Out of this world: 555.55-carat black diamond lands in Dubai

]

WESTFIELD, MA (WGGB/WSHM) – Customers of a familiar restaurant chain in New England are about to have a new experience to try. Friendly’s is reinventing the way they serve their meals in Westfield and hope to bring the fresh look to other western Massachusetts locations.

A 555.55-carat black diamond believed to come from space is going on sale

]

Isabelle Jani-Friend, CNN

A 555.55-carat black diamond that is truly from out of this world has been unveiled by auction house Sotheby’s Dubai.

The rare gem, which Sotheby’s has dubbed “The Enigma,” is believed to have come from outer space — either created from a meteoric impact or from a “diamond-bearing” asteroid that collided with Earth.

A natural faceted black diamond of this size is an “extremely rare occurrence,” according to Sotheby’s, which expects it to sell for as much as £5 million ($6.8 million) when it goes under the hammer in February in London, after being exhibited in Dubai and Los Angeles.

Black diamonds, also known as Carbonado diamonds, can be dated to between 2.6 to 3.8 billion years ago and have trace amounts of nitrogen and hydrogen — elements found in interstellar space. They also contain osbornite, a mineral present in meteorites.

Nikita Binani, a jewelry specialist at Sotheby’s in London, called the diamond “a true natural phenomenon.”

“Its sale represents a once-in-a-lifetime opportunity to acquire one of the rarest, billion-year-old cosmic wonders known to humankind,” she said in press release Monday.

The shape of the diamond is inspired by the Middle Eastern palm symbol of the Hamsa, a sign of protection, which means five in Arabic. The theme of five runs throughout the stone, according to the auctioneer. In addition to its 555.55 carats, it also contains exactly 55 facets, or faces.

Black diamonds that are faceted have sold in the past at prices surpassing £10,000 ($13,600) per carat, Sotheby’s told CNN.

The diamond will be open for bidding online from February 3 to 9, and the auction house said it will accept cryptocurrency as payment.

The move follows the sale of a 101-carrat diamond, dubbed “The Key 10138,” which became the most expensive jewel ever purchased with cryptoccurency when it sold last year, according to Sotheby’s.

The pear-shaped gemstone sold for the equivalent of $12.3 million, after the auctioneer announced it was accepting offers in bitcoin and ethereum, in addition to traditional forms of payment. Sotheby’s would not disclose which of the two cryptocurrencies had been used to make the purchase.

A number of auction houses have begun welcoming cryptocurrencies for big-ticket items, which have included paintings and NFTs — the blockchain-backed tokens increasingly used to transfer ownership of digital artworks and collectibles. Sotheby’s CEO Charles Stewart told CNN’s Julia Chatterley last April that he believed NFTs and crypto were opening up the art market.

The-CNN-Wire

CNN’s Megan C. Hills contributed reporting.

Black Diamond CLO 2015-1 Designated Activity Company – Moody’s upgrades the ratings on EUR 80.8m CLO notes of Black Diamond CLO 2015-1 Designated Activity Company

]

Rating Action: Moody’s upgrades the ratings on EUR 80.8m CLO notes of Black Diamond CLO 2015-1 Designated Activity CompanyGlobal Credit Research - 21 Jan 2022Moody’s also affirms the ratings on EUR 90.1m and USD 13.7m of notesLondon, 21 January 2022 – Moody’s Investors Service (“Moody’s”) has upgraded the ratings on the following notes issued by Black Diamond CLO 2015-1 Designated Activity Company (“Black Diamond CLO 2015-1”):….EUR 22,900,000 Refinancing Class C Senior Secured Deferrable Floating Rate Notes due 2029, Upgraded to Aaa (sf); previously on Jul 12, 2021 Upgraded to Aa1 (sf)….EUR 24,800,000 Refinancing Class D Senior Secured Deferrable Floating Rate Notes due 2029, Upgraded to A1 (sf); previously on Jul 12, 2021 Affirmed A3 (sf)….EUR 23,600,000 Refinancing Class E Senior Secured Deferrable Floating Rate Notes due 2029, Upgraded to Ba1 (sf); previously on Jul 12, 2021 Affirmed Ba2 (sf)….EUR 9,500,000 Class F Senior Secured Deferrable Floating Rate Notes due 2029, Upgraded to B1 (sf); previously on Jul 12, 2021 Upgraded to B2 (sf)Moody’s has also affirmed the ratings on the following notes:….EUR 176,300,000 (current outstanding amount EUR 35,793,804) Refinancing Class A-1 Senior Secured Floating Rate Notes due 2029, Affirmed Aaa (sf); previously on Jul 12, 2021 Affirmed Aaa (sf)….USD 67,200,000 (current outstanding amount USD 13,706,671) Refinancing Class A-2 Senior Secured Floating Rate Notes due 2029, Affirmed Aaa (sf); previously on Jul 12, 2021 Affirmed Aaa (sf)….EUR 24,300,000 Refinancing Class B-1 Senior Secured Floating Rate Notes due 2029, Affirmed Aaa (sf); previously on Jul 12, 2021 Affirmed Aaa (sf)….EUR 30,000,000 Refinancing Class B-2 Senior Secured Fixed Rate Notes due 2029, Affirmed Aaa (sf); previously on Jul 12, 2021 Affirmed Aaa (sf)Black Diamond CLO 2015-1, issued in September 2015 and refinanced in January 2018, is a multi-currency collateralized loan obligation (CLO) backed by a portfolio of mostly high-yield senior secured European and US loans. The portfolio is managed by Black Diamond CLO 2015-1 Adviser, L.L.C. (the “Manager”). The transaction’s reinvestment period ended in October 2019.RATINGS RATIONALEThe rating upgrades on the Class C, D, E and F Notes are primarily a result of the significant deleveraging of the senior notes following amortisation of the underlying portfolio since the last rating action in July 2021.The Class A Notes have paid down by approximately EUR 97 million (or 38% of Class A original balance) since the last rating action in July 2021 and by approximately EUR 127 million (or 50% of Class A original balance) in the last 12 months. As a result of the deleveraging, over-collateralisation (OC) has increased across the capital structure. According to the trustee report dated 20 December 2021 [1] the Class A/B, Class C, Class D, Class E and Class F OC ratios are reported at 182.6%, 154.6%, 132.5%, 116.6% and 111.3% compared to the last rating action in July 2021 the Class A/B, Class C, Class D, Class E and Class F OC ratios are reported at 154.4%, 137.8%, 123.4%, 112.3% and 108.4% [2]. Moody’s notes that as per the trustee report dated 20 December 2021 [1], there were approximately EUR 24 million in the principal account; OC ratios across the capital structure are expected to increase further once these principal proceeds are distributed towards redemption of the Class A notes as of the January 2022 note payment date. Moody’s has assumed in its analysis that the EUR 24 million principal proceeds will be used to redeem the Class A notes.The rating affirmations on the Class A-1, A-2, B-1 and B-2 Notes reflect the expected losses of the notes continuing to remain consistent with their current ratings after taking into account the CLO’s latest portfolio, its relevant structural features and its actual over-collateralization levels as well as applying Moody’s revised CLO assumptions.The key model inputs Moody’s uses in its analysis, such as par, weighted average rating factor, diversity score and the weighted average recovery rate, are based on its published methodology and could differ from the trustee’s reported numbers.In its base case, Moody’s used the following assumptions:Performing par and principal proceeds balance: EUR 178.2 million and USD 33.8 millionDefaulted Securities: NoneDiversity Score: EUR pool 30 and USD pool 13Weighted Average Rating Factor (WARF): EUR pool 2970 and USD pool 4360Weighted Average Life (WAL): EUR pool 3.8 years and USD pool 3.0 yearsWeighted Average Spread (WAS) (before accounting for Euribor floors): EUR pool 3.2% and USD pool 4.9%Weighted Average Recovery Rate (WARR): EUR pool 46.1% and USD pool 43.4%Par haircut in OC tests: 0.7%The default probability derives from the credit quality of the collateral pool and Moody’s expectation of the remaining life of the collateral pool. The estimated average recovery rate on future defaults is based primarily on the seniority of the assets in the collateral pool. In each case, historical and market performance and a collateral manager’s latitude to trade collateral are also relevant factors. Moody’s incorporates these default and recovery characteristics of the collateral pool into its cash flow model analysis, subjecting them to stresses as a function of the target rating of each CLO liability it is analysing.Moody’s notes that the 20 December 2021 trustee report was published at the time it was completing its analysis of the 6 December 2021 data. The incremental EUR 3.9 million of principal proceeds reported in 20 December 2021, was taken into account in our model runs. Key portfolio metrics such as WARF, diversity score, weighted average spread and life, and OC ratios exhibit little or no change between these dates.Methodology Underlying the Rating Action:The principal methodology used in these ratings was “Moody’s Global Approach to Rating Collateralized Loan Obligations” published in December 2021 and available at https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBS_1293730. Alternatively, please see the Rating Methodologies page on www.moodys.com for a copy of this methodology.Counterparty Exposure:Today’s rating action took into consideration the notes’ exposure to relevant counterparties, such as account bank, using the methodology “Moody’s Approach to Assessing Counterparty Risks in Structured Finance” published in May 2021. Moody’s concluded the ratings of the notes are not constrained by these risks.Factors that would lead to an upgrade or downgrade of the ratings:This transaction is subject to a high level of macroeconomic uncertainty, which could negatively affect the ratings on the note, in light of uncertainty about credit conditions in the general economy. In particular, the length and severity of the economic and credit shock precipitated by the global coronavirus pandemic will have a significant impact on the performance of the securities. CLO notes’ performance may also be impacted either positively or negatively by (1) the manager’s investment strategy and behaviour and (2) divergence in the legal interpretation of CDO documentation by different transactional parties because of embedded ambiguities.Additional uncertainty about performance is due to the following:** Portfolio amortisation: The main source of uncertainty in this transaction is the pace of amortisation of the underlying portfolio, which can vary significantly depending on market conditions and have a significant impact on the notes’ ratings. Amortisation could accelerate as a consequence of high loan prepayment levels or collateral sales by the collateral manager or be delayed by an increase in loan amend-and-extend restructurings. Fast amortisation would usually benefit the ratings of the notes beginning with the notes having the highest prepayment priority.** Foreign currency exposure: The deal has significant exposures to non-EUR denominated assets. Volatility in foreign exchange rates will have a direct impact on interest and principal proceeds available to the transaction, which can affect the expected loss of rated tranches.In addition to the quantitative factors that Moody’s explicitly modelled, qualitative factors are part of the rating committee’s considerations. These qualitative factors include the structural protections in the transaction, its recent performance given the market environment, the legal environment, specific documentation features, the collateral manager’s track record and the potential for selection bias in the portfolio. All information available to rating committees, including macroeconomic forecasts, input from other Moody’s analytical groups, market factors, and judgments regarding the nature and severity of credit stress on the transactions, can influence the final rating decision.REGULATORY DISCLOSURESFor further specification of Moody’s key rating assumptions and sensitivity analysis, see the sections Methodology Assumptions and Sensitivity to Assumptions in the disclosure form. Moody’s Rating Symbols and Definitions can be found at: https://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_79004.The analysis relies on an assessment of collateral characteristics to determine the collateral loss distribution, that is, the function that correlates to an assumption about the likelihood of occurrence to each level of possible losses in the collateral. As a second step, Moody’s evaluates each possible collateral loss scenario using a model that replicates the relevant structural features to derive payments and therefore the ultimate potential losses for each rated instrument. The loss a rated instrument incurs in each collateral loss scenario, weighted by assumptions about the likelihood of events in that scenario occurring, results in the expected loss of the rated instrument.Moody’s quantitative analysis entails an evaluation of scenarios that stress factors contributing to sensitivity of ratings and take into account the likelihood of severe collateral losses or impaired cash flows. Moody’s weights the impact on the rated instruments based on its assumptions of the likelihood of the events in such scenarios occurring.For ratings issued on a program, series, category/class of debt or security this announcement provides certain regulatory disclosures in relation to each rating of a subsequently issued bond or note of the same series, category/class of debt, security or pursuant to a program for which the ratings are derived exclusively from existing ratings in accordance with Moody’s rating practices. For ratings issued on a support provider, this announcement provides certain regulatory disclosures in relation to the credit rating action on the support provider and in relation to each particular credit rating action for securities that derive their credit ratings from the support provider’s credit rating. For provisional ratings, this announcement provides certain regulatory disclosures in relation to the provisional rating assigned, and in relation to a definitive rating that may be assigned subsequent to the final issuance of the debt, in each case where the transaction structure and terms have not changed prior to the assignment of the definitive rating in a manner that would have affected the rating. For further information please see the ratings tab on the issuer/entity page for the respective issuer on www.moodys.com.For any affected securities or rated entities receiving direct credit support from the primary entity(ies) of this credit rating action, and whose ratings may change as a result of this credit rating action, the associated regulatory disclosures will be those of the guarantor entity. Exceptions to this approach exist for the following disclosures, if applicable to jurisdiction: Ancillary Services, Disclosure to rated entity, Disclosure from rated entity.The ratings have been disclosed to the rated entity or its designated agent(s) and issued with no amendment resulting from that disclosure.These ratings are solicited. Please refer to Moody’s Policy for Designating and Assigning Unsolicited Credit Ratings available on its website www.moodys.com.Regulatory disclosures contained in this press release apply to the credit rating and, if applicable, the related rating outlook or rating review.Moody’s general principles for assessing environmental, social and governance (ESG) risks in our credit analysis can be found at http://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_1288235.The Global Scale Credit Rating on this Credit Rating Announcement was issued by one of Moody’s affiliates outside the EU and is endorsed by Moody’s Deutschland GmbH, An der Welle 5, Frankfurt am Main 60322, Germany, in accordance with Art.4 paragraph 3 of the Regulation (EC) No 1060/2009 on Credit Rating Agencies. Further information on the EU endorsement status and on the Moody’s office that issued the credit rating is available on www.moodys.com.REFERENCES/CITATIONS[1] Trustee report 20-December-2021[2] Trustee report 7-June-2021Please see www.moodys.com for any updates on changes to the lead rating analyst and to the Moody’s legal entity that has issued the rating.Please see the ratings tab on the issuer/entity page on www.moodys.com for additional regulatory disclosures for each credit rating. Julie Ng Asst Vice President - Analyst Structured Finance Group Moody’s Investors Service Ltd. One Canada Square Canary Wharf London E14 5FA United Kingdom JOURNALISTS: 44 20 7772 5456 Client Service: 44 20 7772 5454 Ian Perrin Associate Managing Director Structured Finance Group JOURNALISTS: 44 20 7772 5456 Client Service: 44 20 7772 5454 Releasing Office: Moody’s Investors Service Ltd. One Canada Square Canary Wharf London E14 5FA United Kingdom JOURNALISTS: 44 20 7772 5456 Client Service: 44 20 7772 5454 © 2022 Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “MOODY’S”). All rights reserved.CREDIT RATINGS ISSUED BY MOODY’S CREDIT RATINGS AFFILIATES ARE THEIR CURRENT OPINIONS OF THE RELATIVE FUTURE CREDIT RISK OF ENTITIES, CREDIT COMMITMENTS, OR DEBT OR DEBT-LIKE SECURITIES, AND MATERIALS, PRODUCTS, SERVICES AND INFORMATION PUBLISHED BY MOODY’S (COLLECTIVELY, “PUBLICATIONS”) MAY INCLUDE SUCH CURRENT OPINIONS. MOODY’S DEFINES CREDIT RISK AS THE RISK THAT AN ENTITY MAY NOT MEET ITS CONTRACTUAL FINANCIAL OBLIGATIONS AS THEY COME DUE AND ANY ESTIMATED FINANCIAL LOSS IN THE EVENT OF DEFAULT OR IMPAIRMENT. SEE APPLICABLE MOODY’S RATING SYMBOLS AND DEFINITIONS PUBLICATION FOR INFORMATION ON THE TYPES OF CONTRACTUAL FINANCIAL OBLIGATIONS ADDRESSED BY MOODY’S CREDIT RATINGS. CREDIT RATINGS DO NOT ADDRESS ANY OTHER RISK, INCLUDING BUT NOT LIMITED TO: LIQUIDITY RISK, MARKET VALUE RISK, OR PRICE VOLATILITY. CREDIT RATINGS, NON-CREDIT ASSESSMENTS (“ASSESSMENTS”), AND OTHER OPINIONS INCLUDED IN MOODY’S PUBLICATIONS ARE NOT STATEMENTS OF CURRENT OR HISTORICAL FACT. MOODY’S PUBLICATIONS MAY ALSO INCLUDE QUANTITATIVE MODEL-BASED ESTIMATES OF CREDIT RISK AND RELATED OPINIONS OR COMMENTARY PUBLISHED BY MOODY’S ANALYTICS, INC. AND/OR ITS AFFILIATES. MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS AND PUBLICATIONS DO NOT CONSTITUTE OR PROVIDE INVESTMENT OR FINANCIAL ADVICE, AND MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS AND PUBLICATIONS ARE NOT AND DO NOT PROVIDE RECOMMENDATIONS TO PURCHASE, SELL, OR HOLD PARTICULAR SECURITIES. MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS AND PUBLICATIONS DO NOT COMMENT ON THE SUITABILITY OF AN INVESTMENT FOR ANY PARTICULAR INVESTOR. MOODY’S ISSUES ITS CREDIT RATINGS, ASSESSMENTS AND OTHER OPINIONS AND PUBLISHES ITS PUBLICATIONS WITH THE EXPECTATION AND UNDERSTANDING THAT EACH INVESTOR WILL, WITH DUE CARE, MAKE ITS OWN STUDY AND EVALUATION OF EACH SECURITY THAT IS UNDER CONSIDERATION FOR PURCHASE, HOLDING, OR SALE.MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS, AND PUBLICATIONS ARE NOT INTENDED FOR USE BY RETAIL INVESTORS AND IT WOULD BE RECKLESS AND INAPPROPRIATE FOR RETAIL INVESTORS TO USE MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS OR PUBLICATIONS WHEN MAKING AN INVESTMENT DECISION. IF IN DOUBT YOU SHOULD CONTACT YOUR FINANCIAL OR OTHER PROFESSIONAL ADVISER.ALL INFORMATION CONTAINED HEREIN IS PROTECTED BY LAW, INCLUDING BUT NOT LIMITED TO, COPYRIGHT LAW, AND NONE OF SUCH INFORMATION MAY BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY’S PRIOR WRITTEN CONSENT.MOODY’S CREDIT RATINGS, ASSESSMENTS, OTHER OPINIONS AND PUBLICATIONS ARE NOT INTENDED FOR USE BY ANY PERSON AS A BENCHMARK AS THAT TERM IS DEFINED FOR REGULATORY PURPOSES AND MUST NOT BE USED IN ANY WAY THAT COULD RESULT IN THEM BEING CONSIDERED A BENCHMARK.All information contained herein is obtained by MOODY’S from sources believed by it to be accurate and reliable. Because of the possibility of human or mechanical error as well as other factors, however, all information contained herein is provided “AS IS” without warranty of any kind. MOODY’S adopts all necessary measures so that the information it uses in assigning a credit rating is of sufficient quality and from sources MOODY’S considers to be reliable including, when appropriate, independent third-party sources. However, MOODY’S is not an auditor and cannot in every instance independently verify or validate information received in the rating process or in preparing its Publications.To the extent permitted by law, MOODY’S and its directors, officers, employees, agents, representatives, licensors and suppliers disclaim liability to any person or entity for any indirect, special, consequential, or incidental losses or damages whatsoever arising from or in connection with the information contained herein or the use of or inability to use any such information, even if MOODY’S or any of its directors, officers, employees, agents, representatives, licensors or suppliers is advised in advance of the possibility of such losses or damages, including but not limited to: (a) any loss of present or prospective profits or (b) any loss or damage arising where the relevant financial instrument is not the subject of a particular credit rating assigned by MOODY’S.To the extent permitted by law, MOODY’S and its directors, officers, employees, agents, representatives, licensors and suppliers disclaim liability for any direct or compensatory losses or damages caused to any person or entity, including but not limited to by any negligence (but excluding fraud, willful misconduct or any other type of liability that, for the avoidance of doubt, by law cannot be excluded) on the part of, or any contingency within or beyond the control of, MOODY’S or any of its directors, officers, employees, agents, representatives, licensors or suppliers, arising from or in connection with the information contained herein or the use of or inability to use any such information.NO WARRANTY, EXPRESS OR IMPLIED, AS TO THE ACCURACY, TIMELINESS, COMPLETENESS, MERCHANTABILITY OR FITNESS FOR ANY PARTICULAR PURPOSE OF ANY CREDIT RATING, ASSESSMENT, OTHER OPINION OR INFORMATION IS GIVEN OR MADE BY MOODY’S IN ANY FORM OR MANNER WHATSOEVER.Moody’s Investors Service, Inc., a wholly-owned credit rating agency subsidiary of Moody’s Corporation (“MCO”), hereby discloses that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by Moody’s Investors Service, Inc. have, prior to assignment of any credit rating, agreed to pay to Moody’s Investors Service, Inc. for credit ratings opinions and services rendered by it fees ranging from $1,000 to approximately $5,000,000. MCO and Moody’s Investors Service also maintain policies and procedures to address the independence of Moody’s Investors Service credit ratings and credit rating processes. Information regarding certain affiliations that may exist between directors of MCO and rated entities, and between entities who hold credit ratings from Moody’s Investors Service and have also publicly reported to the SEC an ownership interest in MCO of more than 5%, is posted annually at www.moodys.com under the heading “Investor Relations — Corporate Governance — Director and Shareholder Affiliation Policy.”Additional terms for Australia only: Any publication into Australia of this document is pursuant to the Australian Financial Services License of MOODY’S affiliate, Moody’s Investors Service Pty Limited ABN 61 003 399 657AFSL 336969 and/or Moody’s Analytics Australia Pty Ltd ABN 94 105 136 972 AFSL 383569 (as applicable). This document is intended to be provided only to “wholesale clients” within the meaning of section 761G of the Corporations Act 2001. By continuing to access this document from within Australia, you represent to MOODY’S that you are, or are accessing the document as a representative of, a “wholesale client” and that neither you nor the entity you represent will directly or indirectly disseminate this document or its contents to “retail clients” within the meaning of section 761G of the Corporations Act 2001. MOODY’S credit rating is an opinion as to the creditworthiness of a debt obligation of the issuer, not on the equity securities of the issuer or any form of security that is available to retail investors.Additional terms for Japan only: Moody’s Japan K.K. (“MJKK”) is a wholly-owned credit rating agency subsidiary of Moody’s Group Japan G.K., which is wholly-owned by Moody’s Overseas Holdings Inc., a wholly-owned subsidiary of MCO. Moody’s SF Japan K.K. (“MSFJ”) is a wholly-owned credit rating agency subsidiary of MJKK. MSFJ is not a Nationally Recognized Statistical Rating Organization (“NRSRO”). Therefore, credit ratings assigned by MSFJ are Non-NRSRO Credit Ratings. Non-NRSRO Credit Ratings are assigned by an entity that is not a NRSRO and, consequently, the rated obligation will not qualify for certain types of treatment under U.S. laws. MJKK and MSFJ are credit rating agencies registered with the Japan Financial Services Agency and their registration numbers are FSA Commissioner (Ratings) No. 2 and 3 respectively.MJKK or MSFJ (as applicable) hereby disclose that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by MJKK or MSFJ (as applicable) have, prior to assignment of any credit rating, agreed to pay to MJKK or MSFJ (as applicable) for credit ratings opinions and services rendered by it fees ranging from JPY100,000 to approximately JPY550,000,000.MJKK and MSFJ also maintain policies and procedures to address Japanese regulatory requirements.

Black Diamond Police Reports 1-3 to 10-2022 : VOICE of the Valley

]

On 1/3/2022, officers responded to the 25200 block of Baker St for a hit and run. A vehicle was struck by a vehicle pulling out of a parking space, the suspect vehicle left the scene before providing insurance information. The investigation is ongoing and officers are attempting to identify the hit and run vehicle.

On 01-06-22, at approximately 08:13 hours, Officers received a call from Valley Communication Radio regarding an unoccupied blue sedan in a ditch on Lawson ST at 5th AVE. Officers were informed that the reporting person was driving down the street when he noticed the vehicle in the ditch and did not know when the vehicle drove into the ditch. Officers conducted an area check and found the vehicle was no longer there.

On 01/06/2021, an Officer was dispatched to the 31600 block of 3rd Ave reference to a road hazard (standing water in the roadway). The area was checked and no standing water was found in the roadway.

On 1/6/2022 Officers responded to a report of an order violation in the 22300 block of SE 290th St, via phone. The caller advised a subject whom he has a restraining order against continues to make unwanted contact and violate the conditions of the order. A criminal investigation and report was created and forwarded to the Black Diamond Prosecutor for review.

On 01/07/2022, Officers responded to the 29000 block of 229th Ave SE reference to a citizen assist. The was a report of a boat tied to a dock at that location that was sinking. Upon arrival, contact was made with the boat owner and he advised that he was aware of the problem and would take care of it.

On 01/08/2022, Officers were dispatched to the 22400 block of SE 300th ST for a welfare check. The reporting party was concerned her grandparents were living without electricity and water. Officers arrived on scene and made contact with one of the individuals identified as a resident by the reporting party. There was electricity and running water in the home. The resident appeared to be in good health, Officers cleared the scene and advised the reporting party of their findings.

On 01/09/2021, officers responded to the 21700 block of SE 294th ST in reference to a no contact order violation. It was reported that the suspect was on the property and it was confirmed that there was a valid order in place. Upon arrival, the subject had left the scene. An area check was conducted with negative results. The suspect was cited via mail.

On 01/10/2022, Officers were advised of a collision that occurred at the intersection of Baker St and 3rd AVE. Officers contacted all involved parties, non were injured and all denied medical evaluations. Officers completed an exchange of information and provided it to both drivers. Both vehicles were operational, officers cleared the scene once all necessary information was gathered for a collision report.

]

The time is now to stock up on Girl Scout cookies. (WBOY Image)

MORGANTOWN, W.Va. — Girl Scout cookie season is back! The Black Diamond Council got things kicked off on Saturday with a cookie palooza at the Chestnut Ridge Church in Morgantown.

Girl Scouts from all over West Virginia met at the church for the event. There, they learned about what to expect this cookie season, including the pillars of things they will learn while out selling cookies. In addition, they were introduced to the Adventureful, the newest addition to the Girl Scout cookie line.

“The Adventureful is our brand new cookie this season. It is a brownie inspired cookie that has caramel cream on top. It is in high demand,” said Candace Wilson, the Black Diamond Council’s marketing director.

Unfortunately, due to supply chain issues, there had been issues getting the Adventureful out, so the demand has been much higher than the supply. Fortunately, cookie season is just underway, and will run through April.