Prosper is a statistics junkie's paradise since they make a LOT of their statistics available in XML form. From this, statistics like defaults versus credit rating can be calculated. Unfortunately, they do not provide a clean way to connect the listing information to the loan information. Without this information, all the juicy stats like default rates versus state or default rates versus home ownership cannot be determined. Fortunately, the Prosper Forum wizards are on it:
For what it's worth, I align based on amount, interest rate, credit grade, group (or lack thereof), and DTI (looking for cases where DTI remains constant). When I do that, 97% of loans have 1 listing candidate, 2.5% have multiple candidates, and 0.5% have zero candidates. (The 2.5%-0.5% split is from memory, but it's something like that.) I've manually verified at least 100 samples of the 97% and I'm confident in their accuracy.
Also interesting was an explanation on why Prosper doesn't directly link listings and loans
We don't do this for regulatory reasons. Basically, if we exposed a person's payment history (which is implied in the loan's daily status), even though that person's identity is hidden behind a screen name, Prosper would effectively become a credit reporting agency, and therefore become subject to a pile of credit reporting regulations and requirements which we are not prepared at this time to take on (and may never be - we'll leave that game to Experian, Equifax, etc.). So that's why we don't include a link between listings and loans.