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

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-07-07
Form: N-CSRS
Chunk 25
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 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.                                                                                                               |

| (c) | Asset Coverage Per $100,000: Asset coverage per $100,000 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 100,000.                                                                                                           |

| (d) | Unaudited. |

189

Notes to Financial Statements (Unaudited)

| 1. | General Information |

Fund Information: The funds covered in this report and their corresponding New York Stock Exchange (“NYSE”) symbols are as follows (each a “Fund” and collectively, the “Funds”): • Nuveen AMT-FreeMunicipal Credit Income Fund (NVG) • Nuveen Municipal Credit Income Fund (NZF) • Nuveen Municipal High Income Opportunity Fund (NMZ) • Nuveen Municipal Credit Opportunities Fund (NMCO) • Nuveen Dynamic Municipal Opportunities Fund (NDMO) The Funds are registered under the Investment Company Act of 1940 (the “1940 Act”), as amended, as closed-endmanagement investment companies. NVG, NZF, NMZ, NMCO and NDMO were organized as Massachusetts business trusts on July 12, 1999, March 21, 2001, October 8, 2003, April 18, 2019 and November 4, 2019, respectively. Current Fiscal Period: The end of the reporting period for the Funds is April 30, 2025, and the period covered by these Notes to Financial Statements is the six months ended April 30, 2025 (the “current fiscal period”). Investment Adviser and Sub-Adviser: The Funds’ investment adviser is Nuveen Fund Advisors, LLC (the “Adviser”), a subsidiary of Nuveen, LLC (“Nuveen”). Nuveen is the investment management arm of Teachers Insurance and Annuity Association of America (TIAA). The Adviser has overall responsibility for management of the Funds, oversees the management of the Funds’ portfolio, manages