Company: NMZ
Filing Date: 2025-01-06
Form Type: N-CSR
Source: 0001193125-25-002222
Chunk: 13

Company: NUVEEN MUNICIPAL HIGH INCOME OPPORTUNITY FUND
Filing Date: 2025-01-06
Form: N-CSR
Chunk 13
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     | 1.0%  |
| Arizona                      |     | 0.9%  |
| Other                        |     | 9.1%  |
| Total                        |     | 100%  |

| 1 | See the Portfolio of Investments for the remaining states comprising “Other” and not listed in the table above. |

16

Performance*

|                           |     |           |     | Total Returns as of 
 October 31, 2024    |        |     |        |     |         |
|:--------------------------|:----|:----------|:----|:--------------------|:-------|:----|:-------|:----|:--------|
|                           |     |           |     | Average Annual      |        |     |        |     |         |
|                           |     | Inception 
 Date      |     |                     | 1-Year |     | 5-Year |     | 10-Year |
| NMZ at Common Share NAV   |     | 11/19/03  |     |                     | 24.79% |     | 0.97%  |     | 3.80%   |
| NMZ at Common Share Price |     | 11/19/03  |     |                     | 41.44% |     | 0.77%  |     | 4.26%   |
| S&P Municipal Yield Index |     | –         |     |                     | 16.94% |     | 2.53%  |     | 4.20%   |

| * | For purposes of Fund performance, relative results are measured against the S&P Municipal Yield Index. |

Daily Common Share NAV and Share Price

| Common 
 Share  
 NAV    |     |      Common 
 Share Price |     | Premium/(Discount) 
 to NAV             |     | Average            
 Premium/(Discount) 
 to NAV             |
| $11.19 |     |      $11.15 |     | (0.36)%            |     | (6.04)%            |

Growth of an Assumed $10,000 Investment as of October 31, 2024 - Common Share Price 17 (continued) Leverage and Holdings

| Leverage                            |     |         |
| Effective Leverage                  |     | 39.68%  |
| Regulatory Leverage                 |     | 22.23%  |
| Fund Allocation                     
 (% of net assets)