# EDGAR Filing Document

**Accession Number:** 0001169580
**File Stem:** 0001104659-23-032873
**Filing Date:** 2023-3
**Character Count:** 8416
**Document Hash:** 8975defb406223120ae9fe16590d5cdc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-23-032873.hdr.sgml**: 20230315

**ACCESSION NUMBER**: 0001104659-23-032873

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230315

**DATE AS OF CHANGE**: 20230315

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AETOS MULTI-STRATEGY ARBITRAGE FUND LLC
- **CENTRAL INDEX KEY:** 0001169580
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21061
- **FILM NUMBER:** 23736044

**BUSINESS ADDRESS:**
- **STREET 1:** CLIFFORD CHANCE ROGER & WELLS
- **STREET 2:** 200 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10166
- **BUSINESS PHONE:** 212-201-2500

**MAIL ADDRESS:**
- **STREET 1:** AETOS ALTERNATIVES MANANGEMENT, LP
- **STREET 2:** 875 THIRD AVENUE, 6TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AETOS CAPITAL MULTI-STRATEGY ARBITRAGE FUND LLC
- **DATE OF NAME CHANGE:** 20060605

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AETOS MULTI STRATEGY ARBITRAGE FUND LLC
- **DATE OF NAME CHANGE:** 20020320

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AETOS MULTI-STRATEGY ARBITRAGE FUND LLC

- **b. Investment Company Act file number:** 811-21061

- **c. CIK number of Registrant:** 0001169580

- **d. LEI of Registrant:** 254900NXWKVVDK4PTY73

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 875 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 2122012500

**Item A.2. Information about the Series.**

- **a. Name of Series:** AETOS MULTI-STRATEGY ARBITRAGE FUND LLC

- **c. LEI of Series:** 254900NXWKVVDK4PTY73

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $383212600.02

**Total Liabilities:** $3640775.73

**Net Assets:** $379571824.29

**Cash Not Reported:** $9916687.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.99%                | 1.61%                | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $4284613.20                                |
| Month 2  | $0.00                    | $6937498.01                                |
| Month 3  | $25906634.17             | $-16886942.36                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                            | Identifiers                             | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| FFIP, L.P.                                  | FFIP, L.P. / ACMSAFLLC                                                           | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |     34997 | OU      | $49415598.61  | 0.13%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class R USD LP July 2021 / ACMSAFLLC         | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |       878 | OU      | $2974096.78   | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Farallon Capital Offshore Investors, Inc.   | Farallon Capital Offshore Investors, Inc. / Class D / Series O                   | CUSIP: N/A<br>LEI: 549300V4ANSPFZJHW311 | Long             |  | PF                | VG        |   3434245 | NS      | $75073581.13  | 0.20%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Parsec Onshore Partners, L.P.               | Parsec Onshore Partners, L.P. / Class I                                          | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      6883 | OU      | $52354471.58  | 0.14%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Governors Lane Onshore Fund LP              | Governors Lane Onshore Fund LP / Series 1                                        | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      1486 | OU      | $44680362.53  | 0.12%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class R USD LP January 2022 / ACMSAFLLC      | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      1000 | OU      | $2278265.24   | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class R USD LP January 2021 / ACMSAFLLC      | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |       710 | OU      | $1853513.80   | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class 41-103961 on Class A INST USD SC1 NI 0 | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |       408 | OU      | $17017995.42  | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class R USD LP October 2022 / ACMSAFLLC      | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      1000 | OU      | $4281768.21   | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Davidson Kempner Partners                   | Davidson Kempner Partners / ACMSAFLLC                                            | CUSIP: N/A<br>LEI: A8INQCMPQ7GG06PN3U65 | Long             |  | PF                | US        |      1557 | OU      | $74606569.16  | 0.20%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Oceanwood Opportunities Fund L.P.           | Oceanwood Opportunities Fund L.P. / Class R USD LP January 2023 S / ACMSAFLLC    | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      1000 | OU      | $3505852.14   | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Aequim Arbitrage Fund LP                    | Aequim Arbitrage Fund LP / Class Founders Class / ACMSAFLLC                      | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |      1347 | OU      | $43553177.61  | 0.11%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Luxor Capital Partners Liquidating SPV, LLC | Luxor Capital Partners Liquidating SPV, LLC / ACMSAFLLC                          | CUSIP: N/A<br>LEI: N/A                  | Long             |  | PF                | US        |       337 | OU      | $170608.65    | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2023-03-15

**Name of Applicant:** AETOS MULTI-STRATEGY ARBITRAGE FUND LLC

**Signature:** Michael Klein

**Name of Signer:** Michael Klein

**Title:** President