Amathea: CDO of CFOs

In Feb 2016, Moody's rated a further issue by Amathea. According to Moody's "In essence, the Issuer [Amathea Funding Public Limited Company:] can be viewed as a CDO of 56 underlying Collateralized Fund of Hedge Funds Obligations ("CFOs"). The CFOs are supported by 564 underlying hedge funds. More details here

For a primer on CFOs look here