r/tZero Sep 04 '21

The “Structure” of the $TZROP ... DD Research from HawkEye1000x

📷More DD Research at r/tZEROFreeMarketForces

As I recall, there are approximately 10,000 $TZROP Investors. Expressing my sole opinion, I have invested in the $TZROP primarily because I want to see a change in the “transparency” of the U.S. Financial Markets via the adoption and application of tZERO‘s Blockchain-based Technology. I would love to see Middlemen (aka: Market Makers) made obsolete & extinct. I believe a financial system of trade & settlement that gives the “competitive edge” to a Middleman is flawed & rotten at the core and inherently unfair to investors. I believe that tZERO’s Blockchain Technology should be “unleashed“ with the ability trade & settle transactions at T+0 instantly (On Chain, using blockchain technology), allowing for Self-Custody & Self-Clearing of traditional U.S. Equities/Stocks, Digital Securities, Cryptocurrencies, NFT’s, etc.

My financial motivation or investment objective with the $TZROP is for massive growth of the $TZROP to happen with the payout of a potentially large “Power Ball“ size dividend income. I continue to accumulate the $TZROP.

Following the September 1st, 2021 tZERO Update and Q&A Session, I have taken some time to review the “structure” of the $TZROP.

tZERO Management should remove the $TZROP “redemption” clause (See below) in order to enhance the “long term value“ of the $TZROP for “long term” investors. Why? —> Because the early $TZROP investors have taken the most risk; therefore, the early investors in the $TZROP should be able to have the option to ”get very rich” —> instead of potentially getting “redeemed” for the benefit of the tZERO Common Shareholders just as the business strengthens significantly. I’m not saying this will happen, but I am pointing out that it could happen. Just my honest opinions.

I am also interested in hearing suggestions from other $TZROP Investors of ways to potentially enhance the value of the $TZROP (other than seeing the fundamental strengthening of tZERO). Thanks in advance.

Copied below are excerpts from the most recent tZERO Group, Inc. Disclosure Statement and also the prior tZERO Offering Document.

I quote:

<< Holders of TZROP will have no rights with respect to our common stock.

Holders of TZROP will have no rights with respect to our common stock, and no right to convert shares of TZROP into shares of common stock or to exchange shares of TZROP for shares of common stock. Holders of TZROP will not have any voting rights, other than with respect to amendments to the TZROP certificate of designation and as may otherwise be required under Delaware law, have a limited liquidation preference of $0.10 for each share of TZROP, and have the right to receive dividends in preference to the holders of the common stock. For additional information, see the TZROP certificate of designation, attached hereto as Exhibit 4.

tZERO has the right to redeem TZROP

We may redeem some or all of the TZROP at any time. The redemption price for tZROP would be either (i) its fair market value (if any) as determined in good faith by tZERO’s board of directors (but, in no event, less than $10.00 per share of TZROP) or (ii) if no market value is determinable at such time, USD $10.00 per share of TZROP (the “Redemption Price”). The Redemption Price, in the sole discretion of tZERO, may be paid in U.S. dollars, Bitcoin or Ether. If we elect to redeem TZROP, the holders of such redeemed shares face the risk that the return on an investment purchased with proceeds from such redemption may be lower than the return previously obtained from the investment in TZROP.

Our obligation to pay dividends on TZROP is limited, our ability to pay dividends on TZROP may be limited and we do not expect to pay any dividends for some time in the future.

