May 2026

mEVUSD Transparency Report


By Delta Y

Highlights

mEVUSD is a USD-denominated Liquid Yield Token tracking a multi-chain stablecoin yield strategy through diversified DeFi positions across multiple protocols, managed by MEV Capital. The vault was deployed on October 3, 2025, with regular price updates beginning on October 7, 2025, and data on protocols' allocations available since October 29, 2025.

During May 2026, mEVUSD's AUM decreased from $4.53M to $4.41M. The inception-to-date return (net of fees) now amounts to 6.86% annualized.

Other relevant indicators can be seen in Table 1 below:

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

Apr 2026

May 2026

Avg. NAV

$4.18M

$4.48M

(7.37%)

Avg. APY

6.28%

6.04%

(-0.24 p.p.)

Avg. Leverage

4.31x

4.35x

(0.81%)

Net Deposits

$752.37K

-$127.45K

(N/A)

Performance

mEVUSD reached a price of $1.0434 in its latest oracle update, reflecting a 0.45% return for the month of May. The trailing (7 days minimum) APY peaked at 7.37% during this period, with a minimum of 2.92%.

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

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

Apr 2026

May 2026

mEVUSD

sUSDe

mEVUSD

sUSDe

Avg. APY

6.31%

3.99%

6.26%

3.92%

Std. Dev. APY

4.50%

0.69%

1.00%

0.38%

Sharpe Ratio 1

0.79

0.51

2.65

0.77

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 ($1.85M or 41.34%), Lending ($639.62K or 14.27%) and Discretionary Capital Allocation ($266.29K or 5.94%).

As of the reporting date, the vault's capital is deployed across 8 blockchains and 6 protocols, with exposure over the past month ranging between 7-8 blockchains and 1-6 protocols.

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

The vault's largest asset holdings for the month were USDC ($8.26M or 42.35%), RLUSD ($5.37M or 27.55%) and sUSDe ($3.47M or 17.80%), which have, on average, collectively represented 87.70%of the vault's total assets. On the liabilities side, the vault's main exposure was to RLUSD ($5.36M or 35.72%), USDC ($4.78M or 31.84%) and USDtb ($3.11M or 20.68%), together representing approximately 88.24%of the vault's liabilities.

At the end of the period, the vault's leverage was 4.50x, which represents an increase of 2.39% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

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

30th Apr 2026

31st May 2026

Assets

USDC

$9.02M

45.28%

$8.75M

44.08%

RLUSD

$5.54M

27.82%

$5.57M

28.06%

sUSDe

$3.46M

17.38%

$3.47M

17.49%

PYUSD

$0.00

0.00%

$35.94

< 0.01%

syrupUSDC

$0.00

0.00%

$0.00

0.00%

Unclassified

$0.00

0.00%

$2.06M

10.36%

Others

$571.79K

2.87%

$1.54K

< 0.01%

Total Assets

$19.93M

100.00%

$19.85M

100.00%

Liabilities & Vault's NAV

RLUSD

$5.54M

27.80%

$5.56M

27.99%

USDC

$4.93M

24.76%

$4.96M

24.96%

USDtb

$3.10M

15.57%

$3.10M

15.63%

PYUSD

$0.00

0.00%

$1.83M

9.21%

USDe

$0.00

0.00%

$0.00

0.00%

Others

$1.82M

9.15%

$0.00

0.00%

Total Liabilities

$15.40M

77.28%

$15.45M

77.79%

Vault's NAV

$4.53M

22.72%

$4.41M

22.21%

Total Liabilities & Vault's NAV

$19.93M

100.00%

$19.85M

100.00%

Activity

During May 2026, the vault processed $11.52K in deposits and $138.97K in withdrawals, resulting in -$127.45K of net deposits over a total of 62 transactions.

As of period end, the mEVUSD vault had 71 holder addresses, representing no variation from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mEVUSD's token activity Key Performance Indicators

Apr 2026

May 2026

Deposits

$818.47K

$11.52K

(-98.59%)

Withdrawals

$66.10K

$138.97K

(110.24%)

Net Deposits

$752.37K

-$127.45K

(N/A)

Avg. Holders NAV

$44.55K

$62.95K

(41.30%)

Median Holders NAV

$5.06

$56.71

(> 999%)

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: mEVUSD'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 mEVUSD, 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.