Edgar Filing: NUVEEN SENIOR INCOME FUND

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)

Gifford R. Zimmerman—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: July 31

Date of reporting period: April 30, 2018

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

NSL

Nuveen Senior Income Fund

Portfolio of Investments April 30, 2018

(Unaudited)


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		LONG-TERM INVESTMENTS – 157.5% (97.3% of Total Investments)

		VARIABLE RATE SENIOR LOAN INTERESTS – 135.5% (83.7% of Total Investments) (2)

		Aerospace & Defense – 3.2% (2.0% of Total Investments)

$	1,432	Sequa Corporation, Term Loan, Second Lien		11.312%		1-Month LIBOR		9.000%		4/28/22		CCC	$	1,454,264
	4,128	Sequa Corporation, Term Loan B		7.071%		3-Month LIBOR		5.000%		11/28/21		B3		4,188,572
	1,943	Transdigm, Inc., Term Loan E		4.651%		1-Month LIBOR		2.750%		5/14/22		Ba2		1,953,006
	491	Transdigm, Inc., Term Loan F		4.789%		3-Month LIBOR		2.750%		6/09/23		Ba2		493,961
	321	Transdigm, Inc., Term Loan G, First Lien		4.712%		3-Month LIBOR		2.500%		8/22/24		Ba2		322,870
	8,315	Total Aerospace & Defense												8,412,673

		Air Freight & Logistics – 0.7% (0.5% of Total Investments)

	839	PAE Holding Corporation, Term Loan B		7.494%		2-Month LIBOR		5.500%		10/20/22		B+		843,909
	1,083	XPO Logistics, Inc., Term Loan B		3.920%		3-Month LIBOR		2.000%		2/24/25		BB+		1,090,489
	1,922	Total Air Freight & Logistics												1,934,398

		Airlines – 2.4% (1.5% of Total Investments)

	1,433	American Airlines, Inc., Replacement Term Loan		3.900%		1-Month LIBOR		2.000%		6/27/20		BB+		1,437,253
	1,940	American Airlines, Inc., Replacement Term Loan		3.897%		1-Month LIBOR		2.000%		10/10/21		BB+		1,945,451
	2,893	American Airlines, Inc., Term Loan B		3.897%		1-Month LIBOR		2.000%		12/14/23		BB+		2,899,702
	6,266	Total Airlines												6,282,406

		Auto Components – 0.5% (0.3% of Total Investments)

	408	Horizon Global Corporation, Replacement Term Loan		6.401%		1-Month LIBOR		4.500%		6/30/21		B1		413,348
	992	Superior Industries International, Inc., Term Loan B		6.401%		1-Month LIBOR		4.500%		5/22/24		B1		1,001,899
	1,400	Total Auto Components												1,415,247

		Automobiles – 0.9% (0.5% of Total Investments)

	1,430	Chrysler Group LLC, Term Loan		3.900%		1-Month LIBOR		2.000%		12/31/18		Baa2		1,436,599
	748	DexKo Global, Inc., Term Loan B		5.802%		3-Month LIBOR		3.500%		7/24/24		B1		756,893
	103	DexKo Global, Inc., Term Loan B, (5)		4.363%		N/A		N/A		7/24/24		B1		104,382
	2,281	Total Automobiles												2,297,874

		Biotechnology – 1.1% (0.7% of Total Investments)

	2,970	Grifols, Inc., Term Loan B		3.994%		1-Week LIBOR		2.250%		1/31/25		BB		2,988,874

		Building Products – 1.2% (0.7% of Total Investments)

	750	Ply Gem Industries, Inc., Term Loan B		6.089%		3-Month LIBOR		3.750%		3/28/25		B		758,205
	2,381	Quikrete Holdings, Inc., Term Loan B		4.651%		1-Month LIBOR		2.750%		11/15/23		BB–		2,394,041
	3,131	Total Building Products												3,152,246

		Capital Markets – 0.4% (0.2% of Total Investments)

	976	RPI Finance Trust, Term Loan B6		4.302%		3-Month LIBOR		2.000%		3/27/23		BBB–		981,574

		Chemicals – 1.4% (0.9% of Total Investments)

	681	Ineos US Finance LLC, Term Loan		3.901%		1-Month LIBOR		2.000%		4/01/24		BB+		684,541
	1,595	Mineral Technologies, Inc., Term Loan B2		4.750%		N/A		N/A		5/07/21		BB+		1,616,899
	1,419	Univar, Inc., Term Loan B		4.401%		1-Month LIBOR		2.500%		7/01/24		BB		1,433,628
	3,695	Total Chemicals												3,735,068

		Commercial Services & Supplies – 4.4% (2.7% of Total Investments)

	741	Fort Dearborn Holding Company, Inc., Term Loan, First Lien		6.309%		3-Month LIBOR		4.000%		10/19/23		B–		732,293
	2,232	iQor US, Inc., Term Loan, First Lien		7.308%		3-Month LIBOR		5.000%		4/01/21		B		2,248,481
	250	iQor US, Inc., Term Loan, Second Lien		11.058%		3-Month LIBOR		8.750%		4/01/22		CCC+		241,251
	772	KAR Auction Services, Inc., Term Loan B5		4.813%		3-Month LIBOR		2.500%		3/09/23		Ba2		776,218
	800	LSC Communications, Refinancing Term Loan		7.401%		1-Month LIBOR		5.500%		9/30/22		B1		805,000


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Commercial Services & Supplies (continued)

$	1,724	Monitronics International, Inc., Term Loan B2, First Lien		7.802%		3-Month LIBOR		5.500%		9/30/22		B2	$	1,673,580
	1,308	Protection One, Inc., Term Loan		4.651%		1-Month LIBOR		2.750%		5/02/22		BB–		1,317,789
	1,985	Skillsoft Corporation, Initial Term Loan, First Lien, (DD1)		6.627%		1-Month LIBOR		4.750%		4/28/21		B–		1,887,530
	980	Universal Services of America, Initial Term Loan, First Lien		6.052%		3-Month LIBOR		3.750%		7/28/22		B+		963,257
	755	West Corporation, Term Loan B		5.901%		1-Month LIBOR		4.000%		10/10/24		Ba3		761,684
	171	West Corporation, Term Loan B		5.901%		1-Month LIBOR		4.000%		10/10/24		Ba3		171,445
	11,718	Total Commercial Services & Supplies												11,578,528

		Communications Equipment – 0.4% (0.2% of Total Investments)

	995	Mitel US Holdings, Inc., Incremental Term Loan		5.651%		1-Month LIBOR		3.750%		9/25/23		B+		1,003,293

		Construction & Engineering – 0.8% (0.5% of Total Investments)

	1,000	KBR, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B+		1,008,750
	1,204	Traverse Midstream Partners, Term Loan B		5.850%		6-Month LIBOR		4.000%		9/27/24		B+		1,212,785
	2,204	Total Construction & Engineering												2,221,535

		Containers & Packaging – 0.6% (0.4% of Total Investments)

	744	Berry Global, Inc., Term Loan Q		3.899%		1-Month LIBOR		2.000%		10/01/22		BBB–		749,645
	742	Reynolds Group Holdings, Inc., Term Loan, First Lien		4.651%		1-Month LIBOR		2.750%		2/05/23		B+		748,191
	1,486	Total Containers & Packaging												1,497,836

		Distributors – 0.2% (0.1% of Total Investments)

	607	American Seafoods Group LLC, Term Loan B		4.650%		1-Month LIBOR		2.750%		8/21/23		BB–		608,922

		Diversified Consumer Services – 2.6% (1.6% of Total Investments)

	3,537	Cengage Learning Acquisitions, Inc., Term Loan B		6.147%		1-Month LIBOR		4.250%		6/07/23		B		3,178,511
	110	Education Management LLC, Tranche A, Term Loan, (6)		0.000%		N/A		N/A		7/02/20		N/R		24,632
	248	Education Management LLC, Tranche B, Term Loan, (6)		0.000%		N/A		N/A		7/02/20		N/R		3,563
	2,042	Houghton Mifflin, Term Loan B, First Lien		4.901%		1-Month LIBOR		3.000%		5/28/21		B		1,896,793
	967	Laureate Education, Inc., Term Loan B		5.401%		1-Month LIBOR		3.500%		4/26/24		B2		975,046
	752	Vertiv Co., Term Loan B		5.887%		1-Month LIBOR		4.000%		11/30/23		Ba3		752,625
	7,656	Total Diversified Consumer Services												6,831,170

		Diversified Financial Services – 1.4% (0.9% of Total Investments)

	576	Freedom Mortgage Corporation, Term Loan B		6.648%		1-Month LIBOR		4.750%		2/23/22		B+		584,859
	1,017	Travelport LLC, Term Loan B		4.401%		2-Month LIBOR		2.500%		3/17/25		B+		1,021,612
	2,053	Veritas US, Inc., Term Loan B1		6.802%		3-Month LIBOR		4.500%		1/27/23		B+		2,026,201
	3,646	Total Diversified Financial Services												3,632,672

		Diversified Telecommunication Services – 7.7% (4.8% of Total Investments)

	1,086	CenturyLink, Inc., Initial Term A Loan		4.651%		1-Month LIBOR		2.750%		11/01/22		BBB–		1,084,349
	4,843	CenturyLink, Inc., Term Loan B		4.651%		1-Month LIBOR		2.750%		1/31/25		BBB–		4,777,662
	2,931	Frontier Communications Corporation, Term Loan B		5.660%		1-Month LIBOR		3.750%		1/14/22		B+		2,901,328
	1,542	Intelsat Jackson Holdings, S.A., Term Loan B		5.706%		3-Month LIBOR		3.750%		11/30/23		B1		1,553,999
	236	Intelsat Jackson Holdings, S.A., Term Loan B4		6.456%		3-Month LIBOR		4.500%		1/02/24		B1		245,648
	378	Intelsat Jackson Holdings, S.A., Term Loan B5		6.625%		N/A		N/A		1/02/24		B1		386,288
	1,552	Level 3 Financing, Inc., Tranche B, Term Loan		4.148%		1-Month LIBOR		2.250%		2/22/24		BBB–		1,561,001
	2,382	WideOpenWest Finance LLC, Term Loan B		5.146%		1-Month LIBOR		3.250%		8/18/23		B		2,307,461
	667	Windstream Corporation, Term Loan B6		5.900%		1-Month LIBOR		4.000%		3/29/21		B+		639,586
	5,000	Ziggo B.V., Term Loan E		4.397%		1-Month LIBOR		2.500%		4/15/25		BB–		4,982,300
	20,617	Total Diversified Telecommunication Services												20,439,622

		Electric Utilities – 1.1% (0.7% of Total Investments)

	442	EFS Cogen Holdings LLC, Term Loan B		5.560%		3-Month LIBOR		3.250%		6/28/23		BB		444,366
	461	Helix Generation, Term Loan B		5.651%		1-Month LIBOR		3.750%		6/03/24		BB		465,354
	1,608	Vistra Operations Co., Term Loan B		4.401%		1-Month LIBOR		2.500%		8/04/23		BB+		1,621,281
	286	Vistra Operations Co., Term Loan C		4.401%		1-Month LIBOR		2.500%		8/04/23		BB+		288,036
	2,797	Total Electric Utilities												2,819,037


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Electrical Equipment – 0.7% (0.4% of Total Investments)

$	1,090	TTM Technologies, Inc., Term Loan B, (DD1)		4.377%		1-Month LIBOR		2.500%		9/28/24		BB+	$	1,099,072
	756	Zebra Technologies Corporation, Term Loan B		4.362%		3-Month LIBOR		2.000%		10/27/21		BB		762,187
	1,846	Total Electrical Equipment												1,861,259

		Energy Equipment & Services – 0.1% (0.1% of Total Investments)

	380	Dynamic Energy Services International LLC, Term Loan, (cash 15.278%, PIK 13.500%)		15.278%		3-Month LIBOR		13.500%		6/06/18		N/R		134,751
	162	Ocean Rig UDW, Inc., Term Loan		8.000%		N/A		N/A		9/20/24		Caa2		170,044
	542	Total Energy Equipment & Services												304,795

		Equity Real Estate Investment Trusts – 3.0% (1.8% of Total Investments)

	3,260	Communications Sales & Leasing, Inc., Shortfall Term Loan		4.901%		1-Month LIBOR		3.000%		10/24/22		B		3,151,708
	750	Realogy Group LLC, Term Loan A		3.895%		1-Month LIBOR		2.000%		10/23/20		N/R		751,249
	994	Realogy Group LLC, Term Loan B		4.145%		1-Month LIBOR		2.250%		2/08/25		BB+		1,001,015
	3,139	Walter Investment Management Corporation, Tranche B, Term Loan, First Lien, (6)		7.901%		1-Month LIBOR		6.000%		6/30/22		B–		2,958,110
	8,143	Total Equity Real Estate Investment Trusts												7,862,082

		Food & Staples Retailing – 5.3% (3.3% of Total Investments)

	11,913	Albertson’s LLC, Term Loan B4		4.651%		1-Month LIBOR		2.750%		8/25/21		Ba2		11,818,055
	948	Albertson’s LLC, Term Loan B6		4.956%		3-Month LIBOR		3.000%		6/22/23		Ba2		939,973
	788	BJ’s Wholesale Club, Inc., Term Loan B, First Lien		5.391%		1-Month LIBOR		3.500%		2/03/24		B–		792,350
	443	Save-A-Lot, Term Loan B		7.901%		1-Month LIBOR		6.000%		12/05/23		B2		385,400
	14,092	Total Food & Staples Retailing												13,935,778

		Food Products – 3.5% (2.1% of Total Investments)

	962	Hearthside Group Holdings LLC, Term Loan B		4.901%		1-Month LIBOR		3.000%		6/02/21		B1		966,562
	2,291	Jacobs Douwe Egberts, Term Loan B		4.063%		3-Month LIBOR		2.250%		7/04/22		BB		2,312,235
	540	Keurig Green Mountain, Inc., Term Loan A, First Lien		3.250%		1-Week LIBOR		1.500%		3/03/21		BBB–		539,447
	274	Pinnacle Foods Finance LLC, Term Loan B		3.637%		1-Month LIBOR		1.750%		2/02/24		BB+		276,354
	5,030	US Foods, Inc., Term Loan B		4.401%		1-Month LIBOR		2.500%		6/27/23		BB		5,082,342
	9,097	Total Food Products												9,176,940

		Health Care Equipment & Supplies – 2.0% (1.3% of Total Investments)

	948	Acelity, Term Loan B		5.552%		3-Month LIBOR		3.250%		2/02/24		B1		955,510
	556	Ardent Medical Services, Inc., Term Loan B, First Lien		7.401%		1-Month LIBOR		5.500%		8/04/21		BB–		559,943
	433	ConvaTec, Inc., Term Loan B		4.552%		3-Month LIBOR		2.250%		10/25/23		BB		436,701
	803	Greatbatch, New Term Loan B		5.150%		1-Month LIBOR		3.250%		10/27/22		B+		811,740
	1,489	Onex Carestream Finance LP, Term Loan, First Lien		5.901%		1-Month LIBOR		4.000%		6/07/19		B1		1,499,492
	929	Onex Carestream Finance LP, Term Loan, Second Lien		10.401%		1-Month LIBOR		8.500%		12/07/19		B–		928,523
	500	Vyaire Medical, Inc., Term Loan B		7.232%		6-Month LIBOR		4.750%		4/16/25		B2		487,500
	5,658	Total Health Care Equipment & Supplies												5,679,409

		Health Care Providers & Services – 5.7% (3.5% of Total Investments)

	1,489	Air Medical Group Holdings, Inc., Term Loan B		5.128%		1-Month LIBOR		3.250%		4/28/22		B1		1,497,268
	1,746	Air Medical Group Holdings, Inc., Term Loan B		6.147%		1-Month LIBOR		4.250%		3/14/25		B1		1,766,538
	314	Community Health Systems, Inc., Term Loan G		4.984%		3-Month LIBOR		3.000%		12/31/19		B2		309,422
	559	Community Health Systems, Inc., Term Loan H		5.234%		3-Month LIBOR		3.250%		1/27/21		B2		543,911
	949	Concentra, Inc., Term Loan B		4.530%		3-Month LIBOR		2.750%		6/01/22		B+		958,903
	639	Envision Healthcare Corporation, Term Loan B, First Lien		4.910%		1-Month LIBOR		3.000%		12/01/23		BB–		642,291
	758	Healogics, Inc., Term Loan, First Lien		6.280%		3-Month LIBOR		4.250%		7/01/21		B–		683,693
	62	Heartland Dental Care, Inc., Delay Draw Facility, (WI/DD)		TBD		TBD		TBD		TBD		B–		62,124
	412	Heartland Dental Care, Inc., Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		B2		414,157
	1,911	Millennium Laboratories, Inc., Term Loan B, First Lien		8.401%		1-Month LIBOR		6.500%		12/21/20		CCC+		680,470
	841	MultiPlan, Inc., Term Loan B		5.052%		3-Month LIBOR		2.750%		6/07/23		B+		846,817
	3,214	Pharmaceutical Product Development, Inc., Term Loan B		4.611%		3-Month LIBOR		2.500%		8/18/22		Ba3		3,235,458
	750	PharMerica, Term Loan, First Lien		5.395%		1-Month LIBOR		3.500%		12/06/24		B1		754,688
	750	Prospect Medical Holdings, Term Loan B1		7.438%		1-Month LIBOR		5.500%		2/22/24		B1		755,625
	119	Quorum Health Corp., Term Loan B		8.651%		1-Month LIBOR		6.750%		4/29/22		B1		121,732


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Health Care Providers & Services (continued)

$	1,682	Select Medical Corporation, Term Loan B		4.651%		1-Month LIBOR		2.750%		3/01/21		Ba2	$	1,700,943
	148	Vizient, Inc., Term Loan B		4.651%		1-Month LIBOR		2.750%		2/13/23		BB–		149,590
	16,343	Total Health Care Providers & Services												15,123,630

		Health Care Technology – 1.6% (1.0% of Total Investments)

	1,124	Catalent Pharma Solutions, Inc., Term Loan B		4.151%		1-Month LIBOR		2.250%		5/20/24		BB		1,130,072
	2,970	Emdeon, Inc., Term Loan		4.651%		1-Month LIBOR		2.750%		3/01/24		Ba3		2,985,088
	4,094	Total Health Care Technology												4,115,160

		Hotels, Restaurants & Leisure – 10.7% (6.6% of Total Investments)

	748	Aramark Corporation, Term Loan B1		3.901%		1-Month LIBOR		2.000%		3/11/25		BBB–		754,319
	4,614	Burger King Corporation, Term Loan B3		4.151%		1-Month LIBOR		2.250%		2/16/24		Ba3		4,632,345
	1,409	Caesars Entertainment Operating Company, Inc., Term Loan B		3.901%		1-Month LIBOR		2.000%		10/06/24		BB		1,413,473
	1,995	Caesars Resort Collection, Term Loan, First Lien		4.651%		1-Month LIBOR		2.750%		12/23/24		BB		2,013,563
	1,718	CCM Merger, Inc., Term Loan B		4.651%		1-Month LIBOR		2.750%		8/09/21		BB–		1,731,935
	2,185	CityCenter Holdings LLC, Term Loan B		4.401%		1-Month LIBOR		2.500%		4/18/24		BB–		2,198,298
	2,418	Hilton Hotels Corporation, Term Loan B2		3.647%		1-Month LIBOR		1.750%		10/25/23		BBB–		2,440,188
	2,213	Intrawest Resorts Holdings, Inc., Term Loan B		4.901%		1-Month LIBOR		3.000%		7/31/24		B		2,231,308
	1,680	Life Time Fitness, Inc., Term Loan B		4.734%		3-Month LIBOR		2.750%		6/10/22		BB–		1,687,295
	1,078	MGM Growth Properties, Term Loan B		3.901%		1-Month LIBOR		2.000%		4/25/25		BB+		1,085,330
	4,327	Scientific Games Corp., Initial Term Loan B5		4.726%		2-Month LIBOR		2.750%		8/14/24		Ba3		4,358,095
	888	Seaworld Parks and Entertainment, Inc., Term Loan B5		5.302%		3-Month LIBOR		3.000%		4/01/24		B		888,597
	1,735	Station Casino LLC, Term Loan B		4.410%		1-Month LIBOR		2.500%		6/08/23		BB		1,743,567
	1,000	Wyndham International, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		BBB–		1,009,005
	28,008	Total Hotels, Restaurants & Leisure												28,187,318

		Household Products – 0.9% (0.6% of Total Investments)

	2,201	Revlon Consumer Products Corporation, Term Loan B, First Lien		5.401%		1-Month LIBOR		3.500%		11/16/20		B3		1,707,466
	761	Serta Simmons Holdings LLC, Term Loan, First Lien		5.695%		3-Month LIBOR		3.500%		11/08/23		B2		690,440
	2,962	Total Household Products												2,397,906

		Independent Power & Renewable Electricity Producers – 0.2% (0.1% of Total Investments)

	539	Dynegy, Inc., Tranche Term Loan C2		4.398%		1-Month LIBOR		2.500%		2/07/24		Ba1		543,587

		Industrial Conglomerates – 1.3% (0.8% of Total Investments)

	1,908	Brand Energy & Infrastructure Services, Inc., Term Loan B, First Lien		6.611%		3-Month LIBOR		4.250%		6/16/24		B		1,929,490
	750	Education Advisory Board, Term Loan, First Lien		6.252%		2-Month LIBOR		3.750%		11/15/24		B2		753,750
	828	Foresight Energy LLC, Term Loan, First Lien		8.109%		3-Month LIBOR		5.750%		3/28/22		B		812,524
	3,486	Total Industrial Conglomerates												3,495,764

		Insurance – 1.8% (1.1% of Total Investments)

	495	Acrisure LLC, Term Loan B		6.609%		3-Month LIBOR		4.250%		11/22/23		B		502,698
	2,694	Alliant Holdings I LLC, Term Loan B, (DD1)		4.929%		1-Month LIBOR		3.250%		4/27/25		B		2,714,565
	1,659	Hub International Holdings, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B		1,670,771
	4,848	Total Insurance												4,888,034

		Internet and Direct Marketing Retail – 0.4% (0.2% of Total Investments)

	1,000	Uber Technologies, Inc., Term Loan		5.890%		1-Month LIBOR		4.000%		4/04/25		N/R		1,011,355

		Internet Software & Services – 1.8% (1.1% of Total Investments)

	983	Ancestry.com, Inc., Term Loan, First Lien		5.150%		1-Month LIBOR		3.250%		10/19/23		B		990,331
	750	GTT Communications, Inc., Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		B		745,665
	950	Rackspace Hosting, Inc., Refinancing Term B Loan, First Lien		4.787%		1-Month LIBOR		3.000%		11/03/23		BB–		949,016
	1,106	Sabre, Inc., Term Loan B		3.901%		1-Month LIBOR		2.000%		2/22/24		Ba2		1,111,359
	1,109	SkillSoft Corporation, Term Loan, Second Lien		10.127%		1-Month LIBOR		8.250%		4/28/22		CCC		947,905
	4,898	Total Internet Software & Services												4,744,276


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		IT Services – 3.8% (2.4% of Total Investments)

$	578	DigiCert, Term Loan, First Lien		6.651%		1-Month LIBOR		4.750%		10/31/24		B	$	580,747
	578	Engility Corporation, Term Loan B2		4.682%		1-Month LIBOR		2.750%		8/11/23		BB–		578,489
	1,374	First Data Corporation, Term Loan, First Lien		4.147%		1-Month LIBOR		2.250%		7/10/22		BB		1,380,733
	3,712	First Data Corporation, Term Loan, First Lien		4.147%		1-Month LIBOR		2.250%		4/26/24		BB		3,729,511
	676	Gartner, Inc., Term Loan A		3.901%		1-Month LIBOR		2.000%		3/21/22		Ba1		681,876
	95	Gartner, Inc., Term Loan B		3.901%		1-Month LIBOR		2.000%		4/05/24		BB+		95,802
	316	PEAK 10, Inc., Term Loan B		5.802%		3-Month LIBOR		3.500%		8/01/24		B		316,469
	1,241	Tempo Acquisition LLC, Term Loan B		4.901%		1-Month LIBOR		3.000%		5/01/24		B1		1,249,285
	750	Vantiv, Inc., Term Loan B		3.896%		1-Month LIBOR		2.000%		8/09/24		BBB–		755,857
	737	WEX, Inc., Term Loan B		4.151%		1-Month LIBOR		2.250%		7/01/23		BB–		742,656
	10,057	Total IT Services												10,111,425

		Leisure Products – 1.1% (0.7% of Total Investments)

	1,026	24 Hour Fitness Worldwide, Inc., Term Loan B		6.052%		3-Month LIBOR		3.750%		5/28/21		Ba3		1,033,360
	597	Academy, Ltd., Term Loan B		5.928%		3-Month LIBOR		4.000%		7/01/22		B3		474,387
	999	Equinox Holdings, Inc., Term Loan B1		4.901%		1-Month LIBOR		3.000%		3/08/24		B+		1,006,336
	494	Four Seasons Holdings, Inc., Term Loan B		3.901%		1-Month LIBOR		2.000%		11/30/23		BB		497,900
	3,116	Total Leisure Products												3,011,983

		Life Sciences Tools & Services – 0.1% (0.1% of Total Investments)

	371	Inventiv Health, Inc., Term Loan B		4.127%		1-Month LIBOR		2.250%		8/01/24		BB–		373,355

		Machinery – 1.2% (0.7% of Total Investments)

	1,344	Gardner Denver, Inc., Term Loan B		5.052%		3-Month LIBOR		2.750%		7/30/24		B+		1,353,475
	840	Gates Global LLC, Term Loan B		5.052%		3-Month LIBOR		2.750%		4/01/24		B+		846,042
	748	Navistar, Inc., Tranche B, Term Loan		5.400%		1-Month LIBOR		3.500%		11/06/24		Ba3		754,088
	208	Rexnord LLC/ RBS Global, Inc., Term Loan, First Lien		4.148%		1-Month LIBOR		2.250%		8/21/24		BB+		209,721
	3,140	Total Machinery												3,163,326

		Marine – 0.0% (0.1% of Total Investments)

	675	American Commercial Lines LLC, Term Loan B, First Lien		10.651%		1-Month LIBOR		8.750%		11/12/20		CCC+		396,016

		Media – 14.9% (9.2% of Total Investments)

	1,254	Advantage Sales & Marketing, Inc., Term Loan, First Lien		5.151%		1-Month LIBOR		3.250%		7/23/21		B1		1,204,063
	990	Affinion Group Holdings, Inc., Term Loan, First Lien		9.561%		3-Month LIBOR		7.750%		5/10/22		B2		1,029,397
	1,996	Catalina Marketing Corporation, Term Loan, First Lien		5.401%		1-Month LIBOR		3.500%		4/09/21		B2		1,254,698
	1,000	Catalina Marketing Corporation, Term Loan, Second Lien		8.651%		1-Month LIBOR		6.750%		4/11/22		Caa2		210,500
	3,430	Cequel Communications LLC, Term Loan B		4.151%		1-Month LIBOR		2.250%		7/28/25		BB		3,432,667
	2,948	Charter Communications Operating Holdings LLC, Term Loan B		3.910%		1-Month LIBOR		2.000%		4/30/25		BBB–		2,964,193
	2,000	Cineworld Group PLC, Term Loan B		4.401%		1-Month LIBOR		2.500%		2/28/25		BB–		1,999,790
	4,961	Clear Channel Communications, Inc., Term Loan E, (6)		9.802%		3-Month LIBOR		7.500%		7/30/19		Caa2		3,957,316
	3,064	Clear Channel Communications, Inc., Tranche D, Term Loan, (6)		9.052%		3-Month LIBOR		6.750%		1/30/19		Caa2		2,448,228
	1,000	CSC Holdings LLC, Term Loan B		4.277%		1-Month LIBOR		2.500%		1/25/26		Ba2		1,001,875
	5,305	Cumulus Media, Inc., Term Loan B, (6)		5.160%		1-Month LIBOR		3.250%		12/23/20		N/R		4,502,325
	1,273	Getty Images, Inc., Term Loan B, First Lien		5.802%		3-Month LIBOR		3.500%		10/18/19		B3		1,212,607
	442	Gray Television, Inc., Term Loan B2		4.137%		1-Month LIBOR		2.250%		2/07/24		BB		444,308
	963	IMG Worldwide, Inc., Term Loan, First Lien		5.160%		1-Month LIBOR		3.250%		5/06/21		B+		970,958
	424	Lions Gate Entertainment Corp., Term Loan B		4.148%		1-Month LIBOR		2.250%		3/24/25		Ba2		426,212
	1,971	McGraw-Hill Education Holdings LLC, Term Loan B		5.901%		1-Month LIBOR		4.000%		5/02/22		B+		1,937,393
	1,667	Meredith, Term Loan B		4.901%		1-Month LIBOR		3.000%		1/31/25		BB		1,679,692
	248	Nexstar Broadcasting Group, Term Loan		4.387%		1-Month LIBOR		2.500%		1/17/24		BB+		249,473
	1,932	Nexstar Broadcasting Group, Term Loan B		4.387%		1-Month LIBOR		2.500%		1/17/24		BB+		1,942,318
	498	Red Ventures, Term Loan B		5.901%		1-Month LIBOR		4.000%		11/08/24		B+		504,278
	500	Sinclair Television Group, Term Loan B2, (WI/DD)		TBD		TBD		TBD		TBD		BB+		502,500
	1,457	Springer Science & Business Media, Inc., Term Loan B13, First Lien		5.330%		1-Month LIBOR		3.500%		8/15/22		B		1,463,385
	3,490	Univision Communications, Inc., Term Loan C5		4.651%		1-Month LIBOR		2.750%		3/15/24		BB–		3,447,812
	134	Yell Group PLC, Term Loan A2, First Lien		8.000%		3-Month LIBOR		7.000%		9/07/21		N/R		134,317
	135	Yell Group PLC, Term Loan B2, First Lien		8.500%		N/A		N/A		9/07/65		N/R		384,177
	43,082	Total Media												39,304,482


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Metals & Mining – 0.8% (0.5% of Total Investments)

$	868	CanAm Construction, Inc., Term Loan B		7.401%		1-Month LIBOR		5.500%		7/01/24		B	$	879,293
	1,102	Zekelman Industries, Term Loan B		4.999%		3-Month LIBOR		2.750%		6/14/21		BB–		1,110,113
	1,970	Total Metals & Mining												1,989,406

		Multiline Retail – 0.9% (0.5% of Total Investments)

	890	Belk, Inc., Term Loan B, First Lien		7.088%		3-Month LIBOR		4.750%		12/12/22		B2		760,638
	875	EG America LLC, Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		B2		875,875
	691	Hudson’s Bay Company, Term Loan B, First Lien		5.150%		1-Month LIBOR		3.250%		9/30/22		BB		658,120
	2,456	Total Multiline Retail												2,294,633

		Oil, Gas & Consumable Fuels – 4.5% (2.8% of Total Investments)

	1,091	BCP Renaissance Parent, Term Loan B		5.863%		3-Month LIBOR		4.000%		10/31/24		B+		1,097,727
	750	California Resources Corporation, Term Loan		12.273%		1-Month LIBOR		10.375%		12/31/21		B		846,562
	750	California Resources Corporation, Term Loan B		6.647%		1-Month LIBOR		4.750%		12/31/22		B		768,750
	120	Energy and Exploration Partners, Term Loan, Second Lien, (6)		5.000%		N/A		N/A		5/13/22		N/R		1,805
	1,546	Fieldwood Energy LLC, Exit Term Loan		7.151%		1-Month LIBOR		5.250%		4/11/22		B+		1,557,018
	644	Fieldwood Energy LLC, Exit Term Loan, second Lien		9.151%		1-Month LIBOR		7.250%		4/11/23		B+		623,759
	1,481	Harvey Gulf International Marine, Inc., Term Loan, (6)		0.000%		N/A		N/A		6/18/18		D		584,804
	205	Harvey Gulf International Marine, Inc., Term Loan A, (6), (WI/DD)		TBD		TBD		TBD		TBD		D		79,885
	1,915	Harvey Gulf International Marine, Inc., Term Loan B, (6), (DD1)		0.000%		N/A		N/A		6/18/20		D		751,793
	2,500	McDermott International, Term Loan, (WI/DD)		TBD		TBD		TBD		TBD		Ba2		2,487,900
	831	Peabody Energy Corporation, Term Loan B		4.651%		1-Month LIBOR		2.750%		3/31/25		BB		834,122
	2,483	Seadrill Partners LLC, Initial Term Loan, (DD1)		8.302%		3-Month LIBOR		6.000%		2/21/21		CCC+		2,134,100
	27	Southcross Holdings Borrower L.P., Term Loan B, First Lien, (cash 3.500%, PIK 5.500%)		3.500%		N/A		N/A		4/13/23		CCC+		26,813
	14,343	Total Oil, Gas & Consumable Fuels												11,795,038

		Personal Products – 0.8% (0.5% of Total Investments)

	1,000	Coty, Inc., Term Loan A		3.628%		1-Month LIBOR		1.750%		4/05/23		BB+		998,750
	1,000	Coty, Inc., Term Loan B		4.128%		1-Month LIBOR		2.250%		4/07/25		BB+		1,000,980
	2,000	Total Personal Products												1,999,730

		Pharmaceuticals – 0.6% (0.4% of Total Investments)

	340	Alphabet Holding Company, Inc., Initial Term Loan, First Lien, (WI/DD)		TBD		TBD		TBD		TBD		B–		296,650
	1,341	Concordia Healthcare Corporation, Term Loan B, First Lien		6.151%		1-Month LIBOR		4.250%		10/21/21		Caa2		1,221,919
	41	Valeant Pharmaceuticals International, Inc., Term Loan B		5.394%		1-Month LIBOR		3.500%		4/01/22		BB–		41,055
	1,722	Total Pharmaceuticals												1,559,624

		Professional Services – 2.5% (1.5% of Total Investments)

	1,193	Ceridian HCM Holding, Inc., Term Loan B, (WI/DD)		TBD		TBD		TBD		TBD		B–		1,198,009
	3,318	Formula One Group, Term Loan B		4.401%		1-Month LIBOR		2.500%		2/01/24		B+		3,317,632
	1,265	Nielsen Finance LLC, Term Loan B4		3.895%		1-Month LIBOR		2.000%		10/04/23		BBB–		1,273,820
	718	On Assignment, Inc., Term Loan B		3.901%		1-Month LIBOR		2.000%		4/02/25		BB		722,554
	6,494	Total Professional Services												6,512,015

		Real Estate Management & Development – 1.3% (0.8% of Total Investments)

	500	Altisource Solutions S.A R.L., Term Loan B		6.308%		3-Month LIBOR		4.000%		3/29/24		B+		498,333
	1,832	Capital Automotive LP, Term Loan, Second Lien		7.910%		1-Month LIBOR		6.000%		3/24/25		CCC+		1,859,608
	1,000	Trico Group LLC, Term Loan, First Lien		8.484%		3-Month LIBOR		6.500%		2/02/24		B		1,010,000
	3,332	Total Real Estate Management & Development												3,367,941

		Road & Rail – 0.4% (0.2% of Total Investments)

	978	Quality Distribution, Incremental Term Loan, First Lien		7.802%		3-Month LIBOR		5.500%		8/18/22		B2		990,530


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Semiconductors & Semiconductor Equipment – 1.8% (1.1% of Total Investments)

$	708	Cypress Semiconductor Corp, Term Loan B		4.150%		1-Month LIBOR		2.250%		7/05/21		BB	$	716,504
	854	Lumileds, Term Loan B		5.732%		3-Month LIBOR		3.500%		6/30/24		Ba3		867,349
	982	Micron Technology, Inc., Term Loan B		4.113%		1-Month LIBOR		1.750%		4/10/22		Baa2		991,711
	1,040	Microsemi Corporation, Term Loan B		3.898%		1-Month LIBOR		2.000%		1/15/23		BB		1,043,969
	1,136	On Semiconductor Corp., Term Loan B		3.901%		1-Month LIBOR		2.000%		3/31/23		Baa3		1,144,785
	4,720	Total Semiconductors & Semiconductor Equipment												4,764,318

		Software – 15.8% (9.8% of Total Investments)

	2,594	Avaya Inc., Term Loan, First Lien		6.647%		1-Month LIBOR		4.750%		12/15/24		B		2,625,231
	501	Blackboard, Inc., Term Loan B4		6.894%		3-Month LIBOR		5.000%		6/30/21		B		474,232
	3,066	BMC Software, Inc., Term Loan, First Lien		5.151%		1-Month LIBOR		3.250%		9/10/22		B+		3,081,967
	2,751	Compuware Corporation, Term Loan B3		5.400%		1-Month LIBOR		3.500%		12/15/21		B		2,789,404
	739	DTI Holdings, Inc., Replacement Term Loan B1		6.711%		2-Month LIBOR		4.750%		9/29/23		B		742,375
	1,592	Ellucian, Term Loan B, First Lien		5.552%		3-Month LIBOR		3.250%		9/30/22		B		1,601,286
	2,469	Greeneden U.S. Holdings II LLC, Term Loan B		5.802%		3-Month LIBOR		3.500%		12/01/23		B		2,487,391
	4,780	Infor (US), Inc., Term Loan B		4.651%		1-Month LIBOR		2.750%		2/01/22		B		4,807,420
	1,257	Informatica, Term Loan B		5.151%		1-Month LIBOR		3.250%		8/05/22		B		1,267,335
	990	Kronos Incorporated, Term Loan B		4.880%		2-Month LIBOR		3.000%		11/20/23		B		999,775
	2,030	McAfee LLC, Term Loan		6.401%		1-Month LIBOR		4.500%		9/30/24		B1		2,058,537
	500	McAfee Holdings International, Inc., Term Loan, Second Lien		10.401%		1-Month LIBOR		8.500%		9/29/25		B–		509,062
	643	Micro Focus International PLC, New Term Loan		4.651%		1-Month LIBOR		2.750%		6/21/24		BB–		642,555
	4,344	Micro Focus International PLC, Term Loan B		4.651%		1-Month LIBOR		2.750%		6/21/24		BB–		4,339,334
	1,887	Micro Focus International PLC, Term Loan B2		4.401%		1-Month LIBOR		2.500%		11/19/21		BB–		1,888,954
	429	Misys, New Term Loan, Second Lien		9.234%		3-Month LIBOR		7.250%		6/13/25		CCC+		425,237
	37	Mitchell International, Inc., Delayed Draw Term Loan, First Lien, (5)		0.500%		N/A		N/A		11/29/24		B1		37,364
	463	Mitchell International, Inc., Initial Term Loan, First Lien		5.151%		1-Month LIBOR		3.250%		11/29/24		B1		463,314
	450	Mitchell International, Inc., Initial Term Loan, Second Lien		9.151%		1-Month LIBOR		7.250%		12/01/25		Caa2		452,700
	988	RP Crown Parent, LLC, Term Loan B		4.651%		1-Month LIBOR		2.750%		10/15/23		B1		995,830
	3,583	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B3		4.401%		1-Month LIBOR		2.500%		4/16/25		BB		3,611,176
	1,326	SS&C Technologies, Inc./ Sunshine Acquisition II, Inc., Term Loan B4		4.401%		1-Month LIBOR		2.500%		4/16/25		BB		1,336,098
	3,662	Tibco Software, Inc., Term Loan, First Lien		5.410%		1-Month LIBOR		3.500%		12/04/20		B1		3,691,630
	369	Vertafore, Inc., Term Loan, First Lien		5.151%		1-Month LIBOR		3.250%		6/30/23		B		372,890
	41,450	Total Software												41,701,097

		Specialty Retail – 1.5% (0.9% of Total Investments)

	636	Neiman Marcus Group, Inc., Term Loan		5.141%		1-Month LIBOR		3.250%		10/25/20		Caa1		561,026
	2,697	Petco Animal Supplies, Inc., Term Loan B1		5.609%		3-Month LIBOR		3.250%		1/26/23		B2		1,858,945
	1,794	Petsmart Inc., Term Loan B, First Lien, (DD1)		4.890%		1-Month LIBOR		3.000%		3/11/22		B1		1,415,603
	5,127	Total Specialty Retail												3,835,574

		Technology Hardware, Storage & Peripherals – 6.8% (4.2% of Total Investments)

	647	Conduent, Inc., Term Loan B		4.901%		1-Month LIBOR		3.000%		12/07/23		BB+		651,657
	6,658	Dell International LLC, Refinancing Term Loan B		3.910%		1-Month LIBOR		2.000%		9/07/23		BBB–		6,685,341
	3,754	Dell International LLC, Replacement Term Loan A2		3.660%		1-Month LIBOR		1.750%		9/07/21		BBB–		3,762,797
	967	Dell Software Group, Repriced Term Loan B		7.859%		3-Month LIBOR		5.500%		10/31/22		B		974,617
	5,741	Western Digital U.S., Term Loan B3		3.900%		1-Month LIBOR		2.000%		4/29/23		Baa2		5,786,277
	17,767	Total Technology Hardware, Storage & Peripherals												17,860,689

		Transportation Infrastructure – 2.3% (1.4% of Total Investments)

	4,692	Avolon, Repriced Term Loan B2		4.147%		1-Month LIBOR		2.250%		3/21/22		BBB–		4,706,865
	65	Ceva Group PLC, Canadian Term Loan		7.859%		3-Month LIBOR		5.500%		3/19/21		B–		64,571
	376	Ceva Group PLC, Dutch B.V., Term Loan		7.859%		3-Month LIBOR		5.500%		3/19/21		B–		374,510
	371	Ceva Group PLC, Synthetic Letter of Credit Term Loan		6.500%		N/A		N/A		3/19/21		B–		369,927
	519	Ceva Group PLC, US Term Loan		7.859%		3-Month LIBOR		5.500%		3/19/21		B–		516,565
	6,023	Total Transportation Infrastructure												6,032,438


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)


