July 2026

mHyperBTC Transparency Report


By Delta Y

Highlights

mHyperBTC is a BTC-denominated Liquid Yield Token tracking a multi-chain bitcoin yield strategy through diversified DeFi and CeFi positions across multiple protocols and exchanges, managed by Hyperithm. The vault was deployed on October 14, 2025, with regular price updates beginning on October 15, 2025, and data on protocols' allocations available since December 17, 2025.

During July 2026, mHyperBTC's AUM increased from $18.76M to $19.04M. The inception-to-date return (net of fees) now amounts to 2.98% annualized.

Other relevant indicators can be seen in Table 1 below:

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

Jun 2026

Jul 2026

Avg. NAV

$21.28M

$19.52M

(-8.25%)

Avg. APY

2.59%

0.96%

(-1.63 p.p.)

Avg. Leverage

2.11x

1.02x

(-51.59%)

Net Deposits

-$396.38K

-$406.94K

(-2.66%)

Performance

mHyperBTC reached a price of $1.0232 in its latest oracle update, reflecting a 0.04% return for the month of July. The trailing (7 days minimum) APY peaked at 3.52% during this period, with a minimum of -3.08%.

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were Lending ($1.90M or 9.75%), Borrowing ($321.53K or 1.65%) and Others ($242.12K or 1.24%).

As of the reporting date, the vault's capital is deployed across 14 blockchains and 8 protocols, with exposure over the past month ranging between 13-15 blockchains and 7-8 protocols.

More notably, mHyperBTC'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 mHyperBTC to the top 5 protocols over the last 2 months.

The vault's largest asset holdings for the month were Unclassified ($17.02M or 85.52%), cbBTC ($2.32M or 11.63%) and USDC ($435.76K or 2.19%), which have, on average, collectively represented 99.34%of the vault's total assets. On the liabilities side, the vault's main exposure was to USDC ($386.90K or 100.00%) and USDT ($0.10 or 0.00%), together representing approximately 100.00%of the vault's liabilities.

At the end of the period, the vault's leverage was 1.02x, which represents an increase of 1.97% from the start of the month.

Other relevant indicators can be seen in Table 2 below:

Table 2: mHyperBTC's token assets and liabilities over the last two months.

30th Jun 2026

31st Jul 2026

Assets

cbBTC

$1.48M

2.53%

$4.58M

23.60%

USDC

$7.15

0.00%

$375.95K

1.94%

WBTC

$0.00

0.00%

$85.10K

0.44%

RBTC

$19.84K

0.03%

$25.70K

0.13%

WRBTC

$0.00

0.00%

$3.13K

0.02%

Unclassified

$0.00

0.00%

$14.34M

73.88%

Others

$92.84K

0.16%

$701.30

< 0.01%

Total Assets

$58.50M

100.00%

$19.42M

100.00%

Liabilities & Vault's NAV

USDC

$0.00

0.00%

$375.34K

1.93%

USDT

$0.10

0.00%

$0.10

0.00%

Binance

$37.01M

63.26%

$0.00

0.00%

USDS

$0.00

0.00%

$0.00

0.00%

Total Liabilities

$37.01M

63.26%

$375.34K

1.93%

Vault's NAV

$21.49M

36.74%

$19.04M

98.07%

Total Liabilities & Vault's NAV

$58.50M

100.00%

$19.42M

100.00%

Activity

During July 2026, the vault processed $22.84K in deposits and $429.78K in withdrawals, resulting in -$406.94K of net deposits over a total of 62 transactions.

As of period end, the mHyperBTC vault had 111 holder addresses, representing a decrease of 3.48% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

Table 3: mHyperBTC's token activity Key Performance Indicators

Jun 2026

Jul 2026

Deposits

$196.94K

$22.84K

(-88.40%)

Withdrawals

$593.32K

$429.78K

(-27.56%)

Net Deposits

-$396.38K

-$406.94K

(-2.66%)

Avg. Holders NAV

$172.86K

$175.95K

(1.78%)

Median Holders NAV

$40.12

$37.73

(-5.96%)

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: mHyperBTC'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 mHyperBTC, 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.