UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number    811-09571   

Nuveen Senior Income Fund

(Exact name of registrant as specified in charter)

     333 West Wacker Drive, Chicago, Illinois 60606     
(Address of principal executive offices) (Zip code)

Jessica R. Droeger—Vice President and Secretary
     333 West Wacker Drive, Chicago, Illinois 60606     
(Name and address of agent for service)

Registrant’s telephone number, including area code:      312-917-7700     

Date of fiscal year end:        7/31      

Date of reporting period:    10/31/2006   

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)
October 31, 2006

						Weighted
Principal						Average
Amount (000)				Description (1)		Coupon		Maturity (3)		Ratings (4)		Value
				Variable Rate Senior Loan Interests – 142.2% (87.9% of Total Investments) (2)
				Aerospace & Defense – 2.4% (1.5% of Total Investments)
$	2,963			Mid-Western Aircraft Systems Inc., Term Loan B		7.570%		12/31/11		N/R		$	2,988,886
	2,414			Vought Aircraft Industries, Inc., Term Loan		7.880%		12/22/11		B-			2,430,464
	545			Vought Aircraft Industries, Inc., Tranche B, Letter of Credit		7.822%		12/22/10		B-			548,693
	5,922			Total Aerospace & Defense									5,968,043
				Airlines – 3.2% (2.0% of Total Investments)
	2,000			Northwest Airlines Inc., Term Loan		2.500%		7/19/08		N/R			2,008,751
	5,224			United Air Lines Inc., Term Loan B		9.250%		2/01/12		B+			5,315,166
	746			United Air Lines Inc., Delayed Draw Term Loan		9.125%		2/01/12		B+			759,309
	7,970			Total Airlines									8,083,226
				Auto Components – 7.7% (4.8% of Total Investments)
	4,224			Federal Mogul Corporation, Term Loan A, (5)		7.570%		2/24/04		N/R			4,116,237
	5,551			Federal-Mogul Corporation, Term Loan B, (5)		7.820%		2/24/05		N/R			5,422,364
	1,869			Gen Tek Inc., Term Loan B		7.373%		12/31/10		B+			1,879,539
	2,000			Goodyear Tire & Rubber Company, Second Lien Term Loan		8.140%		4/30/10		B+			2,018,572
	1,000			Goodyear Tire & Rubber Company, Term Loan		7.072%		4/30/10		BB			1,003,214
	1,479			Metalforming Technologies, Inc., Term Loan A, (5) (6)		0.000%		9/30/07		N/R			281,039
	575			Metalforming Technologies, Inc., Term Loan B, (PIK), (5) (6)		0.000%		9/30/07		N/R			109,299
	3,042			Tenneco Automotive Inc., Term Loan B		7.400%		12/12/10		BB-			3,059,382
	1,336			Tenneco Automotive Inc., Term Loan B-1		7.323%		12/12/10		BB-			1,343,932
	21,076			Total Auto Components									19,233,578
				Building Products – 4.9% (3.0% of Total Investments)
	888			Atrium Companies Inc. Term Loan		8.126%		5/31/12		B			877,249
	2,553			Euramax Holdings Inc., Term Loan B		8.188%		6/21/12		B			2,569,355
	1,960			Nortek, Inc., Term Loan B		7.325%		11/21/10		B			1,957,550
	2,460			Stile Acquisition Corporation, Canadian Term Loan		7.380%		4/05/13		BB-			2,409,081
	2,465			Stile Acquisition Corporation, Term Loan		7.380%		4/05/13		BB-			2,413,186
	2,000			TFS Acquisition, Term Loan		8.921%		8/01/13		B+			2,015,000
	12,326			Total Building Products									12,241,421
				Capital Markets – 0.7% (0.4% of Total Investments)
	1,777			Ameritrade Holdings Corporation, Term Loan B		6.820%		12/31/12		N/R			1,778,114
				Chemicals – 5.1% (3.1% of Total Investments)
	2,245			Celanese Corporation, Term Loan C		7.117%		4/06/11		N/R			2,259,996
	983			Huntsman International LLC, Term Loan		7.070%		8/16/12		BB-			983,901
	1,990			ISP Chemco Inc., Term Loan		7.449%		2/16/13		BB-			1,998,884
