mhisoi.htm
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                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                   FORM N-Q

                   CERTIFIED SHAREHOLDER REPORT OF REGISTERED
                        MANAGEMENT INVESTMENT COMPANIES



  Investment Company Act file number 811-21321


                    Pioneer Municipal High Income Trust
               (Exact name of registrant as specified in charter)


                       60 State Street, Boston, MA 02109
              (Address of principal executive offices) (ZIP code)


            Terrence J Cullen, Pioneer Investment Management, Inc.,
                       60 State Street, Boston, MA 02109
                    (Name and address of agent for service)


Registrant's telephone number, including area code:  (617) 742-7825


Date of fiscal year end:  April 30

Date of reporting period:  July 31, 2011

Form N-Q is to be used by management investment companies, other than small
business investment companies registered on Form N-5 (239.24 and 274.5 of this
chapter), to file reports with the Commission, not later than 60 days after
close of the first and third fiscal quarters, pursuant to Rule 30b1-5under
the Investment Company Act of 1940 (17 CFR 270.30b-5).  The Commission may
use the information provided on Form N-Q in its regulatory, disclosure review,
inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q,
and the Commission will make this information public. A registrant is not
required to respond to the collection of information contained in Form N-Q
unless the Form displays a currently valid Office of Management and Budget
("OMB") control number. Please direct comments concerning the accuracy of the
information collection burden estimate and any suggestions for reducing the
burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609.  The OMB has reviewed this collection of information
under the clearance requirements of 44 U.S.C. ss. 3507.


<PAGE>
ITEM 1. Schedule of Investments.






       
 Pioneer Municipal High Income Trust
 
       
 SCHEDULE OF INVESTMENTS 7/31/11 (unaudited)
 
   
 
     
   
S&P/Moody's
   
 Principal
 
Ratings
     
 Amount
 
(unaudited)
   
 Value
           
 
     
TAX EXEMPT OBLIGATIONS  - 129.6% of Net Assets
 
       
Alabama - 1.3%
 
 $                  1,000,000
 
NR/NR
 
Huntsville-Redstone Village Special Care Facilities Financing Authority, 5.5%, 1/1/28
 $                  805,590
                     4,500,000
 
NR/NR
 
Huntsville-Redstone Village Special Care Facilities Financing Authority, 5.5%, 1/1/43
                  3,252,420
         
 $               4,058,010
       
Arizona - 2.1%
 
                     5,000,000
 
BBB-/Baa3
 
Apache County Industrial Development Authority, 5.85%, 3/1/28
 $              4,989,200
                         994,000
 
NR/Baa3
 
Pima County Industrial Development Authority, 6.75%, 7/1/31
                       963,812
                            10,000
 
NR/Baa3
 
Pima County Industrial Development Authority, 7.25%, 7/1/31
10,020
                         500,000
 
NR/Baa2
 
Yavapai County Industrial Development Authority, 6.0%, 8/1/33
494,580
         
 $               6,457,612
       
California - 9.4%
 
                     3,000,000
 
NR/A1
 
ABAG Finance Authority for Nonprofit Corp. Revenue Bonds, 5.75%, 7/1/37
 $              2,909,490
                      1,000,000
 
NR/NR
 
California Enterprise Development Authority Recovery Zone Facility Revenue, 8.5%, 4/1/31
                   1,027,020
                     7,885,000
(a)
AAA/Aaa
 
California State University Revenue, RIB, 10.813%, 11/1/39 (144A)
                  7,923,479
                          602,381
(b)
NR/NR
 
California Statewide Communities Development Authority Environmental Facilities Revenue,
       
     9.0%, 12/1/38
33,613
                     3,000,000
 
BB+/NR
 
California Statewide Communities Development Authority Revenue, 7.25%, 10/1/38 (144A)
3,042,150
                      5,150,000
 †
AAA/Aaa
 
