N-Q 1 nq1.htm NPF Form N-Q

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         811-6456         

        Nuveen Premier Municipal Income Fund, Inc.         
(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:            10/31          

Date of reporting period:          1/31/06         

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

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

Item 1. Schedule of Investments

  Portfolio of Investments (Unaudited)
Nuveen Premier Municipal Income Fund, Inc. (NPF)
January 31, 2006

        Optional         
Principal        Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Alabama – 1.5% (1.0% of Total Investments)             
$      1,200    Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health    11/15 at 100.00    Baa1   $    1,244,064 
     System Inc., Series 2005A, 5.250%, 11/15/20             
1,000    Montgomery BMC Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist    11/14 at 100.00    A3 (4)    1,095,290 
     Medical Center, Series 2004C, 5.250%, 11/15/29 (Pre-refunded 11/15/14)             
2,000    University of South Alabama, Student Tuition Revenue Bonds, Series 2004, 5.000%, 3/15/23 –    3/14 at 100.00    Aaa    2,105,540 
     FGIC Insured             
4,200    Total Alabama            4,444,894 
    Alaska – 0.7% (0.4% of Total Investments)             
2,000    Alaska Housing Finance Corporation, General Mortgage Revenue Bonds, Series 1999A, 6.000%,    6/09 at 101.00    AAA    2,074,060 
     6/01/49 – MBIA Insured             
    Arizona – 5.5% (3.6% of Total Investments)             
2,000    Arizona Water Infrastructure Finance Authority, Water Quality Revenue Bonds, Series 2004A,    10/14 at 100.00    AAA    2,127,820 
     5.000%, 10/01/21             
    Glendale Industrial Development Authority, Arizona, Revenue Bonds, John C. Lincoln Health             
    Network, Series 2005B:             
100     5.250%, 12/01/24    12/15 at 100.00    BBB    103,211 
135     5.250%, 12/01/25    12/15 at 100.00    BBB    139,761 
7,500    Salt River Project Agricultural Improvement and Power District, Arizona, Electric System    1/13 at 100.00    AA    7,904,550 
     Revenue Bonds, Series 2002B, 5.000%, 1/01/25             
6,000    Salt River Project Agricultural Improvement and Power District, Arizona, Electric System    1/12 at 101.00    AA    6,521,580 
     Revenue Refunding Bonds, Series 2002A, 5.250%, 1/01/15             
15,735    Total Arizona            16,796,922 
    Arkansas – 0.0% (0.0% of Total Investments)             
41    Drew County Public Facilities Board, Arkansas, FNMA Mortgage-Backed Single Family Revenue    2/06 at 101.00    Aaa    41,626 
     Refunding Bonds, Series 1993A-2, 7.900%, 8/01/11             
38    Stuttgart Public Facilities Board, Arkansas, Single Family Mortgage Revenue Refunding Bonds,    9/06 at 100.00    Aaa    38,526 
     Series 1993A, 7.900%, 9/01/11             
79    Total Arkansas            80,152 
    California – 23.1% (15.1% of Total Investments)             
3,250    Anaheim City School District, Orange County, California, General Obligation Bonds, Series    8/15 at 100.00    AAA    3,450,655 
     2005, 5.000%, 8/01/23 – FGIC Insured             
5,690    California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2002A, 5.300%,    6/12 at 101.00    AAA    6,042,439 
     12/01/21 – AMBAC Insured             
1,800    California Educational Facilities Authority, Revenue Bonds, University of Southern California,    10/15 at 100.00    AA+    1,835,568 
     Series 2005, 4.750%, 10/01/28             
2,000    California Health Facilities Financing Authority, Health Facility Revenue Bonds, Catholic    7/26 at 100.00    A–    2,102,460 
     Healthcare West, Series 2004I, 4.950%, 7/01/26 (Mandatory put 7/01/14)             
4,500    California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Medical Center,    11/15 at 100.00    A3    4,578,120 
     Series 2005, 5.000%, 11/15/27             
1,000    California, Economic Recovery Revenue Bonds, Series 2004A, 5.250%, 7/01/14    No Opt. Call    AA–    1,102,450 
4,000    California, General Obligation Bonds, Series 2004, 5.000%, 2/01/23    2/14 at 100.00    A    4,180,960 
4,000    California, General Obligation Bonds, Series 2005, 5.000%, 8/01/22    8/15 at 100.00    A    4,218,080 
1,000    Chula Vista, California, Industrial Development Revenue Bonds, San Diego Gas and Electric    6/14 at 102.00    A2    1,064,370 
     Company, Series 1996A, 5.300%, 7/01/21             
28,000    Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Series    No Opt. Call    AAA    17,786,716 
     1995A, 0.000%, 1/01/17 (ETM)             
