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:    4/30/2008   

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 

Item 1. Schedule of Investments

Nuveen Senior Income Fund (NSL)
April 30, 2008

						Weighted
Principal						Average
Amount (000)				Description (1)		Coupon		Maturity (2)		Ratings (3)		Value
				Variable Rate Senior Loan Interests – 152.1% (90.3% of Total Investments) (4)
				Aerospace & Defense – 2.9% (1.7% of Total Investments)
$	574			DAE Aviation Holdings, Inc., Term Loan B-1		6.520%		7/31/14		BB-		$	565,313
	571			DAE Aviation Holdings, Inc., Term Loan B-2		6.650%		7/31/14		BB-			561,515
	2,496			Midwestern Aircraft, Term Loan B		4.568%		12/30/11		BBB-			2,466,281
	2,379			Vought Aircraft Industries, Inc., Term Loan		5.120%		12/22/11		Ba3			2,247,604
	545			Vought Aircraft Industries, Inc., Tranche B, Letter of Credit		4.953%		12/22/10		Ba3			509,773
	6,565			Total Aerospace & Defense									6,350,486
				Airlines – 4.1% (2.5% of Total Investments)
	1,999			Delta Air Lines, Inc., Credit Linked Deposit		4.899%		4/30/12		Ba2			1,739,949
	1,985			Delta Air Lines, Inc., Term Loan		6.149%		4/30/14		B			1,588,000
	3,480			Northwest Airlines, Inc., DIP Term Loan		4.720%		8/21/13		BB			3,032,820
	3,134			United Air Lines, Inc., Term Loan B		4.838%		2/01/14		BB-			2,716,315
	10,598			Total Airlines									9,077,084
				Auto Components – 1.8% (1.1% of Total Investments)
	458			Gen Tek Inc., Additional Term Loan B		4.800%		2/28/11		BB-			424,826
	1,703			Gen Tek Inc., Term Loan B		4.763%		2/28/11		BB-			1,579,636
	2,000			Goodyear Tire & Rubber Company, Term Loan		4.540%		4/30/14		Ba1			1,900,000
	1,301			Metalforming Technologies, Inc., Term Loan A, (5), (6)		0.000%		9/30/07		N/R			104,117
	506			Metalforming Technologies, Inc., Term Loan B, (PIK) (5), (6)		0.000%		9/30/07		N/R			40,492
	5,968			Total Auto Components									4,049,071
				Building Products – 7.8% (4.6% of Total Investments)
	875			Atrium Companies, Inc., Term Loan		6.466%		5/31/12		BB-			734,947
	5,955			Building Materials Corporation of America, Term Loan		5.688%		2/22/14		BB-			5,012,249
	2,000			Building Materials Corporation of America, Term Loan, Second Lien		8.688%		9/15/14		Caa2			1,261,667
	2,438			Euramax Holdings, Inc., Term Loan		8.000%		6/29/12		B1			2,045,347
	1,930			Nortek, Inc., Term Loan B		5.302%		8/27/11		Ba3			1,746,650
	2,423			Stile Acquisition Corporation, Canadian Term Loan		4.893%		4/05/13		BB-			2,195,618
	2,427			Stile Acquisition Corporation, Term Loan B		4.892%		4/05/13		BB-			2,199,358
	1,970			TFS Acquisition, Term Loan		6.196%		8/11/13		B+			1,832,100
	20,018			Total Building Products									17,027,936
				Capital Markets – 0.7% (0.4% of Total Investments)
	1,534			Ameritrade Holdings Corporation, Term Loan B		4.370%		12/31/12		Ba1			1,501,651
				Chemicals – 5.0% (3.0% of Total Investments)
	400			Celanese Holdings LLC, Credit Linked Deposit		2.703%		4/02/14		BB+			387,250
	1,584			Celanese Holdings LLC, Term Loan		4.188%		4/02/14		BB+			1,533,510
	2,955			Hexion Specialty Chemicals, Inc., Term Loan C-4		5.375%		5/05/13		Ba3			2,793,400
	716			Huntsman International LLC, Term Loan		4.636%		4/19/14		BB+			694,443
	1,985			ISP Chemco, Inc., Term Loan		4.688%		6/04/14		BB-			1,881,408
