# EDGAR Filing Document

**Accession Number:** 0001690996
**File Stem:** 0002048251-26-005388
**Filing Date:** 2026-6
**Character Count:** 22702
**Document Hash:** 7c2bd889f20765da4e7683eb52edffe3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005388.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002048251-26-005388

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** City National Rochdale Select Strategies Fund
- **CENTRAL INDEX KEY:** 0001690996

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23217
- **FILM NUMBER:** 261127401

**BUSINESS ADDRESS:**
- **STREET 1:** 400 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-4406
- **BUSINESS PHONE:** 800-708-8881

**MAIL ADDRESS:**
- **STREET 1:** 400 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-4406

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** City National Rochdale Reinsurance Premium Fund
- **DATE OF NAME CHANGE:** 20161129

## Nport-Ex

Schedule of Investments

*April 30, 2026 *(Unaudited)*

City National Rochdale Select Strategies Fund

---

| | | |
|:---|:---|:---|
| Description | Cost (000) | Value (000) |
| **Structured Investments Equity-Linked Notes\*†‡(A)[94.0%]** | **Structured Investments Equity-Linked Notes\*†‡(A)[94.0%]** | **Structured Investments Equity-Linked Notes\*†‡(A)[94.0%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquake [3.1%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delancey Segregated Account | $4927 | $7328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Efficiency [42.1%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadway Segregated Account | 24169 | 49697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hollywood Segregated Account | 26189 | 49038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Efficiency** |  | 98735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Frequency [14.0%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlantic Segregated Account | 4713 | 8036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jay Segregated Account | 2557 | 4803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ocean Segregated Account | 3946 | 7889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park Segregated Account | 4549 | 7610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunset Segregated Account | 2127 | 4394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Frequency** |  | 32732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multi-Peril [9.2%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carmelia Segregated Account | 4815 | 8179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nassau Segregated Account | 3462 | 7604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venice Segregated Account | 2871 | 5976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Multi-Peril** |  | 21759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Non-Florida [2.8%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lexington Segregated Account | 3606 | 6640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Opportunistic [5.4%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevado Segregated Account | 4031 | 7470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinity Segregated Account | 2520 | 5128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Opportunistic** |  | 12598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Wind [17.4%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fulton Segregated Account | 3454 | 5737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Glendale Segregated Account | 4662 | 8193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;King Segregated Account | 4837 | 7855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Segregated Account | 4298 | 8197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rodeo Segregated Account | 2151 | 4682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wilshire Segregated Account | 3947 | 6383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Wind** |  | 41047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Structured Investments Equity-Linked Notes** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Structured Investments Equity-Linked Notes** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Structured Investments Equity-Linked Notes** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $117,831) |  | 220839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [94.0%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [94.0%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [94.0%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $117,831) |  | $220839 |

---

Percentages are based on net assets of $234,914 (000).

\* Non-income producing securities

† Securities considered illiquid. The total value of such securities
as of April 30, 2026, was $220,839 (000) and represented 94.0% of the net assets of the Fund.

‡ Securities considered restricted. The total value of such securities
as of April 30, 2026, was $220,839 (000) and represented 94.0% of the net assets of the Fund. For each restricted security there are
various acquisition dates. It is the Fund's intent to continue to periodically invest in restricted securities.

(A) Level 3 security in accordance with the fair value hierarchy.

As of April 30, 2026, structured investments in Equity-Linked Notes with a fair value of $220,839 (000) were valued using the Special Purpose Entities' NAV.

A list of the restricted securities, excluding 144a, held by the Fund at April 30, 2026, is as follows:

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Acquisition Date Range** | **Cost (000)** | **Value (000)** |
| Delancey Segregated Account | 8/2/2017 - 5/10/2023 | $4927 | $7328 |
| Broadway Segregated Account | 8/2/2017 - 5/23/2022 | 24169 | 49697 |
| Hollywood Segregated Account | 8/2/2017 - 5/10/2023 | 26189 | 49038 |
| Atlantic Segregated Account | 8/2/2017 - 5/10/2023 | 4713 | 8036 |
| Jay Segregated Account | 8/2/2017 - 8/11/2021 | 2557 | 4803 |
| Ocean Segregated Account | 8/2/2017 - 8/11/2021 | 3946 | 7889 |
| Park Segregated Account | 8/2/2017 - 8/11/2021 | 4549 | 7610 |
| Sunset Segregated Account | 8/2/2017 - 5/23/2022 | 2127 | 4394 |
| Carmelia Segregated Account | 8/2/2017 - 5/10/2023 | 4815 | 8179 |
| Nassau Segregated Account | 8/2/2017 - 8/11/2021 | 3462 | 7604 |
| Venice Segregated Account | 8/2/2017 - 5/10/2023 | 2871 | 5976 |
| Lexington Segregated Account | 8/2/2017 - 8/11/2021 | 3606 | 6640 |
| Elevado Segregated Account | 8/2/2017 - 8/11/2021 | 4031 | 7470 |
| Trinity Segregated Account | 8/2/2017 - 5/23/2022 | 2520 | 5128 |
| Fulton Segregated Account | 8/2/2017 - 8/11/2021 | 3454 | 5737 |
| Glendale Segregated Account | 8/2/2017 - 5/10/2023 | 4662 | 8193 |
| King Segregated Account | 8/2/2017 - 8/11/2021 | 4837 | 7855 |
| Madison Segregated Account | 8/2/2017 - 5/10/2023 | 4298 | 8197 |
| Rodeo Segregated Account | 8/2/2017 - 5/23/2022 | 2151 | 4682 |
| Wilshire Segregated Account | 8/2/2017 - 8/11/2021 | 3947 | 6383 |
|  |  | $117831 | $220839 |

---

CITY NATIONAL ROCHDALE FUNDS \| PAGE 1

Summary of Segregated Accounts

*April 30, 2026 (Unaudited)*

City National Rochdale Select Strategies Fund

A summary of the Segregated Accounts that the Fund holds in the NB Reinsurance, Ltd. ("NB RE, Ltd.") Portfolio is as follows:

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Status** | **Maturity Range** | **Market Value of NB Reinsurance, Ltd. (000)\*** |
| **Earthquake** | **Earthquake** | **Earthquake** | **Earthquake** |
| Delancey |  |  | $108464 |
| United States | United States | United States | United States |
| 6 Contracts (5 Cat Bonds) | Live | 5/2026 - 7/2030 |  |
| 29 Contracts (11 Cat Bonds) | Matured | 8/2017 - 3/2026 |  |
| **Efficiency** | **Efficiency** | **Efficiency** | **Efficiency** |
| Broadway |  |  | 688590 |
| North America, Europe, Australia, Japan | North America, Europe, Australia, Japan | North America, Europe, Australia, Japan | North America, Europe, Australia, Japan |
| 41 Contracts (2 Cat Bonds) | Live | 5/2026 - 1/2029 |  |
| 501 Contracts (28 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |
| Hollywood |  |  | 732997 |
| North America, Europe, Australia | North America, Europe, Australia | North America, Europe, Australia | North America, Europe, Australia |
| 42 Contracts (4 Cat Bonds) | Live | 5/2026 - 1/2029 |  |
| 502 Contracts (32 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |
| **Frequency** | **Frequency** | **Frequency** | **Frequency** |
| Atlantic |  |  | 116029 |
| United States | United States | United States | United States |
| 4 Contracts (3 Cat Bonds) | Live | 5/2026 - 1/2030 |  |
| 24 Contracts (7 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |
| Jay |  |  | 67672 |
| United States | United States | United States | United States |
| 6 Contracts (5 Cat Bonds) | Live | 12/2026 - 1/2029 |  |
| 17 Contracts (6 Cat Bonds) | Matured | 4/2018 - 4/2026 |  |
| Ocean |  |  | 108866 |
| North America | North America | North America | North America |
| 5 Contracts (4 Cat Bonds) | Live | 1/2027 - 7/2029 |  |
| 33 Contracts (9 Cat Bonds) | Matured | 9/2017 - 2/2026 |  |
| Park |  |  | 106210 |
| North America | North America | North America | North America |
| 2 Contracts (1 Cat Bonds) | Live | 5/2026 - 1/2028 |  |
| 34 Contracts (9 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |
| Sunset |  |  | 60246 |
| United States | United States | United States | United States |
| 4 Contracts (4 Cat Bonds) | Live | 6/2027 - 9/2028 |  |
| 32 Contracts (14 Cat Bonds) | Matured | 12/2018 - 3/2026 |  |
| **Multi Peril** | **Multi Peril** | **Multi Peril** | **Multi Peril** |
| Carmelia |  |  | 118232 |
| United States, Japan, Europe, Australia, New Zealand | United States, Japan, Europe, Australia, New Zealand | United States, Japan, Europe, Australia, New Zealand | United States, Japan, Europe, Australia, New Zealand |
| 6 Contracts (5 Cat Bonds) | Live | 5/2026 - 7/2030 |  |
| 16 Contracts (4 Cat Bonds) | Matured | 12/2017 - 6/2025 |  |
| Nassau |  |  | 107215 |
| United States | United States | United States | United States |
| 5 Contracts (5 Cat Bonds) | Live | 1/2027 - 4/2028 |  |
| 33 Contracts (15 Cat Bonds) | Matured | 12/2017 -1/2026 |  |
| Venice |  |  | 82462 |
| United States | United States | United States | United States |
| 4 Contracts (3 Cat Bonds) | Live | 5/2026 - 12/2029 |  |
| 20 Contracts (4 Cat Bonds) | Matured | 7/2018 - 3/2026 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Status** | **Maturity Range** | **Market Value of NB Reinsurance, Ltd. (000)\*** |
| **Non-Florida** | **Non-Florida** | **Non-Florida** | **Non-Florida** |
| Lexington |  |  | $96307 |
| United States, Japan | United States, Japan | United States, Japan | United States, Japan |
| 5 Contracts (4 Cat Bonds) | Live | 6/2026 - 2/2029 |  |
| 35 Contracts (17 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |
| **Opportunistic** | **Opportunistic** | **Opportunistic** | **Opportunistic** |
| Elevado |  |  | 109287 |
| United States | United States | United States | United States |
| 4 Contracts (3 Cat Bonds) | Live | 6/2026 - 6/2028 |  |
| 24 Contracts (6 Cat Bonds) | Matured | 12/2017 - 12/2025 |  |
| Trinity |  |  | 70385 |
| United States | United States | United States | United States |
| 5 Contracts (4 Cat Bonds) | Live | 12/2026 - 2/2028 |  |
| 25 Contracts (7 Cat Bonds) | Matured | 12/2017 - 12/2025 |  |
| **Wind** | **Wind** | **Wind** | **Wind** |
| Fulton |  |  | 79636 |
| United States - Florida | United States - Florida | United States - Florida | United States - Florida |
| 5 Contracts (5 Cat Bonds) | Live | 1/2027 - 2/2029 |  |
| 24 Contracts (9 Cat Bonds) | Matured | 11/2017 - 3/2026 |  |
| Glendale |  |  | 118085 |
| United States | United States | United States | United States |
| 3 Contracts (2 Cat Bonds) | Live | 12/2026 - 4/2030 |  |
| 18 Contracts (4 Cat Bonds) | Matured | 12/2017 - 3/2026 |  |
| King |  |  | 109035 |
| United States | United States | United States | United States |
| 2 Contracts (1 Cat Bonds) | Live | 5/2026 - 1/2028 |  |
| 26 Contracts (6 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| Madison |  |  | 113389 |
| United States | United States | United States | United States |
| 2 Contracts (2 Cat Bonds) | Live | 1/2028 - 7/2029 |  |
| 32 Contracts (9 Cat Bonds) | Matured | 11/2017 - 12/2025 |  |
| Rodeo |  |  | 64005 |
| United States, Japan, Europe | United States, Japan, Europe | United States, Japan, Europe | United States, Japan, Europe |
| 5 Contracts (4 Cat Bonds) | Live | 1/2027 - 2/2029 |  |
| 13 Contracts (4 Cat Bond) | Matured | 12/2018 - 4/2026 |  |
| Wilshire |  |  | 91638 |
| United States | United States | United States | United States |
| 4 Contracts (4 Cat Bonds) | Live | 1/2027 - 12/2029 |  |
| 40 Contracts (10 Cat Bonds) | Matured | 12/2017 - 4/2026 |  |

---

Disclosures

\*During the period from July 27, 2017 - April 30, 2026, the fund owned between 2.1% and 8.3% of the assets represented in the NB Reinsurance, Ltd. portfolio

Earthquake — Predominately exposed to damage incurred by earthquakes

Efficiency — Exposure to both ILW and Cat Bonds

Frequency — Exposure to contracts that are triggered by multiple events or loss window

Live — Contract is currently in force

Matured —Contract was in force until agreed upon termination date

Multi Peril — Exposure to contracts with multiple perils

Non-Florida — Exposure to contracts with no Florida exposure

Opportunistic — Exposure to contracts with opportunistic deal metrics

Triggered — Contract was impaired and removed from cell before maturity

Wind — Predominately exposed to damage incurred by earthquakes

CNR-QH-003-1800

CITY NATIONAL ROCHDALE FUNDS \| PAGE 2

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** City National Rochdale Select Strategies Fund

- **b. Investment Company Act file number:** 811-23217

- **c. CIK number of Registrant:** 0001690996

- **d. LEI of Registrant:** 549300X58ZMPLSS1TJ65

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

  - **Street Address 1:** 400 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 8007088881

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

- **a. Name of Series:** City National Rochdale Select Strategies Fund

- **c. LEI of Series:** 549300X58ZMPLSS1TJ65

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $249360684.87

**Total Liabilities:** $14446788.12

**Net Assets:** $234913896.75

**Cash Not Reported:** $14295087.56

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.24%                | 0.24%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $740872.39                                 |
| Month 2  | $0.00                    | $665776.42                                 |
| Month 3  | $6002920.25              | $-5467581.14                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A               | 8 - Hollywood (Capital Efficiency - Narrow Definitions, Regional, International)      | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |  26188647 | PA      | $49037488.33  | 20.87%            |  |  |  | No            |                  3 | On Loan: No      |
| Jayride Group Ltd | 9 - Jay (Frequency) Prime Focus- Frequency                                            | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2557394 | PA      | $4803388.11   | 2.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 5 - Elevado (High ROC) Prime Focus- High ROC                                          | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4031147 | PA      | $7470340.66   | 3.18%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 19 - Venice (Multi-Peril 2) Prime Focus- Multi-Peril 2                                | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2870409 | PA      | $5975927.91   | 2.54%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 11 - Lexington (Non-Florida) Prime Focus- Non-Florida                                 | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3606325 | PA      | $6639925.57   | 2.83%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 6 - Fulton (Florida Wind (Low Attachment)) Prime Focus- Florida Wind (Low Attachment) | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3453758 | PA      | $5736985.59   | 2.44%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 17 - Sunset (Short-Duration) Prime Focus- Short-Duration                              | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2126462 | PA      | $4393557.12   | 1.87%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 10 - King (Wind and Earthquake) Prime Focus- Wind and Earthquake                      | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4837201 | PA      | $7855299.96   | 3.34%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 16 - Rodeo (Regional Wind 2) Prime Focus- Regional Wind 2                             | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2150771 | PA      | $4681570.26   | 1.99%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 1 - Atlantic (ANP) Prime Focus- ANP                                                   | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4713312 | PA      | $8035956.64   | 3.42%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 4 - Delancey (US Earthquake) Prime Focus- US Earthquake                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4927243 | PA      | $7328400.83   | 3.12%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 13 - Nassau (Multi-Peril 1) Prime Focus- Multi-Peril 1                                | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3462252 | PA      | $7603575.22   | 3.24%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 2 - Broadway (Capital Efficiency - Narrow Definitions, Regional, International)       | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |  24168946 | PA      | $49697411.14  | 21.16%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 12 - Madison (Regional Wind 1) Prime Focus- Regional Wind 1                           | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4297655 | PA      | $8197256.14   | 3.49%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 3 - Carmelia (International Multi-Peril) Prime Focus- International Multi-Peril       | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4815350 | PA      | $8178670.20   | 3.48%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 14 - Ocean (ANP Occurrence) Prime Focus- ANP Occurrence                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3945957 | PA      | $7888678.44   | 3.36%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 15 - Park (ANP Aggregate) Prime Focus- ANP Aggregate                                  | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4549073 | PA      | $7609771.34   | 3.24%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 20 - Wilshire (US Wind) Prime Focus- US Wind                                          | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3947299 | PA      | $6383323.91   | 2.72%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 7 - Glendale (Multi-Section Wind) Prime Focus- Multi-Section Wind                     | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4662273 | PA      | $8193271.28   | 3.49%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 18 - Trinity (Opportunistic) Prime Focus- Opportunistic                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2519746 | PA      | $5128157.58   | 2.18%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** City National Rochdale Select Strategies Fund

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance