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:    10/31/2009   

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.

 

 

Nuveen Senior Income Fund (NSL)
October 31, 2009

						Weighted
Principal						Average
Amount (000)				Description (1)		Coupon		Maturity (2)		Ratings (3)		Value
				Variable Rate Senior Loan Interests – 112.7% (84.7% of Total Investments) (4)
				Aerospace & Defense – 1.4% (1.1% of Total Investments)
$	574			DAE Aviation Holdings, Inc., Term Loan B1		4.030%		7/31/14		B		$	540,000
	562			DAE Aviation Holdings, Inc., Term Loan B2		4.030%		7/31/14		B			528,286
	112			Hawker Beechcraft, LC Facility, WI/DD		TBD		TBD		B-			88,827
	1,888			Hawker Beechcraft, Term Loan, WI/DD		TBD		TBD		B-			1,501,173
	3,136			Total Aerospace & Defense									2,658,286
				Airlines – 3.1% (2.3% of Total Investments)
	1,960			Delta Air Lines, Inc., Credit Linked Deposit		2.284%		4/30/12		Ba2			1,775,025
	1,955			Delta Air Lines, Inc., Term Loan		3.534%		4/30/14		B			1,648,065
	3,068			United Air Lines, Inc., Term Loan B		2.313%		2/01/14		B+			2,418,065
	6,983			Total Airlines									5,841,155
				Auto Components – 1.9% (1.4% of Total Investments)
	3,083			Federal-Mogul Corporation, Tranche B, Term Loan		2.188%		12/29/14		Ba3			2,375,758
	1,573			Federal-Mogul Corporation, Tranche C, Term Loan		2.188%		12/28/15		Ba3			1,212,449
	4,656			Total Auto Components									3,588,207
				Automobiles – 1.9% (1.4% of Total Investments)
	3,985			Ford Motor Company, Term Loan, DD1		3.288%		12/15/13		B1			3,561,321
				Building Products – 6.4% (4.8% of Total Investments)
	814			Atrium Companies, Inc., Term Loan		11.750%		5/31/12		Caa3			406,963
	2,000			Building Materials Corporation of America, Term Loan, Second Lien		6.063%		9/15/14		Caa2			1,760,000
	5,866			Building Materials Corporation of America, Term Loan		3.000%		2/22/14		B+			5,431,287
	1,264			Euramax Holdings, Inc., PIK Term Loan		14.000%		7/29/09		B-			764,706
	1,288			Euramax Holdings, Inc., Term Loan		10.000%		7/29/09		B-			779,034
	4,404			TFS Acquisition, Term Loan, DD1		14.000%		8/11/13		CCC+			2,939,829
	15,636			Total Building Products									12,081,819
				Chemicals – 4.3% (3.2% of Total Investments)
	400			Celanese US Holdings LLC, Credit Linked Deposit		0.246%		4/02/14		BB+			375,875
	549			Hercules Offshore, Inc., Term Loan		8.500%		7/11/13		B			530,159
	245			Hexion Specialty Chemicals, Inc., Term Loan C1		2.563%		5/05/13		B1			194,930
	53			Hexion Specialty Chemicals, Inc., Term Loan C2		2.563%		5/05/13		B1			42,344
	2,910			Hexion Specialty Chemicals, Inc., Term Loan C4		2.750%		5/05/13		B1			2,306,175
	708			Huntsman International LLC, Term Loan		1.994%		4/19/14		Ba2			648,629
	906			Ineos US Finance LLC, Tranche B2		7.501%		12/16/13		B-			777,553
	906			Ineos US Finance LLC, Tranche C2		8.001%		12/16/14		B-			777,572
	12			LyondellBasell Finance Company, Dutch Revolving Line of Credit, (5)		3.744%		12/20/13		N/R			7,031
	28			LyondellBasell Finance Company, Dutch Tranche A, Term Loan, (5)		3.744%		12/20/13		N/R			16,123
	35			LyondellBasell Finance Company, German Tranche B1, Euro Term Loan, (5)		3.994%		12/22/14		N/R			20,184
	35			LyondellBasell Finance Company, German Tranche B2, Euro Term Loan, (5)		3.994%		12/20/14		N/R			20,184
	35			LyondellBasell Finance Company, German Tranche B3, Euro Term Loan, (5)		3.994%		12/22/14		N/R			20,184
	45			LyondellBasell Finance Company, Revolving Line of Credit, (5)		3.744%		12/20/13		N/R			26,365
	269			LyondellBasell Finance Company, Roll-Up DIP Term Loan, (5)		5.798%		2/03/10		N/R			255,871
	87			LyondellBasell Finance Company, US Tranche A, Term Loan, (5)		3.744%		12/20/13		N/R			50,233
	151			LyondellBasell Finance Company, US Tranche B1, Term Loan, (5)		7.000%		12/22/14		N/R			87,209
	151			LyondellBasell Finance Company, US Tranche B2, Term Loan, (5)		7.000%		12/22/14		N/R			87,209
	151			LyondellBasell Finance Company, US Tranche B3, Term Loan, (5)		7.000%		12/22/14		N/R			87,209
	1,893			Univar, Inc., Term Loan		3.243%		10/10/14		B+			1,728,607
	9,569			Total Chemicals									8,059,646
				Commercial Services & Supplies – 2.5% (1.9% of Total Investments)
	2,015			Rental Services Corporation, Term Loan		3.817%		11/27/13		B-			1,828,269
	181			ServiceMaster Company, Delayed Term Loan		2.750%		7/24/14		B+			161,047
	1,814			ServiceMaster Company, Term Loan		2.769%		7/24/14		B+			1,617,183
	736			West Corporation, Term Loan B4		4.119%		6/30/16		BB-			693,880
	501			Workflow Holdings Corporation, Term Loan		9.500%		11/30/11		Caa1			373,071
	5,247			Total Commercial Services & Supplies									4,673,450
				Communications Equipment – 2.0% (1.5% of Total Investments)
	4,488			Avaya Inc., Term Loan		3.137%		10/26/14		Ba3			3,860,088
				Construction Materials – 0.9% (0.7% of Total Investments)
	2,000			McJunkin Red Man Holding Corporation, Term Loan		3.494%		1/31/14		B-			1,690,000
				Containers & Packaging – 0.0% (0.0% of Total Investments)
	37			Graham Packaging Company LP, Term Loan B		2.554%		10/07/11		B+			36,598
				Diversified Consumer Services – 0.7% (0.5% of Total Investments)
	950			Cengage Learning Acquisitions, Inc., Term Loan		2.740%		7/05/14		B+			826,764
	507			West Corporation, Term Loan B2		2.619%		10/24/13		BB-			466,673
	1,457			Total Diversified Consumer Services									1,293,437
				Diversified Financial Services – 0.9% (0.7% of Total Investments)
	1,787			Fox Acquisition Sub LLC, Term Loan B		8.241%		7/14/15		B			1,632,689
				Diversified Telecommunication Services – 2.5% (1.9% of Total Investments)
	326			Intelsat, Tranche B, Term Loan A		2.746%		1/03/14		BB-			308,583
	326			Intelsat, Tranche B, Term Loan B		2.746%		1/03/14		BB-			308,489
	326			Intelsat, Tranche B, Term Loan C		2.746%		1/03/14		BB-			308,489
	2,000			Intelsat, Unsecured Term Loan		2.744%		2/01/14		B+			1,730,000
	2,267			Level 3 Financing, Inc., Term Loan		2.530%		3/13/14		B+			1,979,083
	5,000			WCI Capital Corporation, Term Loan B, (5), (6)		0.000%		9/30/07		N/R			42,500
	10,245			Total Diversified Telecommunication Services									4,677,144
