The governments official holdings of international reserves comprise gold, foreign currency assets and International Monetary Fund (IMF) Special Drawing Rights (SDRs).
With the exception of the SDR assets that make up the UKs Reserve Tranche Position (RTP) at the IMF and other loans to the IMF, these assets are held in the Exchange Equalisation Account (EEA).
Updated Management of the Official Reserves information can be found here.
Updated with link to Budget 2020's Management of the Official Reserves page.
Updated document published