Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 12

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 12
---
 inverse floating rate transactions.                                                                              |

| (f) | 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. |

| (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.                                                           |

| (h) | When-issued or delayed delivery security. |

| (i) | 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 2020A-1, 10.000%, 12/01/40, 144A, Pennsylvania Economic Development Financing Authority, 
 Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2020A-2, 10.000%, 12/01/40, (AMT), 144A, Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue 
 Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2021A, 10.000%, 12/01/31.                                                                                                                           |

| (j) | AMTP Shares, Net as a percentage of Total Investments is 18.4%. |

| See Notes to Financial Statements |     | 129 |

Portfolio of Investments April 30, 2025 NMCO (Unaudited)

| PRINCIPAL |            |     |        |     | DESCRIPTION                                                                                                                                                                         
 LONG-TERM INVESTMENTS - 164.4% (100.0% of Total Investments)                                                                                                                        
 MUNICIPAL BONDS - 164.4% (100.0% of Total Investments)                                                                                                                              
 ALABAMA - 6.0% (3.6% of Total Investments)                                                                                                                                          |     | RATE |        |     | MATURITY |          |     | VALUE |            |
|:----------|-----------:|:----|:-------|:----|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:----|:-----|-------:|:----|:---------|:---------|:----|:------|-----------:|
| $         |    395,000 |     |        |     | Hoover Industrial Development Board, Alabama, Environmental