Nuveen Connecticut Dividend Advantage Municipal Fund

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:          08/31/04         

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, 2004


Principal

Optional Call

Market

Amount (000)

Description(1)

Provisions*

Ratings**

Value


Consumer Staples - 4.3%

 

Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001A:

$

130

   5.000%, 5/15/22

5/11 at 100.00

Baa3

$    130,218

500

   5.400%, 5/15/31

5/11 at 100.00

Baa3

451,370

 

1,270

Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,

5/11 at 100.00

Baa3

1,084,618

   5.500%, 5/15/41


Education and Civic Organizations - 29.5%

 

705

Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan

11/11 at 100.00

Aaa

741,836

   Program, Series 2001A, 5.250%, 11/15/18 (Alternative Minimum Tax) - MBIA Insured

 

50

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Sacred Heart University,

7/08 at 101.00

AA

50,293

   Series 1998E, 5.000%, 7/01/28 - RAAI Insured

 

500

Connecticut Health and Educational Facilities Authority, Revenue Bonds, University of New Haven,

7/06 at 102.00

BBB-

515,995

   Series 1996D, 6.700%, 7/01/26

 

750

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State

11/12 at 100.00

AAA

820,192

   University System, Series 2003E, 5.000%, 11/01/15 - FGIC Insured

 

1,500

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College, Series

7/11 at 101.00

AAA

1,539,225

   2001G, 5.000%, 7/01/31 - AMBAC Insured

 

1,000

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,

7/11 at 101.00

A2

1,079,970

   Series 2001D, 5.500%, 7/01/23

 

350

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College, Series

4/14 at 100.00

AAA

381,924

   2004H, 5.000%, 7/01/17 (Alternative Minimum Tax) - MBIA Insured

 

625

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Greenwich Academy, Series

3/11 at 101.00

AAA

639,238

   2001B, 5.000%, 3/01/32 - FSA Insured

 

1,000

Connecticut Health and Educational Facilities Authority, Revenue Bonds, University of Hartford,

7/12 at 101.00

AA

1,028,160

   Series 2002E, 5.250%, 7/01/32 - RAAI Insured

 

1,000

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University, Series

7/09 at 100.00

AAA

1,024,900

   2002W, 5.125%, 7/01/27

 

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

129,520

270

   5.375%, 2/01/29

2/09 at 101.00

BBB

273,197

 

University of Connecticut, General Obligation Bonds, Series 2001A:

1,000

   5.250%, 4/01/20

4/11 at 101.00

AA

1,080,900

1,000

   4.750%, 4/01/20

4/11 at 101.00

AA

1,040,310

1,000

   4.750%, 4/01/21

4/11 at 101.00

AA

1,034,380


Healthcare - 3.1%

 

125

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital, Series

7/09 at 101.00

Aaa

128,634

   1999G, 5.000%, 7/01/24 - MBIA Insured

 

1,000

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Bristol Hospital, Series

7/12 at 101.00

AA

1,053,090

   2002B, 5.500%, 7/01/32 - RAAI Insured


Housing/Multifamily - 2.0%

 

750

Stamford Housing Authority, Connecticut, Multifamily Housing Revenue Bonds, Fairfield Apartments,

No Opt. Call

BBB+

774,255

   Series 1998, 4.750%, 12/01/28 (Alternative Minimum Tax) (Mandatory put 12/01/08)


Housing/Single Family - 5.1%

 

880

Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001A-1,

5/10 at 100.00

AAA

902,141

   5.250%, 11/15/28

 

45

Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001A-2,

9/04 at 100.00

AAA

45,135

   5.450%, 5/15/32 (Alternative Minimum Tax) (Pre-refunded to 9/30/04)

 

1,000

Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001C,

11/10 at 100.00

AAA

1,018,370

   5.300%, 11/15/33 (Alternative Minimum Tax)


Long-Term Care - 1.9%

 

250

Connecticut Development Authority, First Mortgage Gross Revenue Healthcare Bonds, Elim Park Baptist

12/11 at 102.00

BBB+

257,475

   Home Inc., Series 2003, 5.750%, 12/01/23

 

500

Connecticut Development Authority, Health Facility Revenue Refunding Bonds, Alzheimer's Resource

2/05 at 102.00

N/R

486,410

   Center of Connecticut Inc., Series 1994A, 7.250%, 8/15/21


Tax Obligation/General - 31.9%

 

500

Bridgeport, Connecticut, General Obligation Bonds, Series 2004C, 5.250%, 8/15/14 - MBIA Insured

