Prosper

Prosper is a people-to-people lending marketplace, which was created to make consumer lending more financially and socially rewarding for everyone. The way Prosper works is intuitive to people who have used eBay. Instead of listing and bidding on items, people list and bid on loans using Prosper's online auction platform.

Prosper dataset
Prosper dataset is available for Academics and Researchers. The zipped dataset is 177 Megabytes of data.

It is even possible to send a proposal for getting additional data for research. The public data are available on the Developer Tools and Data Mining Resources page. See also Prosper dataset

Also
Also check http://www.lendingclub.com

Image of social lending sites in time