	1,940			Rockwood Specialties Group, Inc., Term Loan E		4.399%		7/30/12		BB+			1,850,813
	1,995			Univar, Inc., Term Loan		5.696%		10/10/14		B+			1,862,831
	11,575			Total Chemicals									11,003,655
				Commercial Services & Supplies – 1.8% (1.1% of Total Investments)
	1,845			Acco Brands Corporation, Term Loan B		4.528%		8/17/12		Ba1			1,766,588
	393			Allied Waste North America, Inc., Letter of Credit		4.109%		3/28/14		BBB-			379,950
	653			Allied Waste North America, Inc., Term Loan B		4.383%		3/28/14		BBB-			631,848
	796			Rental Services Corporation, Term Loan		6.230%		11/27/13		B-			694,868
	590			Workflow Holdings Corporation, Term Loan		8.000%		11/30/11		BB-			518,832
	4,277			Total Commercial Services & Supplies									3,992,086
				Containers & Packaging – 3.0% (1.8% of Total Investments)
	5,467			Graham Packaging Company, L.P., Term Loan		5.037%		10/07/11		B+			5,193,621
	437			Smurfit-Stone Container Corporation, Deposit-Funded Commitment		4.684%		11/01/10		BB			425,843
	283			Smurfit-Stone Container Corporation, Term Loan B		5.013%		11/01/11		BB			275,572
	471			Smurfit-Stone Container Corporation, Term Loan C		5.029%		11/01/11		BB			459,295
	168			Smurfit-Stone Container Corporation, Term Loan C-1		4.709%		11/01/11		BB			164,288
	6,826			Total Containers & Packaging									6,518,619
				Diversified Consumer Services – 2.6% (1.6% of Total Investments)
	3,980			Cengage Learning Acquisitions, Inc., Term Loan		5.342%		7/05/14		B+			3,699,740
	2,273			West Corporation, Term Loan		5.320%		10/24/13		BB-			2,083,168
	6,253			Total Diversified Consumer Services									5,782,908
				Diversified Telecommunication Services – 4.9% (2.9% of Total Investments)
	1,990			Alltel Communications, Inc., Term Loan B3		5.466%		5/18/15		BB-			1,832,596
	1,980			Crown Castle Operating Company, Term Loan		4.196%		1/26/14		BB+			1,855,322
	2,000			Intelsat, Term Loan		5.200%		2/01/14		B			1,998,500
	1,945			Intelsat, Tranche B, Term Loan		5.184%		7/01/13		BB			1,863,669
	331			Intelsat, Tranche B-2, Term Loan A		5.184%		1/03/14		BB-			314,440
	331			Intelsat, Tranche B-2, Term Loan B		5.184%		1/03/14		BB-			314,346
	331			Intelsat, Tranche B-2, Term Loan C		5.184%		1/03/14		BB-			314,346
	2,267			Level 3 Financing, Inc., Term Loan		4.962%		3/13/14		B+			2,104,600
	5,000			WCI Capital Corporation, Term Loan B, (5), (6)		0.000%		9/30/07		N/R			50,000
	16,175			Total Diversified Telecommunication Services									10,647,819
				Electric Utilities – 4.3% (2.6% of Total Investments)
	595			Astoria Generating Company, Term Loan		4.659%		2/23/13		BB-			564,455
	4,232			Calpine Corporation, DIP Term Loan		5.575%		3/31/14		B+			3,989,441
	514			Calpine Corporation, DIP Revolver, (7)		2.365%		3/31/14		B+			102,431
	2,985			TXU Corporation, Term Loan B-2		6.579%		10/10/14		Ba3			2,863,734
	1,990			TXU Corporation, Term Loan B-3		6.583%		10/10/14		Ba3			1,907,788
	10,316			Total Electric Utilities									9,427,849
				Electrical Equipment – 1.9% (1.1% of Total Investments)
	2,992			Allison Transmission Holdings, Inc., Term Loan		5.573%		8/07/14		BB-			2,812,665
	1,409			Sensus Metering Systems, Inc., Term Loan B-1		5.459%		12/17/10		BB			1,267,826
	97			Sensus Metering Systems, Inc., Term Loan B-2		6.878%		12/17/10		BB			87,457
	4,498			Total Electrical Equipment									4,167,948
