# EDGAR Filing Document

**Accession Number:** 0001737936
**File Stem:** 0002048251-25-001294
**Filing Date:** 2025-10
**Character Count:** 92187
**Document Hash:** 6c7ab7f05e899a67d2b0c7e723399397
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-001294.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002048251-25-001294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** City National Rochdale Strategic Credit Fund
- **CENTRAL INDEX KEY:** 0001737936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23348
- **FILM NUMBER:** 251429402

**BUSINESS ADDRESS:**
- **STREET 1:** 400 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-4406
- **BUSINESS PHONE:** 2127023577

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

## Nport-Ex

Schedule of Investments (Unaudited)

*August 31, 2025*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| **Asset-Backed Securities [91.7%]** | **Asset-Backed Securities [91.7%]** | **Asset-Backed Securities [91.7%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Other Asset-Backed Securities [91.7%]** |  |  |
| **Cayman Islands [74.8%]** |  |  |
| AIMCO CLO Equity, Ser 2021-15A, Cl SUB | AIMCO CLO Equity, Ser 2021-15A, Cl SUB | AIMCO CLO Equity, Ser 2021-15A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.389%, 04/17/38(A)(B) | $10685 | $6625 |
| ALM 2020 CLO Equity, Ser 2020-1A, Cl SUB | ALM 2020 CLO Equity, Ser 2020-1A, Cl SUB | ALM 2020 CLO Equity, Ser 2020-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.372%, 10/15/29(A)(B) | 5025 | 53 |
| Apidos CLO Equity | Apidos CLO Equity | Apidos CLO Equity |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37.273%, 10/18/31(A) | 2903 | 1074 |
| Apidos CLO XXIV Equity, Ser 2016-24A, Cl SUB | Apidos CLO XXIV Equity, Ser 2016-24A, Cl SUB | Apidos CLO XXIV Equity, Ser 2016-24A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/30(A)(B) | 5500 | 687 |
| Apidos CLO XXVIII Equity, Ser 2017-28A, Cl SUB | Apidos CLO XXVIII Equity, Ser 2017-28A, Cl SUB | Apidos CLO XXVIII Equity, Ser 2017-28A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.759%, 10/20/38(A)(B) | 2000 | 790 |
| Apidos CLO XXXII, Ser 2024-32A, Cl ER | Apidos CLO XXXII, Ser 2024-32A, Cl ER | Apidos CLO XXXII, Ser 2024-32A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.826%, TSFR3M + 5.500%, 01/20/33(B)(C) | 750 | 747 |
| Apidos CLO XXXII Equity, Ser 2019-32A, Cl SUB | Apidos CLO XXXII Equity, Ser 2019-32A, Cl SUB | Apidos CLO XXXII Equity, Ser 2019-32A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.406%, 01/20/33(A)(B) | 4400 | 2669 |
| Apidos CLO XXXV Equity, Ser 2021-35A, Cl SUB | Apidos CLO XXXV Equity, Ser 2021-35A, Cl SUB | Apidos CLO XXXV Equity, Ser 2021-35A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.132%, 04/20/34(A)(B) | 500 | 200 |
| Ares LXII CLO Equity, Ser 2021-62A, Cl SUB | Ares LXII CLO Equity, Ser 2021-62A, Cl SUB | Ares LXII CLO Equity, Ser 2021-62A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.727%, 01/25/34(A)(B) | 1500 | 678 |
| Barings CLO Equity, Ser 2020-4A, Cl SUB | Barings CLO Equity, Ser 2020-4A, Cl SUB | Barings CLO Equity, Ser 2020-4A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.916%, 10/20/37(A)(B) | 11812 | 4809 |
| Battalion CLO XVI Equity, Ser 2019-16A, Cl SUB | Battalion CLO XVI Equity, Ser 2019-16A, Cl SUB | Battalion CLO XVI Equity, Ser 2019-16A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.772%, 01/20/38(A)(B) | 5971 | 2060 |
| Benefit Street Partners CLO XXXVI Equity, Ser 2024-36A, Cl SUB | Benefit Street Partners CLO XXXVI Equity, Ser 2024-36A, Cl SUB | Benefit Street Partners CLO XXXVI Equity, Ser 2024-36A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.189%, 01/25/38(A)(B) | 6000 | 4946 |
| BlueMountain CLO XXII Equity, Ser 2018-22A, Cl SUB | BlueMountain CLO XXII Equity, Ser 2018-22A, Cl SUB | BlueMountain CLO XXII Equity, Ser 2018-22A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.397%, 07/15/31(A)(B) | 3500 | 192 |
| BlueMountain CLO XXIII Equity, Ser 2018-23A, Cl SUB | BlueMountain CLO XXIII Equity, Ser 2018-23A, Cl SUB | BlueMountain CLO XXIII Equity, Ser 2018-23A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.531%, 07/20/37(A)(B) | 9500 | 3098 |
| BlueMountain Fuji US CLO II Equity, Ser 2017-2A, Cl SUB | BlueMountain Fuji US CLO II Equity, Ser 2017-2A, Cl SUB | BlueMountain Fuji US CLO II Equity, Ser 2017-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.194%, 10/20/30(A)(B) | 1500 | 67 |
| BlueMountain Fuji US CLO III Equity, Ser 2017-3A, Cl SUB | BlueMountain Fuji US CLO III Equity, Ser 2017-3A, Cl SUB | BlueMountain Fuji US CLO III Equity, Ser 2017-3A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/30(A)(B) | 4225 | 158 |
| Buckhorn Park CLO Equity | Buckhorn Park CLO Equity | Buckhorn Park CLO Equity |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/18/34(A) | 3500 | 1751 |
| Burnham Park CLO Equity, Ser 2016-1A, Cl SUB | Burnham Park CLO Equity, Ser 2016-1A, Cl SUB | Burnham Park CLO Equity, Ser 2016-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.716%, 10/20/29(A) | 16576 | 2 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000)/Shares | Value (000) |
| Carlyle Global Market Strategies CLO, Ser 2013-3A, Cl DR | Carlyle Global Market Strategies CLO, Ser 2013-3A, Cl DR | Carlyle Global Market Strategies CLO, Ser 2013-3A, Cl DR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.079%, TSFR3M + 5.762%, 10/15/30(B)(C) | $400 | $399 |
| Carlyle Global Market Strategies CLO, Ser 2014-1A, Cl ER | Carlyle Global Market Strategies CLO, Ser 2014-1A, Cl ER | Carlyle Global Market Strategies CLO, Ser 2014-1A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.984%, TSFR3M + 5.662%, 04/17/31(B)(C) | 3400 | 3270 |
| Carlyle Global Market Strategies CLO Equity, Ser 2014-1A, Cl INC | Carlyle Global Market Strategies CLO Equity, Ser 2014-1A, Cl INC | Carlyle Global Market Strategies CLO Equity, Ser 2014-1A, Cl INC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.157%, 04/17/31(A)(B) | 500 | 65 |
| Carlyle Global Market Strategies CLO Equity, Ser 2015-1A, Cl SUB | Carlyle Global Market Strategies CLO Equity, Ser 2015-1A, Cl SUB | Carlyle Global Market Strategies CLO Equity, Ser 2015-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33.055%, 07/20/31(A)(B) | 613 | 1 |
| Carlyle Global Market Strategies CLO Equity, Ser 2021-5A, Cl SUB | Carlyle Global Market Strategies CLO Equity, Ser 2021-5A, Cl SUB | Carlyle Global Market Strategies CLO Equity, Ser 2021-5A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.157%, 03/31/38(A) | 7250 | 3789 |
| Carlyle US CLO Equity, Ser 2017-2A, Cl SUB | Carlyle US CLO Equity, Ser 2017-2A, Cl SUB | Carlyle US CLO Equity, Ser 2017-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.654%, 07/20/37(A)(B) | 12750 | 1913 |
| Carlyle US CLO Equity, Ser 2017-5A, Cl SUB | Carlyle US CLO Equity, Ser 2017-5A, Cl SUB | Carlyle US CLO Equity, Ser 2017-5A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/30(A)(B) | 13500 | 67 |
| Carlyle US CLO Equity, Ser 2018-1A, Cl SUB | Carlyle US CLO Equity, Ser 2018-1A, Cl SUB | Carlyle US CLO Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.057%, 04/20/31(A)(B) | 600 | 10 |
| Dryden 40 Senior Loan Fund CLO, Ser 2018-40A, Cl FR | Dryden 40 Senior Loan Fund CLO, Ser 2018-40A, Cl FR | Dryden 40 Senior Loan Fund CLO, Ser 2018-40A, Cl FR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.333%, TSFR3M + 8.122%, 08/15/31(B)(C) | 500 | 188 |
| Dryden 64 CLO, Ser 2018-64A, Cl E | Dryden 64 CLO, Ser 2018-64A, Cl E | Dryden 64 CLO, Ser 2018-64A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.191%, TSFR3M + 5.862%, 04/18/31(B)(C) | 500 | 485 |
| Dryden 75 CLO Equity, Ser 2019-75A, Cl SUB | Dryden 75 CLO Equity, Ser 2019-75A, Cl SUB | Dryden 75 CLO Equity, Ser 2019-75A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.619%, 04/14/34(A)(B) | 2430 | 772 |
| Dryden 93 CLO Equity, Ser 2021-93A, Cl SUB | Dryden 93 CLO Equity, Ser 2021-93A, Cl SUB | Dryden 93 CLO Equity, Ser 2021-93A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.344%, 01/15/38(A)(B) | 18963 | 6921 |
| Dryden 95 CLO Equity, Ser 2021-95A, Cl SUB | Dryden 95 CLO Equity, Ser 2021-95A, Cl SUB | Dryden 95 CLO Equity, Ser 2021-95A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.891%, 08/20/34(A)(B) | 3250 | 1397 |
| Eaton Vance CLO Equity, Ser 2020-1A, Cl SUB | Eaton Vance CLO Equity, Ser 2020-1A, Cl SUB | Eaton Vance CLO Equity, Ser 2020-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.521%, 10/15/37(A)(B) | 6920 | 3170 |
| Eaton Vance CLO Equity, Ser 2022-1A, Cl SUB | Eaton Vance CLO Equity, Ser 2022-1A, Cl SUB | Eaton Vance CLO Equity, Ser 2022-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.501%, 01/20/38(A)(B) | 2285 | 1406 |
| Elmwood IX CLO Equity, Ser 2021-2A, Cl SUB | Elmwood IX CLO Equity, Ser 2021-2A, Cl SUB | Elmwood IX CLO Equity, Ser 2021-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.473%, 04/20/38(A)(B) | 11505 | 7592 |
| Elmwood Warehouse | Elmwood Warehouse | Elmwood Warehouse |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (A)(D) | 8325 | 8502 |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (Unaudited)