2,350    Grossmont-Cuyamaca Community College District, California, General Obligation Bonds, Series    8/15 at 100.00    AAA    2,478,122 
     2005B, 5.000%, 8/01/26 – FGIC Insured             
3,255    Los Angeles Unified School District, California, General Obligation Bonds, Series 2005E,    7/15 at 100.00    AAA    3,464,817 
     5.000%, 7/01/22 – AMBAC Insured             
1,640    North Orange County Community College District, California, General Obligation Bonds, Series    8/14 at 100.00    AAA    1,791,536 
     2003B, 5.000%, 8/01/16 (Pre-refunded 8/01/14) – FGIC Insured             
    Peralta Community College District, Alameda County, California, General Obligation Bonds,             
    Series 2005D:             
1,995     5.000%, 8/01/24 – FSA Insured    8/13 at 102.00    AAA    2,111,747 
2,090     5.000%, 8/01/25 – FSA Insured    8/13 at 102.00    AAA    2,207,291 
7,500    San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment    8/10 at 101.00    AAA    8,068,425 
     Project, Series 2002, 5.000%, 8/01/17 (Pre-refunded 8/01/10) – MBIA Insured             
3,500    San Jose Unified School District, Santa Clara County, California, General Obligation Bonds,    8/15 at 100.00    AAA    3,690,820 
     Series 2005B, 5.000%, 8/01/26 – FGIC Insured             
77,570    Total California            70,174,576 
    Colorado – 2.2% (1.4% of Total Investments)             
    Adams and Weld Counties School District 27J, Brighton, Colorado, General Obligation Bonds,             
    Series 2004:             
1,000     5.000%, 12/01/23 – FGIC Insured    12/14 at 100.00    AAA    1,058,100 
1,500     5.000%, 12/01/24 – FGIC Insured    12/14 at 100.00    AAA    1,583,745 
1,000    Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan    6/16 at 100.00    A–    1,008,370 
     Society, Series 2005, 5.000%, 6/01/29             
1,150    Colorado Health Facilities Authority, Revenue Bonds, Parkview Medical Center, Series 2004,    9/14 at 100.00    A3    1,165,525 
     5.000%, 9/01/25             
1,000    Colorado Health Facilities Authority, Revenue Bonds, Poudre Valley Healthcare Inc., Series    12/09 at 101.00    Aaa    1,089,700 
     1999A, 5.750%, 12/01/23 (Pre-refunded 12/01/09) – FSA Insured             
750    Colorado Health Facilities Authority, Revenue Bonds, Vail Valley Medical Center, Series 2004,    1/15 at 100.00    BBB    778,717 
     5.000%, 1/15/17             
6,400    Total Colorado            6,684,157 
    Connecticut – 1.1% (0.7% of Total Investments)             
2,000    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    2,120,200 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
1,300    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 1996C-2,    5/06 at 102.00    AAA    1,331,759 
     6.250%, 11/15/18             
3,300    Total Connecticut            3,451,959 
    Florida – 4.4% (2.9% of Total Investments)             
4,000    Dade County, Florida, Aviation Revenue Bonds, Series 1996A, 5.750%, 10/01/18 – MBIA Insured    10/06 at 102.00    AAA    4,131,760 
     (Alternative Minimum Tax)             
1,700    Hillsborough County Industrial Development Authority, Florida, Exempt Facilities Remarketed    4/10 at 101.00    N/R    1,889,550 
     Revenue Bonds, National Gypsum Company, Apollo Beach Project, Series 2000B, 7.125%, 4/01/30             
     (Alternative Minimum Tax)             
2,500    Hillsborough County Industrial Development Authority, Florida, Pollution Control Revenue    10/12 at 100.00    Baa2    2,602,500 
     Bonds, Tampa Electric Company Project, Series 2002, 5.100%, 10/01/13             
4,790    Jacksonville, Florida, Sales Tax Revenue Bonds, River City Renaissance Project, Series 1996,    4/06 at 101.00    AAA    4,850,498 
     5.125%, 10/01/18 – FGIC Insured             
12,990    Total Florida            13,474,308 
    Georgia – 4.3% (2.8% of Total Investments)             
8,000    George L. Smith II World Congress Center Authority, Atlanta, Georgia, Revenue Refunding Bonds,    7/10 at 101.00    AAA    8,516,480 
     Domed Stadium Project, Series 2000, 5.500%, 7/01/20 – MBIA Insured (Alternative Minimum Tax)             
4,105    Municipal Electric Authority of Georgia, Combustion Turbine Revenue Bonds, Series 2003A,    11/13 at 100.00    AAA    4,415,831 
     5.125%, 11/01/17 – MBIA Insured             
12,105    Total Georgia            12,932,311 
    Hawaii – 0.8% (0.5% of Total Investments)             
2,250    Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric    1/09 at 101.00    AAA    2,411,213 
     Company Inc., Series 1999D, 6.150%, 1/01/20 – AMBAC Insured (Alternative Minimum Tax)             
    Idaho – 0.0% (0.0% of Total Investments)             
140    Idaho Housing and Finance Association, Single Family Mortgage Bonds, Series 1996E, 6.350%,    7/06 at 102.00    Aa1    140,567 
     7/01/14 (Alternative Minimum Tax)             
    Illinois – 11.1% (7.3% of Total Investments)             
790    Chicago Public Building Commission, Illinois, General Obligation Lease Certificates, Chicago    No Opt. Call    AAA    901,350 
     Board of Education, Series 1990B, 7.000%, 1/01/15 (ETM) – MBIA Insured             
8,670    Chicago, Illinois, General Obligation Bonds, City Colleges of Chicago Capital Improvement    No Opt. Call    AAA    3,824,944 
     Project, Series 1999, 0.000%, 1/01/24 – FGIC Insured             
8,500    Chicago, Illinois, Senior Lien Water Revenue Bonds, Series 2001, 5.750%, 11/01/30 – AMBAC    No Opt. Call    AAA    10,284,660 
     Insured             
1,000    Illinois Health Facilities Authority, Revenue Bonds, Condell Medical Center, Series 2002,    5/12 at 100.00    Baa2    1,025,800 
     5.500%, 5/15/32             
4,020    Illinois Housing Development Authority, Section 8 Elderly Housing Revenue Bonds, Garden House    3/06 at 100.00    A    4,024,663 
     of Maywood Development, Series 1992, 7.000%, 9/01/18             
1,500    Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2002, 5.500%, 2/01/17 –    2/12 at 100.00    AAA    1,631,055 
     FGIC Insured             
    Lombard Public Facilities Corporation, Illinois, Second Tier Conference Center and Hotel             
    Revenue Bonds, Series 2005B:             
850     5.250%, 1/01/25    1/16 at 100.00    AA–    897,031 
1,750     5.250%, 1/01/30    1/16 at 100.00    AA–    1,832,600 
    Metropolitan Pier and Exposition Authority, Illinois, Revenue Refunding Bonds, McCormick Place             
    Expansion Project, Series 1996A:             
10,575     0.000%, 12/15/23 – MBIA Insured    No Opt. Call    AAA    4,715,816 
10,775     0.000%, 12/15/24 – MBIA Insured    No Opt. Call    AAA    4,550,606 
48,430    Total Illinois            33,688,525 
    Indiana – 4.3% (2.8% of Total Investments)             
    Anderson School Building Corporation, Madison County, Indiana, First Mortgage Bonds, Series             
    2003:             
1,000     5.500%, 7/15/19 – FSA Insured    1/14 at 100.00    AAA    1,107,650 
2,275     5.500%, 7/15/23 – FSA Insured    1/14 at 100.00    AAA    2,519,904 
6,180    Crown Point Multi-School Building Corporation, Indiana, First Mortgage Bonds, Crown Point    No Opt. Call    AAA    2,839,339 
     Community School Corporation, Series 2000, 0.000%, 1/15/23 – MBIA Insured             
2,350    Indiana Transportation Finance Authority, Highway Revenue Bonds, Series 2003A, 5.250%, 6/01/18    6/13 at 100.00    AAA    2,577,527 
     (Pre-refunded 6/01/13) – FSA Insured             
1,000    St. Joseph County Hospital Authority, Indiana, Revenue Bonds, Madison Center Inc., Series    2/15 at 100.00    BBB    1,003,190 
     2005, 5.250%, 2/15/28             
2,860    St. Joseph County PHM Elementary/Middle School Building Corporation, Indiana, First Mortgage    No Opt. Call    A    3,010,121 
     Bonds, Series 1994, 6.300%, 1/15/09             
15,665    Total Indiana            13,057,731 
    Iowa – 1.3% (0.9% of Total Investments)             
4,000    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C,    6/15 at 100.00    BBB    3,959,320 
     5.500%, 6/01/42             
    Kentucky – 1.0% (0.7% of Total Investments)             
3,000    Kentucky State Property and Buildings Commission, Revenue Bonds, Project 85, Series 2005,    8/15 at 100.00    AAA    3,187,620 
     5.000%, 8/01/22 – FSA Insured             
    Louisiana – 1.8% (1.2% of Total Investments)             
1,310    Louisiana Housing Finance Agency, GNMA Collateralized Mortgage Revenue Bonds, St. Dominic    3/06 at 103.00    AAA    1,350,427 
     Assisted Care Facility, Series 1995, 6.850%, 9/01/25             
3,950    Morehouse Parish, Louisiana, Pollution Control Revenue Bonds, International Paper Company,    No Opt. Call    BBB    4,245,539 
     Series 2002A, 5.700%, 4/01/14             
5,260    Total Louisiana            5,595,966 
    Maine – 4.5% (2.9% of Total Investments)             
7,965    Maine Educational Loan Marketing Corporation, Student Loan Revenue Bonds, Subordinate Series    No Opt. Call    A2    8,040,349 
     1994B-2, 6.250%, 11/01/06 (Alternative Minimum Tax)             
5,420    Maine State Housing Authority, Single Family Mortgage Purchase Bonds, Series 2004A-2, 5.000%,    5/13 at 100.00    AA+    5,559,023 
     11/15/21 (Alternative Minimum Tax)             
13,385    Total Maine            13,599,372 
    Maryland – 0.7% (0.5% of Total Investments)             
2,000    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health,    8/14 at 100.00    BBB+    2,106,960 
     Series 2004, 5.375%, 8/15/24             
    Massachusetts – 3.3% (2.2% of Total Investments)             
1,000    Massachusetts Development Finance Authority, Revenue Bonds, Hampshire College, Series 2004,    10/14 at 100.00    BBB    1,050,260 
     5.625%, 10/01/24             
3,360    Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,    8/15 at 100.00    AAA    3,570,773 
     5.000%, 8/15/22 – FSA Insured             
1,900    Massachusetts, General Obligation Bonds, Series 2003D, 5.250%, 10/01/20 (Pre-refunded 10/01/13)    10/13 at 100.00    AA (4)    2,079,664 
3,000    Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%, 1/01/24    1/14 at 100.00    AAA    3,289,530 
     (Pre-refunded 1/01/14) – FGIC Insured             
9,260    Total Massachusetts            9,990,227 
    Michigan – 2.1% (1.4% of Total Investments)             
2,925    Detroit, Michigan, General Obligation Bonds, Series 2003A, 5.250%, 4/01/17 – XLCA Insured    4/13 at 100.00    AAA    3,137,531 
3,025    Wayne County, Michigan, Airport Revenue Refunding Bonds, Detroit Metropolitan Airport, Series    12/12 at 100.00    AAA    3,281,732 
     2002C, 5.375%, 12/01/19 – FGIC Insured             
5,950    Total Michigan            6,419,263 
    Minnesota – 4.8% (3.1% of Total Investments)             
4,350    Cohasset, Minnesota, Pollution Control Revenue Bonds, Allete Inc., Series 2004, 4.950%, 7/01/22    7/14 at 100.00    A    4,409,291 
1,000    Duluth Economic Development Authority, Minnesota, Healthcare Facilities Revenue Bonds,    2/14 at 100.00    A–    1,048,380 
     Benedictine Health System – St. Mary’s Duluth Clinic, Series 2004, 5.250%, 2/15/21             
2,290    Minneapolis-St. Paul Housing and Redevelopment Authority, Minnesota, Revenue Bonds,    12/13 at 100.00    BBB+    2,516,870 
     HealthPartners Inc., Series 2003, 6.000%, 12/01/20             
    Minnesota Higher Education Facilities Authority, Revenue Bonds, University of St. Thomas,             
    Series 2004-5Y:             
530     5.250%, 10/01/19    10/14 at 100.00    A2    570,047 
1,500     5.250%, 10/01/34    10/14 at 100.00    A2    1,572,225 
1,000    Minnesota Municipal Power Agency, Electric Revenue Bonds, Series 2004A, 5.250%, 10/01/19    10/14 at 100.00    A3    1,071,060 
3,000    St. Paul Port Authority, Minnesota, Lease Revenue Bonds, Office Building at Cedar Street,    12/13 at 100.00    AA+    3,276,240 
     Series 2003, 5.250%, 12/01/20             
13,670    Total Minnesota            14,464,113 
    Mississippi – 1.0% (0.7% of Total Investments)             
1,525    Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial    9/14 at 100.00    N/R    1,542,232 
     Healthcare, Series 2004B-1, 5.000%, 9/01/24             
1,500    Mississippi State University Educational Building Corporation, Revenue Bonds, Residence Hall    8/15 at 100.00    AAA    1,559,220 
     and Campus Improvement Project, Series 2005, 5.000%, 8/01/28 – MBIA Insured             
3,025    Total Mississippi            3,101,452 
    Missouri – 1.0% (0.7% of Total Investments)             
2,880    Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman    2/15 at 102.00    BBB+    3,049,862 
     Health System, Series 2004, 5.500%, 2/15/24             
    Nebraska – 2.2% (1.4% of Total Investments)             
1,580    Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Nebraska    No Opt. Call    A1    1,674,437 
     Medical Center, Series 2003, 5.000%, 11/15/16             
2,320    Grand Island, Nebraska, Electric System Revenue Bonds, Series 1977, 6.100%, 9/01/12 (ETM)    3/06 at 100.00    A+ (4)    2,490,033 
2,350    NebHelp Inc., Nebraska, Senior Subordinate Bonds, Student Loan Program, Series 1993A-5B,    No Opt. Call    AAA    2,386,918 
     6.250%, 6/01/18 – MBIA Insured (Alternative Minimum Tax)             
6,250    Total Nebraska            6,551,388 
    New Hampshire – 1.9% (1.2% of Total Investments)             
5,000    New Hampshire Housing Finance Authority, FHLMC Multifamily Housing Remarketed Revenue Bonds,    7/10 at 101.00    Aaa    5,261,400 
     Countryside LP, Series 1994, 6.100%, 7/01/24 (Alternative Minimum Tax)             
390    New Hampshire Municipal Bond Bank, Revenue Bonds, Coe-Brown Northwood Academy, Series 1994,    No Opt. Call    N/R    394,169 
     7.250%, 5/01/09             
5,390    Total New Hampshire            5,655,569 
    New Jersey – 2.9% (1.9% of Total Investments)             
1,000    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2005P,    9/15 at 100.00    AA–    1,069,880 