Golden State Tobacco Securitization Corp., 7.8%, 6/1/42
5,835,310
                     7,000,000
 †
AAA/Aaa
 
Golden State Tobacco Securitization Corp., 7.875%, 6/1/42
7,940,660
   
 
 
 
 $              28,711,722
       
Colorado - 0.9%
 
                     2,000,000
 
BBB+/NR
 
Colorado Health Facilities Authority Revenue, 5.25%, 5/15/42
 $               1,735,200
                      1,000,000
 
NR/NR
 
Kremmling Memorial Hospital District Project, 7.125%, 12/1/45
                      987,230
         
 $              2,722,430
   
 
 
Connecticut - 5.3%
 
                    10,335,000
(a)
NR/Aaa
 
Connecticut Health & Educational Facilities Authority Revenue, RIB, 11.489%, 7/1/42 (144A)
 $                11,163,143
                      1,000,000
 
NR/NR
 
Hamden Facility Revenue Bonds, Series 2009A, 7.75%, 1/1/43
                   1,034,200
                     5,000,000
 
CCC+/NR
 
Mohegan Tribe Indians Gaming Authority, 6.25%, 1/1/31
4,011,000
       
 
 $             16,208,343
   
 
 
District of Columbia - 3.6%
 
                     5,000,000
 
BBB/Baa3
 
District of Columbia Tobacco Settlement Financing Corp., 6.5%, 5/15/33
 $                5,105,100
                     6,000,000
 
BBB/Baa3
 
District of Columbia Tobacco Settlement Financing Corp., 6.75%, 5/15/40
5,836,140
         
 $              10,941,240
       
Florida - 6.3%
 
                      1,600,000
 
NR/NR
 
Beacon Lakes Community Development, 6.9%, 5/1/35
 $                1,604,128
                      1,000,000
 
NR/Ba3
 
Capital Trust Agency Revenue Bonds, 7.75%, 1/1/41
999,910
                      1,000,000
 
NR/NR
 
Florida Development Finance Corp., Educational Facilities Revenue 6.0%, 9/15/40
902,520
                     2,000,000
 
NR/NR
 
Florida Development Finance Corp., Educational Facilities Revenue, 7.625%, 6/15/41
2,017,940
                      1,000,000
 †
NR/WR
 
Hillsborough County Industrial Development Authority Revenue, 8.0%, 8/15/32
1,398,870
                     2,330,000
 
NR/NR
 
Liberty County Subordinate Revenue, 8.25%, 7/1/28
2,312,572
                     2,500,000
 
A-/A2
 
Miami-Dade County Aviation Revenue, 5.5%, 10/1/41
2,534,275
                      1,000,000
 
NR/NR
 
St. Johns County Industrial Development Authority Revenue, 5.25%, 1/1/26
836,230
                     2,000,000
 
NR/NR
 
St. Johns County Industrial Development Authority Revenue, 5.375%, 1/1/40
1,501,620
                     5,000,000
 
NR/Baa1
 
Tallahassee Health Facilities Revenue, 6.375%, 12/1/30
5,001,350
   
 
 
 
 $               19,109,415
       
Georgia - 2.4%
 
                     4,240,000
(a)
NR/Aa3
 
Atlanta Georgia Water & Waste Revenue, RIB, 10.813%, 11/1/43 (144A)
 $               4,105,380
                         500,000
 
CCC+/NR
 
Clayton County Development Authority Revenue, 9.0%, 6/1/35
                      536,335
                     2,400,000
 
NR/NR
 
Fulton County Residential Care Facilities Revenue, 5.0%, 7/1/27
1,773,648
                       1,100,000
 
NR/NR
 
Fulton County Residential Care Facilities Revenue, 5.125%, 7/1/42
718,938
         
 $                7,134,301
       
Idaho - 1.6%
 
                     5,000,000
 
BBB+/Baa1
 
Power County Industrial Development Corp., 6.45%, 8/1/32
 $              5,003,400
           
