The Coordinated Portfolio Investment Survey (CPIS) is a voluntary data collection exercise conducted under the auspices of the IMF that collects an economy's data on its holdings of portfolio investment securities (data are separately requested for equity and investment fund shares, long-term debt instruments, and short-term debt instruments). All economies are encouraged to participate.

The IMF augments the data that are reported in the CPIS with data from two other surveys, i.e., Securities Held as Foreign Exchange Reserves (SEFER), and Securities Held by International Organizations (SSIO). SEFER provides geographic and instrument detail on securities that are held as reserve assets, and SSIO provides the geographic and instrument detail on securities that are held by international organizations. Data from the CPIS and SSIO surveys provide comprehensive information on holdings of portfolio investment securities and, together with data from the SEFER survey, the geographic detail captured in these three surveys can be used to derive estimates of portfolio investment liabilities for every economy.

The CPIS dataset can be found here.