CERTIFICATION
                              Pursuant to Section 906
                        of the Sarbanes-Oxley Act of 2002


         The undersigned, the President of Aetos Capital Multi-Strategy
Arbitrage Fund, LLC (the "Fund"), with respect to the Fund's Form N-CSR for the
period ended January 31, 2005 as filed with the Securities and Exchange
Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted
pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of
my knowledge:

         1. such Form N-CSR fully complies with the requirements of section
13(a) or 15(d) of the Securities Exchange Act of 1934; and

         2. the information contained in such Form N-CSR fairly presents, in all
material respects, the financial condition and results of operations of the
Fund.


Dated: March 29, 2005


                                              /s/ Michael F. Klein
                                              --------------------
                                              Michael F. Klein