# EDGAR Filing Document

**Accession Number:** 0001690996
**File Stem:** 0002048251-25-003558
**Filing Date:** 2025-12
**Character Count:** 22788
**Document Hash:** c6c987bcb3135ab1dbe153c0965af1d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003558.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003558

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260131

**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:** 251604041

**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

*October 31, 2025 (Unaudited)*

City National Rochdale Select Strategies Fund

---

| | | |
|:---|:---|:---|
| Description | Cost (000) | Value (000) |
| **Structured Investments Equity-Linked Notes\*†‡(A) [93.4%]** | **Structured Investments Equity-Linked Notes\*†‡(A) [93.4%]** | **Structured Investments Equity-Linked Notes\*†‡(A) [93.4%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquake [3.1%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delancey Segregated Account | $5219 | $7615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Efficiency [42.0%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadway Segregated Account | $25606 | 51341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hollywood Segregated Account | $27746 | 50820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Efficiency** |  | 102161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Frequency [13.8%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlantic Segregated Account | $4993 | 8277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jay Segregated Account | $2709 | 4898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ocean Segregated Account | $4180 | 8140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park Segregated Account | $4820 | 7894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunset Segregated Account | $2252 | 4370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Frequency** |  | 33579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multi Peril [9.1%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carmelia Segregated Account | $5101 | 8268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nassau Segregated Account | $3668 | 7858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venice Segregated Account | $3041 | 6166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Multi Peril** |  | 22292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Non-Florida [2.7%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lexington Segregated Account | $3818 | 6676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Opportunistic [5.3%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevado Segregated Account | $4271 | 7778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinity Segregated Account | $2669 | 5102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Opportunistic** |  | 12880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Wind [17.4%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fulton Segregated Account | $3659 | 5903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Glendale Segregated Account | $4939 | 8525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;King Segregated Account | $5125 | 8078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Segregated Account | $4553 | 8484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rodeo Segregated Account | $2278 | 4743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wilshire Segregated Account | $4181 | 6605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Wind** |  | 42338 |
| &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 $124,828) |  | 227541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [93.4%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [93.4%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [93.4%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $124,828) |  | $227541 |

---

Percentages are based on net assets of $243,516 (000).

\* Non-income producing securities

† Securities considered illiquid. The total value of such securities
as of October 31, 2025, was $227,541 (000) and represented 93.4% of the net assets of the Fund.

‡ Securities considered restricted. The total value of such securities
as of October 31, 2025, was $227,541 (000) and represented 93.4% 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 October 31, 2025, structured investments in Equity-Linked Notes with a fair value of $227,541 (000) were valued using the Special Purpose Entities' NAV.

A list of the restricted securities, excluding 144a, held by the Fund at October 31, 2025, is as follows:

---

| | | | |
|:---|:---|:---|:---|
| Description | Acquisition Date Range | Cost (000) | Value (000) |
| Delancey Segregated Account | 8/2/2017 - 5/10/2023 | $5219 | $7615 |
| Broadway Segregated Account | 8/2/2017 - 5/23/2022 | 25606 | 51341 |
| Hollywood Segregated Account | 8/2/2017 - 5/10/2023 | 27746 | 50820 |
| Atlantic Segregated Account | 8/2/2017 - 5/10/2023 | 4993 | 8277 |
| Jay Segregated Account | 8/2/2017 - 8/11/2021 | 2709 | 4898 |
| Ocean Segregated Account | 8/2/2017 - 8/11/2021 | 4180 | 8140 |
| Park Segregated Account | 8/2/2017 - 8/11/2021 | 4820 | 7894 |
| Sunset Segregated Account | 8/2/2017 - 5/23/2022 | 2252 | 4370 |
| Carmelia Segregated Account | 8/2/2017 - 5/10/2023 | 5101 | 8268 |
| Nassau Segregated Account | 8/2/2017 - 8/11/2021 | 3668 | 7858 |
| Venice Segregated Account | 8/2/2017 - 5/10/2023 | 3041 | 6166 |
| Lexington Segregated Account | 8/2/2017 - 8/11/2021 | 3818 | 6676 |
| Elevado Segregated Account | 8/2/2017 - 8/11/2021 | 4271 | 7778 |
| Trinity Segregated Account | 8/2/2017 - 5/23/2022 | 2669 | 5102 |
| Fulton Segregated Account | 8/2/2017 - 8/11/2021 | 3659 | 5903 |
| Glendale Segregated Account | 8/2/2017 - 5/10/2023 | 4939 | 8525 |
| King Segregated Account | 8/2/2017 - 8/11/2021 | 5125 | 8078 |
| Madison Segregated Account | 8/2/2017 - 5/10/2023 | 4553 | 8484 |
| Rodeo Segregated Account | 8/2/2017 - 5/23/2022 | 2278 | 4743 |
| Wilshire Segregated Account | 8/2/2017 - 8/11/2021 | 4181 | 6605 |
|  |  | $124828 | $227541 |