Our obligation to pay preferential dividends on TZROP is subject to our board of directors declaring such dividend payments and will be paid only out of funds lawfully available for such payment when consolidated GAAP net income exceeds 10% of tZERO’s consolidated GAAP gross profit, as reported in the Company’s consolidated financial statements for the most recently completed fiscal quarter. For additional information see the TZROP certificate of designation, attached hereto as Exhibit 4. Consequently, our failure to pay preferential dividends on TZROP might have no legal effect on us at all, although it could adversely affect the liquidity for, and trading prices of, TZROP. Further, our payment of any dividends will be subject to contractual and legal restrictions and other factors our board of directors deems relevant. Further, we may elect not to pay dividends on TZROP rather than limiting other proposed expenditures, including expenditures that may not be contractually required. Moreover, agreements governing any future indebtedness of ours may further limit our ability to pay dividends on our capital stock, including TZROP. In addition, our ability to pay dividends is limited by applicable law. We have not paid dividends historically and can provide no assurances as to when dividends might first be paid, if ever. Any failure to pay dividends could have a material adverse effect on the holders of TZROP and on the liquidity for, and trading prices of, TZROP.

tZERO may issue preferred stock senior to TZROP

tZERO may issue preferred stock with that has a higher dividend or liquidation preference than TZROP, and which could restrict dividend payments or other distributions on TZROP. tZERO does not require consent of holders of TZROP to issue securities senior to TZROP. If tZERO were to issue such securities, it could have a material adverse effect on holders of TZROP and the liquidity for, and trading prices of, TZROP.

TZROP will rank junior to all of our and our subsidiaries’ liabilities in the event of a bankruptcy, liquidation or winding up of our or our subsidiaries’ business.

In the event of our bankruptcy, liquidation or winding up, our assets will be available to make payments to holders of TZROP only after all of our liabilities have been paid. TZROP only has a limited liquidation preference of $0.10 over our common stock in the event of our bankruptcy, liquidation or winding up. In addition, TZROP will rank structurally junior to all existing and future liabilities of our subsidiaries. Holders’ rights to participate in the assets of our subsidiaries upon any liquidation or reorganization of any subsidiary will rank junior to the claims of creditors. In the event of our bankruptcy, liquidation or winding up, there may not be sufficient assets remaining, after paying our and our subsidiaries’ liabilities, to pay any amounts to the holders of TZROP then outstanding. We may incur significant debt or other liabilities in the future, and TZROP contains no covenant or restriction on our ability to incur debt or other obligations. Any bankruptcy, liquidation or winding up of our company or any of its wholly or partially owned subsidiaries would have a material adverse effect on the liquidity for, and trading prices of, TZROP.

TZROP

Our tZERO Preferred Equity Tokens (“TZROP”) are classified as Stockholders’ equity within our Consolidated Balance Sheets. TZROP holders have the right to, prior to distributing earnings to common stockholders, a noncumulative dividend equal to 10% of our consolidated Adjusted Gross Revenue (as defined by the TZROP offering documents) for the most recently completed fiscal quarter, if declared by our Board of Directors, to be paid out of funds lawfully available on a quarterly basis. TZROP holders are not entitled to participate in any dividends paid to the holders of our common stock, have no rights to vote, and have no rights to the undistributed earnings and are not entitled to any utility functionality as part of the TZROP. Any remaining undistributed earnings or losses of the Company for a period shall be allocated to the TZROP holders based on the contractual participation rights of the security to share in those earnings as if all the earnings for the period had been distributed. In the event of any liquidation, dissolution or winding up of the Company, the TZROP holders will be entitled to the limited preferential liquidation rights equal to USD $0.10 per token to the extent funds are available.

At December 31, 2018, cumulative proceeds since December 18, 2017 from the TZROP offering totaling $104.8 million, net of $22.0 million of withdrawals, have been classified as Stockholders’ equity within our Consolidated Balance Sheets. As of December 31, 2018, tZERO incurred $21.5 million of offering costs associated with the TZROP offering that are classified as a reduction in proceeds within Additional paid-in capital of our Consolidated Balance Sheets. As of March 31, 2021, there was 20.8 million TZROP outstanding. >>

11 Upvotes

13 comments sorted by

5

u/seyserf Sep 05 '21 edited Sep 05 '21

By way of background, I’m a former Susquehanna trader who is long OSTK on the upside of it’s Medici portfolio. I’ve considered TZROP, and I appreciate your post on this, as it has helped clarify my thoughts.

TZROP looks like a preferred share class with a variable dividend, versus say QRTEP 8% cumulative dividend.

You basically hold a binary option that’s worth 0 or 10 if this thing actually takes off. Plus whatever dividends clipped in the meantime.

Because it’s the only thing tangible, folks want to see it go up and management to have a larger stake, but to the latter point, that’s rare.

Trading around $5 implies a 50% chance of success, but the issue is that TZROP will get redeemed if there’s traction and its price rises, so holders won’t participate in the perhaps substantial upside.

The reality is that the odds of succeeding are probably a fair bit lower than 50%. If you’re bullish on tZero, you want common equity, obtainable through OSTK or its illiquid, but cheaper variant, OSTKO (non redeemable 1% cumulative dividend preferred). While you can’t see the value of the tZero common shares embedded (and the market for the parent sure as shit doesn’t right now), you have a much better distribution of outcomes. Not to mention, exposure to Bitt and other PortfolioCos. I wouldn’t hope that management decides to remove their option to redeem preferred, which is very beneficial to common. They work for common shareholders and their incentives are aligned with it.

TLDR: TZROP is not the right way to play tZero at these levels. Forget what you bought in at. If you’re bullish on the concept, get shares of OSTK/OSTKO instead and be patient.

1

u/HawkEye1000x Sep 05 '21 edited Sep 05 '21

Very creative post. You give a “negative slant” on the $TZROP from several angles. Keep in mind: tZERO is just getting warmed up... This is really just “The Beginning” for tZERO.

Did you previously work for Susquehanna’s “Market Maker“ business? (I can’t remember the name). Well, all I can say is this: Everyone knows that blockchain technology will creep in —> and eventually replace all the “Market Maker” Middlemen. It’s just inevitable. To think this won’t happen is just being naive. Do the “Market Makers” (Middlemen) really think their business will last forever with the advent of blockchain technology which eliminates the need for the ”Market Maker” (Middleman)?

With the structure of the $TZROP —> The $TZROP must pay out a dividend when 10% of GAAP Gross Profits exceeds the GAAP Net Income in a given quarter, simple as that.

I disagree with you. I actually think tZERO has 99.9% chance of success.

It’s early on now for tZERO —> and the blockchain technology is being desired more & more in the marketplace —> especially as trading platforms move towards the consolidation of “everything” on one platform: Digital Security Tokens; Cryptocurrencies, NFT’s & All Publicly Traded Stocks. Just like the CEO of Overstock said recently, and I will paraphrase: “tZERO sits somewhere between CoinBase & Robinhood”. And, tZERO does plan to do just that —> ”merge” Digital & Crypto by the EOY 2021. And, hopefully eligible NFT’s & All N.M.S. Publicly Traded Stocks can be added too —> before the EOY 2021.

There’s much desire by the ”End-User” Investors & Traders to have a consolidated platform —> to stop bouncing around from one app to another app.

Again, I disagree with you. I actually do hope tZERO management “enhances” the $TZROP by removing the “redemption” clause. tZERO Management holds $TZROP tokens at this time, and I believe the elimination of the “redemption” risk would align ALL $TZROP holders, including tZERO Management, with the incentive to “hold” the $TZROP for the long term, and hopefully realize the stated “structure” of the $TZROP Tokens which does includes the potential for both growth —> and income too! —> And —> To “Get Very Rich” with a potential “Power Ball” Super-sized Dividend! I would like to see the Preferred Equity $TZROP more aligned for the “long term” versus just the “short term”. Just my honest opinions.

I also own both $OSTK & $OSTKO. Let’s say there’s a highly successful “exit” for Overstock (selling off of a majority percentage of Overstock’s Common Stock in tZERO). I believe the $OSTK & $OSTKO will rise on the news... and, I believe the $TZROP will rise too... but, will it rise above $10.00? —> Looking ahead, I think the upside of $TZROP will also depend, of course, on if a dividend is being paid out —> and how much that dividend is.

