May 2026

mF-ONE Transparency Report


By Delta Y

Highlights

mF-ONE is a USD-denominated Liquid Yield Token tracking a stablecoin yield strategy through diversified off-chain and on-chain positions, managed by Fasanara. The vault was deployed on May 8, 2025, with regular price updates beginning on May 27, 2025, and data on protocols' allocations available since August 9, 2025.

During May 2026, mF-ONE's AUM increased from $70.49M to $71.05M. The inception-to-date return (net of fees) now amounts to 8.96% annualized.

Other relevant indicators can be seen in Table 1 below:

Table 1: mF-ONE Key Performance Indicators over the last 2 months

Apr 2026

May 2026

Avg. NAV

$69.04M

$70.92M

(2.73%)

Avg. APY

11.57%

10.51%

(-1.06 p.p.)

Avg. Leverage

1.00x

1.00x

(0.00%)

Net Deposits

$1.87M

$6.56K

(-99.65%)

Performance

mF-ONE reached a price of $1.0901 in its latest oracle update, reflecting a 0.67% return for the month of May. The trailing (7 days minimum) APY peaked at 11.70% during this period, with a minimum of 9.36%.

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

Table 2: Yield and risk metrics for mF-ONE vs sUSDe over the last 2 months

Apr 2026

May 2026

mF-ONE

sUSDe

mF-ONE

sUSDe

Avg. APY

11.57%

3.99%

10.54%

3.92%

Std. Dev. APY

0.23%

0.69%

0.97%

0.38%

Sharpe Ratio 1

36.24

0.51

7.23

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 Discretionary Capital Allocation ($6.75M or 9.52%), Unallocated ($150.53K or 0.21%) and Others ($109.88 or < 0.01%).

As of the reporting date, the vault's capital is deployed across 3 blockchains and 1 protocol.

More notably, mF-ONE's capital allocation across the top 1 most common protocols is detailed in Figure 1:

Apr 2026
May 2026

Figure 1: Average NAV allocated by mF-ONE to the top 1 protocols over the last 2 months.

The vault's largest asset holdings for the month were Unclassified ($64.02M or 90.27%), USDC ($6.90M or 9.73%) and ETH ($109.83 or < 0.01%), which have, on average, collectively represented 100.00%of the vault's total assets.

Other relevant indicators can be seen in Table 3 below:

Table 3: mF-ONE's token assets and liabilities over the last two months.

30th Apr 2026

31st May 2026

Assets

USDC

$7.30M

10.35%

$6.93M

9.75%

ETH

$116.42

< 0.01%

$99.01

< 0.01%

MON

$0.03

0.00%

$0.02

0.00%

YFTE

$0.02

0.00%

$0.02

0.00%

Unclassified

$63.19M

89.65%

$64.12M

90.25%

Total Assets

$70.49M

100.00%

$71.05M

100.00%

Activity

During May 2026, the vault processed $1.39M in deposits and $1.38M in withdrawals, resulting in $6.56K of net deposits over a total of 31 transactions.

As of period end, the mF-ONE vault had 30 holder addresses, representing an increase of 7.14% from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mF-ONE's token activity Key Performance Indicators

Apr 2026

May 2026

Deposits

$2.79M

$1.39M

(-50.33%)

Withdrawals

$923.86K

$1.38M

(49.27%)

Net Deposits

$1.87M

$6.56K

(-99.65%)

Avg. Holders NAV

$2.69M

$2.37M

(-11.77%)

Median Holders NAV

$10.79K

$164.56K

(> 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: mF-ONE'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 mF-ONE, 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.