Edgar Filing: NUVEEN SENIOR INCOME FUND

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: 4/30/13

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, 2013

Principal
Amount (000)		Description (1)	Coupon	Maturity (2)	Ratings (3)	Value
		Variable Rate Senior Loan Interests – 118.3% (84.3% of Total Investments) (4)
		Aerospace & Defense – 0.5% (0.4% of Total Investments)
$	1,496	Sequa Corporation, Term Loan B	5.250%	6/19/17	B1	$		1,521,188
		Airlines – 2.9% (2.1% of Total Investments)
4,988		Delta Air Lines Inc., Term Loan B1	4.250%	10/24/18	Ba2	5,049,065
998		Delta Air Lines Inc., Term Loan B2	5.250%	4/24/16	Ba2	1,007,475
2,000		United Airlines Inc., Term Loan B	4.000%	4/01/19	Ba2	2,026,238
7,986		Total Airlines				8,082,778
		Auto Components – 1.9% (1.3% of Total Investments)
2,970		Federal-Mogul Corporation, Tranche B, Term Loan	2.138%	12/29/14	B1	2,821,935
1,516		Federal-Mogul Corporation, Tranche C, Term Loan	2.138%	12/28/15	B1	1,440,152
1,000		FleetPride Corporation, Term Loan, Second Lien	9.250%	5/01/20	CCC+	992,500
5,486		Total Auto Components				5,254,587
		Beverages – 0.4% (0.3% of Total Investments)
1,000		Constellation Brands, Inc., Term Loan, WI/DD	TBD	TBD	N/R	997,500
		Biotechnology – 2.0% (1.4% of Total Investments)
1,762		Grifols, Inc., Term Loan	4.250%	6/01/17	BB	1,786,099
3,758		Onex Carestream Finance LP, Term Loan	5.000%	2/25/17	BB-	3,791,362
5,520		Total Biotechnology				5,577,461
		Capital Markets – 1.5% (1.0% of Total Investments)
850		American Capital, LTD., Senior Secured Term Loan	5.500%	8/15/16	B+	864,344
3,168		Walter Investment Management Corporation, Tranche B, Term Loan	5.750%	11/28/17	B+	3,226,216
4,018		Total Capital Markets				4,090,560
		Chemicals – 1.4% (1.0% of Total Investments)
1,485		Ineos US Finance LLC, Term Loan B	6.500%	5/04/18	B+	1,506,347
998		PQ Corporation, Term Loan, First Lien	4.500%	8/07/17	B+	1,010,503
1,447		Univar, Inc., Term Loan	5.000%	6/30/17	B+	1,457,457
3,930		Total Chemicals				3,974,307
		Commercial Services & Supplies – 4.7% (3.4% of Total Investments)
2,500		Aramark Corporation, Term Loan, Tranche D	4.000%	2/20/20	BB-	2,536,448
385		Brand Energy & Infrastructure Services, Inc., Canadian Tranche 1, Term Loan	6.250%	10/23/18	B2	391,420
1,000		Brand Energy & Infrastructure Services, Inc., Term Loan, Second Lien	11.000%	10/23/19	CCC+	1,025,000
1,605		Brand Energy & Infrastructure Services, Inc., Term Loan	6.250%	10/23/18	B	1,630,917
1,517		CCS Income Trust, Term Loan, First Lien	6.250%	5/12/18	B2	1,541,149
1,574		Ceridian Corporation, Extended Term Loan	5.949%	5/09/17	B1	1,603,122
3,054		Harland Clarke Holdings Corporation, Term Loan B3, DD1	5.542%	6/30/17	B+	3,050,617
495		Houghton Mifflin, Term Loan	7.250%	5/22/18	N/R	499,022
983		SourceHov LLC, Term Loan B, First Lien	6.625%	4/28/17	B+	984,956
13,113		Total Commercial Services & Supplies				13,262,651
		Communications Equipment – 3.4% (2.4% of Total Investments)
1,746		Alcatel-Lucent, Term Loan C	7.250%	1/29/19	BB-	1,793,180
2,000		Arris Group, Term Loan B	3.500%	4/17/20	BB-	2,006,562
1,247		CompuCom Systems, Inc., Term Loan, First Lien	6.500%	10/04/18	B+	1,255,707
1,000		CompuCom Systems, Inc., Term Loan, Second Lien	10.250%	10/04/19	B-	1,022,500
3,474		Zayo Group LLC, Term Loan B	4.500%	7/02/19	B1	3,518,801
9,467		Total Communications Equipment				9,596,750
		Computers & Peripherals – 0.4% (0.3% of Total Investments)
1,197		SunGard Data Systems, Inc., Term Loan D	4.500%	1/31/20	BB	1,215,509
		Consumer Finance – 1.7% (1.2% of Total Investments)
727		Jackson Hewitt Tax Service, Inc., Term Loan	10.000%	10/16/17	N/R	719,297
2,595		Royalty Pharma Finance Trust, Incremental Term Loan	4.000%	11/09/18	Baa2	2,619,789
1,315		Springleaf Financial Funding Company, Term Loan	5.500%	5/10/17	B	1,322,592
4,637		Total Consumer Finance				4,661,678
		Distributors – 1.8% (1.3% of Total Investments)
4,963		HD Supply, Inc., Term Loan B	4.500%	10/12/17	B+	5,033,062
		Diversified Consumer Services – 2.1% (1.5% of Total Investments)
2,687		Cengage Learning Acquisitions, Inc., Term Loan, DD1	2.700%	7/03/14	CCC	2,104,342
1,147		Brickman Group Holdings, Inc., Tranche B1, Term Loan	5.500%	10/14/16	B+	1,161,063
2,460		Laureate Education, Inc., Extended Term Loan	5.250%	6/15/18	B1	2,483,591
6,294		Total Diversified Consumer Services				5,748,996
		Diversified Financial Services – 2.1% (1.5% of Total Investments)
2,000		Ocwen Financial Corporation, Term Loan B	5.000%	1/23/18	B1	2,036,250
112		Vertrue Inc., Term Loan, First Lien	15.000%	2/04/18	N/R	111,027
3,721		WideOpenWest Finance LLC, Term Loan B	4.750%	4/01/19	B1	3,777,451
5,833		Total Diversified Financial Services				5,924,728
		Diversified Telecommunication Services – 2.8% (2.0% of Total Investments)
2,000		Charter Communications Operating Holdings LLC, Holdco Term Loan	2.698%	3/06/14	BB+	2,009,740
1,792		Intelsat Jackson Holdings, Ltd., Term Loan B1	4.250%	4/02/18	BB-	1,820,867
2,000		Intelsat, Unsecured Term Loan	2.698%	2/01/14	B	2,001,562
2,000		Level 3 Financing, Inc., Term Loan, Tranche B	5.250%	8/01/19	Ba2	2,026,000
7,792		Total Diversified Telecommunication Services				7,858,169
		Electric Utilities – 0.2% (0.2% of Total Investments)
854		TXU Corporation, 2014 Term Loan	3.731%	10/10/14	B2	643,266
		Electrical Equipment – 0.2% (0.2% of Total Investments)
588		Sensus Metering Systems, Inc., Term Loan, First Lien	4.750%	5/09/17	Ba3	590,572
		Electronic Equipment & Instruments – 0.6% (0.4% of Total Investments)
1,950		SMART Modular Technologies, Inc., Term Loan B	8.250%	8/26/17	B+	1,759,875
		Food & Staples Retailing – 2.0% (1.4% of Total Investments)
1,500		Albertson’s, Inc., Term Loan B	5.750%	3/21/16	BB-	1,520,742
3,900		Wilton Products, Inc., Tranche B, Term Loan	7.500%	8/30/18	B1	3,953,625
5,400		Total Food & Staples Retailing				5,474,367
		Food Products – 9.8% (6.9% of Total Investments)
1,995		AdvancePierre Foods, Inc., Term Loan, First Lien	5.750%	7/10/17	B1	2,026,172
900		AdvancePierre Foods, Inc., Term Loan, Second Lien	9.500%	10/10/17	CCC+	931,500
896		BJ’s Wholesale Club, Inc., Term Loan, First Lien	4.250%	9/26/19	B	904,710
1,000		Dole Food Company, Inc., Term Loan, WI/DD	TBD	TBD	Ba3	1,008,125
993		Ferrara Candy Company, Term Loan B	7.504%	6/18/18	B	1,013,591
9,300		H.J. Heinz Company, Term Loan B2, WI/DD	TBD	TBD	BB	9,396,199
1,619		Michael Foods Group, Inc., Term Loan	4.250%	2/25/18	Ba3	1,646,785
1,000		Pinnacle Foods Finance LLC, Term Loan G	3.250%	4/29/20	BB-	1,006,246
1,000		Sprouts Farmers Market Holdings LLC, Term Loan	4.500%	4/23/20	B+	1,005,625
1,000		Supervalu, Inc., New Term Loan	6.250%	3/13/19	B+	1,016,667
7,252		U.S. Foodservice, Inc., Extended Term Loan	5.750%	3/31/17	B2	7,356,915
26,955		Total Food Products				27,312,535
		Health Care Equipment & Supplies – 4.9% (3.5% of Total Investments)
750		Bausch & Lomb, Inc., Term Loan, (5)	6.250%	5/31/18	B+	756,094
998		Bausch & Lomb, Inc., Delayed Draw, Term Loan B, WI/DD	TBD	TBD	B+	1,011,216
4,963		Bausch & Lomb, Inc., Term Loan B, WI/DD	TBD	TBD	B+	5,029,583
1,737		Hologic, Inc., Term Loan B	4.500%	8/01/19	BBB-	1,762,457
4,938		Kinetic Concepts, Inc., Term Loan C1	5.500%	5/04/18	Ba2	5,033,260
13,386		Total Health Care Equipment & Supplies				13,592,610
		Health Care Providers & Services – 11.4% (8.1% of Total Investments)
1,535		Vanguard Health Holding Company II LLC, Term Loan B	3.750%	1/29/16	Ba2	1,557,437
3,000		Apria Healthcare Group, Inc., Term Loan, First Lien	6.750%	4/06/20	BB-	3,008,907
1,410		Ardent Medical Services, Inc., Term Loan, First Lien	6.750%	7/02/18	B+	1,434,259
21		Community Health Systems, Inc., Extended Term Loan	3.787%	1/25/17	BB	21,329
3,990		DaVita, Inc., New Term Loan B2	4.000%	11/01/19	Ba2	4,041,527
625		Genesis Healthcare LLC, Term Loan	10.002%	12/04/17	B+	623,924
2,135		Gentiva Health Services, Inc., Term Loan B	6.500%	8/17/16	B+	2,152,963
3,535		Golden Living, Term Loan	5.000%	5/04/18	B1	3,462,450
583		Health Management Associates, Inc., Replacement Term Loan B	3.500%	11/16/18	BB-	589,896
998		Heartland Dental Care, Inc., Term Loan, First Lien	6.250%	12/21/18	Ba3	1,014,333
500		Heartland Dental Care, Term Loan	9.750%	6/20/19	CCC+	516,875
1,305		Kindred Healthcare, Term Loan	5.250%	6/01/18	Ba3	1,318,904
926		LHP Operations Co. LLC, Term Loan B	9.000%	7/03/18	B	950,650
3,287		LifeCare, Term Loan , (6)	0.000%	2/01/16	N/R	3,073,741
995		National Mentor Holdings, Inc., Term Loan B	6.500%	2/09/17	B+	1,009,850
2,459		Select Medical Corporation, Term Loan	5.500%	6/01/18	B+	2,489,438
397		Select Medical Corporation, Tranche B, Term Loan A	5.501%	6/01/18	BB-	401,963
1,985		Sheridan Holdings, Inc., Term Loan, First Lien	4.500%	2/13/18	B+	2,013,250
1,000		Sheridan Holdings, Inc., Term Loan, Second Lien	9.000%	7/01/19	B-	1,021,250
1,047		Skilled Healthcare Group, Inc., Term Loan	6.750%	4/09/16	B1	1,058,764
177		Universal Health Services, Inc., Term Loan B	3.750%	11/15/16	BB+	178,514
31,910		Total Health Care Providers & Services				31,940,224
		Hotels, Restaurants & Leisure – 5.4% (3.9% of Total Investments)
1,945		24 Hour Fitness Worldwide, Inc., Term Loan B	5.250%	4/22/16	Ba3	1,962,991
1,426		BLB Management Services, Inc., Term Loan, WI/DD	TBD	TBD	BB-	1,449,692
1,428		Caesars Entertainment Operating Company, Inc., Term Loan B6	5.450%	1/28/18	B	1,299,360
3,083		CCM Merger, Inc. Term Loan	6.000%	3/01/17	B+	3,118,043
1,980		Landry’s Restaurants, Inc., Term Loan B	4.750%	4/24/18	B+	2,010,938
1,496		MGM Resorts International, Term Loan B	4.250%	12/20/19	BB	1,521,707
952		Seaworld Parks and Entertainment, Inc., Term Loan B	4.000%	8/17/17	BB-	961,659
2,000		Station Casino LLC, Term Loan B	5.000%	3/02/20	B1	2,029,166
794		Wendy’s, Inc., Term Loan B	4.750%	5/15/19	BB-	798,763
15,104		Total Hotels, Restaurants & Leisure				15,152,319
		Household Durables – 1.1% (0.8% of Total Investments)
499		AOT Bedding Super Holdings LLC, Term Loan B	5.000%	10/01/19	B+	506,365
607		Spectrum Brands, Inc., Term Loan	4.500%	12/17/19	Ba3	617,267
2,000		Sun Products Corporation, Term Loan	5.500%	3/23/20	B1	2,022,500
3,106		Total Household Durables				3,146,132
		Household Products – 0.9% (0.6% of Total Investments)
2,500		American Builders & Contractors Supply Co., Inc., Term Loan B	3.500%	4/16/20	B1	2,523,167
		Industrial Conglomerates – 0.7% (0.5% of Total Investments)
2,000		DuPont Performance Coatings, Dollar Term Loan B	4.750%	1/17/20	B+	2,028,334
		Insurance – 1.6% (1.1% of Total Investments)
2,494		USI Holdings Corporation, Term Loan B	5.250%	12/27/19	B1	2,529,079
1,950		Vantage Drilling Company, Term Loan B	6.250%	10/25/17	B-	1,970,719
4,444		Total Insurance				4,499,798
		Internet & Catalog Retail – 1.0% (0.7% of Total Investments)
2,893		EIG Investors Corp., Term Loan, First Lien	6.250%	11/09/19	B1	2,918,062
		Internet Software & Services – 1.3% (0.9% of Total Investments)
748		Sabre, Inc., Term Loan B	5.250%	2/19/19	B1	760,278
963		Sabre, Inc., Term Loan C	4.000%	2/19/18	B1	971,162
1,940		SSI Investments II, Ltd., New Term Loan	5.000%	5/26/17	Ba3	1,978,934
3,651		Total Internet Software & Services				3,710,374
		IT Services – 1.6% (1.2% of Total Investments)
2,000		EIG Investors Corp., Term Loan, Second Lien	10.250%	5/09/20	CCC+	2,010,000
327		SRA International, Term Loan	6.500%	7/20/18	B1	327,971
1,000		SunGard Data Systems, Inc., Term Loan E	4.000%	3/07/20	BB	1,014,063
1,208		VFH Parent LLC, Term Loan B	5.805%	7/08/16	Ba2	1,223,759
4,535		Total IT Services				4,575,793
		Leisure Equipment & Products – 1.9% (1.3% of Total Investments)
4,000		Bombardier Recreational Products, Inc., Term Loan B	5.000%	1/30/19	B+	4,047,500
1,200		Equinox Holdings, Inc., Term Loan, First Lien	4.500%	1/31/20	B1	1,215,000
5,200		Total Leisure Equipment & Products				5,262,500
		Machinery – 0.4% (0.3% of Total Investments)
996		Rexnord Corporation, Inc., Term Loan B Refinancing	4.500%	4/01/18	BB	1,006,768
		Media – 8.3% (5.9% of Total Investments)
1,839		Yell Group PLC, Term Loan, (6)	0.000%	7/31/14	N/R	384,385
875		Cengage Learning Acquisitions, Inc., Tranche B, Extended Term Loan	5.700%	7/04/17	CCC	655,931
1,980		Charter Communications Operating Holdings LLC, Term Loan F, WI/DD	TBD	TBD	Baa3	1,982,063
1,890		Cumulus Media, Inc., Term Loan B, First Lien	4.500%	9/18/18	Ba2	1,925,931
968		Cumulus Media, Inc., Term Loan, Second Lien	7.500%	9/16/19	B3	1,009,181
995		FoxCo Acquisition Sub LLC, Initial Term Loan	5.500%	7/14/17	B	1,013,451
572		Interactive Data Corporation, Term Loan	3.750%	1/31/18	Ba3	579,170
1,000		Internet Brands, Inc., Term Loan B	6.250%	3/13/19	B+	1,006,875
2,000		McGraw-Hill Education Holdings LLC, Term Loan	9.000%	3/22/19	B2	1,997,000
995		Mediacom Broadband LLC, Tranche G, Term Loan	4.000%	1/20/20	Ba3	1,008,059
1,866		Radio One, Inc., Term Loan B, First Lien	7.500%	2/14/17	B+	1,917,574
2,993		Tribune Company, Exit Term Loan B	4.000%	12/17/19	BB+	3,032,883
3,909		Univision Communications, Inc., Term Loan C1	4.750%	2/14/20	B+	3,953,566
1,714		UPC Broadband Holding BV, Term Loan AF	4.000%	1/31/21	BB-	1,733,572
988		WMG Acquisition Corporation, New Term Loan, First Lien	5.250%	11/01/18	BB-	1,003,135
24,584		Total Media				23,202,776
		Metals & Mining – 0.2% (0.1% of Total Investments)
534		FMG Resources, Ltd., Term Loan B	5.250%	10/18/17	BB+	543,922
		Multiline Retail – 0.3% (0.2% of Total Investments)
842		99 Cents Only Stores, Term Loan B1	5.250%	1/11/19	B+	854,092
		Oil, Gas & Consumable Fuels – 3.0% (2.1% of Total Investments)
940		Crestwood Holdings, Inc., Term Loan B	9.750%	3/26/18	CCC+	960,137
1,250		El Paso Corporation, Tranche B1, Term Loan	5.000%	5/24/18	Ba3	1,263,170
751		Frac Tech International LLC, Term Loan	8.500%	5/06/16	B+	742,358
1,650		Plains Exploration and Production Company, Term Loan	4.000%	11/30/19	Ba1	1,656,600
1,000		Rice Drilling LLC., Term Loan, Second Lien, WI/DD	TBD	TBD	N/R	1,006,250
1,250		Samson Investment Company, Initial Term Loan, Second Lien	6.000%	9/25/18	B1	1,266,406
1,000		Saxon Energy Services, Inc., Term Loan	5.500%	2/13/19	Ba3	1,011,000
500		Vantage Drilling Company, Term Loan B	5.750%	3/28/19	B-	507,500
8,341		Total Oil, Gas & Consumable Fuels				8,413,421
		Personal Products – 0.4% (0.3% of Total Investments)
1,096		Prestige Brands, Inc., Term Loan B1	3.750%	1/31/19	BB-	1,114,544
		Pharmaceuticals – 7.3% (5.2% of Total Investments)
1,084		ConvaTec Healthcare, Incremental Term Loan B	5.000%	12/22/16	Ba3	1,105,170
865		Generic Drug Holdings, Inc., Term Loan B	5.000%	10/29/19	B+	874,410
129		Graceway Pharmaceuticals LLC, Term Loan, (6)	0.000%	5/03/12	N/R	141,666
2,000		Graceway Pharmaceuticals LLC, Second Lien Term Loan, (6)	0.000%	5/03/13	N/R	60,000
1,824		Par Pharmaceutical Companies, Inc., Additional Term Loan B1	4.250%	9/30/19	B+	1,843,071
2,961		Pharmaceutical Product Development, Inc., Term Loan B, First Lien	4.250%	12/01/18	Ba3	3,007,587
2,327		Quintiles Transnational Corp., Term Loan B2	4.500%	6/08/18	BB-	2,359,697
1,496		Therakos, Inc., Term Loan, First Lien	7.500%	12/27/17	B	1,486,898
3,728		Valeant Pharmaceuticals International, Inc., Series D, Term Loan	3.500%	2/19/19	BBB-	3,775,875
796		Warner Chilcott Company LLC, Term Loan B1 Additional	4.250%	3/15/18	BBB-	809,155
1,829		Warner Chilcott Corporation, Term Loan B1	4.250%	3/15/18	BBB-	1,858,815
648		Warner Chilcott Corporation, Term Loan B2	4.250%	3/15/18	BBB-	658,670
1,441		Warner Chilcott Corporation, Term Loan B3	4.250%	3/15/18	BBB-	1,464,768
792		Warner Chilcott Corporation, Term Loan B4	3.243%	8/15/17	BBB-	800,078
158		Warner Chilcott Corporation, Term Loan B5	3.243%	8/20/17	BBB-	160,016
22,078		Total Pharmaceuticals				20,405,876
		Real Estate Investment Trust – 1.8% (1.3% of Total Investments)
1,500		Capital Automotive LP, Term Loan, Second Lien, WI/DD	TBD	TBD	B1	1,552,500
1,818		iStar Financial, Inc., Term Loan	4.500%	10/16/17	B+	1,839,394
1,500		Starwood Property Trust, Inc., Term Loan B	3.500%	4/11/20	BB+	1,507,500
4,818		Total Real Estate Investment Trust				4,899,394
		Real Estate Management & Development – 1.3% (1.0% of Total Investments)
1,216		Capital Automotive LP, Term Loan, Tranche B1, DD1	4.250%	4/10/19	Ba2	1,227,399
2,500		Realogy Corporation, Term Loan B	4.500%	3/01/20	BB-	2,534,062
3,716		Total Real Estate Management & Development				3,761,461
		Road & Rail – 0.4% (0.3% of Total Investments)
1,123		Swift Transportation Company, Inc., Term Loan B2	4.000%	12/01/17	BB	1,143,841
		Semiconductors & Equipment – 2.2% (1.5% of Total Investments)
2,000		Freescale Semiconductor, Inc., Term Loan, Tranche B4	5.000%	2/13/20	B1	2,027,188
998		NXP Semiconductor LLC, Incremental Term Loan C	4.750%	12/06/19	B+	1,023,268
1,960		NXP Semiconductor LLC, Term Loan	4.500%	3/03/17	B1	2,008,388
968		Spansion LLC, Term Loan B	5.250%	12/13/18	BB+	980,057
5,926		Total Semiconductors & Equipment				6,038,901
		Software – 11.0% (7.9% of Total Investments)
2,774		Attachmate Corporation, Term Loan, First Lien	7.250%	11/22/17	BB-	2,815,931
1,131		Blackboard, Inc., Term Loan B2	6.250%	10/04/18	B+	1,153,802
1,744		Datatel Parent Corp, Term Loan B	4.500%	7/19/18	B+	1,770,607
3,588		Emdeon Business Services LLC, Term Loan B2	3.750%	11/09/18	BB-	3,628,745
655		Epicor Software Corporation, Term Loan, B1	4.500%	5/16/18	Ba3	666,488
995		Explorer Holdings, Inc., Term Loan	6.000%	5/02/18	B+	1,003,713
878		Greeneden U.S. Holdings II LLC, Term Loan B	4.000%	2/01/20	B+	886,773
7,692		Infor Enterprise Applications, Term Loan B	5.250%	4/05/18	Ba3	7,829,758
1,234		IPC Systems, Inc., Extended Term Loan, Tranche B1, First Lien	7.750%	7/31/17	B1	1,228,136
2,500		IPC Systems, Inc., Term Loan, Second Lien	5.448%	6/01/15	CCC	2,262,500
3,483		Misys PLC, Term Loan, First Lien	7.250%	12/12/18	Ba3	3,551,063
1,197		RedPrairie Corporation, Term Loan, First Lien	6.750%	12/21/18	B+	1,226,738
1,724		SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Funded Term Loan B1	5.000%	6/07/19	BB	1,739,454
178		SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Funded Term Loan B2	5.000%	6/07/19	BB	179,943
978		Vertafore, Inc., Term Loan, First Lien	4.250%	10/03/19	B+	987,285
30,751		Total Software				30,930,936
		Specialty Retail – 1.7% (1.2% of Total Investments)
2,736		Collective Brands, Inc., Term Loan B	7.250%	10/09/19	B	2,785,862
1,661		Jo-Ann Stores, Inc., Term Loan, First Lien	4.000%	2/05/18	B+	1,680,779
372		Lord & Taylor Holdings LLC, Term Loan	6.750%	1/11/19	BB	376,751
4,769		Total Specialty Retail				4,843,392
		Textiles, Apparel & Luxury Goods – 0.5% (0.4% of Total Investments)
1,500		Philips-Van Heusen Corporation, Term Loan B	3.250%	12/19/19	BBB-	1,515,188
		Trading Companies & Distributors – 0.3% (0.2% of Total Investments)
844		Wesco Distribution, Inc., Term Loan B	4.500%	12/04/19	Ba3	853,622
		Transportation Infrastructure – 0.3% (0.2% of Total Investments)
750		American Commercial Lines LLC, Term Loan, First Lien	7.500%	9/22/19	B-	758,437
		Wireless Telecommunication Services – 4.7% (3.4% of Total Investments)
1,823		Asurion LLC, Term Loan B1	4.500%	5/24/19	Ba3	1,848,654
3,920		Clear Channel Communications, Inc., Tranche B, Term Loan	3.848%	1/29/16	CCC+	3,601,787
2,499		Cricket Communications, Inc., Term Loan C	4.750%	3/08/20	Ba3	2,517,187
2,249		Fairpoint Communications, Inc., Term Loan B, WI/DD	TBD	TBD	B	2,215,847
1,989		IPC Systems, Inc., Term Loan, Tranche C, First Lien	7.750%	7/31/17	B1	1,994,975
285		LTS Buyer LLC, Term Loan B, First Lien	4.500%	4/13/20	B1	289,164
696		Presidio, Inc., New Term Loan	5.750%	3/31/17	Ba3	708,575
13,461		Total Wireless Telecommunication Services				13,176,189
$	333,337	Total Variable Rate Senior Loan Interests (cost $328,501,894)				331,392,612

Shares		Description (1)				Value
		Common Stocks – 2.9% (2.0% of Total Investments)
		Building Products – 1.5% (1.0% of Total Investments)
88,501		Masonite Worldwide Holdings, (7)				$		4,115,296
		Hotels, Restaurants & Leisure – 0.3% (0.2% of Total Investments)
40,968		BLB Worldwide Holdings Inc., (7)				901,296
		Media – 1.1% (0.8% of Total Investments)
48,954		Metro-Goldwyn-Mayer, (7)				1,921,444
18,422		Tribune Company, (7)				1,045,449
14,825		Tribune Company, (9)				-
		Total Media				2,966,893
		Professional Services – 0.0% (0.0% of Total Investments)
47,152		Vertrue, Inc., (7)				14,146
		Total Common Stocks (cost $8,775,352)				7,997,631

Principal
Amount (000)		Description (1)	Coupon	Maturity	Ratings (3)	Value
		Convertible Bonds – 0.3% (0.2% of Total Investments)
		Communications Equipment – 0.3% (0.2% of Total Investments)
$	850	Nortel Networks Corp., (6)	1.750%	4/15/12	N/R	$		824,500
$	850	Total Convertible Bonds (cost $710,500)				824,500

Principal
Amount (000)		Description (1)	Coupon	Maturity	Ratings (3)	Value
		Corporate Bonds – 12.1% (8.7% of Total Investments)
		Commercial Services & Supplies – 0.7% (0.5% of Total Investments)
$	500	Ceridian Corporation	11.250%	11/15/15	CCC	$		518,125
1,000		Harland Clarke Holdings	9.500%	5/15/15	B-	1,002,500
500		Tervita Corporation, 144A	8.000%	11/15/18	B2	523,750
2,000		Total Commercial Services & Supplies				2,044,375
		Communications Equipment – 1.3% (1.0% of Total Investments)
2,000		Avaya Inc., 144A	9.000%	4/01/19	B1	2,040,000
1,000		Nortel Networks Limited, (6)	0.000%	7/15/11	N/R	1,032,500
650		Nortel Networks Limited, (6)	10.750%	7/15/16	N/R	736,125
3,650		Total Communications Equipment				3,808,625
		Diversified Consumer Services – 0.3% (0.2% of Total Investments)
900		NES Rental Holdings Inc., 144A	7.875%	5/01/18	CCC+	927,000
		Diversified Telecommunication Services – 0.2% (0.2% of Total Investments)
600		IntelSat Limited	11.250%	2/04/17	CCC+	639,000
		Health Care Equipment & Supplies – 0.9% (0.6% of Total Investments)
1,700		Kinetic Concepts	10.500%	11/01/18	B	1,908,250
625		Rotech Healthcare Inc.	10.750%	10/15/15	D	628,125
2,325		Total Health Care Equipment & Supplies				2,536,375
		Health Care Providers & Services – 1.0% (0.7% of Total Investments)
1,000		HCA Inc.	8.500%	4/15/19	BB+	1,102,500
500		Vanguard Health Holding LLC/Inc.	8.000%	2/01/18	B-	541,250
1,000		Wolverine Healthcare Analytics, 144A	10.625%	6/01/20	CCC+	1,145,000
2,500		Total Health Care Providers & Services				2,788,750
		Household Products – 0.8% (0.6% of Total Investments)
2,000		Spectrum Brands Inc.	9.500%	6/15/18	Ba3	2,247,500
		IT Services – 0.4% (0.3% of Total Investments)
1,000		First Data Corporation, 144A	7.375%	6/15/19	BB-	1,087,500
		Machinery – 1.2% (0.8% of Total Investments)
1,000		HD Supply Inc.	8.125%	4/15/19	B+	1,131,250
2,000		NES Rental Holdings Inc., 144A	12.250%	4/15/15	CCC+	2,127,500
3,000		Total Machinery				3,258,750
		Media – 2.4% (1.7% of Total Investments)
725		Clear Channel Communications, Inc., 144A	9.000%	12/15/19	CCC+	725,000
1,000		Clear Channel Communications, Inc.	11.000%	8/01/16	CCC-	862,500
3,200		Clear Channel Communications, Inc.	5.500%	12/15/16	CCC-	2,352,000
2,000		Clear Channel Communications, Inc.	9.000%	3/01/21	CCC+	1,955,000
500		McGraw-Hill Global Education Holdings, 144A	9.750%	4/01/21	BB	515,000
200		WMG Acquisition Group	11.500%	10/01/18	B	238,000
7,625		Total Media				6,647,500
		Pharmaceuticals – 1.7% (1.2% of Total Investments)
105		Angiotech Pharmaceuticals Inc.	5.000%	12/01/13	N/R	105,000
1,796		Angiotech Pharmaceuticals Inc.	9.000%	12/01/16	N/R	1,799,233
2,000		Valeant Pharmaceuticals International, 144A	7.000%	10/01/20	BB-	2,210,000
500		Valeant Pharmaceuticals International, 144A	7.250%	7/15/22	BB-	566,250
4,401		Total Pharmaceuticals				4,680,483
		Road & Rail – 0.3% (0.3% of Total Investments)
1,000		Avis Budget Car Rental	2.790%	5/15/14	B+	998,760
		Software – 0.7% (0.5% of Total Investments)
850		Infor Us Inc.	11.500%	7/15/18	B-	1,003,000
750		Infor Us Inc.	9.375%	4/01/19	B-	855,000
1,600		Total Software				1,858,000
		Specialty Retail – 0.0% (0.0% of Total Investments)
480		Local Insight Regatta Holdings, (6), (8), (9)	11.000%	12/01/17	D	5
		Wireless Telecommunication Services – 0.2% (0.1% of Total Investments)
500		FairPoint Communications Inc., 144A	8.750%	8/15/19	B	507,500
$	33,581	Total Corporate Bonds (cost $31,509,048)				34,030,123

Principal
Amount (000)		Description (1)	Coupon	Maturity		Value
		Short-Term Investments – 6.8% (4.8% of Total Investments)
$	18,989	Repurchase Agreement with Fixed Income Clearing Corporation, dated 4/30/13, repurchase price $18,988,702, collateralized by $18,360,000 U.S. Treasury Notes, 2.125%, due 2/29/16, value $19,369,800	0.010%	5/01/13		$		18,988,697
		Total Short-Term Investments (cost $18,988,697)				18,988,697
		Total Investments (cost $388,485,491) – 140.4%				393,233,563
		Borrowings – (35.7)% (10), (11)				(100,000,000)
		Other Assets Less Liabilities – (4.7)% (12)				(13,199,203)
		Net Assets Applicable to Common Shares – 100%				$	280,034,360

Investments in Derivatives as of April 30, 2013

Interest Rate Swaps outstanding:

Fund

Fixed Rate

Unrealized

Notional

Pay/Receive

Fixed Rate

Payment

Termination

Appreciation

Counterparty

Amount

Floating Rate

Floating Rate Index

(Annualized)

Frequency

Date

(Depreciation) (12)

Goldman Sachs

$18,487,500

Receive

1-Month USD-LIBOR

1.300%

Monthly

4/20/14

(202,504)

Morgan Stanley

18,487,500

Receive

1-Month USD-LIBOR

2.201

Monthly

4/20/16

(1,015,874)

(1,218,378)

Fair Value Measurements Fair value is defined as the price that the Funds would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels. Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities. Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Level 3 – Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments). The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of the Fund’s fair value measurements as of the end of the reporting period:

					Level 1		Level 2			Level 3				Total
Long-Term Investments:
Variable Rate Senior Loan Interests					$	—	$	331,392,612		$	—			$	331,392,612
Common Stocks					7,997,631		—			—			**	7,997,631
Convertible Bonds					—		824,500			—				824,500
Corporate Bonds					—		34,030,118			5				34,030,123
Short-Term Investments:
Repurchase Agreements					—		18,988,697			—				18,988,697
Derivatives:
Interest Rate Swaps*					—		(1,218,378		)	—				(1,218,378			)
Total					$	7,997,631	$	384,017,549		$	5			$	392,015,185

*Represents net unrealized appreciation (depreciation).
**Value equals zero as of the end of the reporting period.

The table below presents the transfers in and out of the three valuation levels for the Fund as of the end of the reporting period when compared to the valuation levels as of the end of the previous fiscal year. Changes in valuation inputs or methodologies may result in transfers into or out of an assigned level within the fair value hierarchy. Transfers in or out of levels are generally due to the availability of publicly available information and to the significance or extent a manager determines that the valuation inputs or methodologies may impact the valuation of those securities.

Level 1					Level 2					Level 3
Transfers In			(Transfers Out)		Transfers In		(Transfers Out)			Transfers In				(Transfers Out)
$	6,938,037		$	—	$	—	$	(6,938,037	)	$	—			$	—


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 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. As of April 30, 2013, the cost of investments (excluding investments in derivatives) was $388,608,827. Gross unrealized appreciation and gross unrealized depreciation of investments (excluding investments in derivatives) as of April 30, 2013, were as follows:


Gross unrealized:
Appreciation												$			11,219,109
Depreciation															(6,594,373	)

Net unrealized appreciation (depreciation) of investments												$			4,624,736

		For Fund portfolio compliance purposes, the Fund’s industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications into sectors for reporting ease.
(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 highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any of these national rating agencies.
(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)		Investment, or portion of investment, represents a participation of a Senior Loan commitment outstanding.
(6)		At or subsequent to the end of the reporting period, this security is non-income producing. Non-income producing security, in the case of a fixed-income security, generally denotes that the issuer has (1) defaulted on the payment of principal or interest, (2) is under the protection of the Federal Bankruptcy Court or (3) the Fund’s Adviser has concluded that the issue is not likely to meet its future interest payment obligations and has directed the Fund’s custodian to cease accruing additional income on the Fund’s records.
(7)		Non-income producing; issuer has not declared a dividend within the past twelve months.
(8)		For fair value measurement disclosure purposes, Corporate Bonds classified as Level 3.
(9)		Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees. For fair value measurement disclosure purposes, investment classified as Level 3.
(10)		Borrowings as a percentage of Total Investments is 25.4%.
(11)		The Fund segregates 100% of its eligible investments in the Portfolio of Investments as collateral for Borrowings.
(12)		Other Assets Less Liabilities includes the Unrealized Appreciation (Depreciation) of derivative instruments as listed within Investments in Derivatives as of the end of the reporting period.
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 coupon rate is not available prior to settlement. At settlement, if still unknown, the borrower or counterparty will provide the Fund with the final coupon rate and maturity date.
USD-LIBOR		United States Dollar—London Inter-Bank Offered Rate.

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

By (Signature and Title)	/s/ Kevin J. McCarthy
	Kevin J. McCarthy
	Vice President and Secretary

Date: June 28, 2013

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: June 28, 2013

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

Date: June 28, 2013