Company: NMZ
Filing Date: 2025-07-07
Form Type: N-CSRS
Source: 0001193125-25-156000
Chunk: 35

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 35
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 on Recourse Trusts” on the Statement of Assets and Liabilities. As of the end of the current fiscal period, the Funds maximum exposure to the Floaters issued by Recourse Trusts for self-deposited Inverse Floaters and externally-deposited Inverse Floaters was as follows: 194

| Fund |     | Maximum Exposure                   
 to Recourse Trusts: Self-Deposited 
 Inverse Floaters                   |             |     | Maximum Exposure                                            
 to Recourse Trusts:   Externally-Deposited Inverse Floaters |            |     | Total |             |
|:-----|:----|:-----------------------------------|------------:|:----|:------------------------------------------------------------|-----------:|:----|:------|------------:|
| NVG  |     | $                                  | 179,980,000 |     | $                                                           |          — |     | $     | 179,980,000 |
| NZF  |     |                                    | 358,875,000 |     |                                                             | 11,080,000 |     |       | 369,955,000 |
| NMZ  |     |                                    | 454,147,000 |     |                                                             | 11,290,000 |     |       | 465,437,000 |
| NMCO |     |                                    |  32,990,000 |     |                                                             |          — |     |       |  32,990,000 |
| NDMO |     |                                    |  33,375,000 |     |                                                             |          — |     |       |  33,375,000 |

Zero Coupon Securities: A zero coupon security does not pay a regular interest coupon to its holders during the life of the security. Income to the holder of the security comes from accretion of the difference between the original purchase price of the security at issuance and the par value of the security at maturity and is effectively paid at maturity. The market prices of zero coupon securities generally are more volatile than the market prices of securities that pay interest periodically. Purchases and Sales:Long-term purchases and sales during the current fiscal period were as follows:

| Fund |     | Non-U.S.   
 Government 
 Purchases  |             |     | Non-U.S.         
 Government Sales 
 and Maturities   |             |
|:-----|:----|:-----------|------------:|:----|:-----------------|------------:|
| NVG