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Now perhaps I just need a cup of a coffee, but can you explain this line about his GLD holdings: "Their hedge funds have a share class that is denominated in gold (instead of in US dollars or Euros)."
Wouldn't the gold shares need to be priced against something that is non-gold? Unless you mean the shares are denominated in spot gold, which he can then sell for any currency (but what does this accomplish over holding normal GLD shares priced against USD)?
Possibly because if there ever is a catastrophic currently collapse the fund may be able to liquidate positions faster before running for the hills!
Btw, do we know if he has any currency positions?
My honest guess is that he is short USD with gold holdings like that.