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)

Kevin J. McCarthy—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:        7/31      

Date of reporting period:    4/30/2009   

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

Nuveen Senior Income Fund (NSL)
April 30, 2009

						Weighted
Principal						Average
Amount (000)				Description (1)		Coupon		Maturity (2)		Ratings (3)		Value
				Variable Rate Senior Loan Interests – 125.5% (83.7% of Total Investments) (4)
				Aerospace & Defense – 1.2% (0.8% of Total Investments)
$	574			DAE Aviation Holdings, Inc., Term Loan B1		4.392%		7/31/14		B+		$	338,936
	565			DAE Aviation Holdings, Inc., Term Loan B2		4.790%		7/31/14		B+			333,276
	792			Vought Aircraft Industries, Inc., Term Loan		2.930%		12/22/11		Ba3			626,771
	364			Vought Aircraft Industries, Inc., Tranche B, Letter of Credit		3.001%		12/22/10		Ba3			263,636
	2,295			Total Aerospace & Defense									1,562,619
				Airlines – 4.9% (3.2% of Total Investments)
	1,960			Delta Air Lines, Inc., Credit Linked Deposit		2.478%		4/30/12		Ba2			1,328,880
	1,965			Delta Air Lines, Inc., Term Loan		3.739%		4/30/14		B			1,016,069
	2,586			Northwest Airlines, Inc., DIP Term Loan		2.460%		12/31/10		BB-			2,397,360
	3,090			United Air Lines, Inc., Term Loan B		2.456%		2/01/14		B+			1,568,921
	9,601			Total Airlines									6,311,230
				Auto Components – 1.6% (1.1% of Total Investments)
	2,435			Federal-Mogul Corporation, Tranche B, Term Loan, DD1		2.430%		12/29/14		BB-			1,391,861
	1,243			Federal-Mogul Corporation, Tranche C, Term Loan, DD1		2.389%		12/28/15		BB-			710,378
	3,678			Total Auto Components									2,102,239
				Building Products – 7.4% (4.9% of Total Investments)
	796			Atrium Companies, Inc., Term Loan		12.494%		5/31/12		CCC-			168,375
	2,000			Building Materials Corporation of America, Term Loan, Second Lien		6.250%		9/15/14		Caa2			1,170,000
	5,896			Building Materials Corporation of America, Term Loan		3.250%		2/22/14		B+			4,443,975
	2,449			Euramax Holdings, Inc., Term Loan		8.750%		6/29/12		CCC-			587,859
	2,400			Stile Acquisition Corporation, Canadian Term Loan		4.250%		4/05/13		Caa3			1,175,174
	2,427			Stile Acquisition Corporation, Term Loan B		4.250%		4/05/13		Caa3			1,188,138
	1,950			TFS Acquisition, Term Loan		4.720%		8/11/13		B2			901,875
	17,918			Total Building Products									9,635,396
				Chemicals – 5.0% (3.3% of Total Investments)
	400			Celanese US Holdings LLC, Credit Linked Deposit		2.001%		4/02/14		BB+			356,091
	1,991			Georgia Gulf Corporation, Term Loan, WI/DD		TBD		TBD		B3			1,287,222
	246			Hexion Specialty Chemicals, Inc., Term Loan C1, WI/DD		TBD		TBD		B1			122,174
	54			Hexion Specialty Chemicals, Inc., Term Loan C2, WI/DD		TBD		TBD		B1			26,540
	2,925			Hexion Specialty Chemicals, Inc., Term Loan C4		3.438%		5/05/13		B1			1,477,125
	708			Huntsman International LLC, Term Loan		2.178%		4/19/14		Ba1			587,928
	906			Ineos US Finance LLC, Tranche B2		7.501%		12/16/13		CCC+			486,348
	906			Ineos US Finance LLC, Tranche C2		8.001%		12/16/14		CCC+			486,361
	1,000			LyondellBasell Finance Company, Term Loan B2, (5), (6), DD1		7.000%		12/22/14		Caa2			320,000
	1,975			Univar, Inc., Term Loan		4.220%		10/10/14		B+			1,291,156
	11,111			Total Chemicals									6,440,945
				Commercial Services & Supplies – 1.2% (0.8% of Total Investments)
	2,015			Rental Services Corporation, Term Loan, DD1		4.506%		11/27/13		B-			1,309,504
	541			Workflow Holdings Corporation, Term Loan		8.000%		11/30/11		Caa1			278,694
	2,556			Total Commercial Services & Supplies									1,588,198
				Construction Materials – 0.9% (0.6% of Total Investments)
	2,000			McJunkin Red Man Holding Corporation, Term Loan		3.678%		1/31/14		B-			1,156,667
				Containers & Packaging – 1.1% (0.7% of Total Investments)
	414			Graham Packaging Company, L.P., Term Loan		2.758%		10/07/11		B+			374,794
	193			Smurfit-Stone Container Corporation, Canadian Revolver		3.199%		1/28/10		D			151,615
	117			Smurfit-Stone Container Corporation, Deposit-Funded Commitment		0.000%		1/28/10		D			89,966
	133			Smurfit-Stone Container Corporation, Term Loan B		2.820%		1/28/10		D			102,384
	250			Smurfit-Stone Container Corporation, Term Loan C		2.820%		1/28/10		D			194,730
	76			Smurfit-Stone Container Corporation, Tranche C1		2.820%		1/28/10		D			58,875
	580			Smurfit-Stone Container Corporation, US Revolver		2.724%		1/28/10		D			455,664
	1,763			Total Containers & Packaging									1,428,028
				Diversified Consumer Services – 1.4% (0.9% of Total Investments)
	955			Cengage Learning Acquisitions, Inc., Term Loan		2.930%		7/05/14		B+			708,961
	1,250			West Corporation, Term Loan		2.703%		10/24/13		BB-			1,057,957
	2,205			Total Diversified Consumer Services									1,766,918
				Diversified Financial Services – 0.9% (0.6% of Total Investments)
	1,796			Fox Acquisition Sub LLC, Term Loan B		7.250%		7/14/15		B			1,104,433
				Diversified Telecommunication Services – 3.3% (2.2% of Total Investments)
	328			Intelsat, Tranche B, Term Loan A		2.989%		1/03/14		BB-			299,865
	327			Intelsat, Tranche B, Term Loan B		2.989%		1/03/14		BB-			299,774
	327			Intelsat, Tranche B, Term Loan C		2.989%		1/03/14		BB-			299,774
	2,000			Intelsat, Unsecured Term Loan		2.978%		2/01/14		BB-			1,586,000
	2,267			Level 3 Financing, Inc., Term Loan		3.195%		3/13/14		B+			1,825,800
	5,000			WCI Capital Corporation, Term Loan B, (5), (6)		0.000%		9/30/07		N/R			41,250
	10,249			Total Diversified Telecommunication Services									4,352,463
				Electric Utilities – 3.7% (2.4% of Total Investments)
	403			Calpine Corporation, DIP Revolver, (7)		2.577%		3/31/14		B+			234,259
	2,203			Calpine Corporation, DIP Term Loan		4.095%		3/29/14		B+			1,883,900
	1,960			TXU Corporation, Term Loan B2		3.969%		10/10/14		B+			1,331,721
	1,970			TXU Corporation, Term Loan B3		3.969%		10/10/14		B+			1,335,794
	6,536			Total Electric Utilities									4,785,674
				Electrical Equipment – 2.6% (1.7% of Total Investments)
	2,901			Allison Transmission Holdings, Inc., Term Loan		3.219%		8/07/14		B			2,094,109
	1,383			Sensus Metering Systems, Inc., Term Loan B1		2.801%		12/17/10		BB			1,251,261
	4,284			Total Electrical Equipment									3,345,370
				Electronic Equipment & Instruments – 1.1% (0.7% of Total Investments)
	1,945			Sensata Technologies B.V., Term Loan		2.803%		4/27/13		B			1,376,088
				Energy Equipment & Services – 0.5% (0.4% of Total Investments)
	442			Dresser-Rand Group, Inc., Term Loan		3.452%		5/04/14		B+			380,669
	750			SemGroup, L.P., Term Loan B2, WI/DD		TBD		TBD		Caa3			317,500
	1,192			Total Energy Equipment & Services									698,169
				Food Products – 1.7% (1.1% of Total Investments)
	252			Dole Food Company, Inc., Deposit-Funded Commitment		7.979%		4/12/13		Ba3			240,962
	441			Dole Food Company, Inc., Term Loan B		7.965%		4/12/13		Ba3			422,312
	1,644			Dole Food Company, Inc., Term Loan C		7.974%		4/12/13		Ba3			1,573,573
	2,337			Total Food Products									2,236,847