				Electric Utilities – 3.9% (2.9% of Total Investments)
	556			Calpine Corporation, DIP Revolver, (7), (8)		0.100%		3/31/14		B+			(74,074	)
	4,680			Calpine Corporation, DIP Term Loan		3.165%		3/29/14		B+			4,315,140
	1,950			TXU Corporation, Term Loan B2		3.745%		10/10/14		B+			1,515,899
	1,960			TXU Corporation, Term Loan B3		3.745%		10/10/14		B+			1,509,200
	9,146			Total Electric Utilities									7,266,165
				Electrical Equipment – 1.4% (1.0% of Total Investments)
	2,886			Allison Transmission Holdings, Inc., Term Loan		3.010%		8/07/14		B			2,596,446
				Electronic Equipment & Instruments – 0.9% (0.7% of Total Investments)
	1,935			Sensata Technologies B.V., Term Loan		2.031%		4/27/13		B			1,665,915
				Energy Equipment & Services – 0.2% (0.2% of Total Investments)
	442			Dresser-Rand Group, Inc., Term Loan		2.679%		5/04/14		B+			414,464
				Food & Staples Retailing – 1.2% (0.9% of Total Investments)
	500			Rite Aid Corporation, Tranche 4, Term Loan		9.500%		6/10/15		B+			518,334
	1,989			U.S. Foodservice, Inc., Term Loan		2.743%		7/03/14		B2			1,703,528
	2,489			Total Food & Staples Retailing									2,221,862
				Health Care Equipment & Supplies – 0.9% (0.7% of Total Investments)
	936			Symbion, Inc., Term Loan A		3.493%		8/23/13		Ba3			831,870
	936			Symbion, Inc., Term Loan B		3.493%		8/25/14		Ba3			831,870
	1,872			Total Health Care Equipment & Supplies									1,663,740
				Health Care Providers & Services – 11.1% (8.3% of Total Investments)
	267			Community Health Systems, Inc., Delayed Term Loan		2.493%		7/25/14		BB			249,296
	5,233			Community Health Systems, Inc., Term Loan		2.610%		7/25/14		BB			4,886,675
	2,059			HCA, Inc., Term Loan A		1.783%		11/17/12		BB			1,923,279
	5,011			HCA, Inc., Term Loan		2.533%		11/18/13		BB			4,676,765
	458			IASIS Healthcare LLC, Delayed Term Loan		2.243%		3/14/14		Ba2			432,024
	124			IASIS Healthcare LLC, Letter of Credit		0.144%		3/14/14		Ba2			116,665
	2,024			IASIS Healthcare LLC, PIK Term Loan		5.531%		6/15/14		CCC+			1,811,803
	1,324			IASIS Healthcare LLC, Term Loan		2.243%		3/14/14		Ba2			1,248,384
	3,840			LifeCare, Term Loan B		4.540%		8/10/12		B2			3,206,400
	737			Select Medical Corporation, Term Loan		2.407%		2/24/12		Ba2			711,108
	1,571			Vanguard Health Holding Company II LLC, Replacement Term Loan		2.493%		9/23/11		Ba3			1,536,041
	22,648			Total Health Care Providers & Services									20,798,440
				Hotels, Restaurants & Leisure – 9.7% (7.3% of Total Investments)
	3,449			CCM Merger, Inc., Term Loan B		8.500%		7/13/12		BB-			3,288,079
	1,482			Cedar Fair LP, Extended US Term Loan		4.243%		8/30/14		BB-			1,437,295
	1,000			Fontainebleau Las Vegas LLC, Delayed Term Loan, (5), (6)		6.000%		6/06/14		N/R			290,000
	2,500			Fontainebleau Las Vegas LLC, Term Loan, (5), (6)		6.000%		6/06/14		N/R			725,000
	393			Isle of Capri Casinos, Inc., Delayed Term Loan A		1.993%		11/25/13		B+			369,597
	509			Isle of Capri Casinos, Inc., Delayed Term Loan B		1.993%		11/25/13		B+			479,587
	1,274			Isle of Capri Casinos, Inc., Delayed Term Loan		2.033%		11/25/13		B+			1,198,967
	2,465			Orbitz Worldwide, Inc., Term Loan		3.279%		7/25/14		B+			2,189,121
	151			OSI Restaurant Partners LLC, Revolver		2.377%		6/14/13		BB-			125,804
	1,346			OSI Restaurant Partners LLC, Term Loan		2.563%		6/14/14		B+			1,124,366
	1,000			QCE LLC, Term Loan		6.033%		11/05/13		N/R			542,000
	989			Sagittarius Restaurants LLC, Term Loan		9.750%		3/29/13		B2			920,224
	978			Travelport LLC, Delayed Term Loan		2.781%		8/23/13		Ba3			891,271
	268			Travelport LLC, Letter of Credit		2.783%		8/23/13		Ba3			244,245
	1,334			Travelport LLC, Term Loan		2.781%		8/23/13		Ba3			1,217,266
	790			Venetian Casino Resort LLC, Delayed Term Loan		2.040%		5/23/14		B-			644,838
	3,128			Venetian Casino Resort LLC, Term Loan		2.040%		5/23/14		B-			2,553,230
	23,056			Total Hotels, Restaurants & Leisure									18,240,890
				Household Products – 1.6% (1.2% of Total Investments)
	146			Spectrum Brands, Inc., Synthetic Letter of Credit, DD1		1.500%		6/30/12		B-			143,554
	2,847			Spectrum Brands, Inc., Term Loan, DD1		8.000%		6/30/12		B-			2,791,421
	2,993			Total Household Products									2,934,975
				Insurance – 1.4% (1.0% of Total Investments)
	2,823			Conseco, Inc., Term Loan		6.500%		10/10/13		Caa1			2,557,120
				Internet Software & Services – 0.6% (0.5% of Total Investments)
	1,470			Open Solutions, Inc., Term Loan B		2.405%		1/23/14		BB-			1,193,032
				IT Services – 2.8% (2.1% of Total Investments)
	960			First Data Corporation, Term Loan B1		2.997%		9/24/14		B+			827,574
	2,495			First Data Corporation, Term Loan B2		3.036%		9/24/14		B+			2,145,457
	340			Infor Global Solutions Intermediate Holdings, Ltd., Delayed Term Loan		4.000%		7/28/12		B+			300,250
	733			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan, First Lien		6.493%		3/02/14		CCC+			509,667
	1,267			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan, Second Lien		6.493%		3/02/14		CCC+			867,667
	652			Infor Global Solutions Intermediate Holdings, Ltd., Term Loan		4.000%		7/28/12		B+			575,479
	6,447			Total IT Services									5,226,094
				Leisure Equipment & Products – 3.0% (2.3% of Total Investments)
	3,244			Bombardier Recreational Products, Inc., Term Loan		3.000%		6/28/13		Caa1			2,278,573
	1,274			Herbst Gaming, Inc., Delayed Term Loan, (5), (6)		2.283%		12/02/11		D			708,352
	2,642			Herbst Gaming, Inc., Term Loan, (5), (6)		2.250%		12/02/11		D			1,468,730
	3,686			Wimar OpCo LLC, Term Loan, (5), (6)		6.500%		1/03/12		N/R			1,177,941
	10,846			Total Leisure Equipment & Products									5,633,596
				Machinery – 2.0% (1.5% of Total Investments)
	1,464			Oshkosh Truck Corporation, Term Loan		6.316%		12/06/13		BB-			1,464,551
	549			Rexnord Corporation, Incremental Term Loan		2.500%		7/19/13		BB-			526,186
	1,869			Rexnord Corporation, Term Loan		2.786%		7/19/13		BB-			1,800,327
	3,882			Total Machinery									3,791,064
				Media – 14.8% (11.1% of Total Investments)
	3			American Media Operations, Inc., Term Loan		10.000%		1/30/13		B-			2,623
	1,429			Carmike Cinemas, Inc., Term Loan		4.240%		5/19/12		B1			1,386,743
	955			Cequel Communications LLC, Term Loan B		2.244%		11/05/13		BB-			914,510
	1,000			Charter Communications Operating Holdings LLC, Holdco Term Loan		6.750%		3/06/14		Ba2			865,500
	6,962			Charter Communications Operating Holdings LLC, Term Loan, DD1		6.250%		3/06/14		Ba2			6,347,906
	4,000			Citadel Broadcasting Corporation, Term Loan, DD1, (14)		2.040%		6/12/14		CCC-			2,755,000
	1,496			Gray Television, Inc., Term Loan B		6.790%		12/31/14		Caa1			1,289,531
	2,854			Idearc, Inc., Term Loan, (5), (6)		4.250%		11/17/14		D			1,305,230
	3,870			Metro-Goldwyn-Mayer Studios, Inc., Term Loan B		20.500%		4/08/12		N/R			2,227,139
	585			Nielsen Finance LLC, Term Loan A		2.244%		8/09/13		Ba3			546,414
	1,219			Nielsen Finance LLC, Term Loan B		3.999%		5/02/16		Ba3			1,147,305
	1,888			Philadelphia Newspapers, Term Loan, (5), (6)		7.750%		6/29/13		N/R			434,287
	539			Reader’s Digest Association, Inc., DIP Term Loan		13.500%		3/01/14		N/R			561,610
	133			Reader’s Digest Association, Inc., Euro Term Loan		7.000%		3/03/14		N/R			65,267
	369			Reader’s Digest Association, Inc., Revolving Credit Loan		4.397%		3/02/13		D			181,527
	1,487			Reader’s Digest Association, Inc., U.S. Term Loan		4.245%		3/03/14		D			731,036
	497			Spanish Broadcasting System, Inc., Term Loan B		2.040%		6/10/12		CCC+			412,839
	4,910			Tribune Company, Term Loan B, DD1, (5), (6)		5.250%		6/04/14		Ca			2,326,101
	683			Tribune Company, Term Loan X, (5), (6)		5.000%		6/04/09		Ca			318,009
	5,000			Univision Communications, Inc., Term Loan		2.533%		9/29/14		B2			4,042,855
	39,879			Total Media									27,861,432
				Metals & Mining – 3.4% (2.6% of Total Investments)
	413			Aleris International, Inc., DIP Term Loan, (5)		13.000%		2/12/10		N/R			433,470
	1,955			Edgen Murray II LP, Term Loan		3.077%		5/11/14		B			1,691,075
	1,990			Essar Steel Algoma Inc., Term Loan		8.000%		6/20/13		B+			1,878,724
	2,627			John Maneely Company, Term Loan		3.511%		12/08/13		B			2,413,194
	6,985			Total Metals & Mining									6,416,463
				Multiline Retail – 0.5% (0.3% of Total Investments)
	984			Neiman Marcus Group, Inc., Term Loan		2.292%		4/06/13		BB-			846,187
				Oil, Gas & Consumable Fuels – 4.0% (3.0% of Total Investments)
	858			ATP Oil and Gas Corporation, Tranche B1, Term Loan, WI/DD		TBD		TBD		N/A			837,795
	142			ATP Oil and Gas Corporation, Tranche B2, Term Loan, WI/DD		TBD		TBD		N/A			138,634
	1,238			Big West Oil LLC, Delayed Term Loan, DD1, (5)		4.500%		5/15/14		Ca			1,200,401
	984			Big West Oil LLC, Term Loan, DD1, (5)		4.500%		5/15/14		Ca			954,864
	295			Calumet Lubricants Company LP, Credit Linked Deposit		4.134%		1/03/15		B1			263,845
	2,193			Calumet Lubricants Company LP, Term Loan		4.429%		1/03/15		B1			1,964,046
	2,478			Venoco, Inc., Term Loan		4.250%		5/07/14		BB-			2,233,245
	8,188			Total Oil, Gas & Consumable Fuels									7,592,830
				Paper & Forest Products – 1.7% (1.3% of Total Investments)
	3,920			Wilton Products, Term Loan		3.500%		11/16/14		B+			3,234,000
				Pharmaceuticals – 1.2% (0.9% of Total Investments)
