KETJU Research

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3F

Not approved Leveraged strategies are outside the approved structures
Issued
2026-09-22
Last confirmed
2026-09-22
Next check due
2027-03-22
Chains
Ethereum · No freeze key

3F is outside the current firm shelf under the leveraged-looping policy class. It lets a depositor pick a tokenized real-world-asset vault and set leverage of up to 17x, with the protocol coordinating flash loans, bridge facilitators and real-time liquidations over Morpho-powered lending vaults. The return is a levered spread on a tokenized fund share, and the loss path is liquidation of that share when the lending rate or the share price moves.

The research file

Mechanism and why the rule applies

3F Labs describes the product as: pick a tokenized real-world asset vault, set your leverage, and the platform ’handles the rest — coordinating flash loans, bridge facilitators, and liquidations’, with leverage to 17x. The tracked pools are wrapped fund shares (wJAAA, wUSCC, wFALCONX) looped against stablecoin lending on Morpho. That is the recursive borrow-to-hold structure the leveraged-looping dossier governs.

Control and incident boundary

The site states ’Private beta · Q2 2026 · Ethereum mainnet’ and lists an audits page without naming an auditor on the landing page; DefiLlama records no audit links. The wrapped fund shares inherit the transfer controls of their issuers (Centrifuge, Superstate, FalconX), so a liquidation depends on a permissioned asset being sellable to an eligible buyer.

Exit and current measurement

About $6.6M sat in twelve pools at review against $37.7M of reported protocol TVL. Unwinding a levered position requires repaying the Morpho loan and selling or redeeming a permissioned fund share; that exit is bounded by the issuer’s redemption window, not by the vault’s dashboard value.

Comparison and decision

Against an unlevered holding of the same tokenized fund, 3F adds a lending-rate dependency, a liquidation path, and a private-beta operator. The class rule decides; a 3F product without recursive leverage would need its own file.

Class rule

The leveraged looping class is outside the approved structures, so every protocol in it is not approved until the rule changes. The rule is about the structure, not an adverse finding about this protocol, and it is not a client instruction. The events that would reopen it are listed with the memo.

Sources

The claims above trace to these. Where a number could not be independently verified, the thesis says so.

Inherited controls

The research above describes the protocol layer. Every position also inherits the asset it holds and the chain it settles on. The layer with the most administrative power sets the position’s effective control; that describes control, not quality or suitability.

ChainVerdictControlControl constraint
EthereumApproved No freeze key No sequencer, no upgrade key, no operator who can be compelled. Rule changes require social consensus.
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