Economies are invited to report data on securities held as reserve assets on the IMF’s SEFER (Securities Held as Foreign Exchange Reserves) survey, which is a companion survey to the CPIS. The results from SEFER are included, along with the SSIO (Securities Held by International Organizations) data, in the overall CPIS results. The SEFER data reported by individual reporting economies are reported to the IMF on a strictly confidential basis. These data are released only in aggregate form.
The CPIS survey itself (not SEFER) covers portfolio investment securities (as opposed to reserves) held by the monetary authorities.
The CPIS dataset can be found here