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There is a very particular kind of financial engineering that only really makes sense once you accept two premises

One that Bitcoin is not just an asset but a sort of secular religion for capital and
Two that yield is now a cosplay activity rather than a boring actuarial exercise

Once you accept those two points everything you describe becomes less insane and more inevitable

If you step back this whole DAT and Bitcoin treasury ecosystem has basically run through three phases

First phase
You can issue equity at a premium to the value of your Bitcoin stash
If the market is willing to pay 1.2 times or 1.3 times your Bitcoin per share value then your business model is as sophisticated as

Print stock
Buy Bitcoin
Call it accretive

In other words you are not a company you are a levered closed end fund with marketing

But as you note that arb closed
Most of these now trade below one times their modified NAV
Once you trade at a discount you no longer get paid to lever up you get punished for it

Second phase
Fine
If the equity game is over we go to preferreds and debt
You sell 11.5 or 12 percent paper to buy more Bitcoin
The story is simple

If Bitcoin goes up 50 percent per year then 12 percent is a rounding error
If Bitcoin does not go up fast enough or actually goes down you have sold a very loud promise into a very quiet cash flow

This is where the problem gets physical
You must generate hard dollars every quarter to pay that coupon
Bitcoin does not know you exist and does not remit dividends when your interest charges are due
So you are in a timing lottery every three months

Either you
Sell some Bitcoin and slowly destroy the premise
Or raise more capital and hope the music keeps playing
Or invent fee income and ancillary business lines large enough to plug the coupon hole

Third phase
Now we arrive at the reflexive yield loop you are pointing at

You have a DAT paying 12 percent on preferreds
I have a DAT paying 12 percent on preferreds
Neither of us has real operating income because our actual product is exposure to Bitcoin with a Greek chorus of buzzwords

So one of us says

What if my cash pile which is supposed to reassure preferred holders that coupons are safe
Instead goes and buys your 11.5 percent preferred
Then magically I have yield to point at

Look
We have cash flow
We hold this security that throws off a double digit coupon
This supports our ability to pay our own preferred
Please ignore that the source of that yield is another entity that is doing structurally the same thing as we are

It is not a cross ownership Ponzi in the formal legal sense
But it rhymes very loudly with circularity