   
 
 
Illinois - 18.0%
 
                     2,000,000
(c)
NR/NR
 
Centerpoint Intermodal Center, 8.5%, 6/15/23 (144A)
 $              2,000,300
                    12,000,000
 
NR/Caa2
 
Chicago O'Hare International Airport Special Facility Revenue Refunding Bonds, 5.5%, 12/1/30
                  9,477,720
                      1,000,000
 
NR/NR
 
Illinois Finance Authority Revenue, 6.0%, 11/15/27
599,290
                     3,865,000
 
BBB+/NR
 
Illinois Finance Authority Revenue, 6.0%, 8/15/38
3,773,979
                     2,000,000
 
AA+/Aa2
 
Illinois Finance Authority Revenue, 6.0%, 8/15/39
2,135,180
                     4,000,000
 
NR/NR
 
Illinois Finance Authority Revenue, 6.0%, 11/15/39
2,397,160
                     2,450,000
 
NR/NR
 
Illinois Finance Authority Revenue, 6.375%, 5/15/17
2,443,042
                     2,500,000
 
NR/Baa2
 
Illinois Finance Authority Revenue, 6.5%, 4/1/39
                  2,532,550
                         500,000
 
NR/NR
 
Illinois Finance Authority Revenue, 7.0%, 5/15/18
499,125
                      1,700,000
 
NR/NR
 
Illinois Finance Authority Revenue, 7.625%, 5/15/25
1,667,122
                         600,000
 
NR/NR
 
Illinois Finance Authority Revenue, 7.75%, 5/15/30
588,282
                     2,000,000
 
NR/NR
 
Illinois Finance Authority Revenue, 8.0%, 5/15/40
1,955,660
                     3,200,000
 
NR/NR
 
Illinois Finance Authority Revenue, 8.0%, 5/15/46
3,126,080
                     4,000,000
 
NR/NR
 
Illinois Finance Authority Revenue, 8.25%, 5/15/45
3,914,640
                     2,500,000
 
NR/NR
 
Illinois Finance Authority Revenue, 8.25%, 2/15/46
2,456,400
                      1,500,000
(b)
NR/NR
 
Illinois Health Facilities Authority Revenue, 6.9%, 11/15/33
524,685
                    16,880,000
(d)
AAA/A2
 
Metropolitan Pier & Exposition Authority Dedicated State Tax Revenue, 0.0%, 6/15/22
13,462,982
                      1,605,000
 
NR/NR
 
Southwestern Illinois Development Authority Revenue, 5.625%, 11/1/26
1,213,573
         
 $            54,767,770
   
 
 
Indiana - 2.2%
 
 $                 3,000,000
 
A+/A1
 
Indiana Health & Educational Facility Financing Authority Hospital Revenue, 5.0%, 2/15/39
 $              2,768,430
                      1,800,000
 
BBB-/NR
 
Indiana State Development Finance Authority Revenue, 5.75%, 10/1/11
1,803,582
                     2,570,000
 
NR/NR
 
Vigo County Hospital Authority Revenue, 5.8%, 9/1/47 (144A)
2,154,996
         
 $              6,727,008
   
 
 
Louisiana - 2.0%
 
                      1,500,000
 
BBB-/Ba2
 
Louisiana Local Government Environmental Facilities Revenue, 6.75%, 11/1/32
 $                1,566,510
                     5,000,000
 
NR/Baa1
 
Louisiana Public Facilities Authority Revenue, 5.5%, 5/15/47
4,617,250
         
 $               6,183,760
       
Maine - 0.5%
 
                      1,500,000
 
NR/Baa3
 
Maine Health & Higher Educational Facilities Authority Revenue, 7.5%, 7/1/32
 $                1,612,860
           
       
Maryland - 0.3%
 
                      1,000,000
 
NR/NR
 
Maryland Health & Higher Educational Facilities Authority Revenue, 6.25%, 1/1/45
 $                1,021,340
           
