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         811-09135         

        Nuveen New York 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:            9/30          

Date of reporting period:         6/30/06         

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 New York Dividend Advantage Municipal Fund (NAN)             
    June 30, 2006             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 0.3% (0.1% of Total Investments)             
$               500    New York City Industrial Development Agency, New York, Liberty Revenue Bonds,    9/15 at 100.00    BBB–   $   500,695 
     IAC/InterActiveCorp, Series 2005, 5.000%, 9/01/35             
    Consumer Staples – 2.8% (1.9% of Total Investments)             
40    New York Counties Tobacco Trust I, Tobacco Settlement Pass-Through Bonds, Series 2000B,    6/10 at 101.00    BBB    40,846 
     5.800%, 6/01/23             
445    New York Counties Tobacco Trust II, Tobacco Settlement Pass-Through Bonds, Series 2001,    6/11 at 101.00    BBB    449,147 
     5.250%, 6/01/25             
900    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,    5/12 at 100.00    BBB    914,427 
     Series 2002, 5.375%, 5/15/33             
365    Rensselaer Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed    6/12 at 100.00    BBB    367,478 
     Bonds, Series 2001A, 5.200%, 6/01/25             
    TSASC Inc., New York, Tobacco Asset-Backed Bonds, Series 2006:             
1,045     4.750%, 6/01/22    6/16 at 100.00    BBB    1,032,544 
1,125     5.000%, 6/01/26    6/16 at 100.00    BBB    1,103,400 
3,920    Total Consumer Staples            3,907,842 
    Education and Civic Organizations – 14.8% (10.0% of Total Investments)             
120    Cattaraugus County Industrial Development Agency, New York, Revenue Bonds, St. Bonaventure    5/16 at 100.00    BBB–    119,116 
     University, Series 2006, 5.000%, 5/01/23             
1,000    Dormitory Authority of the State of New York, Lease Revenue Bonds, State University Dormitory    7/32 at 100.00    AAA    1,065,320 
     Facilities, Series 2003B, 5.250%, 7/01/32 (Mandatory put 7/01/13) – XLCA Insured             
845    Dormitory Authority of the State of New York, Revenue Bonds, City University of New York,    No Opt. Call    AAA    933,869 
     Series 2005A, 5.500%, 7/01/18 – FGIC Insured             
500    Dormitory Authority of the State of New York, Revenue Bonds, Fashion Institute of Technology,    7/10 at 101.00    AAA    528,800 
     Series 2000, 5.375%, 7/01/20 – FSA Insured             
1,250    Dormitory Authority of the State of New York, Revenue Bonds, Marymount Manhattan College,    7/09 at 101.00    AA    1,331,888 
     Series 1999, 6.250%, 7/01/29 – RAAI Insured             
    Dormitory Authority of the State of New York, Revenue Bonds, Pratt Institute, Series 1999:             
1,750     6.000%, 7/01/20 – RAAI Insured    7/09 at 102.00    AA    1,868,125 
750     6.000%, 7/01/28 – RAAI Insured    7/09 at 102.00    AA    800,513 
370    Hempstead Town Industrial Development Agency, New York, Revenue Bonds, Adelphi University,    10/15 at 100.00    A–    371,195 
     Civic Facility Project, Series 2005, 5.000%, 10/01/35             
    Kenmore Housing Authority, New York, Revenue Bonds, State University of New York at Buffalo             
    Student Apartment Project, Series 1999A:             
3,050     5.500%, 8/01/19 – RAAI Insured    8/09 at 102.00    AA    3,179,411 
2,750     5.500%, 8/01/24 – RAAI Insured    8/09 at 102.00    AA    2,867,948 
3,070    Monroe County Industrial Development Agency, New York, Civic Facility Revenue Bonds, St. John    6/09 at 102.00    AA    3,174,257 
     Fisher College, Series 1999, 5.375%, 6/01/24 – RAAI Insured             
330    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, St.    10/14 at 100.00    A–    330,152 
     Francis College, Series 2004, 5.000%, 10/01/34             
1,800    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, YMCA of    2/11 at 100.00    A–    1,836,990 
     Greater New York, Series 2002, 5.250%, 8/01/21             
