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)

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


Kevin J. McCarthy—Vice President and Secretary
        333 West Wacker Drive, Chicago, Illinois 60606         
(Name and address of agent for service)

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

Date of fiscal year end:            10/31          

Date of reporting period:         7/31/07         

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)             
    July 31, 2007             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Alabama – 1.2% (0.7% of Total Investments)             
$          1,000    Alabama Special Care Facilities Financing Authority, Revenue Bonds, Ascension Health, Series    11/16 at 100.00    AA   $   1,003,980 
     2006C-2, 5.000%, 11/15/39             
    Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health             
    System Inc., Series 2005A:             
1,200     5.250%, 11/15/20    11/15 at 100.00    Baa1    1,229,472 
400     5.000%, 11/15/30    11/15 at 100.00    Baa1    394,284 
1,000    Montgomery BMC Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist    11/14 at 100.00    A3 (4)    1,078,820 
     Medical Center, Series 2004C, 5.250%, 11/15/29 (Pre-refunded 11/15/14)             
3,600    Total Alabama            3,706,556 
    Alaska – 2.1% (1.2% of Total Investments)             
2,000    Alaska Housing Finance Corporation, General Mortgage Revenue Bonds, Series 1999A, 6.000%,    6/09 at 101.00    AAA    2,062,140 
     6/01/49 – MBIA Insured             
4,500    Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds,    6/14 at 100.00    Baa3    4,116,915 
     Series 2006A, 5.000%, 6/01/46             
6,500    Total Alaska            6,179,055 
    Arizona – 6.9% (4.0% of Total Investments)             
    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    101,850 
135     5.250%, 12/01/25    12/15 at 100.00    BBB    137,406 
7,000    Phoenix, Arizona, Civic Improvement Revenue Bonds, Civic Plaza, Series 2005B, 0.000%,    No Opt. Call    AAA    6,019,930 
     7/01/39 – FGIC Insured             
7,500    Salt River Project Agricultural Improvement and Power District, Arizona, Electric System    1/13 at 100.00    Aa1    7,754,700 
     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    Aa1    6,375,840 
     Revenue Refunding Bonds, Series 2002A, 5.250%, 1/01/15             
20,735    Total Arizona            20,389,726 
    Arkansas – 1.6% (1.0% of Total Investments)             
4,655    Arkansas Development Finance Authority, State Facility Revenue Bonds, Department of Correction    11/15 at 100.00    AAA    4,851,069 
     Special Needs Unit Project, Series 2005B, 5.000%, 11/01/25 – FSA Insured             
19    Stuttgart Public Facilities Board, Arkansas, Single Family Mortgage Revenue Refunding Bonds,    9/11 at 100.00    Aaa    19,519 
     Series 1993A, 7.900%, 9/01/11             
4,674    Total Arkansas            4,870,588 
    California – 21.9% (12.9% of Total Investments)             
3,335    Anaheim Public Finance Authority, California, Public Improvement Project Lease Revenue Bonds,    9/17 at 100.00    AAA    2,642,721 
     UBS Residual Series 07 1011-1013, 5.390%, 3/01/37 – FGIC Insured (IF)             
5,690    California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2002A, 5.300%,    6/12 at 101.00    AAA    5,996,976 
     12/01/21 – AMBAC Insured             
1,800    California Educational Facilities Authority, Revenue Bonds, University of Southern California,    10/15 at 100.00    AA+    1,823,616 
     Series 2005, 4.750%, 10/01/28             
1,975    California Health Facilities Financing Authority, Revenue Bonds, Catholic Healthcare West,    No Opt. Call    A    2,055,225 
     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    A2    4,554,495 
     Series 2005, 5.000%, 11/15/27             
8,000    California Infrastructure Economic Development Bank, First Lien Revenue Bonds, San Francisco Bay    No Opt. Call    AAA    8,727,120 
     Area Toll Bridge, Series 2003A, 5.000%, 7/01/33 (Pre-refunded 1/01/28) – AMBAC Insured (UB)             
500    California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity    7/15 at 100.00    BBB+    488,670 
     Health System, Series 2005A, 5.000%, 7/01/39             
1,600    California Statewide Community Development Authority, Revenue Bonds, Kaiser Permanente System,    8/16 at 100.00    A+    1,641,536 
     Series 2001C, 5.250%, 8/01/31             
1,000    California, Economic Recovery Revenue Bonds, Series 2004A, 5.250%, 7/01/14    No Opt. Call    AA+    1,083,320 
    California, General Obligation Bonds, Series 2004:             
4,000     5.000%, 2/01/23    2/14 at 100.00    A+    4,156,160 
4,900     5.000%, 6/01/23 – AMBAC Insured    12/14 at 100.00    AAA    5,108,789 
1,000    Chula Vista, California, Industrial Development Revenue Bonds, San Diego Gas and Electric    6/14 at 102.00    A2    1,045,710 
     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    18,809,276 
     1995A, 0.000%, 1/01/17 (ETM)             
450    Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed    6/13 at 100.00    AAA    516,231 
     Bonds, Series 2003A-1, 6.750%, 6/01/39 (Pre-refunded 6/01/13)             
6,005    Los Angeles Unified School District, California, General Obligation Bonds, Series 2005E,    7/15 at 100.00    AAA    6,330,051 
     5.000%, 7/01/22 – AMBAC Insured             
    San Diego County, California, Certificates of Participation, Burnham Institute, Series 2006:             
100     5.000%, 9/01/21    9/15 at 102.00    Baa3    101,181 
110     5.000%, 9/01/23    9/15 at 102.00    Baa3    110,949 
72,965    Total California            65,192,026 
    Colorado – 6.8% (4.1% of Total Investments)             
1,000    Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan    6/16 at 100.00    A–    1,004,190 
     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    1,158,648 
     5.000%, 9/01/25             
400    Colorado Health Facilities Authority, Revenue Bonds, Poudre Valley Health Care, Series 2005F,    3/15 at 100.00    BBB+    401,360 
     5.000%, 3/01/25             
1,000    Colorado Health Facilities Authority, Revenue Bonds, Poudre Valley Healthcare Inc., Series    12/09 at 101.00    Aaa    1,052,360 
     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+    765,180 
     5.000%, 1/15/17             
    Denver City and County, Colorado, Airport Revenue Bonds, Series 2006             
8,930     5.000%, 11/15/25 – FGIC Insured (UB)    11/16 at 100.00    AAA    9,323,992 
    Denver City and County, Colorado, Airport Revenue Bonds, Residual, Series 63TP             
3,680     7.141%, 11/15/23 – FGIC Insured (IF)    11/16 at 100.00    AAA    4,178,382 
2,270     7.141% 11/15/24 – FGIC Insured (IF)    11/16 at 100.00    AAA    2,577,426 
19,180    Total Colorado            20,461,538 
    Connecticut – 0.7% (0.4% of Total Investments)             
2,000    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    2,066,480 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
    Florida – 3.2% (1.9% of Total Investments)             
4,000    Dade County, Florida, Aviation Revenue Bonds, Series 1996A, 5.750%, 10/01/18 – MBIA Insured    10/07 at 101.00    AAA    4,066,640 
     (Alternative Minimum Tax)             
1,700    Hillsborough County Industrial Development Authority, Florida, Exempt Facilities Remarketed    4/10 at 101.00    N/R    1,811,554 
     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    2,569,925 
     Bonds, Tampa Electric Company Project, Series 2002, 5.100%, 10/01/13             
1,000    South Miami Health Facilities Authority, Florida, Hospital Revenue, Baptist Health System    8/17 at 100.00    AA–    997,510 
     Obligation Group, Series 2007, 5.000%, 8/15/42             
9,200    Total Florida            9,445,629 
    Georgia – 4.3% (2.5% of Total Investments)             
8,000    George L. Smith II World Congress Center Authority, Atlanta, Georgia, Revenue Refunding Bonds,    7/10 at 101.00    AAA    8,338,720 
     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    4,349,042 
     5.125%, 11/01/17 – MBIA Insured             
12,105    Total Georgia            12,687,762 
    Hawaii – 0.8% (0.4% of Total Investments)             
2,250    Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric    1/09 at 101.00    AAA    2,332,148 
     Company Inc., Series 1999D, 6.150%, 1/01/20 – AMBAC Insured (Alternative Minimum Tax)             
    Idaho – 0.2% (0.1% of Total Investments)             
95    Idaho Housing and Finance Association, Single Family Mortgage Bonds, Series 1996E, 6.350%,    1/08 at 101.00    Aa1    96,802 
     7/01/14 (Alternative Minimum Tax)             
500    Madison County, Idaho, Hospital Revenue Certificates of Participation, Madison Memorial    9/16 at 100.00    BBB–    503,025 
     Hospital, Series 2006, 5.250%, 9/01/26             
595    Total Idaho            599,827 
    Illinois – 13.2% (7.8% of Total Investments)             
8,300    Chicago Greater Metropolitan Area Sanitary District, Illinois, General Obligation Bonds, Series    12/16 at 100.00    AAA    8,932,709 
     2006, 5.000%, 12/01/35 (UB)             
725    Chicago Public Building Commission, Illinois, General Obligation Lease Certificates, Chicago    No Opt. Call    AAA    799,690 
     Board of Education, Series 1990B, 7.000%, 1/01/15 – MBIA Insured (ETM)             
8,670    Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999, 0.000%, 1/01/24 –    No Opt. Call    AAA    4,069,958 
     FGIC Insured             
8,500    Chicago, Illinois, Senior Lien Water Revenue Bonds, Series 2001, 5.750%, 11/01/30 –    No Opt. Call    AAA    10,055,584 
     AMBAC Insured             
200    Illinois Finance Authority, Revenue Bonds, Proctor Hospital, Series 2006, 5.125%, 1/01/25    1/16 at 100.00    BBB–    198,400 
1,000    Illinois Health Facilities Authority, Revenue Bonds, Condell Medical Center, Series 2002,    5/12 at 100.00    Baa2    1,019,060 
     5.500%, 5/15/32             
1,500    Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2002, 5.500%, 2/01/17 –    2/12 at 100.00    AAA    1,590,495 
     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–    880,660 
1,750     5.250%, 1/01/30    1/16 at 100.00    AA–    1,806,980 
    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    4,982,306 
10,775     0.000%, 12/15/24 – MBIA Insured    No Opt. Call    AAA    4,840,238 
52,845    Total Illinois            39,176,080 
    Indiana – 3.6% (2.1% of Total Investments)             
    Anderson School Building Corporation, Madison County, Indiana, First Mortgage Bonds,             
    Series 2003:             
1,000     5.500%, 7/15/19 (Pre-refunded 1/15/14) – FSA Insured    1/14 at 100.00    AAA    1,091,410 
2,275     5.500%, 7/15/23 (Pre-refunded 1/15/14) – FSA Insured    1/14 at 100.00    AAA    2,482,958 
6,180    Crown Point Multi-School Building Corporation, Indiana, First Mortgage Bonds, Crown Point    No Opt. Call    AAA    3,032,402 
     Community School Corporation, Series 2000, 0.000%, 1/15/23 – MBIA Insured             
1,250    Portage, Indiana, Revenue Bonds, Series 2006, 5.000%, 7/15/23    7/16 at 100.00    BBB+    1,258,038 
1,000    St. Joseph County Hospital Authority, Indiana, Revenue Bonds, Madison Center Inc., Series    2/15 at 100.00    BBB    1,005,230 
     2005, 5.250%, 2/15/28             
1,760    St. Joseph County PHM Elementary/Middle School Building Corporation, Indiana, First Mortgage    No Opt. Call    A    1,798,720 
     Bonds, Series 1994, 6.300%, 1/15/09             
13,465    Total Indiana            10,668,758 
    Iowa – 1.3% (0.8% of Total Investments)             
4,000    Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C,    6/15 at 100.00    BBB    3,978,160 
     5.500%, 6/01/42             
    Kentucky – 0.2% (0.1% of Total Investments)             
510    Louisville and Jefferson County Metropolitan Government, Kentucky, Industrial Building Revenue    10/16 at 100.00    N/R    500,366 
     Bonds, Sisters of Mercy of the Americas, Series 2006, 5.000%, 10/01/35             
    Louisiana – 5.5% (3.2% of Total Investments)             
1,310    Louisiana Housing Finance Agency, GNMA Collateralized Mortgage Revenue Bonds, St. Dominic    9/07 at 101.00    AAA    1,338,532 
     Assisted Care Facility, Series 1995, 6.850%, 9/01/25             
8,895    Louisiana State, Gasoline and Fuels Tax, Revenue Bonds, Series 2006, 4.500%, 5/01/41 –    5/16 at 100.00    AAA    8,500,685 
     FGIC Insured (UB)             
825    Louisiana State, Gasoline and Fuels Tax, Revenue Bonds, Series 2006, 4.750%, 5/01/39 – FSA    5/16 at 100.00    AAA    826,997 
     Insured (UB)             
3,950    Morehouse Parish, Louisiana, Pollution Control Revenue Bonds, International Paper Company,    No Opt. Call    BBB    4,136,954 
     Series 2002A, 5.700%, 4/01/14             
1,375    Tobacco Settlement Financing Corporation, Louisiana, Tobacco Settlement Asset-Backed Bonds,    5/11 at 101.00    BBB    1,424,665 
     Series 2001B, 5.875%, 5/15/39             
16,335    Total Louisiana            16,227,833 
    Maine – 1.7% (1.0% of Total Investments)             
4,905    Maine State Housing Authority, Single Family Mortgage Purchase Bonds, Series 2004A-2, 5.000%,    5/13 at 100.00    AA+    4,969,550 
     11/15/21 (Alternative Minimum Tax)             
    Maryland – 1.2% (0.7% of Total Investments)             
2,000    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health,    8/14 at 100.00    A3    2,071,580 
     Series 2004, 5.375%, 8/15/24             
1,550    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Western Maryland    7/16 at 100.00    AAA    1,566,229 
     Health, Series 2006A, 4.750%, 7/01/36 – MBIA Insured (UB)             
3,550    Total Maryland            3,637,809 
    Massachusetts – 2.1% (1.2% of Total Investments)             
1,000    Massachusetts Development Finance Authority, Revenue Bonds, Hampshire College, Series 2004,    10/14 at 100.00    BBB    1,050,390 
     5.625%, 10/01/24             
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)    2,039,821 
3,000    Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%, 1/01/24    1/14 at 100.00    AAA    3,223,440 
     (Pre-refunded 1/01/14) – FGIC Insured             
5,900    Total Massachusetts            6,313,651 
    Michigan – 4.0% (2.4% 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    3,084,325 
4,600    Detroit, Michigan, Sewer Disposal System Revenue Bonds, Second Lien, Series 2006B, 4.625%,    7/16 at 100.00    AAA    4,543,972 
     7/01/34 – FGIC Insured             
1,000    Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series    12/16 at 100.00    Aa2    1,004,370 
     2006A, 5.000%, 12/01/31             
170    Monroe County Hospital Finance Authority, Michigan, Mercy Memorial Hospital Corporation    6/16 at 100.00    BBB–    174,034 
     Revenue Bonds, Series 2006, 5.500%, 6/01/35             
3,025    Wayne County, Michigan, Airport Revenue Refunding Bonds, Detroit Metropolitan Airport, Series    12/12 at 100.00    AAA    3,198,272 
     2002C, 5.375%, 12/01/19 – FGIC Insured             
11,720    Total Michigan            12,004,973 
    Minnesota – 5.0% (3.0% 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–    4,394,457 
1,000    Duluth Economic Development Authority, Minnesota, Healthcare Facilities Revenue Bonds,    2/14 at 100.00    A–    1,027,240 
     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    Baa1    2,446,751 
     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    551,783 
1,500     5.250%, 10/01/34    10/14 at 100.00    A2    1,541,340 
665    Minnesota Higher Education Facilities Authority, Revenue Bonds, University of St. Thomas,    4/16 at 100.00    A2    681,406 
     Series 2006-6I, 5.000%, 4/01/23             
1,000    Minnesota Municipal Power Agency, Electric Revenue Bonds, Series 2004A, 5.250%, 10/01/19    10/14 at 100.00    A3    1,052,770 
3,000    St. Paul Port Authority, Minnesota, Lease Revenue Bonds, Office Building at Cedar Street,    12/13 at 100.00    AA+    3,187,980 
     Series 2003, 5.250%, 12/01/20             
14,335    Total Minnesota            14,883,727 
    Mississippi – 0.5% (0.3% of Total Investments)             
1,525    Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial    9/14 at 100.00    N/R    1,511,977 
     Healthcare, Series 2004B-1, 5.000%, 9/01/24             
    Missouri – 1.0% (0.6% of Total Investments)             
100    Hannibal Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Hannibal    3/16 at 100.00    BBB+    100,725 
     Regional Hospital, Series 2006, 5.000%, 3/01/22             
2,880    Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman    2/15 at 102.00    BBB+    3,013,718 
     Health System, Series 2004, 5.500%, 2/15/24             
2,980    Total Missouri            3,114,443 
    Nebraska – 2.9% (1.7% of Total Investments)             
1,580    Douglas County Hospital Authority 2, Nebraska, Health Facilities Revenue Bonds, Nebraska    No Opt. Call    A1    1,642,979 
     Medical Center, Series 2003, 5.000%, 11/15/16             
2,055    Grand Island, Nebraska, Electric System Revenue Bonds, Series 1977, 6.100%, 9/01/12 (ETM)    10/07 at 100.00    AAA    2,162,312 
2,350    NebHelp Inc., Nebraska, Senior Subordinate Bonds, Student Loan Program, Series 1993A-5B,    No Opt. Call    AAA    2,478,263 
     6.250%, 6/01/18 – MBIA Insured (Alternative Minimum Tax)             
2,300    Omaha Public Power District, Nebraska, Separate Electric System Revenue Bonds, Nebraska    2/17 at 100.00    AAA    2,376,797 
     City 2, Series 2006A, 5.000%, 2/01/49 – AMBAC Insured (UB)             
8,285    Total Nebraska            8,660,351 
    New Hampshire – 1.8% (1.1% of Total Investments)             
5,000    New Hampshire Housing Finance Authority, FHLMC Multifamily Housing Remarketed Revenue Bonds,    7/10 at 101.00    Aaa    5,166,550 
     Countryside LP, Series 1994, 6.100%, 7/01/24 (Alternative Minimum Tax)             
190    New Hampshire Municipal Bond Bank, Revenue Bonds, Coe-Brown Northwood Academy, Series 1994,    No Opt. Call    N/R    193,897 
     7.250%, 5/01/09             
5,190    Total New Hampshire            5,360,447 
    New Jersey – 5.9% (3.5% of Total Investments)             
1,000    New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2005P,    9/15 at 100.00    AA–    1,065,310 
     5.250%, 9/01/24             
    New Jersey State Transportation Trust Fund Authority, Revenue Bonds, Series 2006C, Residual             
    Certificates 684:             
25,000     0.000%, 12/15/35 – AMBAC Insured (UB)    No Opt. Call    Aaa    6,508,500 
10,000     0.000%, 12/15/36 – AMBAC Insured (UB)    No Opt. Call    Aaa    2,475,600 
3,000    New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2003C,    6/13 at 100.00    AAA    3,257,160 
     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    1,565,025 
2,500    New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.000%, 1/01/25 – FSA Insured    1/15 at 100.00    AAA    2,607,625 
43,000    Total New Jersey            17,479,220 
    New York – 22.2% (13.1% of Total Investments)             
10,000    Dormitory Authority of the State of New York, Revenue Bonds, State University Educational    5/10 at 101.00    AAA    10,563,899 
     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–    1,591,785 
     Upstate Community Colleges, Series 2004B, 5.250%, 7/01/19             
10    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Driver Trust 1649, 2006,    2/17 at 100.00    AAA    8,616 
     5.931%, 2/15/47 – MBIA Insured (IF)             
2,180    Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Series 2006A, 4.500%, 2/15/47 –    2/17 at 100.00    AAA    2,079,415 
     MBIA Insured (UB)             
7,500    Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A,    6/16 at 100.00    AAA    7,851,150 
     5.000%, 12/01/25 – XLCA Insured (UB)             
3,200    Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2005F,    11/15 at 100.00    A    3,297,184 
     5.000%, 11/15/30             
5,000    Metropolitan Transportation Authority, New York, Transportation Revenue Refunding Bonds,    11/12 at 100.00    AAA    5,247,200 
     Series 2002A, 5.125%, 11/15/21 – FGIC Insured             
4,000    New York City Municipal Water Finance Authority, New York, Water and Sewerage System Revenue    12/14 at 100.00    AAA    4,186,680 
     Bonds, Fiscal Series 2005B, 5.000%, 6/15/23 – AMBAC Insured             
4,265    New York City, New York, General Obligation Bonds, Fiscal Series 2003D, 5.250%, 10/15/22    10/13 at 100.00    AA    4,498,807 
1,200    New York City, New York, General Obligation Bonds, Fiscal Series 2004B, 5.250%, 8/01/15    8/14 at 100.00    AA    1,287,924 
4,000    New York City, New York, General Obligation Bonds, Fiscal Series 2004C, 5.250%, 8/15/20    8/14 at 100.00    AA    4,244,840 
3,650    New York Convention Center Development Corporation, Hotel Unit Fee Revenue Bonds, Series 2005,    11/15 at 100.00    AAA    3,751,215 
     5.000%, 11/15/44 – AMBAC Insured (UB)             
445    New York State Medical Care Facilities Finance Agency, FHA-Insured Mortgage Revenue Bonds,    8/07 at 100.00    AAA    447,772 
     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+    3,405,903 
     5.250%, 6/01/22             
    New York State Thruway Authority, General Revenue Bonds, Series 2005G:             
6,460     5.000%, 1/01/25 – FSA Insured (UB)    7/15 at 100.00    AAA    6,758,258 
2,580     5.000%, 1/01/26 – FSA Insured (UB)    7/15 at 100.00    AAA    2,693,830 
1,850    New York State Urban Development Corporation, Service Contract Revenue Bonds, Series 2005B,    3/15 at 100.00    AAA    1,936,377 
     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    1,049,180 
     2004A, 5.125%, 1/01/22             
1,000    Rensselaer County Industrial Development Agency, New York, Civic Facility Revenue Bonds,    3/16 at 100.00    A    1,039,930 
     Rensselaer Polytechnic Institute, Series 2006, 5.000%, 3/01/26             
63,090    Total New York            65,939,965 
    North Carolina – 4.1% (2.4% of Total Investments)             
10,300    North Carolina Eastern Municipal Power Agency, Power System Revenue Refunding Bonds, Series    No Opt. Call    AAA    12,063,256 
     1993B, 6.000%, 1/01/22 – CAPMAC Insured             
    Ohio – 2.1% (1.2% of Total Investments)             
2,000    Granville Exempt Village School District, Ohio, General Obligation Bonds, Series 2001, 5.000%,    12/11 at 100.00    Aa2 (4)    2,098,620 
     12/01/24 (Pre-refunded 12/01/11)             
4,000    Ohio, Solid Waste Revenue Bonds, Republic Services Inc., Series 2004, 4.250%, 4/01/33    No Opt. Call    BBB+    3,885,520 
     (Mandatory put 4/01/14) (Alternative Minimum Tax)             
250    Port of Greater Cincinnati Development Authority, Ohio, Economic Development Revenue Bonds,    10/16 at 100.00    N/R    252,825 
     Sisters of Mercy of the Americas, Series 2006, 5.000%, 10/01/25             
6,250    Total Ohio            6,236,965 
    Oklahoma – 2.4% (1.4% 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    511,880 
450     5.375%, 9/01/36    9/16 at 100.00    BBB    458,069 
    Oklahoma Development Finance Authority, Revenue Bonds, Saint John Health System, Series 2007:             
2,900     5.000%, 2/15/37    2/17 at 100.00    AA–    2,918,531 
1,640     5.000%, 2/15/42    2/17 at 100.00    AA–    1,641,820 
1,700    Tulsa County Industrial Authority, Oklahoma, Health Care Revenue Bonds, Saint Francis Health    12/16 at 100.00    AA    1,710,659 
     System, Series 2006, 5.000%, 12/15/36             
7,190    Total Oklahoma            7,240,959 
    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–    1,880,209 
1,990     5.000%, 8/01/23    8/14 at 100.00    AA–    2,077,719 
3,785    Total Oregon            3,957,928 
    Pennsylvania – 1.5% (1.0% of Total Investments)             
3,000    Allegheny County Sanitary Authority, Pennsylvania, Sewerage Revenue Bonds, Series 2005A,    12/15 at 100.00    AAA    3,148,830 
     5.000%, 12/01/23 – MBIA Insured             
1,385    Falls Township Hospital Authority, Pennsylvania, FHA-Insured Revenue Refunding Bonds, Delaware    8/07 at 100.00    AAA    1,392,714 
     Valley Medical Center, Series 1992, 7.000%, 8/01/22             
4,385    Total Pennsylvania            4,541,544 
    Rhode Island – 2.7% (1.6% of Total Investments)             
7,655    Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,    6/12 at 100.00    BBB    8,015,244 
     Series 2002A, 6.000%, 6/01/23             
    South Carolina – 7.9% (4.7% of Total Investments)             
2,500    Berkeley County School District, South Carolina, Installment Purchase Revenue Bonds, Securing    12/13 at 100.00    A–    2,607,775 
     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    4,606,353 
     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–    3,513,313 
     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    3,797,995 
     5/01/21 – AMBAC Insured             
1,500    South Carolina JOBS Economic Development Authority, Economic Development Revenue Bonds, Bon    11/12 at 100.00    A–    1,548,240 
     Secours Health System Inc., Series 2002A, 5.625%, 11/15/30             
    South Carolina JOBS Economic Development Authority, Hospital Refunding and Improvement Revenue             
    Bonds, Palmetto Health Alliance, Series 2003C:             
4,895     6.375%, 8/01/34 (Pre-refunded 8/01/13)    8/13 at 100.00    BBB+ (4)    5,522,245 
605     6.375%, 8/01/34 (Pre-refunded 8/01/13)    8/13 at 100.00    BBB+ (4)    680,976 
1,145    Tobacco Settlement Revenue Management Authority, South Carolina, Tobacco Settlement    5/11 at 101.00    BBB    1,201,758 
     Asset-Backed Bonds, Series 2001B, 6.000%, 5/15/22             
22,010    Total South Carolina            23,478,655 
    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    AA–    1,850,450 
     Hospitals, Series 2004A, 5.500%, 11/01/31             
    Tennessee – 1.3% (0.7% of Total Investments)             
2,060    Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Refunding    7/23 at 100.00    AAA    2,109,296 
     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+    1,651,680 
     States Health Alliance, Series 2006A, 5.500%, 7/01/36             
3,660    Total Tennessee            3,760,976 
    Texas – 6.2% (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    1,159,947 
     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    3,182,370 
     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–    406,176 
500     5.125%, 8/15/26    No Opt. Call    BBB–    499,385 
2,265    Lower Colorado River Authority, Texas, Contract Revenue Refunding Bonds, Transmission Services    5/13 at 100.00    AAA    2,375,260 
     Corporation, Series 2003C, 5.250%, 5/15/25 – AMBAC Insured             
290    Mansfield Independent School District, Tarrant County, Texas, General Obligation Bonds, Series    2/11 at 100.00    AAA    301,478 
     2001, 5.375%, 2/15/26             
1,710    Mansfield Independent School District, Tarrant County, Texas, General Obligation Bonds, Series    2/11 at 100.00    Aaa    1,797,210 
     2001, 5.375%, 2/15/26 (Pre-refunded 2/15/11)             
1,000    Sabine River Authority, Texas, Pollution Control Revenue Bonds, TXU Electric Company, Series    11/15 at 100.00    Baa2    978,190 
     2001C, 5.200%, 5/01/28             
1,600    Tarrant County Cultural & Educational Facilities Financing Corporation, Texas, Revenue Bonds,    2/17 at 100.00    AA–    1,609,008 
     Series 2007, 5.000%, 2/15/36             
    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    3,735,020 
2,250     5.250%, 2/15/19 – AMBAC Insured    8/13 at 100.00    AAA    2,379,128 
17,615    Total Texas            18,423,172 
    Utah – 0.2% (0.1% of Total Investments)             
525    Utah Housing Corporation, Single Family Mortgage Bonds, Series 2001D, 5.500%, 1/01/21    7/11 at 100.00    Aaa    531,137 
     (Alternative Minimum Tax)             
25    Utah Housing Finance Agency, Single Family Mortgage Bonds, Series 1996C, 6.450%, 7/01/14    1/08 at 101.00    AA    25,507 
     (Alternative Minimum Tax)             
145    Utah Housing Finance Agency, Single Family Mortgage Bonds, Series 1997F, 5.750%, 7/01/15    1/08 at 101.50    AA    146,891 
     (Alternative Minimum Tax)             
695    Total Utah            703,535 
    Washington – 8.8% (5.2% of Total Investments)             
2,500    Energy Northwest, Washington, Electric Revenue Refunding Bonds, Columbia Generating Station –    7/12 at 100.00    AAA    2,697,475 
     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    7,519,470 
     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    6,411,205 
     Evergreen Hospital Medical Center, Series 2001A, 5.250%, 12/01/24 – AMBAC Insured             
1,000    Skagit County Public Hospital District 1, Washington, Revenue Bonds, Skagit Valley Hospital,    No Opt. Call    Baa2    1,059,470 
     Series 2003, 6.000%, 12/01/23             
8,045    Washington, General Obligation Refunding Bonds, Series 1992A and 1992AT-6, 6.250%, 2/01/11    No Opt. Call    Aa1    8,399,624 
24,705    Total Washington            26,087,244 
    West Virginia – 1.9% (1.1% of Total Investments)             
2,000    West Virginia Water Development Authority, Infrastructure Revenue Bonds, Series 2003A, 5.500%,    10/13 at 101.00    AAA    2,193,580 
     10/01/23 (Pre-refunded 10/01/13) – AMBAC Insured             
3,150    West Virginia Water Development Authority, Loan Program II Revenue Bonds, Series 2003B,    11/13 at 101.00    AAA    3,362,846 
     5.250%, 11/01/23 – AMBAC Insured             
5,150    Total West Virginia            5,556,426 
    Wisconsin – 5.9% (3.5% of Total Investments)             
5,670    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Agnesian Healthcare    7/11 at 100.00    A–    5,918,289 
     Inc., Series 2001, 6.000%, 7/01/30             
160    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Divine Savior    5/16 at 100.00    BBB    154,589 
     Healthcare, Series 2006, 5.000%, 5/01/32             
1,000    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Fort Healthcare Inc.,    5/14 at 100.00    BBB+    1,036,820 
     Series 2004, 5.375%, 5/01/18             
205    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert and Community    10/11 at 101.00    AA–    215,262 
     Health Obligated Group, Series 2001, 5.375%, 10/01/30             
2,145    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert and Community    10/11 at 101.00    N/R (4)    2,284,168 
     Health Obligated Group, Series 2001, 5.375%, 10/01/30 (Pre-refunded 10/01/11)             
5,000    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic,    2/10 at 101.00    AA    5,277,550 
     Series 1999, 6.250%, 2/15/18 – RAAI Insured             
2,500    Wisconsin State, General Obligation Bonds, Series 2006A, 4.750%, 5/01/25 – FGIC Insured    5/16 at 100.00    AAA    2,552,799 
16,680    Total Wisconsin            17,439,477 
    Wyoming – 0.5% (0.3% of Total Investments)             
1,350    Sweetwater County, Wyoming, Solid Waste Disposal Revenue Bonds, FMC Corporation, Series 2005,    12/15 at 100.00    BBB    1,404,080 
     5.600%, 12/01/35 (Alternative Minimum Tax)             
$      538,639    Total Investments (cost $485,541,069) – 169.2%            503,118,556 
    Floating Rate Obligations – (15.9)%            (47,229,500) 
    Other Assets Less Liabilities – 2.2%            6,381,040 
    Preferred Shares, at Liquidation Value – (55.5)%            (165,000,000) 
    Net Assets Applicable to Common Shares – 100%           $   297,270,096 