       
Massachusetts - 7.4%
 
                      7,100,000
 
A/WR
 
Massachusetts Development Finance Agency Revenue, 5.75%, 1/1/42
 $              7,264,862
                     2,305,000
 
NR/NR
 
Massachusetts Development Finance Agency Revenue, 7.1%, 7/1/32
                  2,034,393
                          910,000
 
NR/NR
 
Massachusetts Educational Financing Authority Revenue, 6.0%, 1/1/28
                      978,359
                     3,500,000
 †
NR/WR
 
Massachusetts Health & Educational Facilities Authority Revenue, 6.25%, 7/1/22
3,726,205
                     4,500,000
 
NR/NR
 
Massachusetts Health & Educational Facilities Authority Revenue, 6.5%, 1/15/38
3,593,340
                     5,000,000
 
BB-/NR
 
Massachusetts Health & Educational Facilities Authority Revenue, 6.75%, 10/1/33
4,856,900
         
 $            22,454,059
   
 
 
Michigan - 2.5%
 
                         935,000
 
NR/NR
 
Doctor Charles Drew Academy, 5.7%, 11/1/36
 $                  609,994
                      1,500,000
 
BB/NR
 
John Tolfree Health System Corp., 6.0%, 9/15/23
1,258,380
                     5,830,000
 
BB/NR
 
Michigan Tobacco Settlement Finance Authority, 6.0%, 6/1/48
                  4,330,466
                      1,430,000
 
BBB/NR
 
Star International Academy Certificates of Participation, 6.125%, 3/1/37
1,280,322
         
 $               7,479,162
   
 
 
Minnesota - 0.9%
 
                      1,675,000
 
BB-/NR
 
Duluth Economic Development Authority Health Care Facilities Revenue, 7.25%,  6/15/32
 $               1,676,976
                      1,000,000
 
NR/NR
 
Port Authority of the City of Bloomington Minnesota Facility Revenue Bonds, 9.0%, 12/1/35
                    1,018,000
         
 $              2,694,976
       
Montana - 0.1%
 
                      1,600,000
(b)(e)
NR/NR
 
Two Rivers Authority, Inc. Correctional Facility Improvement Revenue, 7.375%, 11/1/27
 $                   245,104
           
       
Nebraska - 0.2%
 
                     2,000,000
(b)(e)
NR/NR
 
Grand Island Solid Waste Disposal Facilities Revenue, 7.0%, 6/1/23
 $                  560,780
           
       
Nevada - 0.0%
 
                     2,000,000
(b)(e)
NR/NR
 
Nevada State Department of Business & Industry, 7.25%, 1/1/23
 $                       3,200
           
       
New Jersey - 9.5%
 
                      1,000,000
 
B/B3
 
New Jersey Economic Development Authority Revenue, 6.25%, 9/15/19
 $                  992,700
                    13,350,000
 
B/B3
 
New Jersey Economic Development Authority Revenue, 6.25%, 9/15/29
12,743,776
                      6,150,000
(c)
B/B3
 
New Jersey Economic Development Authority Revenue, 7.0%, 11/15/30
6,153,136
                     8,000,000
 †
AAA/Aaa
 
Tobacco Settlement Financing Corp., 6.75%, 6/1/39
8,932,880
         
 $            28,822,492
       
New Mexico - 1.2%
 
                      1,500,000
 
NR/NR
 
Otero County New Mexico Project Revenue, 6.0%, 4/1/23
 $                1,316,235
                     2,960,000
 
NR/NR
 
Otero County New Mexico Project Revenue, 6.0%, 4/1/28
2,406,865
         
 $               3,723,100
       
New York - 9.1%
 
                     3,000,000
 
NR/NR
 
Dutchess County Industrial Development Agency Revenue, 7.5%, 3/1/29
 $              2,934,780
                     2,000,000
 
