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         811-7616         

        Nuveen Missouri Premium Income Municipal Fund         
(Exact name of registrant as specified in charter)


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


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

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

Date of fiscal year end:            05/31          

Date of reporting period:          08/31/05         

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 Missouri Premium Income Municipal Fund (NOM)
August 31, 2005

  Principal       Optional Call          Market 
  Amount (000)   Description(1)     Provisions*    Ratings**      Value 
      Consumer Staples - 3.3% (2.2% of Total Investments)               
$   1,000    Missouri Development Finance Board, Solid Waste Disposal Revenue Bonds, Procter and Gamble Inc.,    No Opt. Call    AA-    $   1,126,810 
      Series 1999, 5.200%, 3/15/29 (Alternative Minimum Tax)               
      Education and Civic Organizations - 6.1% (4.2% of Total Investments)               
  625    Missouri Health and Educational Facilities Authority, Revenue Bonds, Maryville University of St.    6/10 at 100.00    Baa2      672,800 
      Louis, Series 2000, 6.750%, 6/15/30               
  500    Missouri Health and Educational Facilities Authority, Revenue Bonds, St. Louis Priory School,    2/08 at 101.00    A3      523,115 
      Series 2000, 5.650%, 2/01/25               
  365    Missouri Health and Educational Facilities Authority, Revenue Bonds, Webster University, Series    4/11 at 100.00    Aaa      403,376 
      2001, 5.500%, 4/01/18 - MBIA Insured               
  500    St. Louis County Industrial Development Authority, Missouri, Revenue Bonds, Kiel Center    12/05 at 100.00    N/R      509,550 
      Multipurpose Arena, Series 1992, 7.875%, 12/01/24 (Alternative Minimum Tax)               
      Healthcare - 23.8% (16.3% of Total Investments)               
  1,800    Johnson County, Missouri, Hospital Revenue Bonds, Western Missouri Medical Center, Series 2000,    6/10 at 100.00    AA      1,970,082 
      6.000%, 6/01/20 - RAAI Insured               
  750    Joplin Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Freeman Health    2/15 at 102.00    BBB+      793,455 
      System, Series 2004, 5.500%, 2/15/29               
  500    Missouri Health and Educational Facilities Authority, Revenue Bonds, St. Luke's Health System,    6/11 at 101.00    AAA      533,780 
      Series 2001, 5.250%, 12/01/26 - FSA Insured               
      Missouri Health and Educational Facilities Authority, Revenue Bonds, BJC Health System, Series               
      2003:               
  1,500    5.125%, 5/15/25    5/13 at 100.00    AA      1,595,520 
  1,155    5.250%, 5/15/32    5/13 at 100.00    AA      1,229,832 
  500    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lake Regional Health System,    2/14 at 100.00    BBB+      535,840 
      Series 2003, 5.700%, 2/15/34               
  425    Missouri Health and Educational Facilities Authority, Revenue Bonds, Lake Regional Health System,    2/06 at 102.00    BBB+      437,010 
      Series 1996, 6.500%, 2/15/21               
  1,000    Missouri Health and Educational Facilities Authority, Revenue Bonds, St. Anthony's Medical Center,    12/10 at 101.00    A      1,083,730 
      Series 2000, 6.250%, 12/01/30               
      Housing/Multifamily - 6.9% (4.7% of Total Investments)               
  625    Missouri Housing Development Commission, Multifamily Housing Revenue Bonds, Series 2001II, 5.250%,    12/11 at 100.00    AA      658,244 
      12/01/16               
  500    St. Charles County Industrial Development Authority, Missouri, FHA-Insured Multifamily Housing    4/08 at 102.00    AAA      514,955 
      Revenue Bonds, Ashwood Apartments, Series 1998A, 5.600%, 4/01/30 (Alternative Minimum Tax) - FSA               
      Insured               
  545    St. Louis County Industrial Development Authority, Missouri, GNMA Collateralized Multifamily    4/07 at 102.00    AAA      574,256 
      Housing Revenue Refunding Bonds, South Summit Apartments, Series 1997A, 5.950%, 4/20/17               
  600    St. Louis County Industrial Development Authority, Missouri, GNMA Collateralized Multifamily    4/07 at 102.00    AAA      631,698 
      Housing Revenue Refunding Bonds, South Summit Apartments, Series 1997B, 6.000%, 10/20/15               
      (Alternative Minimum Tax)               

    Housing/Single Family - 1.3% (0.9% of Total Investments)               
120    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership Loan    3/06 at 105.00    AAA        121,994 
    Program, Series 1995C, 7.250%, 9/01/26 (Alternative Minimum Tax)               
175    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership Loan    9/06 at 105.00    AAA      175,208 
    Program, Series 1996B, 7.550%, 9/01/27 (Alternative Minimum Tax)               
155    Missouri Housing Development Commission, Single Family Mortgage Revenue Bonds, Homeownership Loan    3/10 at 100.00    AAA      157,943 
    Program, Series 2000B-1, 6.250%, 3/01/31 (Alternative Minimum Tax)               
    Long-Term Care - 5.6% (3.8% of Total Investments)               
1,750    Cole County Industrial Development Authority, Missouri, Revenue Bonds, Lutheran Senior Services -    2/14 at 100.00    N/R      1,855,053 
    Heisinger Project, Series 2004, 5.500%, 2/01/35               
50    Lees Summit Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, John Knox    8/09 at 101.00    N/R      53,512 
    Village, Series 1999, 6.000%, 8/15/17               
    Materials - 2.3% (1.6% of Total Investments)               
750    Sugar Creek, Missouri, Industrial Development Revenue Bonds, Lafarge North America Inc., Series    6/13 at 101.00    BBB      786,038 
    2003A, 5.650%, 6/01/37 (Alternative Minimum Tax)               
    Tax Obligation/General - 31.0% (21.3% of Total Investments)               
300    Branson Reorganized School District R-4, Taney County, Missouri, General Obligation Bonds, Series    3/15 at 100.00    AAA      323,640 
    2005, 5.000%, 3/01/25 - FSA Insured               
500    Camdenton Reorganized School District R3, Camden County, Missouri, General Obligation Bonds, Series    No Opt. Call    AAA      555,465 
    2005, 5.250%, 3/01/24 - FSA Insured               
500    Jackson County School District R-7, Lees Summit, Missouri, General Obligation Refunding and    3/12 at 100.00    AAA      547,890 
    Improvement Bonds, Series 2002, 5.250%, 3/01/18 - FSA Insured               
1,630    North Kansas City School District, Missouri, General Obligation Bonds, Series 2003A, 5.000%,    3/13 at 100.00    AA+      1,765,241 
    3/01/23               
1,000    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 - MBIA    No Opt. Call    AAA      1,190,730 
    Insured               
2,020    Ritenour Consolidated School District, St. Louis County, Missouri, General Obligation Bonds, Series    No Opt. Call    AAA      2,432,686 
    1995, 7.375%, 2/01/12 - FGIC Insured               
1,145    St. Charles County Francis Howell School District, Missouri, General Obligation Refunding Bonds,    No Opt. Call    AAA      1,224,440 
    Series 1994A, 7.800%, 3/01/08 - FGIC Insured               
350    St. Louis County Pattonville School District R3, Missouri, General Obligation Bonds, Series 2004,    3/14 at 100.00    AAA      387,510 
    5.250%, 3/01/20 - FSA Insured               
645    St. Louis Board of Education, Missouri, General Obligation Refunding Bonds, Series 1993A, 8.500%,    No Opt. Call    AAA      699,322 
    4/01/07 - FGIC Insured               
1,405    St. Louis Board of Education, Missouri, General Obligation Refunding Bonds, Series 2003A, 5.000%,    4/13 at 100.00    AAA      1,532,532 
    4/01/19 - FSA Insured               
    Tax Obligation/Limited - 36.7% (25.2% of Total Investments)               
600    Chesterfield, Missouri, Certificates of Participation, Series 2005, 5.000%, 12/01/24 - FGIC    12/15 at 100.00    Aaa      651,324 
    Insured               
750    Fenton, Missouri, Tax Increment Refunding and Improvement Revenue Bonds, Gravois Bluffs    10/12 at 100.00    N/R      776,932 
    Redevelopment Project, Series 2002, 6.125%, 10/01/21               
750    Howard Bend Levee District, St. Louis County, Missouri, Levee District Improvement Bonds, Series    3/09 at 101.00    N/R      790,493 
    1999, 5.850%, 3/01/19               
2,000    Missouri Development Finance Board, Kansas City, Infrastructure Facilities Revenue Bonds, Midtown    4/10 at 100.00    AAA      2,198,740 
    Redevelopment Project, Series 2000A, 5.750%, 4/01/22 - MBIA Insured               
360    Missouri Development Finance Board, Infrastructure Facilites Revenue Bonds, Branson Landing    6/15 at 100.00    BBB+      369,194 

