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         811-9465         

        Nuveen Connecticut 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:            05/31          

Date of reporting period:         08/31/06         

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 Connecticut Dividend Advantage Municipal Fund (NFC)             
                           August 31, 2006             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 4.9% (3.3% of Total Investments)             
    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001A:             
$               90     5.000%, 5/15/22    5/11 at 100.00    Baa3   $   91,167 
500     5.400%, 5/15/31    5/11 at 100.00    Baa3    510,145 
1,270    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,    5/11 at 100.00    Baa3    1,297,292 
     5.500%, 5/15/41             
1,860    Total Consumer Staples            1,898,604 
    Education and Civic Organizations – 26.3% (17.6% of Total Investments)             
500    Connecticut Health and Education Facilities Authority, University of Hartford Revenue Bonds,    7/16 at 100.00    AA    532,980 
     Series 2006G, 5.250%, 7/01/36 – RAAI Insured             
100    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Canterbury School,    7/16 at 100.00    AA    103,329 
     Series 2006B, 5.000%, 7/01/36 – RAAI Insured             
500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    No Opt. Call    AAA    542,600 
     University System, Series 2003F, 5.000%, 11/01/13 – FSA Insured             
625    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Greenwich Academy,    3/11 at 101.00    AAA    647,931 
     Series 2001B, 5.000%, 3/01/32 – FSA Insured             
440    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    No Opt. Call    Aaa    491,643 
     Series 2005F, 5.250%, 7/01/18 – AMBAC Insured             
50    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Sacred Heart    7/08 at 101.00    AA    50,960 
     University, Series 1998E, 5.000%, 7/01/28 – RAAI Insured             
1,500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College,    7/11 at 101.00    AAA    1,562,520 
     Series 2001G, 5.000%, 7/01/31 – AMBAC Insured             
350    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College,    4/14 at 100.00    AAA    376,610 
     Series 2004H, 5.000%, 7/01/17 – MBIA Insured             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, University of    7/12 at 101.00    AA    1,052,860 
     Hartford, Series 2002E, 5.250%, 7/01/32 – RAAI Insured             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/09 at 100.00    AAA    1,031,690 
     Series 2002W, 5.125%, 7/01/27             
615    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/11 at 100.00    Aaa    642,970 
     Program, Series 2001A, 5.250%, 11/15/18 – MBIA Insured (Alternative Minimum Tax)             
    Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities             
    Financing Authority, Higher Education Revenue Bonds, Ana G. Mendez University System,             
    Series 1999:             
125     5.375%, 2/01/19    2/09 at 101.00    BBB–    128,607 
270     5.375%, 2/01/29    2/09 at 101.00    BBB–    276,116 
    University of Connecticut, General Obligation Bonds, Series 2001A:             
1,000     4.750%, 4/01/20    4/11 at 101.00    AA    1,034,890 
1,000     4.750%, 4/01/21    4/11 at 101.00    AA    1,032,360 
585    University of Connecticut, General Obligation Bonds, Series 2006A, 5.000%, 2/15/23 – FGIC    2/16 at 100.00    AAA    626,623 
     Insured             
9,660    Total Education and Civic Organizations            10,134,689 
    Health Care – 5.7% (3.8% of Total Investments)             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Bristol Hospital,    7/12 at 101.00    AA    1,069,600 
     Series 2002B, 5.500%, 7/01/32 – RAAI Insured             
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Griffin Hospital,             
    Series 2005B:             
500     5.000%, 7/01/20 – RAAI Insured    7/15 at 100.00    Aa3    527,160 
250     5.000%, 7/01/23 – RAAI Insured    7/15 at 100.00    Aa3    261,705 
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hospital for Special             
    Care, Series 1997B:             
135     5.375%, 7/01/17    7/07 at 102.00    BB+    136,917 
75     5.500%, 7/01/27    7/07 at 102.00    BB+    75,512 
125    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital,    7/09 at 101.00    Aaa    129,156 
     Series 1999G, 5.000%, 7/01/24 – MBIA Insured             
2,085    Total Health Care            2,200,050 
    Housing/Multifamily – 3.3% (2.2% of Total Investments)             
500    Connecticut Housing Finance Authority, Multifamily Housing Mortgage Finance Program Bonds,    11/15 at 100.00    AAA    503,630 
     Series 2006G-2, 4.800%, 11/15/27 (WI/DD, Settling 10/04/06) (Alternative Minimum Tax)             
750    Stamford Housing Authority, Connecticut, Multifamily Housing Revenue Bonds, Fairfield    No Opt. Call    A–    758,370 
     Apartments, Series 1998, 4.750%, 12/01/28 (Mandatory put 12/01/08) (Alternative Minimum Tax)             
1,250    Total Housing/Multifamily            1,262,000 
    Housing/Single Family – 4.5% (3.0% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001C,    11/10 at 100.00    AAA    1,022,770 
     5.300%, 11/15/33 (Alternative Minimum Tax)             
700    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2006D,    5/16 at 100.00    AAA    713,937 
     4.650%, 11/15/27             
1,700    Total Housing/Single Family            1,736,707 
    Industrials – 2.7% (1.8% of Total Investments)             
1,000    Connecticut Resource Recovery Authority, Revenue Bonds, American Ref-Fuel Company of    12/11 at 102.00    Baa2    1,031,970 
     Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)             
    Long-Term Care – 2.5% (1.6% of Total Investments)             
300    Connecticut Development Authority, First Mortgage Gross Revenue Healthcare Bonds, Elim Park    12/11 at 102.00    BBB+    318,855 
     Baptist Home Inc., Series 2003, 5.750%, 12/01/23             
110    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    4/07 at 102.00    BBB–    112,148 
     Church Homes Inc. – Congregational Avery Heights, Series 1997, 5.800%, 4/01/21             
500    Connecticut Development Authority, Health Facilities Revenue Refunding Bonds, Alzheimer’s    2/07 at 100.00    N/R    502,725 
     Resource Center of Connecticut Inc., Series 1994A, 7.250%, 8/15/21             
910    Total Long-Term Care            933,728 
    Tax Obligation/General – 15.8% (10.6% of Total Investments)             
500    Bridgeport, Connecticut, General Obligation Bonds, Series 2004C, 5.250%, 8/15/14 – MBIA Insured    No Opt. Call    AAA    549,365 
560    Connecticut, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured    4/14 at 100.00    AAA    593,107 
700    Connecticut, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24    12/16 at 100.00    AA    732,746 
400    Connecticut, General Obligation Bonds, Series 2006C, 5.000%, 6/01/23 – FSA Insured    6/16 at 100.00    AAA    429,168 
    Hartford, Connecticut, General Obligation Bonds, Series 2005A:             
360     5.000%, 8/01/21 – FSA Insured    8/15 at 100.00    AAA    384,674 
240     4.375%, 8/01/24 – FSA Insured    8/15 at 100.00    AAA    241,049 
780    New Haven, Connecticut, General Obligation Bonds, Series 2001A, 5.000%, 11/01/20 – FGIC Insured    11/10 at 101.00    AAA    819,889 
400    North Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 7/15/24    No Opt. Call    Aa2    445,544 
250    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 – ACA Insured    6/10 at 100.00    A    263,538 
    Suffield, Connecticut, General Obligation Bonds, Series 2005:             
335     5.000%, 6/15/17    No Opt. Call    AA    368,607 
335     5.000%, 6/15/19    No Opt. Call    AA    370,564 
810    West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18    10/15 at 100.00    AAA    882,560 
5,670    Total Tax Obligation/General            6,080,811 
    Tax Obligation/Limited – 18.2% (12.2% of Total Investments)             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, New Opportunities for    7/08 at 105.00    A    1,083,960 
     Waterbury Inc., Series 1998A, 6.750%, 7/01/28             
    Connecticut, Certificates of Participation, Juvenile Training School, Series 2001:             
600     5.000%, 12/15/20    12/11 at 101.00    AA–    629,460 
1,000     5.000%, 12/15/30    12/11 at 101.00    AA–    1,036,200 
1,475    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 1998B,    No Opt. Call    AAA    1,625,922 
     5.500%, 11/01/12 – FSA Insured             
1,200    Puerto Rico Municipal Finance Agency, Series 2005C, 5.000%, 8/01/16 – FSA Insured    8/15 at 100.00    AAA    1,304,892 
750    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A, 6.375%,    10/10 at 101.00    BBB    823,140 
     10/01/19             
500    Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund    10/08 at 101.00    AA    518,775 
     Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured             
6,525    Total Tax Obligation/Limited            7,022,349 
    Transportation – 6.7% (4.5% of Total Investments)             
2,500    Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,    4/11 at 101.00    AAA    2,581,774 
     5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)             
    U.S. Guaranteed – 35.7% (23.9% of Total Investments) (4)             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/11 at 101.00    A2 (4)    1,093,130 
     Series 2001D, 5.500%, 7/01/23 (Pre-refunded 7/01/11)             
2,000    Connecticut, Clean Water Fund Revenue Bonds, Series 2001, 5.500%, 10/01/20 (Pre-refunded    10/11 at 100.00    AAA    2,179,380 
     10/01/11)             
1,000    Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/15/19 (Pre-refunded 4/15/12)    4/12 at 100.00    AA (4)    1,088,780 
750    Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21 (Pre-refunded 6/15/12)    6/12 at 100.00    AA (4)    823,208 
500    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2002A,    7/12 at 100.00    AAA    545,885 
     5.375%, 7/01/18 (Pre-refunded 7/01/12) – FSA Insured             
500    East Lyme, Connecticut, General Obligation Bonds, Series 2001, 5.125%, 7/15/20 (Pre-refunded    7/11 at 102.00    Aaa    542,765 
     7/15/11) – FGIC Insured             
700    Farmington, Connecticut, General Obligation Bonds, Series 2001, 4.875%, 3/15/20 (Pre-refunded    3/11 at 101.00    Aa1 (4)    743,827 
     3/15/11)             
    Hamden, Connecticut, General Obligation Bonds, Series 2001:             
640     5.250%, 8/15/18 (Pre-refunded 8/15/11) – MBIA Insured    8/11 at 102.00    AAA    699,629 
635     5.000%, 8/15/19 (Pre-refunded 8/15/11) – MBIA Insured    8/11 at 102.00    AAA    687,007 
300     5.000%, 8/15/20 (Pre-refunded 8/15/11) – MBIA Insured    8/11 at 102.00    AAA    324,570 
220    New Haven, Connecticut, General Obligation Bonds, Series 2001A, 5.000%, 11/01/20 (Pre-refunded    11/11 at 100.00    AAA    233,545 
     11/01/11) – FGIC Insured             
    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A:             
1,425     5.500%, 10/01/32    10/10 at 101.00    AAA    1,528,897 
1,300     5.500%, 10/01/40    10/10 at 101.00    AAA    1,392,690 
390    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    408,389 
     5.750%, 7/01/20 (Pre-refunded 7/01/10)             
1,000    Waterbury, Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/01/17 (Pre-refunded    4/12 at 100.00    AAA    1,088,230 
     4/01/12) – FSA Insured             
370    Windsor, Connecticut, General Obligation Bonds, Series 2001, 5.000%, 7/15/20 (Pre-refunded    7/09 at 100.00    Aa2 (4)    384,030 
     7/15/09)             
12,730    Total U.S. Guaranteed            13,763,962 
    Utilities – 9.4% (6.3% of Total Investments)             
500    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    523,670 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
1,000    Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator    1/07 at 100.00    BBB    1,004,500 
     Lisbon Project, Series 1993A, 5.500%, 1/01/14 (Alternative Minimum Tax)             
1,975    Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2000HH, 5.250%, 7/01/29 –    7/10 at 101.00    AAA    2,086,015 
     FSA Insured             
3,475    Total Utilities            3,614,185 
    Water and Sewer – 12.8% (8.5% of Total Investments)             
1,185    Connecticut, State Revolving Fund General Revenue Bonds, Series 2003A, 5.000%, 10/01/16    10/13 at 100.00    AAA    1,272,394 
    Greater New Haven Water Pollution Control Authority, Connecticut, Regional Wastewater System             
    Revenue Bonds, Series 2005A:             
450     5.000%, 11/15/17 – MBIA Insured    11/15 at 100.00    AAA    487,881 
270     5.000%, 11/15/30 – MBIA Insured    11/15 at 100.00    AAA    286,016 
1,110     5.000%, 8/15/35 – MBIA Insured    11/15 at 100.00    AAA    1,171,505 
140    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    150,353 
     6.000%, 7/01/25             
    South Central Connecticut Regional Water Authority, Water System Revenue Bonds, Eighteenth             
    Series 2003A:             
750     5.000%, 8/01/20 – MBIA Insured    8/13 at 100.00    AAA    795,975 
720     5.000%, 8/01/33 – MBIA Insured    8/13 at 100.00    AAA    751,824 
4,625    Total Water and Sewer            4,915,948 
$        53,990    Total Long-Term Investments (cost $54,891,453) – 148.5%            57,176,777 
    Short-Term Investments – 1.0% (0.7% of Total Investments)             
400    Puerto Rico Government Development Bank, Adjustable Refunding Bonds, Variable Rate Demand        A-1+    400,000 
     Obligations, Series 1985, 3.290%, 12/01/15 – MBIA Insured (5)             
$             400    Total Short-Term Investments (cost $400,000)            400,000 
    Total Investments (cost $55,291,453) – 149.5%            57,576,777 
    Other Assets Less Liabilities – 1.1%            424,720 
    Preferred Shares, at Liquidation Value – (50.6)%            (19,500,000) 
    Net Assets Applicable to Common Shares – 100%           $   38,501,497 

Futures Contracts outstanding at August 31, 2006:                     
                        Unrealized 
    Contract    Number of    Contract    Original    Value at    Appreciation 
Type    Position    Contracts    Expiration    Value    August 31, 2006    (Depreciation) 
U.S. Treasury Bond    Long    7    12/06    $772,701    $777,438    $4,737 

(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. Such investments are normally 
    considered to be equivalent to AAA rated securities. 
(5)    Investment has a maturity of more than one year, but has variable rate and demand features which 
    qualify it as a short-term investment. The rate disclosed is that in effect at the end of the reporting 
    period. This rate changes periodically based on market conditions or a specified market index. 
N/R    Not rated. 
WI/DD    Purchased on a when-issued or delayed delivery basis. 

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 August 31, 2006, the cost of investments was $55,321,249.

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

Gross unrealized:     
  Appreciation    $2,334,457 
  Depreciation    (78,929) 
Net unrealized appreciation (depreciation) of investments    $2,255,528 

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 Connecticut Dividend Advantage Municipal Fund        

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

Date         October 27, 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         October 27, 2006        

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

Date        October 27, 2006        

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