No Opt. Call

AAA

564,885

 

750

Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21

6/12 at 100.00

AA

831,217

 

1,000

Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/15/19

4/12 at 100.00

AA

1,097,440

 

560

Connecticut, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 - FGIC Insured

4/14 at 100.00

AAA

588,930

 

500

East Lyme, Connecticut, General Obligation Bonds, Series 2001, 5.125%, 7/15/20 - FGIC Insured

7/11 at 102.00

Aaa

541,635

 

Hamden, Connecticut, General Obligation Bonds, Series 2001:

640

   5.250%, 8/15/18 - MBIA Insured

8/11 at 102.00

AAA

706,304

635

   5.000%, 8/15/19 - MBIA Insured

8/11 at 102.00

AAA

685,476

300

   5.000%, 8/15/20 - MBIA Insured

8/11 at 102.00

AAA

322,038

 

1,000

Hartford, Connecticut, General Obligation Bonds, Series 1998, 4.700%, 1/15/15 - FGIC Insured

1/08 at 102.00

AAA

1,050,930

 

400

Hartford, Connecticut, General Obligation Bonds, Series 2004, 5.500%, 8/15/11 - MBIA Insured

No Opt. Call

AAA

458,916

 

375

New Haven, Connecticut, General Obligation Bonds, Series 1999, 4.700%, 2/01/15 - FGIC Insured

2/08 at 101.00

AAA

389,228

 

1,000

New Haven, Connecticut, General Obligation Bonds, Series 2001A, 5.000%, 11/01/20 - FGIC Insured

11/10 at 101.00

AAA

1,049,960

 

250

Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 - ACA Insured

6/10 at 100.00

A

265,735

 

Norwich, Connecticut, General Obligation Bonds, Series 2001A:

585

   5.000%, 4/01/15 - FGIC Insured

4/09 at 100.00

Aaa

636,439

575

   5.000%, 4/01/17 - FGIC Insured

4/09 at 100.00

Aaa

623,145

475

   5.000%, 4/01/18 - FGIC Insured

4/09 at 100.00

Aaa

511,988

575

   5.000%, 4/01/19 - FGIC Insured

4/09 at 100.00

Aaa

615,060

275

   5.000%, 4/01/20 - FGIC Insured

4/09 at 100.00

Aaa

292,680

 

1,000

Waterbury, Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/01/17 - FSA Insured

4/12 at 100.00

AAA

1,114,250


Tax Obligation/Limited - 18.4%

 

1,000

Connecticut Health and Educational Facilities Authority, Revenue Bonds, New Opportunities for

7/08 at 105.00

A

1,088,690

   Waterbury Inc., Series 1998A, 6.750%, 7/01/28

 

500

Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2002A,

7/12 at 100.00

AAA

559,070

   5.375%, 7/01/18 - FSA Insured

 

1,475

Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 1998B,

No Opt. Call

AAA

1,709,127

   5.500%, 11/01/12 - FSA Insured

 

625

Connecticut, Special Obligation Rate Reduction Bonds, Series 2004A, 5.000%, 6/30/11

No Opt. Call

AAA

696,988

 

Connecticut, Certificates of Participation, Juvenile Training School, Series 2001:

600

   5.000%, 12/15/20

12/11 at 101.00

AA-

632,628

1,000

   5.000%, 12/15/30

12/11 at 101.00

AA-

1,016,550

 

500

Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund Loan

10/08 at 101.00

AA

536,730

   Notes, Series 1998A, 5.500%, 10/01/18 - RAAI Insured

 

750

Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Notes, Series 1999A,

10/10 at 101.00

BBB

852,510

   6.375%, 10/01/19


Transportation - 6.6%

 

2,500

Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A, 5.125%,

4/11 at 101.00

AAA

2,540,700

   10/01/26 (Alternative Minimum Tax) - FGIC Insured


U.S. Guaranteed*** - 19.2%

 

515

Puerto Rico, The Children's Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,

7/10 at 100.00

AAA

562,735

   5.750%, 7/01/20 (Pre-refunded to 7/01/10)

 

25

Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College, Series

7/06 at 102.00

AAA

27,363

   1996E, 5.875%, 7/01/26 (Pre-refunded to 7/01/06) - MBIA Insured

 

2,000

Connecticut, Clean Water Fund Revenue Bonds, Series 2001, 5.500%, 10/01/20 (Pre-refunded

10/11 at 100.00

AAA

2,298,300

   to 10/01/11)

 

700

Farmington, Connecticut, General Obligation Bonds, Series 2001, 4.875%, 3/15/20 (Pre-refunded

