PAGE 1 000 A000000 06/30/2011 000 C000000 0001498612 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 Cohen & Steers Select Preferred & Income 001 B000000 811-22455 001 C000000 2128323232 002 A000000 280 Park Avenue 002 B000000 New York 002 C000000 NY 002 D010000 10017 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 008 A000001 COHEN & STEERS CAPITAL MANAGEMENT, INC. 008 B000001 A 008 C000001 801-27721 008 D010001 NEW YORK 008 D020001 NY 008 D030001 10017 010 A000001 COHEN & STEERS CAPITAL MANAGEMENT, INC. 010 B000001 801-27721 010 C010001 NEW YORK 010 C020001 NY 010 C030001 10017 010 A000002 STATE STREET BANK AND TRUST CO. 010 B000002 85-05003 010 C010002 BOSTON 010 C020002 MA 010 C030002 02111 012 A000001 Bank of New York Mellon 012 B000001 85-05006 012 C010001 Jersey City 012 C020001 NJ 012 C030001 07310 013 A000001 PRICEWATERHOUSECOOPERS, LLP 013 B010001 NEW YORK 013 B020001 NY 013 B030001 10019 014 A000001 COHEN & STEERS SECURITIES, LLC 014 B000001 8-00 015 A000001 STATE STREET CORP. PAGE 2 015 B000001 C 015 C010001 BOSTON 015 C020001 MA 015 C030001 02111 015 E010001 X 015 A000002 UNICREDIT BANK AUSTRIA AG 015 B000002 S 015 C010002 VIENNA 015 D010002 AUSTRIA 015 E040002 X 015 A000003 THE HONGKONG AND SHANGHAI BANKING CORP. LTD. 015 B000003 S 015 C010003 SYDNEY 015 D010003 AUSTRALIA 015 E040003 X 015 A000004 DEUTSCHE BANK AG 015 B000004 S 015 C010004 BRUSSELS 015 D010004 BELGIUM 015 E040004 X 015 A000005 CITIBANK, N.A. 015 B000005 S 015 C010005 SAO PAULO 015 D010005 BRAZIL 015 E040005 X 015 A000006 STATE STREET TRUST COMPANY CANADA 015 B000006 S 015 C010006 TORONTO 015 D010006 CANADA 015 E040006 X 015 A000007 CLEARSTREAM BANKING SA 015 B000007 S 015 C010007 LUXEMBOURG 015 D010007 LUXEMBOURG 015 E040007 X 015 A000008 CREDIT SUISSE 015 B000008 S 015 C010008 ZURICH 015 D010008 SWITZERLAND 015 E040008 X 015 A000009 DEUTSCHE BANK AG 015 B000009 S 015 C010009 FRANKFURT 015 D010009 GERMANY 015 E040009 X 015 A000010 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000010 S 015 C010010 COPENHAGEN 015 D010010 DENMARK 015 E040010 X 015 A000011 DEUTSCHE BANK S.A.E. PAGE 3 015 B000011 S 015 C010011 BARCELONA 015 D010011 SPAIN 015 E040011 X 015 A000012 SKANDINAVISKA ENSKILDA BANKEN AB (SEB) 015 B000012 S 015 C010012 HELSINKI 015 D010012 FINLAND 015 E040012 X 015 A000013 DEUTSCHE BANK AG 015 B000013 S 015 C010013 PARIS 015 D010013 FRANCE 015 E040013 X 015 A000014 STATE STREET BANK & TRUST CO 015 B000014 S 015 C010014 LONDON 015 D010014 UNITED KINGDOM 015 E040014 X 015 A000015 STANDARD CHARTERED BANK 015 B000015 S 015 C010015 HONG KONG 015 D010015 HONG KONG 015 E040015 X 015 A000016 Deutsche Bank S.p.A 015 B000016 S 015 C010016 MILAN 015 D010016 Italy 015 E040016 X 015 A000017 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B000017 S 015 C010017 Tokyo 015 D010017 Japan 015 E040017 X 015 A000018 BANCO NACIONAL DE MEXICO S.A 015 B000018 S 015 C010018 MEXICO CITY 015 D010018 MEXICO 015 E040018 X 015 A000019 DEUTSCHE BANK AG 015 B000019 S 015 C010019 AMSTERDAM 015 D010019 NETHERLANDS 015 E040019 X 015 A000020 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000020 S 015 C010020 OSLO 015 D010020 NORWAY 015 E040020 X 015 A000021 THE HONGKONG AND SHANGHAI BANKING CORP LTD. 015 B000021 S PAGE 4 015 C010021 AUCKLAND 015 D010021 NEW ZEALAND 015 E040021 X 015 A000022 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000022 S 015 C010022 STOCKHOLM 015 D010022 SWEDEN 015 E040022 X 015 A000023 CITIBANK N.A. 015 B000023 S 015 C010023 SINGAPORE 015 D010023 SINGAPORE 015 E040023 X 018 000000 Y 019 A000000 Y 019 B000000 18 019 C000000 COHENSTEER 020 A000001 GOLDMAN SACHS & CO. 020 B000001 13-5108880 020 C000001 39 020 A000002 DEUTSCHE BANK 020 B000002 13-2730328 020 C000002 1 020 A000003 CREDIT AGRICOLE SA 020 B000003 13-3867844 020 C000003 0 020 A000004 CITIGROUP GLOBAL MARKETS INC. 020 B000004 11-2418191 020 C000004 0 020 A000005 J.P. MORGAN SECURITIES, INC. 020 B000005 13-3379014 020 C000005 0 021 000000 40 022 A000001 STATE STR INSTL LIQUID RESVS FUND 022 C000001 