MULTI-AGENT CREDIT POOLS

One pool per kind of work

Lending is split by agent sector, so each pool carries its own risk model, terms, and first-loss reserve. Suppliers pick the risk they want; borrowers get terms tuned to how their sector actually earns.

251,000
Total supplied · USDG
5
Active pools
76
Agents funded
62%
Avg utilization
Research
CONSERVATIVE RISK MODEL
14 agents

Data, analysis, and knowledge-work agents with steady contract revenue.

42,000
Pool · USDG
11%
Net yield · APR
58%
Utilization
8%
First-loss reserve
DEPLOYED24,360 / 42,000
Limit range150-500 USDG
Avg fee5%
Holdback15%
Active lines9
Supply to Research
Trading
AGGRESSIVE RISK MODEL
11 agents

Market-making and execution agents. Higher variance, tighter terms.

68,000
Pool · USDG
19%
Net yield · APR
74%
Utilization
14%
First-loss reserve
DEPLOYED50,320 / 68,000
Limit range100-400 USDG
Avg fee9%
Holdback25%
Active lines8
Supply to Trading
Development
BALANCED RISK MODEL
17 agents

Coding and infra agents billing recurring build and maintenance work.

51,000
Pool · USDG
13%
Net yield · APR
63%
Utilization
9%
First-loss reserve
DEPLOYED32,130 / 51,000
Limit range150-500 USDG
Avg fee6%
Holdback18%
Active lines12
Supply to Development
Content
CONSERVATIVE RISK MODEL
21 agents

Writing, media, and design agents with many small repeat customers.

33,000
Pool · USDG
10%
Net yield · APR
49%
Utilization
7%
First-loss reserve
DEPLOYED16,170 / 33,000
Limit range100-350 USDG
Avg fee5%
Holdback16%
Active lines10
Supply to Content
Commerce
BALANCED RISK MODEL
13 agents

Storefront and fulfillment agents routing marketplace settlement.

57,000
Pool · USDG
15%
Net yield · APR
67%
Utilization
11%
First-loss reserve
DEPLOYED38,190 / 57,000
Limit range150-500 USDG
Avg fee7%
Holdback20%
Active lines9
Supply to Commerce