# EDGAR Filing Document

**Accession Number:** 0001690996
**File Stem:** 0001752724-23-073844
**Filing Date:** 2023-3
**Character Count:** 10178
**Document Hash:** f236da9f58abbd8b04abb9852f1860fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073844.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073844

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** City National Rochdale Select Strategies Fund
- **CENTRAL INDEX KEY:** 0001690996
- **IRS NUMBER:** 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:** 23778651

**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:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $197433508.92

**Total Liabilities:** $221378.17

**Net Assets:** $197212130.75

**Cash Not Reported:** $7021814.23

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.32%                | -0.08%               | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $746734.64                                 |
| Month 2  | $0.00                    | $23956.76                                  |
| Month 3  | $0.00                    | $427101.77                                 |

### 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        |  31295523 | PA      | $39406536.35  | 19.98%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUEJAY MINING PLC | 9 - Jay (Frequency) Prime Focus- Frequency                                            | CUSIP: N/A<br>LEI: 213800E9AEFEHFLOVJ19 | Long             | SN               |  | US        |   4719999 | PA      | $5283321.44   | 2.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 5 - Elevado (High ROC) Prime Focus- High ROC                                          | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   5863264 | PA      | $7960335.38   | 4.04%             |  |  |  | No            |                  2 | 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        |   3104913 | PA      | $4928079.61   | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 11 - Lexington (Non-Florida) Prime Focus- Non-Florida                                 | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   4780881 | PA      | $5233457.85   | 2.65%             |  |  |  | No            |                  2 | 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        |   4186370 | PA      | $4884030.98   | 2.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 17 - Sunset (Short-Duration) Prime Focus- Short-Duration                              | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   3474048 | PA      | $3981161.57   | 2.02%             |  |  |  | No            |                  2 | 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        |   6431286 | PA      | $7991850.54   | 4.05%             |  |  |  | No            |                  2 | 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        |   3700280 | PA      | $4331669.55   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 1 - Atlantic (ANP) Prime Focus- ANP                                                   | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   6043394 | PA      | $7316857.77   | 3.71%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 4 - Delancey (US Earthquake) Prime Focus- US Earthquake                               | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   6069103 | PA      | $6953409.03   | 3.53%             |  |  |  | No            |                  2 | 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        |   5721363 | PA      | $7758243.38   | 3.93%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 2 - Broadway (Capital Efficiency - Narrow Definitions, Regional, International)       | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |  29233468 | PA      | $36085905.04  | 18.30%            |  |  |  | No            |                  2 | 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        |   4961923 | PA      | $6475353.69   | 3.28%             |  |  |  | No            |                  2 | 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        |   6287065 | PA      | $7652362.31   | 3.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 14 - Ocean (ANP Occurrence) Prime Focus- ANP Occurrence                               | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   5615033 | PA      | $7425809.37   | 3.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 15 - Park (ANP Aggregate) Prime Focus- ANP Aggregate                                  | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   6170637 | PA      | $8104581.85   | 4.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 20 - Wilshire (US Wind) Prime Focus- US Wind                                          | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   5816553 | PA      | $6671206.67   | 3.38%             |  |  |  | No            |                  2 | 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        |   5975826 | PA      | $6914888.39   | 3.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                | 18 - Trinity (Opportunistic) Prime Focus- Opportunistic                               | CUSIP: N/A<br>LEI: N/A                  | Long             | SN               |  | US        |   3901099 | PA      | $5041698.46   | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance