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:            5/31          

Date of reporting period:          2/28/06         

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)
February 28, 2006

        Optional         
Principal        Call         
   Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 4.9% (3.2% 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    $    91,234 
500     5.400%, 5/15/31    5/11 at 100.00    Baa3    508,465 
1,270    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,    5/11 at 100.00    Baa3    1,294,346 
     5.500%, 5/15/41             
1,860    Total Consumer Staples            1,894,045 
    Education and Civic Organizations – 25.9% (17.2% of Total Investments)             
500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    No Opt. Call    AAA    544,630 
     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    651,475 
     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    494,278 
     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    51,075 
     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    1,570,650 
     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    377,689 
     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    1,053,840 
     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    1,041,160 
     Series 2002W, 5.125%, 7/01/27             
670    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/11 at 100.00    Aaa    702,415 
     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–    128,920 
270     5.375%, 2/01/29    2/09 at 101.00    BBB–    277,125 
    University of Connecticut, General Obligation Bonds, Series 2001A:             
1,000     5.250%, 4/01/20    4/11 at 101.00    AA    1,078,390 
1,000     4.750%, 4/01/20    4/11 at 101.00    AA    1,039,880 
1,000     4.750%, 4/01/21    4/11 at 101.00    AA    1,038,240 
9,530    Total Education and Civic Organizations            10,049,767 
    Health Care – 5.6% (3.7% of Total Investments)             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Bristol Hospital,    7/12 at 101.00    AA    1,071,840 
     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    527,455 
250     5.000%, 7/01/23 – RAAI Insured    7/15 at 100.00    Aa3    261,960 
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hospital for Special             
    Care, Series 1997B:             
85     5.375%, 7/01/17    7/07 at 102.00    BB+    85,251 
75     5.500%, 7/01/27    7/07 at 102.00    BB+    75,141 
125    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital,    7/09 at 101.00    Aaa    130,429 
     Series 1999G, 5.000%, 7/01/24 – MBIA Insured             
2,035    Total Health Care            2,152,076 
    Housing/Multifamily – 1.9% (1.4% of Total Investments)             
750    Stamford Housing Authority, Connecticut, Multifamily Housing Revenue Bonds, Fairfield    12/28 at 100.00    A–    760,260 
     Apartments, Series 1998, 4.750%, 12/01/28 (Mandatory put 12/01/08) (Alternative Minimum Tax)             
    Housing/Single Family – 2.6% (1.7% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001C,    11/10 at 100.00    AAA    1,022,190 
     5.300%, 11/15/33 (Alternative Minimum Tax)             
    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    1,035,120 
     Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)             
    Long-Term Care – 2.4% (1.6% of Total Investments)             
300    Connecticut Development Authority, First Mortgage Gross Revenue Healthcare Bonds, Elim Park    12/11 at 102.00    BBB+    319,554 
     Baptist Home Inc., Series 2003, 5.750%, 12/01/23             
100    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    4/07 at 102.00    BBB–    102,303 
     Church Homes Inc. – Congregational Avery Heights, Series 1997, 5.800%, 4/01/21             
500    Connecticut Development Authority, Health Facilities Revenue Refunding Bonds, Alzheimer’s    8/06 at 100.00    N/R    502,665 
     Resource Center of Connecticut Inc., Series 1994A, 7.250%, 8/15/21             
900    Total Long-Term Care            924,522 
    Tax Obligation/General – 16.4% (10.9% of Total Investments)             
500    Bridgeport, Connecticut, General Obligation Bonds, Series 2004C, 5.250%, 8/15/14 – MBIA Insured    No Opt. Call    AAA    550,905 
560    Connecticut, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured    4/14 at 100.00    AAA    596,971 
545    Connecticut, General Obligation Bonds, Series 2004D, 5.000%, 12/01/13 – MBIA Insured    No Opt. Call    AAA    592,371 
700    Connecticut, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24 (WI/DD, Settling 3/09/06)    12/16 at 100.00    AA    736,526 
    Hartford, Connecticut, General Obligation Bonds, Series 2005A:             
360     5.000%, 8/01/21 – FSA Insured    8/15 at 100.00    AAA    387,587 
240     4.375%, 8/01/24 – FSA Insured    8/15 at 100.00    AAA    242,117 
780    New Haven, Connecticut, General Obligation Bonds, Series 2001A, 5.000%, 11/01/20 – FGIC Insured    11/10 at 101.00    AAA    827,798 
250    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 – ACA Insured    6/10 at 100.00    A    264,415 
    Suffield, Connecticut, General Obligation Bonds, Series 2005:             
335     5.000%, 6/15/17    No Opt. Call    AA    369,230 
335     5.000%, 6/15/19    No Opt. Call    AA    372,748 
500    Waterbury, Connecticut, General Obligation Bonds, Series 2004B, 5.000%, 4/01/13 – FSA Insured    No Opt. Call    AAA    540,205 
810    West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18    10/15 at 100.00    AAA    887,833 
5,915    Total Tax Obligation/General            6,368,706 
    Tax Obligation/Limited – 20.0% (13.2% of Total Investments)             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, New Opportunities for    7/08 at 105.00    A    1,090,550 
     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–    632,628 
1,000     5.000%, 12/15/30    12/11 at 101.00    AA–    1,042,910 
625    Connecticut, Special Obligation Rate Reduction Bonds, Series 2004A, 5.000%, 6/30/11    No Opt. Call    AAA    669,163 
1,475    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 1998B,    No Opt. Call    AAA    1,637,589 
     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    1,310,460 
750    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A, 6.375%,    10/10 at 101.00    BBB    833,595 
     10/01/19             
500    Virgin Islands Public Finance Authority, Senior Lien Revenue Refunding Bonds, Matching Fund    10/08 at 101.00    AA    522,845 
     Loan Note, Series 1998A, 5.500%, 10/01/18 – RAAI Insured             
7,150    Total Tax Obligation/Limited            7,739,740 
    Transportation – 6.7% (4.4% of Total Investments)             
2,500    Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,    4/11 at 101.00    AAA    2,584,100 
     5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)             
    U.S. Guaranteed – 38.1% (25.3% of Total Investments) (4)             
750    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    11/12 at 100.00    AAA    811,868 
     University System, Series 2003E, 5.000%, 11/01/15 (Pre-refunded 11/01/12) – FGIC Insured             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/11 at 101.00    A2 (4)    1,102,620 
     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    2,197,740 
     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)    1,098,150 
750    Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21 (Pre-refunded 6/15/12)    6/12 at 100.00    AA (4)    830,370 
500    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2002A,    7/12 at 100.00    AAA    550,340 
     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    546,595 
     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)    748,930 
     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    704,832 
635     5.000%, 8/15/19 (Pre-refunded 8/15/11) – MBIA Insured    8/11 at 102.00    AAA    691,496 
300     5.000%, 8/15/20 (Pre-refunded 8/15/11) – MBIA Insured    8/11 at 102.00    AAA    326,691 
220    New Haven, Connecticut, General Obligation Bonds, Series 2001A, 5.000%, 11/01/20 (Pre-refunded    11/11 at 100.00    AAA    234,720 
     11/01/11) – FGIC Insured             
    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A:             
1,425     5.500%, 10/01/32 (ETM)    10/10 at 101.00    AAA    1,545,968 
1,300     5.500%, 10/01/40 (ETM)    10/10 at 101.00    AAA    1,409,213 
455    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    478,733 
     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    1,097,720 
     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)    386,731 
     7/15/09)             
13,545    Total U.S. Guaranteed            14,762,717 
    Utilities – 9.4% (6.2% of Total Investments)             
500    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    530,285 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
1,000    Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator    7/06 at 100.00    BBB    1,006,900 
     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    2,108,984 
     FSA Insured             
3,475    Total Utilities            3,646,169 
    Water and Sewer – 14.1% (9.4% 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    1,278,627 
500    Connecticut, State Revolving Fund General Revenue Bonds, Series 2003B, 5.000%, 10/01/12    No Opt. Call    AAA    540,125 
    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    489,150 
270     5.000%, 11/15/30 – MBIA Insured    11/15 at 100.00    AAA    287,844 
1,110     5.000%, 8/15/35 – MBIA Insured    11/15 at 100.00    AAA    1,177,888 
140    Guam Government Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2005,    7/15 at 100.00    Ba2    151,259 
     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    801,975 
720     5.000%, 8/01/33 – MBIA Insured    8/13 at 100.00    AAA    757,094 
5,125    Total Water and Sewer            5,483,962 
$            54,785    Total Investments (cost $55,915,188) – 150.7%            58,423,374 
    Other Assets Less Liabilities – (0.4)%            (160,047) 
    Preferred Shares, at Liquidation Value – (50.3)%            (19,500,000) 
    Net Assets Applicable to Common Shares – 100%            $  38,763,327 

(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)    Investment is 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. 
N/R    Investment is not rated. 
WI/DD    Investment purchased on a when-issued or delayed delivery basis. 
(ETM)    Investment is escrowed to maturity. 

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to the treatment of paydown gains and losses, timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions.

At February 28, 2006, the cost of investments was $56,051,296.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 28, 2006, were as follows:

Gross unrealized:     
  Appreciation    $2,598,217 
  Depreciation    (226,139) 
Net unrealized appreciation (depreciation) of investments    $2,372,078 

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         April 28, 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         April 28, 2006        

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

Date        April 28, 2006        

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