*August 31, 2025*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Flatiron CLO 18 Equity, Ser 2018-1A, Cl SUB | Flatiron CLO 18 Equity, Ser 2018-1A, Cl SUB | Flatiron CLO 18 Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.759%, 04/17/31(A)(B) | $750 | $— |
| Flatiron CLO 25, Ser 2024-2A, Cl F | Flatiron CLO 25, Ser 2024-2A, Cl F | Flatiron CLO 25, Ser 2024-2A, Cl F |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.322%, TSFR3M + 6.000%, 10/17/37(B)(C) | 1650 | 1539 |
| Flatiron CLO 25 Equity, Ser 2024-2A, Cl SUB | Flatiron CLO 25 Equity, Ser 2024-2A, Cl SUB | Flatiron CLO 25 Equity, Ser 2024-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.351%, 10/17/37(A)(B) | 15500 | 11367 |
| Flatiron RR CLO 30 Equity, Ser 2025-30A, Cl ISUB | Flatiron RR CLO 30 Equity, Ser 2025-30A, Cl ISUB | Flatiron RR CLO 30 Equity, Ser 2025-30A, Cl ISUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/38(A)(B) | 1500 | 1352 |
| Generate CLO Equity, Ser 2024-16A, Cl SUB | Generate CLO Equity, Ser 2024-16A, Cl SUB | Generate CLO Equity, Ser 2024-16A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.942%, 07/20/37(A)(B) | 2500 | 1687 |
| Greenwood Park CLO Equity, Ser 2018-1A, Cl SUB | Greenwood Park CLO Equity, Ser 2018-1A, Cl SUB | Greenwood Park CLO Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.255%, 04/15/31(A)(B) | 12075 | 1207 |
| Greywolf CLO VII Equity, Ser 2018-2A, Cl SUB | Greywolf CLO VII Equity, Ser 2018-2A, Cl SUB | Greywolf CLO VII Equity, Ser 2018-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/31(A)(B) | 3430 | 1063 |
| Grippen Park CLO Equity, Ser 2017-1A, Cl SUB | Grippen Park CLO Equity, Ser 2017-1A, Cl SUB | Grippen Park CLO Equity, Ser 2017-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.227%, 01/20/30(A)(B) | 500 | 3 |
| LCM XV CLO, Ser 2014-15, Cl ER | LCM XV CLO, Ser 2014-15, Cl ER | LCM XV CLO, Ser 2014-15, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.087%, TSFR3M + 6.762%, 07/20/30(B)(C) | 4250 | 3727 |
| LCM XXII CLO, Ser 2018-22A, Cl DR | LCM XXII CLO, Ser 2018-22A, Cl DR | LCM XXII CLO, Ser 2018-22A, Cl DR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.087%, TSFR3M + 5.762%, 10/20/28(B)(C) | 1250 | 1085 |
| LCM XXIII CLO, Ser 2016-23A, Cl D | LCM XXIII CLO, Ser 2016-23A, Cl D | LCM XXIII CLO, Ser 2016-23A, Cl D |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.637%, TSFR3M + 7.312%, 10/20/29(B)(C) | 500 | 369 |
| LCM XXV CLO, Ser 2017-25A, Cl E | LCM XXV CLO, Ser 2017-25A, Cl E | LCM XXV CLO, Ser 2017-25A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.987%, TSFR3M + 6.662%, 07/20/30(B)(C) | 750 | 586 |
| Magnetite XL CLO, Ser 2024-40A, Cl F | Magnetite XL CLO, Ser 2024-40A, Cl F | Magnetite XL CLO, Ser 2024-40A, Cl F |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.818%, TSFR3M + 6.500%, 07/15/37(B)(C) | 500 | 485 |
| Magnetite XL CLO Equity, Ser 2024-40A, Cl SUB | Magnetite XL CLO Equity, Ser 2024-40A, Cl SUB | Magnetite XL CLO Equity, Ser 2024-40A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.271%, 07/15/37(A)(B) | 20136 | 13284 |
| Magnetite XLIX Warehouse | Magnetite XLIX Warehouse | Magnetite XLIX Warehouse |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (A)(D) | 7200 | 7410 |
| Magnetite XVI CLO Equity, Ser 2015-16A, Cl SUB | Magnetite XVI CLO Equity, Ser 2015-16A, Cl SUB | Magnetite XVI CLO Equity, Ser 2015-16A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.604%, 01/18/28(A)(B) | 750 | 22 |
| Midocean Credit CLO IX Equity, Ser 2018-9A, Cl INC | Midocean Credit CLO IX Equity, Ser 2018-9A, Cl INC | Midocean Credit CLO IX Equity, Ser 2018-9A, Cl INC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/31(A)(B) | 750 |  |
| Milos CLO Equity | Milos CLO Equity | Milos CLO Equity |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49.647%, 10/20/30(A) | 3000 | 330 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Morgan Stanley Eaton Vance CLO Equity, Ser 2021-1A, Cl SUB | Morgan Stanley Eaton Vance CLO Equity, Ser 2021-1A, Cl SUB | Morgan Stanley Eaton Vance CLO Equity, Ser 2021-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.999%, 10/23/34(A)(B) | $12000 | $4111 |
| Morgan Stanley Eaton Vance CLO Equity, Ser 2022-16A, Cl SUB | Morgan Stanley Eaton Vance CLO Equity, Ser 2022-16A, Cl SUB | Morgan Stanley Eaton Vance CLO Equity, Ser 2022-16A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.745%, 04/15/35(A)(B) | 8750 | 4287 |
| Neuberger Berman CLO Equity, Ser 2021-42A, Cl SUB | Neuberger Berman CLO Equity, Ser 2021-42A, Cl SUB | Neuberger Berman CLO Equity, Ser 2021-42A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.230%, 07/16/36(A) | 2000 | 1240 |
| Neuberger Berman Loan Advisers CLO 26 Equity, Ser 2017-26A, Cl INC | Neuberger Berman Loan Advisers CLO 26 Equity, Ser 2017-26A, Cl INC | Neuberger Berman Loan Advisers CLO 26 Equity, Ser 2017-26A, Cl INC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.050%, 10/18/38(A)(B) | 1032 | 418 |
| Neuberger Berman Loan Advisers CLO 27 Equity, Ser 2018-27A, Cl INC | Neuberger Berman Loan Advisers CLO 27 Equity, Ser 2018-27A, Cl INC | Neuberger Berman Loan Advisers CLO 27 Equity, Ser 2018-27A, Cl INC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.252%, 07/15/36(A)(B) | 1070 | 348 |
| Neuberger Berman Loan Advisers CLO 40 Equity, Ser 2021-40A, Cl SUB | Neuberger Berman Loan Advisers CLO 40 Equity, Ser 2021-40A, Cl SUB | Neuberger Berman Loan Advisers CLO 40 Equity, Ser 2021-40A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.593%, 10/16/37(A)(B) | 580 | 261 |
| Neuberger Berman Loan Advisers CLO 46 Equity, Ser 2021-46A, Cl SUB | Neuberger Berman Loan Advisers CLO 46 Equity, Ser 2021-46A, Cl SUB | Neuberger Berman Loan Advisers CLO 46 Equity, Ser 2021-46A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.194%, 01/20/37(A)(B) | 9250 | 5457 |
| Niagara Park CLO Equity, Ser 2019-1A, Cl SUB | Niagara Park CLO Equity, Ser 2019-1A, Cl SUB | Niagara Park CLO Equity, Ser 2019-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.008%, 01/17/38(A)(B) | 750 | 457 |
| Octagon 55 CLO Equity, Ser 2021-1A, Cl SUB | Octagon 55 CLO Equity, Ser 2021-1A, Cl SUB | Octagon 55 CLO Equity, Ser 2021-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.336%, 07/20/34(A)(B) | 1250 | 487 |
| Octagon Investment Partners 26 CLO, Ser 2016-1A, Cl ER | Octagon Investment Partners 26 CLO, Ser 2016-1A, Cl ER | Octagon Investment Partners 26 CLO, Ser 2016-1A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.979%, TSFR3M + 5.662%, 07/15/30(B)(C) | 3125 | 2960 |
| Octagon Investment Partners CLO, Ser 2018-18A, Cl D | Octagon Investment Partners CLO, Ser 2018-18A, Cl D | Octagon Investment Partners CLO, Ser 2018-18A, Cl D |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.089%, TSFR3M + 5.772%, 04/16/31(B)(C) | 500 | 475 |
| Octagon Investment Partners CLO 47 Equity, Ser 2020-1A, Cl SUB | Octagon Investment Partners CLO 47 Equity, Ser 2020-1A, Cl SUB | Octagon Investment Partners CLO 47 Equity, Ser 2020-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.104%, 01/22/38(A)(B) | 2964 | 1171 |
| Octagon Investment Partners CLO Equity, Ser 2018-1A, Cl SUB | Octagon Investment Partners CLO Equity, Ser 2018-1A, Cl SUB | Octagon Investment Partners CLO Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.017%, 01/20/31(A)(B) | 2250 | 168 |
| Octagon Investment Partners XVII CLO, Ser 2013-1A, Cl ER2 | Octagon Investment Partners XVII CLO, Ser 2013-1A, Cl ER2 | Octagon Investment Partners XVII CLO, Ser 2013-1A, Cl ER2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.730%, TSFR3M + 5.412%, 01/25/31(B)(C) | 1081 | 1048 |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (Unaudited)

*August 31, 2025*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Octagon Investment Partners XXII CLO, Ser 2014-1A, Cl ERR | Octagon Investment Partners XXII CLO, Ser 2014-1A, Cl ERR | Octagon Investment Partners XXII CLO, Ser 2014-1A, Cl ERR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.044%, TSFR3M + 5.712%, 01/22/30(B)(C) | $3400 | $3294 |
| OHA Credit Partners VII, Ser 2025-7A, Cl ER4 | OHA Credit Partners VII, Ser 2025-7A, Cl ER4 | OHA Credit Partners VII, Ser 2025-7A, Cl ER4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.704%, TSFR3M + 4.500%, 02/20/38(B)(C) | 500 | 493 |
| Palmer Square CLO, Ser 2025-1A, Cl ER | Palmer Square CLO, Ser 2025-1A, Cl ER | Palmer Square CLO, Ser 2025-1A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.226%, TSFR3M + 4.900%, 01/20/38(B)(C) | 1000 | 1000 |
| Regatta XI Funding CLO Equity, Ser 2018-1A, Cl SUB | Regatta XI Funding CLO Equity, Ser 2018-1A, Cl SUB | Regatta XI Funding CLO Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.861%, 07/17/37(A)(B) | 500 | 117 |
| Rockford Tower CLO Equity, Ser 2018-1A, Cl SUB | Rockford Tower CLO Equity, Ser 2018-1A, Cl SUB | Rockford Tower CLO Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.253%, 05/20/31(A)(B) | 2500 | 225 |
| Rockford Tower CLO Equity, Ser 2021-1A, Cl SUB | Rockford Tower CLO Equity, Ser 2021-1A, Cl SUB | Rockford Tower CLO Equity, Ser 2021-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.811%, 07/20/34(A)(B) | 4100 | 1763 |
| Rockford Tower CLO Equity, Ser 2021-2A, Cl SUB | Rockford Tower CLO Equity, Ser 2021-2A, Cl SUB | Rockford Tower CLO Equity, Ser 2021-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37.094%, 07/20/34(A)(B) | 4750 | 1852 |
| RR 3 CLO Equity, Ser 2018-3A, Cl PREF | RR 3 CLO Equity, Ser 2018-3A, Cl PREF | RR 3 CLO Equity, Ser 2018-3A, Cl PREF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40.874%, 01/15/30(A) | 3750 | 63 |
| Shackleton CLO, Ser 2013-3A, Cl ER | Shackleton CLO, Ser 2013-3A, Cl ER | Shackleton CLO, Ser 2013-3A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.459%, TSFR3M + 6.142%, 07/15/30(B)(C) | 3000 | 2911 |
| Shackleton CLO, Ser 2013-IV-R, Cl D | Shackleton CLO, Ser 2013-IV-R, Cl D | Shackleton CLO, Ser 2013-IV-R, Cl D |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.432%, TSFR3M + 6.112%, 04/13/31(B)(C) | 1350 | 1321 |
| Shackleton CLO, Ser 2014-5RA, Cl E | Shackleton CLO, Ser 2014-5RA, Cl E | Shackleton CLO, Ser 2014-5RA, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.654%, TSFR3M + 6.412%, 05/07/31(B)(C) | 2850 | 2716 |
| Shackleton CLO, Ser 2017-11A, Cl E | Shackleton CLO, Ser 2017-11A, Cl E | Shackleton CLO, Ser 2017-11A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.773%, TSFR3M + 6.562%, 08/15/30(B)(C) | 3250 | 2860 |
| Shackleton CLO Equity, Ser 2019-14A, Cl SUB | Shackleton CLO Equity, Ser 2019-14A, Cl SUB | Shackleton CLO Equity, Ser 2019-14A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.506%, 07/20/34(A)(B) | 4000 | 2397 |
| Sound Point CLO Equity, Ser 2025-2A, Cl SUB | Sound Point CLO Equity, Ser 2025-2A, Cl SUB | Sound Point CLO Equity, Ser 2025-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/38(A)(B) | 14100 | 9958 |
| Sound Point CLO II, Ser 2013-1A, Cl B2R | Sound Point CLO II, Ser 2013-1A, Cl B2R | Sound Point CLO II, Ser 2013-1A, Cl B2R |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.075%, TSFR3M + 5.762%, 01/26/31(B)(C) | 599 | 514 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Sound Point CLO III-R, Ser 2013-2RA, Cl E | Sound Point CLO III-R, Ser 2013-2RA, Cl E | Sound Point CLO III-R, Ser 2013-2RA, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.579%, TSFR3M + 6.262%, 04/15/29(B)(C) | $1050 | $990 |
| Sound Point CLO IX, Ser 2019-2A, Cl ERR | Sound Point CLO IX, Ser 2019-2A, Cl ERR | Sound Point CLO IX, Ser 2019-2A, Cl ERR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.387%, TSFR3M + 7.062%, 07/20/32(B)(C) | 2000 | 1083 |
| Sound Point CLO VIII-R, Ser 2019-1RA, Cl E | Sound Point CLO VIII-R, Ser 2019-1RA, Cl E | Sound Point CLO VIII-R, Ser 2019-1RA, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.179%, TSFR3M + 6.862%, 04/15/30(B)(C) | 2000 | 1245 |
| Sound Point CLO V-R, Ser 2018-1RA, Cl E | Sound Point CLO V-R, Ser 2018-1RA, Cl E | Sound Point CLO V-R, Ser 2018-1RA, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.691%, TSFR3M + 6.362%, 07/18/31(B)(C) | 1438 | 1104 |
| Sound Point CLO XIX, Ser 2018-1A, Cl E | Sound Point CLO XIX, Ser 2018-1A, Cl E | Sound Point CLO XIX, Ser 2018-1A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.229%, TSFR3M + 5.912%, 04/15/31(B)(C) | 3900 | 3312 |
| Sound Point CLO XIX Equity, Ser 2018-1A, Cl SUB | Sound Point CLO XIX Equity, Ser 2018-1A, Cl SUB | Sound Point CLO XIX Equity, Ser 2018-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/31(A)(B) | 4500 | 18 |
| Sound Point CLO XVI, Ser 2017-2A, Cl E | Sound Point CLO XVI, Ser 2017-2A, Cl E | Sound Point CLO XVI, Ser 2017-2A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.680%, TSFR3M + 6.362%, 07/25/30(B)(C) | 3063 | 2360 |
| Sound Point CLO XVII Equity, Ser 2017-3A, Cl SUB | Sound Point CLO XVII Equity, Ser 2017-3A, Cl SUB | Sound Point CLO XVII Equity, Ser 2017-3A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.568%, 10/20/30(A)(B) | 8500 | 304 |
| Sound Point CLO XVIII, Ser 2017-4A, Cl D | Sound Point CLO XVIII, Ser 2017-4A, Cl D | Sound Point CLO XVIII, Ser 2017-4A, Cl D |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.087%, TSFR3M + 5.762%, 01/20/31(B)(C) | 3500 | 2497 |
| Sound Point CLO XX, Ser 2018-2A, Cl E | Sound Point CLO XX, Ser 2018-2A, Cl E | Sound Point CLO XX, Ser 2018-2A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.575%, TSFR3M + 6.262%, 07/26/31(B)(C) | 3000 | 2286 |
| Sound Point CLO XXI Equity, Ser 2018-3A, Cl SUB | Sound Point CLO XXI Equity, Ser 2018-3A, Cl SUB | Sound Point CLO XXI Equity, Ser 2018-3A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/26/31(A)(B) | 1000 | 6 |
| Sounds Point CLO IV-R, Ser 2013-3RA, Cl E | Sounds Point CLO IV-R, Ser 2013-3RA, Cl E | Sounds Point CLO IV-R, Ser 2013-3RA, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.841%, TSFR3M + 6.512%, 04/18/31(B)(C) | 1027 | 562 |
| Southwick Park CLO Equity, Ser 2019-4A, Cl SUB | Southwick Park CLO Equity, Ser 2019-4A, Cl SUB | Southwick Park CLO Equity, Ser 2019-4A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.729%, 07/20/32(A)(B) | 2000 | 816 |
| Steele Creek CLO, Ser 2016-1A, Cl ER | Steele Creek CLO, Ser 2016-1A, Cl ER | Steele Creek CLO, Ser 2016-1A, Cl ER |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.330%, TSFR3M + 6.012%, 06/15/31(B)(C) | 1500 | 1223 |
| Steele Creek CLO, Ser 2017-1A, Cl E | Steele Creek CLO, Ser 2017-1A, Cl E | Steele Creek CLO, Ser 2017-1A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.779%, TSFR3M + 6.462%, 10/15/30(B)(C) | 1900 | 1708 |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (Unaudited)

*August 31, 2025*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Steele Creek CLO, Ser 2018-1A, Cl E | Steele Creek CLO, Ser 2018-1A, Cl E | Steele Creek CLO, Ser 2018-1A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.329%, TSFR3M + 6.012%, 04/15/31(B)(C) | $4000 | $3249 |
| Steele Creek CLO Equity, Ser 2014-1RA, Cl SUB | Steele Creek CLO Equity, Ser 2014-1RA, Cl SUB | Steele Creek CLO Equity, Ser 2014-1RA, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.459%, 04/21/31(A)(B) | 21168 | 2 |
| Steele Creek CLO Equity, Ser 2017-1A, Cl SUB | Steele Creek CLO Equity, Ser 2017-1A, Cl SUB | Steele Creek CLO Equity, Ser 2017-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.915%, 10/15/30(A)(B) | 2500 | 13 |
| Symphony CLO XXVI Equity, Ser 2021-26A, Cl SUB | Symphony CLO XXVI Equity, Ser 2021-26A, Cl SUB | Symphony CLO XXVI Equity, Ser 2021-26A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.348%, 04/20/33(A)(B) | 6500 | 511 |
| Tallman Park CLO Equity, Ser 2021-1A, Cl SUB | Tallman Park CLO Equity, Ser 2021-1A, Cl SUB | Tallman Park CLO Equity, Ser 2021-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.472%, 07/20/38(A)(B) | 14425 | 8150 |
| TCW CLO Equity, Ser 2021-1A, Cl SUB | TCW CLO Equity, Ser 2021-1A, Cl SUB | TCW CLO Equity, Ser 2021-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.263%, 01/20/38(A)(B) | 12980 | 6109 |
| Upland CLO Equity, Ser 2016-1A, Cl SUB | Upland CLO Equity, Ser 2016-1A, Cl SUB | Upland CLO Equity, Ser 2016-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33.330%, 04/20/31(A) | 2500 | 343 |
| Venture 37 CLO, Ser 2019-37A, Cl E | Venture 37 CLO, Ser 2019-37A, Cl E | Venture 37 CLO, Ser 2019-37A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.529%, TSFR3M + 7.212%, 07/15/32(B)(C) | 1000 | 742 |
| Venture XXX CLO, Ser 2017-30A, Cl E | Venture XXX CLO, Ser 2017-30A, Cl E | Venture XXX CLO, Ser 2017-30A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.879%, TSFR3M + 6.562%, 01/15/31(B)(C) | 1500 | 831 |
| Voya CLO, Ser 2017-1A, Cl D | Voya CLO, Ser 2017-1A, Cl D | Voya CLO, Ser 2017-1A, Cl D |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.684%, TSFR3M + 6.362%, 04/17/30(B)(C) | 1500 | 1484 |
| Wellfleet CLO, Ser 2015-1A, Cl ER3 | Wellfleet CLO, Ser 2015-1A, Cl ER3 | Wellfleet CLO, Ser 2015-1A, Cl ER3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.637%, TSFR3M + 7.312%, 07/20/29(B)(C) | 60 | 32 |
| Wellfleet CLO Equity, Ser 2020-2A, Cl SUB | Wellfleet CLO Equity, Ser 2020-2A, Cl SUB | Wellfleet CLO Equity, Ser 2020-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.362%, 07/15/34(A) | 5000 | 1200 |
| York CLO 2 Equity, Ser 2015-1A, Cl SUB | York CLO 2 Equity, Ser 2015-1A, Cl SUB | York CLO 2 Equity, Ser 2015-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.696%, 10/22/37(A)(B) | 750 | 244 |
| **Jersey [13.6%]** |  |  |
| AIMCO CLO 17, Ser 2024-17A, Cl FR | AIMCO CLO 17, Ser 2024-17A, Cl FR | AIMCO CLO 17, Ser 2024-17A, Cl FR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.832%, TSFR3M + 6.500%, 07/20/37(B)(C) | 502 | 474 |
| AIMCO CLO 17 Equity, Ser 2022-17A, Cl SUB | AIMCO CLO 17 Equity, Ser 2022-17A, Cl SUB | AIMCO CLO 17 Equity, Ser 2022-17A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/37(A) | 10250 | 7277 |
| AIMCO CLO 21, Ser 2024-21A, Cl F | AIMCO CLO 21, Ser 2024-21A, Cl F | AIMCO CLO 21, Ser 2024-21A, Cl F |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.829%, TSFR3M + 6.500%, 04/18/37(B)(C) | 1250 | 1164 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| AIMCO CLO 21, Ser 2024-21A, Cl SUB | AIMCO CLO 21, Ser 2024-21A, Cl SUB | AIMCO CLO 21, Ser 2024-21A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.888%, 04/18/37(A)(B) | 10750 | $6988 |
| Apidos CLO XL Equity, Ser 2022-40A, Cl SUB | Apidos CLO XL Equity, Ser 2022-40A, Cl SUB | Apidos CLO XL Equity, Ser 2022-40A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.715%, 07/15/37(A) | 2250 | 1713 |
| Generate CLO Equity, Ser 2024-15A, Cl SUB | Generate CLO Equity, Ser 2024-15A, Cl SUB | Generate CLO Equity, Ser 2024-15A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.417%, 07/20/37(A)(B) | 12500 | 7808 |
| Neuberger Berman Loan Advisers CLO 55 Equity, Ser 2024-55A, Cl SUB | Neuberger Berman Loan Advisers CLO 55 Equity, Ser 2024-55A, Cl SUB | Neuberger Berman Loan Advisers CLO 55 Equity, Ser 2024-55A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.512%, 04/22/38(A)(B) | 1000 | 670 |
| Neuberger Berman Loan Advisers NBLA CLO 53 Equity, Ser 2023-53A, Cl SUB | Neuberger Berman Loan Advisers NBLA CLO 53 Equity, Ser 2023-53A, Cl SUB | Neuberger Berman Loan Advisers NBLA CLO 53 Equity, Ser 2023-53A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.571%, 10/24/37(A)(B) | 4100 | 3467 |
| Wehle Park CLO Equity, Ser 2014-1RA, Cl SUB | Wehle Park CLO Equity, Ser 2014-1RA, Cl SUB | Wehle Park CLO Equity, Ser 2014-1RA, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.715%, 04/21/35(A) | 17250 | 8965 |
| **United States [3.3%]** |  |  |
| Flatiron CLO 23 Equity, Ser 2023-1A, Cl SUB | Flatiron CLO 23 Equity, Ser 2023-1A, Cl SUB | Flatiron CLO 23 Equity, Ser 2023-1A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.393%, 04/17/36(A)(B) | 1100 | 827 |
| Flatiron RR CLO 22 Equity, Ser 2021-2A, Cl SUB | Flatiron RR CLO 22 Equity, Ser 2021-2A, Cl SUB | Flatiron RR CLO 22 Equity, Ser 2021-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.057%, 10/15/34(A)(B) | 8750 | 6188 |
| Green Lakes Park CLO, Ser 2019-2A, Cl SUB | Green Lakes Park CLO, Ser 2019-2A, Cl SUB | Green Lakes Park CLO, Ser 2019-2A, Cl SUB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.646%, 01/25/38(A)(B) | 3000 | 2352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset-Backed Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset-Backed Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset-Backed Securities** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $305,239) |  | 260758 |
| **Short-Term Investment [7.8%]** | **Short-Term Investment [7.8%]** | **Short-Term Investment [7.8%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEI Daily Income Trust Government Fund, Cl Institutional, 4.190%\*\* | 22215842 | 22216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Short-Term Investment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Short-Term Investment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Short-Term Investment** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $22,216) |  | 22216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.5%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.5%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.5%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $327,455) |  | $282974 |

