Late fraction of Prosper Select loans:
http://warmnfuzzyprosperblog.blogspot.com/2008/06/prosper-set-some-records-in-may-08.html
It looks like the July/August 2007 PSI loans are already >6% 1-month late or worse, and the slope of the September/October/November PSI loans appears to be about the same. Thus, over the life of these loans, it seems that close to 20% are likely to default. That may be an improvement over the non-PSI loans, but it hardly seems to be good news for Prosper (or its lenders).
By the way, thanks to Lendingstats' recent update, you can now see the entire (well, 67) collection of NAT loans by selecting only the "Defaulted (Repurchased)" loans from the loan list. That would let you see exactly how many are PSI, if you are interested, rather than just looking at the 28 for which we have matched the listing and loan numbers so far.