Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Renewable Ener Group Inc Alternative Income Strategy $2,086,395.12 2.80 % Magellan Midstream Partners Alternative Income Strategy $1,746,673.92 2.34 % American Tower Corporation Global Listed Infrastructure $1,737,270.34 2.33 % Enbridge Inc. Global Listed Infrastructure $1,427,403.00 1.91 % Vinci SA Global Listed Infrastructure $1,045,822.12 1.40 % Sempra Energy Global Listed Infrastructure $952,398.72 1.28 % The Williams Companies Inc. Global Listed Infrastructure $945,206.55 1.27 % Anglo American PLC Alternative Income Strategy $843,262.36 1.13 % Crown Castle International Corp. Global Listed Infrastructure $770,645.00 1.03 % TC Energy Corp Global Listed Infrastructure $729,983.61 0.98 % Cheniere Energy Inc. Global Listed Infrastructure $649,075.42 0.87 % Kirkland Lake Gold Ltd Alternative Income Strategy $634,043.09 0.85 % Cellnex Telecom SAU Global Listed Infrastructure $598,192.58 0.80 % Pembina Pipeline Corp. Global Listed Infrastructure $590,850.00 0.79 % Assurant Inc Flt 03/27/48 Preferred Securities $578,685.00 0.78 % National Grid PLC Global Listed Infrastructure $577,260.15 0.77 % Charles Schwab Corp Flt Perp Sr:I Preferred Securities $554,895.00 0.74 % UDR Inc. Global Real Estate Securities $553,963.80 0.74 % Emera 6.75% 6/15/76-26 Preferred Securities $529,020.75 0.71 % Wells Fargo & Company Flt Perp Preferred Securities $521,070.28 0.70 % Public Storage Global Real Estate Securities $519,893.01 0.70 % Citigroup 5.95% 2025 Call Preferred Securities $499,112.25 0.67 % Essential Utilities Global Listed Infrastructure $488,167.40 0.65 % Charles Schwab Corp Flt Perp Sr:G Preferred Securities $485,216.40 0.65 % Metlife Inc. 10.75% 8/1/39 Preferred Securities $484,965.39 0.65 % American Intl Group 8.175% 5/15/58 Preferred Securities $471,153.53 0.63 % Transcanada Trust 5.875 08/15/76 Preferred Securities $469,350.00 0.63 % Lloyds Banking Group PLC 7.5% Perp Preferred Securities $469,000.00 0.63 % SOCGEN 7 7/8 12/29/49 Preferred Securities $448,128.00 0.60 % Credit Suisse Group 6.375% Perp Preferred Securities $446,186.00 0.60 % Bank of America 6.25% Preferred Securities $446,070.63 0.60 % Citigroup 6.25% Preferred Securities $437,942.78 0.59 % Qbe Group Ltd Flt Perp Sr:144A Preferred Securities $437,600.00 0.59 % Federal Realty Investment Trust Global Real Estate Securities $432,474.47 0.58 % Transurban Group Global Listed Infrastructure $432,015.42 0.58 % Scentre Group Trust 2 Flt 09/24/80 Sr:144A Preferred Securities $427,500.00 0.57 % Phoenix Grp Hld Plc 5.625% Perp. Preferred Securities $426,698.40 0.57 % Barclays PLC 7.875% USD RegS-22 Preferred Securities $417,700.00 0.56 % Credit Suisse Group AG 7.125% RegS Preferred Securities $417,696.00 0.56 % STANLN 7.5 12/29/49 Preferred Securities $417,692.00 0.56 % Standard Chartered PLC 7.014% 12/30/49 Preferred Securities $411,750.00 0.55 % Bank of Amrica 6.10% Preferred Securities $404,483.40 0.54 % Duke Realty Corporation Global Real Estate Securities $397,834.70 0.53 % CenterPoint Energy Inc. Global Listed Infrastructure $386,337.12 0.52 % Cosco Pacific Limited Global Listed Infrastructure $385,564.70 0.52 % Host Hotels & Resorts Inc. Global Real Estate Securities $384,900.98 0.52 % Bp Capital Markets Plc Flt Perp Preferred Securities $384,300.00 0.52 % Citigroup Inc 5.0% Perp Preferred Securities $378,725.10 0.51 % JP Morgan 6.1% Preferred Securities $377,559.38 0.51 % Simon Property Group Inc. Global Real Estate Securities $376,565.28 0.50 %

Page 1

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Vonovia SE Global Real Estate Securities $371,332.93 0.50 % Sempra Energy Flt Perp Preferred Securities $369,750.00 0.50 % Kansai Electric Power Co. Global Listed Infrastructure $363,355.24 0.49 % AENA SA Global Listed Infrastructure $363,236.17 0.49 % China Longyuan Power Group Corp. Global Listed Infrastructure $353,270.74 0.47 % Enbridge Inc Flt 07/15/80 Sr:20-A Preferred Securities $352,012.50 0.47 % United Utilities Group PLC Global Listed Infrastructure $346,272.30 0.46 % Welltower Inc. Global Real Estate Securities $346,111.50 0.46 % Evergy Inc Global Listed Infrastructure $339,677.03 0.46 % Bp Capital Markets Plc Flt Perp Preferred Securities $335,652.50 0.45 % Digital Realty Trust Inc. Global Real Estate Securities $334,322.12 0.45 % Firstenergy Corp. Global Listed Infrastructure $332,545.77 0.45 % Portland General Electric Co. Global Listed Infrastructure $330,716.16 0.44 % Intesa Sanpaolo Spa Flt Perp Sr:Emtn Preferred Securities $326,822.38 0.44 % Snam Rete Gas Global Listed Infrastructure $325,027.75 0.44 % Rothesay Life Flt Perp Preferred Securities $318,885.50 0.43 % Axis Specialty Finance 4.9% 01/15/2040 Preferred Securities $318,495.00 0.43 % SBA Communications Corporation Global Listed Infrastructure $318,381.30 0.43 % Nationwide Bldg Society Flt Perp Preferred Securities $310,550.84 0.42 % Transcanada Trust Flt 09/15/79 Preferred Securities $309,531.25 0.41 % CubeSmart Global Real Estate Securities $308,444.88 0.41 % Enstar Group Ltd 7% Perp. Preferred Securities $305,413.50 0.41 % Hydro One Limited Global Listed Infrastructure $304,530.49 0.41 % JPMorgan Chase 6.125% Preferred Securities $303,520.00 0.41 % Wells Fargo 5.875% Preferred Securities $303,050.70 0.41 % Norfolk Southern Corporation Global Listed Infrastructure $301,771.17 0.40 % Public Service Enterprise Group Incorporated Global Listed Infrastructure $297,684.42 0.40 % Nextdc Ltd Global Listed Infrastructure $296,530.69 0.40 % Sbl Holdings Inc Flt Perp Sr:144A Preferred Securities $293,262.50 0.39 % Mitsui Fudosan Co. Ltd. Global Real Estate Securities $289,504.48 0.39 % Enbridge Inc Flt 01/15/77 Sr:16-A Preferred Securities $288,600.00 0.39 % Citigroup Inc Flt Perp Preferred Securities $286,650.00 0.38 % Lloyds Banking Group 6.657% 01/21/49 144A Preferred Securities $280,811.00 0.38 % Bank Of Ireland Group Flt Perp Preferred Securities $280,728.71 0.38 % HEALTHPEAK PROPERTIES INC Global Real Estate Securities $279,103.36 0.37 % Unipolsai Assicurazioni Flt Perp Preferred Securities $273,511.05 0.37 % Edison International Flt Perp Sr:A Preferred Securities $272,646.00 0.37 % Bank of America Corp 5.875% Perp Preferred Securities $271,556.97 0.36 % Monmouth REIT 6.125% Pfd C Preferred Securities $270,389.00 0.36 % Elec De France 5% 01/22/2026 Preferred Securities $266,793.78 0.36 % Equitable Holdings Inc Flt Perp Sr:B Preferred Securities $261,600.00 0.35 % Prologis Inc. Global Real Estate Securities $258,543.39 0.35 % Brighthouse Financial In 5.375% Perp Sr:C Preferred Securities $253,624.41 0.34 % Abanca Corp Bancaria Sa Flt Perp Preferred Securities $253,182.79 0.34 % Banco De Sabadell Sa Flt Perp Preferred Securities $251,115.79 0.34 % Enel SPA Global Listed Infrastructure $249,294.73 0.33 % Credit Agricole SA 8.125% AT1 144A Preferred Securities $243,672.20 0.33 % Ally Financial Inc Flt Perp Sr:C Preferred Securities $243,672.00 0.33 % NiSource Inc. Global Listed Infrastructure $242,893.00 0.33 % American Homes 4 Rent 5.875% Perp Sr:G Preferred Securities $241,778.48 0.32 %

Page 2

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Royal Bank of Scotland 8% Preferred Securities $237,166.00 0.32 % Netstreit Corp Global Real Estate Securities $236,618.66 0.32 % SOCGEN 8 09/29/49 Preferred Securities $235,625.00 0.32 % BNP Paribas 7.375% Preferred Securities $233,263.00 0.31 % Spirit Realty Capital Global Real Estate Securities $232,311.04 0.31 % Synchrony Financial 5.625% Perp Sr:A Preferred Securities $232,286.40 0.31 % ENN Energy Holdings Ltd Global Listed Infrastructure $230,333.71 0.31 % United States Cellular C 6.250% 09/01/69 New Preferred Securities $229,908.00 0.31 % Intesa Sanpaolo 7.7% Preferred Securities $229,624.00 0.31 % AvalonBay Communities Inc. Global Real Estate Securities $228,306.86 0.31 % UBS Group 6.875% RegS Preferred Securities $228,199.00 0.31 % Towngas China Co Ltd Global Listed Infrastructure $227,698.57 0.31 % Barclays Plc 8% 06/15/24 Perp Preferred Securities $227,625.00 0.31 % Societe Generale 6.75% Perp. Preferred Securities $226,876.00 0.30 % CREDIT AGRICOLE SA Preferred Securities $226,500.60 0.30 % Credit Suisse Group AG 7.25% Perp Preferred Securities $226,239.00 0.30 % South Jersey Industries 5.625% 09/16/79 Preferred Securities $225,265.25 0.30 % China Merchants Holdings Global Listed Infrastructure $224,921.76 0.30 % Credit Agricole Sa 6.875% Perp. Preferred Securities $224,139.00 0.30 % Deutsche Bank AG 7.5% Preferred Securities $223,240.00 0.30 % HSBC Holdings 6.375% NEW Preferred Securities $223,235.00 0.30 % HSBC Holdings PLC 6%-27 Preferred Securities $222,500.00 0.30 % Barclays Plc Flt Perp Preferred Securities $221,874.00 0.30 % Banco Santander Sa 7.5% 2/8/24 Perp Preferred Securities $220,841.40 0.30 % UBS GROUP FUNDING SWITZE 7% PERP Preferred Securities $220,389.00 0.30 % Bank Of Nova Scotia Flt Perp Preferred Securities $220,000.00 0.29 % SCE Trust V 5.45% Pfd K Preferred Securities $219,912.00 0.29 % Macquarie Bank Preferred Securities $218,917.00 0.29 % Standard Chartered 7.75% Preferred Securities $218,538.00 0.29 % Ubs Group Ag Flt Perp Preferred Securities $218,125.00 0.29 % Lancashire Holdings Ltd Flt 09/18/41 Preferred Securities $215,125.00 0.29 % Svb Financial Group Flt Perp Sr:C Preferred Securities $214,263.00 0.29 % Svenska Handelsbanken Ab Flt Perp Sr:. Preferred Securities $211,885.00 0.28 % Vivant Nv 6.25% Perp Preferred Securities $211,728.00 0.28 % VICI Properties Inc. Global Real Estate Securities $211,432.32 0.28 % Brookfield Property Part 5.750% Perp Sr:A Preferred Securities $210,896.62 0.28 % Invitation Homes Inc Global Real Estate Securities $209,085.03 0.28 % Hsbc Holdings Plc Flt Perp Preferred Securities $208,000.00 0.28 % Standard Chartered Plc Flt Perp Sr:144A Preferred Securities $205,919.00 0.28 % Waste Management Inc. Global Listed Infrastructure $205,121.04 0.27 % Bnp Paribas Flt Perp Sr:144A Preferred Securities $203,375.00 0.27 % Mirvac Group Global Real Estate Securities $202,927.24 0.27 % Banco Santander SA 4.75% Flt Perp Preferred Securities $202,900.00 0.27 % Danske Bank A/S Flt Perp Preferred Securities $202,375.00 0.27 % Southern Co Flt 01/15/51 Sr:B Preferred Securities $201,400.00 0.27 % DB 6.25% 05/29/49 Preferred Securities $200,750.00 0.27 % Jpmorgan Chase & Co Flt Perp Sr:Kk Preferred Securities $200,530.00 0.27 % Duke Energy Corporation Global Listed Infrastructure $198,131.04 0.27 % American Water Works Company Inc. Global Listed Infrastructure $197,286.40 0.26 % Jpmorgan Chase & Co Flt Perp Sr:Ff Preferred Securities $195,651.38 0.26 %