33750 022 D000001 40682 022 A000002 FIDELITY PRIME INST MM TREASURY 022 C000002 33750 022 D000002 40682 022 A000003 FEDERATED GOVERNMENT OBLIGATIONS FUND 022 C000003 34900 022 D000003 39226 022 A000004 BlackRock Liquidity Funds: FedFund 022 C000004 34900 022 D000004 39027 023 C000000 137300 023 D000000 159617 024 000000 Y 025 A000001 CITIGROUP GLOBAL MARKETS INC. 025 B000001 11-2418191 025 C000001 E PAGE 5 025 D000001 23224 025 A000002 DEUTSCHE BANK 025 B000002 13-2730328 025 C000002 E 025 D000002 2523 025 A000003 J.P. MORGAN SECURITIES, INC. 025 B000003 13-3379014 025 C000003 E 025 D000003 12933 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 028 A010000 0 028 A020000 0 028 A030000 0 028 A040000 0 028 B010000 0 028 B020000 0 028 B030000 0 028 B040000 0 028 C010000 0 028 C020000 0 028 C030000 0 028 C040000 0 028 D010000 0 028 D020000 0 028 D030000 0 028 D040000 0 028 E010000 0 028 E020000 0 028 E030000 0 028 E040000 0 028 F010000 0 028 F020000 0 028 F030000 0 028 F040000 0 028 G010000 0 028 G020000 0 028 G030000 0 028 G040000 0 028 H000000 0 030 A000000 0 030 B000000 0.00 030 C000000 0.00 PAGE 6 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 035 000000 0 036 B000000 0 038 000000 0 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 Y 048 000000 0.700 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000 048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 0 048 K020000 0.000 049 000000 N 050 000000 N 051 000000 N 052 000000 N 053 A000000 N 054 A000000 Y 054 B000000 Y 054 C000000 N PAGE 7 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 Y 054 H000000 Y 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 Y 054 N000000 N 054 O000000 N 055 A000000 N 055 B000000 Y 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 N 060 B000000 N 061 000000 0 062 A000000 N 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 062 O000000 0.0 062 P000000 0.0 062 Q000000 0.0 062 R000000 0.0 063 A000000 0 063 B000000 0.0 066 A000000 Y 066 B000000 N 066 C000000 N 066 D000000 N 066 E000000 N 066 F000000 Y 066 G000000 N 067 000000 N 068 A000000 N 068 B000000 N PAGE 8 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 Y 070 B020000 N 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 Y 070 I020000 N 070 J010000 Y 070 J020000 N 070 K010000 Y 070 K020000 Y 070 L010000 Y 070 L020000 Y 070 M010000 Y 070 M020000 Y 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 Y 070 P010000 Y 070 P020000 N 070 Q010000 Y 070 Q020000 N 070 R010000 Y 070 R020000 N 071 A000000 262207 071 B000000 109070 071 C000000 389698 071 D000000 28 072 A000000 6 072 B000000 7146 072 C000000 7109 072 D000000 0 072 E000000 0 072 F000000 1416 072 G000000 136 072 H000000 0 072 I000000 0 072 J000000 45 PAGE 9 072 K000000 0 072 L000000 22 072 M000000 12 072 N000000 3 072 O000000 0 072 P000000 654 072 Q000000 0 072 R000000 39 072 S000000 52 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 54 072 X000000 2433 072 Y000000 0 072 Z000000 11822 072AA000000 2502 072BB000000 994 072CC010000 7043 072CC020000 0 072DD010000 10314 072DD020000 0 072EE000000 0 073 A010000 0.8600 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.0000 074 A000000 100 074 B000000 0 074 C000000 0 074 D000000 25385 074 E000000 390485 074 F000000 0 074 G000000 0 074 H000000 0 074 I000000 5400 074 J000000 528 074 K000000 0 074 L000000 3912 074 M000000 139 074 N000000 425949 074 O000000 0 074 P000000 262 074 Q000000 129000 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 1823 074 S000000 0 074 T000000 294864 074 U010000 11998 PAGE 10 074 U020000 0 074 V010000 24.58 074 V020000 0.00 074 W000000 0.0000 074 X000000 7690 074 Y000000 182062 075 A000000 0 075 B000000 292603 076 000000 24.24 077 A000000 N 078 000000 N 080 C000000 0 081 B000000 0 082 B000000 0 083 B000000 0 084 B000000 0 086 A010000 294 086 A020000 6961 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 087 A010000 COMMON STOCK 087 A020000 19248Y107 087 A030000 PSF 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 N SIGNATURE LESTER LAY TITLE VICE PRESIDENT