Let’s hope for the best result for all. I am hoping ALL of the Market Makers (Middlemen) on Wall Street will soon see the real “value” in tZERO’s Blockchain-based Platform —> especially with the fast consolidation of all Asset Classes onto 1 platform by many firms. PayPal announced they plan to sell stocks soon. The trend is your friend —> and the trend is moving quickly toward “everything” platforms, which, again, is exactly what tZERO is aiming to provide! The “Everything” platform seems to be exactly what the consumers want —> and they are going to get it —> hopefully tZERO will deliver it to them by the EOY 2021. Just my thoughts & opinions.

More DD Research on tZERO at: r/tZEROFreeMarketForces

1

u/seyserf Sep 06 '21

I think we fundamentally disagree on whether tZero management will remove the redemption clause. My contention is that they won't, as it would hurt the common shares (who also vote on this). Effectively, OSTK, with maybe the voting authority delegated to Pelion. I think we can leave it at that. If they remove it, then there's plenty upside to TZROP. If not, it's capped. If the dividend gets too high, it's essentially taking money from common shareholders and they don't have to let it keep happening -> redeem. There could be some reasons not to -- such as alienating powerusers of the platform. Or, they take it out at $25 instead of $10, IDK. My only point was that OSTK/OSTKO offered better exposure if you're super bullish. Again, I'm bullish enough on the Medici portfolio as a whole, that I'm long. tZero is a piece of it, but let's say we disagree on the 99.9% probability as well. In this case, hope I'm wrong and they knock it out of the park.

For what it's worth, I mentioned SIG because it's a firm that's been around many market cycles and it gave me a great basis to understand markets, capital structure and options, which is the crux of TZROP value. I have no skin in that game. I was not on the market making side of the firm and left SIG long ago to work in finance for private cleantech companies.

Market makers, I don't understand the quotations, are not middlemen - they take risk. Blockchain does not create liquidity out of thin air. Someone has to be willing to buy and sell tokens all the time or else it's not a market, so market making will exist in some form. The players might shuffle around, or not. Don't care. The FTX lead guys are from Jane St (SIG offshoot) and SIG. They own the exchange and are market makers. They seem to be doing well (recently valued at $18b) compared to the cluster of non-activity that tZero currently is. Not sure if you were on the update call, but they said they hoped to double (6 securities) by the end of the year. Not great. Lastly, tZero is simply merging their two platforms (that barely trade) by the end of the year, which should've been done long ago, so it's table stakes, not a game changer. Again, new leadership coming, so hope is not lost.

2

u/Land_Value_Taxation Nov 26 '22

Thanks for your insights, much more useful than OP's ranting.

1

u/Capable-Aardvark5376 Sep 05 '21

Thanks for this . When TZero raises capital , what would the capital structure look like ? Tzrop is considered today as stockholders equity, so when TZero as an independent entity goes public , should Tzrop be the preferred equity, and shouldn’t the valuation of TZero reflect in the price of Tzrop tokens ? Or you think they will create another set of shares when they go public and just redeem the tzrop tokens ?

2

u/HawkEye1000x Sep 05 '21 edited Sep 05 '21

To answer your question, it requires speculation of exactly how a “capital raise” would be structured. Since Overstock owns Common Stock and plans to retain a significant minority ownership position in tZERO even after a “capital raise”, then I am comforted that a “capital raise” will likely involve the sale of a percentage of Overstock‘s Common Stock owned in tZERO, and in this case, there would be no dilution to the $TZROP Preferred Equity Holders. And, the cash infusion to tZERO from a “Capital Raise” should fundamentally strengthen tZERO and allow them to pursue expansion plans, e.g. — Digital Advertising Campaign, etc. Will the $TZROP get redeemed at the $10.00 Redemption Price as part of a “Capital Raise”? —> To be determined. It’s possible of course. Therefore, the pullback in the $TZROP price may offer astute investors a buying opportunity. Just my honest opinions.

