# EDGAR Filing Document

**Accession Number:** 0001690996
**File Stem:** 0001752724-25-161669
**Filing Date:** 2025-6
**Character Count:** 23127
**Document Hash:** 835f89a0e79af00958a3a0e1dcbf67b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161669.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161669

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**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:** 251084423

**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, 2025 (Unaudited)*

 

City National Rochdale Select Strategies Fund

---

| | | |
|:---|:---|:---|
| Description | Cost (000) | Value (000) |
| **Structured Investments Equity Linked Notes\*†‡(A) [94.6%]** | **Structured Investments Equity Linked Notes\*†‡(A) [94.6%]** | **Structured Investments Equity Linked Notes\*†‡(A) [94.6%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquake [3.4%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquake [3.4%]** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delancey Segregated Account | $5431 | $7651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Efficiency [41.2%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadway Segregated Account | $26644 | 46596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hollywood Segregated Account | $28871 | 47086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Efficiency** |  | 93682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Frequency [14.2%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlantic Segregated Account | $5197 | 8188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jay Segregated Account | $2819 | 4479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ocean Segregated Account | $4350 | 7800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park Segregated Account | $5017 | 7827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunset Segregated Account | $2344 | 4165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Frequency** |  | 32459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multi Peril [9.5%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carmelia Segregated Account | $5309 | 7961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nassau Segregated Account | $3816 | 7398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venice Segregated Account | $3165 | 6012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Multi Peril** |  | 21371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Non-Florida [2.6%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lexington Segregated Account | $3972 | 5998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Opportunistic [5.5%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevado Segregated Account | $4445 | 7741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinity Segregated Account | $2777 | 4813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Opportunistic** |  | 12554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Wind [18.2%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fulton Segregated Account | $3807 | 5885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Glendale Segregated Account | $5141 | 8540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;King Segregated Account | $5335 | 7814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Segregated Account | $4739 | 8300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rodeo Segregated Account | $2370 | 4349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wilshire Segregated Account | $4352 | 6449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Wind** |  | 41337 |
| &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 $129,901) |  | 215052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [94.6%]** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $129,901) |  | $215052 |

---

Percentages are based on net assets of $227,352 (000).

\* Non-income producing securities

† Securities considered illiquid. The total value of such securities
as of April 30, 2025, was $215,052 (000) and represented 94.6% of the net assets of the Fund.

‡ Securities considered restricted. The total value of such securities
as of April 30, 2025, was $215,052 (000) and represented 94.6% 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, 2025, structured investments in equity linked notes with a fair value of $215,052 (000) were valued using the Special Purpose Entities' NAV.

A list of the restricted securities, excluding 144a, held by the Fund at April 30,

2025, is as follows:

---

| | | | |
|:---|:---|:---|:---|
| Description | Acquisition Date Range | Cost (000) | Value (000) |
| Delancey Segregated Account | 8/2/2017 - 5/10/2023 | $5431 | $7651 |
| Broadway Segregated Account | 8/2/2017 - 5/23/2022 | 26644 | 46596 |
| Hollywood Segregated Account | 8/2/2017 - 5/10/2023 | 28871 | 47086 |
| Atlantic Segregated Account | 8/2/2017 - 5/10/2023 | 5197 | 8188 |
| Jay Segregated Account | 8/2/2017 - 8/11/2021 | 2819 | 4479 |
| Ocean Segregated Account | 8/2/2017 - 8/11/2021 | 4350 | 7800 |
| Park Segregated Account | 8/2/2017 - 8/11/2021 | 5017 | 7827 |
| Sunset Segregated Account | 8/2/2017 - 5/23/2022 | 2344 | 4165 |
| Carmelia Segregated Account | 8/2/2017 - 5/10/2023 | 5309 | 7961 |
| Nassau Segregated Account | 8/2/2017 - 8/11/2021 | 3816 | 7398 |
| Venice Segregated Account | 8/2/2017 - 5/10/2023 | 3165 | 6012 |
| Lexington Segregated Account | 8/2/2017 - 8/11/2021 | 3972 | 5998 |
| Elevado Segregated Account | 8/2/2017 - 8/11/2021 | 4445 | 7741 |
| Trinity Segregated Account | 8/2/2017 - 5/23/2022 | 2777 | 4813 |
| Fulton Segregated Account | 8/2/2017 - 8/11/2021 | 3807 | 5885 |
| Glendale Segregated Account | 8/2/2017 - 5/10/2023 | 5141 | 8540 |
| King Segregated Account | 8/2/2017 - 8/11/2021 | 5335 | 7814 |
| Madison Segregated Account | 8/2/2017 - 5/10/2023 | 4739 | 8300 |
| Rodeo Segregated Account | 8/2/2017 - 5/23/2022 | 2370 | 4349 |
| Wilshire Segregated Account | 8/2/2017 - 8/11/2021 | 4352 | 6449 |
|  |  | $129901 | $215052 |

---

CITY NATIONAL ROCHDALE SELECT STRATEGIES FUND \| PAGE 1

Summary of Segregated Accounts

*April 30, 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 RE, Ltd. (000)\*** |
| **Earthquake** |  |  |  |
| Delancey |  |  | $99762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 Contracts (5 Cat Bonds) | Live | 6/2025 - 1/2027 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 Contracts (7 Cat Bonds) | Matured | 8/2017 - 1/2025 |  |
| **Efficiency** |  |  |  |
| Broadway |  |  | 583554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North America, Europe, Australia, Japan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 Contracts (4 Cat Bonds) | Live | 6/2025 - 1/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 Contracts (26 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| Hollywood |  |  | 632655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North America, Europe, Australia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 Contracts (4 Cat Bonds) | Live | 6/2025 - 1/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 Contracts (32 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| **Frequency** |  |  |  |
| Atlantic |  |  | 113258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 Contracts (3 Cat Bonds) | Live | 5/2025 - 6/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 Contracts (2 Cat Bonds) | Matured | 12/2017 - 1/2025 |  |
| Jay |  |  | 55315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 Contracts (5 Cat Bonds) | Live | 5/2025 - 1/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 Contracts (5 Cat Bonds) | Matured | 4/2018 - 12/2024 |  |
| Ocean |  |  | 97399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North America |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 Contracts (4 Cat Bonds) | Live | 5/2025 - 4/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 Contracts (7 Cat Bonds) | Matured | 9/2017 - 4/2025 |  |
| Park |  |  | 97138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North America |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 Contracts (3 Cat Bonds) | Live | 6/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 Contracts (7 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| Sunset |  |  | 51864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 Contracts (8 Cat Bonds) | Live | 5/2025 - 2/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 Contracts (10 Cat Bonds) | Matured | 12/2018 - 3/2025 |  |
| **Multi Peril** |  |  |  |
| Carmelia |  |  | 111380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States, Japan, Europe, Australia, | New Zealand |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 Contract (1 Cat Bond) | Live | 6/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 Contracts (4 Cat Bonds) | Matured | 12/2017 - 1/2025 |  |
| Nassau |  |  | 93637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 Contracts (9 Cat Bonds) | Live | 6/2025 - 1/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 Contracts (11 Cat Bonds) | Matured | 12/2017 - 1/2025 |  |
| Venice |  |  | 75142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 Contracts (1 Cat Bond) | Live | 6/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 Contracts (2 Cat Bonds) | Matured | 7/2018 - 6/2024 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description** | **Status** | **Maturity Range** | **Market Value of NB RE, Ltd. (000)\*** |
| **Non-Florida** |  |  |  |
| Lexington |  |  | $76170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States, Japan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 Contracts (7 Cat Bonds) | Live | 5/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 Contracts (13 Cat Bonds) | Matured | 12/2017 - 12/2024 |  |
| **Opportunistic** |  |  |  |
| Elevado |  |  | 102256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 Contracts (2 Cat Bonds) | Live | 7/2025 - 1/2027 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 Contracts (5 Cat Bonds) | Matured | 12/2017 - 12/2024 |  |
| Trinity |  |  | 59907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 Contracts (6 Cat Bonds) | Live | 5/2025 - 2/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 Contracts (5 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| **Wind** |  |  |  |
| Fulton |  |  | 73607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States - Florida |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 Contracts (7 Cat Bonds) | Live | 6/2025 - 4/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 Contracts (6 Cat Bonds) | Matured | 11/2017 - 2/2025 |  |
| Glendale |  |  | 118460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 Contracts (1 Cat Bonds) | Live | 6/2025 - 3/2026 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 Contracts (3 Cat Bonds) | Matured | 12/2017 - 2/2025 |  |
| King |  |  | 97789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 Contracts (1 Cat Bonds) | Live | 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 Contracts (6 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |
| Madison |  |  | 103568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 Contracts (1 Cat Bonds) | Live | 12/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 Contracts (9 Cat Bonds) | Matured | 11/2017 - 2/2025 |  |
| Rodeo |  |  | 53841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States, Japan, Europe |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 Contracts (5 Cat Bonds) | Live | 5/2025 - 2/2029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 Contracts (1 Cat Bond) | Matured | 12/2018 - 12/2024 |  |
| Wilshire |  |  | 81781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 Contracts (6 Cat Bonds) | Live | 7/2025 - 1/2028 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 Contracts (7 Cat Bonds) | Matured | 12/2017 - 4/2025 |  |

---

<u>Disclosures</u>

\* During the period from July 27, 2017 through April 30, 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-003-1600

CITY NATIONAL ROCHDALE SELECT STRATEGIES FUND \| 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:** 2025-04-30

**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:** $241762851.44

**Total Liabilities:** $14410826.92

**Net Assets:** $227352024.52

**Cash Not Reported:** $12483139.15

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.52%                | -0.19%               | -1.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $1263823.34                                |
| Month 2  | $0.00                    | $-257583.35                                |
| Month 3  | $3075118.97              | $-5837610.60                               |

### 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        |  28870591 | PA      | $47086081.51  | 20.71%            |  |  |  | No            |                  3 | On Loan: No      |
| Jayride Group Ltd | 9 - Jay (Frequency) Prime Focus- Frequency                                            | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2818591 | PA      | $4479132.57   | 1.97%             |  |  |  | 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        |   4444791 | PA      | $7740968.54   | 3.40%             |  |  |  | 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        |   3164814 | PA      | $6012068.17   | 2.64%             |  |  |  | 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        |   3971680 | PA      | $5998456.34   | 2.64%             |  |  |  | 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        |   3807503 | PA      | $5884458.00   | 2.59%             |  |  |  | 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        |   2343859 | PA      | $4165171.24   | 1.83%             |  |  |  | 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        |   5334774 | PA      | $7814295.59   | 3.44%             |  |  |  | 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        |   2370479 | PA      | $4349283.81   | 1.91%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 1 - Atlantic (ANP) Prime Focus- ANP                                                   | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   5196866 | PA      | $8188401.75   | 3.60%             |  |  |  | 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        |   5431169 | PA      | $7650549.59   | 3.37%             |  |  |  | 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        |   3816457 | PA      | $7397542.90   | 3.25%             |  |  |  | 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        |  26644356 | PA      | $46595950.45  | 20.50%            |  |  |  | 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        |   4739034 | PA      | $8299733.01   | 3.65%             |  |  |  | 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        |   5309001 | PA      | $7960508.43   | 3.50%             |  |  |  | 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        |   4350257 | PA      | $7800423.76   | 3.43%             |  |  |  | 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        |   5016876 | PA      | $7826972.28   | 3.44%             |  |  |  | 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        |   4351720 | PA      | $6448619.82   | 2.84%             |  |  |  | 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        |   5141125 | PA      | $8540302.39   | 3.76%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 18 - Trinity (Opportunistic) Prime Focus- Opportunistic                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2777143 | PA      | $4813281.63   | 2.12%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance