COHEN & STEERS GLOBAL INFRASTRUCTURE FUND, INC.

SCHEDULE OF INVESTMENTS

September 30, 2020 (Unaudited)

			Shares/Units		Value
COMMON STOCK	97.3	%
AUSTRALIA	6.1	%
INFORMATION TECHNOLOGY	0.8	%
NEXTDC Ltd.(a)				301,975	$	2,679,759
TOLL ROADS	5.3	%
Transurban Group				1,899,575		19,396,359
TOTAL AUSTRALIA						22,076,118
BELGIUM	0.6	%
ELECTRIC
Elia Group SA/NV				21,404		2,139,727
BRAZIL	1.6	%
ELECTRIC	0.8	%
Neoenergia Sa				949,523		2,870,938
WATER	0.8	%
Cia de Saneamento do Parana				657,820		2,979,921
TOTAL BRAZIL						5,850,859
CANADA	9.3	%
ELECTRIC	1.8	%
Hydro One Ltd., 144A(b)				306,540		6,496,608
FREIGHT RAILS	2.5	%
Canadian National Railway Co.				85,269		9,081,144
PIPELINES—C-CORP	5.0	%
Enbridge, Inc.				297,232		8,683,358
Pembina Pipeline Corp.				161,149		3,420,127
TC Energy Corp.				151,937		6,378,490
TOTAL PIPELINES—C-CORP						18,481,975
TOTAL CANADA						34,059,727
CHINA	4.9	%
GAS DISTRIBUTION	1.9	%
Enn Energy Holdings Ltd., (H shares)				640,500		7,028,365
TOLL ROADS	1.1	%
Zhejiang Expressway Co., Ltd., (H shares)				5,400,000		3,916,282
WATER	1.9	%
Guangdong Investment Ltd., (H Shares)				4,293,128		6,825,996
TOTAL CHINA						17,770,643

1

			Shares/Units		Value
DENMARK	0.6	%
ELECTRIC
Orsted A/S, 144A(b)				15,206	$	2,096,306
FRANCE	1.6	%
TOLL ROADS
Vinci SA				71,466		5,971,450
ITALY	2.9	%
ELECTRIC	0.5	%
Enel S.p.A.				219,686		1,905,975
GAS DISTRIBUTION	0.9	%
Snam S.p.A.				629,748		3,238,648
TOLL ROADS	1.5	%
Atlantia S.p.A.(a)				341,317		5,345,452
TOTAL ITALY						10,490,075
JAPAN	1.9	%
GAS DISTRIBUTION	1.0	%
Tokyo Gas Co., Ltd.				165,700		3,781,355
RAILWAYS	0.9	%
West Japan Railway Co.				64,300		3,176,953
TOTAL JAPAN						6,958,308
MEXICO	1.5	%
AIRPORTS	1.1	%
Grupo Aeroportuario del Centro Norte SAB de CV(a)				892,240		4,090,871
PIPELINES—C-CORP	0.4	%
Infraestructura Energetica Nova SAB de CV				487,966		1,467,550
TOTAL MEXICO						5,558,421
NETHERLANDS	1.4	%
MARINE PORTS
Koninklijke Vopak NV				89,105		5,020,883
NEW ZEALAND	1.0	%
AIRPORTS
Auckland International Airport Ltd.				739,991		3,591,833
SPAIN	4.8	%
AIRPORTS	2.1	%
Aena SME SA, 144A(a),(b)				55,058		7,665,640
COMMUNICATIONS—TOWERS	2.2	%
Cellnex Telecom SA, 144A(b)				134,265		8,150,235

2

			Shares/Units		Value
ELECTRIC	0.5	%
Iberdrola SA				140,493	$	1,729,270
TOTAL SPAIN						17,545,145
THAILAND	2.2	%
AIRPORTS
Airports of Thailand PCL				4,525,300		8,108,083
UNITED KINGDOM	1.6	%
WATER
Pennon Group PLC				434,441		5,779,990
UNITED STATES	55.3	%
COMMUNICATIONS—TOWERS	10.1	%
American Tower Corp.				62,409		15,086,128
Crown Castle International Corp.				45,456		7,568,424
SBA Communications Corp.				43,924		13,988,915
						36,643,467
ELECTRIC	33.8	%
Alliant Energy Corp.				269,261		13,907,331
CenterPoint Energy, Inc.				327,598		6,339,021
CMS Energy Corp.				111,661		6,857,102
Duke Energy Corp.				100,858		8,931,984
Evergy, Inc.				158,723		8,066,303
FirstEnergy Corp.				319,601		9,175,745
NextEra Energy, Inc.				109,487		30,389,212
NorthWestern Corp.				114,221		5,555,709
PNM Resources, Inc.				215,933		8,924,511
Portland General Electric Co.				85,083		3,020,446
Public Service Enterprise Group, Inc.				210,812		11,575,687
Xcel Energy, Inc.				147,571		10,183,875
						122,926,926
FREIGHT RAILS	0.8	%
Union Pacific Corp.				14,872		2,927,851
PIPELINES—C-CORP	2.2	%
ONEOK, Inc.				99,812		2,593,116
Williams Cos., Inc./The				281,226		5,526,091
TOTAL PIPELINES—C-CORP						8,119,207
RAILWAYS	4.0	%
Norfolk Southern Corp.				68,580		14,675,434

3

			Shares/Units		Value
REAL ESTATE—DATA CENTERS	0.9	%
CyrusOne, Inc.				45,445	$	3,182,513
WATER	3.5	%
American Water Works Co., Inc.				89,261		12,932,134
TOTAL UNITED STATES						201,407,532
TOTAL COMMON STOCK (Identified cost—$301,802,293)						354,425,100
SHORT-TERM INVESTMENTS	1.0	%
MONEY MARKET FUNDS
State Street Institutional Treasury Money Market Fund, Premier Class, 0.02%(c)				3,452,065		3,452,065
TOTAL SHORT-TERM INVESTMENTS (Identified cost—$3,452,065)						3,452,065
TOTAL INVESTMENTS IN SECURITIES (Identified cost—$305,254,358)	98.3	%				357,877,165
OTHER ASSETS IN EXCESS OF LIABILITIES	1.7					6,339,500
NET ASSETS	100.0	%			$	364,216,665

Note: Percentages indicated are based on the net assets of the Fund.

(a) Non-income producing security.

(b) Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold to qualified institutional buyers. Aggregate holdings amounted to $24,408,789 which represents 6.7% of the net assets of the Fund, of which 0.0% are illiquid.

(c) Rate quoted represents the annualized seven-day yield.

4

Sector Summary	% of Net Assets
Electric		38.6
Communications		12.3
Toll Roads		9.5
Water		7.8
Pipelines—C-Corp		7.6
Airports		6.4
Railways		4.9
Gas Distribution		3.8
Freight Rails		3.3
Other		2.7
Marine Ports		1.4
Real Estate		0.9
Information Technology		0.8
		100.0

5

COHEN & STEERS GLOBAL INFRASTRUCTURE FUND, INC.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

Note 1. Portfolio Valuation

Investments in securities that are listed on the New York Stock Exchange (NYSE) are valued, except as indicated below, at the last sale price reflected at the close of the NYSE on the business day as of which such value is being determined. If there has been no sale on such day, the securities are valued at the mean of the closing bid and ask prices on such day or, if no ask price is available, at the bid price. Exchange traded options are valued at their last sale price as of the close of options trading on applicable exchanges on the valuation date. In the absence of a last sale price on such day, options are valued at the average of the quoted bid and ask prices as of the close of business. Over-the-counter (OTC) options are valued based upon prices provided by a third-party pricing service or counterparty.

Securities not listed on the NYSE but listed on other domestic or foreign securities exchanges (including NASDAQ) are valued in a similar manner. Securities traded on more than one securities exchange are valued at the last sale price reflected at the close of the exchange representing the principal market for such securities on the business day as of which such value is being determined. If after the close of a foreign market, but prior to the close of business on the day the securities are being valued, market conditions change significantly, certain non-U.S. equity holdings may be fair valued pursuant to procedures established by the Board of Directors.

Readily marketable securities traded in the OTC market, including listed securities whose primary market is believed by Cohen & Steers Capital Management, Inc. (the investment advisor) to be OTC, are valued on the basis of prices provided by a third-party pricing service or third-party broker-dealers when such prices are believed by the investment advisor, pursuant to delegation by the Board of Directors, to reflect the fair value of such securities.

Short-term debt securities with a maturity date of 60 days or less are valued at amortized cost, which approximates fair value. Investments in open-end mutual funds are valued at net asset value (NAV).

The policies and procedures approved by the Fund’s Board of Directors delegate authority to make fair value determinations to the investment advisor, subject to the oversight of the Board of Directors. The investment advisor has established a valuation committee (Valuation Committee) to administer, implement and oversee the fair valuation process according to the policies and procedures approved annually by the Board of Directors. Among other things, these procedures allow the Fund to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

Securities for which market prices are unavailable, or securities for which the investment advisor determines that the bid and/or ask price or a counterparty valuation does not reflect market value, will be valued at fair value, as determined in good faith by the Valuation Committee, pursuant to procedures approved by the Fund’s Board of Directors. Circumstances in which market prices may be unavailable include, but are not limited to, when trading in a security is suspended, the exchange on which the security is traded is subject to an unscheduled close or disruption or material

COHEN & STEERS GLOBAL INFRASTRUCTURE FUND, INC.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

events occur after the close of the exchange on which the security is principally traded. In these circumstances, the Fund determines fair value in a manner that fairly reflects the market value of the security on the valuation date based on consideration of any information or factors it deems appropriate. These may include, but are not limited to, recent transactions in comparable securities, information relating to the specific security and developments in the markets.

Foreign equity fair value pricing procedures utilized by the Fund may cause certain non-U.S. equity holdings to be fair valued on the basis of fair value factors provided by a pricing service to reflect any significant market movements between the time the Fund values such securities and the earlier closing of foreign markets.

The Fund’s use of fair value pricing may cause the NAV of Fund shares to differ from the NAV that would be calculated using market quotations. Fair value pricing involves subjective judgments and it is possible that the fair value determined for a security may be materially different than the value that could be realized upon the sale of that security.

Fair value is defined as the price that the Fund would expect to receive upon the sale of an investment or expect to pay to transfer a liability in an orderly transaction with an independent buyer in the principal market or, in the absence of a principal market, the most advantageous market for the investment or liability. The hierarchy of inputs that are used in determining the fair value of the Fund’s investments is summarized below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing investments may or may not be an indication of the risk associated with those investments. Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy.

COHEN & STEERS GLOBAL INFRASTRUCTURE FUND, INC.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

The following is a summary of the inputs used as of September 30, 2020 in valuing the Fund’s investments carried at value:

	Total		Quoted Prices in Active  Markets for Identical Investments (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Common Stock:
Australia	$	22,076,118	$	—	$	22,076,118	$	—
Belgium		2,139,727		—		2,139,727		—
China		17,770,643		—		17,770,643		—
France		5,971,450		—		5,971,450		—
Italy		10,490,075		—		10,490,075		—
Japan		6,958,308		—		6,958,308		—
New Zealand		3,591,833		—		3,591,833		—
Spain		17,545,145		—		17,545,145		—
Thailand		8,108,083		—		8,108,083		—
United Kingdom		5,779,990		—		5,779,990		—
Other Countries		253,993,728		253,993,728		—		—
Short-Term Investments		3,452,065		—		3,452,065		—
Total Investments in Securities(a)	$	357,877,165	$	253,993,728	$	103,883,437	$	—

(a) Portfolio holdings are disclosed individually on the Schedule of Investments.

Note 2. Derivative Instruments

Options: The Fund may purchase and write exchange-listed and OTC put or call options on securities, stock indices and other financial instruments for hedging purposes, to enhance portfolio returns and/or reduce overall volatility.

When the Fund writes (sells) an option, an amount equal to the premium received by the Fund is recorded as a liability. The amount of the liability is subsequently marked-to-market to reflect the current market value of the option written. When an option expires, the Fund realizes a gain on the option to the extent of the premium received. Premiums received from writing options which are exercised or closed are added to or offset against the proceeds or amount paid on the transaction to determine the realized gain or loss. If a put option on a security is exercised, the premium reduces the cost basis of the security purchased by the Fund. If a call option is exercised, the premium is added to the proceeds of the security sold to determine the realized gain or loss. The Fund, as writer of an option, bears the market risk of an unfavorable change in the price of the underlying investment. Other risks include the possibility of an illiquid options market or the inability of the counterparties to fulfill their obligations under the contracts.

Put and call options purchased are accounted for in the same manner as portfolio securities. Premiums paid for purchasing options which expire are treated as realized losses. Premiums paid for purchasing options which are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss when the underlying transaction is executed. The risk associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of the premium and change in market value should the counterparty not perform under the contract.

COHEN & STEERS GLOBAL INFRASTRUCTURE FUND, INC.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

At September 30, 2020, the Fund did not have any option contracts outstanding.

The following summarizes the volume of the Fund’s written option contracts activity for the nine months ended September 30, 2020:

	Written Option Contracts
Average Notional Amount(a),(b)	$	1,879,416

(a) Average notional amounts represent the average for all months in which the Fund had written option contracts outstanding at month end. For the period, this represents four months.

(b) Notional amount is calculated using the number of contracts multiplied by notional contract size multiplied by the underlying price.