May 2026

mHyperETH Transparency Report


By Delta Y

Highlights

mHyperETH is a ETH-denominated Liquid Yield Token tracking a multi-chain ethereum yield strategy through diversified DeFi and CeFi positions across multiple protocols and exchanges, managed by Hyperithm. The vault was deployed on October 10, 2025, with regular price updates beginning on October 11, 2025, and data on protocols' allocations available since December 8, 2025.

During May 2026, mHyperETH's AUM decreased from $11.45M to $10.01M. The inception-to-date return (net of fees) now amounts to 4.06% annualized.

Other relevant indicators can be seen in Table 1 below:

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

Apr 2026

May 2026

Avg. NAV

$11.30M

$10.97M

(-3.00%)

Avg. Leverage

3.88x

3.46x

(-10.69%)

Net Deposits

-$181.32K

$0.00

(N/A)

Performance

mHyperETH reached a price of $1.0245 in its latest oracle update, reflecting a 0.00% return for the month of May.

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were (Re)Staking ($4.98M or 45.52%), Lending ($2.33M or 21.32%) and Borrowing ($1.70M or 15.57%).

As of the reporting date, the vault's capital is deployed across 9 blockchains and 5 protocols, with exposure over the past month ranging between 2-8 protocols.

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

The vault's largest asset holdings for the month were rsETH ($28.80M or 75.72%), ETH ($2.89M or 7.60%) and WETH ($2.33M or 6.14%), which have, on average, collectively represented 89.46%of the vault's total assets. On the liabilities side, the vault's main exposure was to WETH ($27.10M or 100.00%), together representing approximately 100.00%of the vault's liabilities.

At the end of the period, the vault's leverage was 3.22x, which represents a decrease of -15.66% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

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

30th Apr 2026

31st May 2026

Assets

rsETH

$33.73M

78.33%

$23.62M

73.40%

stETH

$1.36

0.00%

$4.89M

15.21%

ETH

$2.28M

5.29%

$2.16M

6.71%

EIGEN

$0.00

0.00%

$1.17K

< 0.01%

WETH

$5.27M

12.23%

$206.87

< 0.01%

Unclassified

$1.79M

4.15%

$1.51M

4.68%

Others

$614.58

< 0.01%

$499.66

< 0.01%

Total Assets

$43.06M

100.00%

$32.18M

100.00%

Liabilities & Vault's NAV

WETH

$31.78M

73.81%

$22.18M

68.91%

USDT

$0.00

0.00%

$0.00

0.00%

USDC

$0.00

0.00%

$0.00

0.00%

Total Liabilities

$31.78M

73.81%

$22.18M

68.91%

Vault's NAV

$11.28M

26.19%

$10.01M

31.09%

Total Liabilities & Vault's NAV

$43.06M

100.00%

$32.18M

100.00%

Activity

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

As of period end, the mHyperETH vault had 49 holder addresses, representing a decrease of 7.55% from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mHyperETH's token activity Key Performance Indicators

Apr 2026

May 2026

Deposits

$26.62K

$0.00

(N/A)

Withdrawals

$207.94K

$0.00

(N/A)

Net Deposits

-$181.32K

$0.00

(N/A)

Avg. Holders NAV

$256.15K

$212.72K

(-16.96%)

Median Holders NAV

$294.46

$300.39

(2.01%)

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: mHyperETH'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 mHyperETH, 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.