Page 3

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Castellum AB Global Real Estate Securities $195,274.58 0.26 % Guangdong Investment Ltd. Global Listed Infrastructure $192,604.61 0.26 % TransCanada Trust 5.625% 5/20/75 Preferred Securities $189,875.00 0.25 % JP Morgan 6.75% Preferred Securities $188,610.75 0.25 % Klepierre Global Real Estate Securities $186,960.64 0.25 % Farmer Mac 4.875% Perp Sr:G Preferred Securities $186,048.00 0.25 % Oaktree Capital Group LLC 6.55% PERP Preferred Securities $182,910.00 0.25 % Southern Co Flt 09/15/51 Sr:21-A Preferred Securities $181,377.00 0.24 % Duke Energy Corp Flt Perp Preferred Securities $181,050.00 0.24 % Centerpoint Energy Inc. 6.125 Perp Preferred Securities $180,731.25 0.24 % Us Cellular Corp 5.500% 03/01/70 Preferred Securities $180,711.00 0.24 % Ilfc E-Capital Trust Ii Flt 12/21/65 Sr:144A Preferred Securities $179,455.50 0.24 % Voya Financial Inc. 6.125% Perp Preferred Securities $178,612.50 0.24 % Icade Global Real Estate Securities $178,342.51 0.24 % Telephone & Data Sys 6.625% Perp Sr:Uu Preferred Securities $177,693.00 0.24 % Japan Retail Fund Investment Corp. Global Real Estate Securities $174,484.90 0.23 % Royal Bank Of Canada Flt 11/24/80 Sr:1 Preferred Securities $171,776.38 0.23 % Sun Hung Kai Properties Global Real Estate Securities $171,367.67 0.23 % Us Cellular Corp 5.500% 06/01/70 Preferred Securities $169,478.48 0.23 % Orix JREIT Inc. Global Real Estate Securities $167,429.68 0.22 % CapitaLand Integrated Commercial Trust Global Real Estate Securities $167,231.09 0.22 % Ventas Inc. Global Real Estate Securities $166,389.40 0.22 % Truist Financial Corp Flt Perp Sr:Q Preferred Securities $163,306.25 0.22 % CK Asset Holdings Limited Global Real Estate Securities $162,229.69 0.22 % Charles Schwab Corp Flt Perp Sr:H Preferred Securities $160,807.25 0.22 % Zhejiang Expressway Co. Ltd. Global Listed Infrastructure $160,194.74 0.21 % Citigroup Inc Flt Perp Sr:W Preferred Securities $158,546.25 0.21 % Rabobank 6.5% EURO MC Preferred Securities $158,087.71 0.21 % Oneok Inc. Global Listed Infrastructure $156,626.60 0.21 % Activia Properties Inc. Global Real Estate Securities $156,244.66 0.21 % Southwest Gas Holdings Inc. Global Listed Infrastructure $153,229.85 0.21 % Energy Transfer Lp Flt Perp Sr:E Preferred Securities $153,050.00 0.21 % Segro PLC Global Real Estate Securities $150,660.32 0.20 % Apartment Income Reit Co Global Real Estate Securities $148,835.34 0.20 % Sun Communities Inc. Global Real Estate Securities $147,918.20 0.20 % Brookfield Infra Fin Ulc 5.000% 05/24/81 Preferred Securities $146,685.00 0.20 % Markel Corp Flt Perp Preferred Securities $145,437.50 0.19 % Dime Community Bancshare 5.5% Perp Preferred Securities $140,105.50 0.19 % Charter Hall Group Global Real Estate Securities $139,193.50 0.19 % AXA SA 6.379% 12/14/36 144A Preferred Securities $139,136.50 0.19 % Auckland International Airport Ltd. Global Listed Infrastructure $138,446.67 0.19 % Enstar Finance Co Llc Flt 09/01/40 Preferred Securities $138,125.00 0.19 % Athene Holding Ltd 4.875% Perp Sr:D Preferred Securities $136,253.25 0.18 % Gibson Energy Inc Global Listed Infrastructure $136,146.74 0.18 % Farm Credit Bk Of Texas Flt Perp Sr:4 Preferred Securities $135,781.25 0.18 % LLOYDS 6.413 09/29/49 Preferred Securities $135,750.00 0.18 % Ally Financial Inc Flt Perp Sr:B Preferred Securities $134,966.00 0.18 % Wharf Real Estate Investment Global Real Estate Securities $133,746.76 0.18 % British Land Co. PLC Global Real Estate Securities $132,428.09 0.18 % Mitsubishi Estate Co. Ltd. Global Real Estate Securities $130,983.84 0.18 %

Page 4

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Londonmetric Property PLC Global Real Estate Securities $130,867.90 0.18 % Dominion Energy Inc 4.650% Perp Sr:B Preferred Securities $127,800.00 0.17 % Carlyle Finance Llc 4.625% 05/15/61 Preferred Securities $122,162.88 0.16 % Hysan Development Co. Ltd. Global Real Estate Securities $115,599.60 0.15 % Partnerre Finance B Llc Flt 10/01/50 Preferred Securities $115,225.00 0.15 % Rexford Industrial Realt 5.625% Perp Sr:C Preferred Securities $114,870.00 0.15 % Spirit Realty Capital In 6.0% 12/31/49 Series A Preferred Securities $113,970.00 0.15 % Link REIT Global Real Estate Securities $112,260.06 0.15 % Axis Capital 5.5% Prf E Preferred Securities $111,760.00 0.15 % Assura Group Ltd Global Real Estate Securities $111,723.04 0.15 % Koninklijke Vopak NV Global Listed Infrastructure $110,129.51 0.15 % Holdings Ltd. Global Real Estate Securities $109,894.65 0.15 % Pebblebrook Hotel Trust 6.375% Perp Sr:G Preferred Securities $109,040.00 0.15 % Lamar Advertising Co Global Real Estate Securities $108,910.06 0.15 % Comerica Inc Flt Perp Preferred Securities $108,780.00 0.15 % Elia System Operator Global Listed Infrastructure $108,697.71 0.15 % HSBC Capital Funding 10.2% 12/29/49 144A Preferred Securities $107,766.10 0.14 % Daiwa House REIT Investment Co Global Real Estate Securities $106,125.39 0.14 % Charles Schwab Corp 4.450% Perp Sr:J Preferred Securities $106,000.00 0.14 % Athene Holding Ltd Flt Perp Sr:C Preferred Securities $105,467.28 0.14 % Sempra Energy 5.750% 07/01/79 Preferred Securities $104,180.37 0.14 % Kkr Group Fin Co Ix Llc 4.625% 04/01/61 Preferred Securities $102,285.03 0.14 % First Horizon Corp 4.700% Perp Sr:F Preferred Securities $101,800.00 0.14 % Targa Resources Corp. Global Listed Infrastructure $101,479.35 0.14 % Cno Financial Group Inc 5.125% 11/25/60 Preferred Securities $100,712.15 0.14 % Equitable Holdings Inc I 5.250% Perp Sr:A Preferred Securities $97,009.05 0.13 % Goldman Sachs Group Inc Flt Perp Sr:T Preferred Securities $96,928.50 0.13 % Truist Financial Corp Flt Perp Sr:P Preferred Securities $96,888.00 0.13 % Hartford Financial Services 3.30678% 0 2/12/47 Preferred Securities $96,699.94 0.13 % Bank of America 6.5% Preferred Securities $96,475.00 0.13 % CHS Inc 7.5% Preferred Securities $96,294.00 0.13 % Smart Real Estate Investment Trust Global Real Estate Securities $95,341.14 0.13 % Vodafone Group Plc 7% 4/4/79 Preferred Securities $90,936.59 0.12 % Catena AB Global Real Estate Securities $90,589.55 0.12 % Cms Energy Corp Flt 06/01/50 Preferred Securities $89,350.00 0.12 % Brookfield Infrastructur 5.125% Perp Sr:13 Preferred Securities $88,839.36 0.12 % Equinix Inc. Global Real Estate Securities $87,483.40 0.12 % Enbridge Inc. 6.25% 03/01/78 Preferred Securities $87,438.95 0.12 % Weingarten Realty Investors Global Real Estate Securities $86,428.65 0.12 % Leg Immobilien AG Global Real Estate Securities $85,829.57 0.12 % CyrusOne Inc Global Real Estate Securities $85,323.36 0.11 % Parkway Life Real Estate Global Real Estate Securities $84,058.41 0.11 % Aeroports De Paris Global Listed Infrastructure $83,362.98 0.11 % At&T Inc 4.750% Perp Sr:C Preferred Securities $82,429.00 0.11 % Tc Energy Corp Flt Perp Sr:11 Preferred Securities $82,250.24 0.11 % Brookfield Brp Holdings 4.625% Perp Preferred Securities $81,184.00 0.11 % United Urban Investment Corp. Global Real Estate Securities $81,004.55 0.11 % National Rural Util Coop 5.5% 5/15/64 Preferred Securities $79,402.00 0.11 % Lasalle Logiport REIT Global Real Estate Securities $79,366.31 0.11 % Aedifica Global Real Estate Securities $77,864.65 0.10 %

Page 5

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Signature Bank New York 5.000% Perp Sr:A Preferred Securities $76,988.16 0.10 % American Homes 4 Rent 6.250% Perp Sr:H Preferred Securities $76,258.82 0.10 % West Japan Railway Global Listed Infrastructure $74,118.55 0.10 % Citizens Financial Group Flt Perp Sr:F Preferred Securities $71,987.50 0.10 % Jpmorgan Chase & Co Flt Perp Sr:Hh Preferred Securities $70,553.40 0.09 % Enbridge Inc Flt Perp Sr:1 Preferred Securities $68,194.80 0.09 % Nieuwe Steen Investments NV Global Real Estate Securities $64,609.98 0.09 % Nextera Energy Capital Flt 05/01/79 Preferred Securities $64,049.04 0.09 % Cofinimmo Global Real Estate Securities $62,118.13 0.08 % Ctp NV Global Real Estate Securities $58,316.38 0.08 % National Storage REIT Global Real Estate Securities $57,980.94 0.08 % Regions Financial Corp Flt Perp Sr:D Preferred Securities $56,000.00 0.08 % Ryman Hospitality Properties Global Real Estate Securities $55,587.84 0.07 % Eurocommercial Properties NV Global Real Estate Securities $55,077.76 0.07 % Alstria Office AG Global Real Estate Securities $53,997.15 0.07 % Weyerhaeuser Company Global Real Estate Securities $53,110.06 0.07 % PLC Global Real Estate Securities $50,623.14 0.07 % Stockland Global Real Estate Securities $50,114.97 0.07 % Wells Fargo & Company 4.750% Perp Sr:Z Preferred Securities $48,900.50 0.07 % Keppel REIT Global Real Estate Securities $47,386.03 0.06 % Discover Financial Svs Flt Perp Sr:D Preferred Securities $45,038.00 0.06 % Assurant Inc 5.250% 01/15/61 Preferred Securities $43,615.52 0.06 % South Jersey Industries 5.020% 04/15/31 Preferred Securities $42,403.82 0.06 % Energy Transfer Operating 7.125% Perp Preferred Securities $41,400.00 0.06 % Apollo Management Inc 6.375% Perp Sr:B Preferred Securities $41,068.94 0.06 % Argan Global Real Estate Securities $35,296.22 0.05 % City Developments Ltd. Global Real Estate Securities $34,696.21 0.05 % Goodman Group Global Real Estate Securities $34,054.97 0.05 % Altius Renewable Royalties C Global Listed Infrastructure $32,078.48 0.04 % Esr Cayman Ltd Global Real Estate Securities $30,369.77 0.04 % Keppel DC REIT Global Real Estate Securities $14,785.94 0.02 % Frasers Logistics & Industrial Trust Global Real Estate Securities $12,957.54 0.02 % Ussw10 9/17/2021 C1.75 Preferred Securities $3,478.14 0.00 % Lqd 9/17/2021 128 Puts Otc Preferred Securities $1,619.32 0.00 % Anglo American Plc 7/23/21 34.1172 Call Otc Real Assets Overlay -$41.58 0.00 % Peg 7/21/21 63.2024 Call Otc Real Assets Overlay -$64.67 0.00 % Enel S.P.A 7/23/21 8.3146 Call Otc Real Assets Overlay -$79.16 0.00 % Norfolk Southern Corp 7/23/21 287.7378 Call Otc Real Assets Overlay -$136.77 0.00 % Kirkland Lake Gold 7/23/21 57.2751 Call Otc Real Assets Overlay -$154.85 0.00 % Wtrg 7/23/21 48.6893 Real Assets Overlay -$306.67 0.00 % Awk 07/23/21 155.7673 Call Otc Real Assets Overlay -$343.42 0.00 % Cnp 07/23/21 25.8274 Call Otc Real Assets Overlay -$440.76 0.00 % Waste Management 7/23/21 143.4313 Call Otc Real Assets Overlay -$567.99 0.00 % Lqd 9/17/2021 121 Puts Otc Preferred Securities -$577.22 0.00 % Fe 7/23/21 38.4456 Call Otc Real Assets Overlay -$598.11 0.00 % Regi 07/23/21 80.8764 Call Otc Real Assets Overlay -$631.51 0.00 % Mmp 7/23/21 50.2993 Call Otc Real Assets Overlay -$662.70 0.00 % Spg 07/23/21 134.8969 Call Otc Real Assets Overlay -$799.88 0.00 % Dlr 07/23/21 153.6089 Call Otc Real Assets Overlay -$870.25 0.00 % Vici 7/23/21 31.6119 Call Otc Real Assets Overlay -$1,000.40 0.00 %

Page 6

Cohen & Steers Alternative Income Fund As of 06/30/2021

Current % of Total Security Name Sector Market Value Market Value Sun Communities Inc 7/23/21 169.4145 Call Otc Real Assets Overlay -$1,020.53 0.00 % Prologis Inc. 7/23/21 119.9451 Call Otc Real Assets Overlay -$1,125.08 0.00 % Peak 7/23/21 33.6153 Call Otc Real Assets Overlay -$1,166.70 0.00 % Ussw10 9/17/2021 C2.00 Preferred Securities -$1,243.26 0.00 % Pembina Pipeline 7/23/21 39.8289 Call Otc Real Assets Overlay -$1,263.36 0.00 % Invh 7/23/21 36.8411 Call Otc Real Assets Overlay -$1,289.63 0.00 % Vtr 7/23/21 56.6777 Call Otc Real Assets Overlay -$1,442.32 0.00 % Segro Plc 7/23/21 10.5573 Call Otc Real Assets Overlay -$1,539.24 0.00 % Dre 7/23/21 47.2648 Call Otc Real Assets Overlay -$1,957.09 0.00 % Frt 07/23/21 116.4318 Call Otc Real Assets Overlay -$2,111.61 0.00 % Udr Inc. 7/23/21 47.9666 Call Otc Real Assets Overlay -$3,312.17 0.00 % Well 07/23/21 76.5972 Call Otc Real Assets Overlay -$3,456.20 0.00 % Sbac 7/23/21 305.1331 Call Otc Real Assets Overlay -$4,057.26 -0.01 % Cci 07/23/21 193.4252 Call Otc Real Assets Overlay -$4,535.08 -0.01 % Lng 7/23/21 86.2677 Call Otc Real Assets Overlay -$4,874.73 -0.01 % Cellnex Telecom Sau 7/23/21 51.9095 Call Otc Real Assets Overlay -$7,087.09 -0.01 % Public Storage 7/23/21 285.7473 Call Otc Real Assets Overlay -$7,105.13 -0.01 % Enbridge Inc 7/23/21 47.3871 Call Otc Real Assets Overlay -$14,913.22 -0.02 % Amt 7/23/21 258.0233 Call Otc Real Assets Overlay -$16,535.47 -0.02 % Cash and Equivalents $293,156.89 0.39 % Gds Holdings Ltd - Adr $272,595.77 0.37 % Depository Trust & Clear Flt Perp Sr:D $254,531.25 0.34 % Commerzbank Ag Flt Perp $240,768.46 0.32 % Unicredit Spa Flt Perp Sr:Emtn $237,095.48 0.32 % Natwest Group PLC 4.6% Perp $201,440.00 0.27 % Cms Energy Corp 4.200% Perp Sr:C $192,546.00 0.26 % Royal Bank Of Canada Flt 11/24/81 $161,523.07 0.22 % Global Atlantic Flt 10/15/51 Sr:144A $160,390.40 0.22 % Vod 4.125 06/04/81 $159,960.00 0.21 % Sbl Holdings Inc Flt Perp Sr:144A $149,437.50 0.20 % Capital One Financial Co Flt Perp Sr:M $142,301.25 0.19 % Bank Of Hawaii Corp 4.375% Perp Sr:A $132,496.00 0.18 % Energy Transfer Lp Flt Perp Sr:H $122,640.00 0.16 % Clearwater Energy Inc. Class C $98,638.00 0.13 % Arch Capital Group Ltd 4.550% Perp Sr:G $92,916.00 0.12 % Ares Finance Co 4.125% 06/30/51 Sr:144A $70,175.00 0.09 % Aircastle Ltd Flt Perp Sr:144A $60,750.00 0.08 % Globe Life Inc 4.250% 06/15/61 $33,890.78 0.05 %

Page 7

Cohen & Steers Alternative Income Fund As of 06/30/2021

Important Legal Information

The Fund makes available an uncertified list of securities holdings as of the most recent calendar quarter end. This list is posted to the Cohen & Steers website no earlier than the 15th day after such quarter end.

Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition. The portfolio data is "as of" the date indicated and we disclaim any responsibility to update the information. Investment updates and other information regarding the portfolio are available monthly on the Investment Commentary section of our Web site at www.cohenandsteers.com.

The portfolio data is for informational purposes only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy, sell or hold securities or other investments.

Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year. For a complete list of investments, see the Fund's most recent periodic report filed with t he Securities and Exchange Commission.

Investors should carefully consider a fund's investment goals, risks, charges and expenses before investing. To obtain a summary prospectus or prospectus, which contains this and other information, talk to your financial advisor, call us at 800.330.7348 or visit our website at www.cohenandsteers.com. Please read the summary prospectus or prospectus carefully before investing. Cohen & Steers U.S. registered open -end funds are distributed by Cohen & Steers Securities, LLC, and are only available to U.S. residents. Copyright © 2021 Cohen & Steers, Inc. All rights reserved.

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