FYI, I had Sezzle shares with CMC and went through the conversion process a few months ago. It was easy, I just had to let CMC know I wanted to convert the CHESS shares into CDIs. Then using the new CDI reference number I let Computershare know I wanted to convert my SZL CDIs into SEZL Nasdaq Common Stock. Computershare sent me a certificate for the new shares after cancelling the CDIs. I linked this to a broker (IB) to allow trading if I wanted to.
