June 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 June 2026, mevBTC's AUM decreased from $14.36K to $9.28K. 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

May 2026

Jun 2026

Avg. NAV

$87.82K

$11.36K

(-87.06%)

Avg. Leverage

1.00x

1.00x

(0.00%)

Net Deposits

-$123.42K

-$633.41

(99.49%)

Performance

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were Others ($8.71K or 76.70%), Discretionary Capital Allocation ($487.35 or 4.29%) and Unallocated ($173.97 or 1.53%).

As of the reporting date, the vault's capital is deployed across 8 blockchains and 4 protocols, with exposure over the past month ranging between 4-8 blockchains and 4-6 protocols.

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

May 2026
Jun 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 WBTC ($6.61K or 58.21%), vbWBTC ($2.10K or 18.50%) and Unclassified ($1.80K or 15.83%), which have, on average, collectively represented 92.53%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.

31st May 2026

30th Jun 2026

Assets

WBTC

$7.24K

49.24%

$6.82K

73.50%

EUL

$235.80

1.60%

$2.89

0.03%

LBTC

$46.66

0.32%

$0.00

0.00%

vbWBTC

$5.60K

38.08%

$0.00

0.00%

YB

$875.63

5.96%

$0.00

0.00%

Unclassified

$0.00

0.00%

$2.30K

24.78%

Others

$319.50

2.17%

$157.09

1.69%

Total Assets

$14.70K

100.00%

$9.28K

100.00%

Activity

During June 2026, the vault processed $0.00 in deposits and $633.41 in withdrawals, resulting in -$633.41 of net deposits over a total of 30 transactions.

As of period end, the mevBTC vault had 23 holder addresses, representing a decrease of 4.17% 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

May 2026

Jun 2026

Deposits

$0.00

$0.00

(N/A)

Withdrawals

$123.42K

$633.41

(-99.49%)

Net Deposits

-$123.42K

-$633.41

(99.49%)

Avg. Holders NAV

$3.42K

$442.83

(-87.06%)

Median Holders NAV

$17.20

$7.66

(-55.47%)

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.