Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 5

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 5
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 | 1.6%  |
| Arizona                      |     | 1.5%  |
| Virginia                     |     | 1.5%  |
| Virgin Islands               |     | 1.4%  |
| Other                        |     | 10.8% |
| Total                        |     | 100%  |

| 1 | See the Portfolio of Investments for the remaining states comprising “Other” and not listed in the table 
 above.                                                                                                   |

| 15 |

Performance*

|                            |     |           |         |     | Total Returns as of 
 April 30, 2025      |         |     |                |     |        |         |     |           |
|:---------------------------|:----|:----------|:--------|:----|:--------------------|:--------|:----|:---------------|:----|:-------|:--------|:----|:----------|
|                            |     |           |         |     | Cumulative          |         |     | Average Annual |     |        |         |     |           |
|                            |     | Inception 
 Date      |         |     | 6-Month             |         |     |                |     | 1-Year |         |     | Since     
 Inception |
| NDMO at Common Share NAV   |     |           | 8/26/20 |     |                     | (2.14)% |     |                |     |        | 3.02%   |     | (1.04)%   |
| NDMO at Common Share Price |     |           | 8/26/20 |     |                     | (4.18)% |     |                |     |        | (0.49)% |     | (2.02)%   |
| S&P Municipal Yield Index  |     |           | —       |     |                     | (1.12)% |     |                |     |        | 3.60%   |     | 1.93%     |
| S&P Municipal Bond Index   |     |           | —       |     |                     | (0.45)% |     |                |     |        | 2.28%   |     | 0.41%     |

* For purposes of Fund performance, relative results are measured against the S&P Municipal Bond Index. Daily Common Share NAV and Share Price

| Common 
 Share  
 NAV    |     |      Common 
 Share