The loans underlying each Set of Notes have similar properties – they were typically issued by the same lending company in the same country, and they share the same loan type, interest rate, term range, and amount range. Investors can find details on the pool of loans underlying a specific Set of Notes in the base prospectus and final terms. Investors can see details of each underlying loan and its repayment schedule on the loan details page.
A total of 6-20 loans are pooled together in a Set of Notes. The number of loans that are pooled together depends on their characteristics. For example, if the loan amounts are smaller, more loans will be pooled together to create a Set of Notes. Please note that Sets of Notes are referred to as "series of Notes" in legal documents, such as the base prospectus and final terms.