BBB+/NR
 
Hempstead Local Development Corp. Revenue Bonds, 5.75%, 7/1/39
                   2,029,100
                     2,050,000
 
NR/NR
 
Nassau County New York Industrial Development Agency Revenue, 6.7%, 1/1/43
1,930,628
                         990,000
 
CCC+/Caa2
 
New York City Industrial Development Agency, 6.9%, 8/1/24
853,796
                     2,000,000
 
BB-/B1
 
New York City Industrial Development Agency, 7.625%, 12/1/32
2,024,160
                     2,000,000
 
B-/Caa2
 
New York City Industrial Development Agency, 8.0%, 8/1/12
2,055,060
                      1,000,000
 
NR/Ba1
 
New York State Dormitory Authority Revenue, 6.125%, 12/1/29
983,900
                     7,040,000
(a)
NR/Aaa
 
New York State Dormitory Authority Revenue, RIB, 13.0%, 7/1/26 (144A)
9,326,803
                     2,750,000
 
BB/NR
 
Seneca Nation Indians Capital Improvement Authority Revenue, 5.25%, 12/1/16 (144A)
2,592,370
                     3,000,000
 
NR/NR
 
Suffolk County Industrial Development Agency, 7.25%, 1/1/30
2,908,080
         
 $            27,638,677
       
North Carolina - 3.0%
 
                     4,785,000
 
NR/NR
 
Charlotte North Carolina Special Facilities Revenue, 5.6%, 7/1/27
 $               4,201,900
                     4,795,000
 
NR/NR
 
Charlotte North Carolina Special Facilities Revenue, 7.75%, 2/1/28
4,791,883
         
 $              8,993,783
       
Oklahoma - 1.8%
 
 $                  1,225,000
 
B-/Caa2
 
Tulsa Municipal Airport Revenue, 6.25%, 6/1/20
 $                1,190,283
                     4,350,000
 
B-/Caa2
 
Tulsa Municipal Airport Revenue, 7.35%, 12/1/11
4,361,528
         
 $                 5,551,811
   
 
 
Pennsylvania - 2.7%
 
                      1,550,000
 
NR/Baa2
 
Allegheny County Hospital Development Authority Revenue, 5.125%, 5/1/25
 $                1,434,169
                      1,000,000
 
CCC/NR
 
Columbia County Hospital Authority Health Care Revenue, 5.9%, 6/1/29
810,670
                         665,000
 
BBB/Ba1
 
Hazleton Health Services Authority Hospital Revenue, 5.625%, 7/1/17
664,987
                      1,280,000
(b)
NR/Ca
 
Langhorne Manor Borough Higher Education & Health Authority Revenue, 7.35%, 7/1/22
409,600
                     5,000,000
 
B/Caa2
 
Pennsylvania Economic Development Financing Authority Solid Waste Disposal Revenue,
       
    6.0%, 6/1/31
                   4,315,750
                         500,000
 
BBB+/NR
 
Pennsylvania Higher Educational Facilities Authority Revenue, 5.4%, 7/15/36
500,445
   
 
 
 
 $                8,135,621
       
Rhode Island - 2.1%
 
                     6,000,000
(e)
NR/NR
 
Central Falls Detention Facilities Revenue, 7.25%, 7/15/35
 $              4,887,480
                      1,500,000
 
NR/NR
 
Rhode Island Health & Educational Building Corp. Revenue, 8.375%, 1/1/46
                    1,518,600
         
 $              6,406,080
       
South Carolina - 1.4%
 
                      3,185,000
 †
BBB+/Baa1
 
South Carolina Jobs Economic Development Authority Revenue, 6.375%, 8/1/34
 $              3,558,409
                         665,000
 †
BBB+/Baa1
 
South Carolina Jobs Economic Development Authority Revenue, 6.375%, 8/1/34
742,965
         