500    New York City Trust for Cultural Resources, New York, Revenue Bonds, Museum of American Folk    7/10 at 101.00    A    531,285 
     Art, Series 2000, 6.000%, 7/01/22 – ACA Insured             
1,500    Niagara County Industrial Development Agency, New York, Civic Facility Revenue Bonds, Niagara    11/11 at 101.00    AA    1,583,055 
     University, Series 2001A, 5.350%, 11/01/23 – RAAI Insured             
19,585    Total Education and Civic Organizations            20,521,924 
    Financials – 0.4% (0.3% of Total Investments)             
600    Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series    No Opt. Call    Aa3    639,702 
     2005, 5.250%, 10/01/35             
    Health Care – 34.3% (23.2% of Total Investments)             
    Albany Industrial Development Agency, New York, Revenue Bonds, Albany Medical Center,             
    Series 1999:             
1,120     6.000%, 5/01/19    5/09 at 101.00    N/R    1,144,349 
1,460     6.000%, 5/01/29    5/09 at 101.00    N/R    1,482,893 
2,435    Dormitory Authority of the State of New York, FHA-Insured Mortgage Hospital Revenue Bonds,    2/09 at 101.00    AAA    2,526,897 
     Memorial Hospital of William F. and Gertrude F. Jones Inc., Series 1999, 5.250%, 8/01/19 –             
     MBIA Insured             
4,825    Dormitory Authority of the State of New York, FHA-Insured Mortgage Hospital Revenue Bonds,    8/09 at 101.00    AAA    5,038,698 
     Montefiore Medical Center, Series 1999, 5.450%, 8/01/29 – AMBAC Insured             
    Dormitory Authority of the State of New York, FHA-Insured Mortgage Hospital Revenue Bonds,             
    Victory Memorial Hospital, Series 1999:             
2,095     5.250%, 8/01/15 – MBIA Insured    8/09 at 101.00    AAA    2,166,733 
2,000     5.375%, 8/01/25 – MBIA Insured    8/09 at 101.00    AAA    2,086,640 
625    Dormitory Authority of the State of New York, FHA-Insured Mortgage Revenue Bonds, Montefiore    2/15 at 100.00    AAA    637,875 
     Hospital, Series 2004, 5.000%, 8/01/29 – FGIC Insured             
2,000    Dormitory Authority of the State of New York, FHA-Insured Nursing Home Mortgage Revenue Bonds,    2/15 at 100.00    AA    1,960,340 
     Gurwin Jewish Geriatric Center of Long Island, Series 2005A, 4.900%, 2/15/41             
2,600    Dormitory Authority of the State of New York, FHA-Insured Revenue Bonds, St. Lukes Roosevelt    8/15 at 100.00    AA    2,585,362 
     Hospital, Series 2005, 4.900%, 8/15/31             
    Dormitory Authority of the State of New York, Insured Revenue Bonds, Franciscan Health             
    Partnership Obligated Group – Frances Shervier Home and Hospital, Series 1997:             
2,000     5.500%, 7/01/17 – RAAI Insured    7/07 at 102.00    AA    2,065,340 
2,000     5.500%, 7/01/27 – RAAI Insured    7/07 at 102.00    AA    2,065,640 
2,000    Dormitory Authority of the State of New York, Revenue Bonds, Catholic Health Services of Long    7/10 at 101.00    Baa1    2,151,500 
     Island Obligated Group – St. Catherine of Siena Medical Center, Series 2000A, 6.500%, 7/01/20             
    Dormitory Authority of the State of New York, Revenue Bonds, Lenox Hill Hospital Obligated             
    Group, Series 2001:             
165     5.375%, 7/01/20    7/11 at 101.00    Ba2    167,661 
500     5.500%, 7/01/30    7/11 at 101.00    Ba2    506,235 
1,500    Dormitory Authority of the State of New York, Revenue Bonds, Memorial Sloan Kettering Cancer    7/16 at 100.00    AA    1,525,395 
     Center, Series 2006-1, 5.000%, 7/01/35             
1,575    Dormitory Authority of the State of New York, Revenue Bonds, Mount Sinai NYU Health Obligated    7/10 at 101.00    Ba1    1,677,391 
     Group, Series 2000A, 6.500%, 7/01/25             
250    Dormitory Authority of the State of New York, Revenue Bonds, Mount Sinai NYU Health, Series    7/08 at 100.00    Ba1    252,045 
     2000C, 5.500%, 7/01/26             
2,450    Dormitory Authority of the State of New York, Revenue Bonds, New York and Presbyterian    8/14 at 100.00    AAA    2,598,225 
     Hospital, Series 2004A, 5.250%, 8/15/15 – FSA Insured             
250    Dormitory Authority of the State of New York, Revenue Bonds, Nyack Hospital, Series 1996,    7/06 at 102.00    B2    245,485 
     6.250%, 7/01/13             
500    Dormitory Authority of the State of New York, Revenue Bonds, South Nassau Communities    7/13 at 100.00    Baa1    516,705 
     Hospital, Series 2003B, 5.500%, 7/01/23             
600    Dormitory Authority of the State of New York, Revenue Bonds, Winthrop-South Nassau University    7/13 at 100.00    Baa1    614,874 
     Hospital Association, Series 2003A, 5.500%, 7/01/32             
1,850    Dormitory Authority of the State of New York, Secured Hospital Revenue Refunding Bonds,    2/08 at 101.50    AAA    1,913,400 
     Wyckoff Heights Medical Center, Series 1998H, 5.300%, 8/15/21 – MBIA Insured             
420    Livingston County Industrial Development Agency, New York, Civic Facility Revenue Bonds,    7/10 at 100.00    BB    436,145 
     Nicholas H. Noyes Hospital, Series 2005, 6.000%, 7/01/30             
1,750    New York City Health and Hospitals Corporation, New York, Health System Revenue Bonds, Series    2/13 at 100.00    AAA    1,840,755 
     2003A, 5.250%, 2/15/22 – AMBAC Insured             
580    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Staten    7/12 at 100.00    B2    585,742 
     Island University Hospital, Series 2001B, 6.375%, 7/01/31             
100    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Staten    7/12 at 101.00    B2    101,483 
     Island University Hospital, Series 2002C, 6.450%, 7/01/32             
4,000    Ulster County Industrial Development Agency, New York, Civic Facility Revenue Bonds, Kingston    11/09 at 101.00    A2    4,108,279 
     Hospital, Series 1999, 5.650%, 11/15/24             
3,675    Yates County Industrial Development Agency, New York, FHA-Insured Civic Facility Mortgage    8/09 at 101.00    AA+    3,866,467 
     Revenue Bonds, Soldiers and Sailors Memorial Hospital, Series 1999A, 5.650%, 2/01/39             
650    Yonkers Industrial Development Agency, New York, Revenue Bonds, St. John’s Riverside Hospital,    7/11 at 101.00    BB    673,316 
     Series 2001A, 7.125%, 7/01/31             
45,975    Total Health Care            47,541,870 
    Housing/Multifamily – 5.2% (3.5% of Total Investments)             
2,585    New York City Housing Development Corporation, New York, Capital Fund Program Revenue Bonds,    7/15 at 100.00    AAA    2,669,168 
     Series 2005A, 5.000%, 7/01/25 – FGIC Insured             
3,000    New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds,    5/11 at 101.00    AA    3,080,250 
     Series 2001A, 5.500%, 11/01/31             
750    New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds,    5/14 at 100.00    AA    774,990 
     Series 2004A, 5.250%, 11/01/30             
680    New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds,    11/15 at 100.00    AA    669,895 
     Series 2005F-1, 4.750%, 11/01/35             
7,015    Total Housing/Multifamily            7,194,303 
    Housing/Single Family – 3.5% (2.4% of Total Investments)             
645    Guam Housing Corporation, Mortgage-Backed Securities Program Single Family Mortgage Revenue    No Opt. Call    AAA    705,269 
     Bonds, Series 1998A, 5.750%, 9/01/31 (Alternative Minimum Tax)             
1,350    New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 130, 4.650%, 4/01/27    4/15 at 100.00    Aa1    1,307,786 
     (Alternative Minimum Tax)             
1,975    New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 82, 5.650%, 4/01/30    10/09 at 100.00    Aa1    1,982,643 
     (Alternative Minimum Tax)             
840    New York State Mortgage Agency, Mortgage Revenue Bonds, Thirty-Third Series A, 4.750%, 4/01/23    4/13 at 101.00    Aaa    834,666 
     (Alternative Minimum Tax)             
4,810    Total Housing/Single Family            4,830,364 
    Long-Term Care – 4.4% (3.0% of Total Investments)             
    Appleridge Retirement Community Inc., New York, GNMA Collateralized Mortgage Revenue Bonds,             
    Series 1999:             
