We report the solution self-assembly of an ABC block terpolymer consisting of a polystyrene-block-poly(ethylene oxide) (PS-b-PEO) diblock copolymer tail tethered to a fluorinated polyhedral oligomeric silsesquioxane (FPOSS) cage in 1,4-dioxane/water. With increasing water content, abundant unconventional morphologies, including circular cylinders, two-dimensional hexagonally patterned colloidal nanosheets, and laterally patterned vesicles, are sequentially observed. The formation of toroids is dominated by two competing free energies: the end-cap energy of cylinders and the bending energy to form the circular structures. Incorporating the superhydrophobic FPOSS cages enhances the end-cap energy and promotes toroid formation. Lateral aggregation and fusion of the cylinders results in primitive nanosheets that are stabilized by the thicker rims to partially release the rim-cap energy. Rearrangement of the parallel-aligned FPOSS cylindrical cores generates hexagonally patterned nanosheets. Further increasing the water content induces the formation of vesicles with nanopatterned walls.