 $               4,301,374
       
Tennessee  - 4.7%
 
                     7,000,000
 †
NR/A2
 
Johnson City Health & Educational Facilities Board Hospital Revenue, 7.5%, 7/1/33
 $              7,572,460
                     2,480,000
 
NR/A1
 
Knox County Health, Educational & Housing Facilities Board Hospital Revenue,
 
       
    6.375%, 4/15/22
2,577,786
                     4,600,000
 
BBB+/NR
 
Sullivan County Health, Educational & Housing Facilities Board Hospital Revenue,
 
       
    5.25%, 9/1/36
4,138,758
         
 $             14,289,004
       
Texas  - 15.3%
 
                      1,345,000
 
NR/B3
 
Bexar County Housing Finance Corp., 8.0%, 12/1/36
 $                  935,246
                     2,500,000
 
BB+/Ba1
 
Central Texas Regional Mobility Authority Revenue, 6.75%, 1/1/41
2,443,625
                      1,000,000
 
CCC+/Caa2
 
Dallas-Fort Worth International Airport Revenue, 6.0%, 11/1/14
957,370
                     4,000,000
 
NR/NR
 
Decatur Hospital Authority Revenue, 7.0%, 9/1/25
4,001,840
                         769,709
(b)(e)
NR/NR
 
Gulf Coast Industrial Development Authority Revenue, 7.0%, 12/1/36
42,950
                     3,750,000
 
CCC+/B3
 
Houston Airport System Special Facilities Revenue, 5.7%, 7/15/29
3,341,813
                     5,340,000
 
NR/NR
 
Lubbock Health Facilities Development Corp., 6.625%, 7/1/36
4,859,400
                    10,000,000
 
BBB+/A3
 
North Texas Tollway Authority Revenue, 5.75%, 1/1/33
10,138,600
                      2,810,000
(a)
NR/Aaa
 
Northside Independent School District, RIB, 11.299%, 6/15/33 (144A)
3,009,089
                     2,000,000
 
NR/NR
 
Tarrant County Cultural Education Facilities Finance Corp., 8.0%, 11/15/34
2,003,500
                      1,000,000
 
NR/NR
 
Tarrant County Cultural Education Facilities Finance Corp., 8.125%, 11/15/39
1,000,280
                      1,500,000
 
NR/NR
 
Tarrant County Cultural Education Facilities Finance Corp., 8.25%, 11/15/44
1,503,705
                     7,040,000
(a)
NR/Aaa
 
Texas State, RIB, 12.206%, 4/1/30 (144A)
8,015,462
                     5,000,000
 
NR/NR
 
Willacy County Local Government Corp. Revenue, 6.875%, 9/1/28
4,452,800
   
 
 
 
 $            46,705,680
       
Utah  - 0.2%
 
                         800,000
 
NR/NR
 
Spanish Fork City Charter School Revenue, 5.55%, 11/15/26 (144A)
 $                  684,672
           
       
Vermont  - 0.5%
 
                      1,500,000
 
A-/Baa1
 
Vermont Educational & Health Buildings Financing Agency Revenue, 6.0%, 10/1/28
 $                1,519,305
   
 
 
 
 
       
Virginia  - 0.3%
 
                      1,000,000
 
BBB/Baa2
 
Peninsula Ports Authority, 6.0%, 4/1/33
 $                 1,014,160
           
       
Washington - 9.5%
 
                      4,710,000
 
A+/Aa3
 
Spokane Public Facilities District Hotel/Motel Tax & Sales, 5.75%, 12/1/27
 $                 4,861,191
                     7,025,000
 
BBB/Baa3
 
Tobacco Settlement Authority Revenue, 6.625%, 6/1/32
7,095,953
                     14,315,000
 
AA+/Aa1
 
Washington State General Obligation, 0.0%, 6/1/22
9,509,884
                     3,795,000
 
