May 2026

mevBTC Transparency Report


By Delta Y

Highlights

mevBTC is a BTC-denominated Liquid Yield Token tracking a multi-chain bitcoin yield strategy through diversified DeFi positions across multiple protocols, managed by MEV Capital. The vault was deployed on July 7, 2025, with regular price updates beginning on July 7, 2025, and data on protocols' allocations available since September 6, 2025.

During May 2026, mevBTC's AUM decreased from $142.19K to $14.70K. The inception-to-date return (net of fees) now amounts to 2.94% annualized.

Other relevant indicators can be seen in Table 1 below:

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

Apr 2026

May 2026

Avg. NAV

$1.73M

$87.82K

(-94.91%)

Avg. Leverage

1.04x

1.00x

(-3.82%)

Net Deposits

-$1.74M

-$123.42K

(92.89%)

Performance

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were (Re)Staking ($44.07K or 51.15%), Others ($40.61K or 47.13%) and Discretionary Capital Allocation ($728.00 or 0.84%).

As of the reporting date, the vault's capital is deployed across 8 blockchains and 5 protocols, with exposure over the past month ranging between 1-5 protocols.

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

Apr 2026
May 2026

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

The vault's largest asset holdings for the month were LBTC ($44.07K or 51.15%), WBTC ($34.20K or 39.69%) and vbWBTC ($5.92K or 6.87%), which have, on average, collectively represented 97.70%of the vault's total assets.

Other relevant indicators can be seen in Table 2 below:

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

30th Apr 2026

31st May 2026

Assets

WBTC

$46.97K

33.77%

$7.24K

49.24%

vbWBTC

$5.79K

4.16%

$5.60K

38.08%

YB

$0.00

0.00%

$875.63

5.96%

EURCV

$388.22

0.28%

$386.32

2.63%

EUL

$0.00

0.00%

$235.80

1.60%

Unclassified

$0.00

0.00%

$0.00

0.00%

Others

$1.58K

1.13%

$319.50

2.17%

Total Assets

$139.08K

100.00%

$14.70K

100.00%

Activity

During May 2026, the vault processed $0.00 in deposits and $123.42K in withdrawals, resulting in -$123.42K of net deposits over a total of 31 transactions.

As of period end, the mevBTC vault had 24 holder addresses, representing a decrease of 11.11% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

Table 3: mevBTC's token activity Key Performance Indicators

Apr 2026

May 2026

Deposits

$0.00

$0.00

(N/A)

Withdrawals

$1.74M

$123.42K

(-92.89%)

Net Deposits

-$1.74M

-$123.42K

(92.89%)

Avg. Holders NAV

$60.21K

$3.42K

(-94.32%)

Median Holders NAV

$52.02

$17.20

(-66.94%)

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: mevBTC'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 mevBTC, 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.