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         811-09161         

        Nuveen California 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:            8/31          

Date of reporting period:          5/31/06         

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 California Dividend Advantage Municipal Fund (NAC)             
                           May 31, 2006             
        Optional         
Principal        Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 1.9% (1.3% of Total Investments)             
$          1,330    California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Sonoma    6/15 at 100.00    BBB   $   1,286,256 
     County Tobacco Securitization Corporation, Series 2005, 4.250%, 6/01/21             
5,200    Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed    6/13 at 100.00    BBB    5,632,588 
     Bonds, Series 2003A-1, 6.250%, 6/01/33             
6,530    Total Consumer Staples            6,918,844 
    Education and Civic Organizations – 12.2% (8.2% of Total Investments)             
290    California Educational Facilities Authority, Revenue Bonds, University of Redlands, Series    10/15 at 100.00    A3    291,807 
     2005A, 5.000%, 10/01/35             
    California Educational Facilities Authority, Revenue Bonds, University of the Pacific,             
    Series 2006:             
200     5.000%, 11/01/21 (WI/DD, Settling 6/01/06)    11/15 at 100.00    A2    206,746 
265     5.000%, 11/01/25 (WI/DD, Settling 6/01/06)    11/15 at 100.00    A2    272,099 
5,570    California State University, Systemwide Revenue Bonds, Series 2005A, 5.000%, 11/01/30 –    5/15 at 100.00    AAA    5,758,043 
     AMBAC Insured             
615    California Statewide Community Development Authority, Revenue Bonds, Notre Dame de Namur    10/13 at 100.00    N/R    654,508 
     University, Series 2003, 6.500%, 10/01/23             
3,000    Long Beach Bond Financing Authority, California, Lease Revenue Refunding Bonds, Long Beach    11/11 at 100.00    AAA    3,242,580 
     Aquarium of the South Pacific, Series 2001, 5.500%, 11/01/17 – AMBAC Insured             
700    University of California, Certificates of Participation, San Diego and Sacramento Campus    1/10 at 101.00    Aa2    726,075 
     Projects, Series 2002A, 5.250%, 1/01/22             
6,000    University of California, Revenue Bonds, Multiple Purpose Projects, Series 2000K,    9/08 at 101.00    AA    6,220,500 
     5.000%, 9/01/12             
    University of California, Revenue Bonds, Multi-Purpose Projects, Series 2002O:             
10,770     5.000%, 9/01/20 – FGIC Insured    9/10 at 101.00    AAA    11,261,112 
11,305     5.000%, 9/01/21 – FGIC Insured    9/10 at 101.00    AAA    11,741,825 
3,500    University of California, Revenue Bonds, Multi-Purpose Projects, Series 2003A, 5.125%,    5/13 at 100.00    AAA    3,730,405 
     5/15/17 – AMBAC Insured             
42,215    Total Education and Civic Organizations            44,105,700 
    Health Care – 9.9% (6.6% of Total Investments)             
2,160    California Health Facilities Financing Authority, Health Facility Revenue Bonds, Adventist    3/13 at 100.00    A    2,235,989 
     Health System/West, Series 2003A, 5.000%, 3/01/15             
1,990    California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Medical Center,    11/15 at 100.00    A3    2,008,766 
     Series 2005, 5.000%, 11/15/34             
530    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity    7/15 at 100.00    BBB+    544,225 
     Health System, Series 2005A, 5.250%, 7/01/24             
9,280    California Statewide Community Development Authority, Revenue Bonds, Kaiser Permanante System,    3/16 at 100.00    A+    9,321,946 
     Series 2006, 5.000%, 3/01/41 (WI/DD, Settling 6/08/06)             
8,000    Central California Joint Powers Health Finance Authority, Certificates of Participation,    2/10 at 101.00    Baa2    8,302,480 
     Community Hospitals of Central California Obligated Group, Series 2000, 6.000%, 2/01/30             