				Electronic Equipment & Instruments – 0.8% (0.5% of Total Investments)
	1,965			Sensata Technologies B.V., Term Loan		4.663%		4/27/13		BB			1,794,700
				Energy Equipment & Services – 1.1% (0.6% of Total Investments)
	2,471			Dresser-Rand Group, Inc., Term Loan		5.310%		5/04/14		B+			2,388,659
				Food Products – 2.4% (1.4% of Total Investments)
	465			Dole Food Company, Inc., Deposit-Funded Commitment		4.710%		4/12/13		Ba3			434,593
	1,026			Dole Food Company, Inc., Term Loan B		5.020%		4/12/13		Ba3			958,278
	3,419			Dole Food Company, Inc., Term Loan C		4.835%		4/12/13		Ba3			3,194,258
	772			Michael Foods, Inc., Term Loan B		6.698%		11/21/10		BB-			752,420
	5,682			Total Food Products									5,339,549
				Gas Utilities – 0.9% (0.5% of Total Investments)
	2,000			Energy Transfer Partners LP, Term Loan		4.878%		11/01/12		BBB-			1,949,167
				Health Care Equipment & Supplies – 0.8% (0.4% of Total Investments)
	951			Symbion, Inc., Term Loan A		6.136%		8/01/13		Ba3			839,258
	951			Symbion, Inc., Term Loan B		6.136%		8/01/14		Ba3			839,258
	1,902			Total Health Care Equipment & Supplies									1,678,516
				Health Care Providers & Services – 11.8% (7.0% of Total Investments)
	96			Community Health Systems, Inc., Delayed Term Loan, (7), (8)		1.000%		7/25/14		BB			(3,886	)
	1,872			Community Health Systems, Inc., Term Loan		5.335%		7/25/14		BB			1,796,000
	3,292			DaVita, Inc., Term Loan B-1		4.235%		10/05/12		BB+			3,157,984
	1,975			HCA, Inc., Term Loan		4.946%		11/18/13		BB			1,878,814
	3,902			Health Management Associates, Inc., Term Loan		4.446%		2/28/14		BB-			3,610,706
	840			HealthSouth Corporation, Term Loan		5.230%		3/10/13		BB-			798,897
	464			IASIS Healthcare LLC, Delayed Term Loan		4.863%		3/14/14		Ba2			444,505
	124			IASIS Healthcare LLC, Letter of Credit		2.781%		3/14/14		Ba2			118,535
	1,344			IASIS Healthcare LLC, Term Loan		4.881%		3/14/14		Ba2			1,287,909
	3,900			LifeCare, Term Loan B		6.950%		8/11/12		B2			3,373,500
	2,140			Psychiatric Solutions, Inc., Term Loan B		4.450%		7/01/12		BB-			2,059,369
	2,897			Select Medical Corporation, Term Loan		5.058%		2/24/12		Ba2			2,653,913
	4,847			Vanguard Health Holding Company II LLC, Replacement Term Loan		5.134%		9/23/11		Ba3			4,681,526
	27,693			Total Health Care Providers & Services									25,857,772
				Hotels, Restaurants & Leisure – 13.8% (8.2% of Total Investments)
	4,900			24 Hour Fitness Worldwide, Inc., Term Loan B		5.933%		6/08/12		Ba3			4,385,500
	1,770			Ameristar Casinos, Inc., Term Loan B		5.017%		11/10/12		BB+			1,712,519
	1,463			Buffets, Inc., DIP Term Loan		11.250%		1/22/09		N/R			1,467,098
	771			CBRL Group, Inc., Term Loan B-1		4.620%		4/28/13		Ba2			730,918
	93			CBRL Group, Inc., Term Loan B-2		4.620%		4/28/13		BB			87,825
	3,890			CCM Merger, Inc., Term Loan B		4.778%		7/13/12		BB-			3,656,636
	1,965			Cedar Fair LP, Term Loan		4.863%		8/30/12		BB			1,873,846
	1,000			Fontainebleau Las Vegas LLC, Delayed Term Loan, (7), (8)		2.000%		6/06/14		B+			(160,000	)
	2,000			Fontainebleau Las Vegas LLC, Term Loan		6.258%		6/06/14		B+			1,680,000
	352			Isle of Capri Casinos, Inc., Delayed Term Loan A		4.446%		11/25/13		BB+			311,572
	467			Isle of Capri Casinos, Inc., Delayed Term Loan B		4.446%		11/25/13		BB+			413,347
	1,168			Isle of Capri Casinos, Inc., Term Loan		4.446%		11/25/13		BB+			1,033,368
