UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-PX ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number: 811-21593 -------------------------------------------- KAYNE ANDERSON MLP INVESTMENT COMPANY -------------------------------------------------------------------------------- (Exact name of registrant as specified in charter) 1800 AVENUE OF THE STARS LOS ANGELES, CALIFORNIA 90067 -------------------------------------------------------------------------------- (Address of principal executive offices) (Name and address of agent for service) Registrant's telephone number, including area code: 310-284-6438 ------------ Date of fiscal year-end: November 30th ------------- Date of reporting period: July 1, 2005 - June 30, 2006 ---------------------------- Item 1 - Proxy Voting Record - Attached on behalf of Kayne Anderson MLP Investment Company PROPOSED BY FOR/ MEETING (I)SSUER OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP DATE MATTER: (S)HRHLDR CAST? VOTED MGMT Atlas America, Inc. ATLS 049167109 4/26/2006 ELECT: William Bagnell I yes for for Nicholas Kinubile I yes for for VOTE: other business as may properly I yes for for be brought before the meeting or any adjournment thereof Magellan Midstream Partners, L.P. MMP 559080106 4/26/2006 ELECT: John Lancaster, Jr. I yes for for George O'Brien, Jr. I yes for for Thomas Souleles I yes for for MarkWest Hydrocarbon, Inc. MWP 570762104 12/28/2005 ELECT: John Fox I no rec'd 1/5/06 Frank Semple I no rec'd 1/5/06 Donald Wolf I no rec'd 1/5/06 APPROVE: certain amendments to the 1996 I no rec'd 1/5/06 stock incentive plan RATIFY: deloitte & touche LLP as I no rec'd 1/5/06 accountants Ship Finance International Ltd. SFL G81075106 11/30/2005 RE-ELECT: I no rec'd 11/30/05 Olav Trom I no rec'd 11/30/05 Kate Blankenship I no rec'd 11/30/05 Paul Leand Jr. APPOINT: Moore Stephens, P.C. as I no rec'd 11/30/05 auditor TRANSACT: other business as may properly I no rec'd 11/30/05 come before the meeting or any adjournment thereof PROPOSED BY FOR/ MEETING (I)SSUER OR VOTE HOW AGAINST ISSUER SYMBOL CUSIP DATE MATTER: (S)HRHLDR CAST? VOTED MGMT Frontline Ltd. FRO G3682E127 11/30/2005 RE-ELECT: John Fredriksen as director I yes for for RE-ELECT: Olav Trom as director I yes for for RE-ELECT: Kate Blankenship as director I yes for for RE-ELECT: Frixos Savvdies as director I yes for for APPOINT: pricewaterhousecoopers da of Olso I yes for for TRANSACT: other business as may properly I yes for for come before the meeting or any adjournment thereof Copano Energy, L.L.C. CPNO 217202100 10/27/2005 Class B conversion & issuance I yes for for proposal LTIP amendment porposal I yes for for Pursuant to the requirements of 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. Kayne Anderson MLP Investment Company (Registrant) By: /s/ Kevin S. McCarthy --------------------------------------------- Kevin S. McCarthy President of Kayne Anderson MLP Investment Company (Signature & Title) Date: August 23, 2006