Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 14

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 14
---
  928,280,175 |
|           |            |     |            |     | FLOATING RATE OBLIGATIONS - (5.3)%                                                                                                           |     |      |        |     |          |          |     |       |  -33,375,000 |
|           |            |     |            |     | MFP SHARES, NET - (38.4)%(j)                                                                                                                 |     |      |        |     |          |          |     |       | -239,677,823 |
|           |            |     |            |     | OTHER ASSETS & LIABILITIES, NET - (4.9)%                                                                                                     |     |      |        |     |          |          |     |       |  -30,373,206 |
|           |            |     |            |     | NET ASSETS APPLICABLE TO COMMON SHARES - 100%                                                                                                |     |      |        |     |          |          |     | $     |  624,854,146 |

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

| AMT | Alternative Minimum Tax |

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

| (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 $275,717,087 
 or 29.7% 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) | When-issued or delayed delivery security. |

| (e) | 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. |

| (f) | Investment, or portion of investment, has been pledged to collateralize the net payment