United States Department of the Treasury: Treasury International Capital System [website] [open html - 117KB]
This section of the U.S. Dept. of the Treasury website contains information on the International Capital System. This includes Securities data: Monthly transactions and annual holdings of (a) U.S. Securities and (b) Foreign Securities; banking data: Monthly liabilities to, and claims on foreign residents; derivatives contracts: Quarterly holdings and net cash settlements with foreign residents; nonbanking data - quarterly liabilities to, and claims on, unaffiliated foreign-residents; and quarterly data on U.S. gross external debt.
U.S. Dept. of the Treasury: http://www.treas.gov