10,500    Duarte, California, Certificates of Participation, City of Hope National Medical Center,    4/09 at 101.00    BBB+    10,639,965 
     Series 1999A, 5.250%, 4/01/31             
2,500    Whittier, California, Health Facility Revenue Bonds, Presbyterian Intercommunity Hospital,    6/12 at 101.00    A    2,630,675 
     Series 2002, 5.600%, 6/01/22             
34,960    Total Health Care            35,684,046 
    Housing/Multifamily – 8.1% (5.4% of Total Investments)             
5,190    California Statewide Community Development Authority, GNMA Collateralized Housing Revenue    8/12 at 105.00    Aaa    5,730,279 
     Refunding Bonds, Crowne Pointe Project, Series 2002F, 6.750%, 8/20/37             
7,250    California Statewide Community Development Authority, Revenue Refunding Bonds, Irvine    7/08 at 101.00    BBB    7,321,122 
     Apartment Communities Development, Series 1998A, 4.900%, 5/15/25 (Mandatory put 5/15/08)             
5,000    Contra Costa County, California, Multifamily Housing Revenue Bonds, Delta View Apartments    6/09 at 102.00    N/R    5,222,350 
     Project, Series 1999C, 6.750%, 12/01/30 (Alternative Minimum Tax)             
320    Independent Cities Lease Finance Authority, California, Mobile Home Park Revenue Bonds, San    5/16 at 100.00    N/R    321,885 
     Juan Mobile Estates Project, Series 2006A, 5.850%, 5/15/41 (WI/DD, Settling 6/01/06)             
1,725    Rohnert Park Finance Authority, California, Senior Lien Revenue Bonds, Rancho Feliz Mobile    9/13 at 100.00    A–    1,860,378 
     Home Park, Series 2003A, 5.750%, 9/15/38             
1,120    Rohnert Park Finance Authority, California, Subordinate Lien Revenue Bonds, Rancho Feliz    9/13 at 100.00    N/R    1,197,829 
     Mobile Home Park, Series 2003B, 6.625%, 9/15/38             
7,500    San Bernardino County Housing Authority, California, Multifamily Housing Revenue Refunding    No Opt. Call    A–    7,691,325 
     Bonds, Equity Residential Properties/Redlands Lawn and Tennis Apartments, Series 1999A,             
     5.200%, 6/15/29 (Mandatory put 6/15/09)             
28,105    Total Housing/Multifamily            29,345,168 
    Industrials – 0.7% (0.4% of Total Investments)             
2,000    California Pollution Control Financing Authority, Solid Waste Disposal Revenue Bonds, Waste    1/16 at 102.00    BBB    2,015,680 
     Management Inc., Series 2002A, 5.000%, 1/01/22 (Alternative Minimum Tax)             
    Long-Term Care – 2.4% (1.6% of Total Investments)             
8,500    Riverside County Public Financing Authority, California, Certificates of Participation, Air    5/09 at 101.00    BBB–    8,722,360 
     Force Village West, Series 1999, 5.800%, 5/15/29             
    Tax Obligation/General – 20.2% (13.5% of Total Investments)             
    California, General Obligation Bonds, Series 2003:             
2,000     5.250%, 11/01/19 – RAAI Insured    11/13 at 100.00    AA    2,134,540 
5,200     5.250%, 2/01/20    8/13 at 100.00    A    5,493,384 
    California, General Obligation Bonds, Series 2004:             
5,000     5.125%, 4/01/23    4/14 at 100.00    A    5,215,800 
4,150     5.125%, 4/01/25    4/14 at 100.00    A    4,306,870 
    California, General Obligation Refunding Bonds, Series 2002:             
8,000     5.000%, 2/01/12    No Opt. Call    A    8,455,600 
4,435     6.000%, 4/01/16 – AMBAC Insured    No Opt. Call    AAA    5,108,322 
5,000    Fresno Unified School District, Fresno County, California, General Obligation Bonds, Series    No Opt. Call    AAA    6,013,050 
     2002A, 6.000%, 8/01/26 – MBIA Insured             
10,845    Los Angeles Unified School District, California, General Obligation Bonds, Series 2002E,    7/12 at 100.00    AAA    11,391,046 
     5.000%, 7/01/19 – MBIA Insured             
3,335    Moreno Valley Unified School District, Riverside County, California, General Obligation Bonds,    8/14 at 100.00    AAA    3,579,556 
     Series 2004A, 5.250%, 8/01/21 – FSA Insured             
5,210    Oak Valley Hospital District, Stanislaus County, California, General Obligation Bonds, Series    7/14 at 101.00    Aaa    5,333,946 
     2005, 5.000%, 7/01/35 – FGIC Insured             
1,750    Oakland Unified School District, Alameda County, California, General Obligation Bonds, Series    8/08 at 101.00    AAA    1,810,865 
     2001, 5.125%, 8/01/21 – FSA Insured             
    Oakland Unified School District, Alameda County, California, General Obligation Bonds,             
    Series 2005:             
770     5.000%, 8/01/25 – MBIA Insured    8/15 at 100.00    AAA    800,661 
810     5.000%, 8/01/26 – MBIA Insured    8/15 at 100.00    AAA    840,407 
5,000    San Diego Unified School District, San Diego County, California, General Obligation Bonds,    7/13 at 101.00    AAA    5,421,400 
     Series 2003E, 5.250%, 7/01/20 – FSA Insured             
    San Jose-Evergreen Community College District, Santa Clara County, California, General             
    Obligation Bonds, Series 2005A:             
600     5.000%, 9/01/25 – MBIA Insured    9/15 at 100.00    AAA    625,914 
880     5.000%, 9/01/27 – MBIA Insured    9/15 at 100.00    AAA    913,942 
1,300    Ventura County Community College District, California, General Obligation Bonds, Series 2002A,    8/12 at 101.00    AAA    1,382,810 
     5.000%, 8/01/15 – MBIA Insured             
3,605    West Contra Costa Unified School District, Contra Costa County, California, General Obligation    8/11 at 101.00    AAA    3,744,946 
     Bonds, Series 2003B, 5.000%, 8/01/21 – FSA Insured             
67,890    Total Tax Obligation/General            72,573,059 
    Tax Obligation/Limited – 35.4% (23.7% of Total Investments)             
    Beaumont Financing Authority, California, Local Agency Revenue Bonds, Series 2004D:             
1,000     5.500%, 9/01/24    9/14 at 102.00    N/R    1,039,230 
615     5.800%, 9/01/35    9/14 at 102.00    N/R    644,225 
1,990    Brentwood Infrastructure Financing Authority, California, Infrastructure Revenue Refunding    9/12 at 100.00    AAA    2,070,734 
     Bonds, Series 2002A, 5.125%, 9/02/24 – FSA Insured             
    Brentwood Infrastructure Financing Authority, Contra Costa County, California, Capital             
    Improvement Revenue Bonds, Series 2001:             
1,110     5.375%, 11/01/18 – FSA Insured    11/11 at 100.00    AAA    1,191,907 
1,165     5.375%, 11/01/19 – FSA Insured    11/11 at 100.00    AAA    1,250,965 
3,895    California, Economic Recovery Revenue Bonds, Series 2004A, 5.000%, 7/01/15    7/14 at 100.00    AA–    4,151,914 
2,000    Capistrano Unified School District, Orange County, California, Special Tax Bonds, Community    9/13 at 100.00    N/R    2,104,680 
     Facilities District 90-2 – Talega, Series 2003, 6.000%, 9/01/33             
3,490    Fontana, California, Senior Special Tax Refunding Bonds, Heritage Village Community Facilities    9/08 at 102.00    AAA    3,661,150 
     District 2, Series 1998A, 5.250%, 9/01/17 – MBIA Insured             
1,125    Fontana, California, Special Tax Bonds, Sierra Community Facilities District 22, Series 2004,    9/14 at 100.00    N/R    1,185,806 
     6.000%, 9/01/34             
3,980    Garden Grove, California, Certificates of Participation, Financing Project, Series 2002A,    3/12 at 101.00    AAA    4,294,102 
     5.500%, 3/01/22 – AMBAC Insured             
    Hesperia Community Redevelopment Agency, California, Tax Allocation Bonds, Series 2005A:             
540     5.000%, 9/01/20 – XLCA Insured    9/15 at 100.00    AAA    564,575 
2,850     5.000%, 9/01/35 – XLCA Insured    9/15 at 100.00    AAA    2,910,106 
4,500    Inglewood Redevelopment Agency, California, Tax Allocation Refunding Bonds, Merged Area    No Opt. Call    AAA    4,918,410 
     Redevelopment Project, Series 1998A, 5.250%, 5/01/23 – AMBAC Insured             
    Irvine, California, Unified School District, Community Facilities District Special Tax Bonds,             
    Series 2006A:             
345     5.000%, 9/01/26    9/06 at 103.00    N/R    347,036 
795     5.125%, 9/01/36    9/06 at 103.00    N/R    795,246 
2,000    Lee Lake Water District, Riverside County, California, Special Tax Bonds, Community Facilities    9/13 at 102.00    N/R    2,210,260 
     District 1 of Sycamore Creek, Series 2003, 6.500%, 9/01/24             
2,200    Lincoln, California, Special Tax Bonds, Lincoln Crossing Community Facilities District 03-1,    9/13 at 102.00    N/R    2,422,794 
     Series 2003A, 6.500%, 9/01/25             
1,500    Lincoln, California, Special Tax Bonds, Lincoln Crossing Community Facilities District 03-1,    9/13 at 102.00    N/R    1,588,785 
     Series 2004, 6.000%, 9/01/34             
5,000    Los Angeles County Metropolitan Transportation Authority, California, Proposition C Second    7/08 at 101.00    AAA    5,147,900 
     Senior Lien Sales Tax Revenue Refunding Bonds, Series 1998A, 5.000%, 7/01/23 – AMBAC Insured             
3,555    Los Angeles County Public Works Financing Authority, California, Revenue Bonds, Regional Park    10/07 at 101.00    AA    3,647,786 
     and Open Space District, Series 1997A, 5.000%, 10/01/16             
1,530    Moreno Valley Unified School District, Riverside County, California, Certificates of    3/14 at 100.00    AAA    1,582,005 
     Participation, Series 2005, 5.000%, 3/01/24 – FSA Insured             
9,200    Norco Redevelopment Agency, California, Tax Allocation Refunding Bonds, Project Area 1, Series    3/11 at 102.00    AAA    9,565,056 
     2001, 5.000%, 3/01/19 – MBIA Insured             
5,545    Oakland Joint Power Financing Authority, California, Lease Revenue Refunding Bonds, Oakland    No Opt. Call    AAA    6,143,694 
     Convention Centers, Series 2001, 5.500%, 10/01/14 – AMBAC Insured             
3,290    Oakland Redevelopment Agency, California, Subordinate Lien Tax Allocation Bonds, Central    3/13 at 100.00    AAA    3,591,792 
     District Redevelopment Project, Series 2003, 5.500%, 9/01/16 – FGIC Insured             
5,600    Palm Springs Financing Authority, California, Lease Revenue Refunding Bonds, Convention Center    11/11 at 101.00    AAA    5,800,312 
     Project, Series 2001A, 5.000%, 11/01/22 – MBIA Insured             
1,000    Palmdale Community Redevelopment Agency, California, Tax Allocation Bonds, Merged    12/14 at 100.00    AAA    1,036,780 
     Redevelopment Project Areas, Series 2004, 5.000%, 12/01/24 – AMBAC Insured             
1,055    Poway Redevelopment Agency, California, Tax Allocation Bonds, Paguay Redevelopment Project,    12/11 at 101.00    AAA    1,143,915 
     Series 2001, 5.375%, 12/15/16 – AMBAC Insured             
8,100    Poway Redevelopment Agency, California, Tax Allocation Refunding Bonds, Paguay Redevelopment    12/10 at 102.00    AAA    8,862,858 
     Project, Series 2000, 5.750%, 6/15/33 – MBIA Insured             
620    Rialto Redevelopment Agency, California, Tax Allocation Bonds, Merged Project Area, Series    9/15 at 100.00    AAA    634,012 
     2005A, 5.000%, 9/01/35 – XLCA Insured             
1,290    Riverside County Public Financing Authority, California, Tax Allocation Bonds, Multiple    10/15 at 100.00    AAA    1,319,373 
     Projects, Series 2005A, 5.000%, 10/01/35 – XLCA Insured             
1,860    Riverside Redevelopment Agency, California, Tax Allocation Refunding Bonds, Merged Project    8/13 at 100.00    AAA    1,968,475 
     Areas, Series 2003, 5.250%, 8/01/22 – MBIA Insured             
2,500    Sacramento City Financing Authority, California, Lease Revenue Refunding Bonds, Series 1993A,    No Opt. Call    AAA    2,778,850 
     5.400%, 11/01/20 – AMBAC Insured             
1,150    Sacramento, California, Special Tax Bonds, North Natomas Community Facilities District 4,    9/14 at 100.00    N/R    1,220,875 
     Series 2003C, 6.000%, 9/01/33             
2,695    San Jose Financing Authority, California, Lease Revenue Refunding Bonds, Civic Center Project,    6/12 at 100.00    AAA    2,882,761 
     Series 2002B, 5.250%, 6/01/19 – AMBAC Insured             
24,060    San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment    8/08 at 102.00    A    24,563,095 
     Project, Series 1998, 5.250%, 8/01/29             
1,595    San Marcos Public Facilities Authority, California, Special Tax Bonds, Community Facilities    9/09 at 102.00    N/R    1,665,084 
     District 99-1, Series 2003B, 6.000%, 9/01/24             
2,810    West Patterson Financing Authority, California, Special Tax Bonds, Community Facilities    9/13 at 103.00    N/R    3,156,389 
     District 01-1, Series 2003B, 7.000%, 9/01/38             
2,000    West Patterson Financing Authority, California, Special Tax Bonds, Community Facilities    9/13 at 102.00    N/R    2,122,920 
     District 01-1, Series 2004B, 6.000%, 9/01/39             
1,350    West Patterson Financing Authority, California, Special Tax Bonds, Community Facilities    9/13 at 103.00    N/R    1,449,239 
     District 2001-1, Series 2004A, 6.125%, 9/01/39             
120,905    Total Tax Obligation/Limited            127,635,096 
    Transportation – 18.9% (12.6% of Total Investments)             
1,430    Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series    4/16 at 100.00    AA    1,478,749 
     2006, 5.000%, 4/01/31             
8,150    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Refunding    1/10 at 101.00    BBB–    8,446,660 
     Bonds, Series 1999, 5.750%, 1/15/40             
8,515    Los Angeles Harbors Department, California, Revenue Refunding Bonds, Series 2001B, 5.500%,    8/11 at 100.00    AAA    9,021,813 
     8/01/18 – AMBAC Insured (Alternative Minimum Tax)             
120    Palm Springs Financing Authority, California, Palm Springs International Airport Revenue    7/14 at 102.00    N/R    120,224 
     Bonds, Series 2006, 5.450%, 7/01/20 (Alternative Minimum Tax)             
23,000    Port of Oakland, California, Revenue Bonds, Series 2000K, 5.750%, 11/01/29 – FGIC Insured    5/10 at 100.00    AAA    24,244,530 
     (Alternative Minimum Tax)             
23,275    San Francisco Airports Commission, California, Revenue Bonds, San Francisco International    5/10 at 101.00    AAA    24,836,050 
     Airport, Second Series 2000, Issue 24A, 5.750%, 5/01/30 – FSA Insured (Alternative Minimum Tax)             
64,490    Total Transportation            68,148,026 
    U.S. Guaranteed – 25.9% (17.3% of Total Investments) (4)             
    California Department of Water Resources, Power Supply Revenue Bonds, Series 2002A:             
2,500     5.375%, 5/01/17 (Pre-refunded 5/01/12) – XLCA Insured    5/12 at 101.00    AAA    2,736,825 
9,750     5.125%, 5/01/18 (Pre-refunded 5/01/12)    5/12 at 101.00    Aaa    10,545,308 
15,000    California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Medical Center,    12/09 at 101.00    A3 (4)    16,323,600 
     Series 1999A, 6.125%, 12/01/30 (Pre-refunded 12/01/09)             
8,400    California Health Facilities Financing Authority, Revenue Bonds, Kaiser Permanente System,    10/08 at 101.00    AAA    8,755,572 
     Series 1998B, 5.250%, 10/01/14 (ETM)             
5,000    California Statewide Community Development Authority, Certificates of Participation, Pride    11/09 at 102.00    N/R (4)    5,667,500 
     Industries and Pride One Inc., Series 1999, 7.250%, 11/01/29 (Pre-refunded 11/01/09)             
16,400    Los Angeles Unified School District, California, General Obligation Bonds, Series 1999C,    7/09 at 101.00    AAA    17,336,768 
     5.250%, 7/01/24 (Pre-refunded 7/01/09) – MBIA Insured             
    Northern California Tobacco Securitization Authority, Tobacco Settlement Asset-Backed Bonds,             
    Series 2001A:             
2,500     5.250%, 6/01/31 (Pre-refunded 6/01/11)    6/11 at 100.00    Aaa    2,674,000 
4,500     5.375%, 6/01/41 (Pre-refunded 6/01/11)    6/11 at 100.00    Aaa    4,838,670 
5,840    Orange County Water District, California, Revenue Certificates of Participation, Series 1999A,    8/09 at 101.00    AA+ (4)    6,191,977 
     5.375%, 8/15/29 (ETM)             
8,160    Orange County Water District, California, Revenue Certificates of Participation, Series 1999A,    8/09 at 101.00    AA+ (4)    8,669,674 
     5.375%, 8/15/29 (Pre-refunded 8/15/09)             
4,000    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2000, 5.750%, 7/01/16    7/10 at 100.00    AAA    4,308,760 
     (Pre-refunded 7/01/10) – MBIA Insured             
2,000    Southwestern Community College District, San Diego County, California, General Obligation    8/14 at 100.00    AAA    2,151,780 
     Bonds, Series 2004, 5.000%, 8/01/23 (Pre-refunded 8/01/14) – FGIC Insured             
2,860    Tobacco Securitization Authority of Southern California, Tobacco Settlement Asset-Backed    6/12 at 100.00    BBB (4)    3,069,209 
     Bonds, San Diego County Tobacco Asset Securitization Corporation, Senior Series 2001A, 5.250%,             
     6/01/27 (Pre-refunded 6/01/12)             
86,910    Total U.S. Guaranteed            93,269,643 
    Utilities – 6.3% (4.2% of Total Investments)             
3,630    Imperial Irrigation District, California, Certificates of Participation, Electric System    11/13 at 100.00    AAA    3,843,335 
     Revenue Bonds, Series 2003, 5.250%, 11/01/23 – FSA Insured             
7,000    Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series    7/11 at 100.00    AAA    7,372,330 
     2001A-1, 5.250%, 7/01/21 – FSA Insured             
8,370    Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series    7/11 at 100.00    AAA    8,939,997 
     2001A-2, 5.375%, 7/01/19 – MBIA Insured             
1,200    Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series    7/13 at 100.00    AAA    1,246,620 
     2003A-2, 5.000%, 7/01/21 – MBIA Insured             
1,270    Merced Irrigation District, California, Electric System Revenue Bonds, Series 2005, 5.125%,    9/15 at 100.00    AAA    1,317,257 
     9/01/31 – XLCA Insured             
21,470    Total Utilities            22,719,539 
    Water and Sewer – 7.8% (5.2% of Total Investments)             
9,165    California Department of Water Resources, Water System Revenue Bonds, Central Valley Project,    12/11 at 100.00    AAA    9,716,275 
     Series 2001W, 5.250%, 12/01/22 – FSA Insured             
875    Healdsburg Public Financing Authority, California, Wastewater Revenue Bonds, Series 2006,    4/16 at 100.00    AAA    902,029 
     5.000%, 4/01/36 (WI/DD, Settling 6/06/06) – MBIA Insured             
2,940    Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series    7/16 at 100.00    AAA    3,061,628 
     2006A-2, 5.000%, 7/01/27 – AMBAC Insured             
8,250    Pico Rivera Water Authority, California, Revenue Bonds, Series 2001A, 6.250%, 12/01/32    12/11 at 102.00    N/R    8,831,295 
5,115    San Francisco City and County Public Utilities Commission, California, Water Revenue Bonds,    11/12 at 100.00    AAA    5,403,281 
     Series 2002A, 5.000%, 11/01/18 – MBIA Insured             
26,345    Total Water and Sewer            27,914,508 
$       510,320    Total Investments (cost $513,182,724) – 149.7%            539,051,669 
    Other Assets Less Liabilities – (1.1)%            (3,899,068) 
    Preferred Shares, at Liquidation Value – (48.6)%            (175,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   360,152,601 

(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. 
(ETM)    Escrowed to maturity. 
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 May 31, 2006, the cost of investments was $512,966,291.

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

Gross unrealized:     
  Appreciation    $26,562,810 
  Depreciation    (477,432) 
Net unrealized appreciation (depreciation) of investments    $26,085,378 

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 California Dividend Advantage Municipal Fund        

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

Date         July 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         July 28, 2006        

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

Date        July 28, 2006        

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