Forward Swaps outstanding at July 31, 2007:                         
        Fund            Fixed Rate            Unrealized 
    Notional    Pay/Receive    Floating Rate    Fixed Rate    Payment    Effective    Termination    Appreciation 
Counterparty    Amount    Floating Rate    Index    (Annualized)    Frequency    Date (5)    Date    (Depreciation) 
Morgan Stanley    $28,000,000    Receive    SIFM             3.690%    Quarterly    11/6/07    11/06/17    $ 489,349 
Morgan Stanley    14,000,000    Receive    3-Month USD-LIBOR             5.262    Semi-Annually    11/15/07    11/15/34    813,077 
Morgan Stanley    19,500,000    Receive    3-Month USD-LIBOR             5.470    Semi-Annually    8/22/07    8/22/24    368,494 
                                $1,670,920 
SIFM – The daily arithmetic average of the weekly SIFM (the Securities Industry and Financial Markets) Municipal Swap Index.         
USD-LIBOR (United States Dollar-London Inter-Bank Offered Rate)                     

    The Fund may invest in “zero coupon” securities. A zero coupon security does not pay a regular 
    interest coupon to its holders during the life of the security. Tax-exempt income to the holder of the 
    security comes from accretion of the difference between the original purchase price of the security 
    at issuance and the par value of the security at maturity and is effectively paid at maturity. Such 
    securities are included in the portfolio with a 0.00% coupon rate in their description. The market 
    prices of zero coupon securities generally are more volatile than the market prices of securities that 
    pay interest periodically. 
(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 BBB by Standard & 
    Poor’s Group or Baa by Moody’s Investor Service, Inc. are considered to be below investment grade. 
(4)    Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency 
    securities which ensure the timely payment of principal and interest. Such investments are normally 
    considered to be equivalent to AAA rated securities. 
(5)    Effective date represents the date on which both the Fund and counterparty commence interest payment 
    accruals on each forward swap contract. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 
(IF)    Inverse floating rate investment. 
(UB)    Underlying bond of an inverse floating rate trust reflected as a financing transaction pursuant to the 
    provisions of SFAS No. 140. 

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 paydown gains and losses, timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate transactions subject to SFAS No. 140.

At July 31, 2007, the cost of investments was $438,072,800.

Gross unrealized appreciation and gross unrealized depreciation of investments at July 31, 2007, were as follows:

Gross unrealized:     
  Appreciation    $20,353,081 
  Depreciation    (2,708,266) 
Net unrealized appreciation (depreciation) of investments    $17,644,815 

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/ Kevin J. McCarthy                    
                                                    Kevin J. McCarthy
                                                    Vice President and Secretary

Date         September 28, 2007        

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         September 28, 2007        

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

Date        September 28, 2007        

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