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         811-7486         

        Nuveen Maryland 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:            5/31          

Date of reporting period:          2/28/06         

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 Maryland Premium Income Municipal Fund (NMY)
February 28, 2006

        Optional         
Principal        Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Discretionary – 1.4% (1.0% of Total Investments)             
$           2,100   Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,    9/16 at 100.00    AAA    $    2,266,320 
     9/01/39 – XLCA Insured             
    Consumer Staples – 2.0% (1.4% of Total Investments)             
3,135    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,    5/12 at 100.00    BBB    3,212,842 
     Series 2002, 5.375%, 5/15/33             
    Education and Civic Organizations – 19.8% (13.4% of Total Investments)             
1,250    Frederick County, Maryland, Educational Facilities Revenue Bonds, Mount Saint Mary’s College,    9/16 at 100.00    BBB–    1,308,775 
     Series 2006, 5.625%, 9/01/38             
    Frederick County, Maryland, Educational Facilities Revenue Bonds, Mount St. Mary’s College,             
    Series 2001A:             
200     5.750%, 9/01/25    3/10 at 101.00    BBB–    209,348 
200     5.800%, 9/01/30    3/10 at 101.00    BBB–    208,926 
1,000    Hartford County, Maryland, Economic Development Revenue Bonds, Battelle Memorial Institute,    4/14 at 100.00    A+    1,051,390 
     Series 2004, 5.250%, 4/01/34             
    Maryland Economic Development Corporation, Utility Infrastructure Revenue Bonds, University of             
    Maryland – College Park, Series 2001:             
1,000     5.375%, 7/01/15 – AMBAC Insured    7/11 at 100.00    AAA    1,082,480 
1,000     5.375%, 7/01/16 – AMBAC Insured    7/11 at 100.00    AAA    1,083,490 
    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Bullis School,             
    Series 2000:             
750     5.250%, 7/01/25 – FSA Insured    1/11 at 101.00    AAA    802,177 
500     5.250%, 7/01/30 – FSA Insured    1/11 at 101.00    AAA    534,785 
1,250    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Goucher College,    7/14 at 100.00    A–    1,299,788 
     Series 2004, 5.125%, 7/01/34             
1,460    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Maryland Institute    6/11 at 100.00    Baa1    1,532,212 
     College of Art, Series 2001, 5.625%, 6/01/36             
1,500    Maryland Health and Higher Educational Facilities Authority, Revenue Refunding Bonds, Johns    7/07 at 102.00    AA    1,567,140 
     Hopkins University, Series 1997, 5.625%, 7/01/27             
9,445    Morgan State University, Maryland, Student Tuition and Fee Revenue Refunding Bonds, Academic    No Opt. Call    AAA    11,559,450 
     Fees and Auxiliary Facilities, Series 1993, 6.100%, 7/01/20 – MBIA Insured             
    University of Maryland, Auxiliary Facility and Tuition Revenue Bonds, Series 2003A:             
5,645     5.000%, 4/01/15    4/13 at 100.00    AA    6,078,084 
2,680     5.000%, 4/01/19    4/13 at 100.00    AA    2,863,580 
27,880    Total Education and Civic Organizations            31,181,625 
    Health Care – 21.8% (14.8% of Total Investments)             
1,525    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Calvert Memorial    7/14 at 100.00    A2    1,627,251 
     Hospital, Series 2004, 5.500%, 7/01/36             
3,250    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Carroll County    7/12 at 100.00    Baa1    3,438,565 
     General Hospital, Series 2002, 5.800%, 7/01/32             
1,665    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Civista Medical    7/14 at 100.00    AA    1,717,015 
     Center, Series 2005, 5.000%, 7/01/37 – RAAI Insured             
1,400    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Frederick Memorial    7/12 at 100.00    Baa1    1,444,212 