	1,000			Graceway Pharmaceuticals LLC, Second Lien Term Loan		6.743%		5/03/13		B-			342,500
	1,383			Graceway Pharmaceuticals LLC, Term Loan		2.993%		5/03/12		BB			974,838
	119			Warner Chilcott Corporation, Delayed Term Loan, WI/DD		TBD		TBD		BB+			119,024
	339			Warner Chilcott Corporation, Tranche A, Term Loan, WI/DD		TBD		TBD		BB+			340,069
	542			Warner Chilcott Corporation, Tranche B, Term Loan, WI/DD		TBD		TBD		BB+			544,110
	3,383			Total Pharmaceuticals									2,320,541
				Real Estate Investment Trust – 0.9% (0.6% of Total Investments)
	1,000			Tishman Speyer Real Estate, L.P., Term Loan, (6)		4.000%		1/09/13		D			602,500
	1,000			Tishman Speyer Real Estate, Liquidation Facility		10.250%		12/01/09		N/R			1,002,500
	2,000			Total Real Estate Investment Trust									1,605,000
				Real Estate Management & Development – 4.1% (3.1% of Total Investments)
	3,599			Capital Automotive LP, Tranche C		2.750%		12/14/12		Ba1			3,221,324
	3,605			LNR Property Corporation, Term Loan B		3.750%		7/12/11		B-			2,865,745
	1,930			Realogy Corporation, Delayed Term Loan		3.286%		10/10/13		Caa1			1,622,916
	9,134			Total Real Estate Management & Development									7,709,985
				Road & Rail – 3.4% (2.6% of Total Investments)
	1,492			Avis Budget Car Rental, LLC Term Loan		4.040%		4/19/12		Ba3			1,407,477
	5,821			Swift Transportation Company, Inc., Term Loan		3.563%		5/10/14		B-			5,029,081
	7,313			Total Road & Rail									6,436,558
				Semiconductors & Equipment – 0.6% (0.5% of Total Investments)
	1,498			Freescale Semiconductor, Inc., Term Loan		1.996%		12/01/13		B2			1,221,248
				Software – 2.4% (1.8% of Total Investments)
	2,497			Dealer Computer Services, Inc., Term Loan		2.243%		10/26/12		BB			2,242,246
	2,000			IPC Systems, Inc., Term Loan, Second Lien		5.533%		5/31/15		CCC			1,460,000
	931			IPC Systems, Inc., Term Loan		2.517%		5/31/14		B1			796,258
	5,428			Total Software									4,498,504
				Specialty Retail – 5.1% (3.8% of Total Investments)
	3,123			Burlington Coat Factory Warehouse Corporation, Term Loan, DD1		2.565%		5/28/13		B3			2,866,972
	2,985			Claire’s Stores, Inc. Term Loan B		3.033%		5/29/14		B-			2,354,208
	2,574			Michaels Stores, Inc., Term Loan		2.519%		10/31/13		B			2,311,251
	1,122			Micro Warehouse, Inc., Term Loan B, (5), (6), (13)		0.000%		1/30/07		N/R			78,537
	1,103			Norwood Promotional Products, Inc., Term Loan A, (13)		3.000%		8/17/09		N/R			11,032
	6,536			Norwood Promotional Products, Inc., Term Loan B, (13)		3.000%		8/16/11		N/R			—
	2,000			Toys “R” Us – Delaware, Inc., Term Loan B		4.494%		7/19/12		BB-			1,947,500
	19,443			Total Specialty Retail									9,569,500
				Trading Companies & Distributors – 0.4% (0.3% of Total Investments)
	815			Ashtead Group Public Limited Company, Term Loan		2.063%		8/31/11		BB+			785,422
				Wireless Telecommunication Services – 1.0% (0.8% of Total Investments)
	2,000			Asurion Corporation, Term Loan		3.245%		7/03/14		N/R			1,901,944
$	273,131			Total Variable Rate Senior Loan Interests (cost $245,734,835)									211,857,257