	3,940			Mosaic Company, Term Loan		6.987%		2/21/12		BB+			3,942,955
	1,970			Rockwood Specialties Group, Inc., Term Loan E		7.376%		7/30/12		B+			1,981,574
	1,500			Wellman Inc., First Lien Term Loan		9.489%		2/10/09		B+			1,507,970
	12,628			Total Chemicals									12,675,280
				Commercial Services & Supplies – 4.1% (2.6% of Total Investments)
	2,393			Acco Brands, Term Loan B		7.138%		8/17/12		BB-			2,402,968
	1,457			Allied Waste North America, Inc., Letter of Credit		7.073%		1/15/12		Ba3			1,459,261
	3,671			Allied Waste North America, Inc., Term Loan B		7.153%		1/15/12		Ba3			3,676,833
	2,000			Williams Scotsman, Inc., Term Loan B		6.820%		6/28/10		B2			1,995,000
	774			Workflow Management, Inc., Term Loan		9.376%		11/30/11		B2			779,596
	10,295			Total Commercial Services & Supplies									10,313,658
				Construction & Engineering – 0.7% (0.4% of Total Investments)
	1,695			Maxim Crane Works, Term Loan		7.326%		2/23/10		N/R			1,701,524
				Containers & Packaging – 4.1% (2.5% of Total Investments)
	4,913			Graham Packaging Company, L.P., Term Loan B		7.725%		10/07/11		B			4,941,447
	2,857			Graham Packaging Company, L.P., Term Loan C		9.688%		3/15/12		CCC+			2,884,821
	437			Smurfit-Stone Container Corporation, Deposit-Funded Commitment		7.572%		11/01/11		B+			439,900
	1,191			Smurfit-Stone Container Corporation, Term Loan B		7.658%		11/01/11		B+			1,199,941
	534			Smurfit-Stone Container Corporation, Term Loan C		7.667%		11/01/11		B+			538,249
	191			Smurfit-Stone Container Corporation, Tranche C-1		7.625%		11/01/11		B+			192,507
	10,123			Total Containers & Packaging									10,196,865
				Diversified Consumer Services – 0.8% (0.5% of Total Investments)
	2,000			West Corporation, Term Loan, WI/DD		TBD		TBD		B+			2,001,964
				Diversified Telecommunication Services – 4.5% (2.8% of Total Investments)
	2,000			Cebridge III LLC., Term Loan B		7.620%		11/01/14		B+			1,998,750
	1,975			Intelsat Limited		7.622%		7/01/13		N/R			1,990,122
	2,000			Level 3 Communications Incorporated, Term Loan		8.398%		12/01/11		B-			2,022,916
	5,000			Qwest Corporation, Term Loan B		6.950%		6/30/10		BB			5,080,000
	5,000			WCI Capital Corporation, Term Loan B, (5) (6)		0.000%		9/30/07		N/R			122,918
	15,975			Total Diversified Telecommunication Services									11,214,706
				Electric Utilities – 0.3% (0.2% of Total Investments)
	148			Astoria Generating Company, Letter of Credit		7.320%		2/23/11		B			149,222
	751			Astoria Generating Company, Term Loan B		7.390%		2/23/13		B1			757,218
	899			Total Electric Utilities									906,440
				Electrical Equipment – 1.6% (1.0% of Total Investments)
	2,268			Mueller Group, Inc., Term Loan		7.388%		10/03/12		B+			2,283,188
	1,583			Sensus Metering Systems Inc., Term Loan B-1		6.449%		12/17/10		B+			1,582,609
	210			Sensus Metering Systems Inc., Term Loan B-2		7.086%		12/17/10		B+			210,217
	4,061			Total Electrical Equipment									4,076,014
				Electronic Equipment & Instruments – 0.8% (0.5% of Total Investments)
	1,995			Sensata Technologies B.V., Term Loan		7.130%		4/27/13		BB-			1,985,337
				Food & Staples Retailing – 0.8% (0.5% of Total Investments)
	1,994			Jean Coutu Group Inc.		7.937%		7/30/2011		BB-			2,003,471
				Food Products – 2.4% (1.5% of Total Investments)
	465			Dole Foods Company Inc., Deposit-Funded Commitment		7.374%		4/12/13		BB-			462,209
	1,041			Dole Foods Company Inc., Term Loan B		7.550%		4/12/13		BB-			1,034,771
