# EDGAR Filing Document

**Accession Number:** 0001690996
**File Stem:** 0002048251-26-002577
**Filing Date:** 2026-3
**Character Count:** 9819
**Document Hash:** affbb61c39e0ce58747a6d8d1c1350fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002577.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0002048251-26-002577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23217
- **FILM NUMBER:** 26820389

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 8007088881

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

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

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

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $248668880.28

**Total Liabilities:** $14488216.06

**Net Assets:** $234180664.22

**Cash Not Reported:** $2546303.76

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.49%                | 0.20%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $1206753.82                                |
| Month 2  | $0.00                    | $798876.91                                 |
| Month 3  | $0.00                    | $2350382.85                                |

### Schedule of Portfolio Investments

| Name              | Title                                                                                 | Identifiers            | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A               | 8 - Hollywood (Capital Efficiency - Narrow Definitions, Regional, International)      | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |  27745619 | PA      | $51568574.72  | 22.02%            |  |  |  | No            |                  3 | On Loan: No      |
| Jayride Group Ltd | 9 - Jay (Frequency) Prime Focus- Frequency                                            | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2708918 | PA      | $5016235.29   | 2.14%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 5 - Elevado (High ROC) Prime Focus- High ROC                                          | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4270988 | PA      | $7852032.95   | 3.35%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 19 - Venice (Multi-Peril 2) Prime Focus- Multi-Peril 2                                | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3040688 | PA      | $6275212.21   | 2.68%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 11 - Lexington (Non-Florida) Prime Focus- Non-Florida                                 | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3818029 | PA      | $6929657.22   | 2.96%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 6 - Fulton (Florida Wind (Low Attachment)) Prime Focus- Florida Wind (Low Attachment) | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3658591 | PA      | $6023541.10   | 2.57%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 17 - Sunset (Short-Duration) Prime Focus- Short-Duration                              | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2252452 | PA      | $4592598.41   | 1.96%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 10 - King (Wind and Earthquake) Prime Focus- Wind and Earthquake                      | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   5124982 | PA      | $8212945.15   | 3.51%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 16 - Rodeo (Regional Wind 2) Prime Focus- Regional Wind 2                             | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2278428 | PA      | $4900954.12   | 2.09%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 1 - Atlantic (ANP) Prime Focus- ANP                                                   | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4993190 | PA      | $8448858.56   | 3.61%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 4 - Delancey (US Earthquake) Prime Focus- US Earthquake                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   5219202 | PA      | $7730968.40   | 3.30%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 13 - Nassau (Multi-Peril 1) Prime Focus- Multi-Peril 1                                | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   3667697 | PA      | $8013765.64   | 3.42%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 2 - Broadway (Capital Efficiency - Narrow Definitions, Regional, International)       | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |  25605959 | PA      | $52227457.36  | 22.30%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 12 - Madison (Regional Wind 1) Prime Focus- Regional Wind 1                           | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4553223 | PA      | $8595787.97   | 3.67%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 3 - Carmelia (International Multi-Peril) Prime Focus- International Multi-Peril       | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   5100956 | PA      | $8537463.31   | 3.65%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 14 - Ocean (ANP Occurrence) Prime Focus- ANP Occurrence                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4180111 | PA      | $8315695.30   | 3.55%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 15 - Park (ANP Aggregate) Prime Focus- ANP Aggregate                                  | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4819644 | PA      | $8001043.89   | 3.42%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 20 - Wilshire (US Wind) Prime Focus- US Wind                                          | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4181319 | PA      | $6712341.13   | 2.87%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 7 - Glendale (Multi-Section Wind) Prime Focus- Multi-Section Wind                     | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   4939331 | PA      | $8631351.99   | 3.69%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A               | 18 - Trinity (Opportunistic) Prime Focus- Opportunistic                               | CUSIP: N/A<br>LEI: N/A | Long             | SN               |  | US        |   2668973 | PA      | $5310483.59   | 2.27%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance