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:         1/31/09         

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)             
    January 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    B1   $   132,174 
230     5.125%, 1/01/37    1/15 at 100.00    B1    114,361 
45    New Jersey Economic Development Authority, General Motors Corporation, Series 1984,    No Opt. Call    C    13,050 
     5.350%, 4/01/09             
535    Total Consumer Discretionary            259,585 
    Consumer Staples – 2.8% (1.8% 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    717,679 
3,000     5.000%, 6/01/41    6/17 at 100.00    BBB    1,573,380 
4,345    Total Consumer Staples            2,291,059 
    Education and Civic Organizations – 18.8% (12.3% of Total Investments)             
250    New Jersey Educational Facilities Authority, Revenue Bonds, Fairleigh Dickinson University,    7/14 at 100.00    N/R    203,805 
     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+    272,448 
     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    AA    1,057,488 
735     5.000%, 7/01/39 – FGIC Insured    7/17 at 100.00    AA    665,932 
60    New Jersey Educational Facilities Authority, Revenue Bonds, Montclair State University, Series    7/14 at 100.00    AA    62,900 
     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    901,693 
     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    AA    1,058,710 
     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    1,038,790 
     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+    1,037,065 
     5.000%, 7/01/31 – FGIC Insured             
630    New Jersey Educational Facilities Authority, Revenue Bonds, William Paterson University,    7/14 at 100.00    AA    666,723 
     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    A3    282,936 
     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    A    212,274 
     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    A    3,884,749 
1,600     5.000%, 7/01/26 – AMBAC Insured    7/11 at 100.00    A    1,601,376 
    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    1,738,180 
500     5.250%, 9/01/31    9/11 at 100.00    BBB    379,505 
500    Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities Financing    12/12 at 101.00    BBB–    345,865 
     Authority, Higher Education Revenue Refunding Bonds, Ana G. Mendez University System,             
     Series 2002, 5.500%, 12/01/31             
16,090    Total Education and Civic Organizations            15,410,439 
    Energy – 1.0% (0.6% of Total Investments)             
1,000    Virgin Islands, Senior Secured Revenue Bonds, Government Refinery Facilities – Hovensa LLC    1/13 at 100.00    BBB    773,840 
     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    548,786 
     Properties LP, Series 1998, 6.000%, 11/01/28 (Alternative Minimum Tax)             
250    New Jersey Economic Development Authority, Industrial Development Revenue Refunding Bonds,    4/09 at 100.00    Ba1    223,258 
     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    563,670 
     Project, Series 2002, 5.750%, 10/01/21             
1,850    Total Financials            1,335,714 
    Health Care – 21.8% (14.3% of Total Investments)             
310    Camden County Improvement Authority, New Jersey, Revenue Bonds, Cooper Health System, Series    8/14 at 100.00    BBB    210,050 
     2004A, 5.750%, 2/15/34             
560    New Jersey Health Care Facilities Finance Authority, Revenue Bonds, AHS Hospital Corporation,    7/18 at 100.00    A+    494,071 
     Series 2008A, 5.000%, 7/01/27             
865    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Atlanticare Regional    7/17 at 100.00    A+    689,777 
     Medical Center, Series 2007, 5.000%, 7/01/37             
890    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Capital Health System    7/13 at 100.00    Baa1    683,191 
     Obligated Group, Series 2003A, 5.375%, 7/01/33             
1,500    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, CentraState Medical    7/17 at 100.00    Aa2    1,345,365 
     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    100,113 
     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–    294,012 
     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–    146,327 
     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    3,173,415 
     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    738,615 
3,000     5.750%, 7/01/31    7/10 at 100.00    A2    2,774,370 
445    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas Health    1/17 at 100.00    Baa2    335,472 
     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+    772,412 
     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    507,760 
     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    A3    504,742 
615     5.000%, 7/01/46    7/16 at 100.00    A3    448,212 
1,100    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, St. Peter’s University    7/10 at 100.00    Baa2    1,102,992 
     Hospital, Series 2000A, 6.875%, 7/01/20             
2,500    New Jersey Health Care Facilities Financing Authority, Revenue Refunding Bonds, Burdette    7/09 at 101.00    A2    2,275,850 
     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    1,219,379 
     2007-I, 5.000%, 7/01/38 – AGC Insured             
20,585    Total Health Care            17,816,125 
    Industrials – 0.4% (0.2% of Total Investments)             
310    Gloucester County Improvement Authority, New Jersey, Solid Waste Resource Recovery Revenue    No Opt. Call    BBB    311,218 
     Refunding Bonds, Waste Management Inc. Project, Series 1999B, 6.850%, 12/01/29 (Mandatory             
     put 12/01/09)             
    Long-Term Care – 2.6% (1.7% of Total Investments)             
585    Burlington County Bridge Commission, New Jersey, Economic Development Revenue Bonds, The    1/18 at 100.00    N/R    335,638 
     Evergreens Project, Series 2007, 5.625%, 1/01/38             
250    New Jersey Economic Development Authority, First Mortgage Revenue Bonds, Winchester Gardens    11/14 at 100.00    N/R    188,858 
     at 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–    992,200 
335     5.500%, 6/01/31    6/11 at 102.00    A–    292,753 
500    New Jersey Economic Development Authority, Revenue Bonds, United Methodist Homes of New Jersey    7/09 at 101.00    BB+    301,820 
     Obligated Group, Series 1998, 5.125%, 7/01/25             
2,670    Total Long-Term Care            2,111,269 
    Tax Obligation/General – 2.9% (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    1,029,010 
     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    1,337,364 
     FSA Insured             
2,350    Total Tax Obligation/General            2,366,374 
    Tax Obligation/Limited – 36.1% (23.8% of Total Investments)             
600    Bergen County Improvement Authority, New Jersey, Guaranteed Lease Revenue Bonds, County    No Opt. Call    Aaa    651,036 
     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    1,900,951 
     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    1,149,350 
     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    1,201,805 
     2004, 5.250%, 1/01/16 – AMBAC Insured             
620    Essex County Improvement Authority, New Jersey, Project Consolidation Revenue Bonds, Series    No Opt. Call    A1    685,280 
     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    957,527 
