OMB APPROVAL OMB Number: 3235-0578 Expires: May 31, 2006 Estimated average burden hours per response..... 20.0 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) Dorothy E. Bourassa, 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, 2005 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. ITEM 1. Schedule of Investments. Pioneer Municipal High Income Trust SCHEDULE OF INVESTMENTS 7/31/05 (unaudited) S&P/Moody's Principal Ratings Amount (unaudited) Value TAX EXEMPT OBLIGATIONS - 126.0% of Net Assets Alabama - 3.4% 10,000,000AAA/Aaa Birmingham Alabama General Obligation, 5.0%, 12/1/32 $10,429,600 1,500,000 BBB/NR Camden Alabama Industrial Development Board, 6.125%, 12/1/24 1,666,935 12,096,535 Arizona - 7.1% 5,000,000 B+/Ba1 Apache County Industrial Development Authority, 5.85%, 3/1/28 5,001,250 5,000,000 B+/Ba1 Apache County Industrial Development Authority, 5.875%, 3/1/33 5,001,350 11,630,000CCC/Ca Gila County Industrial Development Authority, 5.55%, 1/1/27 10,231,027 3,000,000 NR/NR Maricopa County Industrial Development Authority, 7.875%, 4/1/27 3,130,980 1,000,000 NR/Baa3 Pima County Industrial Development Authority, 7.25%, 7/1/31 1,070,480 500,000 NR/Baa2 Yavapai County Industrial Development Authority, 6.0%, 8/1/33 538,115 24,973,202 California - 12.3% 7,270,000 A/A2 California State General Obligation, 5.25%, 2/1/28 7,727,501 5,000,000 A/A2 California State General Obligation, 5.25% 4/1/34 5,336,050 5,150,000 BBB/Baa3 Golden State Tobacco Securitization Corp., 7.8%, 6/1/42 6,392,592 7,000,000 BBB/Baa3 Golden State Tobacco Securitization Corp., 7.875%, 6/1/42 8,723,750 4,000,000 AAA/Aaa Palm Desert Financing Authority Tax Allocation Revenue, 5.0%, 4/1/30 4,174,160 3,000,000 AAA/Aaa San Diego Unified School District, 5.0%, 7/1/25 3,232,710 2,500,000 AAA/Aaa University of California Revenue, 5.0%, 5/15/25 2,642,250 5,000,000 B+/NR Valley Health System Hospital Revenue, 6.5%, 5/15/25 5,012,000 43,241,013 Connecticut - 4.1% 2,000,000 NR/NR Bridgeport Senior Living Facility Revenue, 7.25%, 4/1/35 2,076,340 2,205,000 BB/Ba1 Connecticut State Health & Educational Facilities Authority Revenue, 5.375%, 7/1/17 2,188,639 4,800,000 BB/Ba1 Connecticut State Health & Educational Facilities Authority Revenue, 5.5%, 7/1/27 4,651,296 5,000,000 BB+/NR Mohegan Tribe Indians Gaming Authority, 6.25%, 1/1/31 5,395,850 14,312,125 District of Columbia - 4.0% 5,000,000 BBB/Baa3 District of Columbia Tobacco Settlement Financing Corp., 6.5%, 5/15/33 5,931,150 7,325,000 BBB/Baa3 District of Columbia Tobacco Settlement Financing Corp., 6.75%, 5/15/40 8,169,792 14,100,942 Florida - 2.6% 2,000,000 NR/NR Beacon Lakes Community Development, 6.9%, 5/1/35 2,112,600 1,650,000 BBB-/Baa2 Polk County Industrial Development Revenue, 5.85%, 12/1/30 1,691,992 5,000,000 NR/Baa2 Tallahassee Health Facilities Revenue, 6.375%, 12/1/30 5,357,150 9,161,742 Georgia - 0.8% 1,325,000 NR/NR Brunswick & Glynn County Development Authority Revenue, 7.25%, 1/1/35 1,420,917 5,500,000 C/Ca Fulton County Development Authority Revenue, 6.95%, 11/1/12 1,429,890 2,850,807 Idaho - 1.5% 5,000,000 BBB-/Baa3 Power County Industrial Development Corp., 6.45%, 8/1/32 5,204,400 Illinois - 4.0% 1,000,000 NR/NR Centerpoint Intermodal Center, 8.0%, 6/15/23 (144A) 976,510 3,810,000 C/C Chicago Illinois O'Hare International Airport, 6.45%, 5/1/18 1,190,168 1,500,000 NR/NR Illinois Health Facilities Authority Revenue, 6.9%, 11/15/33 1,583,010 