Company: NMZ
Filing Date: 2025-01-06
Form Type: N-CSR
Source: 0001193125-25-002222
Chunk: 74

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-01-06
Form: N-CSR
Chunk 74
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   |          – |     |   |      860,546,025 |     |   |          – |
| NMZ  |     |   |   491,461,849 |     |   |          – |     |   |      518,929,357 |     |   |          – |
| NMCO |     |   |   404,291,709 |     |   |          – |     |   |      492,035,919 |     |   |          – |
| NDMO |     |   |   678,614,435 |     |   | 40,897,148 |     |   |      686,488,842 |     |   | 39,490,586 |

The Funds 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 a 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. Sale of Vistra Vision interests: On September 18, 2024, Vistra Corp. (“Vistra”) and Nuveen agreed to terms for the sale of the Vistra Vision interest. In exchange for its interest in Vistra Vision, the Funds will receive proceeds from the sale over a series of payments from Vistra through December 31, 2026. The resulting receivables have been discounted using an effective interest rate of 6.18%. The receivable, net of discount, and related transaction costs are recognized as “Receivable for sale of Vistra Vision interest” and “Payable for Vistra Vision sale transactions costs,” respectively, on the Statement of Assets and Liabilities. 5. Derivative Investments Each Fund is authorized to invest in certain derivative instruments. As defined by U.S. GAAP, a derivative is a financial instrument whose value is derived from an underlying security price, foreign exchange rate, interest rate, index of prices or rates, or other variables. Investments in derivatives as of the end of and/or during the current fiscal period, if any, are included within the Statement of Assets and Liabilities and the Statement of Operations, respectively. Total Return Swap Contracts: During the current fiscal period, NZF, NMZ and