PAGE 1 000 A000000 05/31/2011 000 C000000 0001293613 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 KAYNE ANDERSON MLP INVESTMENT COMPANY 001 B000000 811-21593 001 C000000 8776573863 002 A000000 717 TEXAS AVENUE, SUITE 3100 002 B000000 HOUSTON 002 C000000 TX 002 D010000 77002 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 007 C010200 2 007 C010300 3 007 C010400 4 007 C010500 5 007 C010600 6 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A000001 KA FUND ADVISORS, LLC 008 B000001 A 008 C000001 801-67089 008 D010001 HOUSTON 008 D020001 TX 008 D030001 77002 010 A000001 ULTIMUS FUND SOLUTIONS, LLC 010 B000001 84-58290 010 C010001 CINCINNATI 010 C020001 OH 010 C030001 45246 011 A000001 CITIGROUP GLOBAL MARKETS INC. 011 B000001 8-8177 011 C010001 NEW YORK 011 C020001 NY 011 C030001 10013 011 A000002 UBS SECURITIES LLC 011 B000002 8-22651 011 C010002 STAMFORD PAGE 2 011 C020002 CT 011 C030002 06901 011 A000003 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. 011 B000003 8-7221 011 C010003 NEW YORK 011 C020003 NY 011 C030003 10036 011 A000004 MORGAN STANLEY & CO. INCORPORATED 011 B000004 8-15869 011 C010004 NEW YORK 011 C020004 NY 011 C030004 10036 011 A000005 RBC CAPITAL MARKETS CORPORATION 011 B000005 8-1672 011 C010005 NY 011 C020005 NY 011 C030005 10006 011 A000006 STIFEL, NICOLAUS & COMPANY, INCORPORATED 011 B000006 8-1447 011 C010006 ST. LOUIS 011 C020006 MO 011 C030006 63102 011 A000007 ROBERT W. BAIRD & CO. INCORPORATED 011 B000007 8-497 011 C010007 MILWAUKEE 011 C020007 WI 011 C030007 53202 011 A000008 MADISON WILLIAMS AND COMPANY LLC 011 B000008 8-68150 011 C010008 NY 011 C020008 NY 011 C030008 10022 011 A000009 WUNDERLICH SECURITIES 011 B000009 8-31206 011 C010009 MEMPHIS 011 C020009 TN 011 C030009 38119 011 A000010 WELLS FARGO SECURITES, LLC 011 B000010 8-65876 011 C010010 CHARLOTTE 011 C020010 NC 011 C030010 28262 011 A000011 DELETE 011 A000012 DELETE 011 A000013 DELETE 012 A000001 AMERICAN STOCK TRANSFER & TRUST CO., LLC 012 B000001 84-00416 012 C010001 NEW YORK 012 C020001 NY 012 C030001 10038 013 A000001 PRICEWATERHOUSECOOPERS LLP PAGE 3 013 B010001 LOS ANGELES 013 B020001 CA 013 B030001 90071 014 A000001 KA ASSOCIATES, INC. 014 B000001 8-45640 015 A000001 JPMORGAN CHASE BANK, N.A. 015 B000001 C 015 C010001 DALLAS 015 C020001 TX 015 C030001 75254 015 E010001 X 018 000000 Y 019 A000000 Y 019 B000000 4 019 C000000 KAYNEANDER 020 A000001 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. 020 B000001 13-5674085 020 C000001 68 020 A000002 CREDIT SUISSE SECURITIES (USA) LLC 020 B000002 05-0546650 020 C000002 52 020 A000003 GOLDMAN, SACHS & CO. 020 B000003 13-5108880 020 C000003 35 020 A000004 JEFFERIES & COMPANY, INC. 020 B000004 95-2622900 020 C000004 30 020 A000005 RBC CAPITAL MARKETS CORPORATION 020 B000005 13-5033225 020 C000005 27 020 A000006 CANTOR FITZGERALD & COMPANY 020 B000006 13-3680184 020 C000006 22 020 A000007 CITIGROUP GLOBAL MARKETS, INC. 020 B000007 11-2418191 020 C000007 20 020 A000008 BARCLAYS CAPITAL INC. 020 B000008 06-1031656 020 C000008 18 020 A000009 WELLS FARGO BROKERAGE SERVICES LLC 020 B000009 41-1508325 020 C000009 18 020 A000010 UBS SECURITIES LLC 020 B000010 13-3873456 020 C000010 18 021 000000 410 022 A000001 J.P. MORGAN SECURITIES INC. 022 B000001 13-3299429 022 C000001 1457097 022 D000001 1961137 022 A000002 WELLS FARGO BROKERAGE SERVICES LLC PAGE 4 022 B000002 41-1508325 022 C000002 58370 022 D000002 11964 022 A000003 BARCLAYS CAPITAL INC. 022 B000003 06-1031656 022 C000003 27975 022 D000003 19771 022 A000004 BANK OF AMERICA SECURITIES LLC 022 B000004 56-2058405 022 C000004 19372 022 D000004 10550 022 A000005 WACHOVIA SECURITIES, LLC 022 B000005 34-1542819 022 C000005 8417 022 D000005 20288 022 A000006 CITIGROUP GLOBAL MARKETS, INC. 022 B000006 11-2418191 022 C000006 25152 022 D000006 0 022 A000007 MORGAN STANLEY & CO. INCORPORATED 022 B000007 13-2655998 022 C000007 22732 022 D000007 0 022 A000008 GOLDMAN, SACHS & CO. 022 B000008 13-5108880 022 C000008 16002 022 D000008 4090 022 A000009 UBS SECURITIES LLC 022 B000009 13-3873456 022 C000009 10520 022 D000009 6418 022 A000010 CREDIT SUISSE SECURITIES (USA) LLC 022 B000010 05-0546650 022 C000010 4644 022 D000010 5475 023 C000000 1658694 023 D000000 2047181 024 000000 Y 025 A000001 J.P. MORGAN SECURITIES INC. 025 B000001 13-3299429 025 C000001 D 025 D000001 17069 025 D000002 0 025 D000003 0 025 D000004 0 025 D000005 0 025 D000006 0 025 D000007 0 025 D000008 0 025 D000009 0 025 D000010 0 PAGE 5 025 D000011 0 025 D000012 0 025 D000013 0 025 D000014 0 025 D000015 0 025 D000016 0 025 D000017 0 025 D000018 0 025 D000019 0 025 D000020 0 025 D000021 0 025 D000022 0 025 D000023 0 025 D000024 0 025 D000025 0 025 D000026 0 025 D000027 0 025 D000028 0 025 D000029 0 025 D000030 0 025 D000031 0 025 D000032 0 025 D000033 0 025 D000034 0 025 D000035 0 025 D000036 0 025 D000037 0 025 D000038 0 025 D000039 0 025 D000040 0 025 D000041 0 025 D000042 0 025 D000043 0 025 D000044 0 025 D000045 0 025 D000046 0 025 D000047 0 025 D000048 0 025 D000049 0 025 D000050 0 025 D000051 0 025 D000052 0 025 D000053 0 025 D000054 0 025 D000055 0 025 D000056 0 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 N PAGE 6 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 028 A010000 0 028 A020000 0 028 A030000 0 028 A040000 0 028 B010000 0 028 B020000 0 028 B030000 0 028 B040000 0 028 C010000 0 028 C020000 0 028 C030000 0 028 C040000 0 028 D010000 0 028 D020000 0 028 D030000 0 028 D040000 0 028 E010000 0 028 E020000 0 028 E030000 0 028 E040000 0 028 F010000 0 028 F020000 0 028 F030000 0 028 F040000 0 028 G010000 0 028 G020000 0 028 G030000 0 028 G040000 0 028 H000000 0 030 A000000 0 030 B000000 0.00 030 C000000 0.00 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 035 000000 0 036 B000000 0 038 000000 0 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 PAGE 7 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 Y 048 000000 1.375 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000 048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 0 048 K020000 0.000 049 000000 N 050 000000 N 051 000000 N 052 000000 N 053 A000000 N 054 A000000 Y 054 B000000 Y 054 C000000 Y 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 Y 054 H000000 Y 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 Y 054 N000000 N 054 O000000 N 055 A000000 N 055 B000000 Y PAGE 8 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 N 060 B000000 N 061 000000 0 062 A000000 N 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 062 O000000 0.0 062 P000000 0.0 062 Q000000 0.0 062 R000000 0.0 063 A000000 0 063 B000000 0.0 066 A000000 Y 066 B000000 N 066 C000000 N 066 D000000 N 066 E000000 N 066 F000000 N 066 G000000 Y 067 000000 N 068 A000000 N 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 Y 070 B010000 Y 070 B020000 Y 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y PAGE 9 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 N 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 N 070 L010000 Y 070 L020000 N 070 M010000 N 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 Y 070 P010000 N 070 P020000 N 070 Q010000 Y 070 Q020000 N 070 R010000 Y 070 R020000 N 071 A000000 753116 071 B000000 348902 071 C000000 3276527 071 D000000 11 072 A000000 6 072 B000000 1792 072 C000000 11025 072 D000000 0 072 E000000 0 072 F000000 22560 072 G000000 621 072 H000000 0 072 I000000 7 072 J000000 188 072 K000000 0 072 L000000 138 072 M000000 112 072 N000000 39 072 O000000 -12497 072 P000000 16159 072 Q000000 110 072 R000000 213 072 S000000 72 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 5526 072 X000000 33248 PAGE 10 072 Y000000 0 072 Z000000 -20431 072AA000000 85232 072BB000000 0 072CC010000 51017 072CC020000 0 072DD010000 64801 072DD020000 0 072EE000000 0 073 A010000 0.9497 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.0303 074 A000000 627 074 B000000 17069 074 C000000 0 074 D000000 61745 074 E000000 0 074 F000000 3482568 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 9246 074 K000000 0 074 L000000 1430 074 M000000 10356 074 N000000 3583041 074 O000000 5168 074 P000000 11880 074 Q000000 775000 074 R010000 0 074 R020000 0 074 R030000 77 074 R040000 476070 074 S000000 260000 074 T000000 2054846 074 U010000 74627 074 U020000 0 074 V010000 27.53 074 V020000 0.00 074 W000000 0.0000 074 X000000 48 074 Y000000 8133 075 A000000 0 075 B000000 1949748 076 000000 29.43 077 A000000 Y 077 C000000 Y 077 I000000 Y 077 Q010000 Y 080 C000000 0 PAGE 11 081 B000000 0 082 B000000 0 083 B000000 0 084 B000000 0 086 A010000 6156 086 A020000 180015 086 B010000 0 086 B020000 0 086 C010000 4000 086 C020000 100000 086 D010000 0 086 D020000 0 086 E010000 230000 086 E020000 230000 086 F010000 75000 086 F020000 75000 087 A010000 KAYNE ANDERSON MLP INVESTMENT COMPANY 087 A020000 486606106 087 A030000 KYN 088 A000000 Y 088 B000000 N 088 C000000 N 088 D000000 Y SIGNATURE TERRY A. HART TITLE CFO