Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 24

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 24
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 preferred shares presented for the Fund. |

| (e) | Unaudited. |

| (f) | Asset Coverage Per $1,000: Asset coverage per $1,000 is calculated by subtracting the Fund’s liabilities and                                                                                                                                  
 indebtedness not represented by senior securities from the Fund’s total assets, dividing the result by the aggregate amount of the Fund’s senior securities representing indebtedness then outstanding (if applicable), plus the aggregate of 
 the involuntary liquidation preference of the outstanding preferred shares, if applicable, and multiplying the result by 1,000.                                                                                                               |

188

Financial Highlights (continued) The following table sets forth information regarding each Fund’s outstanding senior securities as of the end of each of the Fund’s last five fiscal periods, as applicable.

|             |     | Borrowings  |         |     |                     |       |     | AMTP Shares          |          |     |                   |           |     | MFP Shares           |         |     |                   |         |
|             |     | Aggregate   
 Amount      
 Outstanding 
 (000)(a)    |         |     | Asset               
 Coverage Per $1,000 
 Share(b)            |       |     | Aggregate            
 Amount   Outstanding 
 (000)(a)             |          |     | Asset             
 Coverage Per      
 $100,000 Share(c) |           |     | Aggregate            
 Amount   Outstanding 
 (000)(a)             |         |     | Asset             
 Coverage Per      
 $100,000 Share(c) |         |
| NMZ         |     |             |         |     |                     |       |     |                      |          |     |                   |           |     |                      |         |     |                   |         |
| 4/30/25(d)  |     |             |      $— |     |                     |    $— |     |                      | $357,000 |     |                   |  $434,578 |     |                      |      $— |     |                   |      $— |
| 10/31/24    |     |             |       — |     |                     |     — |     |                      |  357,000 |     |                   |   449,783 |     |                      |       — |     |                   |       — |
| 10/31/23    |     |             |       — |     |                     |     — |     |                      |  357,000 |     |