July 2026

mAPOLLO Transparency Report


By Delta Y

Highlights

mAPOLLO is a USD-denominated Liquid Yield Token tracking a multi-chain stablecoin yield strategy through diversified DeFi and CeFi positions across multiple protocols and exchanges, managed by Apollo Crypto. The vault was deployed on July 15, 2025, with regular price updates beginning on July 17, 2025, and data on protocols' allocations available since August 25, 2025.

During July 2026, mAPOLLO's AUM decreased from $8.10M to $8.00M. The inception-to-date return (net of fees) now amounts to 10.36% annualized.

Other relevant indicators can be seen in Table 1 below:

Table 1: mAPOLLO Key Performance Indicators over the last 2 months

Jun 2026

Jul 2026

Avg. NAV

$8.56M

$7.71M

(-9.95%)

Avg. APY

8.56%

9.34%

(0.78 p.p.)

Avg. Leverage

4.79x

3.97x

(-17.10%)

Net Deposits

-$1.32M

-$56.75K

(95.71%)

Performance

mAPOLLO reached a price of $1.1077 in its latest oracle update, reflecting a 0.74% return for the month of July. The trailing (7 days minimum) APY peaked at 10.64% during this period, with a minimum of 8.58%.

Table 2displays the vault's performance against other comparable yield strategies:

Table 2: Yield and risk metrics for mAPOLLO vs sUSDe over the last 2 months

Jun 2026

Jul 2026

mAPOLLO

sUSDe

mAPOLLO

sUSDe

Avg. APY

8.52%

3.86%

9.35%

3.94%

Std. Dev. APY

0.40%

0.30%

0.74%

0.11%

Sharpe Ratio 1

12.53

0.84

7.90

3.01

1 Considered the 30D Avg. Secured Overnight Financing Rate (SOFR) as the risk-free rate for calculation purposes.

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were Borrowing ($2.88M or 37.41%), Yield Trading ($1.17M or 15.24%) and Discretionary Capital Allocation ($618.61K or 8.03%).

As of the reporting date, the vault's capital is deployed across 12 blockchains and 12 protocols, with exposure over the past month ranging between 11-12 blockchains and 12-16 protocols.

More notably, mAPOLLO's capital allocation across the top 5 most common protocols is detailed in Figure 1:

Jun 2026
Jul 2026

Figure 1: Average NAV allocated by mAPOLLO to the top 5 protocols over the last 2 months.

The vault's largest asset holdings for the month were sUSDe ($10.52M or 34.42%), USDC ($6.90M or 22.59%) and USDe ($3.26M or 10.68%), which have, on average, collectively represented 67.68%of the vault's total assets. On the liabilities side, the vault's main exposure was to USDe ($9.50M or 41.57%), PYUSD ($6.75M or 29.55%) and USDC ($3.44M or 15.04%), together representing approximately 86.15%of the vault's liabilities.

At the end of the period, the vault's leverage was 3.16x, which represents a decrease of -46.52% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

Table 3: mAPOLLO's token assets and liabilities over the last two months.

30th Jun 2026

31st Jul 2026

Assets

sUSDe

$6.57M

13.64%

$13.02M

51.43%

USDC

$9.59M

19.91%

$4.44M

17.52%

PRIME

$0.00

0.00%

$2.01M

7.92%

USDe

$0.00

0.00%

$430.51

< 0.01%

syrupUSDT

$12.81M

26.60%

$0.00

0.00%

Unclassified

$934.73K

1.94%

$3.02M

11.92%

Others

$10.67M

22.17%

$2.84M

11.20%

Total Assets

$48.15M

100.00%

$25.32M

100.00%

Liabilities & Vault's NAV

USDe

$6.05M

12.56%

$6.43M

25.40%

PYUSD

$8.58M

17.81%

$3.46M

13.67%

AUSD

$3.35M

6.96%

$2.02M

7.99%

USDT0

$11.51M

23.91%

$0.00

0.00%

RLUSD

$2.60M

5.39%

$0.00

0.00%

Others

$8.07M

16.76%

$5.40M

21.33%

Total Liabilities

$40.15M

83.39%

$17.32M

68.39%

Vault's NAV

$8.00M

16.61%

$8.00M

31.61%

Total Liabilities & Vault's NAV

$48.15M

100.00%

$25.32M

100.00%

Activity

During July 2026, the vault processed $1.39M in deposits and $1.45M in withdrawals, resulting in -$56.75K of net deposits over a total of 31 transactions.

As of period end, the mAPOLLO vault had 138 holder addresses, representing an increase of 6.98% from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mAPOLLO's token activity Key Performance Indicators

Jun 2026

Jul 2026

Deposits

$901.88K

$1.39M

(54.41%)

Withdrawals

$2.22M

$1.45M

(-34.86%)

Net Deposits

-$1.32M

-$56.75K

(95.71%)

Avg. Holders NAV

$71.33K

$58.07K

(-18.58%)

Median Holders NAV

$12.01

$12.04

(0.25%)

Disclosures

Security: Midas smart contracts have been audited by Sherlock and Côme du Crest. Onchain transactions are secured via multi-sig / MPC wallets (e.g., Fordefi, Fireblocks).

Fees: Midas vaults may be subject to management and performance fees, which are automatically deducted and reflected in net returns.

Accounting: mAPOLLO's price is updated periodically onchain. Price increases stepwise rather than reflecting real-time mark-to-market.

Risks: Smart contract risk (potential total loss), market risk (depegs, rate volatility), and counterparty risk (centralized components in some protocols).

Data Sources: Unless otherwise stated, all data presented in the report is obtained from on-chain sources. Any supplementary sources are explicitly noted where applicable.

Disclaimer

This report is for informational purposes only and does not constitute financial, investment, legal, or tax advice. The information contained herein is not an offer to sell or a solicitation of an offer to buy any security, nor shall any securities be offered or sold to any person in any jurisdiction in which such offer, solicitation, purchase, or sale would be unlawful.

Investing in decentralized finance (DeFi) products, including mAPOLLO, involves significant risks, including but not limited to smart contract vulnerabilities, market volatility, and regulatory uncertainty. Past performance is not indicative of future results, and investors may lose some or all of their principal.

The data and analyses presented in this report are based on information believed to be reliable, but their accuracy, completeness, and timeliness are not guaranteed. The strategies and allocations described are subject to change without notice. All investment decisions should be made with the help of a qualified professional and based on your own research and risk tolerance.