				Health Care Equipment & Supplies – 1.0% (0.7% of Total Investments)
	941			Symbion, Inc., Term Loan A		3.678%		8/01/13		Ba3			669,286
	941			Symbion, Inc., Term Loan B		3.678%		8/01/14		Ba3			669,286
	1,882			Total Health Care Equipment & Supplies									1,338,572
				Health Care Providers & Services – 11.8% (7.9% of Total Investments)
	2,333			HCA, Inc., Term Loan A		3.220%		11/18/12		BB			2,117,186
	2,679			HCA, Inc., Term Loan, DD1		3.470%		11/18/13		BB			2,424,323
	4,126			Health Management Associates, Inc., Term Loan		2.970%		2/28/14		BB-			3,589,993
	739			HealthSouth Corporation, Term Loan		2.959%		3/10/13		BB-			670,070
	460			IASIS Healthcare LLC, Delayed Term Loan		2.428%		3/14/14		Ba2			409,944
	124			IASIS Healthcare LLC, Letter of Credit		0.335%		3/14/14		Ba2			110,145
	1,947			IASIS Healthcare LLC, PIK Term Loan		6.289%		6/15/14		CCC+			1,044,857
	1,330			IASIS Healthcare LLC, Term Loan		2.428%		3/14/14		Ba2			1,184,659
	3,860			LifeCare, Term Loan B		5.290%		8/11/12		B2			2,340,125
	1,579			Vanguard Health Holding Company II LLC, Replacement Term Loan		2.678%		9/23/11		Ba3			1,492,917
	19,177			Total Health Care Providers & Services									15,384,219
				Hotels, Restaurants & Leisure – 13.3% (8.9% of Total Investments)
	4,850			24 Hour Fitness Worldwide, Inc., Term Loan B		3.311%		6/08/12		Ba3			3,201,000
	752			Ameristar Casinos, Inc., Term Loan B		4.506%		11/10/12		BB+			676,744
	763			CBRL Group, Inc., Term Loan B1		2.688%		4/27/13		BB-			675,976
	92			CBRL Group, Inc., Term Loan B2		2.010%		4/28/13		BB-			81,320
	3,499			CCM Merger, Inc., Term Loan B		8.500%		7/13/12		B+			2,309,607
	1,927			Cedar Fair LP, Term Loan		2.428%		8/30/12		BB-			1,755,556
	1,000			Fontainebleau Las Vegas LLC, Delayed Term Loan		3.685%		6/06/14		CCC			165,000
	2,500			Fontainebleau Las Vegas LLC, Term Loan, DD1		4.527%		6/06/14		CCC			412,500
	455			Isle of Capri Casinos, Inc., Delayed Term Loan A, DD1		2.970%		11/25/13		B+			368,423
	581			Isle of Capri Casinos, Inc., Delayed Term Loan B, DD1		2.178%		11/25/13		B+			470,241
	1,280			Isle of Capri Casinos, Inc., Delayed Term Loan, DD1		2.970%		11/25/13		B+			1,036,886
	1,000			QCE LLC, Term Loan		6.982%		11/05/13		N/R			340,000
	983			Travelport LLC, Delayed Term Loan		2.678%		8/23/13		Ba2			673,013
	268			Travelport LLC, Letter of Credit		3.470%		8/23/13		Ba2			180,600
	1,334			Travelport LLC, Term Loan		2.965%		8/23/13		Ba2			900,073
	794			Venetian Casino Resort LLC, Delayed Term Loan		2.180%		5/23/14		B-			483,979
	3,144			Venetian Casino Resort LLC, Term Loan		2.180%		5/23/14		B-			1,916,411
	2,440			Wintergames Holdings, Term Loan A		7.930%		12/22/13		N/R			1,647,275
	27,662			Total Hotels, Restaurants & Leisure									17,294,604
				Household Durables – 0.0% (0.0% of Total Investments)
	19			Shea Homes, Inc., Term Loan		4.500%		10/27/11		N/R			12,927
				Insurance – 1.9% (1.3% of Total Investments)
	5,834			Conseco, Inc., Term Loan		6.500%		10/10/13		Caa1			2,450,457
				Internet Software & Services – 0.6% (0.4% of Total Investments)
	1,477			Open Solutions, Inc., Term Loan B		3.225%		1/23/14		BB-			812,565
				IT Services – 2.9% (1.9% of Total Investments)
	2,500			CDW Corporation, Term Loan, WI/DD		TBD		TBD		BB-			1,626,563
	965			First Data Corporation, Term Loan B1		3.189%		9/24/14		Ba3			707,660
	733			Infor Global Solutions Intermediate Holdings, Ltd., Delayed Term Loan		0.000%		7/28/12		B+			240,167
	342			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan, First Lien, WI/DD		TBD		TBD		N/R			246,225
	1,267			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan, Second Lien		6.678%		3/02/14		CCC+			414,833
	655			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan, WI/DD		TBD		TBD		B+			471,933
	6,462			Total IT Services									3,707,381
				Leisure Equipment & Products – 2.9% (1.9% of Total Investments)
	3,244			Bombardier Recreational Products, Inc., Term Loan		3.950%		6/28/13		Caa1			1,654,195
	1,717			Herbst Gaming, Inc., Delayed Term Loan, (6)		0.000%		12/02/11		D			380,646
	3,250			Herbst Gaming, Inc., Term Loan, (6)		0.000%		12/02/11		D			720,410
	3,686			Wimar OpCo LLC, Term Loan, (5)		6.500%		1/03/12		N/R			1,022,828
	11,897			Total Leisure Equipment & Products									3,778,079
				Machinery – 3.4% (2.3% of Total Investments)
	356			Navistar International Corporation, Synthetic Letter of Credit		3.678%		1/19/12		Ba3			290,920
	978			Navistar International Corporation, Term Loan		3.678%		1/19/12		Ba3			800,031
	1,695			Oshkosh Truck Corporation, Term Loan		7.243%		12/06/13		B+			1,399,117
	551			Rexnord Corporation, Incremental Term Loan		2.438%		7/19/13		BB-			436,301
	1,869			Rexnord Corporation, Term Loan		3.362%		7/19/13		BB-			1,488,074
	5,449			Total Machinery									4,414,443
				Media – 15.9% (10.6% of Total Investments)
	1,874			American Media Operations, Inc., Term Loan		10.000%		1/13/13		B-			1,036,396
	1,436			Carmike Cinemas, Inc., Term Loan		5.190%		5/19/12		B1			1,223,074
	960			Cequel Communications LLC, Term Loan B		2.477%		11/05/13		BB-			872,640
	1,000			Charter Communications Operating Holdings LLC, Holdco Term Loan		6.750%		3/06/14		B1			668,000
	4,995			Charter Communications Operating Holdings LLC, Term Loan, DD1		4.464%		3/06/14		B1			4,226,976
	3,000			Citadel Broadcasting Corporation, Term Loan		2.953%		6/12/14		CCC+			1,241,250
	2,854			Idearc, Inc., Term Loan		4.250%		11/17/14		Caa3			1,123,001
	3,890			Metro-Goldwyn-Mayer Studios, Inc., Term Loan B		3.678%		4/08/12		N/R			1,907,706
	1,893			Neilsen Finance LLC, Term Loan		2.469%		8/09/13		Ba3			1,609,818
	1,888			Philadelphia Newspapers, Term Loan		7.750%		6/29/13		N/R			465,757
	1,995			Readers Digest Association, Inc., Term Loan		3.287%		3/02/14		CCC			683,257
	500			Spanish Broadcasting System, Inc., Term Loan B, WI/DD		TBD		TBD		CCC+			183,750
	2,910			Tribune Company, Term Loan B, (5), (6)		5.250%		6/04/14		Ca			853,896
	683			Tribune Company, Term Loan X, (5), (6)		5.000%		6/04/09		Ca			199,339
	6,000			Univision Communications, Inc., Term Loan		2.678%		9/29/14		B2			3,691,500
	831			WMG Acquisition Corporation, Term Loan		2.804%		2/28/11		BB			768,664
	36,709			Total Media									20,755,024
				Metals & Mining – 2.6% (1.8% of Total Investments)
	413			Aleris International, Inc., DIP Term Loan, (5), (7)		5.200%		2/12/10		BB-			265,293
	4			Aleris International, Inc., Term Loan, (5)		12.500%		2/13/10		D			1,395
	1,965			Edgen Murray II LP, Term Loan		3.703%		5/11/14		B			1,242,863
	2,642			John Maneely Company, Term Loan		4.110%		12/08/13		B+			1,918,876
	5,024			Total Metals & Mining									3,428,427
				Oil, Gas & Consumable Fuels – 7.5% (5.0% of Total Investments)
	1,139			Alon Refining Krotz Springs, Inc., Term Loan		10.750%		7/03/14		B+			825,707
	56			Alon USA Energy, Inc., Edgington Facility		3.421%		6/22/13		BB			26,108
	452			Alon USA Energy, Inc., Paramount Facility		2.857%		6/22/13		BB			208,862
	1,107			Big West Oil LLC, Delayed Term Loan, (5), DD1		4.500%		5/15/14		Ca			896,639