	3,900			Penn National Gaming, Inc., Term Loan B		4.931%		10/03/12		BBB-			3,780,834
	1,000			QCE LLC, Term Loan		8.446%		11/05/13		B2			808,334
	117			Seminole Gaming, Delayed Term Loan B-1		4.481%		3/05/14		BBB			114,474
	423			Seminole Gaming, Delayed Term Loan B-2		4.625%		3/05/14		BBB			412,026
	415			Seminole Gaming, Delayed Term Loan B-3		4.250%		3/05/14		BBB			404,605
	993			Travelport LLC, Delayed Term Loan		5.113%		8/23/13		BB-			912,108
	268			Travelport LLC, Letter of Credit		4.946%		8/23/13		BB-			247,390
	1,334			Travelport LLC, Term Loan		5.113%		8/23/13		BB-			1,232,941
	800			Venetian Casino Resort LLC, Delayed Term Loan, (7), (8)		0.750%		5/23/14		BB			(63,364	)
	3,176			Venetian Casino Resort LLC, Term Loan		4.450%		5/23/14		BB			2,924,447
	2,462			Wintergames Holdings, Term Loan		6.141%		10/23/08		N/R			2,345,353
	34,727			Total Hotels, Restaurants & Leisure									30,311,777
				Household Durables – 1.2% (0.7% of Total Investments)
	2,235			Shea Homes, Inc., Term Loan		5.750%		10/27/11		Ba2			1,776,503
	996			William Carter Company, Term Loan B		4.395%		7/14/12		BBB-			950,754
	3,231			Total Household Durables									2,727,257
				Household Products – 1.8% (1.1% of Total Investments)
	1,607			Prestige Brands, Inc., Term Loan B		6.897%		4/06/11		BB-			1,554,677
	2,504			Solo Cup Company, Term Loan		6.298%		2/27/11		B1			2,423,040
	4,111			Total Household Products									3,977,717
				Independent Power Producers & Energy Traders – 1.7% (1.0% of Total Investments)
	326			Covanta Energy Corporation, Synthetic Letter of Credit		4.088%		2/09/14		BB			311,874
	664			Covanta Energy Corporation, Term Loan B		5.079%		2/09/14		BB			635,880
	966			NRG Energy, Inc., Credit Linked Deposit		2.596%		2/01/13		Ba1			929,295
	1,979			NRG Energy, Inc., Term Loan		4.196%		2/01/13		Ba1			1,902,751
	3,935			Total Independent Power Producers & Energy Traders									3,779,800
				Insurance – 2.1% (1.2% of Total Investments)
	5,903			Conseco, Inc., Term Loan		4.863%		10/10/13		Ba3			4,525,475
				IT Services – 3.5% (2.1% of Total Investments)
	2,985			First Data Corporation, Term Loan B-1		5.624%		9/24/14		BB-			2,815,601
	5,080			SunGard Data Systems, Inc., Term Loan B		4.878%		2/28/14		BB			4,824,238
	8,065			Total IT Services									7,639,839
				Leisure Equipment & Products – 3.7% (2.2% of Total Investments)
	2,734			Bombardier Recreational Products, Inc., Term Loan		5.320%		6/28/13		B+			2,428,860
	1,001			Herbst Gaming Inc., Delayed Draw Term Loan, DD1		10.754%		12/02/11		B-			716,227
	1,997			Herbst Gaming Inc., Term Loan, DD1		9.846%		12/02/11		B-			1,428,843
	3,686			Wimar OpCo LLC, Term Loan		8.500%		1/03/12		B-			3,555,713
	9,418			Total Leisure Equipment & Products									8,129,643
				Machinery – 4.6% (2.7% of Total Investments)
	1,985			Maxim Crane Works, LP, Term Loan		4.711%		6/29/14		BB-			1,766,650
	1,156			Navistar International Corporation, Synthetic Letter of Credit		2.614%		1/19/12		BB-			1,082,611
	3,178			Navistar International Corporation, Term Loan		6.234%		1/19/12		BB-			2,977,180
	1,975			Oshkosh Truck Corporation, Term Loan		4.760%		12/06/13		BBB-			1,896,548
	557			Rexnord Corporation, Incremental Term Loan		4.978%		7/19/13		Ba2			522,233
	1,869			Rexnord Corporation, Term Loan		5.310%		7/19/13		Ba2			1,752,049
	10,720			Total Machinery									9,997,271
				Media – 23.4% (13.9% of Total Investments)
	4,500			American Media Operations, Inc., Term Loan		7.250%		1/13/13		B			4,123,125
	1,773			Carmike Cinemas, Inc., Term Loan		6.490%		5/19/12		B1			1,684,521
	1,980			Cequel Communications LLC, Term Loan B		4.758%		11/05/13		BB-			1,810,215
	1,000			Charter Communications Operating Holdings LLC, Holdco Term Loan		5.171%		3/06/14		B+			812,500
	1,297			Charter Communications Operating Holdings LLC, Term Loan		4.900%		3/06/14		B+			1,148,705
	3,000			Citadel Broadcasting Corporation, Term Loan		4.391%		6/12/14		BB-			2,587,500
	1,945			CSC Holdings, Inc., Term Loan		4.477%		3/29/13		BBB-			1,878,360
	2,978			Discovery Communications Holdings LLC, Term Loan		4.696%		5/14/14		N/R			2,890,966
	2,963			Idearc, Inc., Term Loan		4.707%		11/17/14		BBB-			2,451,469
	3,930			Metro-Goldwyn-Mayer Studios, Inc., Term Loan B		5.946%		4/08/12		N/R			3,157,571
	4,925			Neilsen Finance LLC, Term Loan		5.346%		8/09/13		Ba3			4,670,561
	1,893			Philadelphia Newspapers, Term Loan		6.600%		6/29/13		N/R			1,618,533
	2,560			Regal Cinemas Corporation, Term Loan		4.196%		10/27/13		Ba2			2,436,975
	6,948			Tribune Company, Term Loan B		5.542%		6/04/14		B			5,167,202
	1,867			Tribune Company, Term Loan X		5.478%		6/04/09		B			1,780,333
	2,000			Univision Communications, Inc., Term Loan		5.363%		3/29/09		B3			1,923,333
	8,000			Univision Communications, Inc., Term Loan, Second Lien		5.147%		9/29/14		Ba3			6,757,495
	427			Valassis Communications, Inc., Delayed Draw Term		6.000%		3/02/14		BB			398,045
	1,291			Valassis Communications, Inc., Tranche B, Term Loan		4.450%		3/02/14		BB			1,204,334
	2,865			WMG Acquisition Corporation, Term Loan		4.315%		2/28/11		BB-			2,648,709
	58,142			Total Media									51,150,452
				Metals & Mining – 4.7% (2.8% of Total Investments)
	1,975			Aleris International, Inc., Term Loan		4.875%		12/19/13		BB-			1,689,449
	1,857			Amsted Industries, Inc., Delayed Draw Term Loan		4.922%		4/08/13		BB			1,829,430
	2,554			Amsted Industries, Inc., Term Loan		4.749%		4/08/13		BB			2,515,959
	1,985			Edgen Murray II LLP, Term Loan		5.694%		5/11/14		B			1,697,175
	2,789			John Maneely Company, Term Loan		6.031%		12/08/13		B+			2,519,369
	11,160			Total Metals & Mining									10,251,382
				Oil, Gas & Consumable Fuels – 2.6% (1.5% of Total Investments)
	550			Big West Oil LLC, Delayed Draw Term Loan, (7)		2.288%		5/15/14		BB			92,688
	443			Big West Oil LLC, Term Loan		5.000%		5/15/14		BB			416,503
	301			Coffeyville Resources LLC, Credit Linked Deposit		5.448%		12/28/10		BB-			282,186
	975			Coffeyville Resources LLC, Term Loan D		5.450%		12/28/13		BB-			915,711
	774			Targa Resources, Inc., Synthetic Letter of Credit		4.696%		10/31/12		Ba3			744,774
	1,372			Targa Resources, Inc., Term Loan B		6.828%		10/31/12		Ba3			1,319,616
	2,000			Venoco Inc., Term Loan		7.125%		9/20/11		B			1,820,000
	6,415			Total Oil, Gas & Consumable Fuels									5,591,478
				Paper & Forest Products – 4.0% (2.4% of Total Investments)
	3,910			Georgia-Pacific Corporation, Term Loan B		4.727%		12/21/12		BB+			3,756,656
	1,539			Georgia-Pacific Corporation, Term Loan B-2		4.684%		12/24/12		BB+			1,478,578
	3,980			Wilton Products, Term Loan		6.320%		11/16/14		Ba3			3,482,500
	9,429			Total Paper & Forest Products									8,717,734
				Pharmaceuticals – 0.9% (0.5% of Total Investments)
	856			Stiefel Laboratories, Inc, Delayed Term Loan		4.966%		12/28/13		BB-			825,981
	1,119			Stiefel Laboratories, Inc, Term Loan		4.966%		12/28/13		BB-			1,079,894
	1,975			Total Pharmaceuticals									1,905,875
				Real Estate Investment Trust – 1.1% (0.7% of Total Investments)
	3,470			LandSource Holding Company LLC, Term Loan		7.000%		2/27/13		N/R			2,461,011
				Real Estate Management & Development – 4.4% (2.6% of Total Investments)
	3,721			Capital Automotive LP, Term Loan		4.460%		12/15/10		BB+			3,608,840
	3,080			LNR Property Corporation, Term Loan B		6.360%		7/12/11		BB			2,578,538
	3,970			Realogy Corporation Delayed Draw Term Loan		5.717%		10/01/13		BB-			3,407,420
	10,771			Total Real Estate Management & Development									9,594,798
				Road & Rail – 3.0% (1.8% of Total Investments)
	8,837			Swift Transportation Company, Inc., Term Loan		6.500%		5/10/14		B+			6,585,562
				Semiconductors & Equipment – 0.8% (0.5% of Total Investments)
	1,975			Freescale Semiconductor, Inc., Term Loan		4.459%		11/29/13		Ba1			1,716,005
				Software – 2.2% (1.3% of Total Investments)
	2,688			Dealer Computer Services, Inc., Term Loan		4.886%		10/26/12		BB			2,573,690
	997			IPC Systems, Inc., Term Loan		4.946%		5/31/14		B+			762,246
	2,000			IPC Systems, Inc., Term Loan, Second Lien		7.946%		5/31/15		CCC+			1,403,333
	5,685			Total Software									4,739,269
				Specialty Retail – 9.7% (5.8% of Total Investments)
	665			Blockbuster, Inc., Tranche A, Term Loan		8.717%		8/20/09		B			641,586
	1,237			Blockbuster, Inc., Tranche B, Term Loan		8.572%		8/20/11		B			1,160,460
	970			Burlington Coat Factory Warehouse Corporation, Term Loan		5.340%		5/28/13		B2			817,499
	985			CSK Automotive, Term Loan		9.750%		7/02/12		Ba3			980,168
	3,868			Michaels Stores, Inc., Term Loan		5.204%		10/31/13		B			3,429,669
	1,122			Micro Warehouse, Inc., Term Loan B, (5), (6), (9)		0.000%		1/30/07		N/R			165,826
	3,784			Norwood Promotional Products, Inc., Term Loan A		8.750%		8/17/09		N/R			3,746,517
	6,220			Norwood Promotional Products, Inc., Term Loan B		6.000%		8/17/11		N/R			3,887,466
	985			Sally Holdings LLC, Term Loan		5.600%		11/16/13		BB-			940,499
	4,000			TRU 2005 RE Holding Co I LLC, Term Loan		5.709%		12/08/08		B3			3,700,000
	2,000			TRU 2005 RE Holding Co I LLC, Term Loan B		7.315%		7/19/12		BB-			1,889,500
	25,836			Total Specialty Retail									21,359,190
				Textiles, Apparel & Luxury Goods – 0.9% (0.5% of Total Investments)
	2,001			Visant Holding Corporation, Term Loan C		6.718%		7/29/10		Ba1			1,927,497
				Trading Companies & Distributors – 1.7% (1.0% of Total Investments)
	1,980			Ashtead Group Public Limited Company, Term Loan		4.500%		8/31/11		BB+			1,851,300
	393			Brenntag Holdings GMBH & Co. KG, Acquisition Facility		5.794%		1/20/14		B+			363,764
	1,607			Brenntag Holdings GMBH & Co. KG, Facility B2		5.794%		1/20/14		B+			1,488,736
	3,980			Total Trading Companies & Distributors									3,703,800
				Wireless Telecommunication Services – 1.7% (1.0% of Total Investments)
	4,000			Asurion Corporation, Term Loan		6.095%		7/03/14		N/R			3,701,668
$	380,102			Total Variable Rate Senior Loan Interests (cost $371,865,172)									333,049,975

Principal
Amount (000)				Description (1)		Coupon		Maturity		Ratings (3)		Value
				Corporate Bonds – 4.8% (2.8% of Total Investments)
				Media – 0.9% (0.5% of Total Investments)
$	2,000			Cablevision Systems Corporation, Floating Rate Note, 4.500% plus six-month LIBOR, 144A		7.465%		4/01/09		B+		$	2,025,000
				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		6.600%		8/01/14		B+			1,880,000
				Semiconductors & Equipment – 2.2% (1.3% of Total Investments)
	100			Avago Technologies Finance Pte. Ltd., Floating Rate Note, 5.500% plus three-month LIBOR		8.350%		6/01/13		BB-			100,250
	5,000			NXP BV, Floating Rate Note, 2.750% plus three-month LIBOR		5.600%		10/15/13		BB-			4,618,750
	5,100			Total Semiconductors & Equipment									4,719,000
				Textiles, Apparel & Luxury Goods – 0.9% (0.5% of Total Investments)
	2,000			HanesBrands Inc., Floating Rate Note, 3.375% plus six-month LIBOR		6.340%		12/15/14		B2			1,895,000
$	11,100			Total Corporate Bonds (cost $11,100,000)									10,519,000

Shares				Description (1)								Value
				Common Stocks – 0.6% (0.4% of Total Investments)
				Auto Components – 0.0% (0.0% of Total Investments)
	511			Gen Tek Inc.,								$	15,872
	279,642			Metalforming Technologies Inc., (5), (6), (9)								–
				Total Auto Components									15,872
				Building Products – 0.6% (0.4% of Total Investments)
	35,863			Armstrong World Industries Inc.									1,276,364
				Total Common Stocks (cost $1,393,369)									1,292,236

Shares				Description (1)								Value
				Warrants – 0.1% (0.0% of Total Investments)
	545			Gen Tek Inc., Warrant Class B								$	20,438
	268			Gen Tek Inc., Warrant Class C									7,479
	5,672			Reliant Energy Inc., Warrant Class A (9)									117,126
				Total Warrants (cost $40,254)									145,043

Principal
Amount (000)				Description (1)		Coupon		Maturity				Value
				Short-Term Investments – 11.0% (6.5% of Total Investments)
$	24,158			Repurchase Agreement with Fixed Income Clearing Corporation, dated 4/30/08, repurchase price $24,159,583, collateralized by $23,840,000 U.S. Treasury Notes, 4.375%, due 11/15/08, value $24,644,600		1.730%		5/01/08				$	24,158,422
				Total Short-Term Investments (cost $24,158,422)									24,158,422
				Total Investments (cost $408,557,217) – 168.6%									369,164,676
				Borrowings – (47.0)% (10)									(103,000,000	)
				Other Assets Less Liabilities – (0.6)%									(1,208,840	)
				Preferred Shares, at Liquidation Value – (21.0)% (10)									(46,000,000	)
				Net Assets Applicable to Common Shares – 100%								$	218,955,836

(1)		All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares unless otherwise noted.
(2)		Senior Loans generally are subject to mandatory and/or optional prepayment. Because of these mandatory prepayment conditions and because there may be significant economic incentives for a Borrower to prepay, prepayments of Senior Loans may occur. As a result, the actual remaining maturity of Senior Loans held may be substantially less than the stated maturities shown.
(3)		Ratings: Using the higher of Standard & Poor’s Group (“Standard & Poor’s”) or Moody’s Investor Service, Inc. (“Moody’s”) rating. Ratings below BBB by Standard & Poor’s or Baa by Moody’s are considered to be below investment grade.
(4)		Senior Loans generally pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate plus an assigned fixed rate. These floating lending rates are generally (i) the lending rate referenced by the London Inter-Bank Offered Rate (“LIBOR”), or (ii) the prime rate offered by one or more major United States banks.
		Senior Loans may be considered restricted in that the Fund ordinarily is contractually obligated to receive approval from the Agent Bank and/or Borrower prior to the disposition of a Senior Loan.
(5)		At or subsequent to April 30, 2008, this issue was under the protection of the Federal Bankruptcy Court.
(6)		Non-income producing. Non-income producing, in the case of a Senior Loan, generally denotes that the issuer has defaulted on the payment of principal or interest or has filed for bankruptcy.
(7)		Position or portion of position represents an unfunded Senior Loan commitment outstanding at April 30, 2008.
(8)		Negative value represents unrealized depreciation on unfunded Senior Loan commitment outstanding at April 30, 2008.
(9)		Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees.
(10)		Borrowings and Preferred Shares, at Liquidation Value as a percentage of total investments are (27.9)% and (12.5)%, respectively.
N/R		Not rated.
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.
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 the timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At April 30, 2008, the cost of investments was $408,581,413.

Gross unrealized appreciation and gross unrealized depreciation of investments at April 30, 2008, were as follows:

Gross unrealized:
Appreciation		$	609,175
Depreciation			(40,025,912	)
Net unrealized appreciation (depreciation) of investments		$	(39,416,737	)

Item 2. Controls and Procedures.

	a.		The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
	b.		There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: EX-99 CERT Attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)   Nuveen Senior Income Fund          

Date June 27, 2008

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

Date June 27, 2008

Date June 27, 2008