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Saul Mine
7th July 2010, 06:19 AM
The Seven Sins of GLD

Written by Jeff Nielson Tuesday, 06 July 2010 14:45
LINK (http://www.bullionbullscanada.com/index.php?option=com_content&view=article&id=13341:the-seven-sins-of-gld&catid=48:gold-commentary&Itemid=131)

Given my scathing criticism of most (so-called) “bullion-ETF's”, I frequently get reader questions about the “prospectus” of one fund or another. I freely confess to not having read these documents. My (stated) reasons for not doing so are that I do not, and would not hold such investments, and that I have already provided enough reasons to doubt the legitimacy of these investment vehicles that such an analysis would be moot.


However, at the persistent urging of one reader, I finally caved-in and went through the prospectus of The Mother of all Bullion Scams: GLD. It was at this point I had to deal with my third, unstated reason for avoiding these documents – they make your head hurt. This is especially true for those with a background in law, as we have been trained to attempt to discern the “intent” of every word of such documents, which means attempting to reconstruct the thinking of the lawyer(s) at the time the document was drafted.


At first glance, the SPDR Gold Trust (which trades under the symbol “GLD”) is the epitome of simplicity. In the first paragraph of the Prospectus Summary, it states:


“The Trust holds gold bars...”


Then, a few paragraphs later, is a section titled “Trust's Gold Holdings as of March 31, 2010”. It lists the total holdings as approximately 36.5 million ounces, almost all of it in “allocated” gold bars. So far, so good...The problem is that as soon as one scratches the surface, to attempt to verify that this ETF-behemoth is actually the straightforward “trust” that is presented, we immediately encounter one serious issue after another, which I am labeling the “seven sins” of GLD.


1) Lack of transparency:


In the page which immediately follows details of the Trusts “gold holdings”, is “The Offering”. In that section, it lists the total number of units of the Trust. Two facts leap out at us. First, the total number of units is over 390 million, with the date of that total being May 26, 2010.

Given that GLD is priced, and presented by the media as one unit equaling 1/10 ounce of gold, we immediately see that there are 7% more units than there should be at that rate of conversion, or in other words, the units clearly represent less than 1/10 ounce of gold. The problem is that it is impossible to determine precisely how much less, because of the inexplicable gap in reporting.



“Total gold holdings” are reported only up to the end of March. Presumably, the “custodian” of all that bullion (the infamous bullion-short, HSBC) is keeping track of the bullion it stores in its vault, and thus the time it would have taken to get “total gold holdings” up to May 26 (to synchronize the dates) would be the time it takes to send a fax. Clearly, the fund's Sponsor (none other than the “World Gold Council”) refuses to provide synchronized dates, to make it impossible to ascertain the amount of “dilution” in the fund, or (alternately) the precise “premium” which new unit-holders are paying when they buy in.


Similarly, if this fund were really the simple “trust” which it pretends to be, it would have been very easy for the Sponsor to say that the “objective” of the Trust was to provide “a cost-effective investment in gold” for unit-holders, but the fund deliberately avoids any such language. Instead, it defines the Trust's “investment objective” as merely to “reflect the performance of the price of gold bullion”.


It then immediately goes on to say:


“The Sponsor believes [emphasis mine] that, for many investors, the Shares represent a cost-effective investment in gold.”


The choice of wording here is enormously important, given that in the preceding page of the prospectus, the word “believe” is expressly designated as a “forward-looking statement”. It then says that with respect to all such “forward-looking statements” that:


“They are only predictions. Actual events or results may differ materially.”


Given my background, I fully understand the necessity of including such legal “weasel words” with respect to any statements made in the prospectus concerning future developments in the gold market, such as the price of gold itself. However, with respect to the current holdings in the fund, how can the Sponsor merely “believe” that units represent “...an investment in gold”?


Defenders of this ETF will argue that the Sponsor's “belief” is with respect to “a cost-effective investment in gold”, and thus the Sponsor is unable to warrant that GLD will be “cost-effective”. However, insertion of the words “cost effective” is totally voluntary. The only “warranty” which the Sponsor has chosen to provide (i.e. the “investment objective”) is that the fund will “reflect the performance of the price of gold bullion”. Whether or not there is (actually) any gold in this fund is merely a “belief” of the Sponsor, and thus may not be relied upon by unit-holders.


To provide a hypothetical example, suppose that the “custodian” for the fund (the notorious bullion-short, HSBC bank) has done extensive research and found that the price of chickens tends to be almost precisely correlated with the price of gold (i.e. they closely track each other). Given that HSBC has other things it would like to do with its gold (such as dumping bullion onto the market, or backing its massive short position), it decides that instead of going to all the bother of acquiring and storing such a massive quantity of gold that it will buy and hold chickens instead.


While much bulkier than gold, the “storage costs” associated with stationing a sleepy, security guard outside the freezers of a few meat-packers certainly cannot compare with the overhead of managing a bullion-vault capable of storing billions of dollars worth of bullion, not to mention the logistical costs associated with transporting (and insuring) all the bullion being bought and sold by this massive fund.


Critics will scoff at my hypothetical example as being too absurd to be of any analytical value, since if GLD was actually holding chickens instead of gold, then the Sponsor would be sued, and/or the “custodian” of the fund. This brings us to the second “sin”.


2) Damages:


Even without reading the prospectus, I have warned unit-holders that if there was some fraud or default associated with the fund, that all that unit-holders would ever be able to recover from the fund is “paper”. In other words, they could sue to get their (paper) money back, but they could never sue to force the Sponsor (and/or “custodian”) to provide them with the gold they thought they had bought. Such a legal remedy is known as “specific performance”, and (under the best of conditions) is a relatively rare outcome to any civil action.


Given this underlying reality, the language used in the Prospectus to protect the Sponsor and the “custodian” (HSBC) from liability can only be characterized as “over-kill”. Not only does the document seek the normal waiver with respect to “acts of God”, “war”, or “terrorism”, but it also seeks to indemnify both the Sponsor and custodian from “fraud”, “negligence”, or “willful default”.


Specifically, even under the worst acts of malfeasance, investors could never recover anything other than the “market value” of their holdings (i.e. paper money) as of the day the fraud was discovered, or default occurred. While (to some extent) language like this is common in such legal documents, we must attach considerable importance to the deliberate choice of the words “willful default”, rather than just the generic term “default” - which most reasonable readers would assume would imply some involuntary event.


Instead, if HSBC defaults on its custodian agreement, and even if it actually did have enough gold currently in its possession to cover its obligation, it could simply refuse to turn over the gold it held. Suddenly, my example of the hypothetical chickens doesn't sound quite so preposterous. In the event of a willful default, it could liquidate its chickens to cover its “custodian agreement”, keep all its gold – and unit-holders could do nothing.


3) Structure:


GLD does not sell its “shares” directly to unit-holders. I hesitate to use the word “shares” to describe these units (despite how the Trust does so again and again) because the Prospectus clearly states on many occasions that unit-holders to not possess many of the rights of a normal shareholder. It is hard not to construct the analogy that GLD sells “shares” that aren't really shares, as an equitable interest in “gold” that isn't really gold.


Beyond that, GLD has chosen to market its shares exclusively in “baskets”, with each basket having a current market-value of over $10 million. Only those institutions capable of buying these $10 million “chunks” of units are able to directly retail them to the general public. This seems like a deliberate device for steering most of the commissions for the purchase of these units to big-banks. Presumably, smaller institutions could (in turn) pick up smaller blocks for themselves – but only from the big banks (who presumably take a “cut” for themselves at that point).


This needless injection of extra banker commissions is clearly a cost which must ultimately be passed along to unit-holders – despite the appearance that GLD is the “cheapest” way to buy/own “gold”, and brings us to our next “sin”.


4) Fees:


As stated earlier, the Sponsor of GLD certainly wants to create the appearance (or “belief”) that GLD is a “cost-effective” means for investors to buy/hold gold. Media talking-heads and a legion of investment shills depict each unit as representing 1/10 ounce of “gold”, making the administrative fees of the fund appear to be near-zero. Indeed, I have referred to that outward facade as yet another reason to doubt the legitimacy of the fund. However, the truth is that no one (outside of the fund) can ascertain the precise quantum of fees, due to lack of transparency.


It is here that we come to another inexplicable “reality” with this fund: ever-increasing administrative costs. Keep in mind that the entire purpose in designating one of the largest offenders in gold-manipulation as “custodian” for this supposed hoard of bullion is “economies of scale”. If you're going to hire the fox to guard the hen-house, then at the least the fox should give you a better rate (per hen) as the flock that it is “guarding” grows larger. This is not how GLD operates.


It explicitly states that (over time) the gap between the 1/10 ounce of “gold” per unit which it is purported to hold, and the actual amount of “gold” actually held by unit-holders will steadily increase. This makes no sense. Indeed, the only justification for having a “custodian” hold the Trust's “gold” is that it should minimize administrative costs.


If the fund were “actively managed”, that is, if it was continually active in the gold market buying and selling gold to look to capitalize on imbalances/opportunities which occasionally present themselves, then it would be understandable how administrative costs would/could increase over time as the fund grew larger. However, the Prospectus explicitly states that the fund is not “actively managed”. Given that, in even a worst-case scenario per-unit administrative costs should be flat, but more likely “economies of scale”should operate to reduce those per-unit costs.


This leads to one of two implications. Either the Sponsor or (more likely) the custodian simply plans to “skim more off the top” for itself each year, or the “gold” in HSBS's vault is “evaporating”, causing the actual amount of “gold” held by unit-holders to steadily decrease over time. What should greatly alarm current unit-holders is that the long-term (guaranteed) rise in administrative “costs” is currently being hidden for the first seven years of this fund's existence, because there is a “cap” on those fees. When this seven-year period expires on November 11, 2011 (or the 11th day, of the 11th month, of the 11th year) we can only refer to this event as...


5) “D-Day”:


Readers can choose what they want the “D” in “D-Day” to represent, with my own suggestions being “default” or “destruction”. Indeed, the deliberate choice by the Sponsor of such a memorable date for termination seems to indicate that they expect this date to represent a dramatic event in the evolution of this fund.


Given that there is no economic reason for the Trust to incur ever-increasing costs, the fund is essentially being “managed” according to “principles” very similar to those of a Ponzi-scheme. Specifically, only those buyers who get in (and get out) early are able to extract their undiluted gains in this fund, with later buyers receiving less “gold” when they buy in, and even less than that when they subsequently dispose of their units.


Given the deliberate lack of transparency of the fund, the price-gouging fee structure, and the clear warning to unit-holders that “all bets are off” when the 11th day of the 11th month of the 11th year arrives, surely even those unit-holders who have remained oblivious to the many reasons to question this fund won't be reckless enough to continue to hold those units until “D-Day”?


6) Quality:


By now, every investor even pondering investing in gold bullion has heard the rumors of “tungsten-filled” gold bars being littered about various gold vaults around the world. What is the attitude of GLD's Sponsor and custodian regarding this rumor? To sum it up in three words “ignorance is bliss”. Neither the Sponsor or custodian will guarantee that any of the “gold bars” it claims to possess today are legitimate, despite the fact that such testing is both relatively quick and easy. (Of course, if GLD is actually holding chickens instead of gold, then “testing” for tungsten-fillings would be totally unnecessary).


7) Custodian:


The World Gold Council, who “sponsors” GLD is itself an association which primarily represents the world's largest gold-miners, who founded and funded it. As I have written previously, these mining companies have a “long relationship” with the handful of “bullion banks” in the world – in much the same manner that victims of serial child-abuse often have “long relationships” with their abusers.


Given that “checkered” past, and given that a close examination of the fund reveals that there are no long-term economic benefits in entrusting $10's of billions of investor dollars to the promises of bankers (see “Morgan Stanley Pays Damages for Precious Metals Fraud”), the choice of the world's largest “shorter” of gold as “custodian” for this fund is nothing less than Machiavellian. Indeed, it follows the pattern of abuse-victims in giving their abuser additional opportunities to commit further crimes.


While I hope that my analysis of the GLD prospectus can help investors to avoid the obvious dangers of this fund, it really shouldn't be necessary. This is a document which screams caveat emptor (“buyer beware”) in almost every paragraph. We already know that a “fox” has been put in charge of the “hen-house” - and for all we know that “hen-house” may (in fact) actually hold nothing but hens.

Sparky
7th July 2010, 09:02 AM
I've never bought GLD, and I don't think it's a substitute for holding physical.

Having said that, it is apparent that the author lacks a clear understanding in the way that the fund works, as there are many misconceptions and ill-conceived conclusions presented in the article. The arguments presented are based on conjecture rather than facts.

Ragnarok
8th July 2010, 08:17 AM
Thanks Saul Mine. This information bears repeating until eveyone understands just what GLD is and how it works.

I read the prospectus for GLD when it first appeared and frankly, I could not believe my eyes. It is not recommended reading for the potential investor, it is MANDATORY reading, and so is understanding it. IMHO, anyone who is invested in GLD that has not read it, is a fool and will eventually find that truth in the old saw, "a fool and his money are soon parted".

The most glaring thing that stood out in GLD's mass of gold-wrangling legalese to me, was that GLD "administrative" fees are paid in gold. Not shares. Not paper-gold contracts. No, a fraction of your holdings.
It's as if you agreed to mail a little bit of your stash to them regularly over time. Does this sound wise?

2c, R

Sparky
8th July 2010, 09:07 AM
...

The most glaring thing that stood out in GLD's mass of gold-wrangling legalese to me, was that GLD "administrative" fees are paid in gold. Not shares. Not paper-gold contracts. No, a fraction of your holdings.
It's as if you agreed to mail a little bit of your stash to them regularly over time. Does this sound wise?

2c, R

Please elaborate.

Administrative fees are extracted by reducing the net asset value of an individual share. How is that different than any other fund? Since bullion is the only asset held by the fund, of course at some level you could view it as the administrative fees being paid in gold. But that's like saying dividends in McDonald's stock is paid out in hamburgers. There are no hamburgers exchanging hands, and there is no gold changing hands. Hamburgers and gold are only transferred as part of routine operations, while administrative costs and dividends are paid by electronic transfer.

Again, I don't recommend GLD, but the claims that it is less above-board than most other funds seem highly exaggerated.

Saul Mine
8th July 2010, 09:28 AM
I've never bought GLD, and I don't think it's a substitute for holding physical.

Having said that, it is apparent that the author lacks a clear understanding in the way that the fund works, as there are many misconceptions and ill-conceived conclusions presented in the article. The arguments presented are based on conjecture rather than facts.


Uh, right. That is exactly the point: you don't want to give your money to a company if you have to base your appraisal of it on conjecture rather than facts.

DMac
8th July 2010, 10:09 AM
Here is a PDF from Casey's Gold & Resource Report April 2010: LINK (http://www.minesite.com/fileadmin/content/pdfs/Brokers_Notes_April_10/Gold%20%26%20Resource%20Report%20April%202010.pdf) . It compares GLD to the other gold ETFs available.

GLD fails on many levels, one that Nielson doesn't mention in his article is leasing of the gold in GLD.

Sparky
8th July 2010, 11:30 AM
I've never bought GLD, and I don't think it's a substitute for holding physical.

Having said that, it is apparent that the author lacks a clear understanding in the way that the fund works, as there are many misconceptions and ill-conceived conclusions presented in the article. The arguments presented are based on conjecture rather than facts.


Uh, right. That is exactly the point: you don't want to give your money to a company if you have to base your appraisal of it on conjecture rather than facts.

Saul, one could make this claim about virtually every ETF. It's a valid point, but it is not specific to GLD. Like most market players, I have purchased many ETFs without reading the prospectus. It's a risk I knowingly accept, i.e. some circumstance could result in a blowout event in which I'd lose much or perhaps all of my money.

Ragnarok
8th July 2010, 11:46 AM
Please elaborate.

Administrative fees are extracted by reducing the net asset value of an individual share. How is that different than any other fund? Since bullion is the only asset held by the fund, of course at some level you could view it as the administrative fees being paid in gold..


At some level? YES!

From the prospectus (download it here: http://www.spdrgoldshares.com/media/GLD/file/SPDRGoldTrustProspectus.pdf)

"Use of proceeds
Proceeds received by the Trust from the issuance and sale of
Baskets consist of gold and, possibly from time to time, cash.
Pursuant to the Trust Indenture, during the life of the Trust the
gold and any cash will only be (1) held by the Trust,
(2) distributed to Authorized Participants in connection with the
redemption of Baskets or (3) sold or disbursed as needed to pay
the Trust’s ongoing expenses.

I'm not saying Don't "do" GLD, I'm saying DYODD and Caveat Emptor, that's all.

Personally, I would prefer my holdings not evaporate in such a manner. OTOH, I'd LOVE to have gold constantly trickling into my possession!

2c, R.

Sparky
8th July 2010, 08:39 PM
Again, how is this different than the administration fees of any fund, except that this one happens to hold gold as its primary asset?

Shortstack
8th July 2010, 08:53 PM
Again, how is this different than the administration fees of any fund, except that this one happens to hold gold as its primary asset?


read the document. Let me know when have finished. Then tell me you trust that this fund has gold to back most of the shares ourstanding. Pay close attention to the section that discusses the audit of the trust. You are right about one thing, the article sucks. He misses the most glaring problems

Sparky
9th July 2010, 12:36 AM
It doesn't have to have the gold to back the shares outstanding. It just has to perform the transactions necessary for the shares to track the gold price. That's why you buy the shares, to hold paper that tracks the gold price. You're not buying it to own gold. It's a proxy.

Could it blow up some day? Yes. My point is, so could a hundred other funds.

Shortstack
9th July 2010, 09:33 AM
Here is a PDF from Casey's Gold & Resource Report April 2010: LINK (http://www.minesite.com/fileadmin/content/pdfs/Brokers_Notes_April_10/Gold%20%26%20Resource%20Report%20April%202010.pdf) . It compares GLD to the other gold ETFs available.

GLD fails on many levels, one that Nielson doesn't mention in his article is leasing of the gold in GLD.


PwC is the auditor of the GLD fund. Their San Fran office handles the audit, as that is where the sponsor is located. The audit fees for the past three years have been around $60,000 a year. And that is peanuts for a fund this size. No way PwC physically verifies the gold by doing a physical count of the bars held by the custodians. No way. Why do I say that?

I looked at a small fidelity mutual fund (the Fidelity "Select Consumer Staples Portfolio (FDFAX)") to compare the audit fee of that against the $60k fees for the GLD audit. I found that the 1.2 billion dollar Fidelity fund has a whopping audit fee of $42,554 per the FY 2009 income statement - PwC is also the auditor on the Fidelity fund...

As the Fidelity Fund only holds US equities, the main part of the audit would be spend on checking subscriptions and redemptions, and checking that the trading PnL was accurate. So most of the audit was done at a desk, there would NO physical invesntory component to this audit, unlike say a manufacturing company. Yes, the portfolio of stocks would be verified by sending audit confirms to the custodian that holds the fund's securiites and cash, but that is just a junior grunt sending out a few audit confirm letters.

My point is that PwC does the same thing to vouch the "existence" of the GLD gold. They have a junior person send out a few letters to the custorians , asking the custodians to verify that the gold bars shown on the sponsors records are actually held at the custorian in question. Most of the time expended on the GLD audit is testing the subscriptions and redemption activity, which is the same thing as teh audit of the fidelity fund.

JohnQPublic
9th July 2010, 03:07 PM
Here is a PDF from Casey's Gold & Resource Report April 2010: LINK (http://www.minesite.com/fileadmin/content/pdfs/Brokers_Notes_April_10/Gold%20%26%20Resource%20Report%20April%202010.pdf) . It compares GLD to the other gold ETFs available.

GLD fails on many levels, one that Nielson doesn't mention in his article is leasing of the gold in GLD.


PwC is the auditor of the GLD fund. Their San Fran office handles the audit, as that is where the sponsor is located. The audit fees for the past three years have been around $60,000 a year. And that is peanuts for a fund this size. No way PwC physically verifies the gold by doing a physical count of the bars held by the custodians. No way. Why do I say that?

I looked at a small fidelity mutual fund (the Fidelity "Select Consumer Staples Portfolio (FDFAX)") to compare the audit fee of that against the $60k fees for the GLD audit. I found that the 1.2 billion dollar Fidelity fund has a whopping audit fee of $42,554 per the FY 2009 income statement - PwC is also the auditor on the Fidelity fund...

As the Fidelity Fund only holds US equities, the main part of the audit would be spend on checking subscriptions and redemptions, and checking that the trading PnL was accurate. So most of the audit was done at a desk, there would NO physical invesntory component to this audit, unlike say a manufacturing company. Yes, the portfolio of stocks would be verified by sending audit confirms to the custodian that holds the fund's securiites and cash, but that is just a junior grunt sending out a few audit confirm letters.

My point is that PwC does the same thing to vouch the "existence" of the GLD gold. They have a junior person send out a few letters to the custorians , asking the custodians to verify that the gold bars shown on the sponsors records are actually held at the custorian in question. Most of the time expended on the GLD audit is testing the subscriptions and redemption activity, which is the same thing as teh audit of the fidelity fund.




You are probably right. They probably do not count/weigh/assay gold bars. They look at paper trails and write a paper audit.

It is possible that the GLD audit could cost less than the Fidelity fund, because GLD holds only two assets- cash and gold (plus gold linked paper). The Fidelity fund probably is a little more complicated because thay hold (likely) many assets in multiple classes.

JohnQPublic
9th July 2010, 03:09 PM
It doesn't have to have the gold to back the shares outstanding. It just has to perform the transactions necessary for the shares to track the gold price. That's why you buy the shares, to hold paper that tracks the gold price. You're not buying it to own gold. It's a proxy.

Could it blow up some day? Yes. My point is, so could a hundred other funds.


Sounds like GLD is a proxy for a gold based money. We could do that with the US dollar- simply expand or contract the dollar supply (without the Fed) to keep gold (or better yet a basket of commodities plus gold/silver) at a fixed price (say $1500/ozt.). I have seen this proposed (tie dollar to price of gold by varying supply of dollars). We would need a transparent gold market, plus complete believeable audits of all central bank gold respositories for this to have a chance to work.

Ragnarok
10th July 2010, 07:35 AM
Except that fixing the price of anything in a ratio to anything else never works for very long. On the other hand, freeing gold from any such nonsense forces currency masters to attempt to ensure that their currencies are at least as acceptable/desirable/durable as gold for their purposes.

And "a transparent gold market, plus complete believeable audits of all central bank gold respositories?". I for one don't think that will happen in the current NWO mindset.

2c, R.

Saul Mine
10th July 2010, 11:37 AM
Ragnarok, if you are trying to say gold makes people crazy, I would certainly agree with that. And the only other system that works reliably is to allow anybody to print paper money and the market to accept it or refuse it. No such thing as "lawful tender".