     5.250%, 9/01/24             
3,000    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2003C,    6/13 at 100.00    AAA    3,349,410 
     5.500%, 6/15/24 (Pre-refunded 6/15/13)             
1,500    New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured    7/13 at 100.00    AAA    1,601,055 
2,500    New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.000%, 1/01/25 – FSA Insured    1/15 at 100.00    AAA    2,635,025 
8,000    Total New Jersey            8,655,370 
    New York – 18.8% (12.3% of Total Investments)             
10,000    Dormitory Authority of the State of New York, Revenue Bonds, State University Educational    5/10 at 101.00    AAA    10,919,600 
     Facilities Revenue Bonds, 1999 Resolution, Series 2000B, 5.500%, 5/15/30 (Pre-refunded             
     5/15/10) – FSA Insured             
1,500    Dormitory Authority of the State of New York, State and Local Appropriation Lease Bonds,    7/14 at 100.00    AA–    1,613,400 
     Upstate Community Colleges, Series 2004B, 5.250%, 7/01/19             
3,200    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2005F,    11/15 at 100.00    A    3,299,488 
     5.000%, 11/15/30             
5,000    Metropolitan Transportation Authority, New York, Transportation Revenue Refunding Bonds,    11/12 at 100.00    AAA    5,347,500 
     Series 2002A, 5.125%, 11/15/21 – FGIC Insured             
1,795    New York City Transitional Finance Authority, New York, Future Tax Secured Bonds, Fiscal    8/07 at 101.00    AAA    1,862,169 
     Series 1998A, 5.125%, 8/15/21 (Pre-refunded 8/15/07)             
15    New York City, New York, General Obligation Bonds, Fiscal Series 1996J, 5.875%, 2/15/19    2/06 at 101.50    A+    15,252 
4,265    New York City, New York, General Obligation Bonds, Fiscal Series 2003D, 5.250%, 10/15/22    10/13 at 100.00    A+    4,546,831 
1,200    New York City, New York, General Obligation Bonds, Fiscal Series 2004B, 5.250%, 8/01/15    8/14 at 100.00    A+    1,300,260 
4,000    New York City, New York, General Obligation Bonds, Fiscal Series 2004C, 5.250%, 8/15/20    8/14 at 100.00    A+    4,288,320 
3,500    New York City, New York, General Obligation Bonds, Fiscal Series 2005O, 5.000%, 6/01/30    6/15 at 100.00    A+    3,608,535 
900    New York State Medical Care Facilities Finance Agency, FHA-Insured Mortgage Revenue Bonds,    2/06 at 100.00    AAA    903,177 
     Hospital and Nursing Home Projects, Series 1992B, 6.200%, 8/15/22             
3,250    New York State Municipal Bond Bank Agency, Special School Purpose Revenue Bonds, Series 2003C,    6/13 at 100.00    A+    3,491,930 
     5.250%, 6/01/22             
    New York State Thruway Authority, General Revenue Bonds, Series 2005G:             
6,460     5.000%, 1/01/25 – FSA Insured    7/15 at 100.00    AAA    6,824,861 
2,580     5.000%, 1/01/26 – FSA Insured    7/15 at 100.00    AAA    2,717,514 
1,850    New York State Urban Development Corporation, Service Contract Revenue Bonds, Series 2005B,    3/15 at 100.00    AAA    1,954,655 
     5.000%, 3/15/24 – FSA Insured             
1,000    New York State Urban Development Corporation, Subordinate Lien Corporate Purpose Bonds, Series    7/14 at 100.00    A    1,058,800 
     2004A, 5.125%, 1/01/22             
3,000    Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred Fortieth    6/15 at 101.00    AA–    3,258,930 
     Series 2005, 5.000%, 12/01/16             
53,515    Total New York            57,011,222 
    North Carolina – 4.1% (2.7% of Total Investments)             
10,300    North Carolina Eastern Municipal Power Agency, Power System Revenue Refunding Bonds, Series    No Opt. Call    AAA    12,375,759 
     1993B, 6.000%, 1/01/22 – CAPMAC Insured             
    Ohio – 2.0% (1.3% of Total Investments)             
2,000    Granville Exempt Village School District, Ohio, General Obligation Bonds, Series 2001, 5.000%,    12/11 at 100.00    Aa2    2,107,280 
     12/01/24             
4,000    Ohio, Solid Waste Revenue Bonds, Republic Services Inc., Series 2004, 4.250%, 4/01/33    4/33 at 100.00    BBB+    3,888,120 
     (Mandatory put 4/01/14) (Alternative Minimum Tax)             
6,000    Total Ohio            5,995,400 
    Oklahoma – 0.3% (0.2% of Total Investments)             
    Norman Regional Hospital Authority, Oklahoma, Hospital Revenue Bonds, Series 2005:             
500     5.375%, 9/01/29    9/16 at 100.00    BBB–    503,385 
450     5.375%, 9/01/36    9/16 at 100.00    BBB–    451,782 
950    Total Oklahoma            955,167 
    Oregon – 1.3% (0.9% of Total Investments)             
    Oregon, General Obligation Bonds, State Board of Higher Education, Series 2004A:             
1,795     5.000%, 8/01/21    8/14 at 100.00    AA–    1,910,616 
1,990     5.000%, 8/01/23    8/14 at 100.00    AA–    2,097,719 
3,785    Total Oregon            4,008,335 
    Pennsylvania – 2.3% (1.5% of Total Investments)             
3,000    Allegheny County Sanitary Authority, Pennsylvania, Sewerage Revenue Bonds, Series 2005A,    12/15 at 100.00    AAA    3,175,410 
     5.000%, 12/01/23 – MBIA Insured             
1,590    Falls Township Hospital Authority, Pennsylvania, FHA-Insured Revenue Refunding Bonds, Delaware    2/06 at 100.00    AAA    1,598,125 
     Valley Medical Center, Series 1992, 7.000%, 8/01/22             
2,000    Pittsburgh Water and Sewerage Authority, Pennsylvania, First Lien Water and Sewerage System    9/15 at 100.00    AAA    2,087,360 
     Revenue Bonds, Series 2005, 5.000%, 9/01/29 – MBIA Insured             
6,590    Total Pennsylvania            6,860,895 
    Rhode Island – 2.6% (1.7% of Total Investments)             
7,655    Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,    6/12 at 100.00    BBB    8,029,636 
     Series 2002A, 6.000%, 6/01/23             
    South Carolina – 7.8% (5.1% of Total Investments)             
2,500    Berkeley County School District, South Carolina, Installment Purchase Revenue Bonds, Securing    12/13 at 100.00    A–    2,602,375 
     Assets for Education, Series 2003, 5.250%, 12/01/24             
4,405    Dorchester County School District 2, South Carolina, Installment Purchase Revenue Bonds,    12/14 at 100.00    A    4,630,228 
     GROWTH, Series 2004, 5.250%, 12/01/23             
3,340    Greenville County School District, South Carolina, Installment Purchase Revenue Bonds, Series    12/13 at 100.00    AA–    3,562,644 
     2003, 5.250%, 12/01/19             
3,620    Greenville, South Carolina, Hospital Facilities Revenue Refunding Bonds, Series 2003A, 5.250%,    5/13 at 100.00    AAA    3,858,703 
     5/01/21 – AMBAC Insured             
1,500    South Carolina JOBS Economic Development Authority, Economic Development Revenue Bonds, Bon    11/12 at 100.00    A–    1,578,405 
     Secours Health System Inc., Series 2002A, 5.625%, 11/15/30             
605    South Carolina JOBS Economic Development Authority, Hospital Refunding and Improvement Revenue    8/13 at 100.00    BBB+    678,786 
     Bonds, Palmetto Health Alliance, Series 2003C, 6.375%, 8/01/34             
4,895    South Carolina JOBS Economic Development Authority, Hospital Refunding and Improvement Revenue    8/13 at 100.00    BBB+ (4)    5,674,529 
     Bonds, Palmetto Health Alliance, Series 2003C, 6.375%, 8/01/34 (Pre-refunded 8/01/13)             
1,145    Tobacco Settlement Revenue Management Authority, South Carolina, Tobacco Settlement    5/11 at 101.00    BBB    1,206,979 
     Asset-Backed Bonds, Series 2001B, 6.000%, 5/15/22             
22,010    Total South Carolina            23,792,649 
    South Dakota – 0.6% (0.4% of Total Investments)             
1,750    South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sioux Valley    11/14 at 100.00    A+    1,866,813 
     Hospitals, Series 2004A, 5.500%, 11/01/31             
    Tennessee – 1.3% (0.8% of Total Investments)             
2,060    Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Refunding    7/23 at 100.00    AAA    2,153,071 
     and Improvement Bonds, Johnson City Medical Center, Series 1998C, 5.125%, 7/01/25             
     (Pre-refunded 7/01/23) – MBIA Insured             
1,600    Johnson City Health and Educational Facilities Board, Tennessee, Revenue Bonds, Mountain    7/16 at 100.00    BBB+    1,665,584 
     States Health Alliance, Series 2006A, 5.500%, 7/01/36 (WI/DD, Settling 2/14/06)             
3,660    Total Tennessee            3,818,655 
    Texas – 5.7% (3.7% of Total Investments)             
1,075    Brazos River Authority, Texas, Pollution Control Revenue Bonds, TXU Energy Company LLC    10/13 at 101.00    Baa2    1,192,154 
     Project, Series 2003C, 6.750%, 10/01/38 (Alternative Minimum Tax)             
3,000    Houston, Texas, First Lien Combined Utility System Revenue Bonds, Series 2004A, 5.250%,    5/14 at 100.00    AAA    3,204,300 
     5/15/25 – MBIA Insured             
    Kerrville Health Facilities Development Corporation, Texas, Revenue Bonds, Sid Peterson             
    Memorial Hospital Project, Series 2005:             
400     5.250%, 8/15/21    No Opt. Call    BBB–    415,328 
500     5.125%, 8/15/26    No Opt. Call    BBB–    503,110 
2,265    Lower Colorado River Authority, Texas, Contract Revenue Refunding Bonds, Transmission Services    5/13 at 100.00    AAA    2,428,284 
     Corporation, Series 2003C, 5.250%, 5/15/25 – AMBAC Insured             
2,000    Mansfield Independent School District, Tarrant County, Texas, General Obligation Bonds, Series    2/11 at 100.00    AAA    2,102,440 
     2001, 5.375%, 2/15/26             
1,000    Sabine River Authority, Texas, Pollution Control Revenue Bonds, TXU Electric Company, Series    11/15 at 100.00    Baa2    1,009,820 
     2001C, 5.200%, 5/01/28             
    Texas Tech University, Financing System Revenue Bonds, 9th Series 2003:             
3,525     5.250%, 2/15/18 – AMBAC Insured    8/13 at 100.00    AAA    3,814,050 
2,250     5.250%, 2/15/19 – AMBAC Insured    8/13 at 100.00    AAA    2,434,050 
70    Victoria Housing Finance Corporation, Texas, FNMA Single Family Mortgage Revenue Refunding    No Opt. Call    Aaa    70,258 
     Bonds, Series 1995, 8.125%, 1/01/11             
16,085    Total Texas            17,173,794 
    Utah – 0.3% (0.2% of Total Investments)             
595    Utah Housing Corporation, Single Family Mortgage Bonds, Series 2001D, 5.500%, 1/01/21    7/11 at 100.00    Aa2    611,636 
     (Alternative Minimum Tax)             
35    Utah Housing Finance Agency, Single Family Mortgage Bonds, Series 1996C, 6.450%, 7/01/14    1/07 at 102.00    AA    35,298 
     (Alternative Minimum Tax)             
255    Utah Housing Finance Agency, Single Family Mortgage Bonds, Series 1997F, 5.750%, 7/01/15    7/07 at 101.50    AA    262,321 
     (Alternative Minimum Tax)             
885    Total Utah            909,255 
    Washington – 11.2% (7.3% of Total Investments)             
2,500    Energy Northwest, Washington, Electric Revenue Refunding Bonds, Columbia Generating Station –    7/12 at 100.00    AAA    2,774,450 
     Nuclear Project 2, Series 2002C, 5.750%, 7/01/17 – MBIA Insured             
7,000    Energy Northwest, Washington, Electric Revenue Refunding Bonds, Nuclear Project 1, Series    7/13 at 100.00    Aaa    7,663,180 
     2003A, 5.500%, 7/01/16             
6,160    King County Public Hospital District 2, Washington, Limited Tax General Obligation Bonds,    6/11 at 101.00    AAA    6,491,531 
     Evergreen Hospital Medical Center, Series 2001A, 5.250%, 12/01/24 – AMBAC Insured             
5,000    Seattle, Washington, Municipal Light and Power Revenue Refunding and Improvement Bonds, Series    3/11 at 100.00    AAA    5,411,500 
     2001, 5.500%, 3/01/12 – FSA Insured             
1,000    Skagit County Public Hospital District 1, Washington, Revenue Bonds, Skagit Valley Hospital,    No Opt. Call    Baa3    1,077,840 
     Series 2003, 6.000%, 12/01/23             
9,750    Washington, General Obligation Refunding Bonds, Series 1992A and 1992AT 6, 6.250%, 2/01/11    No Opt. Call    Aa1    10,531,755 
31,410    Total Washington            33,950,256 
    West Virginia – 1.9% (1.2% of Total Investments)             
2,000    West Virginia Water Development Authority, Infrastructure Revenue Bonds, Series 2003A, 5.500%,    10/13 at 101.00    AAA    2,225,060 
     10/01/23 – AMBAC Insured             
3,150    West Virginia Water Development Authority, Loan Program II Revenue Bonds, Series 2003B,    11/13 at 101.00    AAA    3,436,902 
     5.250%, 11/01/23 – AMBAC Insured             
5,150    Total West Virginia            5,661,962 
    Wisconsin – 5.1% (3.3% of Total Investments)             
5,670    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Agnesian Healthcare    7/11 at 100.00    A–    5,967,448 
     Inc., Series 2001, 6.000%, 7/01/30             
1,000    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Fort Healthcare Inc.,    5/14 at 100.00    BBB+    1,050,390 
     Series 2004, 5.375%, 5/01/18             
2,350    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert and Community    10/11 at 101.00    AA–    2,440,404 
     Health Obligated Group, Series 2001, 5.375%, 10/01/30             
5,000    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic,    2/10 at 101.00    AA    5,435,800 
     Series 1999, 6.250%, 2/15/18 – RAAI Insured             
455    Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 1992A,    7/06 at 100.00    AA    455,742 
     6.850%, 11/01/12             
14,475    Total Wisconsin            15,349,784 
    Wyoming – 0.1% (0.1% of Total Investments)             
600    Sweetwater County, Wyoming, Solid Waste Disposal Revenue Bonds, FMC Corporation, Series 2005,    12/15 at 100.00    BBB–    610,434 
     5.600%, 12/01/35 (Alternative Minimum Tax)             
$     467,754    Total Investments (cost $439,606,976) – 152.9%            464,117,873 
    Other Assets Less Liabilities – 1.4%            4,510,957 
    Preferred Shares, at Liquidation Value – (54.3)%            (165,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   303,628,830 