      Project, Series 2005A, 5.000%, 6/01/35 (WI, settling 9/13/05)             
  450    Monarch-Chesterfield Levee District, St. Louis County, Missouri, Levee District Improvement Bonds,    3/10 at 101.00    AAA        499,140
      Series 1999, 5.750%, 3/01/19 - MBIA Insured             
  1,135    Puerto Rico Public Finance Corporation, Commonwealth Appropriation Bonds, Series 2002E, 6.000%,    No Opt. Call    AAA      1,453,663
      8/01/26 - AGC Insured             
  600    Riverside, Missouri, Tax Increment Revenue Bonds, L-385 Levee Project, Series 2004, 5.250%,    5/15 at 100.00    BBB      624,654
      5/01/20             
  400    St. Joseph Industrial Development Authority, Missouri, Tax Increment Bonds, Shoppes at North    11/14 at 100.00    N/R      404,416
      Village Project, Series 2005A, 5.500%, 11/01/27             
  1,000    St. Louis Municipal Finance Corporation, Missouri, Leasehold Revenue Bonds, Carnahan Courthouse,    2/12 at 100.00    Aaa      1,129,290
      Series 2002A, 5.750%, 2/15/16 - FGIC Insured             
  2,000    Springfield Public Building Corporation, Missouri, Lease Revenue Bonds, Jordan Valley Park    6/10 at 100.00    AAA      2,238,000
      Projects, Series 2000A, 6.125%, 6/01/21 - AMBAC Insured             
  1,380    Springfield Center City Development Corporation, Missouri, Lease Revenue Bonds, Jordan Valley Park    11/11 at 100.00    Aaa      1,482,769
      Parking Garage, Series 2002D, 5.000%, 11/01/22 - AMBAC Insured             
      Transportation - 4.7% (3.2% of Total Investments)             
  500    Kansas City, Missouri, Passenger Facility Charge Revenue Bonds, Kansas City International Airport,    4/11 at 101.00    AAA      521,260
      Series 2001, 5.000%, 4/01/23 (Alternative Minimum Tax) - AMBAC Insured             
  1,000    St. Louis Land Clearance Redevelopment Authority, Missouri, Revenue Refunding and Improvement    9/09 at 102.00    N/R      1,081,110
      Bonds, LCRA Parking Facilities, Series 1999C, 7.000%, 9/01/19             
      U.S. Guaranteed *** - 15.4% (10.6% of Total Investments)             
  2,500    Missouri Health and Educational Facilities Authority, Revenue Bonds, SSM Healthcare System, Series    6/11 at 101.00    AAA      2,770,125
      2001A, 5.250%, 6/01/28 (Pre-refunded to 6/01/11) - AMBAC Insured             
  500    St. Louis County, Missouri, GNMA Collateralized Mortgage Revenue Bonds, Series 1993D, 5.650%,    No Opt. Call    AAA      586,380
      7/01/20 (Alternative Minimum Tax)             
  750    St. Louis County Pattonville School District R3, Missouri, General Obligation Bonds, Series 2000,    3/10 at 101.00    AAA      837,473
      5.750%, 3/01/17 (Pre-refunded to 3/01/10) - FGIC Insured             
  950    Texas County, Missouri, Hospital Revenue Bonds, Texas County Memorial Hospital, Series 2000,    6/10 at 100.00    N/R***      1,108,346
      7.250%, 6/15/25 (Pre-refunded to 6/15/10)             
      Utilities - 5.6% (3.8% of Total Investments)             
  1,800    Springfield Public Utilities Board, Missouri, Certificates of Participation, Series 2001, 5.000%,    12/09 at 100.00    AAA      1,919,952
      12/01/17 - AMBAC Insured             
      Water and Sewer - 3.2% (2.2% of Total Investments)             
  640    Metropolitan St. Louis Sewerage District, Missouri, Revenue Bonds, Wastewater System, Series 2004A,    5/14 at 100.00    AAA      695,488
      5.000%, 5/01/20 - MBIA Insured             
  350    Missouri Environmental Improvement and Energy Resources Authority, Water Pollution Control Revenue    No Opt. Call    Aaa      415,732
      Bonds, State Revolving Fund Program - Kansas City Project, Series 1997C, 6.750%, 1/01/12             
$   45,800    Total Long-Term Investments (cost $46,612,270) - 145.9%              50,157,738
      Other Assets Less Liabilities - 0.6%              220,131
      Preferred Shares, at Liquidation Value - (46.5)%              (16,000,000)
      Net Assets Applicable to Common Shares - 100%            $   34,377,869

(1)      All percentages shown in the Portfolio of Investments are based on net assets applicable to
Common shares unless otherwise noted.
 * 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. 
**    Ratings: Using the higher of Standard & Poor's or Moody's rating. 
***    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. 
N/R    Investment is not rated. 
(WI)    Security purchased on a when-issued basis. 

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 income on taxable market
discount securities and timing differences in recognizing certain gains and losses on investment transactions.

At August 31, 2005, the cost of investments was $46,600,942.

Gross unrealized appreciation and gross unrealized depreciation of investments at August 31, 2005, were as follows:

Gross unrealized:       
   Appreciation    $   3,571,329  
   Depreciation      (14,533 ) 
 
Net unrealized appreciation of investments    $   3,556,796  

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 Missouri Premium Income Municipal Fund        

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

Date         10/28/05        

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--Chief Administrative Officer (principal executive officer)        

Date         10/28/05        

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

Date         10/28/05        

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