Gauntlet USDC Prime
The Gauntlet USDC Prime vault aims to optimize for risk-adjusted yield by allocating across large market cap assets and high liquidity yield sources. The vaults risk strategy follows the Gauntlet Prime conservative framework whereby we curate supply to manage security and yield to provide a low risk profile at competitive APY
Morpho V2 vault — wraps downstream Morpho markets and V1 vaults via adapters.
V2 risk model is not yet specialized in VaultScope — this row reports baseline defaults until V2-aware scoring is built.
What this vault is actually exposed to — including dependencies that are not visible from the strategy name.
Every market the vault has supplied into, with current LTV, LLTV, oracle, and IRM. Idle balances are listed explicitly.
Modeled NAV impact under historical and hypothetical tail events. Each impact = − (shock magnitude) × (vault exposure) × (pass-through). Hover the calculator icon for the per-scenario formula.
March 2023 SVB episode: USDC traded as low as $0.88 before banking exposure was clarified. Mark-to-market loss on 100% of vault TVL (the loan asset is USDC).
V2 vaults route through adapters into downstream venues. A misbehaving adapter (paused, drained, or pointing at a compromised target) can lock or mismark a portion of the vault until governance acts.
Curator and parameter changes detected by VaultScope's snapshot diff. Refreshed every 6 hours.
180 trailing days. APY, TVL, utilization, and an APY drawdown view to show how the vault has actually behaved — not just where it sits today.