---

Percentages are based on net assets of $284,283 (000).

\*\* The rate reported is the 7-day effective yield as of August 31, 2025.

(A) Level 3 security in accordance with fair value hierarchy. The rate reported is the effective yield as of August 31, 2025.

(B) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2025, the value of these securities amounted to $217,099 (000), representing 76.4% of the net assets of the Fund.

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

(C) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(D) This is a CLO warehouse position, which is a loan accumulation vehicle. Loan accumulation vehicles are financing structures intended to aggregate loans that may be used to form the basis of a CLO. Total as of August 31, 2025 was $15,912 (000).

Cl — Class

CLO — Collateralized Loan Obligation

Ser — Series

TSFR3M — 3 Month Term Secured Overnight Financing Rate

CNR-QH-004-1400

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

## 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 Strategic Credit Fund

- **b. Investment Company Act file number:** 811-23348

- **c. CIK number of Registrant:** 0001737936

- **d. LEI of Registrant:** 549300Z5M285SUK0Q514

- **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 Strategic Credit Fund

- **c. LEI of Series:** 549300Z5M285SUK0Q514

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $284693850.06

**Total Liabilities:** $423230.26

**Net Assets:** $284270619.80

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -906.16669205 | **1-Year:** -15729.74292167 | **5-Year:** -25606.22206106 | **10-Year:** -7359.30738268 | **30-Year:** -65.25673913

