Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 36

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 36
---
  |     | $          | 656,717,131 |     | $                | 754,151,276 |
| NZF  |     |            | 285,255,890 |     |                  | 305,096,458 |
| NMZ  |     |            | 229,742,411 |     |                  | 195,553,812 |
| NMCO |     |            | 125,801,746 |     |                  | 141,520,087 |
| NDMO |     |            | 264,550,618 |     |                  | 232,766,783 |

Each Fund may purchase securities on a when-issued or delayed-delivery basis. Securities purchased on a when-issued or delayed-delivery basis may have extended settlement periods; interest income is not accrued until settlement date. Any securities so purchased are subject to market fluctuation during this period. If the Fund has outstanding when-issued/delayed-delivery purchases commitments as of the end of the reporting period, such amounts are recognized on the Statement of Assets and Liabilities. Each Fund is entitled to purchase future Puerto Rico Electric Power Authority (“PREPA”) bonds, which has been reflected as an unfunded commitment as of April 30, 2025. Any unrealized appreciation (depreciation) for an unfunded commitment is separately presented on the Statements of Assets and Liabilities. An unfunded commitment is priced at its fair market value and any unrealized appreciation (depreciation) is separately presented on the Statement of Assets and Liabilities.

| Fund |     | Asset Class          |     | Principal 
 Amount    |            |     | Value |           |     | Unrealized     
 Appreciation   
 (Depreciation) |            |
|:-----|:----|:---------------------|:----|:----------|-----------:|:----|:------|----------:|:----|:---------------|-----------:|
| NMZ  |     | Unfunded Commitments |     | $         | 31,832,407 |     | $     | 2,925,580 |     |                | $2,925,580 |
| NMCO |     | Unfunded Commitments |     |           | 29,758,494 |     |       | 2,716,770 |     |                |  2,716,770 |
| NDMO |     | Unfunded Commitments |     |           |