(1)    All percentages shown in the Portfolio of Investments are based on net assets applicable to Common 
    shares unless otherwise noted. 
(2)    Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. 
    There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities 
    may be subject to periodic principal paydowns. 
(3)    Ratings: Using the higher of Standard & Poor’s or Moody’s rating. Ratings below Baa by Moody’s 
    Investor Service, Inc. or BBB by Standard & Poor's Group are considered to be below investment grade. 
(4)    Securities are backed by an escrow or trust containing sufficient U.S. Government or U.S. Government 
    agency securities which ensures the timely payment of principal and interest. Such securities are normally 
    considered to be equivalent to AAA rated securities. 
WI/DD    Investment purchased on a when-issued or delayed delivery basis. 
N/R    Investment is not rated. 
(ETM)    Security is escrowed to maturity. 

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 timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions. At January 31, 2006, the cost of investments was $439,550,965.

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

Gross unrealized:   
  Appreciation  $25,490,433 
  Depreciation  (923,525) 
Net unrealized appreciation (depreciation) of investments  $24,566,908 

Item 2. Controls and Procedures.

  1. 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)).
  2. 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 Premier Municipal Income Fund, Inc.        

By (Signature and Title)*          /s/ Jessica R. Droeger                     
                                                    Jessica R. Droeger
                                                    Vice President and Secretary

Date         March 31, 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.

By (Signature and Title)*         /s/ Gifford R. Zimmerman                    
                                                   Gifford R. Zimmerman
                                                   Chief Administrative Officer (principal executive officer) 

Date         March 31, 2006        

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

Date        March 31, 2006        

* Print the name and title of each signing officer under his or her signature.