3/11 at 101.00

Aa1***

777,826

   to 3/15/11)

 

Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A:

1,425

   5.500%, 10/01/32

10/10 at 101.00

AAA

1,540,525

1,300

   5.500%, 10/01/40

10/10 at 101.00

AAA

1,401,764

 

Windsor, Connecticut, General Obligation Bonds:

390

   5.000%, 7/15/19 (Pre-refunded to 7/15/09)

7/09 at 100.00

Aa2***

418,419

370

   5.000%, 7/15/20 (Pre-refunded to 7/15/09)

7/09 at 100.00

Aa2***

394,971


Utilities - 16.8%

 

1,500

Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut Light and

10/08 at 102.00

A3

1,575,960

   Power Company, Series 1993A, 5.850%, 9/01/28

 

1,000

Connecticut Resource Recovery Authority, Corporate Credit Revenue Bonds, American Ref-Fuel Company

12/11 at 102.00

Baa2

1,037,710

   of Southeastern Connecticut, Series 2001A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)

 

1,000

Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator Lisbon

1/05 at 100.00

BBB

1,002,820

   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

2,071,242

   FSA Insured

 

790

Puerto Rico Electric Power Authority, Power Revenue Refunding Bonds, Series 1995Z, 5.250%, 7/01/21

7/05 at 100.00

A-

806,100


Water and Sewer - 8.8%

 

1,185

Connecticut, State Revolving Fund General Revenue Bonds, Series 2003A, 5.000%, 10/01/16

10/13 at 100.00

AAA

1,299,530

 

500

Connecticut, State Revolving Fund General Revenue Bonds, Series 2003B, 5.000%, 10/01/12

No Opt. Call

AAA

560,240

 

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

803,145

720

   5.000%, 8/01/33 - MBIA Insured

8/13 at 100.00

AAA

740,043


$

53,815

Total Long-Term Investments (cost $54,514,646) - 147.6%

57,009,698



Other Assets Less Liabilities - 2.9%

1,103,961


Preferred Shares, at Liquidation Value - (50.5)%

(19,500,000)


Net Assets Applicable to Common Shares - 100%

$38,613,659


  

Forward Swap Contracts outstanding at August 31, 2004:

Swap

Unrealized

Notional

Effective

Termination

Appreciation

Amount

Date(2)

Date

(Depreciation)


Agreement with JPMorgan dated July 1, 2004, to pay

semi-annually the notional amount multiplied by 5.805%

(annualized) and receive quarterly the notional amount

multiplied by the three-month USD-LIBOR.

$500,000

2/02/05

2/02/25

$(30,481)

Agreement with Morgan Stanley dated July 15, 2004,

to pay semi-annually the notional amount multiplied by

5.717% (annualized) and receive quarterly the notional

amount multiplied by the three-month USD-LIBOR.

900,000

1/14/05

1/14/35

(47,117)

Agreement with JPMorgan dated July 28, 2004, to pay

quarterly the notional amount multiplied by 4.495%

(annualized) and receive quarterly the notional amount

multiplied by the daily arithmetic average of the weekly

BMA Municipal Swap Index for the quarter.

$900,000

12/13/04

12/13/24

(52,082)


$(129,680)


(1)  

All percentages shown in the Portfolio of Investments are based on net assets applicable to Common

shares.

(2)  

Effective date represents the date on which both the Fund and counterparty commence interest

payments on each forward swap contract.

*  

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.

**  

Ratings: Using the higher of Standard & Poor's or Moody's rating.

***  

Securities are backed by an escrow or trust containing sufficient U.S. Government or U.S. Government

agency securities which ensures the timely payment of principal and interest. Such securities are

normally considered to be equivalent to AAA rated securities.

N/R  

Investment is not rated.

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 income

on taxable market discount securities and timing differences in recognizing certain gains and losses on

security transactions.

At August 31, 2004, the cost of investments was $54,493,281.

Gross unrealized appreciation and gross unrealized depreciation of investments at August 31, 2004,

were as follows:


Gross unrealized:

   Appreciation

$2,769,212

   Depreciation

(252,795)


Net unrealized appreciation of investments

$2,516,417


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 has materially affected, or is 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 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--Vice President and Secretary        

Date         10/29/04        

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--Chief Administrative Officer (Principal Executive Officer)        

Date         10/29/04        

By (Signature and Title)*         /s/ Stephen D. Foy--Vice President and Controller (Principal Financial Officer)        

Date         10/29/04        

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