---

CITY NATIONAL ROCHDALE FUNDS \| PAGE 1

Summary of Segregated Accounts

*October 31, 2025 (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 |  |  | $108661 |
| United States | United States | United States | United States |
| 6 Contracts (5 Cat Bonds) | Live | 3/2026 - 7/2030 |  |
| 26 Contracts (8 Cat Bonds) | Matured | 8/2017 - 6/2025 |  |
| **Efficiency** | **Efficiency** | **Efficiency** | **Efficiency** |
| Broadway |  |  | 687371 |
| North America, Europe, Australia, Japan | North America, Europe, Australia, Japan | North America, Europe, Australia, Japan | North America, Europe, Australia, Japan |
| 59 Contracts (2 Cat Bonds) | Live | 12/2025 - 1/2029 |  |
| 461 Contracts (28 Cat Bonds) | Matured | 12/2017 - 8/2025 |  |
| Hollywood |  |  | 732500 |
| North America, Europe, Australia | North America, Europe, Australia | North America, Europe, Australia | North America, Europe, Australia |
| 60 Contracts (4 Cat Bonds) | Live | 12/2025 - 1/2029 |  |
| 469 Contracts (32 Cat Bonds) | Matured | 12/2017 - 8/2025 |  |
| **Frequency** | **Frequency** | **Frequency** | **Frequency** |
| Atlantic |  |  | 123780 |
| United States | United States | United States | United States |
| 8 Contracts (7 Cat Bonds) | Live | 5/2026 - 1/2030 |  |
| 20 Contracts (3 Cat Bonds) | Matured | 12/2017 - 5/2025 |  |
| Jay |  |  | 66774 |
| United States | United States | United States | United States |
| 5 Contracts (4 Cat Bonds) | Live | 12/2025 - 1/2029 |  |
| 15 Contracts (6 Cat Bonds) | Matured | 4/2018 - 5/2025 |  |
| Ocean |  |  | 109111 |
| North America | North America | North America | North America |
| 6 Contracts (5 Cat Bonds) | Live | 12/2025 - 4/2028 |  |
| 30 Contracts (7 Cat Bonds) | Matured | 9/2017 - 5/2025 |  |
| Park |  |  | 106087 |
| North America | North America | North America | North America |
| 3 Contracts (2 Cat Bonds) | Live | 5/2026 - 1/2028 |  |
| 33 Contracts (8 Cat Bonds) | Matured | 12/2017 - 6/2025 |  |
| Sunset |  |  | 58982 |
| United States | United States | United States | United States |
| 8 Contracts (7 Cat Bonds) | Live | 3/2026 - 2/2029 |  |
| 29 Contracts (12 Cat Bonds) | Matured | 12/2018 - 5/2025 |  |
| **Multi Peril** | **Multi Peril** | **Multi Peril** | **Multi Peril** |
| Carmelia |  |  | 124946 |
| 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 |  |  | 107494 |
| United States | United States | United States | United States |
| 8 Contracts (7 Cat Bonds) | Live | 1/2027 - 1/2029 |  |
| 30 Contracts (13 Cat Bonds) | Matured | 12/2017 - 10/2025 |  |
| Venice |  |  | 82294 |
| United States | United States | United States | United States |
| 6 Contracts (5 Cat Bonds) | Live | 1/2026 - 12/2029 |  |
| 18 Contracts (2 Cat Bonds) | Matured | 7/2018 - 6/2025 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Status** | **Maturity Range** | **Market Value of NB Reinsurance, Ltd. (000)\*** |
| **Non-Florida** | **Non-Florida** | **Non-Florida** | **Non-Florida** |
| Lexington |  |  | $93021 |
| United States, Japan | United States, Japan | United States, Japan | United States, Japan |
| 6 Contracts (5 Cat Bonds) | Live | 12/2025 - 1/2028 |  |
| 31 Contracts (15 Cat Bonds) | Matured | 12/2017 - 10/2025 |  |
| **Opportunistic** | **Opportunistic** | **Opportunistic** | **Opportunistic** |
| Elevado |  |  | 109876 |
| United States | United States | United States | United States |
| 3 Contracts (2 Cat Bonds) | Live | 12/2025 - 6/2028 |  |
| 23 Contracts (6 Cat Bonds) | Matured | 12/2017 - 7/2025 |  |
| Trinity |  |  | 68682 |
| United States | United States | United States | United States |
| 5 Contracts (4 Cat Bonds) | Live | 12/2025 - 2/2028 |  |
| 24 Contracts (7 Cat Bonds) | Matured | 12/2017 - 7/2025 |  |
| **Wind** | **Wind** | **Wind** | **Wind** |
| Fulton |  |  | 79572 |
| United States - Florida | United States - Florida | United States - Florida | United States - Florida |
| 6 Contracts (5 Cat Bonds) | Live | 12/2025 - 7/2028 |  |
| 22 Contracts (8 Cat Bonds) | Matured | 11/2017 - 7/2025 |  |
| Glendale |  |  | 126569 |
| United States | United States | United States | United States |
| 3 Contracts (2 Cat Bonds) | Live | 12/2025 - 6/2027 |  |
| 15 Contracts (3 Cat Bonds) | Matured | 12/2017 - 6/2025 |  |
| King |  |  | 108315 |
| 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 |  |  | 113782 |
| United States | United States | United States | United States |
| 3 Contracts (2 Cat Bonds) | Live | 12/2025 - 7/2029 |  |
| 31 Contracts (9 Cat Bonds) | Matured | 11/2017 - 2/2025 |  |
| Rodeo |  |  | 63042 |
| United States, Japan, Europe | United States, Japan, Europe | United States, Japan, Europe | United States, Japan, Europe |
| 4 Contracts (3 Cat Bonds) | Live | 12/2025 - 2/2029 |  |
| 11 Contracts (3 Cat Bond) | Matured | 12/2018 - 6/2025 |  |
| Wilshire |  |  | 91506 |
| United States | United States | United States | United States |
| 7 Contracts (6 Cat Bonds) | Live | 12/2025 - 12/2029 |  |
| 36 Contracts (8 Cat Bonds) | Matured | 12/2017 - 7/2025 |  |

---

Disclosures

\*During the period from July 27, 2017 through October 31, 2025, the Fund owned between 2.1% and 8.3% of the assets represented in the NB RE, Ltd. Portfolio.

Earthquake — Predominately exposed to damage incurred by earthquakes

Efficiency — Exposure to both industry loss warranties and catastrophe 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 wind in the United States, Japan and Europe

CNR-QH-003-1700

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:** 2026-01-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $257964571.52

**Total Liabilities:** $14449064.60

**Net Assets:** $243515506.92

**Cash Not Reported:** $16190480.22

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.11%                | 3.36%                | 2.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $5166800.81                                |
| Month 2  | $0.00                    | $7905031.29                                |
| Month 3  | $2238809.14              | $2469441.46                                |

### 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        |  27745619 | PA      | $50820227.64  | 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        |   2708918 | PA      | $4897727.23   | 2.01%             |  |  |  | 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        |   4270988 | PA      | $7778061.39   | 3.19%             |  |  |  | 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        |   3040688 | PA      | $6165750.06   | 2.53%             |  |  |  | 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        |   3818029 | PA      | $6676174.32   | 2.74%             |  |  |  | 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        |   3658591 | PA      | $5903434.22   | 2.42%             |  |  |  | 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        |   2252452 | PA      | $4369782.33   | 1.79%             |  |  |  | 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        |   5124982 | PA      | $8077604.71   | 3.32%             |  |  |  | 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        |   2278428 | PA      | $4742706.74   | 1.95%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 1 - Atlantic (ANP) Prime Focus- ANP                                                   | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4993190 | PA      | $8276590.69   | 3.40%             |  |  |  | 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        |   5219202 | PA      | $7615147.81   | 3.13%             |  |  |  | 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        |   3667697 | PA      | $7858089.79   | 3.23%             |  |  |  | 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        |  25605959 | PA      | $51341004.43  | 21.08%            |  |  |  | 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        |   4553223 | PA      | $8484444.05   | 3.48%             |  |  |  | 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        |   5100956 | PA      | $8268044.28   | 3.40%             |  |  |  | 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        |   4180111 | PA      | $8139850.75   | 3.34%             |  |  |  | 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        |   4819644 | PA      | $7894522.68   | 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        |   4181319 | PA      | $6605505.28   | 2.71%             |  |  |  | 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        |   4939331 | PA      | $8524663.58   | 3.50%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 18 - Trinity (Opportunistic) Prime Focus- Opportunistic                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2668973 | PA      | $5101622.75   | 2.09%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance