Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 15

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 15
---
 obligations for investments 
 in inverse floating rate transactions.                                                                              |

| (g) | 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.                                                           |

| See Notes to Financial Statements |     | 173 |

Portfolio of Investments April 30, 2025 (continued) NDMO

| (h) | Senior loan received as part of the bondholder funding agreement during June 2023 for Pennsylvania Economic                                     
 Development Financing Authority, Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2021A, 10.000%, 12/01/31. |

| (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 25.8%. |

| 174 |     | See Notes to Financial Statements |

Statement of Assets and Liabilities

| April 30, 2025 (Unaudited)                                      |     | NVG |               |   |     | NZF |               |   |     | NMZ |               |   |     | NMCO |               |   |     | NDMO |              |   |
|:----------------------------------------------------------------|:----|:----|--------------:|:--|:----|:----|--------------:|:--|:----|:----|--------------:|:--|:----|:-----|--------------:|:--|:----|:-----|-------------:|:--|
| ASSETS                                                          |     |     |               |   |     |     |               |   |     |     |               |   |     |      |               |   |     |      |              |   |
| Long-term investments, at value†                                |     | $   | 4,493,488,026 |   |     | $   | 4,020,008,842 |   |     | $   | 1,926,295,479 |   |     | $    |   989,234,005 |