PAGE 1 000 A000000 06/30/2016 000 C000000 0001428690 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 AIP Multi-Strategy Fund A 001 B000000 811-22192 001 C000000 6102607600 002 A000000 100 Front Street, Suite 400 002 B000000 West Conshohocken 002 C000000 PA 002 D010000 19428 002 D020000 2881 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 008 A000001 MORGAN STANLEY AIP GP LP 008 B000001 A 008 C000001 801-60699 008 D010001 WEST CONSHOHOCKEN 008 D020001 PA 008 D030001 19428 008 D040001 2881 008 A000002 MORGAN STANLEY INVESTMENT MANAGEMENT LIMITED 008 B000002 S 008 C000002 801-26847 008 D010002 LONDON 008 D050002 UNITED KINGDOM 008 D060002 E14 4QA 010 A000001 STATE STREET BANK AND TRUST COMPANY 010 B000001 85-05003 010 C010001 BOSTON 010 C020001 MA 010 C030001 02111 011 A000001 MORGAN STANLEY DISTRIBUTION, INC. 011 B000001 8-44766 011 C010001 WEST CONSHOHOCKEN 011 C020001 PA 011 C030001 19428 011 C040001 2881 012 A000001 UMB FUND SERVICES, INC. 012 B000001 84-05792 012 C010001 MILWAUKEE PAGE 2 012 C020001 WI 012 C030001 53233 012 C040001 2301 013 A000001 ERNST & YOUNG LLP 013 B010001 PHILADELPHIA 013 B020001 PA 013 B030001 19103 014 A000001 BTMU CAPITAL CORPORATION 014 B000001 8-00000 014 A000002 BTMU LEASING & FINANCE 014 B000002 8-00000 014 A000003 BANK MORGAN STANLEY AG 014 B000003 8-00000 014 A000004 BANK OF TOKYO - MITSUBISHI UFJ LTD. 014 B000004 8-00000 014 A000005 BETTER ALTERNATIVE TRADING SYSTEM 014 B000005 8-00000 014 A000006 BLOCK INTEREST DISCOVERY SERVICE 014 B000006 8-00000 014 A000007 KABU.COM SECURITIES 014 B000007 8-00000 014 A000008 MITSUBISHI UFJ MORGAN STANLEY SECURITIES CO. 014 B000008 8-00000 014 A000009 MITSUBISHI UFJ TRUST & BANKING CORP. 014 B000009 8-00000 014 A000010 MORGAN STANLEY & CO. LLC 014 B000010 8-15869 014 A000011 MORGAN STANLEY & CO. INTERNATIONAL PLC 014 B000011 8-00000 014 A000012 MORGAN STANLEY AUSTRALIA SECURITIES LIMITED 014 B000012 8-00000 014 A000013 MORGAN STANLEY ASIA INTERNATIONAL LIMITED 014 B000013 8-00000 014 A000014 MORGAN STANLEY ASIA (SINGAPORE) PTE 014 B000014 8-00000 014 A000015 MORGAN STANLEY ASIA (SINGAPORE) SECURITIES PT 014 B000015 8-00000 014 A000016 MORGAN STANLEY CANADA LIMITED 014 B000016 8-00000 014 A000017 MORGAN STANLEY CAPITAL SERVICES LLC 014 B000017 8-00000 014 A000018 MORGAN STANLEY C.T.V.M. S.A. 014 B000018 8-00000 014 A000019 MORGAN STANLEY DISTRIBUTION, INC. 014 B000019 8-44766 014 A000020 MORGAN STANLEY GATEWAY SECURITIES JSC 014 B000020 8-00000 014 A000021 MORGAN STANLEY HONG KONG SECURITIES LIMITED 014 B000021 8-00000 014 A000022 MORGAN STANLEY INDIA COMPANY PRIVATE LTD. 014 B000022 8-00000 PAGE 3 014 A000023 MORGAN STANLEY MENKUL DEGERLER A.S. 014 B000023 8-00000 014 A000024 MORGAN STANLEY MEXICO, CASA DE BOLSA, SA DE C 014 B000024 8-00000 014 A000025 MORGAN STANLEY MUFG SECURITIES CO., LTD. 014 B000025 8-00000 014 A000026 MORGAN STANLEY SAUDI ARABIA 014 B000026 8-00000 014 A000027 MORGAN STANLEY SMITH BARNEY LLC 014 B000027 8-68191 014 A000028 MORGAN STANLEY TAIWAN LIMITED 014 B000028 8-00000 014 A000029 MORGAN STANLEY WEALTH MANAGEMENT AUSTRAILIA P 014 B000029 8-00000 014 A000030 MORGAN STANLEY, S.V. S.A. 014 B000030 8-00000 014 A000031 MUFG SECURITIE ASIA (SINGAPORE) LIMITED 014 B000031 8-00000 014 A000032 MUFG SECURITIES AMERICAS INC. 014 B000032 8-00000 014 A000033 MUFG SECURITIES ASIA LIMITED 014 B000033 8-00000 014 A000034 MUFG SECURITIES EMEA PLC 014 B000034 8-00000 014 A000035 MUNICENTER 014 B000035 8-00000 014 A000036 OOO MORGAN STANLEY BANK 014 B000036 8-00000 014 A000037 PRIME DEALER SERVICES CORP. 014 B000037 8-47025 014 A000038 PT. MORGAN STANLEY ASIA INDONESIA 014 B000038 8-00000 014 A000039 RMB MORGAN STANLEY 014 B000039 8-00000 014 A000040 TOKYO CREDIT SERVICES 014 B000040 8-00000 014 A000041 UNION BANC INVESTMENT SERVICES 014 B000041 8-30706 014 A000042 UNIONBANCAL CORPORATION 014 B000042 8-00000 015 A000001 STATE STREET BANK AND TRUST COMPANY 015 B000001 C 015 C010001 BOSTON 015 C020001 MA 015 C030001 02111 015 E010001 X 018 000000 Y 019 A000000 Y 019 B000000 10 019 C000000 MS AIPGPLP 021 000000 0 PAGE 4 022 A000001 STATE STR INSTL LIQUID RESVS FUND 022 B000001 01-0810459 022 C000001 6645 022 D000001 6467 022 A000002 D.E. Shaw Valence International Fund, L.P. 022 C000002 5000 022 D000002 0 022 A000003 Graticule Asia Macro Fund Ltd 022 C000003 0 022 D000003 2661 022 A000004 KEY SQUARE INTERNATIONAL FUND LTD 022 C000004 2500 022 D000004 0 022 A000005 Teza Offshore Fund V, Ltd. 022 C000005 1725 022 D000005 0 022 A000006 GSA QMS FUND LIMITED 022 C000006 1595 022 D000006 0 022 A000007 VISIUM BALANCED OFFSHORE FUND, LTD. 022 C000007 0 022 D000007 1357 022 A000008 TWO SIGMA ABSOLUTE RETURN MACRO CAYMAN FUND, 022 C000008 1325 022 D000008 0 022 A000009 MAGNETAR GLOBAL EVENT DRIVEN FUND LTD 022 C000009 0 022 D000009 835 022 A000010 Rokos Global Macro Fund Limited 022 C000010 825 022 D000010 0 023 C000000 21815 023 D000000 14105 024 000000 N 026 A000000 N 026 B000000 N 026 C000000 Y 026 D000000 Y 026 E000000 N 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 PAGE 5 028 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 0 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 Y 048 000000 1.000 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 PAGE 6 048 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 N 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 N 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 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 N 060 B000000 N 061 000000 50000 062 A000000 N 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 PAGE 7 062 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 Y 066 D000000 N 066 E000000 N 066 F000000 N 066 G000000 N 067 000000 N 068 A000000 N 068 B000000 Y 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 Y 070 B020000 N 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 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 Y 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 Y 070 L010000 Y 070 L020000 Y 070 M010000 Y PAGE 8 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 N 070 P010000 Y 070 P020000 N 070 Q010000 Y 070 Q020000 N 070 R010000 Y 070 R020000 N 071 A000000 15170 071 B000000 7638 071 C000000 83123 071 D000000 9 072 A000000 6 072 B000000 0 072 C000000 0 072 D000000 0 072 E000000 0 072 F000000 361 072 G000000 23 072 H000000 0 072 I000000 13 072 J000000 16 072 K000000 0 072 L000000 13 072 M000000 4 072 N000000 26 072 O000000 0 072 P000000 144 072 Q000000 0 072 R000000 30 072 S000000 45 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 6 072 X000000 681 072 Y000000 53 072 Z000000 -628 072AA000000 1168 072BB000000 0 072CC010000 0 072CC020000 2327 072DD010000 0 072DD020000 0 072EE000000 0 073 A010000 0.0000 073 A020000 0.0000 073 B000000 0.0000 PAGE 9 073 C000000 0.0000 074 A000000 736 074 B000000 0 074 C000000 178 074 D000000 0 074 E000000 0 074 F000000 0 074 G000000 0 074 H000000 0 074 I000000 82796 074 J000000 2448 074 K000000 0 074 L000000 0 074 M000000 2 074 N000000 86160 074 O000000 0 074 P000000 183 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 14834 074 S000000 0 074 T000000 71143 074 U010000 74 074 U020000 0 074 V010000 960.85 074 V020000 0.00 074 W000000 0.0000 074 X000000 257 074 Y000000 0 075 A000000 0 075 B000000 72138 076 000000 960.85 077 A000000 N 078 000000 N 080 C000000 0 081 B000000 0 082 B000000 0 083 B000000 0 084 B000000 0 086 A010000 31 086 A020000 30177 086 B010000 30 086 B020000 29471 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 PAGE 10 086 F010000 0 086 F020000 0 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 N SIGNATURE NOEL LANGLOIS TITLE TREASURER AND PRINCIPAL FINANCIAL OFFICER