UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 -------- FORM N-PX -------- ANNUAL REPORT OF PROXY VOTING RECORD OF Aetos Capital Multi-Strategy Arbitrage Fund, LLC Investment Company Act File Number: 811-21061 Registrant Aetos Capital Multi-Strategy Arbitrage Fund, LLC c/o Aetos Capital, LLC 875 Third Avenue New York, NY 10022 (212)-201-2500 Principal Executive Offices James M. Allwin Aetos Capital, LLC 875 Third Avenue New York, NY 10022 Agent For Service Leonard B. Mackey, Jr., Esq. Clifford Chance US LLP 31 West 52nd Street New York, NY 10019 Date of Fiscal Year End: January 31 Date of Reporting Period: July 1, 2005 to June 30, 2006 -------- The Registrant did not cast any proxy votes during the reporting period. Accordingly, there are no proxy votes to report. -------- SIGNATURES 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. Aetos Capital Multi-Strategy Arbitrage Fund, LLC /s/ Scott D. Sawyer Treasurer Date: August 17, 2006