Shares

Description (1)

Value

Common Stocks – 1.8% (1.4% of Total Investments)

Building Products – 1.8% (1.4% of Total Investments)

88,501

Masonite Worldwide Holdings, (9), (12)

$

3,407,289

Total Common Stocks (cost $4,842,218)

3,407,289

Principal

Amount (000)

Description (1)

Coupon

Maturity

Ratings (3)

Value

Convertible Bonds – 4.2% (3.2% of Total Investments)

Computers & Peripherals – 0.8% (0.6% of Total Investments)

2,000

Hutchinson Technology Inc.

3.250%

1/15/26

B-

$

1,487,500

Food & Staples Retailing – 1.5% (1.2% of Total Investments)

3,000

Great Atlantic & Pacific Tea Company Inc.

5.125%

6/15/11

Caa1

2,872,500

Real Estate Investment Trust – 0.8% (0.6% of Total Investments)

1,500

MPT Operating Partnership Limited Partnership, 144A

6.125%

11/15/11

N/A

1,413,750

Semiconductors & Equipment – 1.1% (0.8% of Total Investments)

2,500

Advanced Micro Devices, Inc.

5.750%

8/15/12

B-

2,118,750

$

9,000

Total Convertible Bonds (cost $6,105,904)

7,892,500

Principal
Amount (000)				Description (1)		Coupon		Maturity		Ratings (3)		Value
				Corporate Bonds – 9.7% (7.2% of Total Investments)
				Auto Components – 0.2% (0.1% of Total Investments)
$	400			Exide Technologies		10.500%		3/15/13		B-		$	400,000
				Building Products – 0.9% (0.6% of Total Investments)
	1,750			Ply Gem Industries Inc.		11.750%		6/15/13		Caa1			1,649,375
				Health Care Providers & Services – 1.4% (1.1% of Total Investments)
	2,000			Select Medical Corporation, Floating Rate Note, 5.750% plus six-month LIBOR		6.314%		9/15/15		Caa1			1,795,000
	1,000			US Oncology Holdings Inc., Floating Rate Note, 5.000% plus six-month LIBOR		5.564%		3/15/12		CCC+			885,000
	3,000			Total Health Care Providers & Services									2,680,000
				Internet Software & Services – 0.5% (0.4% of Total Investments)
	1,500			Open Solutions Inc., 144A		9.750%		2/01/15		CCC+			1,012,500
				IT Services – 0.5% (0.4% of Total Investments)
	1,000			First Data Corporation		11.250%		3/31/16		CCC+			905,000
				Metals & Mining – 0.4% (0.3% of Total Investments)
	750			Algoma Acquisition Corporation, 144A		9.875%		6/15/15		CCC+			645,000
				Oil, Gas & Consumable Fuels – 1.5% (1.1% of Total Investments)
	1,000			SemGroup LP, 144A, (10)		8.750%		11/15/15		N/R			65,000
	2,000			Western Refining Inc., Floating Rate Note, 7.500% plus three-month LIBOR, 144A		7.781%		6/15/14		BB-			1,860,000
	1,000			Western Refining Inc., 144A		11.250%		6/15/17		BB-			930,000
	4,000			Total Oil, Gas & Consumable Fuels									2,855,000
				Paper & Forest Products – 0.4% (0.3% of Total Investments)
	1,000			Verso Paper Holdings LLC., Series B, Floating Rate Note, 3.750% plus three-month LIBOR		4.031%		8/01/14		B2			660,000
				Semiconductors & Equipment – 1.3% (1.0% of Total Investments)
	100			Avago Technologies Finance Pte Ltd., Floating Rate Note, 5.500% plus three-month LIBOR		5.781%		6/01/13		N/R			98,875
	1,350			NXP BV, 144A		10.000%		7/15/13		B-			1,353,375
	1,000			Spansion LLC, Floating Rate Note, 3.125% plus three-month LIBOR, 144A, (11)		3.406%		6/01/13		D			1,055,000
	2,450			Total Semiconductors & Equipment									2,507,250
				Software – 1.3% (1.0% of Total Investments)
	2,950			Telcordia Technologies, Inc., 144A		10.000%		3/15/13		CCC+			2,500,125
				Specialty Retail – 0.3% (0.2% of Total Investments)
	1,000			Local Insight Regatta Holdings		11.000%		12/01/17		CCC-			495,000
				Textiles, Apparel & Luxury Goods – 1.0% (0.7% of Total Investments)
	2,000			HanesBrand Inc., Floating Rate Note, 3.375% plus six-month LIBOR		3.939%		12/15/14		B			1,810,000
$	21,800			Total Corporate Bonds (cost $16,616,329)									18,119,250

Principal
Amount (000)				Description (1)		Coupon		Maturity				Value
				Short-Term Investments – 4.7% (3.5% of Total Investments)
$	8,867			Repurchase Agreement with Fixed Income Clearing Corporation, dated 10/30/09, repurchase price $8,866,988, collateralized by $8,440,000 U.S. Treasury Notes, 4.500%, due 9/30/11, value $9,047,680		0.010%		11/02/09				$	8,866,981
				Total Short-Term Investments (cost $8,866,981)									8,866,981
				Total Investments (cost $282,166,267) – 133.1%									250,143,277
				Borrowings – (17.5)% (15)									(32,900,000	)
				Other Assets Less Liabilities – (1.8)%									(3,288,423	)
				Preferred Shares, at Liquidation Value – (13.8)% (15)									(26,000,000	)
				Net Assets Applicable to Common Shares – 100%								$	187,954,854

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 October 31, 2009:

		Level 1				Level 2				Level 3				Total
Investments:
Variable Rate Senior Loan Interests		$	—			$	211,767,687			$	89,569			$	211,857,257
Common Stocks*			—				3,407,289				—				3,407,289
Convertible Bonds			—				7,892,500				—				7,892,500
Corporate Bonds			—				18,119,250				—				18,119,250
Short-Term Investments			8,866,981				—				—				8,866,981
Total		$	8,866,981			$	241,186,727			$	89,569			$	250,143,277

* Refer to the Fund’s Portfolio of Investments for industry breakdown of Common Stocks classified as Level 2.

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
Gains (losses):			$	89,569
Net realized gains (losses)				—
Net change in unrealized appreciation (depreciation)				—
Net purchases at cost (sales at proceeds)				—
Net discounts (premiums)				—
Net transfers in to (out of) at end of period fair value				—
Balance at end of period			$	89,569

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 October 31, 2009, the cost of investments was $282,224,168.

Gross unrealized appreciation and gross unrealized depreciation of investments at October 31, 2009, were as follows:

Gross unrealized:
Appreciation		$	12,955,985
Depreciation			(45,036,876	)
Net unrealized appreciation (depreciation) of investments		$	(32,080,891	)

(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 October 31, 2009, this issue was under the protection of the Federal Bankruptcy Court.
(6)		Non-income producing security; 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 October 31, 2009. At October 31, 2009, the Fund had unfunded Senior Loan commitments of $555,556.
(8)		Negative value represents unrealized depreciation on unfunded Senior Loan commitment outstanding at October 31, 2009.
(9)		Non-income producing; issuer has not declared a dividend within the past twelve months.
(10)		This issue is under protection of the Federal Bankruptcy Court. As a result, the Fund’s 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.
(11)		This issue is under protection of the Federal Bankruptcy Court (the “Bankruptcy Court”). As a result, the Fund’s Adviser concluded that the issuer was not likely to meet its future interest payment obligations and directed the Fund’s custodian to cease accruing additional income and “write-off” any remaining recorded balances on the Fund’s records. On July 1, 2009, the Fund received its June 1, 2009, interest payment and subsequently received its September 1, 2009, interest payment as directed by the Bankruptcy Court’s Final Order. As of September 2, 2009, the Fund ceased accruing additional income on this issue.
(12)		For fair value measurement disclosure purposes, investment categorized as Level 2.
(13)		Investments valued at fair value using methods determined in good by, or at the discretion of the Board of Trustees. For fair value measurement disclosure purposes, investment categorized as Level 3.
(14)		Subsequent to the reporting period, this issue is under protection of the Federal Bankruptcy Court. As a result, the Fund’s Adviser has concluded this issue is not likely to meet its interest payment obligations and has directed the Fund’s custodian to lease accruing additional income and “write off” any remaining recorded balances on the Fund’s records.
(15)		Borrowings and Preferred Shares, at Liquidation Value as a percentage of Total Investments are 13.2% and 10.4%, respectively.
N/A		Not available.
N/R		Not rated.
WI/DD		Purchased on a when-issued or delayed delivery basis.
DD1		Portion of investment purchased on a 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 December 30, 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 December 30, 2009

Date December 30, 2009