⁽¹⁾ The calculations here represent historical performance data. To calculate the Yield, all payments received on borrower loans, net of principal repayment and servicing costs for such loans, are aggregated and then divided by the average daily amount of aggregate outstanding principal for such loans. This provides a gross effective yield. To calculate the Loss Rate, the net credit losses corresponding to eligible Notes are aggregated then divided by the average daily amount of aggregate outstanding principal for such loans. This provides a gross loss rate. To annualize the Yield and Rate, each is divided by the dollar-weighted average age of the portfolio in days and then multiplied by 365. These are the Yield and Loss Rate, respectively. Return is equal to the Yield minus the Loss Rate. The Yield, Loss Rate, and Return are not necessarily indicative of the future performance on any Notes.

⁽²⁾ The calculations here represent historical performance data for the Borrower Payment Dependent Notes ("Notes") issued and sold by Prosper since July 15, 2009. To be included in the Seasoned Return calculations, Notes must be associated with a borrower loan originated more than 10 months ago; this calculation uses loans originated through February 28, 2011. Returns have been audited by a 3rd party for all data through September 30, 2011. All calculations were made as of December 31, 2011.

⁽³⁾ The calculations here represent estimated performance data for the Borrower Payment Dependent Notes ("Notes") with a given Prosper Rating issued and sold by Prosper from March 1, 2011 through December 31, 2011.Estimated Effective Yield is equal to the borrower interest rate: (i) minus the servicing fee rate, (ii) minus estimated uncollected interest on charge-offs, (iii) plus estimated collected late fees. The Estimated Loss Rate is the estimated principal loss on charge-offs based on the historical performance of Prosper loans for borrowers with similar characteristics. Estimated Return is calculated by subtracting the Estimated Loss Rate from the Estimated Effective Yield. The calculations of Estimated Effective Yield, Estimated Loss Rate and Estimated Return require significant assumptions about the repayment of loans, and lenders should make their own judgments with respect to the accuracy of these assumptions. Actual performance may differ from estimated performance.

⁽⁴⁾ Loans booked prior to July 2009 did not have a Prosper Rating. Where applicable, Prosper Ratings have been assigned retroactively based upon our analysis of what the rating would have been at the time of the listing. Loans that were not retroactively assigned a Prosper Rating have been designated as N/A.

⁽⁵⁾ These calculations represent historical performance data for loans originated by Prosper from November 2005 through June 2009. All calculations were made as of December 31, 2011. The Yield, Loss Rate, and Return are not necessarily indicative of the future performance on any Notes.