     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–    1,792,551 
    New Jersey Economic Development Authority, Cigarette Tax Revenue Bonds, Series 2004:             
615     5.500%, 6/15/24    6/12 at 100.00    BBB    483,033 
1,200     5.750%, 6/15/34    6/14 at 100.00    BBB    869,184 
1,200    New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge, Series    7/14 at 100.00    AA    1,340,772 
     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    48,862 
115     5.125%, 6/15/37    6/17 at 100.00    Baa3    78,266 
    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–    547,473 
1,235     5.000%, 9/01/37    9/17 at 100.00    AA–    1,099,397 
525    New Jersey Educational Facilities Authority, Revenue Bonds, Higher Education Capital    No Opt. Call    AAA    612,313 
     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–    974,201 
1,400     5.000%, 9/15/24 – AMBAC Insured    9/15 at 100.00    AA–    1,359,288 
250    New Jersey Health Care Facilities Financing Authority, State Contract Bonds, Hospital Asset    10/18 at 100.00    AA–    225,893 
     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    1,119,800 
     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    AA    1,051,350 
     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    AA    392,452 
610     5.000%, 6/15/18 – FGIC Insured    6/16 at 100.00    AA    674,007 
1,300    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2004B,    No Opt. Call    AA    1,531,790 
     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    1,381,978 
     5.000%, 6/15/19 – FSA Insured             
1,300    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006A,    No Opt. Call    AA–    1,409,486 
     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–    1,240,865 
3,000     0.000%, 12/15/32 – FSA Insured    No Opt. Call    AAA    740,940 
6,000     0.000%, 12/15/34 – FSA Insured    No Opt. Call    AAA    1,292,460 
1,000    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2007A,    12/17 at 100.00    AA–    999,940 
     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+    295,820 
     2006A, 4.500%, 7/01/36 – CIFG Insured             
1,500    Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund    4/09 at 101.00    A    1,418,610 
     Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured             
38,870    Total Tax Obligation/Limited            29,526,680 
    Transportation – 18.0% (11.8% 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    AA    1,001,990 
1,000     5.000%, 1/01/26 – MBIA Insured    1/15 at 100.00    AA    992,070 
500     5.000%, 1/01/27 – MBIA Insured    1/15 at 100.00    AA    490,125 
900    New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental    11/10 at 101.00    B    590,328 
     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    AA    61,989 
3,000    New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured    7/13 at 100.00    AA    3,156,960 
300    New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.250%, 1/01/29 – FSA Insured    No Opt. Call    AAA    314,418 
310    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Forty    8/17 at 100.00    AAA    297,805 
     Eighth Series 2008, Trust 2920, 16.656%, 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–    493,535 
     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    6/09 at 101.00    AA    4,044,800 
     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    3,267,956 
     1999, 5.125%, 11/01/22 – AMBAC Insured             
15,995    Total Transportation            14,711,976 
    U.S. Guaranteed – 25.1% (16.5% of Total Investments) (4)             
2,400    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2001A,    6/11 at 100.00    AAA    2,618,496 
     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    AA (4)    461,184 
     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    AA (4)    811,654 
     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:             
1,200     5.000%, 7/01/17 (Pre-refunded 7/01/15) – FGIC Insured    7/15 at 100.00    A2 (4)    1,419,420 
1,000     5.000%, 7/01/24 (Pre-refunded 7/01/15) – FGIC Insured    7/15 at 100.00    A2 (4)    1,182,850 
520     5.000%, 7/01/32 (Pre-refunded 7/01/15) – FGIC Insured    7/15 at 100.00    A2 (4)    615,082 
415    New Jersey Educational Facilities Authority, Revenue Bonds, Rowan College, Series 2001C,    7/11 at 101.00    A+ (4)    458,260 
     5.000%, 7/01/31 (Pre-refunded 7/01/11) – FGIC Insured             
625    New Jersey Educational Facilities Authority, Revenue Bonds, Rowan University, Series 2004C,    7/14 at 100.00    AA (4)    731,163 
     5.000%, 7/01/24 (Pre-refunded 7/01/14) – MBIA Insured             
1,350    New Jersey Health Care Facilities Financing Authority, Revenue Bonds, South Jersey Hospital    7/12 at 100.00    A3 (4)    1,549,301 
     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    A3 (4)    963,097 
     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)    551,940 
     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    165,264 
20     6.500%, 1/01/16 – MBIA Insured (ETM)    No Opt. Call    AA (4)    25,796 
905     6.500%, 1/01/16 (ETM)    No Opt. Call    AAA    1,077,267 
375    Newark Housing Authority, New Jersey, Port Authority Terminal Revenue Bonds, Series 2004,    1/14 at 100.00    AA (4)    438,821 
     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    1,554,374 
     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    2,369,235 
     (Pre-refunded 7/01/11) – FSA Insured             
    Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,             
    Series 2003:             
2,135     6.125%, 6/01/24 (Pre-refunded 6/01/12)    6/12 at 100.00    AAA    2,261,071 
1,125     6.375%, 6/01/32 (Pre-refunded 6/01/13)    6/13 at 100.00    AAA    1,314,944 
18,270    Total U.S. Guaranteed            20,569,219 
    Utilities – 1.1% (0.7% of Total Investments)             
210    Camden County Pollution Control Financing Authority, New Jersey, Solid Waste Disposal and    6/09 at 100.00    Baa3    210,421 
     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    722,084 
     Service Electric and Gas Company, Series 2001A, 5.000%, 3/01/12             
960    Total Utilities            932,505 
    Water and Sewer – 20.0% (13.1% of Total Investments)             
225    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    183,804 
     6.000%, 7/01/25             
4,635    New Jersey Economic Development Authority, Water Facilities Revenue Bonds, American Water    5/09 at 101.00    N/R    3,296,921 
     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    2/09 at 101.00    AA    5,662,159 
     Company, Series 1998, 5.350%, 2/01/38 – MBIA Insured (Alternative Minimum Tax)             
390    New Jersey Environmental Infrastructure Trust, Environmental Infrastructure Bonds, Series 1998A,    3/09 at 101.00    AAA    394,390 
     4.500%, 9/01/18             
15,840    North Hudson Sewerage Authority, New Jersey, Sewerage Revenue Refunding Bonds, Series 2001A,    No Opt. Call    Baa1    6,837,969 
     0.000%, 8/01/23 – MBIA Insured             
28,090    Total Water and Sewer            16,375,243 
$    151,920    Total Investments (cost $136,423,920) – 152.5%            124,791,246 
    Other Assets Less Liabilities – 6.2%            5,024,544 
    Preferred Shares, at Liquidation Value – (58.7)% (5)            (48,000,000)
    Net Assets Applicable to Common Shares – 100%          $  81,815,790 

(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. 
    The Portfolio of Investments may reflect the ratings on certain bonds insured by ACA, AGC, AMBAC, CIFG, 
    FGIC, FSA, MBIA, RAAI and SYNCORA as of January 31, 2009. Subsequent to January 31, 2009, and 
    during the period this Portfolio of Investments was prepared there may have been reductions to the 
    ratings of certain bonds resulting from changes to the ratings of the underlying insurers both during the 
    period and after period end. Such reductions would likely reduce the effective rating of many of the bonds 
    insured by that insurer or insurers presented at period end. 
(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 38.5%. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 
(IF)    Inverse floating rate investment. 

Fair Value Measurements

During the current fiscal period, the Fund adopted the provisions of Statement of Financial Accounting Standards No. 157 (SFAS No. 157) “Fair Value Measurements.” SFAS No. 157 defines fair value, establishes a framework for measuring fair value in generally accepted accounting principles, and expands disclosure about 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 January 31, 2009:

    Level 1    Level 2    Level 3    Total 
Investments    $ —    $124,791,246    $ —    $124,791,246 

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. 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 January 31, 2009, the cost of investments was $136,395,561.

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

Gross unrealized:     
  Appreciation    $  3,045,787 
  Depreciation    (14,650,102)
Net unrealized appreciation (depreciation) of investments    $(11,604,315)

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         April 1, 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         April 1, 2009        

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

Date        April 1, 2009