A/A2
 
Washington State Health Care Facilities Authority Revenue, 6.0%, 1/1/33
                  3,888,433
                     5,000,000
 
NR/NR
 
Washington State Housing Finance Committee Nonprofit Revenue, 5.625%, 1/1/27
3,597,100
         
 $             28,952,561
       
West Virginia  - 0.5%
 
                      1,495,000
 
NR/NR
 
West Virginia Hospital Finance Authority Hospital Revenue Bonds, 9.125%, 10/1/41
 $                1,542,137
           
       
Wisconsin  - 0.8%
 
                     2,500,000
 
NR/NR
 
Wisconsin Public Finance Authority Continuing Care Retirement Community Revenue, 8.25%, 6/1/46
 $               2,517,375
           
       
TOTAL TAX-EXEMPT OBLIGATIONS
 
       
(Cost $388,055,390)
 $         394,894,324
           
       
MUNICIPAL COLLATERALIZED DEBT OBLIGATION - 2.1% of Net Assets
 
                    10,000,000
(c)(e)
NR/NR
 
Non-Profit Preferred Funding Trust I, 12.0%, 9/15/37 (144A)
 $              6,270,800
       
TOTAL MUNICIPAL COLLATERALIZED DEBT OBLIGATION
 
       
(Cost $10,000,000)
 $              6,270,800
           
 Shares
     
COMMON STOCK - 0.6% of Net Assets
 
                          250,413
(f)
   
Delta Air Lines, Inc.
 $               1,975,759
       
TOTAL COMMON STOCK
 
       
(Cost $6,612,756)
 $               1,975,759
           
 
     
TOTAL INVESTMENTS IN SECURITIES - 132.3%
 
       
(Cost $404,668,146)(g)(h)
 $          403,140,883
       
OTHER ASSETS AND LIABILITIES  0.8%
 $                 2,637,111
       
PREFERRED SHARES AT REDEMPTION VALUE,
 
 
     
INCLUDING DIVIDENDS PAYABLE - (33.1)%
 $          (101,001,505)
       
NET ASSETS APPLICABLE TO COMMON SHAREOWNERS - 100.0%
 $         304,776,489
 
     
 
 
           
 (144A)
 
Security is exempt from registration under Rule 144A of the Securities Act of 1933.  Such
 
   
securities may be resold normally to qualified institutional buyers in a transaction exempt
 
   
from registration. At July 31, 2011 the value of these securities amounted to
 
   
$60,288,644, or 19.8% of net assets applicable to common shareowners.
 
           
 RIB
 
Residual Interest Bonds
 
           
 NR
 
Security not rated by S&P or Moody's.
 
           
 WR
 
Security rating withdrawn by Moody's.
 
           
 †
 
Prerefunded bonds have been collateralized by U.S. Treasury securities or U.S. Government Agencies which are held in escrow
   
to pay interest and principal on the tax exempt issue and to retire the bonds in full at the earliest refunding date.
           
 (a)
 
The interest rate is subject to change periodically and inversely based upon prevailing market rates. The interest
   
rate shown is the coupon rate at July 31, 2011.
 
           
 (b)
 
Security is in default and is non-income producing.
 
           
 (c)
 
The interest rate is subject to change periodically. The interest rate shown is the coupon rate at July 31, 2011.
           
 (d)
 
Debt obligation initially issued at one coupon rate which converts to a higher coupon rate at a specific date.
   
The rate shown is the coupon rate at July 31, 2011.
 
           
 (e)
 
Indicates a security that has been deemed illiquid.  The aggregate cost of illiquid securities is $22,130,123.
   
 The aggregate fair value is $12,010,314, or 3.9% of the total net assets applicable to common shareowners.
           
 (f)
 
Non-income producing.
 
           
 (g)
 
The concentration of investments by type of obligation/market sector is as follows:
 
   
Insured:
     
   
                    NATL-RE
6.9
   
                    FSA
 
3.0
   
                    AMBAC
1.8
   
                    PSF
 
0.8
   
Revenue Bonds:
 
   
                    Health Revenue
29.3
   
                    Other Revenue
12.6
   
                    Tobacco Revenue
11.2
   
                    Airport Revenue
9.6
   
                    Development Revenue
8.2
   
                    Education Revenue
5.6
   
                    Facilities Revenue
4.2
   
                    Pollution Control Revenue
2.5
   
                    Transportation Revenue
2.5
   
                    Gaming Revenue
1.6
   
                    Housing Revenue
0.2
   
                    Utilities Revenue*
                                  -
         
100.0
 
*
Amount is less than 0.1%
 
           
 (h)
 
At July 31, 2011, the net unrealized loss on investments based on cost for federal income tax purposes
   
of $403,775,581 was as follows:
 
           
   
Aggregate gross unrealized gain for all investments in which
 $            29,084,377
 
 
there is an excess of value over tax cost
 
   
Aggregate gross unrealized loss for all investments in which
 
   
there is an excess of tax cost over value
               (29,719,075)
   
Net unrealized loss
 $                (634,698)
           
   
For financial reporting purposes net unrealized loss on investments was $1,527,264
 
   
and cost of investments aggregated $404,668,146.
 
           
   
Purchases and sales of securities (excluding temporary cash investments) for the period ended
 
   
July 31, 2011, aggregated $15,608,570 and $10,504,410, respectively.
 
           
 Various inputs are used in determining the value of the Trust’s investments.  These inputs are summarized in the three broad levels listed below.
 Highest priority is given to Level 1 inputs and lowest priority is given to Level 3.
 
 Level 1 – quoted prices in active markets for identical securities
 
 Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
 Level 3 – significant unobservable inputs (including the Trust’s own assumptions in determining fair value of investments)
 
           
 Generally, equity securities are categorized as level 1, fixed income securities and senior loans are categorized as level 2 and securities valued
 using fair value methods are categorized as level 3.
 
           
 The following is a summary of the inputs used as of July 31, 2011, in valuing the Trust’s investments:
 
           
 
 
       




   
Level 1
   
Level 2
   
Level 3
   
Total
 
                         
Tax exempt obligations
  $ -     $ 394,894,324     $ -     $ 394,894,324  
Municipal collateralized debt obligation
    -       6,270,800       -       6,270,800  
Common stock
    1,975,759       -       -       1,975,759  
Total
  $ 1,975,759     $ 401,165,124     $ -     $ 403,140,883  
                                 



ITEM 2. CONTROLS AND PROCEDURES. (a) Disclose the conclusions of the registrant's principal executive officer or officers and principal financial officer or officers, or persons performing similar functions, about the effectiveness of the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Act (17 CFR 270.30a-3(c))) as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the Act (17 CFR270.30a-3(b))) and Rule 13a-15(b) or 15d-15(b) under the Exchange Act (17 CFR240.13a-15(b) or 240.15d-15(b)). The registrant's principal executive officer and principal financial officer have concluded that the registrant's disclosure controls and procedures are effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report. (b) Disclose any change in the registrant's internal controls over financial reporting (as defined in Rule 30a-3(d) under the Act (17 CFR270.30a-3(d)) that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. There were no significant changes in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting. ITEM 3. EXHIBITS. (a) A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2). Filed herewith. <PAGE> SIGNATURES [See General Instruction F] Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. (Registrant) Pioneer Municipal High Income Trust By (Signature and Title)* /s/ John F. Cogan, Jr. John F. Cogan, Jr, President Date September 29, 2011 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By (Signature and Title)* /s/ John F. Cogan, Jr. John F. Cogan, Jr., President Date September 29, 2011 By (Signature and Title)* /s/ Mark Bradley Mark Bradley, Treasurer Date September 29, 2011 * Print the name and title of each signing officer under his or her signature.