{"id":41015,"date":"2020-06-19T20:28:18","date_gmt":"2020-06-20T01:28:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=41015"},"modified":"2020-06-19T20:28:18","modified_gmt":"2020-06-20T01:28:18","slug":"june-19-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41015","title":{"rendered":"June 19, 2020"},"content":{"rendered":"

A bit more on the PACE Savings and Credit Union preferred share scandal, mentioned yesterday<\/a>, from the IIROC Notice of Hearing and Statement of Allegations<\/a> against Joseph Anthony Thomson and Gerald Douglas McRae:<\/p>\n

14. By Confidential Offering Memorandum (the \u201cPFL OM\u201d) dated June 27, 2017, PFL offered Series A 5% Cumulative Redeemable Retractable Non-voting Term Preference Shares (the \u201cPFL Preference Shares\u201d) as an exempt distribution without a prospectus. PFL had no capital other than the proceeds of sale from the PFL Preference Shares.
…<\/b>
28. FHHI\u2019s founding capital was $10,001 and its only other assets were the proceeds of sale from the FHHI Preference Shares.
…<\/b>
85. The PFL OM did not disclose the use of leverage or options. McRae signed leverage and options agreements for PFL and was aware it used those strategies, yet he never raised the issue or evidenced any supervision concerning whether their use was consistent with
\nthe PFL OM.<\/p>\n

86. The FHHI OMs did not disclose the use of options, other than for hedging purposes, yet McRae signed options agreements for FHHI and was aware of options use in the account. He never raised the issue or evidenced any supervision concerning whether options use was consistent with the FHHI OMs.<\/p><\/blockquote>\n

So, capped returns on a go-go fund, with (essentially) no junior capital to take a first loss.<\/p>\n

Wow, looks like PACE picked some real prizewinners to run their securities subsidiary. I find it very difficult to comprehend how anybody, anywhere, could recommend these securities to anybody.<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4078 %<\/td>\n1,451.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4078 %<\/td>\n2,662.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.40 %<\/td>\n5.71 %<\/td>\n48,264<\/td>\n14.35<\/td>\n4<\/td>\n-0.4078 %<\/td>\n1,534.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3492 %<\/td>\n3,440.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n5.07 %<\/td>\n66,074<\/td>\n3.85<\/td>\n7<\/td>\n-0.3492 %<\/td>\n4,108.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3492 %<\/td>\n3,205.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1367 %<\/td>\n3,039.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.55 %<\/td>\n5.72 %<\/td>\n76,379<\/td>\n14.25<\/td>\n35<\/td>\n0.1367 %<\/td>\n3,260.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.23 %<\/td>\n5.15 %<\/td>\n154,366<\/td>\n14.81<\/td>\n83<\/td>\n-0.0254 %<\/td>\n1,833.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.30 %<\/td>\n5.32 %<\/td>\n86,513<\/td>\n14.44<\/td>\n27<\/td>\n0.0705 %<\/td>\n3,230.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.88 %<\/td>\n4.87 %<\/td>\n48,172<\/td>\n15.75<\/td>\n3<\/td>\n-0.3776 %<\/td>\n1,784.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0254 %<\/td>\n2,535.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.43 %<\/td>\n125,798<\/td>\n1.58<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,785.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.48 %<\/td>\n5.21 %<\/td>\n119,119<\/td>\n14.90<\/td>\n22<\/td>\n0.1604 %<\/td>\n1,848.6<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-7.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 6.25
\nEvaluated at bid price : 6.25
\nBid-YTW : 8.55 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 7.52
\nEvaluated at bid price : 7.52
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.71
\nEvaluated at bid price : 14.71
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.03
\nEvaluated at bid price : 14.03
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.89
\nEvaluated at bid price : 9.89
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.77
\nEvaluated at bid price : 14.77
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.79
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 7.50
\nEvaluated at bid price : 7.50
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 11.31
\nEvaluated at bid price : 11.31
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.72
\nEvaluated at bid price : 15.72
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 7.80
\nEvaluated at bid price : 7.80
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.49
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.54
\nEvaluated at bid price : 15.54
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n20.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n95,708<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.61
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n77,903<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n46,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n40,351<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n37,803<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.63
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n28,979<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : -12.91 %<\/td>\n<\/tr>\n
There were 15 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 15.65 – 25.50
\nSpot Rate : 9.8500
\nAverage : 5.2476<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.40 – 16.85
\nSpot Rate : 1.4500
\nAverage : 0.8996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.10 – 25.99
\nSpot Rate : 0.8900
\nAverage : 0.5424<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 24.61
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

TD.PF.M<\/td>\nFixedReset Disc<\/td>\nQuote: 21.51 – 22.30
\nSpot Rate : 0.7900
\nAverage : 0.4837<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 15.12 – 15.99
\nSpot Rate : 0.8700
\nAverage : 0.6062<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 18.25 – 18.99
\nSpot Rate : 0.7400
\nAverage : 0.5226<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-19
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

A bit more on the PACE Savings and Credit Union preferred share scandal, mentioned yesterday, from the IIROC Notice of Hearing and Statement of Allegations against Joseph Anthony Thomson and Gerald Douglas McRae: 14. By …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-41015","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41015","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=41015"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41015\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41015"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41015"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41015"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}