	881			Big West Oil LLC, Term Loan, (5), DD1		4.500%		5/15/14		Ca			713,236
	177			Calumet Lubricants Company LP, Credit Linked Deposit, DD1		5.016%		1/03/15		B1			116,623
	1,322			Calumet Lubricants Company LP, Term Loan, DD1		5.234%		1/03/15		B1			872,629
	158			Coffeyville Resources LLC, Credit Linked Deposit		8.750%		12/28/10		BB-			127,329
	508			Coffeyville Resources LLC, Tranche D, Term Loan		8.750%		12/28/13		BB-			409,073
	1,708			Quicksilver Resource, Inc., Term Loan		6.750%		8/08/13		B2			1,494,844
	1,978			Venoco, Inc., Term Loan		5.250%		5/07/14		B			1,305,442
	3,481			Western Refining, Inc., Term Loan		8.250%		5/30/14		BB-			2,793,536
	12,967			Total Oil, Gas & Consumable Fuels									9,790,028
				Paper & Forest Products – 1.4% (1.0% of Total Investments)
	3,940			Wilton Products, Term Loan		3.698%		11/16/14		B+			1,871,500
				Pharmaceuticals – 0.2% (0.2% of Total Investments)
	1,000			Graceway Pharmaceuticals Inc, Term Loan, WI/DD		TBD		TBD		BB			313,600
				Real Estate Management & Development – 4.5% (3.0% of Total Investments)
	3,721			Capital Automotive LP, Term Loan		2.260%		12/15/10		Ba1			2,446,591
	4,020			LNR Property Corporation, Term Loan B		4.000%		7/12/11		BB			2,146,680
	1,940			Realogy Corporation, Delayed Term Loan		4.159%		10/10/13		Caa1			1,264,627
	9,681			Total Real Estate Management & Development									5,857,898
				Road & Rail – 2.8% (1.8% of Total Investments)
	5,824			Swift Transportation Company, Inc., Term Loan		3.813%		5/10/14		B-			3,578,338
				Semiconductors & Equipment – 0.7% (0.5% of Total Investments)
	1,506			Freescale Semiconductor, Inc., Term Loan		2.259%		12/01/13		B2			886,957
				Software – 2.1% (1.4% of Total Investments)
	2,512			Dealer Computer Services, Inc., Term Loan		2.428%		10/26/12		BB			1,769,622
	2,000			IPC Systems, Inc., Term Loan, Second Lien		6.500%		5/31/15		CCC+			393,333
	931			IPC Systems, Inc., Term Loan		3.470%		5/31/14		B+			513,764
	5,443			Total Software									2,676,719
				Specialty Retail – 8.4% (5.6% of Total Investments)
	143			Blockbuster, Inc., Tranche A, Term Loan		6.050%		8/20/09		B1			131,254
	1,047			Blockbuster, Inc., Tranche B, Term Loan		5.825%		8/20/11		B1			715,912
	1,649			Burlington Coat Factory Warehouse Corporation, Term Loan, DD1		2.680%		5/28/13		B3			1,149,906
	1,337			Michaels Stores, Inc., Term Loan		2.696%		10/31/13		B			929,940
	1,122			Micro Warehouse, Inc., Term Loan B, (5), (6), (8)		0.000%		1/30/07		N/R			165,826
	3,876			Norwood Promotional Products, Inc., Term Loan A		6.750%		8/17/09		N/R			3,100,786
	6,536			Norwood Promotional Products, Inc., Term Loan B		3.000%		8/17/11		N/R			718,974
	2,000			Toys “R” Us – Delaware, Inc., Term Loan B		4.697%		7/19/12		BB-			1,579,286
	3,948			TRU 2005 RE Holding Co I LLC, Term Loan		3.509%		12/08/09		B3			2,496,795
	21,658			Total Specialty Retail									10,988,679
				Trading Companies & Distributors – 1.8% (1.2% of Total Investments)
	824			Ashtead Group Public Limited Company, Term Loan		2.250%		8/31/11		BB+			745,722
	393			Brenntag Holdings GmbH & Co. KG, Acquisition Facility		2.505%		1/20/14		B+			318,110
	1,607			Brenntag Holdings GmbH & Co. KG, Facility B2		3.175%		1/20/14		B+			1,301,892
	2,824			Total Trading Companies & Distributors									2,365,724
				Wireless Telecommunication Services – 1.3% (0.9% of Total Investments)
	2,000			Asurion Corporation, Term Loan		3.775%		7/03/14		N/R			1,747,000
$	269,901			Total Variable Rate Senior Loan Interests (cost $248,751,278)									163,344,425

Principal

Amount (000)

Description (1)

Coupon

Maturity

Ratings (3)

Value

Convertible Bonds – 1.9% (1.3% of Total Investments)

Food & Staples Retailing – 1.5% (1.0% of Total Investments)

$

3,000

Great Atlantic & Pacific Tea Company Inc.

5.125%

6/15/11

CCC+

$

1,935,000

Semiconductors & Equipment – 0.4% (0.3% of Total Investments)

1,000

Advanced Micro Devices, Inc.

5.750%

8/15/12

CCC+

537,500

$

4,000

Total Convertible Bonds (cost $2,133,902)

2,472,500

Principal
Amount (000)				Description (1)		Coupon		Maturity		Ratings (3)		Value
				Corporate Bonds – 8.9% (5.9% of Total Investments)
				Auto Components – 0.2% (0.2% of Total Investments)
$	400			Exide Technologies		10.500%		3/15/13		B-		$	302,000
				Electronic Equipment & Instruments – 0.6% (0.4% of Total Investments)
	1,450			Sanmina-SCI Corporation		8.125%		3/01/16		B3			739,500
				Food & Staples Retailing – 0.7% (0.4% of Total Investments)
	1,000			Duane Reade Inc., Floating Rate Note, 4.500% plus three-month LIBOR		5.516%		12/15/10		CCC+			855,000
				Health Care Equipment & Supplies – 1.8% (1.2% of Total Investments)
	3,000			Select Medical Corporation		7.625%		2/01/15		B3			2,295,000
				Health Care Providers & Services – 1.5% (1.0% of Total Investments)
	2,000			HCA Inc., 144A		8.500%		4/15/19		BB			2,022,500
				Household Durables – 0.2% (0.1% of Total Investments)
	400			Sealy Mattress Company		8.250%		6/15/14		CCC+			268,000
				Leisure Equipment & Products – 0.7% (0.5% of Total Investments)
	1,000			Remington Arms Company		10.500%		2/01/11		B3			945,000
				Oil, Gas & Consumable Fuels – 0.0% (0.0% of Total Investments)
	1,000			SemGroup LP, 144A, (6), (9)		8.750%		11/15/15		N/R			37,500
				Paper & Forest Products – 0.5% (0.4% of Total Investments)
	2,000			Verso Paper Holdings LLC, Series B, Floating Rate Note, 3.750% plus three-month LIBOR		4.766%		8/01/14		B-			685,000
				Pharmaceuticals – 0.7% (0.4% of Total Investments)
	1,000			Elan Financing Corporation PLC, Floating Rate Note, 4.000% plus three-month LIBOR		5.016%		11/15/11		B			865,000
				Semiconductors & Equipment – 0.8% (0.5% of Total Investments)
	100			Avago Technologies Finance Pte. Ltd., Floating Rate Note, 5.500% plus three-month LIBOR		6.516%		6/01/13		BB-			84,000
	1,350			NXP BV, 144A		10.000%		7/15/13		N/R			951,750
	1,450			Total Semiconductors & Equipment									1,035,750
				Textiles, Apparel & Luxury Goods – 1.2% (0.8% of Total Investments)
	2,000			HanesBrands Inc., Floating Rate Note, 3.375% plus six-month LIBOR		4.940%		12/15/14		B			1,540,000
$	16,700			Total Corporate Bonds (cost $12,362,411)									11,590,250

Principal
Amount (000)				Description (1)		Coupon		Maturity				Value
				Short-Term Investments – 13.7% (9.1% of Total Investments)
$	17,820			Repurchase Agreement with Fixed Income Clearing Corporation, dated 4/30/09, repurchase price $17,820,298, collateralized by $16,785,000 U.S. Treasury Notes, 3.500%, due 5/31/13, value $18,179,834		0.080%		5/01/09				$	17,820,258
				Total Short-Term Investments (cost $17,820,258)									17,820,258
				Total Investments (cost $281,067,849) – 150.0%									195,227,433
				Borrowings – (25.3)% (10)									(32,900,000	)
				Other Assets Less Liabilities – (4.7)%									(6,156,871	)
				Preferred Shares, at Liquidation Value – (20.0)% (10)									(26,000,000	)
				Net Assets Applicable to Common Shares – 100%								$	130,170,562

During the current fiscal period, the Fund adopted the provisions of Statement of Financial Accounting Standards No. 157 (SFAS No. 157) “Fair Value Measurements.” SFAS No. 157 defines fair value, establishes a framework for measuring fair value in generally accepted accounting principles, and expands disclosure about fair value measurements. In determining the value of the Fund’s investments various inputs are used. These inputs are summarized in the three broad levels listed below:

Level 1 -

Quoted prices in active markets for identical securities.

Level 2 -

Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3 -

Significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following is a summary of the Fund’s fair value measurements as of April 30, 2009:

		Level 1				Level 2				Level 3				Total
Investments		$	17,820,258			$	177,241,349			$	165,826			$	195,227,433

The following is a reconciliation of the Fund’s Level 3 investments held at the beginning and end of the measurement period:

						Level 3
						Investments
Balance at beginning of period						$	165,826
Gains (losses):
Net realized gains (losses)							—
Net change in unrealized appreciation (depreciation)							(370	)
Net purchases at cost (sales at proceeds)							—
Net discounts (premiums)							370
Net transfers in to (out of) at end of period fair value							—
Balance at end of period						$	165,826

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 and timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At April 30, 2009, the cost of investments was $281,092,045.

Gross unrealized appreciation and gross unrealized depreciation of investments at April 30, 2009, were as follows:

Gross unrealized:
Appreciation		$	3,663,593
Depreciation			(89,528,205	)
Net unrealized appreciation (depreciation) of investments		$	(85,864,612	)

(1)		All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares unless otherwise noted.
(2)		Senior Loans 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 may occur. As a result, the actual remaining maturity of Senior Loans held may be substantially less than the stated maturities shown.
(3)		Ratings: Using the higher of Standard & Poor’s Group (“Standard & Poor’s”) or Moody’s Investor Service, Inc. (“Moody’s”) rating. Ratings below BBB by Standard & Poor’s or Baa by Moody’s are considered to be below investment grade.
(4)		Senior Loans 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.
(5)		At or subsequent to April 30, 2009, this issue was under the protection of the Federal Bankruptcy Court.
(6)		Non-income producing; denotes that the issuer has defaulted on the payment of principal or interest or has filed for bankruptcy.
(7)		Position, or portion of position, represents an unfunded Senior Loan commitment outstanding at April 30, 2009. At April 30, 2009, the Fund had unfunded Senior Loan Commitments of $772,943.
(8)		Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees.
(9)		This issue is under protection of the Federal Bankruptcy Court. As a result, the Adviser has concluded this issue is not likely to meet its interest payment obligations and has directed the Fund’s custodian to cease accruing additional income and “write-off” any remaining recorded balances on the Fund’s records.
(10)		Borrowings and Preferred Shares, at Liquidation Value as a percentage of Total Investments are 16.9% and 13.3%, respectively.
N/R		Not rated.
DD1		Portion of investment purchased on a delayed delivery basis.
WI/DD		Purchased on a when-issued or delayed delivery basis.
144A		Investment is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These investments may only be resold in transactions exempt from registration which are normally those transactions with qualified institutional buyers.
TBD		Senior Loan purchased on a when-issued or delayed-delivery basis. Certain details associated with this purchase are not known prior to the settlement date of the transaction. In addition, Senior Loans typically trade without accrued interest and therefore a weighted average coupon rate is not available prior to settlement. At settlement, if still unknown, the Borrower or counterparty will provide the Fund with the final weighted average coupon rate and maturity date.

Item 2. Controls and Procedures.

	a.		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)).
	b.		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

Date June 29, 2009

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.

Date June 29, 2009

Date June 29, 2009