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         811-09571         

        Nuveen Senior Income 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:            07/31          

Date of reporting period:          04/30/05         

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 Senior Income Fund (NSL)
April 30, 2005
        Weighted                 
Principal        Average    Stated    Ratings*         
Amount (000)    Description(1)    Coupon    Maturity*    Moody's    S&P    Value 
 
 
    VARIABLE RATE SENIOR LOAN INTERESTS(2) - 136.6% (83.8% of total assets)                     
    Aerospace & Defense - 2.7% (1.7% of total assets)                     
$    3,855    United Defense Industries Inc., Term Loan B    5.070%    8/13/09    Ba2    BB+    $ 3,862,951 
2,449    Vought Aircraft Industries, Inc., Term Loan    5.350%    12/22/11    Ba3    B+    2,487,032 
545    Vought Aircraft Industries, Inc., Tranche B, Letter of Credit    5.190%    12/22/10    Ba3    B+    553,636 
 
 
                        6,903,619 
 
 
    Airlines - 2.4% (1.5% of total assets)                     
5,954    United Air Lines, Inc., DIP Term Loan (Tranche B) (b)    7.500%    9/30/05    N/R    N/R    5,993,796 
 
 
    Auto Components - 9.3% (5.7% of total assets)                     
2,425    Accuride Corporation, Term Loan    5.356%    1/31/10    B2    B+    2,427,247 
4,224    Federal-Mogul Corporation, Term Loan A (b)    5.310%    2/24/04    N/R    N/R    3,800,985 
5,551    Federal-Mogul Corporation, Term Loan B (b)    5.560%    2/24/05    N/R    N/R    5,059,832 
2,000    Goodyear Tire & Rubber Company, Second Lien Term Loan (d)    5.890%    4/30/10    B2    B+    1,986,786 
1,000    Goodyear Tire & Rubber Company, Term Loan (d)    4.840%    4/30/10    Ba3    BB    1,003,125 
1,000    Goodyear Tire & Rubber Company, Third Lien Term Loan (d)    6.640%    3/01/11    B3    B-    952,500 
3,046    MetalForming Technologies, Inc., Term Loan A (a)    7.064%    9/30/07    N/R    N/R    2,512,760 
1,164    MetalForming Technologies, Inc., Term Loan B (PIK) (a)    8.064%    9/30/07    N/R    N/R    552,716 
3,042    Tenneco Automotive Inc., Term Loan B    5.120%    12/12/10    B1    B+    3,105,167 
1,466    Tenneco Automotive Inc., Term Loan B-1    5.110%    12/12/10    B1    B+    1,496,049 
773    United Components, Inc., Term Loan C    5.290%    6/30/10    B1    BB-    783,967 
 
 
                        23,681,134 
 
 
    Beverages - 3.3% (2.0% of total assets)                     
2,077    Constellation Brands, Inc., Term Loan    4.990%    11/30/11    Ba2    BB    2,097,691 
6,166    Dr. Pepper/Seven UP Bottling Group, Inc., Term Loan B    5.320%    12/19/10    B1    N/R    6,275,879 
 
 
                        8,373,570 
 
 
    Building Products - 2.8% (1.7% of total assets)                     
2,498    Masonite Corporation, Canadian Term Loan    7.250%    3/21/13    B2    BB+    2,501,775 
2,502    Masonite Corporation, Term Loan B    6.750%    5/13/11    B2    BB+    2,506,037 
1,990    Nortek, Inc., Term Loan B    5.340%    8/27/11    B2    B    2,018,606 
 
 
                        7,026,418 
 
 
    Chemicals - 6.7% (4.1% of total assets)                     
575    Celanese Holdings LLC, Delayed Term Loan (e)    0.750%    4/06/11    N/R    B+    9,101 
2,423    Celanese Holdings LLC, Term Loan C    5.625%    4/06/11    B1    B+    2,469,018 
2,000    GenTek Inc, Term Loan B    5.806%    12/31/10    B2    B+    1,996,563 
1,333    Headwaters Incorporated, Second Lien Term Loan    8.650%    9/01/12    B3    B-    1,361,944 
1,000    Huntsman International LLC, Term Loan    6.050%    3/31/10    B1    B    1,016,500 
4,000    Mosaic Company, Term Loan    4.570%    2/21/12    Ba2    BB+    4,042,500 
2,500    PQ Corporation, Term Loan    5.125%    2/11/12    B1    B+    2,531,250 
2,000    Rockwood Specialties Group, Inc., Tranche D    5.430%    7/30/12    B1    B+    2,025,625 
1,500    Wellman, Inc., First Lien Term Loan    6.743%    2/10/09    B1    B+    1,530,626 
 
 
                        16,983,127 
 
 
    Commercial Services & Supplies - 4.6% (2.8% of total assets)                     
1,486    Allied Waste North America, Inc., Letter of Credit    3.100%    3/21/12    B1    BB    1,491,039 
4,014    Allied Waste North America, Inc., Term Loan B    5.180%    3/12/21    B1    BB    4,027,424 
3,970    National Equipment Services, Inc., Term Loan    8.970%    8/17/10    B3    B    4,054,363 
1,930    Williams Scotsman, Inc., Term Loan    5.970%    12/31/06    B1    B+    1,956,792 
 
 
                        11,529,618 
 
 
    Communications Equipment - 0.8% (0.5% of total assets)                     
2,000    Conversant, Term Loan B    6.871%    3/30/11    B3    B    2,005,000 
 
 
    Construction & Engineering - 0.8% (0.5% of total assets)                     
2,000    Maxim Crane Works, Term Loan C    8.563%    1/28/12    N/R    N/R    2,056,250 
 
 
    Containers & Packaging - 6.2% (3.8% of total assets)                     
4,988    Graham Packaging Company, L.P., Term Loan B    5.650%    10/07/11    B2    B    5,059,642 
4,000    Graham Packaging Company, L.P., Term Loan C    7.313%    3/15/12    B2    CCC+    4,104,500 
437    Smurfit-Stone Container Corporation, Deposit-Funded Commitment    2.100%    11/01/11    Ba3    BB-    444,633 
3,481    Smurfit-Stone Container Corporation, Term Loan B    4.800%    11/01/11    Ba3    BB-    3,539,999 
1,071    Smurfit-Stone Container Corporation, Term Loan C    4.920%    11/01/11    Ba3    BB-    1,089,230 
1,474    United States Can Company, Term Loan B    6.940%    1/15/10    B3    B    1,481,147 
 
 
                        15,719,151 
 
 
    Diversified Telecommunication Services - 4.7% (2.9% of total assets)                     
3,000    Fairpoint Communications, Inc., Term Loan    5.170%    2/15/12    B1    BB-    3,038,250 
1,995    Intelsat, Ltd., Term Loan B    4.630%    7/06/11    B1    BB+    2,011,459 
2,000    Qwest Corporation, Term Loan A    7.390%    6/30/07    Ba3    BB-    2,060,625 
5,000    Qwest Corporation, Term Loan B    6.950%    6/30/10    Ba3    BB-    4,888,750 
 
 
                        11,999,084 
 
 
    Electric Utilities - 1.8% (1.1% of total assets)                     
1,426    Allegheny Energy Supply Company, LLC, Term Loan    5.610%    3/08/11    Ba3    BB-    1,440,222 
2,985    Calpine Construction Finance Company, L.P., Term Loan B    8.860%    8/31/09    B1    B+    3,111,705 
 
 
                        4,551,927 
 
 
    Electrical Equipment - 0.8% (0.5% of total assets)                     
1,704    Sensus Metering Systems Inc., Term Loan B-1    5.430%    12/17/10    B2    B+    1,721,391 
256    Sensus Metering Systems Inc., Term Loan B-2    5.430%    12/17/10    B2    B+    258,209 
 
 
                        1,979,600 
 
 
    Energy Equipment & Services - 0.4% (0.3% of total assets)                     
1,118    Pride Offshore, Inc., Term Loan    4.640 %    7/07/11    Ba1    BB+    1,136,506 
 
 
    Food Products - 2.4% (1.5% of total assets)                     
5,000    Dole Holding Company, LLC, Term Loan    8.000%    7/22/10    B3    B    5,193,750 
913    Michael Foods, Inc., Term Loan B    5.072%    11/20/10    B1    B+    926,443 
 
 
                        6,120,193 
 
 
    Gas Utilities - 1.2% (0.7% of total assets)                     
1,125    El Paso Corporation, Deposit-Funded Commitment    2.290%    11/23/09    B3    B-    1,132,656 
1,860    El Paso Corporation, Term Loan    5.875%    11/23/09    B3    B-    1,875,629 
 
 
                        3,008,285 
 
 
    Healthcare Equipment & Supplies - 2.3% (1.4% of total assets)                     
1,000    Advanced Medical Optics, Inc., Delayed Draw Term Loan (e)    0.250%    7/07/09    B1    BB-    9,375 
3,543    Advanced Medical Optics, Inc., Term Loan B    4.840%    6/25/09    B1    BB-    3,597,128 
2,272    Kinetic Concepts, Inc., Term Loan B-2    4.850%    8/11/10    Ba3    BB    2,307,871 
 
 
                        5,914,374 
 
 
    Healthcare Providers & Services - 9.2% (5.6% of total assets)                     
5,403    Community Health Systems, Inc., Term Loan    4.640%    8/19/11    Ba3    BB-    5,469,824 
1,985    IASIS Healthcare LLC, Term Loan B    5.370%    6/22/11    B1    B+    2,018,910 
1,002    Quintiles Transnational Corp., Term Loan B    4.840%    6/26/08    B1    BB-    1,007,269 
7,000    Select Medical Corporation, Term Loan    4.630%    2/24/12    B1    BB-    6,990,375 
2,597    Triad Hospitals, Inc., Term Loan B    5.320%    9/30/08    Ba2    BB    2,642,046 
2,993    Vanguard Health Holding Company I, LLC, Initial Sub Tranche 2 Term Loan    6.350%    9/23/11    B2    B    3,052,350 
1,990    Vanguard Health Holding Company I, LLC, Term Loan B    6.340%    9/23/11    B2    B    2,029,178 
 
 
                        23,209,952 
 
 
    Hotels, Restaurants & Leisure - 15.4% (9.5% of total assets)                     
6,910    24 Hour Fitness Worldwide, Inc., Term Loan B    6.250%    7/01/09    B1    B    7,022,034 
623    Ameristar Casinos, Inc., Incremental Term Loan    5.063%    12/20/06    B3    BB    633,015 
1,832    Ameristar Casinos, Inc., Term Loan B-1    5.063%    12/20/06    Ba3    BB    1,863,371 
1,990    Argosy Gaming Company, Term Loan B    4.850%    7/31/08    Ba1    BB    2,005,754 
1,995    Isle of Capri Casinos, Inc., Term Loan    4.609%    4/26/08    Ba2    BB-    2,024,177 
4,429    Jack in the Box Inc., Term Loan    4.850%    1/09/10    Ba2    BB    4,497,988 
7,990    OpBiz, LLC, Term Loan A    6.100%    8/31/10    B3    B-    8,024,643 
19    OpBiz, LLC, Term Loan B (PIK)    6.560%    8/31/10    B3    B-    19,249 
1,969    Resorts International, Term Loan B    7.250%    3/03/12    B2    B+    1,987,369 
427    Venetian Casino Resort, LLC, Delayed Draw Term Loan (e)    0.750%    6/15/11    B1    B+    1,870 
2,073    Venetian Casino Resort, LLC, Term Loan    4.810%    6/15/11    B1    B+    2,087,417 
843    Wyndham International, Inc., Term Loan I    7.688%    6/30/06    Caa1    B    844,999 
8,057    Wyndham International, Inc., Term Loan II    8.688%    4/01/06    B3    CCC+    8,082,936 
 
 
                        39,094,822 
 
 
    Household Durables - 1.7% (1.0% of total assets)                     
4,152    Sealy Mattress Company, Term Loan D    4.940%    4/06/12    B1    B+    4,176,005 
5,000    WCI Capital Corp., Term Loan B (a)(b)    0.000%    9/30/07    N/R    N/R    75,000 
 
 
                        4,251,005 
 
 
    Household Products - 0.8% (0.5% of total assets)                     
1,980    Prestige Brands, Inc., Term Loan B    5.380%    4/06/11    B1    B+    2,008,874 
 
 
    Insurance - 3.9% (2.4% of total assets)                     
9,589    Conseco, Inc., Term Loan    6.564%    6/22/10    B2    BB-    9,776,793 
 
 
    IT Services - 1.8% (1.1% of total assets)                     
4,625    Fidelity National, Term Loan B    4.651%    3/09/13    Ba3    BB    4,613,438 
 
 
    Machinery - 1.4% (0.8% of total assets)                     
1,482    Dresser-Rand Group Inc., Term Loan    5.360%    10/10/10    B1    B+    1,505,137 
1,943    Rexnord Corporation, Replacement Term Loan    6.270%    11/25/09    B1    B+    1,950,828 
 
 
                        3,455,965 
 
 
    Media - 27.2% (16.6% of total assets)                     
1,982    Advertising Directory Solutions Inc., Term Loan B    5.070%    11/09/11    B1    BB-    1,989,343 
6,242    American Media Operations, Inc., Term Loan C    5.875%    4/01/07    Ba3    B+    6,348,079 
1,332    CanWest Media Inc., Term Loan E    5.044%    6/18/09    Ba2    B+    1,348,746 
6,000    Century Cable Holdings, LLC, Discretionary Term Loan (b)    7.750%    12/31/09    N/R    N/R    5,944,500 
2,000    Century Cable Holdings, LLC, Revolver (b)(f)    6.750%    10/25/10    N/R    N/R    1,969,063 
1,640    Century Cable Holdings, LLC, Revolver (b)(f)    6.750%    10/25/10    N/R    N/R    1,614,632 
4,963    Charter Communications Operating, LLC, Term Loan B    6.440%    4/07/11    B2    B    4,914,426 
2,415    Dex Media East, LLC, Term Loan B    4.600%    11/10/08    Ba2    BB-    2,454,235 
4,666    Dex Media West, LLC, Term Loan B    4.780%    3/09/10    Ba2    BB-    4,739,041 
1,995    Emmis Operating Company, Term Loan    4.660%    11/10/11    Ba2    B+    2,022,986 
2,000    Freedom Communications, Inc., Term Loan B    4.597%    5/18/12    Ba2    BB    2,006,667 
1,990    Gray Television, Inc., Term Loan C    4.900%    12/31/10    Ba2    B+    2,016,545 
2,438    Lamar Media Corp., Tranche D    4.620%    6/30/10    Ba2    BB-    2,470,718 
5,000    Metro-Goldwyn-Mayer Studios, Inc., Term Loan B    5.380%    4/12/12    N/R    N/R    5,011,720 
2,048    PRIMEDIA Inc., Term Loan B    5.775%    6/30/09    N/R    B    2,061,109 
1,990    PRIMEDIA Inc., Term Loan C    7.375%    12/31/09    N/R    B    2,013,009 
4,359    R.H. Donnelley Inc., Tranche D    4.800%    6/30/11    Ba3    N/R    4,419,491 
3,000    Rainbow Media Holdings LLC, Term Loan    5.690%    3/31/12    N/R    N/R    3,045,312 
4,679    Regal Cinemas Corporation, Term Loan    5.093%    11/10/10    Ba3    BB-    4,753,768 
1,738    Sun Media Corporation, Term Loan B    5.190%    2/07/09    Ba2    B    1,766,207 
3,000    UPC Financing Partnership, Term Loan H2    5.752%    9/30/12    B1    B    3,004,715 
2,970    WMG Acquisition Corp., Term Loan    5.320%    2/27/11    B1    B+    2,997,844 
 
 
                        68,912,156 
 
 
    Metals & Mining - 2.0% (1.3% of total assets)                     
5,012    Amsted Industries Incorporated, Term Loan B    5.900%    10/15/10    B1    BB-    5,092,104 
 
 
    Multi-Utilities & Unregulated Power - 1.6% (1.0% of total assets)                     
875    NRG Energy, Inc., Credit-Linked Deposit    2.993%    12/24/11    Ba3    BB    886,047 
1,122    NRG Energy, Inc., Term Loan    5.250%    12/20/11    Ba3    BB    1,136,355 
1,995    Reliant Energy, Inc., Term Loan    6.040%    4/30/10    B1    B+    1,997,494 
 
 
                        4,019,896 
 
 
    Paper & Forest Products - 2.2% (1.4% of total assets)                     
1,579    Boise Cascade Holdings, LLC, Term Loan D    4.740%    3/29/11    Ba3    N/R    1,595,943 
3,000    NewPage Corporation, Term Loan B (d)    6.379%    5/02/05    B1    B    3,018,750 
1,000    White Birch Paper Company, Second Lien Term Loan    12.250%    3/31/13    B3    B-    1,006,250 
 
 
                        5,620,943 
 
 
    Pharmaceuticals - 1.8% (1.1% of total assets)                     
2,458    Alpharma Operating Corporation, Term Loan A    5.280%    10/05/07    B1    B+    2,452,887 
2,000    Talecris Biotherapeutics Inc., Term Loan B    6.170%    3/31/10    N/R    N/R    2,010,000 
 
 
                        4,462,887 
 
 
    Real Estate - 5.9% (3.6% of total assets)                     
2,000    General Growth Properties, Inc., Term Loan A    5.110%    10/28/04    Ba2    BB+    2,011,980 
4,989    General Growth Properties, Inc., Term Loan B    5.100%    11/12/08    Ba2    BB+    5,029,584 
4,900    LNR Property Corp., Term Loan    5.810%    2/03/08    B2    B+    4,926,187 
3,000    LNR Property Corp., Term Loan B    8.060%    2/03/08    B2    B+    3,035,000 
 
 
                        15,002,751 
 
 
    Specialty Retail - 5.6% (3.4% of total assets)                     
1,363    Micro Warehouse, Inc., Term Loan B (a)(b)(g)    0.000%    1/30/07    N/R    N/R    27,260 
3,000    Movie Gallery Inc., Term Loan B (d)    6.140%    4/01/11    B1    B+    3,026,250 
6,134    Norwood Promotional Products, Inc., Term Loan A    9.250%    8/16/09    N/R    N/R    6,088,477 
5,362    Norwood Promotional Products, Inc., Term Loan B    1.000%    8/16/11    N/R    N/R    2,480,099 
2,651    Shemin Holdings Corporation, Term Loan B    6.813%    1/28/07    N/R    N/R    2,611,507 
 
 
                        14,233,593 
 
 
    Textiles & Apparel - 2.1% (1.3% of total assets)                     
5,333    Jostens IH Corp., Term Loan C    5.190%    7/29/10    B1    B+    5,418,910 
 
 
    Trading Companies & Distributors - 0.8% (0.5% of total assets)                     
2,000    Ashtead Group Public Limited Company, Term Loan    5.063%    11/12/09    N/R    BB-    2,028,750 
 
 
    Total Variable Rate Senior Loan Interests (cost $352,315,823)                    346,184,491 
 
 
Principal            Stated    Ratings**         
Amount (000)    Description(1)    Coupon    Maturity    Moody's    S&P    Value 
 
 
    CORPORATE and MUNICIPAL BONDS - 16.4% (10.0% of total assets)                     
    Commercial Services & Supplies - 0.1% (0.1% of total assets)                     
1,215    California Pollution Control Finance Authority, CanFibre of Riverside Project (a)(b)(c)(g)    9.440%    7/01/14    N/R    N/R    157,974 
656    California Pollution Control Finance Authority, CanFibre of Riverside Project (a)(b)(c)(g)    9.000%    7/01/19    N/R    N/R    85,306 
 
 
                        243,280 
 
 
    Hotels, Restaurants & Leisure - 7.4% (4.5% of total assets)                     
5,350    Mandalay Resort Group    6.450%    2/01/06    Ba2    BB+    5,436,938 
1,500    MGM Grand    7.250%    10/15/06    N/R    N/R    1,548,750 
7,000    MGM Mirage    9.750%    6/01/07    Ba2    BB-    7,577,500 
1,443    Park Place Entertainment    7.875%    12/15/05    Ba2    BB-    1,473,664 
2,400    Park Place Entertainment    8.875%    9/15/08    Ba2    BB-    2,649,000 
 
 
                        18,685,852 
 
 
    Household Durables - 1.2% (0.7% of total assets)                     
3,000    Standard Pacific Corporation    6.500%    10/01/08    Ba2    BB    3,045,000 
 
 
    Machinery - 0.8% (0.5% of total assets)                     
2,000    Navistar International, Series B    9.375%    6/01/06    Ba3    BB-    2,070,000 
 
 
    Media - 4.2% (2.6% of total assets)                     
1,930    AMC Entertainment    9.875%    2/01/12    B3    CCC+    1,939,650 
2,000    Cablevision Systems Corp, Floating Rate Note, 4.500% plus six-month LIBOR    7.909%    4/01/09    B3    B+    2,050,000 
2,500    PRIMEDIA Inc., Floating Rate Note, 5.370% plus three-month LIBOR, 144A    8.580%    5/15/10    B3    B    2,637,500 
4,000    WMG Acquisition Corp., Floating Rate Note, 4.375% plus three-month LIBOR, 144A    7.585%    12/15/11    Caa2    B-    4,140,000 
 
 
                        10,767,150 
 
 
    Oil & Gas - 2.7% (1.6% of total assets)                     
6,417    Tesoro Petroleum Corporation    8.000%    4/15/08    Ba2    BBB-    6,753,894 
 
 
    Total Corporate And Municipal Bonds (cost $41,683,389)                    41,565,176 
 
 
Shares (000)    Description(1)                    Value 
 
 
    EQUITIES - 0.0% (0.0% of total assets)                     
    Auto Components - 0.0% (0.0% of total assets)                     
280    MetalForming Technologies, Inc. (g)                    - 
 
 
    Total Equities (cost $0)                    - 
 
 
    WARRANTS - 0.0% (0.0% of total assets)                     
    Multi-Utilities & Unregulated Power - 0.0% (0.0% of total assets)                     
6    Reliant Energy, Inc.                    33,862 
 
 
    Total Warrants (cost $40,254)                    33,862 
 
 
Principal                         
Amount (000)    Description(1)                    Value 
 
 
    HIGH-GRADE SHORT-TERM INVESTMENTS - 5.8% (3.6% of total assets)                     
$ 14,672    State Street Bank Euro Dollar Time Deposit, 2.700%, 5/02/05                    14,672,270 
 
 
    Total High-Grade Short-Term Investments (cost $14,672,270)                    14,672,270 
 
 
    Total Investments (cost $408,711,736) - 158.8% (97.4% of total assets)                    402,455,799 
 
 
    Borrowings Payable - (40.6)%+                    (103,000,000) 
 
 
    Other Assets Less Liabilities - (0.0)%                    (59,855) 
 
 
    Taxable Auctioned Preferred Shares, at Liquidation Value (18.2)%                    (46,000,000) 
 
 
    Net Assets Applicable to Common Shares - 100%                    $253,395,944 

(1)    All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares 
    unless otherwise noted. 
 
(2)    Senior Loans in which the Fund invests generally pay interest at rates which are periodically adjusted by 
    reference to a base short-term, floating lending rate plus an assigned fixed rate. These floating lending rates 
    are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate ("LIBOR"), or (ii) the 
    prime rate offered by one or more major United States banks. 
 
    Senior Loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive 
    approval from the Agent Bank and/or Borrower prior to the disposition of a Senior Loan. 
 
    The Fund had unfunded loan commitments of $2,002,172 at April 30, 2005. 
 
*    Senior Loans in the Fund's portfolio generally are subject to mandatory and/or optional prepayment 
    Because of these mandatory prepayment conditions and because there may be significant economic 
    incentives for a Borrower to prepay, prepayments of Senior Loans in the Fund's portfolio may occur. As a 
    result, the actual remaining maturity of Senior Loans held in the Fund's portfolio may be substantially less 
    than the stated maturities shown. The Fund estimates that the actual average maturity of the Senior Loans 
    held in its portfolio will be approximately 18-24 months. 
 
**    Ratings below Baa by Moody's Investor Service, Inc. or BBB by Standard & Poor's Group are considered to 
    be below investment grade. 
 
(a)    At or subsequent to April 30, 2005, this issue was non-income producing. 
 
(b)    At or subsequent to April 30, 2005, this issue was under the protection of the federal bankruptcy court. 
 
(c)    On January 1, 2002, CFR Holdings, Inc. (an entity formed by Nuveen for the benefit of the Nuveen Funds 
    owning various interests in CanFibre of Riverside) took possession of the CanFibre of Riverside assets 
    on behalf of the various Nuveen Funds. CFR Holdings, Inc. determined that a sale of the facility was in the 
    best interest of shareholders and proceeded accordingly. 
 
(d)    Purchased on a when-issued or delayed delivery basis. 
 
(e)    Position represents an unfunded loan commitment outstanding at April 30, 2005. The Fund had unfunded 
    loan commitments of $2,002,172 at April 30, 2005. 
 
(f)    Position represents participation commitment outstanding at April 30, 2005. 

The Fund had the following participation commitments outstanding at April 30, 2005: 
 
    Commitment    Market 
Counterparty    Amount    Value 
 
Bear, Stearns & Co., Inc.    $2,000,000    $1,969,063 
Morgan Stanley    1,640,000    1,614,632 

(g)    Investment valued at fair value using methods determined in good faith by, or at the direction of, the Board of 
    Trustees. 
144A    144A securities are those which are exempt from registration under Rule 144A of the Securities Act of 1933, 
    as amended. These securities may only be resold in transactions exempt from registration which are normally 
    those transactions with qualified institutional buyers. 
(PIK)    In lieu of cash payment, interest accrued on "Payment in Kind" investment increases principal outstanding. 
N/R    Investment is not rated. 
+    Borrowings payable as a percentage of total assets is (24.9%). 

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 recognizing certain gains and losses on     
investment transactions.     
 
At April 30, 2005, the cost of investments was $408,728,486.     
 
Gross unrealized appreciation and gross unrealized depreciation of investments at April 30, 2005,     
were as follows:     
 
Gross unrealized:     
 Appreciation    $5,173,724 
 Depreciation    (11,446,411) 
 
Net unrealized appreciation (depreciation) of investments    $ (6,272,687) 

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 Senior Income Fund        

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

Date         06/29/05        

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         06/29/05        

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

Date         06/29/05        

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