Principal Amount (000)		Description (1)	Coupon (2)		Reference Rate (2)		Spread (2)		Maturity (3)		Ratings (4)		Value

		Wireless Telecommunication Services – 4.4% (2.7% of Total Investments)

$	799	Asurion LLC, Term Loan B4		4.651%		1-Month LIBOR		2.750%		8/04/22		Ba3	$	805,699
	732	Asurion LLC, Term Loan B6		4.651%		1-Month LIBOR		2.750%		11/03/23		Ba3		738,461
	5,445	Sprint Corporation, Term Loan, First Lien		4.438%		1-Month LIBOR		2.500%		2/02/24		Ba2		5,467,978
	1,700	Syniverse Holdings, Inc., Tranche Term Loan C		6.895%		1-Month LIBOR		5.000%		3/09/23		B		1,720,783
	2,000	Syniverse Holdings, Inc., Initial Term Loan, Second Lien		10.895%		1-Month LIBOR		9.000%		3/11/24		CCC+		2,030,000
	920	UPC Financing Partnership, Term Loan AR1, First Lien		4.397%		1-Month LIBOR		2.500%		1/15/26		BB		923,518
	11,596	Total Wireless Telecommunication Services												11,686,439
$	368,657	Total Variable Rate Senior Loan Interests (cost $365,181,420)												357,910,327

Principal Amount (000)		Description (1)					Coupon		Maturity		Ratings (4)		Value

		CORPORATE BONDS – 19.3% (11.9% of Total Investments)

		Containers & Packaging – 0.9% (0.5% of Total Investments)

$	2,278	Reynolds Group						5.750%		10/15/20		B+	$	2,283,975

		Diversified Telecommunication Services – 4.9% (3.1% of Total Investments)

	4,495	IntelSat Jackson Holdings						5.500%		8/01/23		CCC+		3,770,181
	4,050	IntelSat Jackson Holdings, 144A						9.750%		7/15/25		CCC+		3,969,000
	107	IntelSat Limited						6.750%		6/01/18		CCC–		105,930
	5,009	IntelSat Limited						7.750%		6/01/21		CCC–		3,393,598
	3,000	IntelSat Limited						8.125%		6/01/23		CCC–		1,875,000
	16,661	Total Diversified Telecommunication Services												13,113,709

		Health Care Providers & Services – 1.4% (0.8% of Total Investments)

	3,500	HCA Inc.						6.500%		2/15/20		BBB–		3,657,500

		Hotels, Restaurants & Leisure – 1.1% (0.7% of Total Investments)

	2,650	Scientific Games International Inc.						10.000%		12/01/22		B–		2,855,402

		Household Durables – 1.3% (0.8% of Total Investments)

	1,220	Lennar Corporation, 144A						8.375%		5/16/18		BB+		1,220,000
	1,410	Lennar Corporation						4.125%		12/01/18		BB+		1,410,000
	850	Lennar Corporation						4.500%		11/15/19		BB+		859,562
	3,480	Total Household Durables												3,489,562

		Media – 3.9% (2.4% of Total Investments)

	100	Charter Communications Operating LLC/ Charter Communications Operating Capital Corporation						3.579%		7/23/20		BBB–		100,250
	6,532	Clear Channel Communications Inc., (6), (7)						12.000%		8/01/21		N/R		—
	1,417	Dish DBS Corporation						5.125%		5/01/20		BB		1,409,915
	1,000	Dish DBS Corporation						5.875%		11/15/24		BB		855,000
	1,000	Hughes Satellite Systems Corporation						6.500%		6/15/19		BBB–		1,030,000
	2,122	iHeartCommunications, Inc., (6)						9.000%		12/15/19		Caa2		1,697,600
	9,172	iHeartCommunications, Inc., (cash 12.000%, PIK 2.000%), (6)						14.000%		2/01/21		C		1,187,803
	2,430	iHeartCommunications, Inc., (6)						9.000%		3/01/21		Caa2		1,937,925
	1,524	iHeartCommunications, Inc., 144A, (6)						11.250%		3/01/21		Caa2		1,162,050
	820	Neptune Finco Corporation, 144A						10.125%		1/15/23		B2		909,175
	26,117	Total Media												10,289,718

		Oil, Gas & Consumable Fuels – 2.0% (1.2% of Total Investments)

	3,765	California Resources Corporation, 144A						8.000%		12/15/22		CCC+		3,237,900
	400	Denbury Resources Inc.						6.375%		8/15/21		CCC–		362,000
	1,404	Denbury Resources Inc., 144A						9.250%		3/31/22		B		1,460,160
	400	EP Energy LLC and Everest Acquisition Finance, Inc.,144A						9.375%		5/01/24		Caa2		306,000
	5,969	Total Oil, Gas & Consumable Fuels												5,366,060


Principal Amount (000)		Description (1)	Coupon		Maturity		Ratings (4)		Value

		Pharmaceuticals – 0.0% (0.0% of Total Investments)

$	300	Concordia Healthcare Corporation, 144A, (6)		7.000%		4/15/23		C	$	18,000

		Semiconductors & Semiconductor Equipment – 0.3% (0.2% of Total Investments)

	761	Advanced Micro Devices, Inc.		7.500%		8/15/22		B		831,393

		Software – 1.8% (1.1% of Total Investments)

	115	Avaya Inc., 144A, (7)		7.000%		4/01/19		N/R		—
	2,895	Avaya Inc., 144A, (7)		10.500%		3/01/21		N/R		—
	2,840	BMC Software Finance Inc., 144A		8.125%		7/15/21		CCC+		2,832,900
	351	Boxer Parent Company Inc./BMC Software, 144A (cash 9.000%, PIK 9.750%)		9.000%		10/15/19		CCC+		350,122
	1,475	Infor Us Inc., 144A		5.750%		8/15/20		BB		1,502,656
	7,676	Total Software								4,685,678

		Wireless Telecommunication Services – 1.7% (1.1% of Total Investments)

	1,000	Sprint Capital Corporation		6.900%		5/01/19		B+		1,030,000
	850	Sprint Communications Inc.		7.000%		8/15/20		B+		898,875
	500	Sprint Corporation		7.875%		9/15/23		B+		536,250
	2,000	Sprint Corporation		7.125%		6/15/24		B+		2,059,380
	4,350	Total Wireless Telecommunication Services								4,524,505
$	73,742	Total Corporate Bonds (cost $56,449,387)								51,115,502

Shares		Description (1)							Value

		COMMON STOCKS – 2.6% (1.6% of Total Investments)

		Diversified Consumer Services – 0.1% (0.1% of Total Investments)

	53,514	Cengage Learning Holdings II LP, (8)							$	234,124

		Energy Equipment & Services – 1.0% (0.6% of Total Investments)

	39,988	C&J Energy Services Inc., (8)								1,194,042
	36,361	Ocean Rig UDW Inc., (8)								882,118
	1,961	Vantage Drill International, (8)								433,871
		Total Energy Equipment & Services								2,510,031

		Health Care Providers & Services – 0.0% (0.0% of Total Investments)

	38,382	Millenium Health LLC, (8)								806

		Media – 0.2% (0.1% of Total Investments)

	566,373	Hibu PLC, (8), (9)								1
	6,268	Metro-Goldwyn-Mayer, (8)								607,996
	14,825	Tribune Media Company								2,372
		Total Media								610,369

		Oil, Gas & Consumable Fuels – 0.0% (0.0% of Total Investments)

	27	Southcross Holdings Borrower LP, (8)								8,100

		Software – 1.2% (0.7% of Total Investments)

	132,029	Avaya Holdings Corporation, (8)								3,022,144

		Specialty Retail – 0.1% (0.1% of Total Investments)

	5,454	Gymboree Corporation, (7), (8)								87,135
	14,849	Gymboree Corporation, (8)								264,802
		Total Specialty Retail								351,937
		Total Common Stocks (cost $11,057,548)								6,737,511


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)

Shares

Description (1)

Value

COMMON STOCK RIGHTS – 0.1% (0.1% of Total Investments)

Oil, Gas & Consumable Fuels – 0.1% (0.1% of Total Investments)

1,670

Freeport Energy Inc., (8)

66,070

7,001

Freeport Energy Inc., (8)

211,340

Total Common Stock Rights (cost $221,783)

277,410

Shares

Description (1)

Value

WARRANTS – 0.0% (0.0% of Total Investments)

Software – 0.0% (0.0% of Total Investments)

11,806

Avaya Holdings Corporation

64,933

Total Warrants (cost $1,103,821)

64,933

Total Long-Term Investments (cost $434,013,959)

416,105,683

Shares

Description (1)

Coupon

Value

SHORT-TERM INVESTMENTS – 4.4% (2.7% of Total Investments)

INVESTMENT COMPANIES – 4.4% (2.7% of Total Investments)

11,624,977

BlackRock Liquidity Funds T-Fund Portfolio, (10)

1.562% (11)

11,624,977

Total Short-Term Investments (cost $11,624,977)

11,624,977

Total Investments (cost $445,638,936) – 161.9%

427,730,660

Borrowings – (43.1)% (12), (13)

(114,000,000

)

Term Preferred Shares, net of deferred offering costs – (16.0)% (14)

(42,355,478

)

Other Assets Less Liabilities – (2.8)% (15)

(7,170,245

)

Net Assets Applicable to Common Shares – 100%

264,204,937

Investments in Derivatives

Interest Rate Swaps – OTC Uncleared


Counterparty	Notional Amount		Fund Pay/Receive Floating Rate		Floating Rate Index		Fixed Rate (Annualized)			Fixed Rate Payment Frequency		Maturity Date			Value			Unrealized Appreciation (Depreciation)
Morgan Stanley Capital Services LLC	$	43,000,000		Pay		1-Month LIBOR		2.000	% (16)		Monthly		11/01/21	(17)	$	(1,221,492	)	$	(1,221,492	)

Fair Value Measurements

Fair value is defined as the price that would be received 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 risk 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	$	—	$	357,910,327		$	—		$	357,910,327
Corporate Bonds		—		51,115,502			—	*		51,115,502
Common Stocks		6,650,375		1			87,135			6,737,511
Common Stock Rights		277,410		—			—			277,410
Warrants		64,933		—			—			64,933

Short-Term Investments:
Investment Companies		11,624,977		—			—			11,624,977

Investments in Derivatives:
Interest Rate Swaps**		—		(1,221,492	)		—			(1,221,492	)
Total	$	18,617,695	$	407,804,338		$	87,135		$	426,509,168

*	Value equals zero as of the end of the reporting period.

**	Represents net unrealized appreciation (depreciation).

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 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.

The tables below present the cost and unrealized appreciation (depreciation) of the Fund’s investment portfolio, as determined on a federal income tax basis, as of April 30, 2018.

For purposes of this disclosure, derivative tax cost is generally the sum of any upfront fees or premiums exchanged and any amounts unrealized for income statement reporting but realized in income and/or capital gains for tax reporting. If a particular derivative category does not disclose any tax unrealized appreciation or depreciation, the change in value of those derivatives have generally been fully realized for tax purposes.


Tax cost of investments	$	448,015,713
Gross unrealized:
Appreciation	$	6,941,686
Depreciation		(27,226,739	)
Net unrealized appreciation (depreciation) of investments	$	(20,285,053	)

Tax cost of swaps	$	—
Net unrealized appreciation (depreciation) of swaps		(1,221,492	)


NSL		Nuveen Senior Income Fund (continued)
NSL		Portfolio of Investments April 30, 2018
		(Unaudited)

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 pay interest at rates which are periodically adjusted by reference to a base short-term, floating lending rate (Reference Rate) plus an assigned fixed rate (Spread). 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. The rate shown is the coupon as of the end of the reporting period.

(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)

For financial reporting purposes, the ratings disclosed are the highest of Standard & Poor’s Group (“Standard & Poor’s”), Moody’s Investors Service, Inc. (“Moody’s”) or Fitch, Inc. (“Fitch”) rating. This treatment of split-rated securities may differ from that used for other purposes, such as for Fund investment policies. 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.

(5)	Investment, or portion of investment, represents an outstanding unfunded senior loan commitment.

(6)

As of, or subsequent to, the end of the reporting period, this security is non-income producing. Non-income producing, 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 ceased accruing additional income on the Fund’s records.

(7)	Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board. For fair value measurement disclosure purposes, investment classified as Level 3.

(8)	Non-income producing; issuer has not declared a dividend within the past twelve months.

(9)	For fair value measurement disclosure purposes, investment classified as Level 2.

(10)	A copy of the most recent financial statements for these investment companies can be obtained directly from the Securities and Exchange Commission on its website at the http://www.sec.gov.

(11)	The rate shown is the annualized seven-day subsidized yield as of the end of the reporting period.

(12)	Borrowings as a percentage of Total Investments is 26.7%.

(13)	The Fund segregates 100% of its eligible investments (excluding any investments separately pledged as collateral for specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings.

(14)	Term Preferred Shares, net of deferred offering costs as a percentage of Total Investments is 9.9%.

(15)	Other assets less liabilities includes the unrealized appreciation (depreciation) of certain over-the-counter (“OTC”) derivatives as well as the OTC cleared and exchange-traded derivatives, when applicable.

(16)	Effective November 1, 2019, the fixed rate paid by the Fund will increase according to a predetermined schedule as specified in the swap contract. Additionally, this fixed rate increase will continue to occur every twelve months on specific dates through the swap contract’s termination date.

(17)	This interest rate swap has an optional early termination date beginning on November 1, 2018 and monthly thereafter through the termination date as specified in the swap contract.

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.

DD1	Portion of investment purchased on a delayed delivery basis.

LIBOR

London Inter-Bank Offered Rate

N/A	Not Applicable

PIK

Payment-in-kind (“PIK”) security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of the end of the reporting period.

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.

WI/DD

Purchased on a when-issued or delayed delivery basis.

Item 2. Controls and Procedures.

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)).

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/ Gifford R. Zimmerman
		Gifford R. Zimmerman
		Vice President and Secretary

Date: June 29, 2018

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/ Cedric H. Antosiewicz
		Cedric H. Antosiewicz
		Chief Administrative Officer (principal executive officer)

Date: June 29, 2018

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

Date: June 29, 2018