# EDGAR Filing Document

**Accession Number:** 0001737936
**File Stem:** 0002048251-26-003490
**Filing Date:** 2026-4
**Character Count:** 89872
**Document Hash:** fde4a900176331f7a9de338783e58688
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003490.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0002048251-26-003490

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**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:** 26909091

**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)

*February 28, 2026*

City National Rochdale Strategic Credit Fund

Type of Security Weightings†:

![](fp0093396-1_01.gif)

†Percentages are based on total investments.

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| **Asset-Backed Securities [90.6%]** | **Asset-Backed Securities [90.6%]** | **Asset-Backed Securities [90.6%]** |
| **Cayman Islands [74.6%]** |  |  |
| 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;16.429%, 04/17/38(A)(B) | $10685 | $5129 |
| 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 | 1 |
| Apidos CLO Equity | Apidos CLO Equity | Apidos CLO Equity |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.387%, 10/18/31(A) | 2903 | 1016 |
| 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;5.884%, 10/20/30(A)(B) | 5500 | 385 |
| 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 | 520 |
| 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 | 2455 |
| 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 | 180 |
| 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;6.539%, 01/25/34(A)(B) | 1500 | 510 |
| 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;13.592%, 10/20/37(A)(B) | 11812 | 3662 |
| 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 | 1552 |
| 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;9.637%, 01/25/38(A)(B) | 6000 | 3584 |
| BlueMountain CLO, Ser 2017-2A, Cl FR | BlueMountain CLO, Ser 2017-2A, Cl FR | BlueMountain CLO, Ser 2017-2A, Cl FR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.181%, TSFR3M + 8.512%, 10/22/30(B)(C) | 1003 | 314 |
| 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 | 120 |
| 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 | 2090 |
| 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 | 14 |
| Description | Face Amount (000) | Value (000) |
| 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 | $38 |
| Buckhorn Park CLO Equity | Buckhorn Park CLO Equity | Buckhorn Park CLO Equity |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.694%, 07/18/34(A) | 3500 | 1155 |
| 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;2.485%, 04/17/31(A)(B) | 500 | 7 |
| 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 |  |
| 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;12.124%, 03/31/38(A) | 7250 | 3190 |
| 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 | 1785 |
| 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 | 1 |
| 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;11.774%, TSFR3M + 8.122%, 08/15/31(B)(C) | 500 | 61 |
| 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;9.529%, TSFR3M + 5.862%, 04/18/31(B)(C) | 500 | 447 |
| 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;229.990%, 04/14/34(A)(B) | 2430 | 389 |
| 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;6.384%, 01/15/38(A)(B) | 18963 | 5120 |
| 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 | 910 |
| 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;5.182%, 10/15/37(A)(B) | 6920 | 1851 |
| 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;14.154%, 01/20/38(A)(B) | 2285 | 835 |
| 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;18.209%, 04/20/38(A)(B) | 11505 | 5340 |
| Elmwood Warehouse | Elmwood Warehouse | Elmwood Warehouse |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (A)(D) | 12600 | 13579 |
| 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 |  |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (unaudited)

*February 28, 2026*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| 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;6.309%, 10/17/37(A)(B) | $15500 | $8248 |
| Flatiron CLO 34 Warehouse | Flatiron CLO 34 Warehouse | Flatiron CLO 34 Warehouse |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (A)(D) | 350 | 356 |
| 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;11.293%, 04/15/38(A)(B) | 1500 | 1068 |
| 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;0.000%, 07/20/37(A)(B) | 2500 | 1075 |
| 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 | 483 |
| 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;5.628%, 10/20/31(A)(B) | 3430 | 926 |
| 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;10.429%, TSFR3M + 6.762%, 07/20/30(B)(C) | 4250 | 3279 |
| 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;9.429%, TSFR3M + 5.762%, 10/20/28(B)(C) | 1091 | 738 |
| 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;10.979%, TSFR3M + 7.312%, 10/20/29(B)(C) | 509 | 338 |
| 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;10.329%, TSFR3M + 6.662%, 07/20/30(B)(C) | 752 | 373 |
| 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;3.979%, 07/15/37(A)(B) | 20136 | 11679 |
| Magnetite XLIX Warehouse | Magnetite XLIX Warehouse | Magnetite XLIX Warehouse |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (A)(D) | 9600 | 10479 |
| 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 | 23 |
| 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;0.000%, 10/20/30(A) | 3000 | 45 |
| 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%, 10/23/37(A)(B) | 18680 | 5417 |
| 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 | 2275 |
| 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 | 980 |
| Description | Face Amount (000) | Value (000) |
| 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 | $299 |
| 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;10.982%, 07/15/38(A)(B) | 1070 | 246 |
| 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 | 220 |
| 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 | 4255 |
| 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;13.693%, 01/17/38(A)(B) | 750 | 338 |
| 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%, 03/20/38(A)(B) | 2020 | 521 |
| 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;9.334%, TSFR3M + 5.662%, 07/15/30(B)(C) | 3125 | 2612 |
| 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;9.443%, TSFR3M + 5.772%, 04/16/31(B)(C) | 500 | 461 |
| 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%, 07/20/34(A)(B) | 2964 | 800 |
| 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 | 6 |
| 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;9.381%, TSFR3M + 5.712%, 01/22/30(B)(C) | 3400 | 3192 |
| 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 | 25 |
| 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;0.905%, 07/20/34(A)(B) | 4100 | 1230 |
| 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;3.441%, 07/20/34(A)(B) | 4750 | 855 |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (unaudited)

*February 28, 2026*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| 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;0.000%, 01/15/30(A) | $3750 | $37 |
| 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;9.814%, TSFR3M + 6.142%, 07/15/30(B)(C) | 3000 | 2616 |
| 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;9.763%, TSFR3M + 6.112%, 04/13/31(B)(C) | 1350 | 1245 |
| 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;10.072%, TSFR3M + 6.412%, 05/07/31(B)(C) | 2850 | 2484 |
| 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;10.214%, TSFR3M + 6.562%, 08/15/30(B)(C) | 3266 | 2413 |
| 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 | 1760 |
| 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;16.832%, 04/15/38(A)(B) | 14100 | 7614 |
| 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;9.430%, TSFR3M + 5.762%, 01/26/31(B)(C) | 599 | 418 |
| 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;9.934%, TSFR3M + 6.262%, 04/15/29(B)(C) | 739 | 735 |
| 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;10.729%, TSFR3M + 7.062%, 07/20/32(B)(C) | 2176 | 677 |
| 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;10.534%, TSFR3M + 6.862%, 04/15/30(B)(C) | 2009 | 1231 |
| 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;10.029%, TSFR3M + 6.362%, 07/18/31(B)(C) | 1438 | 951 |
| 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;9.584%, TSFR3M + 5.912%, 04/15/31(B)(C) | 3900 | 2751 |
| 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 | 2 |
| 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;10.030%, TSFR3M + 6.362%, 07/25/30(B)(C) | 3569 | 2390 |
| 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 | 129 |
| Description | Face Amount (000) | Value (000) |
| 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;9.429%, TSFR3M + 5.762%, 01/21/31(B)(C) | $3500 | $2183 |
| 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;9.930%, TSFR3M + 6.262%, 07/26/31(B)(C) | 3000 | 2056 |
| 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 | 4 |
| 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;10.179%, TSFR3M + 6.512%, 04/18/31(B)(C) | 1000 | 414 |
| 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 | 353 |
| 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;9.735%, TSFR3M + 6.012%, 06/15/31(B)(C) | 1500 | 889 |
| 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;10.134%, TSFR3M + 6.462%, 10/15/30(B)(C) | 1900 | 1135 |
| 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;9.684%, TSFR3M + 6.012%, 04/15/31(B)(C) | 4000 | 2417 |
| 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 |  |
| 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 | 65 |
| 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;14.896%, 07/20/38(A)(B) | 14425 | 4809 |
| 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;10.054%, 01/20/38(A)(B) | 12980 | 3245 |
| 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 | 174 |
| Venture 31 CLO, Ser 2018-31A, Cl E | Venture 31 CLO, Ser 2018-31A, Cl E | Venture 31 CLO, Ser 2018-31A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.239%, TSFR3M + 5.572%, 04/20/31(B)(C) | 1850 | 524 |
| Venture 32 CLO, Ser 2018-32A, Cl E | Venture 32 CLO, Ser 2018-32A, Cl E | Venture 32 CLO, Ser 2018-32A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.679%, TSFR3M + 6.012%, 07/18/31(B)(C) | 1369 | 393 |

---

CITY NATIONAL ROCHDALE STRATEGIC CREDIT FUND

Schedule of Investments (unaudited)

*February 28, 2026*

City National Rochdale Strategic Credit Fund

---

| | | |
|:---|:---|:---|
| Description | Face Amount (000) | Value (000) |
| Venture 36 CLO, Ser 2019-36A, Cl E | Venture 36 CLO, Ser 2019-36A, Cl E | Venture 36 CLO, Ser 2019-36A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.849%, TSFR3M + 7.182%, 04/20/32(B)(C) | 3700 | $997 |
| 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;10.884%, TSFR3M + 7.212%, 07/15/32(B)(C) | 1000 | 555 |
| Venture 38 CLO, Ser 2019-38A, Cl E | Venture 38 CLO, Ser 2019-38A, Cl E | Venture 38 CLO, Ser 2019-38A, Cl E |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.899%, TSFR3M + 7.232%, 07/30/32(B)(C) | 1500 | 714 |
| 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;10.234%, TSFR3M + 6.562%, 01/15/31(B)(C) | 1500 | 647 |
| 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;0.000%, 07/15/34(A) | 5000 | 1 |
| 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 | 143 |
| **Jersey [12.9%]** |  |  |
| 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 | 5945 |
| 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;10.168%, TSFR3M + 6.500%, 04/18/37(B)(C) | 1250 | 1193 |
| 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;2.714%, 04/18/37(A)(B) | 10750 | 6235 |
| 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 | 1339 |
| 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;0.000%, 07/20/37(A)(B) | 12500 | 4500 |
| 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;9.332%, 04/22/38(A)(B) | 1000 | 560 |
| 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;9.496%, 10/24/37(A)(B) | 4100 | 2583 |
| 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;8.642%, 04/21/35(A) | 19785 | 7080 |
| **United States [3.1%]** |  |  |
| 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;13.098%, 04/17/36(A)(B) | 1100 | 638 |
| 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 | 4725 |
| Description | Face Amount (000)/Shares | Value (000) |
| 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;20.732%, 01/25/38(A)(B) | 3000 | $1680 |
| &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 $290,029) |  | 204743 |
| **Short-Term Investment [9.1%]** | **Short-Term Investment [9.1%]** | **Short-Term Investment [9.1%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEI Daily Income Trust Government Fund, Cl Institutional, 3.480%\*\* | 20679845 | 20680 |
| &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 $20,680) |  | 20680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.7%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.7%]** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investments [99.7%]** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $310,709) |  | $225423 |

---

Percentages are based on net assets of $226,117 (000).

\*\* The rate reported is the 7-day effective yield as of February 28, 2026.

(A) Level 3 security in accordance with fair value hierarchy. The rate reported is the effective yield as of February 28, 2026.

(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 February 28, 2026, the value of these securities amounted to $159,367 (000), representing 70.5% of the net assets of the 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 February 28, 2026 was $24,414 (000).

Cl — Class

CLO — Collateralized Loan Obligation

Ser — Series

TSFR3M — 3 Month Term Secured Overnight Financing Rate

The following is a list of the inputs used as of February 28, 2026, in valuing the

Fund's investments carried at value (000):

---

| | | | | |
|:---|:---|:---|:---|:---|
| Investments in Securities | Level 1 | Level 2 | Level 3 | Total |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities | $— | $43845 | $160898 | $204743 |
| &nbsp;&nbsp;&nbsp;Short-Term Investment | 20680 |  |  | 20680 |
| Total Investments in Securities | $20680 | $43845 | $160898 | $225423 |

---

Amounts designated as "—" are $0 or have been rounded to $0.

For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.

CNR-QH-004-1500

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:** 2026-02-28

**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:** $226450730.85

**Total Liabilities:** $341772.47

**Net Assets:** $226108958.38

**Cash Not Reported:** $0.29

**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:** -731.89753244 | **1-Year:** -14648.92279560 | **5-Year:** -22593.78662842 | **10-Year:** -5258.45960843 | **30-Year:** -44.44440380

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -8.30%               | 0.38%                | -0.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33985.56                | $-20851441.77                              |
| Month 2  | $290348.61               | $-9741776.33                               |
| Month 3  | $-8670476.64             | $5989400.48                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIMCO CLO LTD                            | AIMCO CLO 17 LTD SUBORDINATED NOTES (144A)                         | CUSIP: 00889KAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $5945000.00   | 2.63%             | 2035-07-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $1192993.25   | 0.53%             | 2037-04-18      | Floating      | 10.17%                | Yes           |                  2 | 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      | $5128800.00   | 2.27%             | 2038-04-19      | Variable      | 0.00%                 | Yes           |                  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      | $502.50       | 0.00%             | 2120-10-15      | 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      | $385000.00    | 0.17%             | 2027-07-20      | Variable      | 0.00%                 | 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      | $520000.00    | 0.23%             | 2038-10-20      | 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      | $1016078.00   | 0.45%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  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      | $2455222.00   | 1.09%             | 2033-01-20      | Variable      | 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      | $180000.00    | 0.08%             | 2034-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| APIDOS CLO                               | APIDOS CLO XL SUBORDINATED NOTES                                   | CUSIP: 03769TAE1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1338778.80   | 0.59%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | APIDOS CLO XXV FEE STRIP 6-03-21                                   | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | 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      | $510000.00    | 0.23%             | 2034-01-25      | Variable      | 0.00%                 | Yes           |                  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      | $3661708.84   | 1.62%             | 2037-10-20      | 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      | $1552460.00   | 0.69%             | 2032-12-19      | 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      | $3583920.00   | 1.59%             | 2038-01-25      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $14400.00     | 0.01%             | 2030-10-21      | Variable      | 0.00%                 | No            |                  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      | $2090000.00   | 0.92%             | 2031-10-20      | 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      | $120037.75    | 0.05%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                    | BLUEMOUNTAIN CLO 2013-2 LTD BLUEM 2013-2A FR                       | CUSIP: 09626XAJ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1002698 | PA      | $313987.06    | 0.14%             | 2030-10-22      | Floating      | 12.18%                | No            |                  2 | 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      | $38067.25     | 0.02%             | 2030-01-15      | Variable      | 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      | $1155000.00   | 0.51%             | 2031-01-21      | Variable      | 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      | $3190000.00   | 1.41%             | 2038-03-31      | Variable      | 0.00%                 | No            |                  3 | 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      | $1350.00      | 0.00%             | 2030-01-22      | Variable      | 0.00%                 | No            |                  3 | 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      | $7388.00      | 0.00%             | 2025-04-17      | 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      | $61.33        | 0.00%             | 2031-07-21      | Variable      | 0.00%                 | No            |                  3 | 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      | $1785000.00   | 0.79%             | 2037-07-20      | 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      | $9660.00      | 0.00%             | 2031-04-21      | 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      | $60667.00     | 0.03%             | 2031-08-15      | Floating      | 11.77%                | 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      | $446732.00    | 0.20%             | 2031-04-18      | Floating      | 9.53%                 | 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      | $388800.00    | 0.17%             | 2034-04-17      | Variable      | 0.00%                 | Yes           |                  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      | $5119875.00   | 2.26%             | 2038-01-15      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $910000.00    | 0.40%             | 2034-08-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $1680000.00   | 0.74%             | 2038-01-25      | Variable      | 0.00%                 | No            |                  3 | 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      | $1851376.80   | 0.82%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  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      | $834779.05    | 0.37%             | 2033-04-22      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $6235000.00   | 2.76%             | 2037-04-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | EATON VANCE FEE DAHO VALUED                                        | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | 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      | $5340275.85   | 2.36%             | 2038-04-20      | 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      | $1221412.53   | 0.54%             | N/A             | None          | 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      | $1252286.45   | 0.55%             | N/A             | None          | 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      | $1171013.57   | 0.52%             | N/A             | None          | 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        |    450000 | PA      | $479334.95    | 0.21%             | N/A             | None          | 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      | $1254157.07   | 0.55%             | N/A             | None          | 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      | $1475334.76   | 0.65%             | N/A             | None          | 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      | $1424108.32   | 0.63%             | N/A             | None          | 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      | $1414333.44   | 0.63%             | N/A             | None          | 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      | $1454492.73   | 0.64%             | N/A             | None          | 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        |    900000 | PA      | $986132.52    | 0.44%             | N/A             | None          | 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      | $1446420.28   | 0.64%             | N/A             | None          | 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      |
| 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      | $8248340.50   | 3.65%             | 2037-10-17      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $4725000.00   | 2.09%             | 2034-10-15      | 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      | $638000.00    | 0.28%             | 2036-04-17      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | FLATIRON CLO 34 WAREHOUSE WAREHOUSE PREFERENCE SHARE               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100473.76    | 0.04%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | FLATIRON CLO 34 WAREHOUSE WAREHOUSE PREFERENCE SHARE               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $255138.61    | 0.11%             | 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      | $1067775.00   | 0.47%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $1075000.00   | 0.48%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 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      | $4500000.00   | 1.99%             | 2037-07-20      | 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      | $483000.00    | 0.21%             | 2031-04-15      | Variable      | 0.00%                 | No            |                  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      | $926100.00    | 0.41%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  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      | $3278501.00   | 1.45%             | 2030-07-20      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXII LTD LCM 22A DR                                            | CUSIP: 50189HAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1091465 | PA      | $738380.43    | 0.33%             | 2028-10-20      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXIII LTD LCM 23A D                                            | CUSIP: 52111RAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    508954 | PA      | $338480.00    | 0.15%             | 2029-10-20      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| LCM LTD.                                 | LCM XXV LTD LCM 25A E                                              | CUSIP: 50181KAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    752486 | PA      | $373111.93    | 0.17%             | 2030-07-20      | Floating      | 10.33%                | 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      | $22950.00     | 0.01%             | 2028-01-18      | Variable      | 0.00%                 | No            |                  3 | 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      | $11678880.00  | 5.17%             | 2037-07-15      | 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      | $1327383.58   | 0.59%             | 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      | $861150.95    | 0.38%             | 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      | $846963.13    | 0.37%             | 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        |    400000 | PA      | $453553.82    | 0.20%             | 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        |   1200000 | PA      | $1348906.43   | 0.60%             | 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      | $864391.94    | 0.38%             | 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        |   1600000 | PA      | $1779207.38   | 0.79%             | 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        |    400000 | PA      | $451533.22    | 0.20%             | 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      | $871682.90    | 0.39%             | 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        |    400000 | PA      | $428072.52    | 0.19%             | 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        |   1200000 | PA      | $1246054.34   | 0.55%             | N/A             | None          | 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      |
| 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      | $45000.00     | 0.02%             | 2030-10-21      | 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        |  18680000 | PA      | $5417200.00   | 2.40%             | 2037-10-23      | Variable      | 0.00%                 | No            |                  3 | 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      | $2275000.00   | 1.01%             | 2030-10-15      | Floating      | 0.00%                 | Yes           |                  3 | 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      | $299280.00    | 0.13%             | 2030-10-18      | Variable      | 0.00%                 | No            |                  3 | 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      | $2582786.80   | 1.14%             | 2032-10-25      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $560000.00    | 0.25%             | 2038-04-22      | 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      | $980000.00    | 0.43%             | 2036-07-16      | Variable      | 0.00%                 | No            |                  3 | 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      | $4255000.00   | 1.88%             | 2037-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                 | NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD 1/15/2030                | CUSIP: 64131VAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $246100.00    | 0.11%             | 2030-01-15      | 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      | $337500.00    | 0.15%             | 2032-07-19      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON LIMITED                          | OCTAGON 55 LTD SERIES: 21-1A CLASS: SUB                            | CUSIP: 67592WAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2020000 | PA      | $521362.00    | 0.23%             | 2038-03-22      | Variable      | 0.00%                 | Yes           |                  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      | $461394.50    | 0.20%             | 2031-04-16      | Floating      | 9.44%                 | No            |                  2 | 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      | $2612212.50   | 1.16%             | 2030-07-15      | Floating      | 9.33%                 | No            |                  2 | 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      | $800280.00    | 0.35%             | 2038-01-22      | Variable      | 0.00%                 | No            |                  3 | 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      | $5535.00      | 0.00%             | 2031-01-21      | 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      | $3191971.00   | 1.41%             | 2030-01-22      | Floating      | 9.38%                 | No            |                  2 | 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      | $1230000.00   | 0.54%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  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      | $25000.00     | 0.01%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $855000.00    | 0.38%             | 2034-07-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $220400.00    | 0.10%             | 2033-04-18      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $37125.00     | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                       | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |  20679845 | NS      | $20679845.05  | 9.15%             |  |  |  | No            |                  1 | 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      | $1760000.00   | 0.78%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  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      | $2615892.00   | 1.16%             | 2030-07-15      | Floating      | 9.81%                 | 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      | $1245272.40   | 0.55%             | 2031-04-13      | Floating      | 9.76%                 | No            |                  2 | 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      | $2484182.55   | 1.10%             | 2031-05-07      | Floating      | 10.07%                | 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        |   3266078 | PA      | $2412485.22   | 1.07%             | 2030-08-15      | Floating      | 10.21%                | No            |                  2 | 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      | $129200.00    | 0.06%             | 2030-10-20      | Variable      | 0.00%                 | No            |                  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      | $4262.10      | 0.00%             | 2031-10-27      | 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      | $1770.75      | 0.00%             | 2031-04-15      | 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      | $7614000.00   | 3.37%             | 2038-04-15      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $418371.55    | 0.19%             | 2031-01-26      | Floating      | 9.62%                 | No            |                  2 | 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        |    738593 | PA      | $734975.50    | 0.33%             | 2029-04-15      | Floating      | 9.93%                 | 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        |   2175707 | PA      | $677108.40    | 0.30%             | 2032-07-20      | Floating      | 10.73%                | 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      | $950546.88    | 0.42%             | 2031-07-18      | Floating      | 0.00%                 | No            |                  2 | 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        |   2008546 | PA      | $1231264.88   | 0.54%             | 2030-04-15      | Floating      | 10.53%                | No            |                  2 | 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      | $2750529.60   | 1.22%             | 2031-04-15      | Floating      | 9.58%                 | No            |                  2 | 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        |   3568881 | PA      | $2390140.44   | 1.06%             | 2030-07-25      | Floating      | 10.22%                | No            |                  2 | 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      | $2182936.00   | 0.97%             | 2031-01-21      | Floating      | 9.43%                 | No            |                  2 | 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      | $2055600.00   | 0.91%             | 2031-07-26      | Floating      | 10.12%                | No            |                  2 | 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        |   1000000 | PA      | $413807.00    | 0.18%             | 2031-04-18      | Floating      | 10.18%                | No            |                  2 | 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      | $352630.60    | 0.16%             | 2032-07-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                      | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOUTHWICK FEE STRIP DAHO VALUED                                    | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |         1 | PA      | $0.01         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | 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      | $888639.00    | 0.39%             | 2031-06-15      | Floating      | 9.73%                 | 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      | $1134719.90   | 0.50%             | 2030-10-15      | Floating      | 10.13%                | 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      | $2417244.00   | 1.07%             | 2031-04-15      | Floating      | 9.68%                 | No            |                  2 | 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      |
| 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      | $250.00       | 0.00%             | 2030-10-15      | 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      | $65000.00     | 0.03%             | 2029-04-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $4809295.00   | 2.13%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  3 | 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      | $3245000.00   | 1.44%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  3 | 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      | $173595.75    | 0.08%             | 2028-04-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE CLO LIMITED                      | VENTURE 31 CLO LTD VENTR 2018-31A E                                | CUSIP: 92331WAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $523814.55    | 0.23%             | 2031-04-20      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                      | VENTURE 32 CLO LTD VENTR 2018-32A E                                | CUSIP: 92325RAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1369125 | PA      | $393456.40    | 0.17%             | 2031-07-18      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                      | VENTURE 36 CLO LTD VENTR 2019-36A E                                | CUSIP: 92332MAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $996739.30    | 0.44%             | 2032-04-20      | Floating      | 10.85%                | No            |                  2 | 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      | $555137.00    | 0.25%             | 2032-07-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                      | VENTURE 38 CLO LTD VENTR 2019-38A E                                | CUSIP: 92332PAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $714172.50    | 0.32%             | 2032-07-30      | Floating      | 10.90%                | No            |                  2 | 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      | $647472.00    | 0.29%             | 2031-01-15      | Floating      | 10.23%                | No            |                  2 | 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        |  19785000 | PA      | $7080062.25   | 3.13%             | 2038-10-21      | Variable      | 0.00%                 | Yes           |                  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      | $500.00       | 0.00%             | 2031-07-15      | 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      | $142500.00    | 0.06%             | 2027-10-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

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

**Signature:** Faria Adam

**Name of Signer:** Faria Adam

**Title:** Compliance