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.60%               | 2.30%                | 1.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1721532.54              | $-3954298.83                               |
| Month 2  | $787.50                  | $-4577786.52                               |
| Month 3  | $596184.72               | $3097522.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GENERATE CLO LTD                         | GNRT 2024-15A SUB 7/20/37 SERIES: 24-15A CLASS: SUB                | CUSIP: 37148AAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $7807887.50   | 2.75%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SNDPT 2018 - 3A SUB MTGE PREFERRED STOCK                           | CUSIP: 83613JAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $5827.00      | 0.00%             | 2031-10-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BARINGS CLO LTD                          | BARINGS CLO LTD 2020-IV SERIES: 20-4A CLASS: SUB                   | CUSIP: 06762DAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11811964 | PA      | $4808662.36   | 1.69%             | 2032-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TIAA CLO LTD                             | SYMPHONY CLO LTD SERIES: 21-26A CLASS: SUB                         | CUSIP: 87271QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $511043.00    | 0.18%             | 2029-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUNDS POINT CLO IV-R LTD SNDPT 2013-3RA E                         | CUSIP: 83610DAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1027252 | PA      | $562320.92    | 0.20%             | 2031-04-18      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| APIDOS CLO                               | APID 2017-28A SUB MTGE 17-28A                                      | CUSIP: 03766YAB9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $790000.00    | 0.28%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GRIPPEN PARK CLO LTD                     | GRIPPEN PARK CLO LTD GRIPP 2017-1A SUB                             | CUSIP: 39862DAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $2500.00      | 0.00%             | 2030-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CDO LIMITED                      | VENTURE 37 CLO LTD VENTR 2019-37A E                                | CUSIP: 92332JAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $741746.00    | 0.26%             | 2032-07-15      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| TALLMAN PARK CLO LTD                     | TALLMAN PARK CLO, LTD. SERIES: 2021-1A CLASS: SUB                  | CUSIP: 874779AC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14425000 | PA      | $8150125.00   | 2.87%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                    | BLUEMOUNTAIN CLO  LTD                                              | CUSIP: 09629QAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $192500.00    | 0.07%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WEHLE PARK CLO LTD                       | WEHLE PARK CLO LTD SERIES: 14-1RA CLASS: SUB                       | CUSIP: 94860MAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  17250000 | PA      | $8964600.75   | 3.15%             | 2035-04-23      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SNDPT 2017-3A SUB MTGE 10 PREFERRED STOCK                          | CUSIP: 83611FAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $303518.00    | 0.11%             | 2030-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TALLMAN WAREHOUSE FEESTRIP               | TALLMAN WAREHOUSE FEESTRIP DAHO VALUED                             | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO LTD SERIES: 14-1RA CLASS: E                        | CUSIP: 83607GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1437500 | PA      | $1103748.44   | 0.39%             | 2031-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO           | MORGAN STANLEY EATON VANCE CLO 2022-16 LTD MSEV 2022-16 WAREHOUSE  | CUSIP: 61774KAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $4287500.00   | 1.51%             | 2030-10-15      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ARES CLO LTD                             | ARES CLO LTD SERIES: 21-62A CLASS: SUB                             | CUSIP: 00192XAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $677835.00    | 0.24%             | 2034-01-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUTHWICK FEE STRIP                      | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUB 202455A SUB MTGE SERIES: 24-55A CLASS: SUB                    | CUSIP: 640982AE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $670000.00    | 0.24%             | 2038-04-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| EATON VANCE FEE                          | EATON VANCE FEE DAHO VALUED                                        | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO LTD             | BLUEM 2017-2A SUB MTGE PREFERRED STOCK                             | CUSIP: 09629HAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $66903.00     | 0.02%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NIAGARA PARK CLO LTD                     | NIAPK 2019-1A SUB MTGE SERIES: 19-1A CLASS: SUB                    | CUSIP: 65357KAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $457500.00    | 0.16%             | 2032-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                 | NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD 01/15/2030               | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $347750.00    | 0.12%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                         | STEELE CREK CLO LTD SERIES: 17-1A CLASS: SUB                       | CUSIP: 85816UAB4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $12500.00     | 0.00%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE US CLO LTD                       | CGMS 2018-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $9600.00      | 0.00%             | 2031-04-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SNDPT 2018-1A SUB MTGE 04 PREFERRED STOCK                          | CUSIP: 83607LAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $18423.00     | 0.01%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | CARLYLE GLOBAL MARKET STRATEGIES CLO 2013-3 LTD CGMS 2013-3A DR    | CUSIP: 14310HAQ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $398452.00    | 0.14%             | 2030-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO XL SUBORDINATED NOTES                                   | CUSIP: 03769TAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1713323.25   | 0.60%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO III-R LTD SNDPT 2013-2RA E                         | CUSIP: 83611RAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $990425.10    | 0.35%             | 2029-04-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                    | WELLFLEET CLO 2015-1 LTD WELF 2015-1A ER3                          | CUSIP: 94949QAN9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |     59611 | PA      | $32190.20     | 0.01%             | 2029-07-20      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO                         | STEELE CREEK CLO 2017-1 LTD STCR 2017-1A E                         | CUSIP: 85816UAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1708506.60   | 0.60%             | 2030-10-15      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $810827.73    | 0.29%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS SERIES: 2018-1A CLASS: SUB             | CUSIP: 67591RAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $168471.00    | 0.06%             | 2031-01-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD          | BENEFIT STREET PARTNERS CLO XXXVI LTD SERIES: 24-36A CLASS: SUB    | CUSIP: 081920AE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $4945980.00   | 1.74%             | 2038-01-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $803536.78    | 0.28%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXIII LTD LCM 23A D                                            | CUSIP: 52111RAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $369133.50    | 0.13%             | 2029-10-20      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                   | MAGNETITE XL LTD MAGNE 2024-40A F                                  | CUSIP: 55955VAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484660.00    | 0.17%             | 2037-07-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACK 2019-14A SUB MTGE PREFERRED STOCK                            | CUSIP: 81880YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2396800.00   | 0.84%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLFLEET CLO LIMITED                    | WELLFLEET CLO LTD SERIES: 20-2A CLASS: SUB                         | CUSIP: 94950BAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $1200000.00   | 0.42%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2014-V-R CLO LTD SHACK 2014-5RA E                       | CUSIP: 81881NAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2716155.45   | 0.96%             | 2031-05-07      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                         | FLAT 2024-2A SUB MTGE SERIES: 24-2A CLASS: SUB                     | CUSIP: 33883YAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $11367359.00  | 4.00%             | 2037-10-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2013-III CLO LTD SHACK 2013-3A ER                       | CUSIP: 81881TAJ9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2910795.00   | 1.02%             | 2030-07-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                   | MAGNETITE CLO LTD SERIES: 24-40A CLASS: SUB                        | CUSIP: 55955VAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20136000 | PA      | $13283558.11  | 4.67%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| AIMCO CLO LTD                            | AIMCO SERIES: 21-15A CLASS: SUB                                    | CUSIP: 00889CAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10685000 | PA      | $6624700.00   | 2.33%             | 2034-10-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MILOS CLO, LTD                           | MILOS CLO 2017-1A SUB SERIES: 17-1A CLASS: F                       | CUSIP: 60162QAB6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $330000.00    | 0.12%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                               | APID 2016-24A SUB 16-24A CLASS : SUB                               | CUSIP: 03762XAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $687500.00    | 0.24%             | 2027-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUB 2023-53A SUB MTGE MATU- 10/24/2037                            | CUSIP: 64135LAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $3466812.40   | 1.22%             | 2032-10-25      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1359108.64   | 0.48%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO LTD                         | GENERATE 2024-16A SUB EXE SERIES: 24-16A CLASS: SUB                | CUSIP: 37149WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1687500.00   | 0.59%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO VIII-R LTD SNDPT 2015-1RA E                        | CUSIP: 83607KAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1245184.00   | 0.44%             | 2030-04-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                   | MAGNE 2015-16A SUB MTGE 0 PREFERRED STOCK                          | CUSIP: 55953PAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $22056.00     | 0.01%             | 2028-01-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLAT 2018-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 33883HAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $75.00        | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                  | DRYDEN 40 SENIOR LOAN FUND DRSLF 2015-40A FR                       | CUSIP: 26244FAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $187577.50    | 0.07%             | 2031-08-15      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | ROCKFORD TOWER CLO LTD SERIES: 21-40A CLASS: SUB                   | CUSIP: 64134KAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $261000.00    | 0.09%             | 2033-04-18      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                    | BLUEM 2018-23A SUB MTGE 1 PREFERRED STOCK                          | CUSIP: 09629RAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $3097969.00   | 1.09%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO XIX LTD SNDPT 2018-1A E                            | CUSIP: 83607LAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3311919.00   | 1.17%             | 2031-04-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| VOYA CLO                                 | VOYA CLO 2017-1 LTD VOYA 2017-1A D                                 | CUSIP: 92916NAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1483989.00   | 0.52%             | 2030-04-17      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A ER    | CUSIP: 14310PAN0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3270065.60   | 1.15%             | 2031-04-17      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1141925.79   | 0.40%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO IX LTD SNDPT 2015-2A ERR                           | CUSIP: 83609HAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1082942.00   | 0.38%             | 2032-07-20      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2017-XI CLO LTD SHACK 2017-11A E                        | CUSIP: 81883FAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2859866.75   | 1.01%             | 2030-08-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                 | NEUB 2017-26A INC MTGE 10 PREFERRED STOCK                          | CUSIP: 64131NAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1032000 | PA      | $417960.00    | 0.15%             | 2030-10-18      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLAT 2024-2A F MTGE SERIES: 24-2A CLASS: F                         | CUSIP: 33883YAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1538758.65   | 0.54%             | 2037-10-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                       | CARLYLE GLOBAL MARKET STRATEGIES SERIES: 2017-5A CLASS: SUB        | CUSIP: 14316RAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $67500.00     | 0.02%             | 2030-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| YORK CLO LTD                             | YCLO 2015-1A SUB MTGE 01 PREFERRED STOCK                           | CUSIP: 98625RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $243750.00    | 0.09%             | 2027-10-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO           | MORGAN STANLEY EATON VANCE CLO 2021-1 LTD SERIES: 21-1A CLASS: SUB | CUSIP: 61773LAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $4110540.00   | 1.45%             | 2034-10-23      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN CLO LTD                           | DRYDEN SENIOR LOAN FUND 2021-93A SUB PREFERRED STOCK               | CUSIP: 26251TAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18962500 | PA      | $6921312.50   | 2.43%             | 2038-01-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO SERIES: 19-32A CLASS: SUB                               | CUSIP: 03768QAS7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $2668718.80   | 0.94%             | 2033-01-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SNDPT 2025-2A SUB MTGE SERIES: 25-2A CLASS: SUB                    | CUSIP: 83617RAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14100000 | PA      | $9957575.10   | 3.50%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TCW CLO LTD                              | EATON VANCE CDO LTD SERIES: 22-1A CLASS: SUB                       | CUSIP: 871978AC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $1406323.82   | 0.49%             | 2033-04-22      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUBERGER BERMAN CLO LTD SERIES: 21-42A CLASS: SUB                 | CUSIP: 64133XAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1240000.00   | 0.44%             | 2035-07-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO XXXII SERIES: 19-32A CLASS: ER                          | CUSIP: 03768QAU2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $747123.75    | 0.26%             | 2033-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                  | LCM XV LP LCM 15A ER                                               | CUSIP: 50185AAG4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $3727488.00   | 1.31%             | 2030-07-20      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS XVII LTD OCT17 2013-1A ER2             | CUSIP: 67590HAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1080500 | PA      | $1047984.51   | 0.37%             | 2031-01-25      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                            | AIMCO CLO 17 LTD SUBORDINATED NOTES (144A)                         | CUSIP: 00889KAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $7277500.00   | 2.56%             | 2035-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ROCKFORD TOWER CLO                       | ROCKFORD TOWER CLO LOTD SERIES: 21-1A CLASS: SUB                   | CUSIP: 77341JAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $1763000.00   | 0.62%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GREENWOOD PARK CLO, LTD                  | GREENWOOD PARK CLO, LTD SERIES: 18-1A CLASS: SUB                   | CUSIP: 39729TAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  12075000 | PA      | $1207500.00   | 0.42%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1174670.31   | 0.41%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $800295.78    | 0.28%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $423126.24    | 0.15%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BUCKHORN PARK CLO, LTD                   | BUCKHORN PARK BOND CLO                                             | CUSIP: 118381AC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $1750700.00   | 0.62%             | 2031-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                            | AIMCO CLO 21 LTD AIMCO 2024-21A F                                  | CUSIP: 00901XAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1164443.63   | 0.41%             | 2037-04-18      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1657497.02   | 0.58%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1172799.70   | 0.41%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLATRON CLO LTD 0.00001% 4/15/2038                                 | CUSIP: 33882NAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1352163.00   | 0.48%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON 55 LTD SERIES: 21-1A CLASS: SUB                            | CUSIP: 67592WAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $486630.00    | 0.17%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1351036.19   | 0.48%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                       | CARLYGLE GLOBAL MARKET STRATEGIES SERIES: 21-5A CLASS: SUB         | CUSIP: 14318AAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $3788661.50   | 1.33%             | 2038-03-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                         | STEELE CREEK CLO 2016-1 LTD STCR 2016-1A ER                        | CUSIP: 85816TAF8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1222663.50   | 0.43%             | 2031-06-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| UPLAND CLO LTD                           | UPLAND CLO LTD SERIES: 21-46A CLASS: SUB                           | CUSIP: 915324AC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $342677.50    | 0.12%             | 2028-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS SERIES: 20-1A CLASS: SUB               | CUSIP: 67576YAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2964000 | PA      | $1170780.00   | 0.41%             | 2038-01-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WEHLE PARK                               | WEHLE PARK FEE STRIP                                               | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1236100.82   | 0.43%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                       | CGMS 2017-2A SUB MTGE PREFERRED STOCK                              | CUSIP: 14315KAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $1912500.00   | 0.67%             | 2031-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | CGMS 2015-1A SUB MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311EAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    613333 | PA      | $810.21       | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ALM LTD                                  | ALM LOAN FUNDING SERIES: 20-1A CLASS: SUB                          | CUSIP: 00166DAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5025000 | PA      | $53013.75     | 0.02%             | 2120-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BATTALION CLO LTD                        | BATTALION CLO LTD SERIES: 19-16A CLASS: SUB                        | CUSIP: 07133NAB0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   5971000 | PA      | $2059995.00   | 0.72%             | 2032-12-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCM LTD.                                 | LCM XXV LTD LCM 25A E                                              | CUSIP: 50181KAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $586099.50    | 0.21%             | 2030-07-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| RR LTD                                   | RR3 (FKA ALM XIV LTS) PREFERRED SHARES                             | CUSIP: 74988M201<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $62613.75     | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GREYWOLF CLO LTD.                        | GWOLF 2018-2A SUB SERIES: 18-2A CLASS: SUB                         | CUSIP: 39809BAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   3430000 | PA      | $1063300.00   | 0.37%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                            | EATON VANCE CDO LTD SERIES: 24-21A CLASS: SUB                      | CUSIP: 00901XAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  10750000 | PA      | $6987500.00   | 2.46%             | 2037-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO XX LTD SNDPT 2018-2A E                             | CUSIP: 83611HAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2285616.00   | 0.80%             | 2031-07-26      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO                         | STEELE CREEK CLO 2018-1 LTD STCR 2018-1A E                         | CUSIP: 85816EAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3248712.00   | 1.14%             | 2031-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| APIDOS CLO XXV                           | APIDOS CLO XXV FEE STRIP 6-03-21                                   | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                       | ROCKFORD TOWER CLO LTD SERIES: 21-2A CLASS: SUB                    | CUSIP: 77341MAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $1852500.00   | 0.65%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                      | VENTURE XXX CLO LTD VENTR 2017-30A E                               | CUSIP: 92331PAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $831355.50    | 0.29%             | 2031-01-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                  | DRYDEN SENIOR LOAN FUND 2019-75A SUB PREFERRED STOCK               | CUSIP: 26252KAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2430000 | PA      | $771525.00    | 0.27%             | 2034-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO XVIII LTD SNDPT 2017-4A D                          | CUSIP: 83608DAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $2497337.50   | 0.88%             | 2031-01-21      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXII LTD LCM 22A DR                                            | CUSIP: 50189HAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1084948.75   | 0.38%             | 2028-10-20      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                      | EATON VANCE CDO LTD SERIES: 20-1A CLASS: SUB                       | CUSIP: 278301AC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6920000 | PA      | $3169456.88   | 1.11%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROCKFORD TOWER CLO                       | ROCKFORD TOWER CLO LTD SERIES: 18-1A CLASS: SUB                    | CUSIP: 77342HAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $225000.00    | 0.08%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PALMER SQUARE CLO                        | PALMER SQUARE CLO 2023-1 LTD PLMRS 2023-1A ER                      | CUSIP: 69702UAE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999970.00    | 0.35%             | 2038-01-20      | Floating      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO II LTD SNDPT 2013-1A B2R                           | CUSIP: 83608FAH1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    599000 | PA      | $513940.20    | 0.18%             | 2031-01-26      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                       | SHACKLETON 2013-IV-R CLO LTD SHACK 2013-4RA D                      | CUSIP: 81882GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1321521.75   | 0.46%             | 2031-04-13      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| AIG CLO                                  | EATON VANCE CDO LTD SERIES: 19-2A CLASS: SUB                       | CUSIP: 00140EAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2352006.00   | 0.83%             | 2032-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUTHWICK PARK CLO LTD                   | SOUTHWICK 2019 4A SUB MTGE PREFERRED STOCK                         | CUSIP: 84604YAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $816324.00    | 0.29%             | 2032-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                         | FLATIRON CLO 23 LLC SERIES: 23-1A CLASS: SUB                       | CUSIP: 33883DAN4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $826995.40    | 0.29%             | 2036-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ELMWOOD CLO                              | ELMWOOD CLO IX LTD SERIES: 21-2A CLASS: SUB                        | CUSIP: 29003VAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11505000 | PA      | $7592103.48   | 2.67%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BURNHAM PARK CLO, LTD.                   | BURN HAM PARK CLO LTD. PREFERRED STOCK                             | CUSIP: 12232MAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  16576000 | PA      | $1657.60      | 0.00%             | 2029-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS 18-R LTD OCT18 2018-18A D              | CUSIP: 67576HAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474702.50    | 0.17%             | 2031-04-16      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC       | NEUBERGER BERMAN CLO LTD SERIES: 21-46A CLASS: SUB                 | CUSIP: 64134RAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $5457500.00   | 1.92%             | 2037-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $922543.13    | 0.32%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD                              | TCW GEM LTD SERIES: 21-1A CLASS: SUB                               | CUSIP: 87190LAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12980000 | PA      | $6109322.56   | 2.15%             | 2034-03-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS 26 LTD OCT26 2016-1A ER                | CUSIP: 675714AE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $2959509.38   | 1.04%             | 2030-07-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK FEE STRIP                      | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                            | AIMCO CLO 17 LTD AIMCO 2022-17A FR                                 | CUSIP: 00889KAJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |    502250 | PA      | $473587.09    | 0.17%             | 2037-07-20      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                         | FLATIRON CLO 22 LTD SERIES: 21-2A CLASS: SUB                       | CUSIP: 33883QAN5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $6188017.50   | 2.18%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| REGATTA FUNDING LTD                      | REG11 2018-1A SUB MTGE 07 PREFERRED STOCK                          | CUSIP: 75887YAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $117500.00    | 0.04%             | 2037-07-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| STEELE CREEK CLO                         | STEELE CREEK CLO LTD SERIES: 14-1RA CLASS: SUB                     | CUSIP: 85815YAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  21168000 | PA      | $2116.80      | 0.00%             | 2026-08-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | ELMWOOD WAREHOUSE MARIGOLD LTD WAREHOUSE PREFERENCE SHARE          | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1379950.67   | 0.49%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $421105.64    | 0.15%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO SERIES: 2021-35A CLASS: SUB                             | CUSIP: 03768TAB8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $200000.00    | 0.07%             | 2034-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | MAGNETITE XLIX WAREHOUSE WAREHOUSE PREFERENCE SHARE                | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1257623.68   | 0.44%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO LTD             | BLUEMOUNTAIN CLO LTD PREFERRED STOCK                               | CUSIP: 09628HAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4225000 | PA      | $158437.50    | 0.06%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.        | OCTAGON INVESTMENT PARTNERS XXII LTD OCT22 2014-1A ERR             | CUSIP: 67574QAL1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3294491.20   | 1.16%             | 2030-01-22      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                  | DRYDEN 64 CLO LTD DRSLF 2018-64A E                                 | CUSIP: 26251MAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484952.00    | 0.17%             | 2031-04-18      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | CGMS 2014-1A INC MTGE 04/ PREFERRED STOCK                          | CUSIP: 14311CAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $65099.50     | 0.02%             | 2025-04-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MIDOCEAN CREDIT CLO                      | MIDO 2018 - 9A INC MTGE PREFERRED STOCK                            | CUSIP: 59802NAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $75.00        | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO LTD SUBORDINATED NOTES                                  | CUSIP: 03768BAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2903080 | PA      | $1074139.60   | 0.38%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                  | OHA CREDIT PARTNERS VII LTD OAKC 2012-7A ER4                       | CUSIP: 67102UAK5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492886.00    | 0.17%             | 2038-02-20      | Floating      | 8.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                       | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  22215842 | NS      | $22215842.01  | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                           | DRYDEN SENIOR LOAN FUND SERIES: 21-95A CLASS: SUB                  | CUSIP: 262485AC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $1397500.00   | 0.49%             | 2034-08-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO                          | SOUND POINT CLO XVI LTD SNDPT 2017-2A E                            | CUSIP: 83610LAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3062500 | PA      | $2359858.38   | 0.83%             | 2030-07-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-31

**Name of Applicant:** City National Rochdale Strategic Credit Fund

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance