Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 7

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 7
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 Government or U.S. Government agency securities, which 
 ensure the timely payment of principal and interest.                                                           |

| (e) | Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments 
 in inverse floating rate transactions.                                                                              |

| (f) | For fair value measurement disclosure purposes, investment classified as Level 3. |

| (g) | Step-up coupon bond, a bond with a coupon that increases (“steps                                                                       
 up”), usually at regular intervals, while the bond is outstanding. The rate shown is the coupon as of the end of the reporting period. |

| (h) | Inverse floating rate trust is a non recourse trust. |

| (i) | Investment has a maturity of greater than one year, but has variable rate and/or demand features which qualify it                                                                                                                                    
 as a short-term investment. The rate disclosed, as well as the reference rate and spread, where applicable, is that in effect as of the end of the reporting period. This rate changes periodically based on market conditions or a specified market 
 index.                                                                                                                                                                                                                                               |

| (j) | MFP Shares, Net as a percentage of Total Investments is 11.3%. |

| 60 |     | See Notes to Financial Statements |

| (k) | VRDP Shares, Net as a percentage of Total Investments is 27.0%. |

| See Notes to Financial Statements |     | 61 |

Portfolio of Investments April 30, 2025 NZF (Unaudited)

| PRINCIPAL |            |     |        |     | DESCRIPTION                                                                                                                                        
 LONG-TERM INVESTMENTS - 164.7% (100.0% of Total Investments)                                                                                       
 MUNICIPAL BONDS - 164.7% (100.0% of Total Investments)                                                                                             
 ALABAMA - 3.1% (1.9% of Total Investments)                                                                                                         |     | RATE |        |     | MATURITY |          |     | VALUE |            |
|:----------|-----------:|:----|:-------|:----|:---------------------------------------------------------------------------------------------------------------------------------------------------|:----|:-----|-------:|:----|:---------|:---------|:----|:------|-----------:|
| $         | 15,310,000 |     | -a     |     | Alabama Corrections Institution Finance Authority, Revenue Bonds, Series 2022A, (UB)                                                               |     |      | 5.250%