Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 9

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 9
---
 98,138,228 |
|           |           |     |    |     | NET ASSETS APPLICABLE TO COMMON SHARES - 100%                                                                        |     |      |        |     |          |          |     | $     | 2,440,285,001 |

All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

| AMT | Alternative Minimum Tax |

| ETM | Escrowed to maturity |

| IF | Inverse floating rate security issued by a tender option bond (“TOB”) trust, the interest rate on which                                                                                                          
 varies inversely with the Securities Industry Financial Markets Association (SIFMA) short-term rate, which resets weekly, or a similar short-term rate, and is reduced by the expenses related to the TOB trust. |

| PIK | Payment-in-kind (“PIK”)                                                                                                                                                                                                                                   
 security. Depending on the terms of the security, income may be received in the form of cash, securities, or a combination of both. The PIK rate shown, where applicable, represents the annualized rate of the last PIK payment made by the issuer as of 
 the end of the reporting period.                                                                                                                                                                                                                          |

| TSFR3M | CME Term Secured Overnight Financing Rate 3 Month |

| UB | Underlying bond of an inverse floating rate trust reflected as a financing transaction. Inverse floating rate trust 
 is a Recourse Trust unless otherwise noted.                                                                         |

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

| (b) | Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities                                                                                                                                        
 are deemed liquid and may be resold in 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 $386,569,954 
 or 9.6% of Total Investments.                                                                                                                                                                                                                           |

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

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

| (e) | Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities