31 – FGIC Insured       
630  New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,  7/14 at 100.00  658,753 
   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  Baa1  297,474 
   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  211,810 
   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  3,848,306 
1,600   5.000%, 7/01/26 – AMBAC Insured  7/11 at 100.00  1,606,304 
300  New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Tender Option  6/19 at 100.00  AA  314,814 
   Bond Trust PA-4643, 19.017%, 6/01/30 (IF)       
  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  1,900,280 
500   5.250%, 9/01/31  9/11 at 100.00  BBB  431,950 
500  Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities  12/12 at 101.00  BBB–  392,135 
   Financing Authority, Higher Education Revenue Refunding Bonds, Ana G. Mendez University       
   System, Series 2002, 5.500%, 12/01/31       
16,390  Total Education and Civic Organizations      16,094,678 
  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  994,610 
   Coker, Series 2002, 6.500%, 7/01/21 (Alternative Minimum Tax)       
  Financials – 1.6% (1.1% of Total Investments)       
850  New Jersey Economic Development Authority, Economic Development Revenue Bonds, Glimcher  11/10 at 100.00  N/R  549,160 
   Properties LP, Series 1998, 6.000%, 11/01/28 (Alternative Minimum Tax)       
250  New Jersey Economic Development Authority, Industrial Development Revenue Refunding Bonds,  10/09 at 100.00  Ba1  242,898 
   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  605,693 
   Project, Series 2002, 5.750%, 10/01/21       
1,850  Total Financials      1,397,751 
  Health Care – 21.4% (14.5% of Total Investments)       
310  Camden County Improvement Authority, New Jersey, Revenue Bonds, Cooper Health System, Series  8/14 at 100.00  BBB  237,001 
   2004A, 5.750%, 2/15/34       
560  New Jersey Health Care Facilities Finance Authority, Revenue Bonds, AHS Hospital Corporation,  7/18 at 100.00  A1  530,152 
   Series 2008A, 5.000%, 7/01/27       
370  New Jersey Health Care Facilities Financing Authority, Hospital Revenue Bonds, Virtua Health,  7/19 at 100.00  AAA  372,790 
   Series 2009, Trust 3018, 18.976%, 7/01/38 – AGC Insured (IF)       
865  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Atlanticare Regional  7/17 at 100.00  A+  783,085 
   Medical Center, Series 2007, 5.000%, 7/01/37       
1,500  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, CentraState Medical  7/17 at 100.00  Aa2  1,473,210 
   Center, Series 2006A, 5.000%, 7/01/30 – AGC Insured       
130  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Children’s Specialized  7/15 at 100.00  Baa3  105,439 
   Hospital, Series 2005A, 5.500%, 7/01/36       
400  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical  7/16 at 100.00  A–  346,892 
   Center, Series 2006B, 5.000%, 7/01/36       
180  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Hunterdon Medical  7/16 at 100.00  A–  159,413 
   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  3,424,365 
   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  752,543 
3,000   5.750%, 7/01/31  7/10 at 100.00  A2  3,000,900 
445  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas Health  1/17 at 100.00  Baa2  348,929 
   Care System, Series 2006A, 5.000%, 7/01/29       
895  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Shore Memorial Health  7/13 at 100.00  BBB–  803,495 
   System, Series 2003, 5.000%, 7/01/23 – RAAI Insured       
1,000  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Somerset Medical Center,  7/13 at 100.00  Ba2  550,650 
   Series 2003, 5.500%, 7/01/33       
  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, South Jersey Hospital       
  System, Series 2006:       
665   5.000%, 7/01/36  7/16 at 100.00  A2  588,811 
615   5.000%, 7/01/46  7/16 at 100.00  A2  524,429 
1,100  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, St. Peter’s University  7/10 at 100.00  Baa2  1,106,534 
   Hospital, Series 2000A, 6.875%, 7/01/20       
2,500  New Jersey Health Care Facilities Financing Authority, Revenue Refunding Bonds, Burdette  1/10 at 101.00  A2  2,437,875 
   Tomlin Memorial Hospital, Series 1999, 5.500%, 7/01/29       
1,280  New Jersey Health Facilities Financing Authority, Revenue Bonds, Meridian Health, Series  7/18 at 100.00  AAA  1,270,272 
   2007-I, 5.000%, 7/01/38 – AGC Insured       
20,065  Total Health Care      18,816,785 
  Industrials – 0.4% (0.2% of Total Investments)       
310  Gloucester County Improvement Authority, New Jersey, Solid Waste Resource Recovery Revenue  No Opt. Call  BBB  313,116 
   Refunding Bonds, Waste Management Inc. Project, Series 1999B, 6.850%, 12/01/29 (Mandatory       
   put 12/01/09)       
  Long-Term Care – 2.6% (1.8% of Total Investments)       
585  Burlington County Bridge Commission, New Jersey, Economic Development Revenue Bonds, The  1/18 at 100.00  N/R  397,911 
   Evergreens Project, Series 2007, 5.625%, 1/01/38       
250  New Jersey Economic Development Authority, First Mortgage Revenue Bonds, Winchester Gardens at  11/14 at 100.00  N/R  222,293 
   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–  1,015,260 
335   5.500%, 6/01/31  6/11 at 102.00  A–  311,654 
500  New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey  1/10 at 100.00  BB+  347,640 
   Obligated Group, Series 1998, 5.125%, 7/01/25       
2,670  Total Long-Term Care      2,294,758 
  Tax Obligation/General – 2.7% (1.9% of Total Investments)       
1,000  Jersey City, New Jersey, General Obligation Bonds, Series 2006A, 5.000%, 9/01/22 –  9/16 at 100.00  A1  1,048,540 
   AMBAC Insured       
1,350  Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001, 5.250%, 7/01/27 –  7/11 at 100.00  AAA  1,352,619 
   FSA Insured       
2,350  Total Tax Obligation/General      2,401,159 
  Tax Obligation/Limited – 33.9% (22.9% of Total Investments)       
600  Bergen County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds, County  No Opt. Call  Aaa  684,852 
   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  AA  1,888,701 
   5.000%, 12/01/18 – MBIA Insured       
1,000  Camden County Improvement Authority, New Jersey, County Guaranteed Lease Revenue Bonds, Series  9/15 at 100.00  AAA  1,137,830 
   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  A–  1,140,535 
   2004, 5.250%, 1/01/16 – AMBAC Insured       
620  Essex County Improvement Authority, New Jersey, Project Consolidation Revenue Bonds, Series  No Opt. Call  A1  662,575 
   2007, 5.250%, 12/15/22 – AMBAC Insured       
815  Garden State Preservation Trust, New Jersey, Open Space and Farmland Preservation Bonds,  No Opt. Call  AAA  950,583 
   Series 2005C, 5.125%, 11/01/18 – FSA Insured       
1,785  New Jersey Building Authority, State Building Revenue Bonds, Series 2007A, 5.000%, 6/15/27  6/16 at 100.00  AA–  1,816,041 
  New Jersey Economic Development Authority, Cigarette Tax Revenue Bonds, Series 2004:       
615   5.500%, 6/15/24  6/12 at 100.00  BBB  527,984 
1,200   5.750%, 6/15/34  6/14 at 100.00  BBB  971,604 
1,200  New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge, Series  7/14 at 100.00  1,316,208 
   2004A, 5.250%, 7/01/15 – MBIA Insured       
  New Jersey Economic Development Authority, Revenue Bonds, Newark Downtown District Management       
  Corporation Project, Series 2007:       
65   5.125%, 6/15/27  6/17 at 100.00  Baa3  53,538 
115   5.125%, 6/15/37  6/17 at 100.00  Baa3  85,914 
  New Jersey Economic Development Authority, School Facilities Construction Financing Program       
  Bonds, Series 2007U:       
615   5.000%, 9/01/37 – AMBAC Insured  9/17 at 100.00  AA–  599,576 
1,235   5.000%, 9/01/37  9/17 at 100.00  AA–  1,204,026 
525  New Jersey Educational Facilities Authority, Revenue Bonds, Higher Education Capital  No Opt. Call  AAA  597,361 
   Improvement Fund, Series 2005A, 5.000%, 9/01/15 – FSA Insured       
  New Jersey Health Care Facilities Financing Authority, Lease Revenue Bonds, Department of       
  Human Services – Greystone Park Psychiatric Hospital, Series 2005:       
925   5.000%, 9/15/18 – AMBAC Insured  9/15 at 100.00  AA–  945,489 
1,400   5.000%, 9/15/24 – AMBAC Insured  9/15 at 100.00  AA–  1,400,644 
250  New Jersey Health Care Facilities Financing Authority, State Contract Bonds, Hospital Asset  10/18 at 100.00  AA–  251,245 
   Transformation Program, Series 2008A, 5.250%, 10/01/38       
1,000  New Jersey Transit Corporation, Certificates of Participation, Federal Transit Administration  No Opt. Call  A1  1,097,670 
   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  1,026,550 
   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  A1  379,274 
610   5.000%, 6/15/18 – FGIC Insured  6/16 at 100.00  A1  650,461 
1,300  New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2004B,  No Opt. Call  AA–  1,472,562 
   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  1,371,584 
   5.000%, 6/15/19 – FSA Insured       
1,300  New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006A,  No Opt. Call  AA–  1,412,021 
   5.500%, 12/15/22       
  New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006C:       
4,315   0.000%, 12/15/28 – AMBAC Insured  No Opt. Call  AA–  1,344,683 
3,000   0.000%, 12/15/32 – FSA Insured  No Opt. Call  AAA  708,060 
6,000   0.000%, 12/15/34 – FSA Insured  No Opt. Call  AAA  1,237,440 
1,000  New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2007A,  12/17 at 100.00  AA–  1,014,980 
   5.000%, 12/15/26 – AMBAC Insured       
405  Puerto Rico Convention Center District Authority, Hotel Occupancy Tax Revenue Bonds, Series  7/16 at 100.00  BBB+  311,490 
   2006A, 4.500%, 7/01/36 – CIFG Insured       
1,500  Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund  10/09 at 100.50  Baa2  1,471,875 
   Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured       
38,870  Total Tax Obligation/Limited      29,733,356 
  Transportation – 17.9% (12.1% 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  A+  1,015,590 
1,000   5.000%, 1/01/26 – MBIA Insured  1/15 at 100.00  A+  1,011,300 
500   5.000%, 1/01/27 – MBIA Insured  1/15 at 100.00  A+  507,320 
900  New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental  11/10 at 101.00  675,576 
   Airlines Inc., Series 2000, 7.000%, 11/15/30 (Alternative Minimum Tax)       
50  New Jersey Turnpike Authority, Revenue Bonds, Series 1991C, 6.500%, 1/01/16 – MBIA Insured  No Opt. Call  A+  59,918 
3,000  New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured  7/13 at 100.00  A+  3,213,660 
300  New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.250%, 1/01/29 – FSA Insured  No Opt. Call  AAA  327,690 
310  Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Forty  8/17 at 100.00  AAA  333,312 
   Eighth Series 2007, Trust 2920, 17.987%, 8/15/32 – FSA Insured (IF)       
500  Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred  1/14 at 101.00  AA–  505,980 
   Thirty-Fourth Series 2004, 5.000%, 7/15/34       
5,000  Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air  12/09 at 100.00  4,601,500 
   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  A–  3,446,885 
   1999, 5.125%, 11/01/22 – AMBAC Insured       
15,995  Total Transportation      15,698,731 
  U.S. Guaranteed – 22.8% (15.4% of Total Investments) (4)       
2,400  New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2001A,  6/11 at 100.00  AAA  2,593,800 
   5.000%, 6/15/21 (Pre-refunded 6/15/11) – AMBAC Insured       
385  New Jersey Educational Facilities Authority, Revenue Bonds, Kean University, Series 2005B,  7/16 at 100.00  A (4)  447,505 
   5.000%, 7/01/30 (Pre-refunded 7/01/16) – MBIA Insured       
690  New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series  7/14 at 100.00  A (4)  791,002 
   2004L, 5.125%, 7/01/21 (Pre-refunded 7/01/14) – MBIA Insured       
  New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University,       
  Series 2005F:       
1,000   5.000%, 7/01/17 (Pre-refunded 7/01/15) – FGIC Insured  7/15 at 100.00  A2 (4)  1,153,620 
1,000   5.000%, 7/01/24 (Pre-refunded 7/01/15) – FGIC Insured  7/15 at 100.00  A2 (4)  1,153,620 
520   5.000%, 7/01/32 (Pre-refunded 7/01/15) – FGIC Insured  7/15 at 100.00  A2 (4)  599,882 
625  New Jersey Educational Facilities Authority, Revenue Bonds, Rowan University, Series 2004C,  7/14 at 100.00  A+ (4)  712,844 
   5.000%, 7/01/24 (Pre-refunded 7/01/14) – MBIA Insured       
890  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Capital Health System  7/13 at 100.00  N/R (4)  1,012,865 
   Obligated Group, Series 2003A, 5.375%, 7/01/33 (Pre-refunded 7/01/13)       
1,350  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, South Jersey Hospital  7/12 at 100.00  A2 (4)  1,532,642 
   System, Series 2002, 5.875%, 7/01/21 (Pre-refunded 7/01/12)       
845  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, St. Clare’s Hospital,  No Opt. Call  BBB– (4)  981,518 
   Series 2004A, 5.250%, 7/01/20 – RAAI Insured (ETM)       
500  New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Trinitas Hospital  7/10 at 101.00  BBB– (4)  536,580 
   Obligated Group, Series 2000, 7.500%, 7/01/30 (Pre-refunded 7/01/10)       
  New Jersey Turnpike Authority, Revenue Bonds, Series 1991C:       
130   6.500%, 1/01/16 (ETM)  No Opt. Call  AAA  161,563 
20   6.500%, 1/01/16 – MBIA Insured (ETM)  No Opt. Call  A+ (4)  25,195 
905   6.500%, 1/01/16 (ETM)  No Opt. Call  AAA  1,055,438 
375  Newark Housing Authority, New Jersey, Port Authority Terminal Revenue Bonds, Series 2004,  1/14 at 100.00  AA– (4)  430,459 
   5.250%, 1/01/21 (Pre-refunded 1/01/14) – MBIA Insured       
1,500  Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,  10/10 at 101.00  AAA  1,601,025 
   5.500%, 10/01/40       
2,150  Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001, 5.250%, 7/01/27  7/11 at 100.00  AAA  2,341,307 
   (Pre-refunded 7/01/11) – FSA Insured       
  Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,       
  Series 2003:       
1,510   6.125%, 6/01/24 (Pre-refunded 6/01/12)  6/12 at 100.00  AAA  1,591,782 
1,125   6.375%, 6/01/32 (Pre-refunded 6/01/13)  6/13 at 100.00  AAA  1,289,171 
17,920  Total U.S. Guaranteed      20,011,818 
  Utilities – 1.1% (0.8% of Total Investments)       
210  Camden County Pollution Control Financing Authority, New Jersey, Solid Waste Disposal and  10/09 at 100.00  Baa3  209,546 
   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  774,795 
   Service Electric and Gas Company, Series 2001A, 5.000%, 3/01/12       
960  Total Utilities      984,341 
  Water and Sewer – 20.7% (14.0% of Total Investments)       
225  Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,  7/15 at 100.00  Ba2  209,401 
   6.000%, 7/01/25       
4,635  New Jersey Economic Development Authority, Water Facilities Revenue Bonds, American Water  11/09 at 101.00  N/R  4,089,414 
   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  8/09 at 101.00  6,091,470 
   Company, Series 1998, 5.350%, 2/01/38 – MBIA Insured (Alternative Minimum Tax)       
390  New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds, Series  9/09 at 100.50  AAA  394,407 
   1998A, 4.500%, 9/01/18       
15,840  North Hudson Sewerage Authority, New Jersey, Sewerage Revenue Refunding Bonds, Series 2001A,  No Opt. Call  Baa1  7,343,420 
   0.000%, 8/01/23 – MBIA Insured       
28,090  Total Water and Sewer      18,128,112 
$           151,305  Total Investments (cost $135,892,447) – 147.6%      129,551,379 
Other Assets Less Liabilities – 2.5%      2,118,457 
  Preferred Shares, at Liquidation Value – (50.1)% (5)       (43,925,000)
  Net Assets Applicable to Common Shares – 100%      $     87,744,836 

Fair Value Measurements

In determining the value of the Fund’s investments various inputs are used. These inputs are summarized in the three broad levels listed below:

Level 1 – Quoted prices in active markets for identical securities.

Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3 – Significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of July 31, 2009:

  Level 1  Level 2  Level 3  Total 
Investments:         
  Municipal Bonds  $ —  $129,551,379  $ —  $129,551,379 

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 timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate transactions subject to SFAS No. 140, if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At July 31, 2009, the cost of investments was $135,863,471.

Gross unrealized appreciation and gross unrealized depreciation of investments at July 31, 2009, were as follows:

Gross unrealized:   
  Appreciation  $  2,830,897 
  Depreciation  (9,142,989) 
Net unrealized appreciation (depreciation) of investments  $(6,312,092) 

(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 Group (“Standard & Poor’s”) or Moody’s Investor Service, Inc. 
  (“Moody’s”) rating. Ratings below BBB by Standard & Poor’s or Baa by Moody’s 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. Such investments are normally considered to be 
  equivalent to AAA rated securities. 
(5)  Preferred Shares, at Liquidation Value as a percentage of Total Investments is 33.9%. 
N/R  Not rated. 
(ETM)  Escrowed to maturity. 
(IF)  Inverse floating rate investment. 

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: See 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/ Kevin J. McCarthy                    
                                                  Kevin J. McCarthy
                                                  Vice President and Secretary

Date         September 29, 2009        

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         September 29, 2009        

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

Date        September 29, 2009