	3,471			Dole Foods Company Inc., Term Loan C		7.480%		4/12/13		B+			3,449,236
	973			Michael Foods, Inc., Term Loan B		7.541%		11/21/10		B+			975,043
	5,950			Total Food Products									5,921,259
				Health Care Providers & Services – 11.8% (7.3% of Total Investments)
	5,321			Community Health Systems, Inc., Term Loan		7.150%		8/19/11		BB-			5,330,428
	4,451			Davita Inc., Term Loan B		7.425%		10/05/12		BB-			4,477,986
	1,990			Fresenius Medical Care AG & Co., (KGaA), Term Loan		6.752%		3/31/13		Ba2			1,980,188
	1,995			HealthSouth Corporation, Term Loan		8.620%		3/10/13		B2			2,005,529
	1,955			IASIS Healthcare LLC, Term Loan B		7.729%		6/22/11		B+			1,967,219
	3,960			LifeCare Holdings Inc., Term Loan B		7.570%		8/11/12		B			3,658,050
	2,154			Psychiatric Solutions Inc., Term Loan B		7.160%		7/01/12		B+			2,157,885
	2,955			Select Medical Corporation, Term Loan		7.151%		2/24/12		BB-			2,903,842
	4,920			Vanguard Health Holding Company, LLC, Replacement Term Loan		7.868%		9/23/11		B			4,931,252
	29,701			Total Health Care Providers & Services									29,412,379
				Hotels, Restaurants & Leisure – 16.2% (10.0% of Total Investments)
	4,975			24 Hour Fitness Worldwide, Inc., Term Loan B		7.994%		7/17/12		B			5,012,313
	1,797			Ameristar Casinos, Inc., Term Loan B		6.900%		11/10/12		Ba3			1,799,454
	3,950			CCM Merger, Inc., Term Loan B		7.375%		7/13/12		B			3,951,990
	1,995			Cedar Fair LP, Term Loan		7.867%		6/13/12		BB-			2,019,158
	122			Cracker Barrel, Term B-2 Delayed Draw, (8) (9)		0.750%		4/27/13		BB			(648	)
	873			Cracker Barrel, Term Loan B-1		6.932%		4/28/13		BB			871,778
	1,965			Isle of Capri Casinos, Inc., Term Loan		7.184%		2/04/11		BB-			1,972,369
	4,362			Jack in the Box Inc., Term Loan B		6.882%		1/08/11		BB			4,379,234
	7,946			OpBiz, LLC, Term Loan A		8.372%		8/31/10		B-			7,773,516
	22			OpBiz, LLC, Term Loan B (PIK)		9.537%		8/31/10		CCC+			21,197
	3,960			Penn National Gaming, Inc., Term Loan B		7.129%		10/03/12		BB			3,985,740
	2,000			Pinnacle Entertainment Inc., Term Loan		7.320%		12/14/11		B1			2,007,750
	1,000			Quiznos Sub, Term Loan C		11.117%		11/05/13		N/R			1,016,500
	2,732			Travelport, Term Loan		8.367%		8/09/13		B+			2,744,045
	268			Travelport, Letter of Credit		8.367%		8/09/13		B+			268,813
	427			Venetian Casino Resort, LLC Term Loan B		7.120%		6/15/11		BB-			428,886
	2,073			Venetian Casino Resort, LLC, Term Loan		7.120%		6/15/11		BB-			2,080,098
	40,467			Total Hotels, Restaurants & Leisure									40,332,193
				Household Durables – 1.7% (1.1% of Total Investments)
	4,500			Shea Homes Inc., Term Loan		7.350%		10/27/11		N/R			4,365,000
				Household Products – 3.2% (2.0% of Total Investments)
	1,950			Prestige Brands, Inc., Term Loan B		7.715%		4/06/11		B+			1,961,781
	4,000			Solo Cup Company, Term Loan		8.608%		2/27/11		CCC+			4,025,314
	2,000			Spectrum Brands, Term Loan		8.387%		2/07/12		B-			2,008,214
	7,950			Total Household Products									7,995,309
				Independent Power Producers & Energy Traders – 0.4% (0.2% of Total Investments)
	520			Covanta Energy Corporation, Letter of Credit		7.621%		5/31/12		B+			525,311
	372			Covanta Energy Corporation, Term Loan B		7.615%		5/13/12		B-			375,498
	892			Total Independent Power Producers & Energy Traders									900,809
				Insurance – 2.4% (1.5% of Total Investments)
	5,993			Conseco, Inc., Term Loan		7.320%		10/10/13		BB-			6,015,078
				IT Services – 2.9% (1.8% of Total Investments)
	2,359			Fidelity National Information Services, Term Loan B		7.070%		3/09/13		BB+			2,367,283
	4,938			SunGard Data Systems Inc., Term Loan B		7.999%		2/11/13		B+			4,989,756
	7,297			Total IT Services									7,357,039
				Leisure Equipment & Products – 1.2% (0.7% of Total Investments)
	3,000			Bombardier Recreational Products, Term Loan		8.130%		6/07/13		B1			3,000,000
				Machinery – 4.2% (2.6% of Total Investments)
	421			Dresser-Rand Group, Inc., Term Loan		7.485%		10/29/07		BB-			423,895
	3,000			Dresser-Rand Group, Inc., Term Loan, WI/DD		TBD		TBD		B			3,000,000
	5,000			Navistar International Corporation, Series B		10.355%		1/22/09		N/R			5,070,833
	2,000			Rexnord Corporation, Term Loan		7.876%		7/19/13		B+			2,013,750
	10,421			Total Machinery									10,508,478
				Media – 25.4% (15.7% of Total Investments)
	4,500			American Media Operations, Inc., Term Loan C		8.340%		1/30/13		B-			4,533,282
	1,343			Blockbuster, Inc., Term Loan A		8.631%		8/20/09		B-			1,340,251
	1,834			Blockbuster, Inc., Term Loan B		8.972%		8/20/11		B-			1,834,032
	4,975			Cablevision Systems Corporation, Incremental Term Loan		7.148%		3/23/13		BB			4,977,000
	1,995			Carmike Cinemas Inc., Term Loan		8.640%		5/19/12		B-			2,018,275
	1,640			Century Cable Holdings, LLC, Revolver, (5) (7)		9.250%		10/25/10		N/R			1,587,725
	2,000			Century Cable Holdings, LLC, Revolver, (5) (7)		9.250%		10/25/10		N/R			1,936,250
	6,000			Century Cable Holdings, LLC, Term Loan, (5)		10.250%		12/31/09		N/R			5,865,000
	4,906			Charter Communications Inc., Term Loan B		8.005%		4/28/13		B			4,954,237
	3,899			Dex Media West, LLC, Term Loan B		6.886%		3/09/10		BB			3,889,332
	2,978			Metro-Goldwyn-Mayer Studios, Inc., Term Loan B		8.617%		3/15/12		N/R			2,944,276
	5,000			Neilsen Finance LLC, Term Loan B		8.190%		8/01/13		B+			5,023,830
	1,995			Philadelphia Newspapers, Term Loan		8.120%		6/29/13		N/R			1,987,519
	5,940			Primedia Inc., Term Loan		7.570%		9/30/13		N/R			5,923,665
	2,293			R. H. Donnelley Inc., Tranche D		6.886%		6/30/11		Ba3			2,286,926
	4,609			Regal Cinemas Corporation, Term Loan		7.117%		11/10/10		BB-			4,607,986
	1,708			Sun Media Corporation, Term Loan B		7.126%		2/07/09		BB			1,711,523
	1,500			UPC Broadband Holding BV, Term Loan J2		7.640%		3/29/13		B			1,501,808
	1,500			UPC Broadband Holding BV, Term Loan K2		7.640%		12/31/13		B			1,501,541
	2,918			WMG Acquisition Corp., Term Loan		7.369%		2/28/11		BB-			2,932,110
	63,533			Total Media									63,356,568
				Metals & Mining – 1.0% (0.6% of Total Investments)
	1,876			Amsted Industries Incorporated, Delayed Draw Term Loan, (8) (9)		0.500%		4/05/11		BB-			(23,451	)
	2,600			Amsted Industries Incorporated, Term Loan B		7.373%		4/05/13		BB-			2,611,502
	4,476			Total Metals & Mining									2,588,051
				Multi-Utilities – 1.6% (1.0% of Total Investments)
	3,241			NRG Energy Inc., Term Loan		7.367%		2/01/13		BB-			3,261,993
	743			NRG Energy Inc., Credit-Linked Deposit		7.367%		2/01/13		BB-			747,041
	3,984			Total Multi-Utilities									4,009,034
				Oil, Gas & Consumable Fuels – 2.8% (1.8% of Total Investments)
	800			Coffeyville Resources LLC, Letter of Credit		7.625%		6/30/11		BB-			805,899
	1,185			Coffeyville Resources LLC, Term Loan B		7.627%		6/30/12		BB-			1,193,814
	1,000			El Paso Corporation, Letter of Credit		7.320%		7/31/11		B+			1,007,947
	774			Targa Resources Inc., Synthetic Letter of Credit		7.624%		10/31/12		B+			779,032
	3,194			Targa Resources Inc., Term Loan B		7.632%		10/31/12		B+			3,213,508
	6,953			Total Oil, Gas & Consumable Fuels									7,000,200
				Paper & Forest Products – 5.4% (3.3% of Total Investments)
	459			Bluegrass Container Company LLC, Delayed Draw 1st Lien		7.601%		7/31/13		BB-			464,265
	1,515			Bluegrass Container Company, LLC, 2nd Lien Term Loan		10.323%		12/31/13		B3			1,535,748
	485			Bluegrass Container Company, LLC, Delayed Draw, 2nd Lien		10.320%		12/31/13		B-			491,440
	1,536			Bluegrass Container Company, LLC, Term Loan B		7.604%		6/30/13		BB-			1,551,621
	1,013			Boise Cascade Corporation, Term Loan D		7.108%		3/29/11		BB			1,018,731
	3,970			Georgia-Pacific Corporation, Term Loan B		7.385%		12/20/12		BB-			3,995,086
	2,000			Georgia-Pacific Corporation, Term Loan C		8.390%		2/13/14		B+			2,028,047
	2,316			NewPage Corporation, Term Loan B		8.365%		5/02/11		B			2,345,438
	13,294			Total Paper & Forest Products									13,430,376
				Pharmaceuticals – 0.8% (0.5% of Total Investments)
	1,970			Talecris Biotherapeutics Inc., Term Loan B		8.641%		4/01/11		B2			1,970,000
				Real Estate Management & Development – 3.0% (1.9% of Total Investments)
	3,907			Capital Automotive LP., Term Loan		7.080%		12/16/10		BB+			3,929,276
	57			Lion Gables, Term Loan		7.070%		3/30/07		Ba2			56,955
	3,500			LNR Property Corporation, Term Loan B		8.220%		7/12/11		B2			3,517,134
	7,464			Total Real Estate Management & Development									7,503,365
				Semiconductors & Equipment – 0.8% (0.5% of Total Investments)
	2,000			Advanced Micro Devices, Term Loan B		7.570%		12/13/13		BB-			2,010,357
				Software – 1.2% (0.7% of Total Investments)
	3,000			Reynolds and Reynolds Company, WI/DD		TBD		TBD		B3			3,022,500
				Specialty Retail – 7.0% (4.3% of Total Investments)
	1,000			CSK Automotive Corporation, Term Loan		8.376%		6/30/12		B+			1,015,625
	4,000			Michaels Stores Inc., Term Loan, WI/DD		TBD		TBD		B-			4,020,000
	1,318			Micro Warehouse, Inc., Term Loan B, (5) (6) (10)		0.000%		1/30/07		N/R			39,534
	3,939			Norwood Promotional Products, Term Loan A		11.688%		8/16/09		N/R			4,018,139
	5,777			Norwood Promotional Products, Term Loan B		6.000%		8/16/11		N/R			2,325,225
	4,000			Toys “R” Us, Inc., Term Loan		8.323%		12/09/08		N/R			4,012,500
	1,985			TravelCenters of America Inc., Term Loan		7.112%		12/01/11		B1			1,987,792
	22,019			Total Specialty Retail									17,418,815
				Textiles, Apparel & Luxury Goods – 3.5% (2.1% of Total Investments)
	995			Burlington Coat Factory Warehouse Corporation, Term Loan		7.530%		4/13/13		B			982,330
	2,000			HanesBrands Inc., Loan		9.648%		8/15/14		B2			2,002,500
	4,530			Visant Holding Corporation, Term Loan C		7.122%		7/29/10		B+			4,556,963
	1,148			William Carter Company, Term Loan B		6.867%		7/14/12		Ba3			1,147,703
	8,673			Total Textiles, Apparel & Luxury Goods									8,689,496
				Trading Companies & Distributors – 1.6% (1.0% of Total Investments)
	2,000			Ashtead Group Public Limited Company, Term Loan B		1.750%		8/01/11		B3			2,000,000
	393			Brenntag Holding GmbH and Company KG, Acquisition Facility Term Loan		8.080%		1/20/14		B			395,427
	1,607			Brenntag Holdings, Term Loan B2		8.080%		1/20/14		B			1,623,334
	4,000			Total Trading Companies & Distributors									4,018,761
$	368,273			Total Variable Rate Senior Loan Interests (cost $364,165,213)									355,204,708

Principal
Amount (000)				Description (1)		Coupon		Maturity		Ratings (4)		Value
				Corporate Bonds – 13.1% (8.1% of Total Investments)
				Building Products – 1.8% (1.1% of Total Investments)
$	5,000			Stile Acquisition Corporation, 144A		11.000%		4/06/15		N/R		$	4,525,000
				Chemicals – 0.8% (0.5% of Total Investments)
	2,000			OM Group Inc.		9.250%		12/15/11		B-			2,095,000
				Diversified Telecommunication Services – 1.2% (0.8% of Total Investments)
	3,000			Intelsat Subsidiary Holding Company Limited, Floating Rate Note, 4.875% plus six-month LIBOR		10.263%		1/15/12		B+			3,056,250
				Electronic Equipment & Instruments – 2.0% (1.3% of Total Investments)
	5,000			NXP BV, Floating Rate Note, 2.750% plus three-month LIBOR, 144A		8.121%		10/15/13		BB+			5,068,750
				Hotels, Restaurants & Leisure – 1.0% (0.6% of Total Investments)
	2,400			Park Place Entertainment		8.875%		9/15/08		Ba1			2,505,000
				Media – 2.7% (1.7% of Total Investments)
	1,930			AMC Entertainment Inc.		9.875%		2/01/12		B3			2,004,788
	2,000			Cablevision Systems Corporation, Floating Rate Note, 4.500% plus six-month LIBOR		9.888%		4/01/09		B+			2,105,000
	2,500			Primedia Inc., Floating Rate Note, 5.375% plus three-month LIBOR		10.746%		5/15/10		B			2,600,000
	6,430			Total Media									6,709,788
				Paper & Forest Products – 0.8% (0.5% of Total Investments)
	2,000			Verso Paper Holdings LLC., Floating Rate Note, 3.750% plus three-month LIBOR, 144A		9.121%		8/01/14		B+			2,030,000
				Semiconductors & Equipment – 0.3% (0.1% of Total Investments)
	500			Avago Technologies Finance Pte. Ltd., Floating Rate Note, 5.500% plus three-month LIBOR, 144A		10.871%		6/01/13		B			525,000
				Wireless Telecommunication Services – 2.5% (1.5% of Total Investments)
	6,000			Dobson Communications Corporation, Floating Rate Note, 4.250% plus three-month LIBOR		9.621%		10/15/12		CCC			6,120,000
$	32,330			Total Corporate Bonds (cost $32,319,695)									32,634,788