16,880,000(a) AAA/AaaMetropolitan Pier & Exposition Authority Dedicated State Tax Revenue, 0.0%, 6/15/22 10,346,596 14,096,284 Indiana - 1.6% 1,000,000 BBB+/Baa1 Indiana State Development Finance Authority Revenue, 5.6%, 12/1/32 1,038,060 4,300,000 BBB-/Ba3 Indiana State Development Finance Authority Revenue, 5.75%, 10/1/11 4,554,517 5,592,577 2,335,000 AAA/Aaa Massachusetts Health & Educational Facilities Authority Revenue, 5.0%, 7/15/35 2,433,817 7,050,000 AAA/Aaa Massachusetts Health & Educational Facilities Authority Revenue, 5.125%, 7/15/37 7,435,141 1,000,000 AA/Aa3 Massachusetts Health & Educational Facilities Authority Revenue, 5.25%, 10/15/33 1,063,730 3,500,000 BBB/Baa3 Massachusetts Health & Educational Facilities Authority Revenue, 6.25%, 7/1/22 3,780,175 5,000,000 BBB-/NR Massachusetts Health & Educational Facilities Authority Revenue, 6.75%, 10/1/33 5,499,700 75,000 BB/NR Massachusetts State Development Finance Agency, 5.25%, 10/1/18 71,496 3,055,000 AA-/Aa3 Massachusetts State Housing Finance Agency, 5.25%, 12/1/33 3,153,799 23,437,858 Michigan - 4.4% 1,500,000 BBB-/NR John Tolfree Health System Corp., 6.0%, 9/15/23 1,523,640 2,000,000 BB-/Ba3 Michigan State Hospital Finance Authority Revenue, 5.5%, 8/15/23 1,871,800 4,010,000 BBB-/Ba1 Michigan State Hospital Finance Authority Revenue, 6.0%, 2/1/24 4,016,095 2,000,000 +NR/NR Michigan State Hospital Finance Authority Revenue, 6.4%, 1/1/15 2,069,640 7,690,000 NR/NR Wayne Charter County Michigan Special Airport Facilities Revenue, 6.75%, 12/1/15 6,025,730 15,506,905 Minnesota - 4.3% 1,675,000 BB/NR Duluth Economic Development Authority Health Care Facilities Revenue, 7.25%, 6/15/32 1,761,849 13,260,000NR/NR Minneapolis/St. Paul Metropolitan Airports, 7.0%, 4/1/25 12,131,707 1,430,000 BB+/NR St. Paul Housing & Redevelopment Authority, 6.625%, 11/1/17 1,434,590 15,328,146 Mississippi - 0.9% 3,000,000 BBB-/Ba1 Mississippi Business Finance Corp. Pollution Control Revenue, 5.9%, 5/1/22 3,045,420 Missouri - 1.2% 5,500,000 NR/B3 St. Louis Industrial Development Authority Revenue, 7.25%, 12/15/35 4,105,090 Nevada - 1.4% 1,000,000 BBB-/NR Clark County Industrial Development Revenue, 5.45%, 3/1/38 1,064,430 1,850,000 B-/NR Clark County Industrial Development Revenue, 5.5%, 10/1/30 1,843,840 2,000,000 NR/NR Nevada State Department of Business & Industry, 7.25%, 1/1/23 2,100,880 5,009,150 New Hampshire - 0.9% 3,000,000 AAA/Aaa Manchester School Facilities Revenue, 5.125%, 6/1/28 3,173,880 New Jersey - 9.3% 2,000,000 B/Caa2 New Jersey Economic Development Authority Revenue, 6.25%, 9/15/19 1,864,380 13,350,000B/Caa2 New Jersey Economic Development Authority Revenue, 6.25%, 9/15/29 12,183,076 1,000,000 B/Caa2 New Jersey Economic Development Authority Revenue, 6.4%, 9/15/23 938,320 6,150,000 B/Caa2 New Jersey Economic Development Authority Revenue, 7.0%, 11/15/30 6,058,119 10,000,000BBB/Baa3 Tobacco Settlement Financing Corp., 6.75%, 6/1/39 11,807,600 32,851,495 New Mexico - 1.5% 3,700,000 ++ NR/NR New Mexico Hospital Equipment Loan Council, 6.4%, 6/1/16 3,872,901 1,350,000 BBB-/NR Santa Fe Educational Facilities Revenue, 5.75%, 10/1/28 1,369,089 5,241,990 New York - 6.0% 2,000,000 A/NR New York City Industrial Development Agency, 5.375%, 6/1/23 2,074,040 6,225,000 CCC/Caa2 New York City Industrial Development Agency, 6.9%, 8/1/24 5,291,437 5,000,000 AAA/Aaa New York City Trust Cultural Resources Revenue, 5.125%, 7/1/31 5,256,750 2,000,000 NR/NR Suffolk County Industrial Development Agency, 7.25%, 1/1/30 2,081,760 6,000,000 AAA/Aaa Triborough Bridge & Tunnel Authority Revenue, 5.25%, 11/15/30 6,454,440 21,158,427 North Carolina - 1.5% 4,600,000 NR/NR Charlotte North Carolina Special Facilities Revenue, 7.75%, 2/1/28 3,308,090 1,980,000 AA+/Aa1 North Carolina Capital Facilities Financial Agency Revenue, 5.0%, 10/1/41 2,073,159 5,381,249 3,000,000 +AAA/Aaa Oklahoma Development Finance Authority Revenue, 5.625%, 8/15/19 3,274,710 8,000,000 +AAA/Aaa Oklahoma Development Finance Authority Revenue, 5.625%, 8/15/29 8,732,560 4,100,000 B-/Caa2 Tulsa Municipal Airport Revenue, 5.65%, 12/1/35 3,953,753 1,225,000 B-/Caa2 Tulsa Municipal Airport Revenue, 6.25%, 6/1/20 1,148,499 4,350,000 B-/Caa2 Tulsa Municipal Airport Revenue, 7.35%, 12/1/11 4,350,087 21,459,609 Oregon - 4.5% 1,000,000 NR/NR Klamath Falls Electric Revenue, 5.75%, 1/1/13 1,024,370 7,000,000 NR/NR Klamath Falls Electric Revenue, 6.0%, 1/1/25 7,101,290 7,500,000 NR/NR Western Generation Agency Cogeneration Project Revenue, 7.125%, 1/1/21 7,615,500 15,741,160 Pennsylvania - 5.6% 1,550,000 NR/Baa1 Allegheny County Hospital Development Authority Revenue, 5.125%, 5/1/25 1,487,039 12,300,000B/B1 Allegheny County Hospital Development Authority Revenue, 9.25%, 11/15/30 14,764,920 1,000,000 BB-/NR Columbia County Hospital Authority Health Care Revenue, 5.9%, 6/1/29 903,770 1,000,000 BBB/Ba2 Hazleton Health Services Authority Hospital Revenue, 5.625%, 7/1/17 945,550 1,280,000 NR/B2 Langhorne Manor Borough Higher Education & Health Authority Revenue, 7.35%, 7/1/22 1,280,115 500,000 BBB+/NR Pennsylvania Higher Educational Facilities Authority Revenue, 5.4%, 7/15/36 523,990 19,905,384 Rhode Island - 1.2% 4,000,000 NR/NR Central Falls Detention Facilities Revenue, 7.25%, 7/15/35 4,102,400 South Carolina - 7.8% 4,250,000 BBB/Baa2 Georgetown County Environmental Improvement Revenue, 5.95%, 3/15/14 4,804,752 15,000,000AA-/Aa3 Greenville County School District, 5.5%, 12/1/28 16,240,350 5,850,000 BBB+/Baa1 South Carolina Jobs Economic Development Authority Revenue, 6.375%, 8/1/34 6,480,630 27,525,732 Tennessee - 3.7% 7,000,000 BBB+/Baa2 Johnson City Health & Educational Facilities Board Hospital Revenue, 7.5%, 7/1/33 8,291,780 4,480,000 NR/Baa3 Knox County Health Educational & Housing Facilities Board Hospital Revenue, 6.375%, 4/15/22 4,760,762 13,052,542 Texas - 8.7% 7,500,000 CCC/Caa2 Alliance Airport Authority Special Facilities Revenue, 7.5%, 12/1/29 6,722,175 1,345,000 NR/Baa3 Bexar County Housing Finance Corp., 8.0%, 12/1/36 1,402,835 2,500,000 BBB-/Ba1 Brazos River Authority Revenue, 5.375%, 4/1/19 2,599,075 1,000,000 CCC/Caa2 Dallas-Fort Worth International Airport Revenue, 6.0%, 11/1/14 855,940 5,000,000 CCC/Caa2 Dallas-Fort Worth International Airport Revenue, 6.15%, 5/1/29 4,817,800 485,000 C/Ca Dallas-Fort Worth International Airport Revenue, 6.25%, 11/1/13 135,795 7,750,000 C/Ca Dallas-Fort Worth International Airport Revenue, 7.125%, 11/1/26 2,092,500 2,800,000 C/Ca Dallas-Fort Worth International Airport Revenue, 7.6%, 11/1/11 868,000 7,715,000 C/Ca Dallas-Fort Worth International Airport Revenue, 7.625%, 11/1/21 2,083,050 4,000,000 NR/NR Decatur Hospital Authority Revenue, 7.0%, 9/1/25 4,412,360 1,000,000 BB/NR Georgetown Health Facilities Development Corp., 6.25%, 8/15/29 1,039,130 3,750,000 B-/Caa2 Houston Airport System Special Facilities Revenue, 5.7%, 7/15/29 3,002,288 500,000 BBB-/Baa2 Sabine River Authority Pollution Control Revenue, 6.15%, 8/1/22 550,020 30,580,968 Vermont - 0.5% 1,500,000 A-/A3 Vermont Educational & Health Buildings Financing Agency Revenue, 6.0%, 10/1/28 1,695,225 Virginia - 1.5% 1,000,000 BBB/Baa3 Peninsula Ports Authority, 6.0%, 4/1/33 1,077,260 4,000,000 BB/NR Pocahontas Parkway Association of Virginia Toll Road Revenue, 5.5%, 8/15/28 4,162,880 5,240,140 Washington - 5.6% 4,710,000 AAA/Aaa Spokane Public Facilities District Hotel/Motel Tax & Sales, 5.75%, 12/1/27 5,342,883 7,025,000 BBB/Baa3 Tobacco Settlement Authority Washington, 6.625%, 6/1/32 7,805,337 14,315,000AAA/Aaa Washington State General Obligation, 0.0%, 6/1/22 6,601,219 19,749,439 5,000,000 BBB-/Baa3 Sweetwater County Solid Waste Disposal Revenue, 6.9%, 9/1/24 5,068,200 TOTAL TAX-EXEMPT OBLIGATIONS (Cost $406,613,490) 443,990,036 Shares TAX-EXEMPT MONEY MARKET MUTUAL FUND - 0.0% of Net Assets 24,928 BlackRock Provident Institutional Municipal Fund 24,928 TOTAL TAX-EXEMPT MONEY MARKET MUTUAL FUND (Cost $24,928) 24,928 TOTAL INVESTMENTS IN SECURITIES - 126.0% (Cost $406,638,418) (b) (c) $ 444,014,964 OTHER ASSETS AND LIABILITIES - 2.7% $ 9,459,568 466,434,928 PREFERRED SHARES AT REDEMPTION VALUE - (28.7)% $ (101,000,000) NET ASSETS APPLICABLE TO COMMON SHAREOWNERS - 100.0% $ 352,474,532 NR Security not rated by S&P or Moody's. (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, 2005 the value of these securities amounted to $976,510 or 0.3% of net assets applicable to common shareowners. + Prerefunded bonds have been collaterized by U.S. Treasury securities 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. '++ Prerefunded bonds have been collaterized by cash sufficient to pay interest and principal on the tax exempt issue and to retire the bonds in full at the earliest refunding date. (a) Indicates a security that has a zero coupon that remains in effect until a predetermined date at which time the stated coupon rate becomes effective until final maturity. (b) At July 31, 2005, the net unrealized gain on investments based on cost for federal income tax purposes of $405,443,336 was as follows: Aggregate gross unrealized gain for all investments in which there is an excess of value over tax cost $ 50,120,855 Aggregate gross unrealized loss for all investments in which there is an excess of tax cost over value -11,549,227 Net unrealized gain $ 38,571,628 For financial reporting purposes net unrealized gain on investments was $37,376,546 and cost of investments aggregated $406,638,418 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 certifying officers have determined that the registrant's disclosure controls and procedures are effective based on an evaluation of these controls and procedures as of a date within 90 days prior to 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 was no significant change in the registrant's internal controls over financial reporting 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. 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. 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 Advantage Trust: By (Signature and Title)* /s/ John F. Cogan, Jr. John F. Cogan, Jr, President Date September 29, 2005 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, 2005 By (Signature and Title)* /s/ Vincent Nave Vincent Nave, Treasurer Date September 29, 2005 * Print the name and title of each signing officer under his or her signature.