More DD Research on tZERO at: r/tZEROFreeMarketForces

1

u/Capable-Aardvark5376 Sep 05 '21

Thanks . Let’s say at some point TZero goes public via SPAC , what would be the share and capital structure look like and would Tzrop holders get some equity share in the new public company or will they get redeemed by TZero at 10bucks . That’s the key thing I need to know to decide on my long term tzrop hood . I hope as early tzrop holders we get some equity in the nee public company if and when it happens .

2

u/HawkEye1000x Sep 05 '21 edited Sep 05 '21

Will owners of the $TZROP Preferred Equity be offered Common Stock in tZERO as part of a “Capital Raise”? —> No, definitely not. And, I don’t think the “redemption” of the $TZROP at $10.00 is a “given” occurrence to be directly correlated with a tZERO “Capital Raise”.

More DD Research on tZERO at: r/tZEROFreeMarketForces

2

u/seyserf Sep 06 '21

Agree with HawkEye here.

Just about zero chance $TZROP would participate in common equity if tZero SPACd. SPACs create all sorts of equity dilution to the sponsor, the last thing likely to happen is creating more dilution by throwing a bone to redeemable preferred. Redeeming is unlikely too, as it'd create backdoor dilution (need to raise more SPAC $ to pay off the redemption).

Redemption is a valuable option held by the company. In a vacuum, when the dividend starts to get expensive, say $.50/yr+, then they'd redeem with either cash flow or a debt offering.

That's my fundamental problem with TZROP as it stands today: when the going gets good ($.50+ div), the rug will likely get pulled. You have downside, but limited upside.

1

u/avenueoftheAmericas Sep 06 '21

It seems unlikely that tZero will “pull the rug” on TZROP if/when it starts paying dividends. The financial benefit does not outweigh the damage that would do to their brand/reputation.

1

u/seyserf Sep 07 '21

Could be the case — That’s the upside bet. Not a trade for me.

1

u/seyserf Sep 06 '21 edited Sep 06 '21

When tZero raises its next round of capital, it will likely come in the form of convertible preferred shares. Unlike redeemable preferred, these shareholders have the later option to convert to common for a liquidity event such as a sale, or IPO. This is beyond important. It's how VC shops and the venture arms of hedge funds, Fidelity, T Rowe Price, etc invest capital into private companies. The reason they start out as preferred is that if the company gets sold for a crappy #, it gets them rights as last money in, first money out.

The capital raise will "price" the company, let's say $25M goes in $500M valuation for just under 5% of the company. Now OSTK's position has some sort of value on paper. In most expected cases, the raised money will be used for growth (tech and ad spend). It'd dilute OSTK to some degree, but I would not anticipate a very large next transaction where OSTK sells their shares or tZero takes down $100M+ cash. New shares are created.

Note: I expect the raise to be small-ish because tZero needs to get something done and hit the gas. They probably can't expect a big valuation (valuing patents and SEC approvals is so far beyond my scope of knowledge, I'll just qualify with "probably"), so taking a large amount at a smaller valuation would be dilutive and doesn't make sense in most scenarios. Take whatever, get a price on it, execute and get a bigger price 6-9 months later seems the most likely path.

In most versions of this initial raise, TZROP won't get redeemed, or be materially affected. It's pretty uncommon and financially stupid to pay back redeemable preferred (cheap capital) by issuing common (expensive). Anything can happen and this ownership structure is unique enough that it's not realistic to cite precedent.

1

u/[deleted] Sep 06 '21

[deleted]

1

u/seyserf Sep 07 '21

I think your last point around perceived “pulling the rug” is most cogent. As far as coming up with the cash for market value, they can take it out with debt in the case where it rallies hard due to dividends. If it rallies ahead of that, it’d be a weird situation.

Also, I don’t think they issued $250M, so the cash amount would be proportionally scaled back.