1,150     5.700%, 9/01/31    9/09 at 102.00    Aaa    1,221,346 
1,250     5.750%, 9/01/41    9/09 at 102.00    Aaa    1,329,150 
250    Dormitory Authority of the State of New York, Revenue Bonds, Providence Rest, Series 2005,    7/15 at 100.00    A    249,050 
     5.000%, 7/01/35 – ACA Insured             
750    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special    7/11 at 101.00    N/R    782,820 
     Needs Facilities Pooled Program, Series 2001A-1, 7.250%, 7/01/16             
2,445    Yonkers Industrial Development Agency, New York, FHA-Insured Mortgage Revenue Bonds, Michael    2/09 at 101.00    AAA    2,516,223 
     Malotz Skilled Nursing Pavilion, Series 1999, 5.450%, 2/01/29 – MBIA Insured             
5,845    Total Long-Term Care            6,098,589 
    Tax Obligation/General – 11.1% (7.5% of Total Investments)             
4,950    New York City, New York, General Obligation Bonds, Fiscal Series 1999J, 5.125%, 5/15/29 –    5/09 at 101.00    AAA    5,038,258 
     MBIA Insured             
1,000    New York City, New York, General Obligation Bonds, Fiscal Series 2004C, 5.250%, 8/15/16    8/14 at 100.00    A+    1,055,320 
    New York City, New York, General Obligation Bonds, Fiscal Series 2004E:             
1,500     5.000%, 11/01/19 – FSA Insured    11/14 at 100.00    AAA    1,560,030 
600     5.000%, 11/01/20 – FSA Insured    11/14 at 100.00    AAA    621,894 
1,125    New York City, New York, General Obligation Bonds, Fiscal Series 2006C, 5.000%, 8/01/16 –    8/15 at 100.00    AAA    1,182,983 
     FSA Insured             
800    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 – ACA Insured    6/10 at 100.00    A    834,968 
    Rochester, New York, General Obligation Bonds, Series 1999:             
720     5.250%, 10/01/18 – MBIA Insured    No Opt. Call    AAA    780,638 
720     5.250%, 10/01/19 – MBIA Insured    No Opt. Call    AAA    782,050 
2,280    Rockland County, New York, General Obligation Bonds, Series 1999, 5.600%, 10/15/16    10/09 at 101.00    AA–    2,442,701 
    United Nations Development Corporation, New York, Senior Lien Revenue Bonds, Series 2004A:             
500     5.250%, 7/01/23    1/08 at 100.00    A3    507,935 
500     5.250%, 7/01/24    1/08 at 100.00    A3    507,935 
14,695    Total Tax Obligation/General            15,314,712 
    Tax Obligation/Limited – 29.5% (19.9% of Total Investments)             
1,000    Battery Park City Authority, New York, Senior Revenue Bonds, Series 2003A, 5.250%, 11/01/21    11/13 at 100.00    AAA    1,061,750 
1,155    Buffalo Fiscal Stability Authority, New York, Sales Tax Revenue State Aid Secured Bonds,    9/15 at 100.00    AAA    1,205,427 
     Series 2005A, 5.000%, 9/01/18 – MBIA Insured             
590    Dormitory Authority of the State of New York, Department of Health Revenue Bonds, Series    7/15 at 100.00    AAA    621,341 
     2005A, 5.250%, 7/01/24 – CIFG Insured             
35    Dormitory Authority of the State of New York, Improvement Revenue Bonds, Mental Health    8/10 at 100.00    AAA    37,434 
     Services Facilities, Series 2000D, 5.875%, 8/15/18 – FSA Insured             
500    Dormitory Authority of the State of New York, Revenue Bonds, Mental Health Services Facilities    2/15 at 100.00    AAA    510,685 
     Improvements, Series 2005B, 5.000%, 2/15/30 – AMBAC Insured             
1,000    Dormitory Authority of the State of New York, Service Contract Bonds, Child Care Facilities    4/12 at 100.00    AA–    1,042,560 
     Development Program, Series 2002, 5.375%, 4/01/19             
185    Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, Series    3/15 at 100.00    AAA    191,523 
     2005F, 5.000%, 3/15/21 – FSA Insured             
550    Erie County Industrial Development Agency, New York, School Facility Revenue Bonds, Buffalo    5/14 at 100.00    AAA    606,001 
     City School District, Series 2004, 5.750%, 5/01/26 – FSA Insured             
    Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Series 2002A:             
2,000     5.250%, 11/15/25 – FSA Insured    11/12 at 100.00    AAA    2,095,880 
2,000     5.000%, 11/15/30    11/12 at 100.00    AA–    2,024,380 
    Metropolitan Transportation Authority, New York, State Service Contract Refunding Bonds,             
    Series 2002A:             
1,700     5.750%, 1/01/17    No Opt. Call    AA–    1,887,578 
1,000     5.125%, 1/01/29    7/12 at 100.00    AA–    1,022,000 
1,130    Monroe Newpower Corporation, New York, Power Facilities Revenue Bonds, Series 2003,    1/13 at 102.00    BBB    1,165,979 
     5.500%, 1/01/34             
2,180    Nassau County Interim Finance Authority, New York, Sales and Use Tax Revenue Bonds, Series    No Opt. Call    AAA    2,336,633 
     2004H, 5.250%, 11/15/13 – AMBAC Insured             
    New York City Sales Tax Asset Receivable Corporation, New York, Dedicated Revenue Bonds, Local             
    Government Assistance Corporation, Series 2004A:             
1,000     5.000%, 10/15/24 – MBIA Insured    10/14 at 100.00    AAA    1,034,570 
1,100     5.000%, 10/15/25 – MBIA Insured    10/14 at 100.00    AAA    1,135,717 
810     5.000%, 10/15/26 – MBIA Insured    10/14 at 100.00    AAA    835,167 
1,875     5.000%, 10/15/29 – AMBAC Insured    10/14 at 100.00    AAA    1,926,750 
1,670    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Fiscal    2/13 at 100.00    AAA    1,712,769 
     Series 2003E, 5.000%, 2/01/23             
700    New York Convention Center Development Corporation, Hotel Unit Fee Revenue Bonds, Series 2005,    11/15 at 100.00    AAA    707,903 
     5.000%, 11/15/44 – AMBAC Insured             
1,000    New York State Environmental Facilities Corporation, Infrastructure Revenue Bonds, Series    3/14 at 100.00    AA–    1,027,930 
     2003A, 5.000%, 3/15/21             
1,190    New York State Housing Finance Agency, State Personal Income Tax Revenue Bonds, Economic    9/15 at 100.00    AAA    1,212,336 
     Development and Housing, Series 2006A, 5.000%, 3/15/36             
3,400    New York State Thruway Authority, Highway and Bridge Trust Fund Bonds, Second Generation,    No Opt. Call    AAA    3,780,732 
     Series 2005B, 5.500%, 4/01/20 – AMBAC Insured             
    New York State Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed and             
    State Contingency Contract-Backed Bonds, Series 2003A-1:             
4,000     5.250%, 6/01/20 – AMBAC Insured    6/13 at 100.00    AAA    4,202,239 
2,000     5.250%, 6/01/22 – AMBAC Insured    6/13 at 100.00    AAA    2,096,260 
1,000    New York State Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed and    6/13 at 100.00    AA–    1,060,990 
     State Contingency Contract-Backed Bonds, Series 2003B-1C, 5.500%, 6/01/21             
3,345    Suffolk County Judicial Facilities Agency, New York, Service Agreement Revenue Bonds, John P.    10/09 at 101.00    AAA    3,504,021 
     Colahan Court Complex, Series 1999, 5.250%, 10/15/15 – AMBAC Insured             
750    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A,    10/10 at 101.00    BBB    815,437 
     6.500%, 10/01/24             
38,865    Total Tax Obligation/Limited            40,861,992 
    Transportation – 12.1% (8.1% of Total Investments)             
700    Albany Parking Authority, New York, Revenue Bonds, Series 2001A, 5.625%, 7/15/25    7/11 at 101.00    BBB+    732,389 
1,000    Metropolitan Transportation Authority, New York, Transportation Revenue Refunding Bonds,    11/12 at 100.00    AAA    1,039,930 
     Series 2002A, 5.125%, 11/15/22 – FGIC Insured             
1,000    New York City Industrial Development Agency, New York, Special Facilities Revenue Bonds, JFK    8/12 at 101.00    B–    1,154,340 
     Airport – American Airlines Inc., Series 2002B, 8.500%, 8/01/28 (Alternative Minimum Tax)             
865    New York State Thruway Authority, General Revenue Bonds, Series 2005F, 5.000%, 1/01/30 –    1/15 at 100.00    AAA    885,146 
     AMBAC Insured             
    New York State Thruway Authority, General Revenue Bonds, Series 2005G:             
700     5.000%, 1/01/30 – FSA Insured    7/15 at 100.00    AAA    718,634 
2,100     5.000%, 1/01/32 – FSA Insured    7/15 at 100.00    AAA    2,151,240 
500    Niagara Frontier Airport Authority, New York, Airport Revenue Bonds, Buffalo Niagara    4/09 at 101.00    AAA    523,360 
     International Airport, Series 1999A, 5.625%, 4/01/29 – MBIA Insured (Alternative Minimum Tax)             
    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Fortieth             
    Series 2005:             
800     5.000%, 12/01/19 – FSA Insured    6/15 at 101.00    AAA    838,984 
1,300     5.000%, 12/01/28 – XLCA Insured    6/15 at 101.00    AAA    1,336,881 
615     5.000%, 12/01/31 – XLCA Insured    6/15 at 101.00    AAA    629,803 
3,000    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Twentieth    10/07 at 101.00    AAA    3,092,400 
     Series 2000, 5.750%, 10/15/26 – MBIA Insured (Alternative Minimum Tax)             
1,000    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Series 2001A,    1/12 at 100.00    Aa2    1,055,630 
     5.250%, 1/01/16             
2,500    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Refunding Bonds,    11/12 at 100.00    Aa2    2,564,300 
     Series 2002B, 5.000%, 11/15/21             
16,080    Total Transportation            16,723,037 
    U.S. Guaranteed – 18.0% (12.1% of Total Investments) (4)             
600    Dormitory Authority of the State of New York, Revenue Bonds, State Personal Income Tax, Series    3/13 at 100.00    AAA    648,342 
     2003A, 5.375%, 3/15/22 (Pre-refunded 3/15/13)             
525    Erie County Tobacco Asset Securitization Corporation, New York, Senior Tobacco Settlement    7/10 at 101.00    AAA    569,168 
     Asset-Backed Bonds, Series 2000, 6.000%, 7/15/20 (Pre-refunded 7/15/10)             
1,250    Metropolitan Transportation Authority, New York, Commuter Facilities Revenue Bonds, Series    7/07 at 102.00    AAA    1,283,788 
     1997B, 5.000%, 7/01/20 – AMBAC Insured (ETM)             
5,520    Metropolitan Transportation Authority, New York, Dedicated Tax Fund Bonds, Series 1999A,    10/14 at 100.00    AAA    5,970,321 
     5.250%, 4/01/23 (Pre-refunded 10/01/14) – FSA Insured             
    Monroe Tobacco Asset Securitization Corporation, New York, Tobacco Settlement Asset-Backed             
    Bonds, Series 2000:             
265     6.000%, 6/01/15 (Pre-refunded 6/01/10)    6/10 at 101.00    AAA    287,294 
1,520     6.150%, 6/01/25 (Pre-refunded 6/01/10)    6/10 at 101.00    AAA    1,628,969 
620    New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special    7/10 at 102.00    N/R (4)    689,614 
     Needs Facilities Pooled Program, Series 2000, 8.125%, 7/01/19 (Pre-refunded 7/01/10)             
50    New York City, New York, General Obligation Bonds, Fiscal Series 1999J, 5.125%, 5/15/29    5/09 at 101.00    AAA    52,235 
     (Pre-refunded 5/15/09) – MBIA Insured             
160    New York Counties Tobacco Trust I, Tobacco Settlement Pass-Through Bonds, Series 2000B,    6/10 at 101.00    AAA    172,659 
     5.800%, 6/01/23 (Pre-refunded 6/01/10)             
1,000    New York State Thruway Authority, Highway and Bridge Trust Fund Bonds, Second Generation,    4/13 at 100.00    AAA    1,073,570 
     Series 2003A, 5.250%, 4/01/23 (Pre-refunded 4/01/13) – MBIA Insured             
2,000    New York State Thruway Authority, Highway and Bridge Trust Fund Bonds, Second Generation,    4/14 at 100.00    AAA    2,123,160 
     Series 2004, 5.000%, 4/01/20 (Pre-refunded 4/01/14) – MBIA Insured             
1,000    New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, State    3/12 at 100.00    AAA    1,059,830 
     Facilities and Equipment, Series 2002A, 5.125%, 3/15/27 (Pre-refunded 3/15/12)             
3,000    Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Series 1997A,    1/22 at 100.00    Aa2 (4)    3,286,140 
     5.250%, 1/01/28 (Pre-refunded 1/01/22)             
2,250    TSASC Inc., New York, Tobacco Flexible Amortization Bonds, Series 1999-1, 6.250%, 7/15/27    7/09 at 101.00    AAA    2,425,815 
     (Mandatory put 7/15/19) (Pre-refunded 7/15/09)             
600    Utica Industrial Development Agency, New York, Revenue Bonds, Utica College, Series 2004A,    6/09 at 101.00    N/R (4)    651,246 
     6.875%, 12/01/34 (Pre-refunded 6/01/09)             
1,250    Westchester Tobacco Asset Securitization Corporation, New York, Tobacco Settlement    7/10 at 101.00    AAA    1,392,338 
     Asset-Backed Bonds, Series 1999, 6.750%, 7/15/29 (Pre-refunded 7/15/10)             
1,400    Yonkers Industrial Development Agency, New York, Revenue Bonds, Community Development    2/11 at 100.00    BBB– (4)    1,558,858 
     Properties – Yonkers Inc. Project, Series 2001A, 6.625%, 2/01/26 (Pre-refunded 2/01/11)             
23,010    Total U.S. Guaranteed            24,873,347 
    Utilities – 9.4% (6.4% of Total Investments)             
885    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 1998A,    6/08 at 101.00    AAA    909,904 
     5.125%, 12/01/22 – FSA Insured             
2,000    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2003C,    9/13 at 100.00    AAA    2,102,740 
     5.000%, 9/01/15 – CIFG Insured             
    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A:             
2,500     5.000%, 12/01/23 – FGIC Insured    6/16 at 100.00    AAA    2,583,875 
2,500     5.000%, 12/01/24 – FGIC Insured    6/16 at 100.00    AAA    2,581,850 
2,000    New York State Power Authority, General Revenue Bonds, Series 2000A, 5.250%, 11/15/30    11/10 at 100.00    Aa2    2,068,500 
    New York State Power Authority, General Revenue Bonds, Series 2006A:             
700     5.000%, 11/15/18 – FGIC Insured    11/15 at 100.00    AAA    733,866 
465     5.000%, 11/15/19 – FGIC Insured    11/15 at 100.00    AAA    486,041 
250    Niagara County Industrial Development Agency, New York, Solid Waste Disposal Facility Revenue    11/11 at 101.00    Baa3    261,058 
     Bonds, American Ref-Fuel Company of Niagara LP, Series 2001C, 5.625%, 11/15/24 (Mandatory             
     put 11/15/14) (Alternative Minimum Tax)             
600    Niagara County Industrial Development Agency, New York, Solid Waste Disposal Facility Revenue    11/11 at 101.00    Baa3    624,762 
     Refunding Bonds, American Ref-Fuel Company of Niagara LP, Series 2001B, 5.550%, 11/15/24             
     (Mandatory put 11/15/13) (Alternative Minimum Tax)             
695    Suffolk County Industrial Development Agency, New York, Revenue Bonds, Nissequogue    No Opt. Call    N/R    690,955 
     Cogeneration Partners Facility, Series 1998, 4.875%, 1/01/08 (Alternative Minimum Tax)             
12,595    Total Utilities            13,043,551 
    Water and Sewer – 2.4% (1.6% of Total Investments)             
1,130    New York City Municipal Water Finance Authority, New York, Water and Sewerage System Revenue    6/12 at 100.00    AA+    1,200,851 
     Bonds, Fiscal Series 2003A, 5.375%, 6/15/19             
1,955    New York State Environmental Facilities Corporation, State Clean Water and Drinking Water    11/12 at 100.00    AAA    2,081,606 
     Revolving Funds Revenue Bonds, Pooled Loan Issue, Series 2002F, 5.250%, 11/15/17             
3,085    Total Water and Sewer            3,282,457 
$        196,580    Total Investments (cost $199,185,824) – 148.2%            205,334,385 
    Other Assets Less Liabilities – 1.6%            2,187,914 
    Preferred Shares, at Liquidation Value – (49.8)%            (69,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   138,522,299 

(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. 
N/R    Not rated. 
(ETM)    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 June 30, 2006, the cost of investments was $199,117,108.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2006, were as follows:

Gross unrealized:     
  Appreciation    $ 7,417,363 
  Depreciation    (1,200,086) 
Net unrealized appreciation (depreciation) of investments    $ 6,217,277 

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 New York Dividend Advantage Municipal Fund        

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

Date         August 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         August 28, 2006        

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

Date        August 28, 2006        

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