Magnetic properties of Sub/AlN (20 nm)/[CoPt (2 nm)/AlN (2 nm)](y-1)/CoPt (2 nm)/AlN (x)/CoPt (4 nm) layered structures (x is the thickness of AlN interlayer between the CoPt top layer (TL) and the base multilayer (BML), while y is the repeating number of CoPt (2 nm)/AlN (2 nm) bilayer in the BML) have been studied, which show strong perpendicular magnetic anisotropy. The perpendicular magnetic hysteresis loops exhibit multiple steps, which are attributed to the coercivity difference between CoPt TL and BML. The width of magnetization steps in the perpendicular magnetic hysteresis loops can be effectively controlled by adjusting the AlN interlayer thickness (x) and the repeating number (y). Our findings offer an alternative approach for the controlling coercivity in the formation of anti-parallel configuration of magnetization in the perpendicular magnetic tunneling junctions.