Shares				Description (1)								Value
				Investment Companies – 0.6% (0.4% of Total Investments)
	205,050			ING Prime Rate Trust								$	1,464,057
				Total Investment Companies (cost $1,432,329)									1,464,057

Shares				Description (1)								Value
				Common Stocks – 0.5% (0.3% of Total Investments)
				Auto Components – 0.0% (0.0% of Total Investments)
	511			Gen Tek Inc., (6)								$	16,556
	279,642			Metalforming Technologies Inc., (5) (6) (10)									–
				Total Auto Components									16,556
				Building Products – 0.5% (0.3% of Total Investments)
	34,834			Armstrong World Industries Inc.									1,292,350
				Total Common Stocks (cost $1,393,369)									1,308,906

Shares				Description (1)								Value
				Warrants – 0.0% (0.0% of Total Investments)
	545			Gen Tek Inc., Warrant Class B								$	24,062
	268			Gen Tek Inc., Warrant Class C									11,256
	5,672			Reliant Energy Inc.									41,122
				Total Warrants (cost $40,254)									76,440

Principal
Amount (000)				Description (1)		Coupon		Maturity				Value
				Short-Term Investments – 5.4% (3.3% of Total Investments)
$	13,499			Repurchase Agreement with State Street Bank, dated 10/31/06, repurchase price $13,500,784, collateralized by $13,735,000, U.S. Treasury Notes,		5.050%		11/01/06				$	13,498,890
				4.875%, due 10/31/08, value $13,769,338
				Total Short-Term Investments (cost $13,498,890)									13,498,890
				Total Investments (cost $412,849,750) – 161.8%									404,187,789
				Borrowings Payable – (41.2)% (11)									(103,000,000	)
				Other Assets Less Liabilities – (2.2)%									(5,457,500	)
				Preferred Shares, at Liquidation Value – (18.4)%									(46,000,000	)
				Net Assets Applicable to Common Shares – 100%								$	249,730,289

(1)		All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares unless otherwise noted.
(2)		Senior Loans in which the Fund invests generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate plus an assigned fixed rate. These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks.
		Senior Loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the Agent Bank and/or Borrower prior to the disposition of a Senior Loan.
(3)		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.
(4)		Ratings: Using the higher of Standard & Poor’s or Moody’s rating. Ratings below BBB by Standard & Poor’s Group or Baa by Moody’s Investor Service, Inc. are considered to be below investment grade.
(5)		At or subsequent to October 31, 2006, this issue was under the protection of the Federal Bankruptcy Court.
(6)		Non-income producing. Non-income producing, in the case of a bond, generally denotes that the issuer has defaulted on the payment of principal or interest or has filed for bankruptcy.
(7)		Position represents a participation commitment outstanding at October 31, 2006.

						Commitment
Counterparty						Amount				Value
Bear, Stearns & Co., Inc.						$	2,000,000			$	1,936,250
Morgan Stanley							1,640,000				1,587,725

(8)		Position represents an unfunded Senior Loan commitment outstanding at October 31, 2006. At October 31, 2006, the Fund had unfunded Senior Loan commitments of $1,998,138.
(9)		Negative value represents unrealized depreciation on Senior Loan commitment at October 31, 2006.
(10)		Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees.
(11)		Borrowings Payable as a percentage of total investments is (25.5%).
WI/DD		Purchased on a when-issued or delayed delivery basis.
N/R		Not rated.
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.
(PIK)		In lieu of cash payment, interest accrued on “Payment in Kind” investment increases principal outstanding.

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.

At October 31, 2006, the cost of investments was $412,849,750.

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

Gross unrealized:
Appreciation		$	3,653,367
Depreciation			(12,315,328	)
Net unrealized appreciation (depreciation) of investments		$	(8,661,961	)

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 28, 2006

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

Date December 28, 2006

Date December 28, 2006