     Hospital, Series 2002, 5.125%, 7/01/35             
1,500    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Greater Baltimore    7/11 at 100.00    A+    1,531,950 
     Medical Center, Series 2001, 5.000%, 7/01/34             
1,000    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Johns Hopkins    7/08 at 101.00    AAA    1,037,690 
     Hospital, Howard County General Hospital Acquisition, Series 1998, 5.000%, 7/01/19 – MBIA             
     Insured             
2,000    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Kaiser Permanente    6/09 at 101.00    A+    2,104,120 
     System, Series 1998A, 5.375%, 7/01/15             
3,800    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Kennedy Krieger    7/13 at 100.00    Baa2    3,961,500 
     Institute, Series 2003, 5.500%, 7/01/33             
1,540    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, LifeBridge Health    7/14 at 100.00    A    1,601,338 
     System, Series 2004A, 5.125%, 7/01/34             
1,750    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, MedStar Health,    8/14 at 100.00    BBB+    1,856,768 
     Series 2004, 5.375%, 8/15/24             
3,250    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Union Hospital of    7/12 at 100.00    A3    3,467,100 
     Cecil County, Series 2002, 5.625%, 7/01/32             
1,500    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of    7/12 at 100.00    A+    1,651,050 
     Maryland Medical System, Series 2002, 6.000%, 7/01/22             
1,000    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of    7/13 at 100.00    AAA    1,061,910 
     Maryland Medical System, Series 2004B, 5.000%, 7/01/24 – AMBAC Insured             
    Prince George’s County, Maryland, Revenue Bonds, Dimensions Health Corporation, Series 1994:             
3,080     5.375%, 7/01/14    7/06 at 100.00    B3    2,787,338 
6,000     5.300%, 7/01/24    7/06 at 100.00    B3    5,014,500 
34,260    Total Health Care            34,302,307 
    Housing/Multifamily – 16.8% (11.4% of Total Investments)             
    Howard County, Maryland, FHA-Insured Mortgage Revenue Refunding Bonds, Normandy Woods III             
    Apartments, Series 1996A:             
700     6.000%, 7/01/17    7/06 at 102.00    AAA    717,416 
2,000     6.100%, 7/01/25    7/06 at 102.00    AAA    2,048,720 
1,450    Maryland Community Development Administration, FNMA Multifamily Development Revenue Bonds,    2/11 at 101.00    Aaa    1,537,507 
     Edgewater Village Apartments, Series 2000B, 5.800%, 8/01/20 (Alternative Minimum Tax)             
2,500    Maryland Community Development Administration, Housing Revenue Bonds, Series 1999A, 5.350%,    1/09 at 101.00    Aa2    2,550,600 
     7/01/41 (Alternative Minimum Tax)             
880    Maryland Community Development Administration, Housing Revenue Bonds, Series 1999B, 6.250%,    1/10 at 100.00    Aa2    920,603 
     7/01/32 (Alternative Minimum Tax)             
1,000    Maryland Economic Development Corporation, Senior Lien Student Housing Revenue Bonds,    10/13 at 100.00    Ba2    1,028,220 
     University of Maryland – Baltimore, Series 2003A, 5.625%, 10/01/23             
2,250    Maryland Economic Development Corporation, Student Housing Revenue Bonds, Collegiate Housing    6/09 at 102.00    Baa2    2,344,387 
     Foundation – College Park, Series 1999A, 5.750%, 6/01/24             
1,000    Maryland Economic Development Corporation, Student Housing Revenue Bonds, Collegiate Housing    6/09 at 102.00    Baa3    1,051,140 
     Foundation – Salisbury State University, Series 1999A, 6.000%, 6/01/19             
3,830    Montgomery County Housing Opportunities Commission, Maryland, FNMA/FHA-Insured Multifamily    7/08 at 101.00    Aaa    3,911,732 
     Housing Development Bonds, Series 1998A, 5.200%, 7/01/30             
1,405    Montgomery County Housing Opportunities Commission, Maryland, GNMA/FHA-Insured Multifamily    7/06 at 101.00    Aa2    1,435,109 
     Housing Revenue Bonds, Series 1995A, 5.900%, 7/01/15             
1,500    Montgomery County Housing Opportunities Commission, Maryland, Multifamily Housing Development    7/06 at 102.00    Aaa    1,536,210 
     Bonds, Series 1996B, 5.900%, 7/01/26             
2,000    Montgomery County Housing Opportunities Commission, Maryland, Multifamily Housing Development    7/10 at 100.00    Aaa    2,092,680 
     Bonds, Series 2000A, 6.100%, 7/01/30             
540    Prince George’s County Housing Authority, Maryland, GNMA Collateralized Mortgage Revenue    9/09 at 102.00    AAA    569,009 
     Bonds, University Landing Apartments, Series 1999, 6.100%, 3/20/41 (Alternative Minimum Tax)             
935    Prince George’s County Housing Authority, Maryland, GNMA Collateralized Mortgage Revenue    5/06 at 100.00    AAA    935,767 
     Refunding Bonds, Foxglenn Apartments, Series 1998A, 5.450%, 11/20/14 (Alternative Minimum Tax)             
    Prince George’s County Housing Authority, Maryland, GNMA Collateralized Mortgage Revenue             
    Refunding Bonds, Overlook Apartments, Series 1995A:             
2,000     5.700%, 12/20/15    6/06 at 102.00    AAA    2,042,500 
1,670     5.750%, 12/20/19    6/06 at 102.00    AAA    1,705,320 
25,660    Total Housing/Multifamily            26,426,920 
    Housing/Single Family – 0.7% (0.4% of Total Investments)             
600    Maryland Community Development Administration, Residential Revenue Bonds, Series 2006B,    9/15 at 100.00    Aa2    606,636 
     4.750%, 9/01/25 (Alternative Minimum Tax)             
20    Prince George’s County Housing Authority, Maryland, FHLMC/FNMA/GNMA Collateralized Single    8/10 at 100.00    AAA    20,864 
     Family Mortgage Revenue Bonds, Series 2000A, 6.150%, 8/01/19 (Alternative Minimum Tax)             
330    Puerto Rico Housing Finance Authority, Mortgage-Backed Securities Program Home Mortgage    6/13 at 100.00    AAA    330,977 
     Revenue Bonds, Series 2003A, 4.875%, 6/01/34 (Alternative Minimum Tax)             
950    Total Housing/Single Family            958,477 
    Long-Term Care – 1.8% (1.2% of Total Investments)             
1,000    Carroll County, Maryland, Revenue Refunding Bonds, EMA Obligated Group, Series 1999A, 5.625%,    1/09 at 101.00    AA    1,055,020 
     1/01/25 – RAAI Insured             
1,695    Maryland Economic Development Corporation, Health and Mental Hygiene Providers Revenue Bonds,    4/11 at 102.00    N/R    1,841,533 
     Series 1996A, 7.625%, 4/01/21             
2,695    Total Long-Term Care            2,896,553 
    Tax Obligation/General – 34.3% (23.2% of Total Investments)             
4,000    Anne Arundel County, Maryland, General Obligation Bonds, Series 2003, 5.000%, 3/01/13    No Opt. Call    AA+    4,337,680 
2,030    Anne Arundel County, Maryland, General Obligation Bonds, Series 2004, 5.000%, 4/01/16    4/14 at 100.00    AA+    2,201,190 
    Baltimore County, Maryland, Metropolitan District Special Assessment Bonds, 67th Issue:             
2,500     5.000%, 6/01/25    6/11 at 101.00    AAA    2,651,325 
3,500     5.000%, 6/01/26    6/11 at 101.00    AAA    3,686,760 
1,000    Baltimore, Maryland, Consolidated General Obligation Public Improvement Bonds, Series 1989B,    No Opt. Call    A+    1,089,200 
     7.150%, 10/15/08             
1,540    Baltimore, Maryland, General Obligation Consolidated Public Improvement Bonds, Series 2004A,    10/14 at 100.00    AAA    1,653,128 
     5.000%, 10/15/22 – AMBAC Insured             
700    Carroll County, Maryland, Consolidated Public Improvement Bonds, Series 2005A, 5.000%, 12/01/16    12/15 at 100.00    AA    766,542 
1,000    Charles County, Maryland, Consolidated General Obligation Public Improvement Bonds, Series    No Opt. Call    AA    1,077,720 
     2005, 5.000%, 3/01/12             
1,500    Frederick County, Maryland, General Obligation Public Facilities Bonds, Series 2006, 5.000%,    No Opt. Call    AA    1,680,285 
     11/01/20             
615    Frederick County, Maryland, Special Obligation Bonds, Villages of Lake Linganore Community    7/10 at 102.00    AA    665,455 
     Development Authority, Series 2001A, 5.700%, 7/01/29 – RAAI Insured             
    Howard County, Maryland, Consolidated Public Improvement Bonds, Series 2004B:             
735     5.000%, 8/15/16    2/14 at 100.00    AAA    797,372 
1,625     5.000%, 8/15/17    2/14 at 100.00    AAA    1,758,933 
1,180     5.000%, 8/15/19    2/14 at 100.00    AAA    1,271,875 
1,725    Howard County, Maryland, Metropolitan District Refunding Bonds, Series 2002A, 5.250%, 8/15/18    2/12 at 100.00    AAA    1,862,586 
1,190    Maryland National Capital Park Planning Commission, Prince George’s County, General Obligation    1/14 at 100.00    AA    1,284,308 
     Bonds, Park Acquisition and Development, Series 2004EE-2, 5.000%, 1/15/17             
2,500    Maryland, General Obligation Bonds, Series 2005, 5.000%, 8/01/17    8/15 at 100.00    AAA    2,737,600 
3,520    Montgomery County, Maryland, Consolidated General Obligation Public Improvement Bonds, Series    No Opt. Call    AAA    3,874,112 
     2005A, 5.000%, 7/01/15             
    Montgomery County, Maryland, Consolidated General Obligation Public Improvement Refunding             
    Bonds, Series 2001:             
1,750     5.250%, 10/01/13    10/11 at 101.00    AAA    1,910,090 
2,000     5.250%, 10/01/18    10/11 at 101.00    AAA    2,166,780 
925    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 – ACA Insured    6/10 at 100.00    A    978,336 
1,000    Prince George’s County, Maryland, General Obligation Consolidated Public Improvement Bonds,    12/11 at 101.00    AAA    1,088,040 
     Series 2001, 5.250%, 12/01/20 – FGIC Insured             
2,000    Prince George’s County, Maryland, General Obligation Consolidated Public Improvement Bonds,    9/12 at 101.00    AA    2,012,160 
     Series 2002, 4.100%, 9/15/19             
5,770    Prince George’s County, Maryland, General Obligation Consolidated Public Improvement Bonds,    10/13 at 100.00    AA    6,189,248 
     Series 2003A, 5.000%, 10/01/18             
    Washington Suburban Sanitary District, Montgomery and Prince George’s Counties, Maryland,             
    Sewerage Disposal Bonds, Series 2005:             
2,000     5.000%, 6/01/16    6/15 at 100.00    AAA    2,193,420 
1,235     5.000%, 6/01/23    6/15 at 100.00    AAA    1,334,171 
1,235     5.000%, 6/01/24    6/15 at 100.00    AAA    1,331,182 
1,235     5.000%, 6/01/25    6/15 at 100.00    AAA    1,329,206 
50,010    Total Tax Obligation/General            53,928,704 
    Tax Obligation/Limited – 19.4% (13.1% of Total Investments)             
    Baltimore Board of School Commissioners, Maryland, Revenue Bonds, City Public School System,             
    Series 2003A:             
1,500     5.000%, 5/01/16    5/13 at 100.00    AA+    1,615,845 
1,000     5.000%, 5/01/18    5/13 at 100.00    AA+    1,069,180 
300    Baltimore, Maryland, Special Obligation Bonds, North Locust Point Project, Series 2005,    9/15 at 101.00    N/R    307,335 
     5.500%, 9/01/34             
900    Hyattsville, Maryland, Special Obligation Bonds, University Town Center Project, Series 2004,    7/14 at 102.00    N/R    934,398 
     5.750%, 7/01/34             
    Maryland Department of Transportation, Certificates of Participation, Mass Transit             
    Administration Project, Series 2000:             
875     5.500%, 10/15/19 (Alternative Minimum Tax)    10/10 at 101.00    AA+    936,259 
925     5.500%, 10/15/20 (Alternative Minimum Tax)    10/10 at 101.00    AA+    989,759 
4,250    Maryland Department of Transportation, Consolidated Transportation Revenue Bonds, Series 2002,    No Opt. Call    AA    4,835,820 
     5.500%, 2/01/16             
2,000    Maryland Department of Transportation, Consolidated Transportation Revenue Bonds, Series 2004,    No Opt. Call    AA    2,169,640 
     5.000%, 5/01/13             
1,875    Maryland Economic Development Corporation, Lease Revenue Bonds, Department of Transportation    6/12 at 100.50    AA+    2,045,944 
     Headquarters Building, Series 2002, 5.375%, 6/01/19             
1,700    Maryland Stadium Authority, Lease Revenue Bonds, Montgomery County Conference Center    6/13 at 100.00    AA+    1,805,128 
     Facilities, Series 2003, 5.000%, 6/15/24             
2,455    Maryland Stadium Authority, Lease Revenue Bonds, Sports Facilities, Series 1996, 5.750%,    3/06 at 101.00    AAA    2,484,558 
     3/01/18 – AMBAC Insured             
1,365    Montgomery County, Maryland, Lease Revenue Bonds, College of Arts Center Project, Series    5/15 at 100.00    A1    1,460,236 
     2005A, 5.000%, 5/01/19             
1,000    Montgomery County, Maryland, Lease Revenue Bonds, Metrorail Garage, Series 2002, 5.000%,    6/12 at 100.00    AA    1,060,050 
     6/01/21             
675    Montgomery County, Maryland, Special Obligation Bonds, West Germantown Development District,    7/12 at 101.00    AA    721,312 
     Senior Series 2002A, 5.500%, 7/01/27 – RAAI Insured             
635    New Baltimore City Board of School Commissioners, Maryland, School System Revenue Bonds,    11/10 at 100.00    AA+    676,910 
     Series 2000, 5.125%, 11/01/15             
2,100    Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21 – FSA Insured    8/12 at 100.00    AAA    2,275,560 
1,000    Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Series 1996Y,    7/16 at 100.00    BBB+    1,098,830 
     5.500%, 7/01/36             
1,500    Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Series 2003AA,    No Opt. Call    AAA    1,738,380 
     5.500%, 7/01/19 – MBIA Insured             
2,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A, 6.500%,    10/10 at 101.00    BBB    2,222,380 
     10/01/24             
28,055    Total Tax Obligation/Limited            30,447,524 
    Transportation – 2.3% (1.6% of Total Investments)             
1,060    Baltimore, Maryland, Revenue Refunding Bonds, Parking System Facilities, Series 1998A, 5.250%,    No Opt. Call    AAA    1,183,395 
     7/01/17 – FGIC Insured             
    Maryland Health and Higher Educational Facilities Authority, Parking Facilities Revenue Bonds,             
    Johns Hopkins Medical Institution, Series 2004B:             
355     5.000%, 7/01/13 – AMBAC Insured    No Opt. Call    AAA    383,822 
380     5.000%, 7/01/14 – AMBAC Insured    No Opt. Call    AAA    412,745 
2,075    Puerto Rico Ports Authority, Special Facilities Revenue Bonds, American Airlines Inc., Series    6/06 at 102.00    CCC    1,700,940 
     1996A, 6.250%, 6/01/26 (Alternative Minimum Tax)             
3,870    Total Transportation            3,680,902 
    U.S. Guaranteed – 17.0% (11.5% of Total Investments) (4)             
2,500    Baltimore County, Maryland, Consolidated General Obligation Public Improvement Bonds, Series    8/12 at 100.00    AAA    2,708,350 
     2002, 5.000%, 8/01/18 (Pre-refunded 8/01/12)             
2,000    Baltimore, Maryland, Revenue Refunding Bonds, Water Projects, Series 1998A, 5.000%, 7/01/28 –    No Opt. Call    AAA    2,169,760 
     FGIC Insured (ETM)             
2,000    Baltimore, Maryland, Revenue Refunding Bonds, Water System Projects, Series 1994A, 5.000%,    No Opt. Call    AAA    2,231,740 
     7/01/24 – FGIC Insured (ETM)             
3,000    Frederick County, Maryland, General Obligation Public Facilities Bonds, Series 1999, 5.250%,    7/09 at 101.00    AAA    3,200,100 
     7/01/18 (Pre-refunded 7/01/09)             
    Frederick County, Maryland, General Obligation Public Facilities Bonds, Series 2002:             
1,000     5.000%, 11/01/21 (Pre-refunded 11/01/12)    11/12 at 101.00    AA (4)    1,092,240 
1,000     5.000%, 11/01/22 (Pre-refunded 11/01/12)    11/12 at 101.00    AA (4)    1,092,240 
2,550    Gaithersburg, Maryland, Hospital Facilities Revenue Refunding and Improvement Bonds, Shady    No Opt. Call    AAA    2,838,150 
     Grove Adventist Hospital, Series 1995, 6.500%, 9/01/12 – FSA Insured (ETM)             
575    Howard County, Maryland, Consolidated Public Improvement Refunding Bonds, Series 2002A,    2/12 at 100.00    AAA    628,084 
     5.250%, 8/15/18 (Pre-refunded 2/15/12)             
1,000    Howard County, Maryland, Consolidated Public Improvement Refunding Bonds, Series 2003A,    8/12 at 100.00    AAA    1,083,680 
     5.000%, 8/15/22 (Pre-refunded 8/15/12)             
3,200    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Helix Health,    No Opt. Call    AAA    3,512,992 
     Series 1997, 5.000%, 7/01/27 – AMBAC Insured (ETM)             
3,125    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Howard County    7/06 at 100.00    Aaa    3,220,219 
     General Hospital, Series 1993, 5.500%, 7/01/25 (ETM)             
760    Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of    7/10 at 101.00    A3 (4)    864,690 
     Maryland Medical System, Series 2000, 6.750%, 7/01/30 (Pre-refunded 7/01/10)             
165    Maryland Transportation Authority, Revenue Refunding Bonds, Transportation Facilities    No Opt. Call    AAA    191,115 
     Projects, First Series 1978, 6.800%, 7/01/16 (ETM)             
1,000    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,    10/10 at 101.00    AAA    1,093,760 
     5.500%, 10/01/20 (ETM)             
745    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    783,859 
     5.750%, 7/01/20 (Pre-refunded 7/01/10)             
24,620    Total U.S. Guaranteed            26,710,979 
    Utilities – 9.0% (6.1% of Total Investments)             
6,500    Calvert County, Maryland, Pollution Control Revenue Refunding Bonds, Baltimore Gas and    7/06 at 100.00    A2    6,570,915 
     Electric Company, Series 1993, 5.550%, 7/15/14             
2,500    Maryland Energy Financing Administration, Revenue Bonds, AES Warrior Run Project, Series 1995,    9/07 at 100.00    N/R    2,534,575 
     7.400%, 9/01/19 (Alternative Minimum Tax)             
5,000    Prince George’s County, Maryland, Pollution Control Revenue Refunding Bonds, Potomac Electric    1/23 at 100.00    A–    5,087,500 
     Power Company, Series 1993, 6.375%, 1/15/23             
14,000    Total Utilities            14,192,990 
    Water and Sewer – 1.4% (0.9% of Total Investments)             
1,045    Baltimore, Maryland, Revenue Refunding Bonds, Water System Projects, Series 1994A, 5.000%,    No Opt. Call    AAA    1,161,789 
     7/01/24 – FGIC Insured             
860    Maryland Water Quality Financing Administration, Revolving Loan Fund Revenue Bonds, Series    No Opt. Call    AAA    946,611 
     2005A, 5.000%, 9/01/15             
1,905    Total Water and Sewer            2,108,400 
$       219,140   Total Investments (cost $223,068,564) – 147.7%            232,314,543 
    Other Assets Less Liabilities – 2.6%            4,039,769 
    Preferred Shares, at Liquidation Value – (50.3)%            (79,100,000) 
    Net Assets Applicable to Common Shares – 100%            $  157,254,312 

(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)    Investment is 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. 
N/R    Investment is not rated. 
(ETM)    Investment 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 the treatment of paydown gains and losses, timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions.

At February 28, 2006, the cost of investments was $222,850,477.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 28, 2006, were as follows:

Gross unrealized:     
  Appreciation    $10,384,186 
  Depreciation    (920,120) 
Net unrealized appreciation (depreciation) of investments    $9,464,066 

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 Maryland Premium Income Municipal Fund        

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

Date         April 28, 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         April 28, 2006        

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

Date        April 28, 2006        

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