Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 13

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 13
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 transactions exempt from registration, which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $378,296,989 or 
 38.2% of Total Investments.                                                                                                                                                                                                                            |

| (b) | Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under 
 the protection of bankruptcy.                                                                                       |

| (c) | 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. |

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

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

| (f) | 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.                                                           |

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

| (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 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.                                                                                                                           |

| (i) | MFP Shares, Net as a percentage of Total Investments is 40.8%. |

| See Notes to Financial Statements |     | 149 |

Portfolio of Investments April 30, 2025 NDMO (Unaudited)

| PRINCIPAL |            |     |        |     | DESCRIPTION                                                                                                                                                                         
 LONG-TERM INVESTMENTS - 146.4% (98.5% of Total Investments)                                                                                                                         
 CORPORATE BON