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Altisource Asset Management Corp

aamc · NYSE Financial Services
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Ticker aamc
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Sector Financial Services
Industry Asset Management
Employees 51-200
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FY2023 Annual Report · Altisource Asset Management Corp
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM 10-K

☒    ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2023

OR

☐    TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

COMMISSION FILE NUMBER: 001-36063

Altisource Asset Management Corporation
(Exact name of registrant as specified in its charter)

U.S. Virgin Islands
(State or other jurisdiction of incorporation or organization)

66-0783125
(I.R.S. Employer Identification No.)

5100 Tamarind Reef
Christiansted, U.S. Virgin Islands 00820
(Address of principal executive office)

(704) 275-9113
(Registrant’s telephone number, including area code)

Securities registered pursuant to Section 12(b) of the Act:

Title of Each Class
Common stock, par value $0.01 per share

Trading Symbol(s)
AAMC

Name of Exchange on which Registered
NYSE American

Securities registered pursuant to Section 12(g) of the Act: None.

Indicate by check if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. Yes ☐ No ☒

Indicate by check if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act. Yes ☐ No ☒

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934
during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing
requirements for the past 90 days. Yes ☒ No ☐

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of
Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). Yes ☒ No ☐

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an
emerging  growth  company.  See  the  definitions  of  “large  accelerated  filer,”  “accelerated  filer,”  “smaller  reporting  company,”  and  "emerging  growth
company" in Rule 12b-2 of the Exchange Act.

Large Accelerated Filer

Non-Accelerated Filer

☐

☒

Accelerated Filer

Smaller Reporting Company

Emerging Growth Company

☐

☒

☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new
or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the registrant has filed a report on and attestation to its management’s assessment of the effectiveness of its internal control
over financial reporting under Section 404(b) of the Sarbanes-Oxley Act (15 U.S.C.
7262(b)) by the registered public accounting firm that prepared or issued its audit report. ☒

If securities are registered pursuant to Section 12(b) of the Act, indicate by check mark whether the financial statements of the registrant included in the
filing reflect the correction of an error to previously issued financial statements. ☐

Indicate by check mark whether any of those error corrections are restatements that required a recovery analysis of incentive-based compensation received
by any of the registrant’s executive officers during the relevant recovery period pursuant to §240.10D-1(b). ☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes ☐ No ☒

The aggregate market value of common stock held by non-affiliates of the registrant was $39.0 million, based on the closing share price as reported on the
New York Stock Exchange on June 30, 2023 and the assumption that all Directors and executive officers of the registrant and their families and beneficial
holders of 10% of the registrant's common stock are affiliates. This determination of affiliate status is not necessarily a conclusive determination for any
other purpose.

As of March 25, 2024, 2,554,512 shares of our common stock were outstanding (excluding 2,129,973 shares held as treasury stock).

Portions of the Registrant's definitive proxy statement relating to its 2024 annual meeting of shareholders (the “2024 Proxy Statement”) are incorporated by
reference  into  Part  III  of  this  Annual  Report  on  Form  10-K  where  indicated.  The  Registrant  intends  to  file  the  2024  Proxy  Statement  with  the  U.S.
Securities and Exchange Commission not later than 120 days after the end of the fiscal year to which this report relates.

Altisource Asset Management Corporation
December 31, 2023
Table of Contents

Part I

Item 1. Business.

Item 1A. Risk Factors.

Item 1B. Unresolved Staff Comments.

Item 1C. Cybersecurity
Item 2. Properties.

Item 3. Legal Proceedings.

Item 4. Mine Safety Disclosures.

Part II

Item 5. Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities.

Item 6. Reserved.

Item 7. Management’s Discussion and Analysis of Financial Condition and Results of Operations.

Item 7A. Quantitative and Qualitative Disclosures About Market Risk.

Item 8. Consolidated Financial Statements and Supplementary Data.

Item 9. Changes in and Disagreements with Accountants on Accounting and Financial Disclosure.

Item 9A. Controls and Procedures.

Item 9B. Other Information.

Item 9C. Disclosure Regarding Foreign Jurisdictions that Prevent Inspections

Part III

Item 10. Directors, Executive Officers and Corporate Governance.

Item 11. Executive Compensation.

Item 12. Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters.

Item 13. Certain Relationships and Related Transactions, and Director Independence.

Item 14. Principal Accountant Fees and Services.

Part IV

Item 15. Exhibits.

Item 16. Form 10-K Summary

Signatures
Index to Consolidated Financial Statements

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References  in  this  report  to  “we,”  “our,”  “us,”  “AAMC,”  or  the  “Company”  refer  to  Altisource  Asset  Management  Corporation  and  its  consolidated
subsidiaries, unless otherwise indicated.

Special note on forward-looking statements

Our disclosure and analysis in this Annual Report on Form 10-K contain, and our officers, directors and authorized spokespersons may make, “forward-
looking statements” within the meaning of Section 27A of the Securities Act of 1933, as amended (the “Securities Act”), and Section 21E of the Securities
Exchange  Act  of  1934,  as  amended  (the  “Exchange  Act”).  In  some  cases,  you  can  identify  forward-looking  statements  by  the  use  of  forward-looking
terminology such as “may,” “will,” “should,” “expects,” “intends,” “plans,” “anticipates,” “believes,” “estimates,” “targets,” “predicts,” or “potential,” or
the negative of these words and phrases or similar words or phrases that are predictions of or indicate future events or trends and that do not relate solely to
historical matters. You can also identify forward-looking statements by discussions of strategy, plans or intentions.

The forward-looking statements contained in this report reflect our current views about future events and are subject to numerous known and unknown
risks,  uncertainties,  assumptions  and  changes  in  circumstances  that  may  cause  our  actual  business,  operations,  results  or  financial  condition  to  differ
significantly from those expressed in any forward-looking statement. Factors that may materially affect such forward-looking statements include, but are
not limited to:

•

•
•

•
•

Our ability to develop and implement new businesses or, to the extent such businesses are developed, our ability to make them successful
or sustain the performance of any such businesses;
Current inflationary economic and macro-economic and geopolitical events, and market conditions that can affect our business;
Our  ability  to  develop  and  implement  a  new  business  with  respect  to  that  certain  non-exclusive  patent  and  technology  licensing
agreement  between  the  Company  and  System73  Limited  entered  into  on  October  6,  2023  and  that  the  Company  will  achieve  its
expectations with respect to the patents and other intellectual property associated therewith;
Our ability to monetize our existing loan portfolio; and
The failure of our information technology systems, a breach thereto, and our ability to integrate and improve those systems at a pace fast
enough to keep up with competitors and security threats.

While  forward-looking  statements  reflect  our  good  faith  beliefs,  assumptions,  and  expectations,  they  are  not  guarantees  of  future  performance.  Such
forward-looking  statements  speak  only  as  of  their  respective  dates,  and  we  assume  no  obligation  to  update  them  to  reflect  changes  in  underlying
assumptions, new information or otherwise. For a further discussion of these and other factors that could cause our future results to differ materially from
any forward-looking statements contained herein, please refer to the section “Item 1A. Risk Factors.”

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Part I

Item 1. Business

Our Business

Altisource Asset Management Corporation (“we,” “our,” “us,” “AAMC,” or the “Company”) was incorporated in the U. S. Virgin Islands (“USVI”) on
March 15, 2012 (our “inception”) and commenced operations as an asset manager on December 21, 2012. As disclosed in our public filings, the Company's
asset management business operations ceased in 2021.

During  2022  and  2023,  the  Company  generated  alternative  private  credit  loans  through  Direct  to  Borrower  Lending,  Wholesale  Originations  and
Correspondent Loan Acquisitions and funded the originated or acquired alternative loans from a combination of Company equity and lines of credit. Those
loans were then sold through forward commitments and repurchase contracts.

Following a full year of ALG’s operations, our Board of Directors mandated a comprehensive review of the Company’s mortgage platform to improve the
performance of the business. The review involved assessments of operational efficiency and capacity issues, opportunities for cost reductions, strategies for
improving liquidity, among other initiatives, all with a view toward enhancing financial performance. The Company made significant progress in reducing
costs  and  streamlining  operations.  This  included  an  across-the-board  employee  right-sizing,  reducing  expenditures  for  third-party  professional  services,
reducing reliance on lines of credit and significantly reducing our investment in loans held for sale and investment. While  the  Company  will  retain  the
ability to originate and purchase loans in the future, it does not anticipate doing so other than on a very selective basis.

The Company’s principal line of business going forward is the development and licensing of a control system which increases the efficiency of electric
vehicles. On  October  6,  2023,  the  Company  signed  a  Non-Exclusive  Patent  and  Technology  Licensing  Agreement  (“PTL  Agreement”)  with  System73
Limited (“System73”), an entity incorporated under the laws of Malta and controlled and managed by the 49.5% owners of the Company’s common stock.
Under the PTL Agreement, the Company acquired a non-exclusive license for a set of patents for a control system which seeks to optimize the efficiency of
electric vehicles (“Alpha Controls”).

Electric  motors  have  very  narrow  ranges  of  torque  and  speed  where  they  are  highly  efficient.  Outside  of  that  range,  efficiency  generally  rapidly
deteriorates. By employing multiple motors with differing peak efficiency ranges in an electric vehicle, the overall efficiency can be improved. The patent
covers algorithms which optimize the utilization of multiple motors not only at a point in time but over the entire trip.

At the time of acquisition, the technology had been under development for five years. The mathematical algorithms had been developed, patents awarded
and the technology had been successfully bench tested at the University of Bath by our third party strategic partners/vendors Seabird Technologies Limited
(“Seabird”) and Purple Sector Limited (“Purple Sector”). These studies resulted in an 8 – 12% increase in efficiency.

There are two primary value propositions which the Company is pursuing:

•
•

Consumer - automotive and light truck to extend range and performance
Commercial and industrial both delivery and construction/mining equipment – minimize downtime for both expensive personnel and equipment
during recharging

Commencing January 1, 2024, these two strategic partners were engaged to develop and commercialize the multi-motor control system embodied in the
patents, including specifically to facilitate the creation of one or more prototype electric vehicles over the next 18 months. Seabird and Purple Sector have
extensive  relationships  with  auto  and  equipment  manufacturers  and  suppliers  and  are  incentivized  to  sign  licensing  agreements  over  the  18-month
development of the prototype and for the subsequent 24-month period:

•
•

10% ownership in the Company when revenue attributable to Partners’ efforts exceeds $500 million per annum.
Exclusive worldwide distributor for two years following development:

◦
◦

10% of revenue from net sales directly attributable to Partners’ efforts up to $250 million per annum.
20% of revenue from net sales directly attributable to Partners’ efforts over $250 million per annum.

As consideration for the patent rights grant provided in the PTL Agreement, the Company agreed to pay 6.2 million pounds sterling (approximately $8.0
million USD) in budgeted increments as they are incurred by System73 under the strategic arrangements with Seabird and Purple Sector, plus any future
third-party expenses reasonably incurred in connection with the filing, prosecution and maintenance of the patents.

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In  addition,  the  PTL  Agreement  contemplates  certain  equity  incentives  for  System73  based  on  performance.  The  PTL  Agreement  sets  out  “AAMC
Common Stock Milestones”, defined as each instance where the average closing price of the Company’s common stock for the preceding twenty (20) day
period reaches an amount equal to or in excess of a multiple of $100 (i.e., $100, $200, $300, etc.). Upon the occurrence of each such AAMC Common
Stock Milestone, System 73 would be awarded the number of shares of AAMC Common Stock equal to ten percent of the AAMC fully diluted Shares.
Consistent with New York Stock Exchange rules, any equity award under the PTL Agreement will be subject to stockholder approval.

Environmental, Social and Governance

The Company’s principal line of business going forward is the development and licensing of a control system which increases the efficiency of electric
vehicles.

Human Capital Resources

As of December 31, 2023, AAMC employed 13 full-time employees. At this time, our employees are primarily based in the United States Virgin Islands
and Florida. The retention of our employees and the ability to attract new employees are core to the sustainability and long-term success of AAMC, and we
will  invest  in  programs  that  attract,  retain,  develop,  and  care  for  our  people.  Cultural  priorities  and  values  are  closely  intertwined  with  our  overarching
business strategy, and we believe these priorities support AAMC’s ability to fulfill our mission and contribute to our ongoing focus on having a strong,
healthy culture and a capable and satisfied workforce.

Diversity, Equity, Inclusion, and Belonging

The  Company  believes  in  developing  an  atmosphere  that  fosters  diversity,  equity,  inclusion,  and  belonging.  This  mandate  starts  from  the  top  with  the
independent members of our Board of Directors. As of December 31, 2023, 50% of the Board of Directors and 84.6% of the workforce are female and/or
racially diverse employees at all levels within the organization including two of the three highest paid employees.

Competition

Loan Assets and Operations

We are subject to intense competition in acquiring, originating, and selling loans, the potential for initiating securitization transactions, and in other aspects
of our business. Dependent upon the loan product niche, our potential competitors may include in varying degrees, commercial banks, mortgage REITs,
regional  and  community  banks,  other  specialty  finance  companies,  financial  institutions,  as  well  as  investment  funds  and  other  investors  in  real  estate-
related assets. In addition, other companies may be formed that will compete with us. Some of our competitors may have higher risk tolerances or different
risk assessments, which could allow them to consider a wider variety of investments and establish more favorable relationships than we can. Some of our
competitors have greater resources than us, and we may not be able to compete successfully with them.

Electric Vehicle Assets and Operations

The EV market is rapidly evolving and highly competitive. With the introduction of new technologies, increased focus and competition in the market, and
the potential entry of new competitors into the market, we expect competition to increase in the future, which could harm demand for products that would
utilize our intellectual property rights, and, in turn harm our business, results of operations or financial condition.

Our current and prospective competitors include major manufacturers currently supplying the industry, automotive OEMs and potential new entrants to the
industry. Because of the importance of electrification, many automotive OEMs are researching and investing in battery development and production and
other means and technologies intended to enhance electric vehicle efficiencies and performance.

A  number  of  development-stage  companies  are  also  seeking  to  develop  and  improve  batteries  or  to  develop  new  technologies  for  enhancing  the
performance of electric vehicles. Some of these companies have established relationships with automotive OEMs and are in varying stages of development.

We believe our ability to compete, position and market our electric vehicle technologies successfully with other companies seeking to develop solid-state
batteries or develop new technologies for enhancing the performance of electric vehicles will depend on a number of factors including range enhancement,
charge rate, price, safety and reliability and on non-technical factors such as brand, established customer relationships and financial resources.

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Many  of  the  incumbents  have,  and  future  entrants  may  have,  greater  resources  than  we  have  and  may  also  be  able  to  devote  greater  resources  to  the
development of their current and future technologies. They may also have greater access to larger potential customer bases and have and may continue to
establish  cooperative  or  strategic  relationships  amongst  themselves  or  with  third  parties  (including  automotive  OEMs)  that  may  further  enhance  their
resources and offerings

Federal and State Regulatory and Legislative Developments

Our existing loan business could be affected by conditions in the housing, business-purpose, multifamily, and real estate markets and the broader financial
markets, as well as by the financial condition and resources of other participants in these markets. These markets and many of the participants in these
markets are subject to, or regulated under, various federal and state laws and regulations. In some cases, the government or government-sponsored entities,
such  as  Fannie  Mae  and  Freddie  Mac,  directly  participate  in  these  markets.  In  particular,  because  issues  relating  to  residential  real  estate  and  housing
finance can be areas of political focus, federal, state and local governments may be more likely to take actions that affect residential real estate, the markets
for financing residential real estate, and the participants in residential real estate-related industries than they would with respect to other industries. As a
result of the government’s statutory and regulatory oversight of the markets we participate in and the government’s direct and indirect participation in these
markets, federal and state governmental actions, policies, and directives can have an adverse effect on these markets and on our business and the value of,
and  the  returns  on,  mortgages,  mortgage-related  securities,  and  other  assets  we  own  or  may  acquire  in  the  future,  which  effects  may  be  material.  For
additional discussion regarding federal and state legislative and regulatory developments, see the risk factor below under the heading “Federal and state
legislative and regulatory developments and the actions of governmental authorities and entities may adversely affect our business and the value of, and
the returns on, mortgages, mortgage-related securities, and other assets we own or may acquire in the future" in Item 1A. Risk Factors of this Annual
Report on Form 10-K.

The  Company  itself  does  not  manufacture,  develop,  produce  or  sell  electric  vehicles,  systems  or  components  used  in  electric  vehicles.  Instead,  the
Company owns certain intellectual property rights related to electric vehicles under the PTL Agreement that it hopes to sell or license to manufactures (or
other third parties). As such, the Company is not directly subject to the governmental regulations and industry standards applicable to manufacturers or
sellers of electric vehicles. However, such regulations and standards apply to third parties who manufacture and sell electric vehicles that may utilize our
intellectual property assets, and therefore the Company and its partners need to stay abreast of the regulatory landscape and industry standards in this space
to  ensure  that  the  Company’s  intellectual  property  rights  and  assets  may  be  desirable  to  manufacturers  in  the  electric  vehicle  industry.  As  a  result,
governmental regulations and industry standards applicable to electric vehicle manufacturers and sellers may impact the Company and the electric vehicle
component of its business plan.

Electric vehicles are designed to comply with required government regulations and industry standards. The operations and products of electronic vehicle
manufacturers  are  subject  to  stringent  and  comprehensive  federal,  state  and  local  laws  and  regulations,  including,  but  not  limited  to,  governing  matters
related to environmental protection, occupational health and safety, and the release or discharge of materials into the environment, including air emissions
and wastewater discharges. Failure to comply with these laws and regulations may result in the assessment of administrative, civil and criminal penalties,
the imposition of investigatory and remedial obligations and the issuance of orders enjoining some or all of our operations in affected areas.

Government regulations regarding the manufacture, sale and implementation of products and systems used in, and a part of, electric vehicles are subject to
future change. We cannot predict what impact, if any, such changes may have on our intellectual property assets, or our business and prospects.

Available Information

Annual Reports on Form 10-K, Quarterly Reports on Form 10-Q, Current Reports on Form 8-K and, if applicable, amendments to those reports filed or
furnished  pursuant  to  Section  13(a)  of  the  Securities  Exchange  Act  of  1934,  as  amended,  are  available  free  of  charge  on  or  through  our  website,
www.altisourceamc.com  as  soon  as  reasonably  practicable  after  we  electronically  file  such  material  with,  or  furnish  it  to,  the  Securities  and  Exchange
Commission  (the  "SEC").  The  SEC’s  website,  http://www.sec.gov,  contains  reports,  proxy  and  information  statements,  and  other  information  regarding
issuers that file electronically with the SEC. Our website and the information on it or connected to it is not incorporated by reference and should not be
considered a part of this Annual Report on Form 10-K or any other filings with the SEC.

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Item 1A. Risk Factors

The following risk factors and other information included in this Annual Report on Form 10-K should be carefully considered. These risk factors are not
exhaustive. Many of these risks relate to our new businesses and will be increasingly critical as we invest additional funds in these businesses. If any of the
following  risks  actually  occur,  our  business,  operating  results  and  financial  condition  could  be  materially  adversely  affected.  The  Company  may  face
additional  risks  and  uncertainties  that  are  not  presently  known  to  it,  or  that  AAMC  currently  deems  immaterial,  which  may  also  impair  the  Company’s
business or financial condition.

We face a variety of risks that are substantial and inherent in our businesses. The following is a summary of some of the more important factors that could
affect our businesses:

Operational Electric Vehicle Intellectual Property Assets

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There is no guarantee that we will be able to further develop or monetize our intellectual property rights related to components and technology
used, or useful, in electric vehicles, or, if we are able to further advance and develop those rights that we will ultimately realize the revenues and
other benefits we expect.
The value of our intellectual property assets, and our future growth, is largely dependent on the demand for, and upon consumers’ willingness to
adopt, electric vehicles.
If  we,  or  our  partners,  are  unable  to  design,  develop,  and  market  products  and  technologies  that  utilize  our  intellectual  property  assets  in  the
electric vehicle space, or other product offerings that address other market opportunities, our business, prospects and operating results will suffer.
If  we,  or  our  partners,  are  unable  to  keep  up  with  advances  in  electric  vehicle  technology,  we  may  suffer  an  inability  to  obtain  a  competitive
position in the market or suffer a decline in our competitive position.
The  demand  for  electric  vehicles  depends,  in  part,  on  the  continuation  of  current  trends  resulting  from  historical  dependence  on  fossil  fuels.
Extended periods of low petroleum-based fuel prices could adversely affect demand for vehicles that would utilize our technology and intellectual
property rights, which could adversely affect our business, prospects, financial condition and operating results.

• Developments  in  alternative  technologies  or  improvements  in  the  internal  combustion  engine  may  materially  adversely  affect  the  demand  for

•

electric vehicles and components that would utilize our intellectual property assets.
The  unavailability,  reduction  or  elimination  of  government  and  economic  incentives  could  have  a  material  adverse  effect  on  our  business,
prospects, financial condition and operating results.

• Our business success will depend in part on the success of our, and our partners, strategic relationships with third parties. We may not be able to

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identify adequate strategic relationship opportunities, or form strategic relationships, in the future.
If electric vehicles and components that utilize our technology fail to perform as expected, our ability to further develop, market and license our
technology and intellectual property rights could be harmed.

• Our  intellectual  property  and  electric  vehicle  focused  business  model  has  yet  to  be  tested  and  any  failure  to  commercialize  our  strategic  plans
would have an adverse effect on our operating results and business, harm our reputation and could result in substantial liabilities that exceed our
resources.

• Any failure to protect our intellectual property rights could impair our ability to protect our proprietary technology.

General Operational

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Information technology failures or data security breaches could harm our business and result in substantial costs.
If we fail to develop, enhance and implement strategies to adapt to changing conditions in the real estate and capital markets, our business, results
of operations and financial condition may be materially and adversely affected.

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Alternative Private Credit Loan Operations and Assets

•

The nature of the assets we hold and the investments we make expose us to credit risk that could negatively impact the value of those assets and
investments, our earnings, dividends, cash flows, and access to liquidity, or otherwise negatively affect our business.

• We  may  have  concentrated  credit  risk  in  certain  geographical  regions  and  may  be  disproportionately  affected  by  an  economic  or  housing

downturn, natural disaster, terrorist event, climate change, or any other adverse event specific to those regions.
The timing of credit losses can harm our economic returns.

•
• Our efforts to manage credit risks may fail.
• Multifamily  and  business  purpose  mortgage  loan  borrowers  that  have  been  negatively  impacted  by  the  pandemic  may  not  make  payments  of

•

principal and interest relating to their mortgage loans on a timely basis, or at all, which could negatively impact our business.
The performance of the assets we own will vary and may not meet our earnings or cash flow expectations. In addition, the cash flows and earnings
from, and market values of loans, we own may be volatile.

• Our results could be adversely affected by counterparty credit risk.
• General economic developments and trends and the performance of the housing, real estate, mortgage finance, and broader financial markets may
adversely affect our existing mortgage business and the value of, and returns on, real estate-related and other assets we own or may acquire and
could also negatively impact our business and financial results.
Federal  and  state  legislative  and  regulatory  developments  and  the  actions  of  governmental  authorities  and  entities  may  adversely  affect  our
business and the value of, and the returns on, mortgages, mortgage-related securities, and other assets we own or may acquire in the future.

•

Internal

Failure to retain the tax benefits provided by the USVI would adversely affect our financial performance.

• We are subject to the risks of securities laws liability and related civil litigation.
•
• Our USVI operations may become subject to United States federal income taxation.
• Our cash balances are held at a number of financial institutions that expose us to their credit risk.
• Our  failure  to  meet  the  continued  listing  requirements  of  the  New  York  Stock  Exchange  (“NYSE”)  could  result  in  a  delisting  or  a  halt  in  the

trading of our common stock.
The market price and trading volume of our common stock may be volatile and may be affected by market conditions beyond our control.

•

RISKS RELATED TO OUR ELECTRIC VEHICLES INTELLECTUAL PROPERTY OPERATIONS

There is no guarantee that we will be able to further develop or monetize our intellectual property rights related to components and technology used, or
useful, in electric vehicles, or, if we are able to further advance and develop those rights that we will ultimately realize the revenues and other benefits
we expect.

Our intellectual property rights relate primarily to technology and components that are intended to be integrated into electric vehicles and used by electric
vehicle manufacturers. Our intellectual property assets are not yet in a commercial state and are not generating any revenue for the Company. We believe
our  technology  will  be  an  important  component  to  improve  and  maximize  utility  and  value  from  electric  vehicles.  However,  if  we,  or  our  partners,  are
unable to successfully develop, promote, market and eventually monetize our intellectual property rights, or, if third party manufacturers customers do not
consider it valuable or do not use it as intended, we may not achieve the benefits we expect from our intellectual property assets, and our revenues may
never materialize or may be lower than expected, all of which could adversely affect our business, prospects, financial condition, results of operations and
cash flows.

The value of our intellectual property assets, and our future growth, is largely dependent on the demand for, and upon consumers’ willingness to adopt,
electric vehicles.

Our future growth is largely dependent on the demand for, and upon consumers’ willingness to adopt electric vehicles, and even if electric vehicles become
more mainstream, consumers choosing electric vehicles that incorporate and utilize our intellectual property rights and assets. Demand for electric vehicles
may be affected by factors directly impacting automobile prices or the cost of purchasing and operating automobiles such as sales and financing incentives,
prices of raw materials and parts and components, cost of fuel and governmental regulations, including tariffs, import regulation and other taxes. Volatility
in  demand  may  lead  to  lower  vehicle  unit  sales,  which  may  result  in  downward  price  pressure  and  adversely  affect  our  business,  prospects,  financial
condition and operating results.

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In addition, the demand for vehicles that utilize our technology and intellectual property rights will depend upon the adoption by consumers of new energy
vehicles  in  general  and  electric  vehicles  in  particular.  The  market  for  new  energy  vehicles  is  still  rapidly  evolving,  characterized  by  rapidly  changing
technologies, competitive pricing and competitive factors, evolving government regulation and industry standards, and changing consumer demands and
behaviors.

Other factors that may influence the adoption of alternative fuel vehicles, and specifically electric vehicles, include:

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•

•
•
•
•
•

perceptions about electric vehicle quality, safety, design, performance and cost, especially if adverse events or accidents occur that are linked to
the quality or safety of electric vehicles, whether or not such vehicles are produced by us or other manufacturers;
range anxiety;
the availability of new energy vehicles, including plug-in hybrid electric vehicles;
the environmental consciousness of consumers, and their adoption of electric vehicles;
changes in the cost of oil and gasoline;
government  regulations  and  economic  incentives,  including  a  change  in  the  administrations  and  legislations  of  federal  and  state  governments,
promoting fuel efficiency and alternate forms of energy;
perceptions about and the actual cost of alternative fuel; and

•
• macroeconomic factors.

Any of the factors described above may cause current or potential customers not to purchase electric vehicles in general. If the market for electric vehicles
does not develop as we hope or develops more slowly than we anticipate, our business, prospects, financial condition and operating results will likely be
affected.

If we, or our partners, are unable to design, develop, and market products and technologies that utilize our intellectual property assets in the electric
vehicle space, or other product offerings that address other market opportunities, our business, prospects and operating results will suffer.

We, and our partners, may not be able to successfully develop products or otherwise advance or utilize our intellectual property assets. We will need to
develop and market our technology such that it is deemed attractive and useful in the electric vehicle marketplace. Successfully developing technologies
for, or useful in, the electric vehicle market requires delivering a technology or product that is deemed superior (whether due to price, characteristics, or
otherwise) or otherwise competitive with other similar technologies. Because the electric vehicle market is relatively new and is developing, acceptance of
our technologies and products utilizing our technologies, it is difficult to project demand and market acceptance and our ability to monetize our intellectual
property assets in a volume or manner we currently intend. Our failure to address existing or additional market opportunities would harm our business,
financial condition, operating results and prospects.

If we, or our partners, are unable to keep up with advances in electric vehicle technology, we may suffer an inability to obtain a competitive position in
the market or suffer a decline in our competitive position.

There are companies in the electric vehicle industry that have developed or are developing technologies that compete, or will compete, with our technology
and  vehicles  that  may  utilize  and  incorporate  technologies  and  vehicles  manufactured,  in  part,  using  our  intellectual  property  assets.  These  competitors
could be able to provide products and services similar to those that would utilize our technologies more efficiently or at greater scale. We may be unable to
keep up with changes in the electric vehicle technology sector and, as a result, may suffer a decline in our current or prospective competitive position. Any
failure to keep up with advances in electric vehicle technology would result in a decline in our competitive position, which would materially and adversely
affect our business, prospects, operating results and financial condition.

Our, and our partners’, research and development efforts may not be sufficient to adapt to changes in electric vehicle technology. As technologies change,
we  anticipate  that  our  intellectual  property  assets  and  rights  can  be  applied  to  upgraded  or  adopted  vehicle  models,  or  new  vehicle  models  in  order  to
continue  to  provide  vehicles  with  the  latest  technology.  However,  components  and  vehicles  utilizing  our  intellectual  property  assets  may  not  compete
effectively with alternatives if we, or our partners, are unable to modify, and integrate the latest technology into products utilizing our intellectual property
assets.

The demand for electric vehicles depends, in part, on the continuation of current trends resulting from historical dependence on fossil fuels. Extended
periods of low petroleum-based fuel prices could adversely affect demand for vehicles that would utilize our technology and intellectual property rights,
which could adversely affect our business, prospects, financial condition and operating results.

We believe that much of the present and projected demand for electric vehicles results from concerns about volatility in the cost of petroleum-based fuel,
the dependency of the United States on oil from unstable or hostile countries, government regulations and economic incentives promoting fuel efficiency
and alternative forms of energy, as well as the belief that poor air quality

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and climate change results in part from the burning of fossil fuels. If the cost of petroleum-based fuel decreased significantly, or the long-term supply of oil
in the United States improved, the government may eliminate or modify its regulations or economic incentives related to fuel efficiency and alternative
forms  of  energy.  If  there  is  a  change  in  the  perception  that  the  burning  of  fossil  fuels  does  not  negatively  impact  the  environment,  the  demand  for
commercial zero-emission electric vehicles could be reduced, and our business and revenue may be harmed. Diesel and other petroleum- based fuel prices
have been extremely volatile, and we believe this continuing volatility will persist. Lower diesel or other petroleum-based fuel prices over extended periods
of time may lower the current perception in government and the private sector that cheaper, more readily available energy alternatives should be developed
and produced. If diesel or other petroleum-based fuel prices remain at deflated levels for extended periods of time, the demand for electric vehicles may
decrease, which could have an adverse effect on our business, prospects, financial condition and operating results.

Developments in alternative technologies or improvements in the internal combustion engine may materially adversely affect the demand for electric
vehicles and components that would utilize our intellectual property assets.

Significant developments in alternative technologies, such as advanced diesel, ethanol and other renewable fuels, fuel cells or compressed natural gas, or
improvements in the fuel economy of the internal combustion engine, may materially and adversely affect our business and prospects in ways we do not
currently anticipate. For example, compressed natural gas or propane, which are abundant and relatively inexpensive in North America, may emerge as
consumers’ preference. Any failure by us to develop or acquire new or enhanced intellectual property rights, technologies or processes, or an inability to
react  to  changes  in  existing  technologies,  could  materially  decrease  demand  for  our  intellectual  property  assets  or  delay  our  ability  to  monetize  our
intellectual property assets, which would likely decrease the value of our intellectual property assets and adversely affect our financial performance and
results of operations.

The unavailability, reduction or elimination of government and economic incentives could have a material adverse effect on our business, prospects,
financial condition and operating results.

Any reduction, elimination or discriminatory application of government subsidies and economic incentives because of policy changes, or the reduced need
for such subsidies and incentives due to the perceived success of the electric vehicle or for other reasons, may result in the diminished competitiveness of
the alternative fuel and electric vehicle industry generally and, in turn, demand for our intellectual property rights and assets. This could materially and
adversely affect the growth of the alternative fuel automobile markets and our business, prospects, financial condition and operating results. While certain
tax credits and other incentives for alternative energy production, alternative fuel and electric vehicles have been available in the past, there is no guarantee
these programs will be available in the future. If current tax incentives are not available in the future, our financial position could be harmed.

Our  business  success  will  depend  in  part  on  the  success  of  our,  and  our  partners,  strategic  relationships  with  third  parties.  We  may  not  be  able  to
identify adequate strategic relationship opportunities, or form strategic relationships, in the future.

Our business success will depend in part on our ability to successfully manage and enter into productive strategic relationships with third parties. We do not
expect to directly manufacture control systems to be utilized in electric vehicles. Instead, we expect to attempt to license or sell our intellectual property
assets to third party manufacturers. Therefore, we will depend on various third parties to manufacture, market and sell products that utilize our intellectual
property assets. We have not yet entered into any formal relationships with third parties, or manufacturers of components or vehicles that would utilize and
integrate  our  technology.  Identifying,  entering,  maintaining  and  expanding  strategic  relationships  with  third  parties  is  critical  to  our  success.  Further,
relationships  we  enter  with  third  parties  may  ultimately  be  non-exclusive  and  in  such  a  case  would  not  prohibit  the  other  party  from  working  with  our
competitors.  These  relationships  also  may  not  result  in  additional  customers  or  enable  us  to  generate  significant  revenue.  Identifying  suitable  business
partners  and  negotiating  and  documenting  relationships  with  them  require  significant  time  and  resources.  If  we  are  unsuccessful  in  establishing  or
maintaining our relationships with these third parties, our ability to successfully monetize our intellectual property assets, compete in the marketplace or to
establish and grow our revenue could be impaired and our operating results would suffer.

If  electric  vehicles  and  components  that  utilize  our  technology  fail  to  perform  as  expected,  our  ability  to  further  develop,  market  and  license  our
technology and intellectual property rights could be harmed.

Vehicles  or  components  that  utilize  our  technology  and  intellectual  property  rights  may  not  perform  in  a  manner  that  is  consistent  with  our  customers’
expectations for a variety of reasons. If electric vehicles that utilize or integrate our technologies were to contain defects in design and manufacture that
cause them not to perform as expected or that require repair, or experience any other failure to perform as expected, it could harm our reputation and result
in delivery delays, product recalls, product liability claims, significant warranty and other expenses, which could, in part, be blamed on or attributed to our
Company and, in turn, have a material adverse impact on our ability to develop, market and license our technology to electric vehicle manufacturers. While
we  expect  that  we,  or  our  partners,  will  perform  extensive  internal  testing,  there  currently  is  no  frame  of  reference  by  which  to  evaluate  the  long-term
performance of vehicles that will utilize or integrate our technologies.

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There can be no assurance that we will be able to detect and fix any defects in our technology prior to their integration into vehicles that are ultimately sold
to  customers.  Further,  the  performance  of  our  electronic  vehicles  may  be  negatively  impacted  by  other  factors,  such  as  limitations  inherent  in  existing
battery technology and extreme weather conditions.

Any vehicle product defects or any other failure of our technology and products / vehicles utilizing our technology to perform as expected could harm our
reputation  and  result  in  development  delays,  product  recalls,  product  liability  claims,  significant  warranty  and  other  expenses,  customer  losses  and  lost
revenue, any of which could have a material adverse impact on our business, financial condition, operating results and prospects.

Our intellectual property and electric vehicle focused business model has yet to be tested and any failure to commercialize our strategic plans would
have an adverse effect on our operating results and business, harm our reputation and could result in substantial liabilities that exceed our resources.

Investors  should  be  aware  of  the  difficulties  normally  encountered  when  an  enterprise  enters  into  a  new  business  line  or  industry,  many  of  which  are
beyond our control, including substantial risks and expenses while establishing or entering new markets, setting up operations and undertaking marketing
activities. When we entered into the PTL Agreement with System73 in October 2023, we essentially began to operate and focus on an entirely new line of
business as it relates to the Company. The likelihood of our success in monetizing our intellectual property rights and assets must be considered in light of
these risks, expenses, complications, delays and the competitive environment in which we operate. There is, therefore, nothing at this time upon which to
base  an  assumption  that  our  new  business  model  will  prove  successful,  and  we  may  not  be  able  to  generate  significant  revenue  (or  any  revenue),  raise
additional capital or operate profitably. We will continue to encounter risks and difficulties frequently experienced by early commercial stage companies,
including scaling up our infrastructure, and may encounter unforeseen expenses, difficulties or delays in connection with implementing our new business
plan.  In  addition,  we  can  be  expected  to  continue  to  sustain  substantial  operating  expenses  without  generating  sufficient  (or  any)  revenues  to  cover
expenditure. Any investment in our company is therefore highly speculative and could result in the loss of your entire investment.

Any failure to protect our intellectual property rights could impair our ability to protect our proprietary technology.

Our success and ability to compete depend in part upon our intellectual property. We primarily rely on intellectual property laws, including trade secret,
copyright, trademark and patent laws in the United States and abroad, and use contracts, confidentiality procedures, non-disclosure agreements, employee
disclosure and invention assignment agreements and other contractual rights to protect our intellectual property. However, the steps we take to protect our
intellectual property rights may be inadequate, or we may be unable to secure intellectual property protection for all of our products and services.

If  we  are  unable  to  protect  our  intellectual  property,  our  competitors  could  use  our  intellectual  property  to  market  products,  services  or  products  and
services  similar  to  ours  and  our  ability  to  compete  effectively  would  be  impaired.  Moreover,  others  may  independently  develop  technologies  that  are
competitive  to  ours  or  infringe  our  intellectual  property.  Any  of  our  intellectual  property  rights  may  be  challenged  by  others  or  invalidated  through
administrative  processes  or  litigation.  The  enforcement  of  our  intellectual  property  rights  depends  on  our  legal  actions  against  these  infringers  being
successful,  but  these  actions  may  not  be  successful,  even  when  our  rights  have  been  infringed.  In  addition,  we  might  be  required  to  spend  significant
resources  to  monitor  and  protect  our  intellectual  property  rights,  and  our  efforts  to  enforce  our  intellectual  property  rights  may  be  met  with  defenses,
counterclaims and countersuits attacking the validity and enforceability of our intellectual property rights. Litigation to protect and enforce our intellectual
property rights could be costly, time-consuming and distracting to management, whether or not it is resolved in our favor, and could ultimately result in the
impairment or loss of portions of our intellectual property. Any patents issued in the future may not provide us with competitive advantages or may be
successfully challenged by third parties.

Furthermore, legal standards relating to the validity, enforceability and scope of protection of intellectual property rights are uncertain. Effective protection
of our intellectual property may not be available to us in every country in which our products and services are available. The laws of some foreign countries
may  not  be  as  protective  of  intellectual  property  rights  as  those  in  the  U.S.,  and  mechanisms  for  enforcement  of  intellectual  property  rights  may  be
inadequate. Accordingly, despite our efforts, we may be unable to prevent third parties from infringing upon or misappropriating our intellectual property.

RISKS RELATED TO OUR GENERAL OPERATIONS

Information technology failures or data security breaches could harm our business and result in substantial costs.

We  use  information  technology  and  other  computer  resources  to  carry  out  important  operational  activities  and  to  maintain  our  business  records.  Our
computer systems, including our back-up systems, are subject to damage or interruption from power outages, computer and telecommunications failures,
computer  viruses,  security  breaches  (through  cyber-attacks  from  computer  hackers  and  sophisticated  organizations),  catastrophic  events  such  as  fires,
tornadoes and hurricanes, usage errors by our

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employees, or cyber-attacks or errors by third party vendors who have access to our confidential data or that of our customers. While to our knowledge we
have  not  experienced  a  significant  cyber-attack,  we  are  continuously  working  to  improve  our  information  technology  systems  and  provide  employee
awareness  training  around  phishing,  malware,  and  other  cyber  risks  to  enhance  our  levels  of  protection,  to  the  extent  possible,  against  cyber  risks  and
security breaches, and monitor to prevent, detect, address and mitigate the risk of unauthorized access, misuse, computer viruses and other events that could
have an impact on our business, there is no assurance that advances in computer capabilities, new technologies, methods or other developments will detect
or prevent security breaches and safeguard access to proprietary or confidential information.

The frequency and sophistication of cyber-attacks on companies has increased in recent years, including significant ransomware attacks and foreign attacks
on prominent companies and computer software programs. If our computer systems and our back-up systems are damaged, breached, or cease to function
properly,  or  if  there  are  intrusions  or  failures  of  critical  infrastructure  such  as  the  power  grid  or  communications  systems,  we  could  suffer  extended
interruptions in our operations. Any such disruption could damage our reputation, result in lost customers, lost revenue and market value declines, lead to
legal proceedings against us by affected third parties resulting in penalties or fines and require us to incur significant costs to remediate or otherwise resolve
these  issues.  In  addition,  the  costs  of  maintaining  adequate  protection  and  insurance  against  such  threats,  as  they  develop  in  the  future  (or  as  legal
requirements related to data security increase) could be material.

Breaches of our computer or data systems, including those operated by third parties on our behalf, could result in the unintended public disclosure or the
misappropriation of our proprietary information or personal and confidential information, about our employees, customers and business partners, requiring
us to incur significant expense to address and resolve. The misappropriation and/or release of confidential information may also lead to legal or regulatory
proceedings against us by affected individuals and the outcome of such proceedings could include penalties or fines and require us to incur significant costs
to remediate or otherwise resolve. Depending on its nature, a particular breach or series of breaches of our systems may result in the unauthorized use,
appropriation or loss of confidential or proprietary information on a one-time or continuing basis, which may not be detected for a period of time.

If we fail to develop, enhance and implement strategies to adapt to changing conditions in the real estate and capital markets, our business, results of
operations and financial condition may be materially and adversely affected.

The manner in which we compete and the loans for which we compete are affected by changing conditions, which can take the form of trends or sudden
changes in our industry, regulatory environment, changes in the role of government-sponsored entities, changes in the role of credit rating agencies or their
rating criteria or process or the United States economy more generally. If we do not effectively respond to these changes, or if our strategies to respond to
these changes are not successful, our business, results of operations and financial condition may be materially and adversely affected.

RISKS RELATED TO OUR ALTERNATIVE PRIVATE CREDIT LOAN OPERATIONS AND ASSETS STRATEGY

The  nature  of  the  assets  we  hold  and  the  investments  we  make  expose  us  to  credit  risk  that  could  negatively  impact  the  value  of  those  assets  and
investments, our earnings, dividends, cash flows, and access to liquidity, or otherwise negatively affect our business.

We assume credit risk primarily through the ownership of business purpose and multifamily real estate loans. Credit losses on these types of real estate
loans can occur for many reasons, including: fraud; poor underwriting; poor servicing practices; weak economic conditions; increases in payments required
to be made by borrowers; declines in the value of real estate; declining rents and/or elevated delinquencies associated with single- and multifamily rental
housing; the outbreak of highly infectious or contagious diseases; natural disasters, the effects of climate change (including flooding, drought, wildfires,
and severe weather) and other natural events; uninsured property loss; over-leveraging of the borrower; costs of remediation of environmental conditions,
such as indoor mold; changes in zoning or building codes and the related costs of compliance; acts of war or terrorism; changes in legal protections for
lenders and other changes in law or regulation; and personal events affecting borrowers, such as reduction in income, job loss, divorce, or health problems.
In addition, the amount and timing of credit losses could be affected by loan modifications, delays in the liquidation process, documentation errors, and
other actions by servicers. Weakness in the U.S. economy or the housing market could cause our credit losses to increase beyond levels that we currently
anticipate.

Credit losses on business purpose and multifamily real estate loans can occur for many of the reasons noted above. Moreover, these types of real estate
loans may not be fully amortizing, and therefore, the borrower’s ability to repay the principal when due may depend upon the ability of the borrower to
refinance  or  sell  the  property  at  maturity.  Business  purpose  and  multifamily  real  estate  loans  and  real  estate  loans  collateralizing  business  purpose  and
multifamily securities are particularly sensitive to conditions in the rental housing market and to demand for residential rental properties.

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For loans we own directly, we will most likely be in a position to incur credit losses - should they occur - only after losses are borne by the owner of the
property (e.g., by a reduction in the owner’s equity stake in the property). We may take actions available to us in an attempt to protect our position and
mitigate the amount of credit losses, but these actions may not prove to be successful and could result in our increasing the amount of credit losses we
ultimately incur on a loan.

Additionally, loans to small, privately owned businesses such as borrowers from our business purpose loan origination platforms involve a high degree of
business and financial risk. Often, there is little or no publicly available information about these businesses. Accordingly, we must rely on our own due
diligence to obtain information in connection with our investment decisions. A borrower’s ability to repay its loan may be adversely impacted by numerous
factors, including a downturn in its industry or other negative local or more general economic conditions. Deterioration in a borrower’s financial condition
and prospects may be accompanied by deterioration in the collateral for the loan. These factors may have an impact on loans involving such businesses, and
can result in substantial losses, which in turn could have a material and adverse effect on our business, results of operations and financial condition.

We may have concentrated credit risk in certain geographical regions and may be disproportionately affected by an economic or housing downturn,
natural disaster, terrorist event, climate change, or any other adverse event specific to those regions.

A decline in the economy or difficulties in certain real estate markets, such as a high level of foreclosures in a particular area, are likely to cause a decline
in the value of multifamily properties in that market. This, in turn, will increase the risk of delinquency, default, and foreclosure on real estate loans we may
hold with properties in those regions. This may then adversely affect our credit loss experience and other aspects of our business, including our ability to
securitize (or otherwise sell) real estate loans and securities.

The occurrence of a natural disaster (such as an earthquake, tornado, hurricane, flood, landslide, or wildfire), or the effects of climate change (including
flooding, drought, and severe weather), may cause decreases in the value of real estate (including sudden or abrupt changes) and would likely reduce the
value of the properties collateralizing real estate loans we own. For example, in recent years, hurricanes have caused widespread flooding in Florida and
Texas and wildfires and mudslides in northern and southern California have destroyed or damaged thousands of homes. Since certain natural disasters may
not typically be covered by the standard hazard insurance policies maintained by borrowers, the borrowers may have to pay for repairs due to the disasters.
Borrowers may not repair their property or may stop paying their mortgage loans under those circumstances, especially if the property is damaged. This
would likely cause foreclosures to increase and lead to higher credit losses on our loans.

The timing of credit losses can harm our economic returns.

The timing of credit losses can be a material factor in our economic returns from real estate loans, investments, and securities. If unanticipated losses occur
within the first few years after a loan is originated, those losses could have a greater negative impact on our investment returns than unanticipated losses on
more  seasoned  loans.  The  timing  of  credit  losses  could  be  affected  by  the  creditworthiness  of  the  borrower,  the  borrower’s  willingness  and  ability  to
continue  to  make  payments,  and  new  legislation,  legal  actions,  or  programs  that  allow  for  the  modification  of  loans  or  rental  obligations,  or  ability  for
borrowers or tenants to get relief through forbearance, bankruptcy or other avenues.

Our efforts to manage credit risks may fail.

We will attempt to manage risks of credit losses by continually evaluating our investments for impairment indicators and establishing reserves under GAAP
for credit and other risks based upon our assessment of these risks. We cannot establish credit reserves for tax accounting purposes. The amount of reserves
that we establish may prove to be insufficient, which would negatively impact our financial results and would result in decreased earnings. In addition, cash
and other capital we hold to help us manage credit and other risks and liquidity issues may prove to be insufficient. If these increased credit losses are
greater than we anticipated, and we need to increase our credit reserves, our GAAP earnings might be reduced. Increased credit losses may also adversely
affect our cash flows, ability to invest, asset fair values, access to short-term borrowings, and ability to finance assets.

Changes in consumer behavior, bankruptcy laws, tax laws, regulation of the mortgage industry, and other laws may exacerbate loan or investment losses. In
most  cases,  the  value  of  the  underlying  property  will  be  the  sole  effective  source  of  funds  for  any  recoveries.  Other  changes  or  actions  by  judges  or
legislators  regarding  mortgage  loans  and  contracts,  including  the  voiding  of  certain  portions  of  these  agreements,  may  reduce  our  earnings,  impair  our
ability to mitigate losses, or increase the probability

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and severity of losses. Any expansion of our loss mitigation efforts could increase our operating costs and the expanded loss mitigation efforts may not
reduce our future credit losses.

Multifamily and business purpose mortgage loan borrowers that have been negatively impacted by the pandemic, macro-economic conditions, or by
other events may not make payments of principal and interest relating to their mortgage loans on a timely basis, or at all, which could negatively impact
our business.

Multifamily and business purpose loans could be subject to similar risks as those described above and could likely be impaired, potentially materially to the
extent multifamily and business purpose loan borrowers have been negatively impacted by the pandemic, economic events or other conditions affecting
their liquidity and do not timely remit payments of principal and interest relating to their mortgage loans. In addition, if tenants who rent their residence
from  a  multifamily  or  business  purpose  loan  borrower  are  unable  to  make  rental  payments,  are  unwilling  to  make  rental  payments,  or  a  waiver  of  the
requirement to make rental payments on a timely basis, or at all, is available under the terms of any applicable forbearance or waiver agreement or program
(which rental payment forbearance or waiver program may be available as a result of a government-sponsored or -imposed program or under any such
agreement or program a landlord may otherwise offer to tenants), then the value of multifamily and business purpose loans we own will likely be impaired,
potentially  materially.  Moreover,  to  the  extent  the  economic  impact  of  any  such  pandemic  impacts  local,  regional  or  national  economic  conditions,  the
value of multifamily and residential real estate that secures multifamily and business purpose loans is likely to decline, which would also likely negatively
impact the value of mortgage loans we own, potentially materially.

Additionally, a significant amount of the business purpose loans that we own are short-term bridge loans that are secured by residential properties that are
undergoing  rehabilitation  or  construction  and  not  occupied  by  tenants.  Because  these  properties  are  generally  not  income  producing  (e.g.,  from  rental
revenue), in order to fund principal and interest payments, these borrowers may seek to renegotiate the terms of their mortgage loan, including by seeking
payment  forbearance,  waivers,  or  maturity  extensions  as  a  result  of  being  negatively  impacted  by  the  pandemic.  Moreover,  planned  construction  or
rehabilitation of these properties may not be able to proceed on a timely basis or at all due to operating disruptions or government mandated moratoriums
on  construction,  development  or  redevelopment.  All  of  the  foregoing  factors  would  also  likely  negatively  impact  the  value  of  mortgage  loans  we  own,
potentially materially.

The performance of the assets we own will vary and may not meet our earnings or cash flow expectations. In addition, the cash flows and earnings
from, and market values of loans, we own may be volatile.

We  seek  to  manage  certain  of  the  risks  associated  with  acquiring,  originating,  holding,  selling,  and  managing  real  estate  loans.  No  amount  of  risk
management  or  mitigation;  however,  can  change  the  variable  nature  of  the  cash  flows  of,  fair  values  of,  and  financial  results  generated  by  these  loans.
Changes in the credit performance of, or the prepayments on, these real estate loans, and changes in interest rates impact the cash flows on these loans, and
the  impact  could  be  significant  for  our  loans  with  concentrated  risks.  Changes  in  cash  flows  lead  to  changes  in  our  return  on  investment  and  also  to
potential variability in and level of reported income. The revenue recognized on some of our assets is based on an estimate of the yield over the remaining
life of the asset. Thus, changes in our estimates of expected cash flow from an asset will result in changes in our reported earnings on that asset in the
current reporting period. We may be forced to recognize adverse changes in expected future cash flows as a current expense, further adding to earnings
volatility.

Our results could be adversely affected by counterparty credit risk.

We have credit risks that are generally related to the counterparties with which we do business. There is a risk that counterparties will fail to perform under
their contractual arrangements with us, and this risk is usually more pronounced during an economic downturn. The economic impact of the pandemic and
the associated volatility in the financial markets has at times triggered, and is likely to trigger additional periods of economic slowdown or recession, and
such conditions could jeopardize the solvency of counterparties with which we do business. Those risks of non-performance may differ materially from the
risks  entailed  in  exchange-traded  transactions,  which  generally  are  backed  by  clearing  organization  guarantees,  daily  mark-to-market  and  settlement  of
positions, and segregation and minimum capital requirements applicable to intermediaries. Transactions entered into directly between parties generally do
not  benefit  from  those  protections,  and  expose  the  parties  to  the  risk  of  counterparty  default.  Furthermore,  there  may  be  practical  and  timing  problems
associated with enforcing our rights to assets in the case of an insolvency of a counterparty.

In the event a counterparty to our borrowings becomes insolvent, we may fail to recover the full value of our pledged collateral, thus reducing our earnings
and liquidity. In addition, the insolvency of one or more of our financing counterparties could reduce the amount of financing available to us, which would
make it more difficult for us to leverage the value of our assets and obtain substitute financing on attractive terms or at all. A material reduction in our
financing  sources  or  an  adverse  change  in  the  terms  of  our  financings  could  have  a  material  adverse  effect  on  our  financial  condition  and  results  of
operations. In the event a

11

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counterparty to our interest rate agreements or other derivatives becomes insolvent or interprets our agreements with it in a manner unfavorable to us, our
ability to realize benefits from the hedge transaction may be diminished, any cash or collateral we pledged to the counterparty may be unrecoverable, and
we may be forced to unwind these agreements at a loss. In the event a counterparty that sells us mortgage loans becomes insolvent or is acquired by a third
party, we may be unable to enforce our loan repurchase rights in connection with a breach of loan representations and warranties and we may suffer losses
if  we  must  repurchase  delinquent  loans.  In  the  event  that  one  of  our  sub-servicers  becomes  insolvent  or  fails  to  perform,  loan  delinquencies  and  credit
losses may increase, and we may not receive the funds to which we are entitled. We will attempt to diversify our counterparty exposure, although we may
not  always  be  able  to  do  so.  Our  counterparty  risk  management  strategy  may  prove  ineffective  and,  accordingly,  our  earnings  and  cash  flows  could  be
adversely affected.

General  economic  developments  and  trends  and  the  performance  of  the  housing,  real  estate,  mortgage  finance,  and  broader  financial  markets  may
adversely affect our existing mortgage business and the value of, and returns on, real estate-related and other assets we own or may acquire and could
also negatively impact our business and financial results.

Our level of business activity and the profitability of our business, as well as the values of, and the cash flows from, the assets we own, are affected by
developments  in  the  U.S.  economy  and  the  broader  global  economy.  As  a  result,  negative economic  developments  are  likely  to  negatively  impact  our
business and financial results. There are a number of factors that could contribute to negative economic developments, including, but not limited to, U.S.
fiscal and monetary policy changes, including Federal Reserve policy shifts and changes in benchmark interest rates, changing U.S. consumer spending
patterns, negative developments in the housing, single-family rental (“SFR”), multifamily, and real estate markets, rising unemployment, rising government
debt levels, changing expectations for, or the occurrence of, inflation and deflation, or adverse global political and economic events, such as the outbreak of
pandemic, epidemic disease, or warfare.

Rising inflation and elevated U.S. budget deficits and overall debt levels, including as a result of federal pandemic relief and stimulus legislation and/or
economic or market and supply chain conditions, can put upward pressure on interest rates and could be among the factors that could lead to higher interest
rates in the future. Higher interest rates could adversely affect our overall business, income, including by reducing the fair value of many of our assets. This
may  affect  our  earnings  results,  reduce  our  ability  to  securitize,  re-securitize,  or  sell  our  assets,  or  reduce  our  liquidity.  Higher  interest  rates  could  also
reduce the ability of borrowers to make interest payments or to refinance their loans.

Real estate values, and the ability to generate returns by owning or taking credit risk on loans secured by real estate, are important to our business.

Federal and state legislative and regulatory developments and the actions of governmental authorities and entities may adversely affect our existing
mortgage business and the value of, and the returns on, mortgages, mortgage-related securities, and other assets we own or may acquire in the future.

As noted above, our existing mortgage business is affected by conditions in the housing, business purpose, multifamily, and real estate markets and the
broader financial markets, as well as by the financial condition and resources  of  other  participants  in  these  markets.  These  markets  and  many  of  the
participants  in  these  markets  are  subject  to,  or  regulated  under,  various  federal  and  state  laws  and  regulations.  In  some  cases,  the  government  or
government-sponsored  entities,  such  as  Fannie  Mae  and  Freddie  Mac,  directly  participate  in  these  markets.  In  particular,  because  issues  relating  to
residential housing and real estate finance can be areas of political focus, federal, state and local governments may be more likely to take actions that affect
residential housing, the markets for financing residential housing, and the participants in residential housing-related industries than they would with respect
to other industries. As a result of the government’s statutory and regulatory oversight of the markets we  participate  in  and  the  government’s  direct  and
indirect participation in these markets, federal and state governmental actions, policies, and directives can have an adverse effect on these markets and on
our business and the value of, and the returns  on,  mortgages,  mortgage-related  securities,  and  other  assets  we  own  or  may  acquire  in  the  future,  which
effects may be material.

Ultimately,  we  cannot  assure  you  of  the  impact  that  governmental  actions  may  have  on  our  business  or  the  financial  markets  and,  in  fact,  they  may
adversely affect us, possibly materially. We cannot predict whether or when such actions may occur or what unintended or unanticipated impacts, if any,
such actions could have on our business and financial results. Even after governmental actions have been taken and we believe we understand the impacts
of those actions, prevailing interpretations

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may shift, or we may not be able to effectively respond to them so as to avoid a negative impact on our business or financial results.

SPECIFIC RISKS RELATING TO US

We are subject to the risks of securities laws liability and related civil litigation.

We may be subject to risk of securities litigation and derivative actions from time to time as a result of being publicly traded, including the actions set forth
in Note 6 - Commitments and Contingencies. There can be no assurance that any settlement or liabilities in any future lawsuits or claims against us would
be covered or partially covered by our insurance policies, which could have a material adverse effect on our earnings in one or more periods. The range of
possible  resolutions  for  any  potential  legal  actions  could  include  determinations  and  judgments  against  us  or  settlements  that  could  require  substantial
payments by us, including the costs of defending such suits, which could have a material adverse effect on our financial condition, results of operations and
cash flows.

Failure to retain the tax benefits provided by the USVI would adversely affect our financial performance.

We are incorporated under the laws of the USVI and are headquartered in the USVI. The USVI has an Economic Development Commission (the “EDC”)
that provides benefits (“EDC Benefits”) to certain qualified businesses in the USVI that enable us to avail ourselves of significant tax benefits for a 30-year
period. We received our certificate to operate as a company that qualifies for EDC Benefits as of February 1, 2013, which provides us with a 90% tax credit
on USVI-source income so long as we comply with the requirements of the EDC and our certificate of benefits. It is possible that we may not be able to
retain our qualifications for the EDC Benefits or that changes in U.S. federal, state, local or USVI taxation statutes or applicable regulations may cause a
reduction in or an elimination of the EDC Benefits, all of which could result in a significant increase to our tax expense and, therefore, adversely affect our
financial condition and results of operations.

Our USVI operations may become subject to United States federal income taxation.

Our parent company is incorporated under the laws of the USVI and intends to operate in a manner that will cause us to be treated as not engaging in a
trade  or  business  within  the  United  States,  which  will  cause  us  to  be  exempt  from  current  United  States  federal  income  taxation  on  our  net  income.
However, because there are no definitive standards provided by the U.S. Internal Revenue Code, regulations or court decisions as to the specific activities
that constitute being engaged in the conduct of a trade or business within the United States, and as any such determination is essentially factual in nature,
we cannot assure you that the Internal Revenue Service (“IRS”) will not successfully assert that we are engaged in a trade or business within the United
States.

If the IRS were to successfully assert that we have been engaged in a trade or business within the United States in any taxable year, various adverse tax
consequences could result, including the following:

• We may become subject to current United States federal income taxation on our net income from sources within the United States;
• We may be subject to United States federal income tax on a portion of our net investment income, regardless of its source;
• We may not be entitled to deduct certain expenses that would otherwise be deductible from the income subject to United States taxation; and
• We may be subject to United States branch profits tax on profits deemed to have been distributed out of the United States.

Our cash balances are held at a number of financial institutions that expose us to their credit risk

We  maintain  our  cash  and  cash  equivalents  at  financial  or  other  intermediary  institutions.  The  combined  account  balances  at  each  institution  typically
exceed FDIC insurance coverage of $250,000 per depositor, and, as a result, there is a concentration of credit risk related to amounts on deposit in excess of
FDIC insurance coverage. At December 31, 2023, substantially all of our cash and cash equivalent balances held at financial institutions exceeded FDIC
insured limits. On March 10, 2023, the FDIC took control and was appointed receiver of Silicon Valley Bank (“SVB”), and on March 12, 2023, the FDIC
took control and was appointed receiver of Signature Bank, and on March 16, 2023, First Republic Bank received a commitment for a $30 billion deposit
infusion, each case due primarily to liquidity concerns. As of March 13, 2023, the Company did not have any direct exposure to SVB, Signature Bank, or
First Republic. However, if other banks and financial institutions enter receivership or become insolvent in the future in response to financial conditions
affecting the banking system and financial markets, our

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ability, and the ability of our customers, clients and vendors, to access existing cash, cash equivalents and investments, or to access existing or enter into
new banking arrangements or facilities, may be threatened and could have a material adverse effect on our business and financial condition.

Our failure to meet the continued listing requirements of the NYSE could result in a delisting or a halt in the trading of our common stock.

We must continue to satisfy the NYSE’s continued listing requirements. If we fail to satisfy the continued listing requirements of the NYSE, the NYSE may
take steps to delist our common stock or halt the trading of our common stock. Such a delisting or trading halt would likely have a negative effect on the
price of our common stock and would impair a shareholder's ability to sell or purchase our common stock when they wish to do so. We cannot assure the
shareholders  that  we  will  continue  to  meet  the  existing  listing  requirements  of  the  NYSE  because  some  of  the  requirements,  like  the  number  of
shareholders and the trading price of our common stock, are outside of our control.

On November 30, 2021, the NYSE halted trading in our common stock. Although the NYSE allowed trading to resume on March 21, 2022, shareholders
were unable to trade our common stock while the trading halt was in place. Any further trading halt would prevent shareholders from selling the stock until
the trading halt is lifted and the trading price may be adversely affected if trading in the stock begins again.

On  November  30,  2023,  the  Company  received  a  written  notice  (the  “Notice”)  from  the  NYSE  that  the  NYSE  would  delist  the  Company’s  shares  of
common stock (the “Securities”) from the Exchange. NYSE Regulation staff had determined that the Company was no longer qualified for listing pursuant
to  Section  1009(a)  of  the  NYSE  American  Company  Guide,  citing  non-compliance  with  the  Stockholders’  Equity  requirements  provided  in  Sections
1003(a)(i), (ii) and (iii) thereof.

As a result of the transactions provided in the Settlement Agreement (see Note 11 - Subsequent Events), including the surrender of the Preferred Shares,
which transactions have the effect of increasing the Company’s Stockholders’ Equity, the NYSE informed the Company on January 192, 2024 that it had
rescinded the Notice and that the Company’s Securities would not be delisted from the Exchange pursuant to such Notice. A similar issue could occur in
the future.

The market price and trading volume of our common stock may be volatile and may be affected by market conditions beyond our control.

The  price  at  which  our  common  stock  trades  has  fluctuated,  and  may  continue  to  fluctuate,  significantly.  The  market  price  of  our  common  stock  may
fluctuate in response to many things, including but not limited to, the following:

Regulatory actions;
Lack of liquidity;

Potential conflicts of interest, or the discontinuance of our strategic relationships;

• Variations in actual or anticipated results of our operations, liquidity or financial condition;
Changes in, or the failure to meet, our financial estimates or those of by securities analysts;
•
• Actions or announcements by our competitors;
•
• Actual or anticipated accounting problems;
•
•
• An inability to develop or obtain new businesses or client relationships, respectively;
Changes in the market outlook for the real estate, mortgage or housing markets;
•
Technology changes in our business;
•
Changes in interest rates that lead purchasers of our common stock to demand a higher yield;
•
• Actions by our stockholders;
•
• General market, economic and political conditions, including an economic slowdown or dislocation in the global credit markets;
•
•
•
• Departure of our key personnel.

Failure to maintain the listing of our common stock on the NYSE;
Changes in accounting principles;
Passage of legislation or other regulatory developments that adversely affect us or our industry; and

Speculation in the press or investment community;

The  market  prices  of  securities  of  alternative  lenders  have  experienced  fluctuations  that  often  have  been  unrelated  or  disproportionate  to  the  operating
results of these companies. These market fluctuations could result in extreme volatility in the market price of our common stock.

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Furthermore, our small size and different investment characteristics may not continue to appeal to our current investor base that may seek to dispose of
large amounts of our common stock. There is no assurance that there will be sufficient buying interest to offset those sales, and, accordingly, the market
price of our common stock could be depressed and/or experience periods of high volatility.

RISKS RELATED TO OUR MANAGEMENT AND OUR RELATIONSHIPS

Our Directors have the right to engage or invest in the same or similar businesses as ours.

Our Directors may have other investments and business activities in addition to their interest in, and responsibilities to, us. Under the provisions of our
Charter and our bylaws (the “Bylaws”), our Directors have no duty to abstain from exercising the right to engage or invest in the same or similar businesses
as ours or employ or otherwise engage any of the other Directors. If any of our Directors who are also directors, officers or employees of any company
acquires  knowledge  of  a  corporate  opportunity  or  is  offered  a  corporate  opportunity  outside  of  his  capacity  as  one  of  our  Directors,  then  our  Bylaws
provide that such Director will be permitted to pursue that corporate opportunity independently of us, so long as the Director has acted in good faith. Our
Bylaws provide that, to the fullest extent permitted by law, such a Director will be deemed to have satisfied his fiduciary duties to us and will not be liable
to us for pursuing such a corporate opportunity independently of us. This may create conflicts of interest between us and certain of our Directors and result
in less than favorable treatment of us and our stockholders. As of this date, none of our Directors is directly involved as a director, officer or employee of a
business that competes with us, but there can be no assurance that will remain unchanged in the future.

Item 1B. Unresolved Staff Comments

None.
Item 1C. Cybersecurity

While we take cybersecurity seriously, we mitigate the common cybersecurity risks that many companies face by greatly limiting the accessibility of and
web-based  activities.  Of  our  13  employees,  only  one  employee  plus  one  third-party  information-technology  consultant  (our  “IT  Consultant”)  that  we
contract  with  have  access  to  our  cyber  system.  No  vendors  or  customers  have  access  to  our  system,  which  greatly  minimizes  the  risk  of  unauthorized
access. No part of our business entails third-party members of the public accessing our accounts, making purchases, or ordering products or services, which
greatly  reduces  our  risks  of  cyber-attack  and  minimizes  the  potential  consequences  if  such  an  attack  were  to  occur.  In addition, although we do have a
website, it is maintained offsite.

Despite our relatively low risk cybersecurity profile and the minimal threat of cybersecurity incidents that we face, we contract with one IT Consultant to
assist us in identifying any potential cybersecurity risks and in implementing and maintaining effective measures to reduce our cybersecurity risks. Our IT
Consultant  helps  ensure  that  our  system  is  updated  with  the  latest  cybersecurity  patches  and  configurations  and  monitors  our  system  and  accounts  for
suspicious activity.

Additionally, we invest in firewall protection through Symantec Corporation, which is a provider of Internet-security technology and business-management
solutions. Our Symantec firewall protection is designed to monitor and secure our computers from malicious inbound and outbound traffic and to provide
an additional layer of protection to our network and data, which helps mitigate the risks of unauthorized access and cybersecurity threats.

In the event our IT Consultant becomes aware of any suspicious activity in our accounts or system, our IT Consultant would contact our Chief Executive
Officer. Our Chief Executive Officer would consult with our IT Consultant to assess and determine the materiality of the risk presented by the suspicious
activity  and  to  determine  what  steps  should  be  taken  to  protect  the  limited  data  we  maintain  online.  Depending  on  the  materiality  of  the  risk,  our  IT
Consultant and Chief Executive Officer would consult with our Board of Directors to determine an appropriate notification and risk-management plan.

Despite the low accessibility of our server and system and the resultant low cybersecurity risks that we face, we recognize that no system is completely
protected  from  cyber  threats,  that  cybersecurity  risks  are  increasingly  difficult  to  detect,  and  that  the  increasingly  digitalized  landscape  that  businesses
operate in increase the pervasiveness and severity of cyber-attack risks. While we do not believe our business strategy, results of operations, or financial
condition have been materially adversely affected by any cybersecurity threats or incidents, there is no assurance that we will not be materially affected by
such threats or incidents in the future. We will continue to monitor cybersecurity risks with our IT Consultant and stay apprised of changes in the cyber
environment.

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Item 2. Properties

We conduct our principal operations through leased office space. We are headquartered in approximately 5,000 square feet of office space located at 5100
Tamarind  Reef,  Christiansted,  VI  00820,  and  we  also  have  an  office  in  Bengaluru,  India.  For  more  information,  please  see  Note  5  -  Leases  to  our
consolidated financial statements contained in this Annual Report on Form 10-K.

Item 3. Legal proceedings

We are involved in a number of judicial and legal proceedings concerning matters arising in connection with the conduct of our businesses. Given the range
of litigations and arbitrations presently in process, our litigation expenses may remain high. Refer to Note 1 - Organization and Basis of Presentation and
Note 6 - Commitments and Contingencies to our consolidated financial statements.

Item 4. Mine safety disclosures

Not applicable.

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Item 5. Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities

Part II

Market Information

Our common stock has been listed on the NYSE under the symbol “AAMC” since December 13, 2013.

Holders

The  number  of  holders  of  record  of  our  common  stock  as  of  March  25,  2024  was  47  and  2,554,512  shares  of  our  common  stock  were  outstanding
(excluding 2,129,973 shares held as treasury stock). The number of beneficial stockholders is substantially greater than the number of holders as a large
portion of our stock is held through brokerage firms. Information regarding securities authorized for issuance under equity compensation plans is set forth
in Note 7 - Incentive Compensation and Share-Based Payments of the consolidated financial statements.

The  information  under  the  heading  “Equity  Compensation  Plan  Information”  in  our  definitive  proxy  statement  for  the  2024  Annual  Meeting  of
Stockholders to be filed with the SEC not later than 120 days after December 31, 2023 is incorporated herein by reference.

Dividends

We will pay dividends at the sole and absolute discretion of our Board of Directors in the light of conditions then existing, including our earnings, financial
condition,  liquidity,  capital  requirements,  the  availability  of  capital,  general  overall  economic  conditions  and  other  factors.  We  paid  no  dividends  from
inception through December 31, 2023.

Securities Authorized for Issuance under Equity Compensation Plans

The information required by this item is incorporated by reference to the 2024 Proxy Statement.

Issuer Purchases of Equity Securities

In March 2014, the Board of Directors authorized total repurchases of up to $300 million of common stock. On July 18, 2022, the Company entered into an
agreement with Putnam Equity Spectrum Fund and Putnam Capital Spectrum Fund (collectively, “Putnam”) in which the Company repurchased 286,873
shares  of  common  stock  of  the  Company  owned  by  Putnam.  The  aggregate  purchase  price  of  the  Putnam  shares  was  $2,868,730  or  $10  per  share.  At
December  31,  2023,  we  have  approximately  $24.8  million  remaining  that  is  authorized  by  our  Board  of  Directors  for  share  repurchases.  Repurchased
shares are held as treasury stock and available for general corporate purposes. No repurchase plan has expired during the year ended December 31, 2023.

The following table summarizes the common stock reacquired to satisfy the tax withholding on equity awards:

Period
January 1, 2023 through December 31, 2023 

(1)

Total

Total Number of
Shares Purchased

Average Price Paid
Per Share

Total Number of
Shares Purchased as
Part of Publicly
Announced Plans or
Programs

Maximum Dollar
Value of Shares That
May Yet Be
Purchased Under the
Plans or Programs

2,930 
2,930  $

80 
80 

— 
—  $

— 
— 

_____________
(1) As permitted under the Company's equity compensation plans, these shares were withheld by the Company to satisfy the tax withholding obligation for those individuals who elected this

option in connection with the vesting of shares of restricted stock.

17

The following table provides information about repurchases by us of shares of our common stock for the period January 1, 2023 through December 31,
2023:

(table of contents)

Total Number of
Shares Purchased

Average Price Paid
Per Share

Total Number of
Shares Purchased as
Part of Publicly
Announced Plans or
Programs

Maximum Dollar
Value of Shares That
May Yet Be
Purchased Under the
Plans or Programs

—  $

5,381 
22,060 
27,441 

— 
2,930 
— 
2,930 

— 
— 
66,349 

46,444 
112,793 

66,802 
46,761 
92,120 
132,694 
338,377  $

— 
37 
59 
55 

— 
80 
— 
80 

— 
— 
7 

— 
4 

7 
— 
3 
5 
4 

— 
1,549,843 
1,571,903 
1,571,903  $

1,571,903 
1,574,833 
1,574,833 
1,574,833  $

1,574,833 
1,574,833 
1,641,182 

1,687,626 
1,687,626  $

1,754,428 
1,801,189 
1,893,309 
2,026,003 
2,026,003  $

— 
— 
— 
26,900,931 

— 
— 
— 
26,665,137 

— 
— 
— 

— 
26,199,193 

— 
— 
— 
— 
24,841,192 

Period
January 1, 2023 - January 31, 2023
February 1, 2023 - February 28, 2023
March 1, 2023 - March 31, 2023
Total for the quarter ended March 31, 2023

April 1, 2023 - April 30, 2023
May 1, 2023 - May 31, 2023
June 1, 2023 - June 30, 2023
Total for the quarter ended June 30, year

July 1, 2023 - July 31, 2023
August 1, 2023 - August 31, 2023
September 1, 2023 - September 30, 2023
September 1, 2023 - September 30, 2023 (Stock
Dividend)
Total for the quarter ended September 30,

October 1, 2023 - October 31, 2023
October 1, 2023 - October 31, 2023 (Stock Dividend)
November 1, 2023 - November 30, 2023
December 1, 2023 - December 31, 2023
Total for the quarter ended December 31, 2023

Item 6. Reserved

Item 7. Management's Discussion and Analysis of Financial Condition and Results of Operations

The  following  should  be  read  in  conjunction  with  the  other  sections  of  this  Annual  Report  on  Form  10-K,  including  our  audited  consolidated  financial
statements and the related notes. The following discussion contains certain forward-looking statements that involve risks, uncertainties and assumptions.
Our actual results could differ materially from the results contemplated from these forward-looking statements due to a number of factors including, but not
limited to, those discussed in “Item 1A. Risk Factors” in this Annual Report on Form 10-K.

Our  consolidated  financial  statements,  which  we  discuss  below,  reflect  our  historical  financial  condition,  results  of  operations,  and  cash  flows.  The
financial  information  discussed  below  and  included  in  this  Annual  Report  on  Form  10-K,  however,  may  not  necessarily  reflect  what  our  financial
condition, results of operations, or cash flows may be in the future.

The results of operations, cash flows, and assets and liabilities of our operations, for all periods presented in the accompanying financial statements, have
been reclassified to conform to the current year presentation.

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Management Overview and New Business

During  2022  and  2023,  the  Company  generated  alternative  private  credit  loans  through  Direct  to  Borrower  Lending,  Wholesale  Originations  and
Correspondent Loan Acquisitions and funded the originated or acquired alternative loans from a combination of Company equity and lines of credit. Those
loans were then sold through forward commitments and repurchase contracts.

Following a full year of ALG’s operations, our Board of Directors mandated a comprehensive review of the Company’s mortgage platform to improve the
performance of the business. The review involved assessments of operational efficiency and capacity issues, opportunities for cost reductions, strategies for
improving liquidity, among other initiatives, all with a view toward enhancing financial performance. The Company made significant progress in reducing
costs  and  streamlining  operations.  This  included  an  across-the-board  employee  right-sizing,  reducing  expenditures  for  third-party  professional  services,
reducing reliance on lines of credit and significantly reducing our investment in loans held for sale and investment. While  the  Company  will  retain  the
ability to originate and purchase loans in the future, it does not anticipate doing so other than on a very selective basis.

The Company’s principal line of business going forward is the development and licensing of a control system which increases the efficiency of electric
vehicles. On October 6, 2023, the Company signed a PTL Agreement with System73, an entity incorporated under the laws of Malta and controlled and
managed by the 49.5% owners of the Company’s common stock. Under the PTL Agreement, the Company acquired a non-exclusive license for a set of
patents for a control system which seeks to optimize the efficiency of electric vehicles (“Alpha Controls”).

Electric  motors  have  very  narrow  ranges  of  torque  and  speed  where  they  are  highly  efficient.  Outside  of  that  range,  efficiency  generally  rapidly
deteriorates. By employing multiple motors with differing peak efficiency ranges in an electric vehicle, the overall efficiency can be improved. The patent
covers algorithms which optimize the utilization of multiple motors not only at a point in time but over the entire trip.

At the time of acquisition, the technology had been under development for 5 years. The mathematical algorithms had been developed, patents awarded and
the technology had been successfully bench tested at the University of Bath by our third party strategic partners/vendors Seabird and Purple Sector. These
studies resulted in an 8 – 12% increase in efficiency.

There are two primary value propositions which the Company is pursuing:

•
•

Consumer - automotive and light truck to extend range and performance
Commercial and industrial both delivery and construction/mining equipment – minimize downtime for both expensive personnel and equipment
during recharging

Commencing January 1, 2024, these two strategic partners were engaged to develop and commercialize the multi-motor control system embodied in the
patents, including specifically to facilitate the creation of one or more prototype electric vehicles over the next 18 months. Seabird and Purple Sector have
extensive  relationships  with  auto  and  equipment  manufacturers  and  suppliers  and  are  incentivized  to  sign  licensing  agreements  over  the  18-month
development of the prototype and for the subsequent 24-month period:

•
•

10% ownership in the Company when revenue attributable to Partners’ efforts exceeds $500 million per annum.
Exclusive worldwide distributor for two years following development:

◦
◦

10% of revenue from net sales directly attributable to Partners’ efforts up to $250 million per annum.
20% of revenue from net sales directly attributable to Partners’ efforts over $250 million per annum.

As consideration for the patent rights grant provided in the PTL Agreement, the Company agreed to pay 6.2 million pounds sterling (approximately $ 8.0
million USD) in budgeted increments as they are incurred by System73 under the strategic arrangements with Seabird and Purple Sector, plus any future
third-party expenses reasonably incurred in connection with the filing, prosecution and maintenance of the patents.

In  addition,  the  PTL  Agreement  contemplates  certain  equity  incentives  for  System73  based  on  performance.  The  PTL  Agreement  sets  out  “AAMC
Common Stock Milestones”, defined as each instance where the average closing price of the Company’s common stock for the preceding twenty (20) day
period reaches an amount equal to or in excess of a multiple of $100 (i.e., $100, $200, $300, etc.). Upon the occurrence of each such AAMC Common
Stock Milestone, System 73 would be awarded the number of shares of AAMC Common Stock equal to ten percent of the AAMC fully diluted Shares.
Consistent with New York Stock Exchange rules, any equity award under the PTL Agreement will be subject to stockholder approval.

19

(table of contents)

Metrics Affecting Our Consolidated Results

Our operating results are affected by various factors and market conditions, including the following:

Revenues

Our revenues primarily consist of loan interest income and origination fees earned on our loans held for sale and investment, net realized gains or losses on
loans held for sale, along with other ancillary fees earned from the loan portfolio.

Expenses

Our  expenses  consist  primarily  of  salaries  and  employee  benefits,  legal  and  professional  fees,  general  and  administrative  expenses,  servicing  and  asset
management expense, acquisition charges, operational interest expense, direct loan expense, and loan sales and marketing expense and other loan related
expenses.  Salaries  and  employee  benefits  include  the  base  salaries,  incentive  bonuses,  medical  coverage,  retirement  benefits,  non-cash  share-based
compensation  and  other  benefits  provided  to  our  employees  for  their  services.  Legal  and  professional  fees  include  services  provided  by  third-party
attorneys,  accountants  and  other  service  providers  of  a  professional  nature.  General  and  administrative  expenses  include  costs  related  to  the  general
operation  and  overall  administration  of  our  business  as  well  as  non-cash  share-based  compensation  expense  related  to  restricted  stock  awards  to  our
Directors.  Servicing  and  asset  management  expenses  include  loan  commissions.  Acquisition  charges  reflect  professional  fees  incurred  solely  for  the
purpose  of  assisting  the  Company  in  the  identification  of  target  companies  and  the  subsequent  due  diligence,  valuation,  and  deal  structuring  services
required to properly assess the viability of the target companies. Operational interest expense, direct loan expense, and loan sales and marketing expense
are fees related to loans or the line of credit.

Other Income (Expense)

Other income (expense) primarily relates to income or expense recognized in the change of fair value of loans, change in the fair value of equity securities,
gain and dividends on equity securities.

Results of Operations

The following discussion compares our results of operations for the years ended December 31, 2023 and 2022. Our results of operations for the periods
presented are not indicative of our expected results in future periods.

For  discussion  that  compares  our  results  of  operations  for  the  years  ended  December  31,  2022  and  2021,  see  “Item  7.  Management’s  Discussion  and
Analysis of Financial Condition and Results of Operations - Results of Operations” included within our Annual Report on Form 10-K for the year ended
December 31, 2022 filed with the SEC on March 27, 2023.

20

(table of contents)

Year Ended December 31, 2023 Compared to Year Ended December 31, 2022

Loan Interest Income

Loan interest income increased to $4.9 million from $4.6 million for the years ended December 31, 2023 and 2022, respectively.

Loan Fee Income

Loan fee income increased to $0.5 million from $0.4 million for the years ended December 31, 2023 and 2022, respectively.

Realized Losses on Loans Held for Sale, net

Realized losses on loans held for sale, net, were $2.2 million for the year ended December 31, 2023, driven by the liquidation of our loan portfolio. No
losses were recognized on loans held for sale, net, for the year ended December 31, 2022.

Salaries and Employee Benefits

Salaries  and  employee  benefits  decreased  to  $5.7  million  from  $5.8  million  for  the  years  ended  December  31,  2023  and  2022,  respectively.  The  2023
decrease is due to higher salaries in 2023 offset by higher restricted stock expense in 2022.

Legal, Acquisition and Professional Fees

Legal fees decreased to $3.1 million from $4.3 million for the years ended December 31, 2023 and 2022, respectively. This decrease is primarily due to
higher  costs  in  2022  related  to  the  Luxor  litigation  and  employment  issues.  Acquisition  costs  decreased  to  $0  from  $0.5  million  for  the  years  ended
December 31, 2023 and 2022, respectively. The decrease in acquisition costs in 2023 is primarily due higher expenses and the associated legal support for
the assessment and development of merger and acquisition candidates in 2022. Professional fees of $1.9 million were flat year-over-year.

General and Administrative Expenses

General  and  administrative  expenses  decreased  to  $3.3  million  from  $3.5  million  for  the  years  ended  December  31,  2023  and  2022,  respectively,
attributable to an increase in higher insurance, telecom, software license fees, and travel costs. Additionally, we recognized $0.4 million expense related to
writing off a receivable for our former CEO’s signing bonus that we do not anticipate recovering.

Servicing and Asset Management Expense

Servicing and asset management expenses decreased to $0.6 million from $0.7 million for years ended December 31, 2023 and 2022, respectively.

Interest Expense

Interest expense includes interest incurred on our margin account, line of credit and amortized commitment fees. Interest expenses were $2.8 million during
the year ended December 31, 2023. Interest expense of $1.3 million was recorded for the year ended December 31, 2022, as we only had a margin account
and had not developed the ALG line of business at that time.

Direct Loan Expense

Direct  loan  expenses  increased  to  $0.7  million  from  $0.1  million  for  the  years  ended  December  31,  2023  and  2022,  respectively.  Direct  loan  expenses
include loan broker fees, inspection fees, title search and other fees.

Loan Sales and Marketing Expense

Loan  sales  and  marketing  expenses  increased  to  $3.2  million  from  $0.3  million  for  the  years  ended  December  31,  2023  and  2022,  respectively,  as  we
focused on growing the lending business in early 2023. Loan sales and marketing expenses include expenses related to the promotion and exposure to leads
which may result in originations of loans.

21

(table of contents)

Change in Fair Value of Loans

We recognized a $1.6 million in income for the change in the fair value of loans during the year ended December 31, 2023. We recognized $2.0 million in
expense for the change in the fair value of loans during the year ended December 31, 2022.

Realized Losses on Loans Held for Investment, net

Realized losses on loans held for investment, net, were $14.9 million for the year ended December 31, 2023, driven by the liquidation of our loan portfolio.
No losses were recognized on loans held for investment, net, for the year ended December 31, 2022.

Liquidity and Capital Resources

As of December 31, 2023, we had cash and cash equivalents of $8.7 million compared to $10.7 million as of December 31, 2022. The decrease in cash and
cash equivalents as of December 31, 2023 was primarily due to the purchase of loans by ALG. As of December 31, 2023, we had no restricted cash. We
believe  these  sources  of  liquidity  are  sufficient  to  enable  us  to  meet  anticipated  short-term  (one-year)  liquidity  requirements.  Our  ongoing  cash
expenditures  consist  of:  salaries  and  employee  benefits,  legal  and  professional  fees,  lease  obligations,  other  general  and  administrative  expenses  and
investment in electric vehicle intellectual property. Certain account balances exceed FDIC insurance coverage and, as a result, there is a concentration of
credit risk related to amounts on deposit in excess of FDIC insurance coverage. To mitigate this risk, we maintain our cash and cash equivalents at large
national or international banking institutions.

Loans Held for Sale, at fair value

On December 31, 2023, our loans held for sale, at fair value, was $4.5 million, compared to $11.6 million at December 31, 2022. The reduction was driven
by our decision to liquidate our loan portfolio. These loans primarily relate to loans originated by ALG and are included net of loan holdbacks, deferred
fees, accrued interest, payments and advances in process, interest reserve in process and market valuation amounts.

Loans Held for Investment, at fair value

On December 31, 2023, our loans held for investment, at fair value, was $5.6 million, compared to $83.1 million at December 31, 2022. The reduction was
driven  by  our  decision  to  liquidate  our  loan  portfolio.  These  loans  primarily  relate  to  business  purpose  bridge  loans  for  the  transitioning  of  real  estate
properties and are included net of loan holdbacks, accrued interest, in process and market valuation amounts.

Credit Facilities

As of December 31, 2023, we had no repurchase agreements, compared to $51.7 million at December 31, 2022. See Note 4 - Borrowings for more detail.

Treasury Shares

As  of  December  31,  2023,  a  total  of  $275.2  million  in  shares  of  our  common  stock  have  been  repurchased  under  the  authorization  by  our  Board  of
Directors to repurchase up to $300.0 million in shares of our common stock. Repurchased shares are held as treasury stock and are available for general
corporate purposes. As of December 31, 2023, we had an aggregate of $24.8 million shares remaining available for repurchase under our Board-approved
repurchase plan. 

The Company repurchased 481,541 shares for $3.6 million during the year ended December 31, 2023, compared to 286,873 shares for $2.9 million during
the year ended December 31, 2022.

22

(table of contents)

Cash Flows

We report and analyze our cash flows based on operating activities, investing activities and financing activities. The following table summarizes our cash
flows for the periods indicated ($ in thousands):

Net cash used in operating activities
Net cash provided by (used in) investing activities
Net cash (used in) provided by financing activities

Total cash flows

Operating Activities

Year ended December 31,

2023

2022

$

$

(11,773) $
62,894 
(55,180)
(4,059) $

(27,064)
(85,249)
46,779 
(65,534)

Net cash used in operating activities for the year ended December 31, 2023, consisted primarily of originations and additional fundings of held for sale
loans, interest receivable, payment of ongoing salaries and benefits, annual incentive compensation, dividends on preferred stock issued under the 2016
Employee  Preferred  Stock  Program  and  general  corporate  expenses  in  excess  of  revenues.  Net  cash  used  in  operating  activities  for  the  year  ended
December 31, 2022, consisted primarily of payment of ongoing salaries and benefits, annual incentive compensation, and general corporate expenses in
excess of revenues, dividend income and gain on securities.

Investing Activities

Net cash provided by investing activities for the year ended December 31, 2023, consisted primarily of website development, the purchase and additional
fundings of loans held for investment, offset by principal payments on loans held for investment. Net cash used in investing activities for the year ended
December 31, 2022, consisted primarily of the dividends received on equity securities, proceeds received from the sale of Front Yard common stock and
sale of equity securities offset by the purchase of equity securities.

Financing Activities

Net cash used in financing activities during the year ended December 31, 2023, consisted primarily of funds borrowed and repaid under the Company’s
lines  of  credit  and  cash  used  in  the  conversion  of  preferred  stock.  Net  cash  provided  by  financing  activities  for  the  year  ended  December  31,  2022,
consisted primarily of funds borrowed and repaid under the Company’s margin loan, conversion of preferred stock and from shares withheld for taxes upon
vesting of restricted stock.

Off-balance Sheet Arrangements

We had no off-balance sheet arrangements as of December 31, 2023 or 2022.

Recent accounting pronouncements

See Note 1 - Organization and Basis of Presentation, “Recently issued accounting standards” to our consolidated financial statements.

Critical Accounting Judgments

Accounting standards require information in financial statements about the risks and uncertainties inherent in significant estimates, and the application of
generally  accepted  accounting  principles  involves  the  exercise  of  varying  degrees  of  judgment.  Certain  amounts  included  in  or  affecting  our  financial
statements and related disclosures must be estimated, requiring us to make certain assumptions with respect to values or conditions that cannot be known
with certainty at the time our consolidated financial statements are prepared. These estimates and assumptions affect the amounts we report for our assets
and  liabilities  and  our  revenues  and  expenses  during  the  reporting  period  and  our  disclosure  of  contingent  assets  and  liabilities  at  the  date  of  our
consolidated financial statements. Actual results may differ significantly from our estimates and any effects on our business, financial position or results of
operations resulting from revisions to these estimates are recorded in the period in which the facts that give rise to the revision become known.

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(table of contents)

We consider our critical accounting judgments to be those used in the determination of the reported amounts and disclosure related to the following:

Series A Preferred Shares

The Company’s Series A preferred stock is reflected in the balance sheet as temporary equity. In 2020, the Company received redemption notices from
holders of the Series A Preferred Shares requesting that the Company redeem an aggregate of $250.0 million of its Series A Shares on March 15, 2020. The
Company did not have the legally available funds to redeem all, but not less than all, of the outstanding Series A Shares on March 15, 2020. Therefore, the
Company did not believe that there was an obligation pursuant to the Certificate of Designation of the Series A Shares to redeem those shares held by
investors unless there are legally available funds to redeem all, but not less than all, of the Series A Shares. The presentation of the Series A Preferred
Shares will continue to be classified as temporary equity on the Consolidated Balance Sheets.

Fair Market Value

The  Company  has  elected  the  fair  value  option  for  its  business  purpose  loans  held  for  sale  and  investment.  As  such,  these  loans  are  carried  on  our
Consolidated  Balance  Sheets  at  their  estimated  fair  value  and  changes  in  the  fair  values  of  these  loans  are  recorded  on  our  Consolidated  Statements  of
Operations  in  the  period  in  which  the  valuation  change  occurs.  The  majority  of  the  loans  utilize  Level  3  valuation  inputs,  which  include  certain
unobservable inputs (e.g., those requiring our own data or assumptions) that require significant judgment to develop, and changes in these estimates have
had and are reasonably likely to have a material effect on our reported earnings and financial condition. See Note 3 - Loans Held for Sale or Investment at
Fair Value in Part II, Item 8 of this Annual Report on Form 10-K, for additional information on the loans accounted for at fair value at December 31, 2023,
including the significant inputs used to estimate their fair values and the impact the changes in their fair values had to our financial condition and results of
operations.  Periodic  fluctuations  in  the  values  of  these  loans  are  inherently  volatile  and  thus  can  lead  to  significant  period-to-period  GAAP  earnings
volatility.

Income taxes

Income  taxes  are  provided  for  using  the  asset  and  liability  method.  Deferred  tax  assets  and  liabilities  are  recognized  for  the  future  tax  consequences
attributable to differences between the carrying amounts of existing assets and liabilities and their respective tax bases. Deferred tax assets and liabilities
are  measured  using  enacted  rates  expected  to  apply  to  taxable  income  in  the  years  in  which  management  expects  those  temporary  differences  to  be
recovered or settled. The effect on deferred taxes of a change in tax rates is recognized in income in the period in which the change occurs. Subject to our
judgment,  we  reduce  a  deferred  tax  asset  by  a  valuation  allowance  if  it  is  “more  likely  than  not”  that  some  or  the  entire  deferred  tax  asset  will  not  be
realized. Tax laws are complex and subject to different interpretations by the taxpayer and respective governmental taxing authorities. Significant judgment
is required in evaluating tax positions, and we recognize tax benefits only if it is more likely than not that a tax position will be sustained upon examination
by the appropriate taxing authority.

For all temporary differences, we have considered the potential future sources of taxable income against which they may be realized. In so doing, we have
taken into account temporary differences that we expect to reverse in future years and those where it is unlikely. Where it is more likely than not that there
will not be potential future taxable income to offset a temporary difference, a valuation allowance has been recorded.

Item 7A. Quantitative and Qualitative Disclosures About Market Risk

Market  risk  includes  risks  that  arise  from  changes  in  interest  rates,  foreign  currency  exchange  rates,  commodity  prices,  equity  prices  and  other  market
changes that affect market sensitive instruments.

Item 8. Consolidated Financial Statements and Supplementary Data

See our consolidated financial statements starting on page F-1.

Item 9. Changes in and Disagreements with Accountants on Accounting and Financial Disclosure

None.

24

(table of contents)

Item 9A. Controls and Procedures

Evaluation of Disclosure Controls and Procedures

We  carried  out  an  evaluation  required  by  the  Exchange  Act,  under  the  supervision  and  with  the  participation  of  our  Chief  Executive  Officer  and  Chief
Financial Officer, of the effectiveness of the design and operation of our disclosure controls and procedures, as defined in Rule 13a-15(e) of the Exchange
Act, as of December 31, 2023. Based on this evaluation, our Chief Executive Officer and Chief Financial Officer concluded that, as of December 31, 2023,
our disclosure controls and procedures were effective to provide reasonable assurance that information required to be disclosed by us in the reports that we
file or submit under the Exchange Act is recorded, processed, summarized and reported within the time periods specified in the SEC’s rules and forms and
to provide reasonable assurance that such information is accumulated and communicated to our management, including our Chief Executive Officer and
Chief Financial Officer, as appropriate, to allow timely decisions regarding required disclosures.

Management’s Report on Internal Control over Financial Reporting

Management  is  responsible  for  establishing  and  maintaining  adequate  internal  control  over  financial  reporting,  as  defined  in  Rule  13a-15(f)  of  the
Exchange  Act.  Management  has  assessed  the  effectiveness  of  our  internal  control  over  financial  reporting  as  of  December  31,  2023  based  on  criteria
established in Internal Control-Integrated Framework issued in 2013 by the Committee of Sponsoring Organizations of the Treadway Commission. As a
result of this assessment, management concluded that, as of December 31, 2023, our internal control over financial reporting was effective in providing
reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with
generally accepted accounting principles and includes those policies and procedures that: 1) pertain to the maintenance of records that in reasonable detail
accurately and fairly reflect the transactions and dispositions of the assets of the issuer; 2) provide reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of
the issuer are being made only in accordance with authorizations of management and directors of the issuer; and 3) provide reasonable assurance regarding
prevention  or  timely  detection  of  unauthorized  acquisition,  use  or  disposition  of  the  issuer's  assets  that  could  have  a  material  effect  on  the  financial
statements.

As  the  Company  is  a  Smaller  Reporting  Company  (“SRC”)  under  the  SEC  guidelines,  management  has  determined  that  it  will  no  longer  receive  an
attestation opinion of its internal controls over financial reporting from its external auditor until the Company no longer qualifies as a SRC, upon reaching
certain revenue thresholds. This decision was in conjunction with the creation of the Company's new business line and the extension of the 2012 Jumpstart
Our Business Startups (“JOBS”) Act in March 2020.

Changes in Internal Control over Financial Reporting

There were no changes in our internal control over financial reporting identified in connection with the evaluation required by Rule 13a-15(d) and 15d-
15(d) of the Exchange Act that occurred during the quarter ended December 31, 2023 that have materially affected, or are reasonably likely to materially
affect, our internal control over financial reporting.

There were no changes in our internal control over financial reporting identified in connection with the evaluation required by Rule 13a-15(d) and 15d-
15(d)  of  the  Exchange  Act  that  occurred  during  the  year  ended  December  31,  2023  that  have  materially  affected,  or  are  reasonably  likely  to  materially
affect, our internal control over financial reporting.

Limitations on Controls

Our  disclosure  controls  and  procedures  and  internal  control  over  financial  reporting  are  designed  to  provide  reasonable  assurance  of  achieving  their
objectives  as  specified  above.  Management  does  not  expect,  however,  that  our  disclosure  controls  and  procedures  or  our  internal  control  over  financial
reporting will prevent or detect all error or fraud. Any control system, no matter how well designed and operated, is based upon certain assumptions and
can provide only reasonable, not absolute, assurance that its objectives will be met. Further, no evaluation of controls can provide absolute assurance that
misstatements due to error or fraud will not occur or that all control issues and instances of fraud, if any, within the Company have been detected.

25

Item 9B. Other Information

During the fiscal quarter ended December 31, 2023, none of the Company’s directors or executive officers adopted or terminated any contract, instruction
or written plan for the purchase or sale of Company securities that was intended to satisfy the affirmative defense conditions of Rule 10b5-1(c) or any
“non-Rule 10b5-1 trading arrangement.”

(table of contents)

Item 9C. Disclosure Regarding Foreign Jurisdictions that Prevent Inspections

Not applicable.

26

(table of contents)

Part III

We will file a definitive Proxy Statement for our 2024 Annual Meeting of Stockholders (the “2024 Proxy Statement”) with the Securities and Exchange
Commission, pursuant to Regulation 14A, not later than 120 days after December 31, 2023. Accordingly, certain information required by Part III has been
omitted under General Instruction G(3) to Form 10-K. Only those sections of the 2024 Proxy Statement that specifically address the items set forth herein
are incorporated by reference.

Item 10. Directors, Executive Officers and Corporate Governance

The  information  required  by  Item  10  is  hereby  incorporated  by  reference  from  our  2024  Proxy  Statement  under  the  captions  “Election  of  Directors,”
“Section 16(a) Beneficial Ownership Reporting Compliance” and “Code of Ethics.”

Item 11. Executive Compensation

The information required by Item 11 is hereby incorporated by reference from our 2024 Proxy Statement under the captions “Executive Compensation” and
“Director Compensation.”

Item 12. Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters

The information required by Item 12 is hereby incorporated by reference from our 2024 Proxy Statement under the caption “Security Ownership of Certain
Beneficial Owners and Management.”

Item 13. Certain Relationships and Related Transactions, and Director Independence

The information required by Item 13 is hereby incorporated by reference from our 2024 Proxy Statement under the captions “Transactions with Related
Persons” and “Information Regarding the Board of Directors and Corporate Governance.”

Item 14. Principal Accountant Fees and Services

The  information  required  by  Item  14  is  hereby  incorporated  by  reference  from  our  2024  Proxy  Statement  under  the  captions  “Independent  Registered
Public Accounting Firm Fees” and “Pre-Approval Policy and Procedures.”

27

(table of contents)

Part IV

Item 15. Exhibits

Exhibits

Exhibit Number

2.1

3.1

3.2

3.3

4.1
10.1†

10.2†

10.3†

10.4†

10.5

10.6

10.7

10.8

21*
23*
24*
31.1*
31.2*
32.1**
32.2**
97.1*
101.INS*
101.SCH*
101.CAL*
101.DEF*

Description
Separation Agreement, dated as of December 21, 2012, between Altisource Asset Management Corporation and Altisource Portfolio
Solutions S.A. (incorporated by reference to Exhibit 2.1 of the Registrant's Current Report on Form 8-K filed with the SEC on
December 28, 2012).
Amended and Restated Articles of Incorporation of Altisource Asset Management Corporation (incorporated by reference to Exhibit
3.1 of the Registrant's Current Report on Form 8-K filed with the SEC on January 5, 2017).
Fifth Amended and Restated Bylaws of Altisource Asset Management Corporation (incorporated by reference to Exhibit 3.2 of the
Registrant's Current Report on Form 8-K filed with the SEC on July 6, 2022).
Certificate of Designations establishing the Company’s Series A Convertible Preferred Stock (incorporated by reference to Exhibit
3.1 of the Registrant’s Current Report on Form 8-K filed with the SEC on March 19, 2014).
Incorporated by reference to Exhibit 4.1 of the Registrant’s Annual Report on Form 10-K filed with the SEC on March 27, 2023
Altisource Asset Management Corporation 2012 Equity Incentive Plan (incorporated by reference to Exhibit 10.11 of the
Registrant's Amendment No. 4 to Form 10 filed with the SEC on December 18, 2012).
Altisource Asset Management Corporation 2016 Preferred Stock Plan (incorporated by reference to Exhibit 10.22 of the Registrant's
Annual Report on Form 10-K filed with the SEC on March 1, 2017).
Form of Preferred Stock Agreement under 2016 Employee Preferred Stock Plan (incorporated by reference to Exhibit 10.1 of the
Registrant's Current Report on Form 8-K filed with the SEC on January 5, 2017).
Altisource Asset Management Corporation 2020 Equity Incentive Plan (incorporated by reference to Exhibit 4.3 of the Registrant's
Form S-8 filed with the SEC on December 21, 2020).
Settlement Agreement dated as of February 17, 2021, between Altisource Asset Management Corporation and Putnam Focused
Equity Fund, a series of Putnam Funds Trust, dated as of February 17, 2021 (incorporated by reference to Exhibit 10.1 to the
Registrant's Current Report on Form 8-K filed with the SEC on February 18, 2021).
Settlement Agreement dated as of August 27, 2021, between Altisource Asset Management Corporation and Ithan Creek Master
Investors (Cayman) L.P., Bay Pond Investors (Bermuda) L.P., Bay Pond Partners, L.P. and Wellington Management Company LLP
(together, the “Wellington Parties”). (incorporated by reference to Exhibit 10.1 to the Registrant's Current Report on Form 8-K filed
with the SEC on August 30, 2021).
Non-Exclusive Patent & Technology License Agreement between System 73 Limited and Altisource Asset Management
Corporation dated October 6, 2023 (incorporated by reference to Exhibit 99.1 to the Registrant's Current Report on Form 8-K filed
with the SEC on October 10, 2023).
Settlement Agreement, dated January 11, 2024, by and between Luxor Capital Group, LP; Luxor Capital Partners Offshore Master
Fund, LP; Luxor Capital Partners, LP; Luxor Wavefront, LP; Luxor Spectrum, LLC; and Thebes Offshore Master Fund, LP,
Nathaniel Redleaf, and Altisource Asset Management Corporation (incorporated by reference to Exhibit 10.1 to the Registrant's
Current Report on Form 8-K filed with the SEC on January 16, 2024).
Schedule of Subsidiaries.
Consent of Ernst & Young LLP.
Power of Attorney (incorporated by reference to the signature page of this Annual Report on Form 10-K).
Certification of Chief Executive Officer Pursuant to Section 302 of the Sarbanes-Oxley Act.
Certification of Chief Financial Officer Pursuant to Section 302 of the Sarbanes-Oxley Act.
Certification of Chief Executive Officer Pursuant to Section 906 of the Sarbanes-Oxley Act.
Certification of Chief Financial Officer Pursuant to Section 906 of the Sarbanes-Oxley Act.
Altisource Asset Management Corporation Clawback Policy
XBRL Instance Document.
XBRL Taxonomy Extension Schema Document.
XBRL Taxonomy Extension Calculation Linkbase Document.
XBRL Taxonomy Extension Definition Linkbase Document.

28

(table of contents)

Exhibit Number

Description

101.LAB*
101.PRE*

XBRL Extension Label Linkbase Document.
XBRL Taxonomy Extension Presentation Linkbase Document.

__________
* Filed herewith.
** Indicates the exhibit is being furnished, not filed, with this report.
† Denotes management contract or compensatory arrangement.

Item 16. Form 10-K Summary

None.

29

Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, as amended, the registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized.

Signatures

(table of contents)

Date: 

March 29, 2024

Date: 

March 29, 2024

Altisource Asset Management Corporation

By:

By:

/s/ William C. Erbey
William C. Erbey
Chief Executive Officer

/s/ Richard G. Rodick
Richard G. Rodick
Chief Financial Officer

Power of Attorney

KNOW ALL PERSONS BY THESE PRESENTS, that each person whose signature appears below constitutes and appoints William C. Erbey and Richard
G. Rodick each of them severally, his or her true and lawful attorney-in-fact with power of substitution and resubstitution to sign in his or her name, place
and stead, in any and all capacities, to do any and all things and execute any and all instruments that such attorney may deem necessary or advisable under
the Securities Exchange Act of 1934, as amended, and any rules, regulations and requirements of the Securities and Exchange Commission in connection
with the Annual Report on Form 10-K and any and all amendments hereto, as fully for all intents and purposes as he or she might or could do in person,
and hereby ratifies and confirms all said attorneys-in-fact and agents, each acting alone, and his or her substitute or substitutes, may lawfully do or cause to
be done by virtue hereof.

Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, this report has been signed below by the following persons on behalf of
the registrant and in the capacities indicated:

Signature

Title

Director

Director

Director

/s/ Charles L. Frischer
Charles L. Frischer

/s/ Ricardo C. Byrd
Ricardo C. Byrd

/s/ John A. Engerman
John A. Engerman

/s/ William C. Erbey
William C. Erbey

/s/ Richard G. Rodick
Richard G. Rodick

Date

March 29, 2024

March 29, 2024

March 29, 2024

Director and Chief Executive Officer

March 29, 2024

Chief Financial Officer (Principal Financial Officer, Principal Accounting
Officer and Secretary)

March 29, 2024

30

Index to Consolidated Financial Statements
Report of Independent Registered Public Accounting Firm (PCAOB ID 42)

Consolidated Balance Sheets

Consolidated Statements of Operations

Consolidated Statements of Comprehensive Income (Loss)

Consolidated Statements of Stockholders’ Deficit

Consolidated Statements of Cash Flows

Notes to Consolidated Financial Statements

31

(table of contents)

F-1

F-3

F-4

F-5

F-6

F-7

F-9

(table of contents)

Report of Independent Registered Public Accounting Firm

To the Stockholders and Board of Directors of Altisource Asset Management Corporation

Opinion on the Financial Statements

We have audited the accompanying consolidated balance sheets of Altisource Asset Management Corporation (the Company) as of December 31, 2023 and
2022, the related consolidated statements of operations, comprehensive loss, stockholders’ deficit and cash flows for the years then ended, and the related
notes (collectively referred to as the “consolidated financial statements”). In our opinion, the consolidated financial statements present fairly, in all material
respects, the financial position of the Company at December 31, 2023 and 2022, and the results of its operations and its cash flows for the years then ended,
in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements are the responsibility of the Company's management. Our responsibility is to express an opinion on the Company’s financial
statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States)
(PCAOB) and are required to be independent with respect to the Company in accordance with the U.S. federal securities laws and the applicable rules and
regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable
assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Company is not required to have, nor
were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of
internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over
financial reporting. Accordingly, we express no such opinion.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and
performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in
the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as
evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

Critical Audit Matter

The critical audit matter communicated below is a matter arising from the current period audit of the financial statements that was communicated or
required to be communicated to the audit committee and that: (1) relates to accounts or disclosures that are material to the financial statements and (2)
involved our especially challenging, subjective or complex judgements. The communication of the critical audit matter does not alter in any way our
opinion on the consolidated financial statements, taken as a whole, and we are not, by communicating the critical audit matter below, providing a separate
opinion on the critical audit matter or on the accounts or disclosures to which it relates.

F-1

(table of contents)

Description of the Matter

Loans Held for Sale or Investment, at Fair Value
The Company’s loans held for sale or investment, at fair value (collectively, the “loans receivable, at fair value”)
totaled $10.1 million in aggregate as of December 31, 2023, inclusive of accrued interest. As more fully described in
Note 2 to the consolidated financial statements, the Company has elected the fair value option to measure its loans
receivable, at fair value on a recurring basis at each reporting period end. The loans receivable, at fair value were
valued as of December 31, 2023 using a discounted cash flow model to estimate the net present value of the future cash
flows expected from each loan.

Auditing  management’s  estimate  of  the  fair  value  of  the  Company’s  loans  receivable,  at  fair  value  involved  a  high
degree  of  subjectivity  in  evaluating  management’s  assumptions  due  to  the  significant  estimation  required  in
determining fair value. Specifically, the estimated fair value of the loans receivable, at fair value is sensitive to changes
in the discount rate applied to the net present value of future cash flows expected from each loan and, for nonaccrual
loans, to changes in the discount applied to the estimated cash flows expected to be derived from the future sale of the
collateral.

How We Addressed the Matter in
Our Audit

Our audit procedures related to the valuation of the loans receivable, at fair value, included, among others, evaluating
the reasonableness of the valuation methodology used by the Company to estimate fair value, testing the mathematical
accuracy of the valuation models and calculations, and testing the completeness and accuracy of the data inputs used in
the valuation of the loans held as of the balance sheet date. Also, with the assistance of our valuation specialists, we
evaluated the discount rate assumption and the discount applied to the value of the collateral for nonaccrual loans and
concluded fair values of the loans held as of the balance sheet date.

/s/ Ernst & Young LLP
We have served as the Company‘s auditor since 2017.
Atlanta, Georgia
March 29, 2024

F-2

 
 
(table of contents)

Altisource Asset Management Corporation
Consolidated Balance Sheets
(In thousands, except share and per share amounts)

ASSETS

December 31, 2023

December 31, 2022

Loans held for sale, at fair value
Loans held for investment, at fair value
Cash and cash equivalents
Restricted cash
Other assets

Total assets

LIABILITIES AND EQUITY

Liabilities
Accrued expenses and other liabilities
Lease liabilities
Credit facility

Total liabilities

Commitment and contingencies (Note 6)

Redeemable preferred stock:
Preferred  stock,  $0.01  par  value,  250,000  shares  authorized  as  of  December  31,  2023  and  2022.  144,212
shares issued and outstanding and $144,212 redemption value as of December 31, 2023 and 2022.

Stockholders' deficit:
Common  stock,  $0.01  par  value,  5,000,000  authorized  shares;  4,684,485  and  2,554,512  shares  issued  and
outstanding,  respectively,  as  of  December  31,  2023  and  3,432,294  and  1,783,862  shares  issued  and
outstanding, respectively, as of December 31, 2022.
Additional paid-in capital
Retained earnings
Accumulated other comprehensive income
Treasury stock, at cost, 2,129,973 shares as of December 31, 2023 and 1,648,432 shares as of December 31,
2022.

Total stockholders' deficit

Total liabilities and deficit

F-3

$

$

$

$

$

4,456  $
5,633 
8,713 
— 
6,737 
25,539  $

6,270  $
900 
— 
7,170  $

— 

11,593 
83,143 
10,727 
2,047 
10,137 
117,647 

10,349 
1,323 
51,653 
63,325 

— 

144,212 

144,212 

46 
149,160 
8,970 
14 

(284,033)
(125,843)

25,539  $

34 
149,010 
41,516 
20 

(280,470)
(89,890)
117,647 

(table of contents)

Altisource Asset Management Corporation
Consolidated Statements of Operations
(In thousands, except share and per share amounts)

Year ended December 31,

2023

2022

$

$

$

$

$

4,910  $
471 
— 
(2,214)
3,167 

5,738 
3,136 
1,865 
3,309 
639 
— 
2,793 
721 
3,154 
58 
511 
21,924 

1,599 
(14,857)
42 
(13,216)

(31,973)
573 
(32,546) $

(32,546)
— 
(32,546) $

(11.12) $

2,925,744

(11.12) $

2,925,744

4,579 
353 
33 
— 
4,965 

5,839 
4,349 
1,901 
3,545 
683 
513 
1,328 
122 
338 
— 
— 
18,618 

(1,963)
— 
32 
(1,931)

(15,584)
350 
(15,934)

(15,934)
5,122 
(10,812)

(3.32)
3,259,755

(3.32)
3,259,755

Revenues:
Loan interest income
Loan fee income
Servicing fee revenue
Realized losses on loans held for sale, net

Total revenues

Expenses:
Salaries and employee benefits
Legal fees
Professional fees
General and administrative
Servicing and asset management expense
Acquisition charges
Interest expense
Direct loan expense
Loan sales and marketing expense
Impairment of operating lease right-of-use assets
Impairment of intangible assets

Total expenses

Other income (expense)
Change in fair value of loans
Realized losses on loans held for investment, net
Other

Total other expense

Net loss before income tax
Income tax expense

Net loss

Earnings per share
Net loss
Gain of preferred stock transaction
Numerator for earnings per share

Loss per share of common stock - Basic:
Loss per basic common share
Weighted average common stock outstanding

Loss per share of common stock - Diluted:
Loss per diluted common share
Weighted average common stock outstanding

See accompanying notes to consolidated financial statements.

F-4

Altisource Asset Management Corporation
Consolidated Statements of Comprehensive Loss
(In thousands)

(table of contents)

Year ended December 31,

2023

2022

(32,546) $

(15,934)

(6)
(6)

(34)
(34)

(32,552) $

(15,968)

$

$

Net loss
Other comprehensive loss:

Currency translation adjustments, net
Total other comprehensive loss

Comprehensive loss

See accompanying notes to consolidated financial statements.

F-5

Altisource Asset Management Corporation
Consolidated Statement of Stockholders' Deficit
(In thousands, except share amounts)

(table of contents)

Common Stock

Preferred
Stock

$

150,000 

Number of
Shares
3,416,541  $

Amount

Additional
Paid-in
Capital

Retained
Earnings

Accumulated
Other
Comprehensive
Income (Loss)

34  $

143,523  $

57,450  $

54  $

Total
Stockholders'
Deficit

Treasury
Stock
(277,589) $

December 31, 2021
Common shares issued under
share-based compensation
plans, net of shares withheld
for employee taxes
Treasury shares repurchased
Share-based compensation, net
of tax
Currency translation
adjustments, net
Preferred stock conversion
Net loss

December 31, 2022
Adjustment for stock
dividend
Common shares issued
under share-based
compensation plans, net of
shares withheld for
employee taxes
Treasury shares repurchased
Share-based compensation,
net of tax
Currency translation
adjustments, net
Net loss

December 31, 2023

$

— 
— 

— 

15,753 
— 

— 

— 
(5,788)
— 
144,212 

— 
— 
— 
3,432,294 

— 

1,241,024 

— 
— 

— 

— 
— 
144,212 

11,167 
— 

— 

— 
— 

4,684,485  $

— 
— 

— 

— 
— 
— 
34 

12 

— 
— 

— 

— 
— 
46  $

25 
— 

340 

— 
5,122 
— 
149,010 

— 
— 

— 

— 
— 
(15,934)
41,516 

(12)

— 

— 
— 

— 

(34)
— 
— 
20 

— 

— 
(2,881)

— 

— 
— 
— 
(280,470)

(76,528)

25 
(2,881)

340 

(34)
5,122 
(15,934)
(89,890)

— 

— 

— 
— 

162 

— 
— 

— 
— 

— 

— 
(32,546)

149,160  $

8,970  $

— 
— 

— 

(6)
— 
14  $

— 
(3,563)

— 

— 
— 

(284,033) $

— 
(3,563)

162 

(6)
(32,546)
(125,843)

See accompanying notes to consolidated financial statements.

F-6

(table of contents)

Altisource Asset Management Corporation
Consolidated Statements of Cash Flows
(In thousands)

Operating activities:
Net loss
Adjustments to reconcile net loss to net cash used in operating activities

Year ended December 31,

2023

2022

$

(32,546) $

(15,934)

Depreciation and amortization
Share-based compensation
Amortization of operating lease right-of-use assets
Change in fair value of loans
Net realized loss on sale of loans held for investment
Net realized loss on sale of held for sale loans
Impairment of operating lease right-of-use asset
Loss on discarded assets
Impairment of intangible assets
Gain on repayment of debt

Changes in operating assets and liabilities:

Originations of held for sale loans
Additional fundings of held for sale loans
Proceeds from sales of held for sale loans
Principal payments on held for sale loans
Interest receivable
Amortization of deferred financing fees
Prepaid expenses and other assets
Accrued compensation and benefits
Accounts payable and other accrued liabilities
Other liabilities and operating lease liabilities

Net cash used in operating activities
Investing activities:

Website development
Purchase of loans held for investment
Additional fundings of loans held for investment
Proceeds from sales of loans held for investment
Principal payments on loans held for investment
Investment in property and equipment

Net cash provided by (used in) investing activities
Financing activities

Conversion of preferred stock
Proceeds from borrowed funds
Repayment of borrowed funds
Deferred financing fees
Proceeds and payment of tax withholding on exercise of stock options, net
Repurchase of common stock

Net cash (used in) provided by financing activities
Net decrease in cash and cash equivalents
Effect of exchange rate changes on cash and cash equivalents
Consolidated cash, cash equivalents, and restricted cash, beginning of period

See accompanying notes to consolidated financial statements.

F-7

247 
163 
433 
(1,599)
14,857 
2,214 
58 
1 
511 
(36)

(12,359)
(4,880)
21,239 
1,088 
1,177 
73 
2,085 
— 
(4,076)
(423)
(11,773)

— 
(350)
(6,498)
30,627 
39,131 
(16)
62,894 

— 
54,005 
(105,622)
— 
(235)
(3,328)
(55,180)
(4,059)
(2)
12,774 

199 
340 
241 
1,963 
— 
— 
— 
— 
— 
— 

(8,843)
(3,857)
— 
1,061 
(1,353)
52 
(5,177)
895 
5,065 
(1,716)
(27,064)

(1,482)
(99,087)
(10,794)
— 
26,174 
(60)
(85,249)

(1,893)
95,197 
(43,544)
(125)
25 
(2,881)
46,779 
(65,534)
(41)
78,349 

Consolidated cash, cash equivalents, and restricted cash, end of period

Supplemental disclosure of cash information:
Cash paid for interest
Cash paid for income taxes

Other Disclosures
Right-of-use lease assets recognized - operating leases
Operating lease liabilities incurred

Reconciliation of Cash, Cash Equivalents and Restricted Cash

Cash and cash equivalents
Restricted cash

Total cash, cash equivalents, and restricted cash

(table of contents)

Year ended December 31,

2023

2022

8,713  $

12,774 

2,987  $
573 

—  $
— 

8,713  $
— 
8,713  $

873 
3,806 

710 
710 

10,727 
2,047 
12,774 

$

$

$

$

$

See accompanying notes to consolidated financial statements.

F-8

(table of contents)

Altisource Asset Management Corporation
Notes to Consolidated Financial Statements
December 31, 2023

1. Organization and Basis of Presentation

Altisource  Asset  Management  Corporation  (“we,”  “our,”  “us,”  “AAMC,”  or  the  “Company”)  was  incorporated  in  the  U.S.  Virgin  Islands  (“USVI”)  on
March  15,  2012  (our  “inception”),  and  commenced  operations  as  an  asset  manager  on  December  21,  2012.  As  disclosed  in  our  public  filings,  the
Company’s  prior  business  operations  ceased  in  the  first  week  of  2021.  The  Company  previously  operated  as  the  external  manager  for  Front  Yard
Residential Corporation (“Front Yard”), a public real estate investment trust (“REIT”) focused on acquiring and managing quality, affordable, single-family
rental (“SFR”) properties throughout the United States.

During  2021,  AAMC  engaged  in  a  comprehensive  assessment  to  either  internally  develop  a  new  business  operation  or  acquire  a  separate  operating
company.  A  range  of  industries  were  analyzed,  including,  but  not  limited  to,  real  estate,  lending  cryptocurrency,  block-chain  technology  and  insurance
operations. Outside professional firms, including among others, Cowen and Company, LLC, an investment bank, and Norton Rose Fulbright LLP, a global
law practice, were engaged to provide due diligence, legal and valuation expertise to assist in our search.

As of March 2022, the Company created the Alternative Lending Group (“ALG”), to generate alternative private credit loans through Direct to Borrower
Lending, Wholesale Originations, and Correspondent Loan Acquisitions. The initial operations of ALG entailed the following:

Build out a niche origination platform as well as a loan acquisition team;
Fund the originated or acquired alternative loans from a combination of Company equity and existing or future lines of credit;
Sell the originated and acquired alternative loans through forward commitment and repurchase contracts;

•
•
•
•
• Utilize AAMC’s existing operations in India to drive controls and cost efficiencies.

Leverage senior management’s expertise in this space; and

ALG's  primary  sources  of  income  is  derived  from  mortgage  banking  activities  generated  through  the  origination  and  acquisition  of  loans,  and  their
subsequent sale or securitization as well as net interest income from loans while held on the balance sheet for investment.

Following  a  full  year  of  operating  the  new  ALG  business  line,  our  board  of  directors  mandated  a  comprehensive  review  of  the  Company’s  mortgage
platform to improve the performance of the business. This review involved assessments of operational efficiency and capacity issues, opportunities for cost
reductions, strategies for improving liquidity, among other initiatives, all with a view toward enhancing financial performance. The Company has made
significant progress in reducing costs and streamlining operations, including an across-the-board employee right-sizing, reducing expenditures for third-
party professional services and reducing reliance on lines of credit.

On  October  6,  2023,  the  Company  signed  a  non-exclusive  patent  and  technology  licensing  agreement  (“PTL  Agreement”)  with  System73  Limited  (an
entity  controlled  and  managed  by  the  majority  owners  of  the  Company’s  common  stock).  The  Company  acquired  a  non-exclusive  license  for  a  set  of
patents  which  seek  to  improve  the  efficiency  of  electric  vehicles.  The  patents,  among  additional  items,  seek  to  use  multiple  electric  motors  in  electric
machines to improve the efficiency beyond the standard single motor drive used currently in most of these vehicles. System73 has strategically aligned
itself with two companies, Seabird Technologies and Purple Sector, to facilitate the creation of a prototype electric vehicle over the next 18 months. These
two partners have extensive relationships with auto manufacturers and suppliers and are incentivized to generate revenues from these patents over the 24-
month period following development of the prototype.

The  Company  can  terminate  the  PTL  with  System73  Limited  at  any  time  or  for  any  reason  and  in  the  event  System73  Limited  grants  a  license  to  the
patents  to  another  entity  or  markets  or  otherwise  commercializes  the  technology  to  or  with  another  party.  While  no  cash  or  other  consideration  was
transferred  by  the  Company  to  System73  Limited  at  the  time  of  the  execution  of  the  PTL,  the  PTL  provides  for  certain  equity  incentive  payments  to
System73 Limited based on performance. The Agreement sets out AAMC Common Stock Milestones, defined as each instance where the average closing
price of the Company’s common stock for the preceding twenty (20) day period reaches an amount equal to or in excess of a multiple of $100 (i.e., $100,
$200, $300, etc.). Upon the occurrence of each such Stock Milestone, System 73 would be awarded the number of shares of AAMC

F-9

(table of contents)

Common Stock equal to ten percent of the AAMC fully-diluted Shares. The Company determined that the equity contract with System73 Limited should
be accounted for as a derivative requiring mark-to-market accounting. As of December 31, 2023, the Company determined that the equity contract has a di
minimis value.

Basis of presentation and use of estimates

The accompanying audited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United
States (“U.S. GAAP”). All wholly owned subsidiaries are included, and all intercompany accounts and transactions have been eliminated.

Use of estimates

The preparation of consolidated financial statements in conformity with U.S. GAAP requires us to make estimates and assumptions that affect the reported
amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the consolidated financial statements and the reported
amounts of revenues and expenses during the reporting periods. Actual results could differ from those estimates.

Loans held for sale or investment, carried at fair market value

We originate and purchase alternative loans. These loans will either be classified as held for investment or held for sale depending upon the determination
of management. We have elected to measure these alternative loans at fair value on a loan by loan basis. This option is available when we first recognize a
financial  asset.  Subsequent  changes  in  the  fair  value  of  these  loans  will  be  recorded  in  our  Consolidated  Statements  of  Operations  in  the  period  of  the
change. Purchased loans, also known as correspondent loans, can be bought with a net strip interest component in that the seller of the loan will receive an
agreed upon percentage of the coupon interest generated from the sold loan. This strip component is reflected as service and asset management expense on
the Consolidated Statements of Operations.

A fair value measurement represents the price at which an orderly transaction would occur between willing market participants at the measurement date.
We estimate the fair values of the loans held for investment or sale based on available inputs from the marketplace. The market for the loans that we have
or  will  invest  in  is  generally  illiquid.  Establishing  fair  values  for  illiquid  assets  is  inherently  subjective  and  is  often  dependent  upon  our  estimates  and
modeling assumptions. In circumstances where relevant market inputs cannot be obtained, increased analysis and management judgment are required to
estimate  fair  value.  This  generally  requires  us  to  establish  internal  assumptions  about  future  cash  flows  and  appropriate  risk-adjusted  discount  rates.
Regardless  of  the  valuation  inputs  we  apply,  the  objective  of  fair  value  measurement  for  assets  is  unchanged  from  what  it  would  be  if  markets  were
operating at normal activity levels and/or transactions were orderly; that is, to determine the current exit price. When the Company sells a loan, a gain or
loss will be recognized at the time of the sale in net income for the difference between the fair value and the book value. The fair value is measured as the
agreed upon selling price from the contractual agreement with the buyer.

See Note 3 - Loans Held for Sale or Investment at Fair Value for further discussion on fair value measurements.

Interest for these loans is recognized as revenue based on the stated coupon when earned and deemed collectible or until a loan becomes more than 90 days
past due, at which point the loan is placed on nonaccrual status and any accrued interest is reversed against interest income. When a seriously delinquent
loan previously placed on nonaccrual status has been cured, meaning all delinquent principal and interest have been remitted by the borrower, the loan will
be placed back on accrual status. Interest accrued as of period end is included within loans held for sale, at fair value or loans held for investment, at fair
value in the Consolidated Balance Sheets as applicable.

We evaluate transfers of loans held for sale or investment at fair value under the guidance in Financial Accounting Standards Board ("FASB") Accounting
Standards Codification ("ASC") No. 860, "Transfers and servicing of financial assets" ("ASC 860"), and account for such transfers as sales when three
conditions in ASC 810-10-45-5 have been met. That is, we account for transfers of such financial assets as sales when the assets have been isolated from
the Company, when the transferee has the right to pledge or exchanges the assets it receives and there are no restrictions on the transferee that constrain
such  right,  and  when  the  Company  has  no  effective  control  over  the  transferred  financial  assets.  Each  of  the  loans  transferred  during  the  year  ended
December 31, 2023 qualified for sale accounting under ASC 860, as each of the loans was transferred to a third-party "as is" in exchange for cash, and the
Company  has  no  continuing  involvement  with  the  transferred  financial  assets  or  the  transferees.  As  result  of  such  transfers,  the  Company  realized  an
aggregate  loss  totaling  $2.2  million  and  $14.9  million  for  the  year  ended  December  31,  2023  on  loans  held  for  sale  and  loans  held  for  investment,
respectively, which is included in Realized

F-10

(table of contents)

losses  on  loans  held  for  sale,  net  and  Realized  losses  on  loans  held  for  investment,  net,  respectively,  in  the  accompanying  Consolidated  Statement  of
Operations. There were no transfers of financial assets during the year ended December 31, 2023.

Redeemable preferred stock

Issuance of Series A Convertible Preferred Stock in 2014 Private Placement

During the first quarter of 2014, we issued 250,000 shares of convertible preferred stock for $250.0 million to institutional investors. Under the Certificate
of  Designations  of  the  Series  A  Shares  (the  “Certificate”),  we  had  the  option  to  redeem  all  of  the  Series  A  Shares  on  March  15,  2020  and  on  each
successive five-year anniversary of March 15, 2020 thereafter. In connection with these same redemption dates, each holder of our Series A Shares had the
right to give notice requesting us to redeem all of the Series A Shares held by such holder out of legally available funds. In accordance with the terms of the
Certificate, if we had legally available funds to redeem all, but not less than all, of the Series A Shares requested to be redeemed on a redemption date, we
would deliver to those holders who had requested redemption in accordance with the Certificate a notice of redemption. If we did not have legally available
funds  to  redeem  all,  but  not  less  than  all,  of  the  Series  A  Shares  requested  to  be  redeemed  on  a  redemption  date,  we  would  not  provide  a  notice  of
redemption. The redemption right would have been exercisable in connection with each redemption date every five years until the mandatory redemption
date in 2044. If we had been required to redeem all of the holder’s Series A Shares, we would have been required to do so for cash at a price equal to
$1,000 per share (the issuance price) out of funds legally available therefor. Due to the redemption provisions of the Series A Shares, we classified these
shares as mezzanine equity, outside of permanent stockholders' equity.

The holders of our Series A Shares were not entitled to receive dividends with respect to their Series A Shares. The Series A Shares were convertible into
shares of our common stock at a conversion price of $1,250 per share (or an exchange rate of 0.8 shares of common stock for Series A Share), subject to
certain anti-dilution adjustments.

Upon certain change of control transactions or upon the liquidation, dissolution or winding up of the Company, whether voluntary or involuntary, before
any payment or distribution could have been made to holders of junior shares, the holders of the Series A Shares would have been entitled to receive an
amount in cash per Series A Share equal to the greater of:

(i)  $1,000  plus  the  aggregate  amount  of  cash  dividends  paid  on  the  number  of  shares  of  common  stock  into  which  such  Series  A  Shares  were
convertible on each ex-dividend date for such dividends; and
(ii) The number of shares of common stock into which the Series A Shares were then convertible multiplied by the then-current market price of the
common stock.

Because not all of these potential transactions were wholly within the control of the Company, the Series A Shares were classified as mezzanine equity. The
Certificate conferred no voting rights to holders, except with respect to matters that materially and adversely affect the voting powers, rights or preferences
of the Series A Shares or as otherwise required by applicable law.

With respect to the distribution of assets upon the liquidation, dissolution or winding up of the Company, the Series A Shares ranked senior to our common
stock and on parity with all other classes of preferred stock that may have been issued by us in the future.

The Series A Shares were recorded net of issuance costs, which were amortized on a straight-line basis through the first potential redemption date in March
2020.

Between January 31, 2020 and February 3, 2020, we received purported notices from all of the holders of our Series A Shares requesting us to redeem an
aggregate of $250.0 million liquidation preference of our Series A Shares on March 15, 2020. We did not have legally available funds to redeem all, but not
less than all, of the Series A Shares on March 15, 2020. As a result, we did not believe, under the terms of the Certificate, that we were obligated to redeem
any of the Series A Shares under the Certificate.

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Related litigation

–

Luxor (plaintiff) v. AAMC (defendant)

On February 3, 2020, Luxor filed a complaint in the Supreme Court of the State of New York, County of New York, against AAMC for breach of contract,
specific performance, unjust enrichment, and related damages and expenses. The complaint alleged that AAMC’s position that it would not redeem any of
Luxor’s Series A Shares on the March 15, 2020 redemption date was a material breach of AAMC’s redemption obligations under the Certificate. Luxor
sought an order requiring AAMC to redeem its Series A Shares, recovery of no less than $144,212,000 in damages, which is equal to the amount Luxor
would have received if AAMC redeemed all of Luxor’s Series A Shares at the redemption price of $1,000 per share set forth in the Certificate, as well as
payment of its costs and expenses in the lawsuit. In the alternative, Luxor sought a return of its initial purchase price of $150,000,000 for the Series A
Shares, as well as payment of its costs and expenses in the lawsuit. On May 25, 2020, Luxor’s complaint was amended to add Putnam Equity Spectrum
Fund  and  Putnam  Capital  Spectrum  Fund  (collectively,  “Putnam”),  which  also  invested  in  the  Series  A  Shares,  as  plaintiff.  On  June  12,  2020,  AAMC
moved to dismiss the Amended Complaint in favor of AAMC’s first-filed declaratory judgment action in the U.S. Virgin Islands. On August 3, 2020, the
court denied AAMC’s motion to dismiss. On February 23, 2021, in accordance with the terms of the Putnam Agreement described below, Putnam agreed to
discontinue all claims against AAMC with prejudice. AAMC and Luxor each filed summary judgment motions on July 19, 2022. On December 1, 2022,
having heard oral arguments on the summary judgment motions, the trial court denied both parties’ motions.

AAMC and Luxor appealed the trial court’s ruling to the Appellate Division - First Department, of the Supreme Court of the State of New York. On June
13,  2023,  the  Appellate  Division  issued  a  unanimous  decision,  finding  in  favor  of  AAMC  that  it  did  not  breach  any  contractual  obligation  to  redeem
Luxor’s Series A Shares and directing the trial court to enter judgment dismissing Luxor’s complaint. On July 19, 2023, Luxor filed a request for a further
appeal to the New York Court of Appeals, and AAMC filed an opposition thereto on August 7, 2023.

As noted below, pursuant to a settlement agreement entered into by the parties dated January 11, 2024, this litigation has been terminated and dismissed
with prejudice. See Note 11 - Subsequent Events.

– AAMC (plaintiff) v. Nathaniel Redleaf (defendant)

On  October  31,  2022,  AAMC  filed  a  complaint  with  demand  for  jury  trial  in  the  Superior  Court  of  the  Virgin  Islands,  Division  of  St.  Croix,  against
Nathaniel  Redleaf  alleging  breach  of  fiduciary  duty  to  AAMC.  Mr.  Redleaf  was  a  member  of  AAMC’s  Board  of  Directors  for  five  years  and  the
Company’s complaint alleges that he breached his fiduciary duty, by among other things, disclosing AAMC’s confidential information to Luxor. AAMC
sought a number of remedies, including compensatory damages, disgorgement of any benefit received by Luxor or Mr. Redleaf as a result of such breaches.

On January 4, 2023, this action was removed to the United States District Court of the Virgin Islands, Division of St. Croix.

On February 28, 2023, defendant Redleaf filed a motion to dismiss the complaint. AAMC filed its opposition to defendant’s motion on April 4, 2023 and
the parties thereafter stipulated to a stay of proceedings through January 17, 2024.

As noted below, pursuant to a settlement agreement entered in by the parties dated January 11, 2024, all litigation with Mr. Redleaf and Luxor has been
terminated and dismissed with prejudice.

Settlement activities

On February 17, 2021, the Company entered into a settlement agreement dated as of February 17, 2021 (the “Putnam Agreement”) with Putnam. Pursuant
to  the  Putnam  Agreement,  AAMC  and  Putnam  exchanged  all  of  Putnam’s  81,800  Series  A  Shares  for  288,283  shares  of  AAMC’s  common  stock.
Additionally, AAMC paid Putnam $1,636,000 within three business days of the effective date of the Putnam Agreement and $1,227,000 on the one-year
anniversary of the effective date of the Putnam Agreement, and in return Putnam released AAMC from all claims related to the Series A Shares and enter
into a voting rights agreement as more fully described in the Putnam Agreement. Finally, AAMC granted to Putnam a most favored nations provision with
respect to future settlements of the Series A Shares. As a result of this settlement, we recognized a one-time gain directly to Additional paid in capital of
$71.9 million in the first quarter of 2021.

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On  August  27,  2021,  the  Company  entered  into  a  settlement  agreement  (the  “Wellington  Agreement”)  with  certain  funds  managed  by  Wellington
Management  Company  LLP  (collectively,  “Wellington”). Under  the  Wellington  Agreement,  the  Company  paid  Wellington  $2,093,000  in  exchange  for
18,200 Series A Shares ($18.2 million of liquidation preference) held by Wellington, and in return Wellington agreed to release AAMC from all claims
related to the Series A Shares. As a result of this settlement, we recognized a one-time gain directly to Additional paid in capital of $16.1 million gain in
the third quarter of 2021.

On January 6, 2022, the Company entered into a settlement agreement (the "Settlement Agreement") with two institutional investors. Under the Settlement
Agreement, the Company paid the institutional investors approximately $665 thousand in cash in exchange for 5,788 Series A Shares ($5.79 million of
liquidation preference) held by the institutional investors. As a result of this settlement, the Company recognized a one-time gain directly to Additional
paid in capital of approximately $5.1 million in the first quarter of 2022.

On July 18, 2022, the Company entered into an agreement (the "Purchase Agreement") with Putnam in which the Company repurchased 286,873 shares of
common stock of the Company owned by Putnam (the "Putnam Shares"). The aggregate purchase price of the Putnam Shares was $2,868,730, or $10 per
share.

Pursuant to the Purchase Agreement, the Company and Putnam also agreed to terminate the most favored nation clause granted to Putnam in the Putnam
Agreement. The Company and Putnam also agreed to terminate all of Putnam's shareholder voting obligations included in the Putnam Agreement.

In addition to the above-disclosed settlements with various holders of Series A Shares, effective January 11, 2024 the Company entered into settlement
agreements with Luxor Capital (and related entities) and Nathaneal Redleaf which provide for the redemption by the Company of all Series A Shares held
by Luxor (and related entities) and the termination and dismissal with prejudice of the litigation with respect thereto and with respect to the Company’s
claims against Mr. Redleaf. See Note 11 - Subsequent Events.

2016 Employee Preferred Stock Plan

On  May  26,  2016,  the  2016  Employee  Preferred  Stock  Plan  (the  “Employee  Preferred  Stock  Plan”)  was  approved  by  our  stockholders.  Pursuant  to  the
Employee Preferred Stock Plan, the Company may grant one or more series of non-voting preferred stock, par value $0.01 per share, in the Company to
induce certain employees to become employed and remain employees of the Company in the USVI, and any of its future USVI subsidiaries, to encourage
ownership  of  shares  in  the  Company  by  such  USVI  employees  and  to  provide  additional  incentives  for  such  employees  to  promote  the  success  of  the
Company’s business.

Pursuant  to  our  stockholder  approval  of  the  Employee  Preferred  Stock  Plan,  on  December  29,  2016,  the  Company  authorized  14  additional  series  of
preferred stock of the Company, consisting of Series B Preferred Stock, Series C Preferred Stock, Series D Preferred Stock, Series E Preferred Stock, Series
F Preferred Stock, Series G Preferred Stock, Series H Preferred Stock, Series I Preferred Stock, Series J Preferred Stock, Series K Preferred Stock, Series L
Preferred Stock, Series M Preferred Stock, Series N Preferred Stock and Series O Preferred Stock, and each series shall consist of up to an aggregate of
1,000 shares.

We have issued shares of preferred stock under the Employee Preferred Stock Plan to certain of our USVI employees. These shares of preferred stock are
mandatorily redeemable by us in the event of the holder's termination of service with the Company for any reason. At December 31, 2023 and 2022, we
had  1,200  and  3,200  and  shares  outstanding,  respectively,  and  we  included  the  redemption  value  of  these  shares  of  $12,000  and  $32,000  respectively,
within accounts payable and accrued liabilities in our Consolidated Balance Sheets.

In December 2022, our Board of Directors declared and paid an aggregate $0.4 million of dividends on these shares of preferred stock. Such dividends are
included in salaries and employee benefits in our Consolidated Statements of Operations.

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Recently issued accounting standards

Recently issued accounting standards adopted

In  December  2019,  the  FASB  issued  ASU  2019-12,  “Income  Taxes  -  Simplifying  the  Accounting  for  Income  Taxes  (Topic  740),”  which  is  intended  to
simplify various aspects related to accounting for income taxes. ASU 2019-12 removes certain exceptions to the general principles in Topic 740 and also
clarifies and amends existing guidance to improve consistent application. Our adoption of this standard in the first quarter of 2022 did not have a material
impact on our consolidated financial statements.

Recently issued accounting standards not yet adopted

In  March  2020,  the  FASB  issued  ASU  No.  2020-04,  “Reference  Rate  Reform  (Topic  848):  Facilitation  of  the  Effects  of  Reference  Rate  Reform  on
Financial Reporting,” which provides practical expedients and exceptions for applying GAAP to contracts, hedging relationships, and other transactions
affected  by  reference  rate  reform  if  certain  criteria  are  met.  The  expedients  and  exceptions  provided  by  the  amendments  in  this  update  apply  only  to
contracts, hedging relationships, and other transactions that reference the London interbank offered rate (“LIBOR”) or another reference rate expected to be
discontinued as a result of reference rate reform. These amendments are not applicable to contract modifications made and hedging relationships entered
into or evaluated after December 31, 2022. ASU No. 2020-04 is effective as of March 12, 2020 through December 31, 2022 and may be applied to contract
modifications and hedging relationships from the beginning of an interim period that includes or is subsequent to March 12, 2020. In December 2022, the
FASB extended the temporary accounting rules under Topic 848 from December 31, 2022 to December 31, 2024. We will adopt this standard when LIBOR
is  discontinued.  We  are  evaluating  the  impact  the  new  standard  will  have  on  our  consolidated  financial  statements  and  related  disclosures,  but  do  not
anticipate a material impact.

Recent accounting pronouncements pending adoption not discussed above or in the 2022 Form 10-K are either not applicable or will not have, or are not
expected to have a material impact on our consolidated financial position, results of operations, or cash flows.

2. Summary of Significant Accounting Policies

Cash equivalents

We consider highly liquid investments with an original maturity of three months or less when purchased to be cash equivalents.

Certain account balances exceed FDIC insurance coverage and, as a result, there is a concentration of credit risk related to amounts on deposit in excess of
FDIC insurance coverage. To mitigate this risk, we maintain our cash and cash equivalents at large national or international banking institutions.

Restricted cash

Historically, we were required to maintain $2 million of restricted cash in a Flagstar deposit account under the Master Repurchase Agreement with Flagstar
bank. See Note 4 - Borrowings. We have no restrictions on cash balances at December 31, 2023.

Consolidations

The consolidated financial statements include the accounts of AAMC and its consolidated subsidiaries, which include the voting interest entities in which
we are determined to have a controlling financial interest. Our voting interest entities consist entirely of our wholly owned subsidiaries. We also consider
variable interest entities (“VIEs”) for consolidation where we are the primary beneficiary. We had no VIEs or potential VIEs as of and for the years ended
December 31, 2023 or 2022.

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Earnings per share

Basic earnings per share is computed by dividing net income or loss, less amortization of preferred stock issuance costs, by the weighted average common
stock  outstanding  during  the  period.  Diluted  earnings  per  share  is  computed  by  dividing  net  income  or  loss  by  the  weighted  average  common  stock
outstanding for the period plus the dilutive effect of (i) stock options and restricted stock outstanding using the treasury stock method and (ii) Series A
Preferred Shares using the if-converted method. Weighted average common stock outstanding - basic excludes the impact of unvested restricted stock since
dividends paid on such restricted stock are non-participating. Any gain on settlement of preferred shares, which is recorded directly to equity, is included in
the numerators for our earnings per share calculations.

Fair value of financial instruments

We  designate  fair  value  measurements  into  three  levels  based  on  the  lowest  level  of  substantive  input  used  to  make  the  fair  value  measurement.  Those
levels are as follows:

•
•

•

Level 1 - Quoted prices in active markets for identical assets or liabilities.
Level 2 - Observable inputs other than Level 1 prices such as quoted prices for similar assets or liabilities; quoted prices in markets that are not
active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the related assets or
liabilities.
Level 3 - Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities.

Income taxes

Income  taxes  are  provided  for  using  the  asset  and  liability  method.  Deferred  tax  assets  and  liabilities  are  recognized  for  the  future  tax  consequences
attributable to differences between the carrying amounts of existing assets and liabilities and their respective tax bases. Deferred tax assets and liabilities
are  measured  using  enacted  rates  expected  to  apply  to  taxable  income  in  the  years  in  which  management  expects  those  temporary  differences  to  be
recovered or settled. The effect on deferred taxes of a change in tax rates is recognized in income in the period in which the change occurs. Subject to our
judgment,  we  reduce  a  deferred  tax  asset  by  a  valuation  allowance  if  it  is  “more  likely  than  not”  that  some  or  the  entire  deferred  tax  asset  will  not  be
realized. Tax laws are complex and subject to different interpretations by the taxpayer and respective governmental taxing authorities. Significant judgment
is required in evaluating tax positions, and we recognize tax benefits only if it is more likely than not that a tax position will be sustained upon examination
by the appropriate taxing authority.

For all temporary differences, we have considered the potential future sources of taxable income against which they may be realized. In so doing, we have
taken into account temporary differences that we expect to reverse in future years and those where it is unlikely. Where it is more likely than not that there
will not be potential future taxable income to offset a temporary difference, a valuation allowance has been recorded.

Lastly, the Company accounts for the tax on global intangible low-taxed income (“GILTI”) as incurred and therefore has not recorded deferred taxes related
to GILTI on its foreign subsidiaries.

Leases

On January 1, 2019, we adopted ASU 2016-02, including various associated updates and amendments, which together comprise the requirements for lease
accounting under ASC 842. ASC 842 fundamentally changes accounting for operating leases by requiring lessees to recognize a liability to make lease
payments and a right-of-use asset over the term of the lease. We also adopted the “package of practical expedients,” which permits us not to reassess our
prior  conclusions  about  lease  identification,  lease  classification  and  initial  direct  costs  under  the  new  standard.  We  also  elected  the  short-term  lease
exemption for all leases that qualify; as a result, we will not recognize right-of-use assets or lease liabilities for leases with a term of less than 12 months at
inception.

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We lease office space under two operating leases. We recognized lease expense for these leases on a straight-line basis over the lease term and combine
lease and non-lease components for all leases. Our office leases are generally for terms of one to five years and typically include renewal options, which we
consider when determining our lease right-of-use assets and lease liabilities to the extent that a renewal option is reasonably certain of being exercised.
Along with base rents, we are generally required to pay common area maintenance, property taxes and insurance, each of which vary from period to period
and are accounted for as variable lease costs and therefore, expensed as incurred.

Other assets

Other assets includes leasehold improvements; right-of-use assets; furniture, fixtures and equipment; deferred tax assets, refunds due and miscellaneous
other assets. The cost basis of fixed assets is depreciated using the straight-line method over an estimated useful life of three to five years based on the
nature of the components.

During the year ended December 31, 2023, the Company wrote off capitalized costs associated with the development of a website for use in the mortgage
business as it was determined that the future cash flows attributable to that line of business did not support its recoverability given the scale back of our
lending operations. The write off totaled $0.5 million and is included in impairment expense in the consolidated statement of operations.

Interest income and loan fees

Interest  revenue  is  recognized  based  on  the  stated  coupon  when  earned  and  deemed  collectible  or  until  a  loan  becomes  more  than  90  days  past  due,  at
which point the loan is place on nonaccrual status and any accrued interest is reversed against interest revenue.

Upon  a  nonaccrual  loan  being  reinstated,  meaning  all  delinquent  principal  and  interest  payments  have  been  remitted  by  the  borrower,  the  loan  will  be
placed back on accrual status.

Interest accrued as of period end is included within loans for sale, at fair value, or loans held for investment, at fair value, in the Consolidated Balance
Sheets as applicable.

Loan fees represent origination fees charged to borrowers and are recognized to revenue upon the origination date of the loan.

Share-based compensation

We  amortize  the  grant  date  fair  value  of  restricted  stock  as  expense  on  a  straight-line  basis  over  the  service  period  with  an  offsetting  increase  in
stockholders' equity. The grant date fair value of awards with only service-based vesting conditions is determined based upon the share price on the grant
date.

We recognize share-based compensation expense related to (i) awards to employees in salaries and employee benefits and (ii) awards to Directors or non-
employees in general and administrative expense in our Consolidated Statements of Operations.

Forfeitures of share-based awards are recognized as they occur.

Treasury stock

We account for repurchased common stock under the cost method and include such treasury stock as a component of total stockholders’ equity. We have
repurchased shares of our common stock (i) under our Board approval to repurchase up to $300 million in shares of our common stock and (ii) upon our
withholding of shares of our common stock to satisfy tax withholding obligations in connection with the vesting of our restricted stock.

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3. Loans Held for Sale or Investment at Fair Value

Our loan portfolio consists of business purpose loans secured by single family, multifamily and commercial real estate that were acquired from third party
originators or issued by us. The composition of the loan portfolio by classification as of December 31, 2023 and 2022, respectively, is summarized in the
table below ($ in thousands):

Held for Sale

Held for Investment

December 31, 2023

December 31, 2022

December 31, 2023

December 31, 2022

Total loan commitments
Less: construction holdbacks
Total principal outstanding
Change in fair value of loans
Total loans at fair value

 (1)

$

$

7,420  $
(2,988)
4,432 
24 
4,456  $

15,080  $
(3,350)
11,730 
(137)
11,593  $

(1) Construction holdbacks include in process accounts such as payments, advances, interest reserve, accrued interest and other accounts.

6,235  $
(214)
6,021 
(388)
5,633  $

98,157 
(13,188)
84,969 
(1,826)
83,143 

The loan portfolio consists of 21 loans at December 31, 2023, with a weighted average coupon of 10.4%, of which the Company receives a net yield of
10.2% after taking into account the strip interest to the sellers of the loans. The weighted average life of the portfolio is approximately 0.20 months. Three
loans represent 74% of the total principal outstanding at December 31, 2023. There were nine loans on nonaccrual status or 90 days or more past due at
December 31, 2023, with a fair value of $3.0 million. These loans have an unpaid principal balance of $2.8 million at December 31, 2023.

As of December 31, 2023, we have commenced formal foreclosure proceedings on five loans with an aggregate fair value of $1.3 million in order to force
the sale of the real estate that serves as collateral for such loans. We expect that the sale of the collateral will allow us to recover the full repayment of the
outstanding  loans  and  accrued  interest  as  of  December  31,  2023.  There  were  no  loans  for  which  formal  foreclosure  proceedings  had  commenced  at
December 31, 2023.

The table below represents activity within the loan portfolio by classification for the period shown ($ in thousands):

Balance at December 31, 2022
Acquisitions
Originations
Proceeds from sales of loans 
Additional fundings
Interest receivable
Payoffs and repayments
Fair value adjustment
Balance at December 31, 2023

(1)

(1) Includes net realized loss on sale of loans.

Loans Held for Sale

Loans Held for Investment

11,593  $
— 
12,359 
(23,453)
4,880 
4 
(1,088)
161 
4,456  $

83,143 
350 
— 
(45,484)
6,498 
(1,181)
(39,131)
1,438 
5,633 

$

$

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The composition of the total loan commitment by state as of December 31, 2023 is summarized below ($ in thousands):

State
Florida
Washington
Arkansas
Texas
Michigan
New Mexico
Pennsylvania
Other
Total

Commitment

Percent of Portfolio

$

$

8,536 
3,470 
553 
350 
230 
221 
176 
119 
13,655 

62.5 %
25.4 %
4.0 %
2.6 %
1.7 %
1.6 %
1.3 %
0.9 %
100.0 %

For financial reporting purposes of our alternative loans, we follow a fair value hierarchy established under GAAP, as described in Note 2 - Summary of
Significant Accounting Policies, that is used to determine the fair value of financial instruments. This hierarchy prioritizes relevant market inputs in order
to determine an “exit price” at the measurement date, or at the price at which an asset could be sold or a liability could be transferred in an orderly process
that is not a forced liquidation or distressed sale.

In  certain  cases,  inputs  used  to  measure  fair  value  fall  into  different  levels  of  the  fair  value  hierarchy.  In  such  cases,  the  level  at  which  the  fair  value
measurement falls is determined based on the lowest level input that is significant to the fair value measurement. Our assessment of the significance of a
particular input requires judgment and considers factors specific to the asset or liability being measured.

The following table presents the assets that are reported at fair value on a recurring basis as of December 31, 2023 and 2022, as well as the fair value of
hierarchy of the valuation inputs used to measure fair value. We did not have any liabilities to report at fair value on a recurring basis as of December 31,
2023 and 2022.

Assets
(In thousands)
December 31, 2023
Loans held for sale
Loans held for investment
Total measured

December 31, 2022
Loans held for sale
Loans held for investment
Total measured

Carrying
Value

Level 1

Fair Value Measurements Using
Level 2

Level 3

$

$

$

$

4,456  $
5,633 
10,089  $

11,593  $
83,143 
94,736  $

—  $
— 
—  $

—  $
— 
—  $

—  $
— 
—  $

—  $
— 
—  $

4,456 
5,633 
10,089 

11,593 
83,143 
94,736 

The estimated fair value for our business purpose loans is determined using the discounted cash flow model (“DCF”) to estimate the net present value of
the future cash flows expected from each loan. For performing loans, the DCF is based on the future expected cash flows of each loan in accordance with
its  contractual  terms  net  of  the  strip  component.  Cash  flows  for  performing  loans  with  construction  holdbacks  incorporate  the  draws  to  complete  the
required improvements to the underlying property securing the loan. For nonaccrual loans, the estimated cash flows are based on the current fair value of
the collateral of the loans, in which the Company will utilize a third-party appraisal to determine the fair value (Level 3).

On a loan by loan basis, the weighted average discount rate range utilized for the DCF applied to the net yield to be received by the Company was 10.0%
which is less than the overall yield on the portfolio of 10.2%, resulting in the increase in value of the portfolio at December 31, 2023. The determination of
the discount rate was based on analysis of the current interest rates charged for business purpose loans in conjunction with the increase in rates for other
underlying base rates such as the 10-year U.S. treasury bond and the 30 day Secured Overnight Financing Rate ("SOFR") (Level 3). For nonaccrual loans,
the discount

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applied to the value of the collateral was based on available market information on REO sales transaction as of the valuation date (Level 3).

We did not transfer any assets from one level to another level during the years ended December 31, 2023 and 2022, respectively.

We evaluate the change in fair value attributable to instrument-specific credit risk as the excess of the total change in fair value over the change in fair value
attributable to changes in the risk-free rate. Instrument-specific credit risk had an immaterial impact on the change in fair value recognized for loans held
during the years ended December 31, 2023 and 2022.

4. Borrowings

In  December  2022,  the  Company  entered  into  a  $50  million  Master  Repurchase  Agreement  (the  "NexBank  Line")  with  NexBank,  as  the  buyer.  The
Company used the proceeds from the NexBank Line to fund the acquisition and origination of business purpose loans (the "Loans") secured by residential,
multifamily and certain commercial properties. Each draw on the NexBank Line could be outstanding up to 180 days. NexBank had a security interest in
the Loans subject to a transaction under the NexBank Line. The NexBank Line's maturity was 364 days from the execution date.

The NexBank Line accrued interest at a rate equal to the greater of (a) the 1 month Term SOFR rate plus three and one-half percent (3.50%) or (b) four and
one-quarter (4.25%). Interest was payable at 90 days. The carrying value of the NexBank Line approximated fair value as of December 31, 2022 due to its
short-term nature and floating interest rate terms. NexBank Line’s outstanding balance was $9.2 million at December 31, 2022 and was collateralized by
$10.4 million in loans. The NexBank line was paid off and terminated on November 7, 2023.

In  August  2022,  the  Company  entered  into  a  $50  million  Master  Repurchase  Agreement  (the  “Flagstar  Line”)  with  Flagstar  Bank  FSB  (“Flagstar”),  a
federal savings bank, as a buyer and administrative agent. The Company used the proceeds from the Flagstar Line to fund the acquisition and origination of
Loans secured by residential, multifamily and certain commercial properties. Each draw on the Flagstar Line could be outstanding up to 180 days. Flagstar
had a security interest in the Loans subject to a transaction under the Flagstar Line and requires the Company to maintain restricted cash of $2 million in a
Flagstar deposit account. The Flagstar Line's maturity was 364 days from the execution date.

The Flagstar Line accrued interest at a base 1-Month Term SOFR rate plus a spread dependent upon the type of Loan subject to a transaction. Interest was
payable at 90 days. The Company also incurred a fee on the unused portion of the $50 million if the average outstanding balance of the Flagstar Line is less
than a threshold level of the total commitment. The carrying value of the Flagstar Line approximated fair value as of December 31, 2022 due to its short-
term nature and floating interest rate terms. The Flagstar Line’s outstanding balance was $42.5 million at December 31, 2022 and was collateralized by
$57.4 million in loans. The Flagstar line was paid off and terminated on September 7, 2023.

5. Leases

We currently lease office space under operating leases in Christiansted, St. Croix, U.S. Virgin Islands and Bengaluru, India. Prior to the termination of the
lease in October 2023, we also leased space in Tampa, Florida.

As of December 31, 2023 and 2022, our weighted average remaining lease term, including applicable extensions, was 3.3 years and 3.8 years, respectively,
and we applied a discount rate of 7.0% and 7.0%, respectively, to our office leases. We determined the discount rate for each lease to be either the discount
rate stated in the lease agreement or our estimated rate that we would charge to finance real estate assets.

During  the  years  ended  December  31,  2023  and  2022,  we  recognized  rent  expense  of  $0.4  million  and  $0.3  million,  respectively,  related  to  long-term
operating  leases.  We  had  no  short-term  rent  expense  for  the  years  ended  2023  or  2022.  We  include  rent  expense  as  a  component  of  general  and
administrative  expenses  in  the  Consolidated  Statements  of  Operations.  We  had  no  finance  leases  during  the  years  ended  December  31,  2023  and
December 31, 2022.

F-19

The following table presents a maturity analysis of our operating leases as of December 31, 2023 ($ in thousands):

2024
2025
2026
2027

Total lease payments

Less: interest

Lease liabilities

(table of contents)

Operating Lease Liabilities
300 
$
309 
320 
76 
1,005 
105 
900 

$

Right-of-use assets are periodically reviewed for impairment losses under ASC 360-10, “Property, plant, and equipment,” to determine whether a right-of-
use asset is impaired, and if so, the amount of impairment loss to recognize. During the year ended December 31, 2023, we ceased utilizing office space in
Tampa, Florida as part of our assessment of overall costs of the mortgage platform and recognized an impairment of the remaining right-of-use asset for the
space of $58,000. We did not recognize any impairments of right-of-use assets for the year ended December 31, 2022.

6. Commitments and Contingencies

Litigation, claims and assessments

From time to time, we may be involved in various claims and legal actions arising in the ordinary course of business. Set forth below is a summary of
material legal proceedings to which we were a party as of December 31, 2023:

Litigation regarding Luxor Capital Group, LP and certain of its managed funds and accounts ("Luxor")

Please refer to Note 1 - Organization and Basis of Presentation – Section Issuance of Series A Convertible Preferred Stock in 2014 Private Placement.

Executive Arbitrations

Former Chief Executive Officer, Indroneel Chatterjee

On  May  3,  2021,  Mr.  Chatterjee,  commenced  an  arbitration  against  the  Company  and  each  of  its  directors.  The  arbitration  complaint  alleges  that  the
Company’s April 16, 2021 for cause termination of Mr. Chatterjee was in breach of Mr. Chatterjee’s Amended and Restated Employment Agreement and
made extra contractual claims against the Company for not affording Mr. Chatterjee a “fair procedure” and placed him in a “false light” by disclosing Mr.
Chatterjee’s termination in its public announcement of the for cause termination. In addition, the arbitration complaint also asserts a tort claim against each
of the Company’s directors relating to that termination and against the Company for its April 16, 2021 public announcement of the for cause termination.
Mr.  Chatterjee’s  arbitration  complaint  seeks  unspecified  damages  for  his  contract  claims  including  for  loss  of  income,  stock  and  bonus,  and  punitive
damages on his tort claims. On June 10, 2021, the Company and its directors responded to the arbitration complaint and advanced counterclaims against
Mr. Chatterjee. On October 20, 2021, the arbitrator granted the Company’s motion to dismiss with respect to Mr. Chatterjee’s “fair procedure” and “false
light” claims, but denied the motion to dismiss the tort claim against each of the directors. Following the close of discovery on July 11, 2022, the Company
moved for summary judgment seeking dismissal of Mr. Chatterjee's remaining claims against the Company and against its directors, and further seeking
entry  of  judgment  on  the  majority  of  the  Company's  counterclaims.  On  July  21,  2022,  the  Company  and  its  directors  filed  a  motion  alleging  that  Mr.
Chatterjee  had  engaged  in  fraud  and  seeking  as  sanctions  for  that  abuse  both  the  dismissal  of  all  of  Mr.  Chatterjee's  claims  and  the  payment  of  the
Company's legal fees resulting from that alleged abuse. Following briefing by all parties on the summary judgment and sanction motions, on October 19,
2022,  the  arbitrator  found  that  Mr.  Chatterjee  engaged  in  serious  and  repeated  misconduct,  attempting  to  perpetrate  a  fraud  on  the  arbitrator  and  the
Company and accordingly (i) dismissed all of Mr. Chatterjee's remaining claims, both as a sanction for his misconduct and, independently, on the merits of
the Respondents' motion for summary judgment; (ii) granted summary judgment on one of the Company's counterclaims requiring Mr. Chatterjee to pay
the  Company  $400,000  (the  return  of  half  of  his  initial  signing  bonus);  and,  (iii)  ordered  that  Mr.  Chatterjee,  as  a  further  sanction  for  his  misconduct,
reimburse  the  Company  for  all  expenses  it  incurred  directly  and  solely  as  a  result  of  his  misconduct  (which  dollar  amount  has  not  yet  been  set).  On
December  29,  2022,  the  arbitrator  entered  a  final  order  which  granted  an  additional  award  of  fees  and  costs  to  the  Company  in  the  amount  of  over
$1 million, bringing the Company's total judgment against Mr. Chatterjee to approximately $1.6 million. In the arbitrator's final award, he also included the
amounts he had previously awarded to the Company in his

F-20

(table of contents)

October  19,  2022  order,  which  were  $400,000  plus  interest  at  the  U.S.  Virgin  Islands'  9.0%  statutory  rate  for  contractual  claims  (since  Mr.  Chatterjee's
termination on April 16, 2021) and approximately $140,000 as reimbursement to the Company for all expenses the Company incurred directly and solely
as a result of Mr. Chatterjee's misconduct in the arbitration. The Company has taken steps to attempt to enforce the judgment against Mr. Chatterjee and
waives no rights or remedies with respect thereto.

Erbey Holding Corporation et al. v. Blackrock Management Inc., et al.

On April 12, 2018, an action was filed in the Superior Court of the Virgin Islands, Division of St. Croix under the caption Erbey Holding Corporation, et
al. v. Blackrock Financial Management Inc., et al., case number SX-2018-CV-146. The action was initially filed by Plaintiffs Erbey Holding Corporation,
John R. Erbey Family Limited Partnership, by its general partner Jupiter Capital, Inc., Salt Pond Holdings, LLC, Munus, L.P., Carisma Trust, by its trustee,
Venia, LLC, and Tribue Limited Partnership (collectively, the “HoldCo Plaintiffs”). AAMC joined in the action as an additional named Plaintiff pursuant to
Court order dated March 30, 2023.

The action was filed against Defendants Blackrock Financial Management, Inc., Blackrock Investment Management, LLC, Blackrock Investments, LLC,
Blackrock Capital Management, Inc., Blackrock, Inc, Pacific Investment Management Company LLC, PIMCO Investments, LLC and John and Jane Does
1-10.

The complaint alleges that Defendants, aided by their agents and co-conspirators, engaged in an unlawful enterprise and conspiracy to harm Plaintiffs and
related companies, including Ocwen Financial Corporation (“Ocwen”), by damaging their operations, business relationships and standing in the industry.
The specific intent and purpose of the Defendants’ alleged illegal conduct, as detailed in the complaint, was to take profits from the forced foreclosures on
struggling homeowners during the mortgage crisis and to retaliate against and financially ruin Ocwen and AAMC for pushing back against Defendants’
pro-foreclosure campaign.

As set out in the complaint, the alleged wrongful and malicious conduct of Defendants, which included fraudulent disparagement and targeted short-selling,
constitute common law intentional torts and violations of Section 605 of the Virgin Islands Criminally Influenced and Corrupt Organizations Act (“CICO”).
AAMC and the HoldCo Plaintiffs seek compensatory damages in amounts reflecting the substantial diminution in value of their stock and stock holdings,
respectively, and/or lost profits, plus lost future market value appreciation and profits. Any direct or indirect compensatory damages awarded under CICO
are subject to automatic trebling. The action also seeks punitive damages of up to nine times any compensatory amounts based on the egregious nature of
the alleged intentional torts, as well as an award of attorneys’ fees and other expenses incurred in prosecuting the case.

Defendants  filed  multiple  motions  that  sought  to  dismiss  the  case  on  various  alleged  grounds,  including  that  Plaintiffs  failed  to  adequately  plead  their
respective statutory and common law tort claims and that the Court allegedly lacked personal jurisdiction over Defendants.

On October 11, 2022, the trial judge appointed a Staff Master to review Defendants’ pending motions and issue a recommended decision thereon.

On July 13, 2023, the Staff Master issued his recommendation that all of AAMC’s legal claims should be permitted to proceed and that the Court should
exercise personal jurisdiction over four of the five named Blackrock-entity Defendants and both of the named PIMCO-entity Defendants. The Staff Master
recommended that Blackrock, Inc. be dismissed for lack of personal jurisdiction.

On  December  4,  2023,  the  trial  judge  issued  a  memorandum  decision  and  order  fully  adopting  the  Staff  Master’s  comprehensive  recommendation  and
overruling  Defendants’  objections  to  the  portions  adverse  to  them. The  trial  judge  certified  the  findings  of  jurisdiction  over  Defendants  for  a  potential
interlocutory discretionary appeal. The Virgin Islands Supreme Court has not yet determined whether or not to accept Defendants’ appeal. The trial judge
also entered a final order dismissing Blackrock, Inc., thus permitting an appeal by Plaintiffs as of right to the Virgin Islands Supreme Court.

On February 27, 2024, the trial judge issued an order denying Defendants’ request for a stay of discovery proceedings in the Superior Court during the
pendency of appellate matters before the Virgin Islands Supreme Court and directing the Staff Master to conduct a discovery conference on an expedited
basis. The Staff Master has set a discovery conference for March 27, 2024.

F-21

(table of contents)

At this time, we are not able to predict the ultimate outcome of this matter, nor can we estimate the range of possible damages to be awarded to AAMC, if
any. As such, we have not recorded a gain contingency for this matter at December 31, 2023 or 2022.

7. Incentive Compensation and Share-Based Payments

2012 Special Equity Incentive Plan

A  special  grant  of  stock  options  and  restricted  stock  was  made  to  certain  employees  of  Altisource  Portfolio  Solutions  N.A.  (“ASPS”)  related  to  our
separation  from  ASPS  under  the  2012  Special  Equity  Incentive  Plan  (the  “2012  Special  Plan”).  We  included  no  share-based  compensation  in  our
consolidated financial statements for the portion of these grants made to ASPS employees. The shares of restricted stock became fully vested and were
issued during 2017.

Dividends received on restricted stock are forfeitable and are accumulated until the time of vesting at the same rate and on the same date as on shares of
common stock. Upon the vesting of stock options and restricted stock, we may withhold up to the statutory minimum to satisfy the resulting employee tax
obligation.

Stock options

During the years ended December 31, 2023 and 2022, we recorded no compensation expense related to grants of stock options.

As of both December 31, 2023 and 2022, we had no outstanding options issued under all of our share-based compensation plans or as inducement awards.

During the year ended December 31, 2022, 5,850 stock options were exercised on March 12, 2022 with a weighted average exercise price of $4.36 per
share and an aggregate intrinsic value of $0.1 million. All options were exercised in March 2022.

Restricted stock

During the year ended December 31, 2023, we granted no shares of service-based restricted stock to members of management.

During  the  year  ended  December  31,  2022,  we  granted  a  total  of  38,250  shares  of  service-based  restricted  stock  to  members  of  management  with  a
weighted average grant date value per share of $5.82. These shares of service-based restricted stock awards were granted either as inducement awards or
under our Equity Incentive Plans. These grants will vest in three equal annual installments based on the grant date(s), subject to forfeiture or acceleration.

We recorded $0.2 million of compensation expense related to these grants in both of the years ended December 31, 2023, and 2022, respectively. As of
December 31, 2023, we had no unrecognized share-based compensation expense to be recognized. As of December 31, 2022, we had $0.3 million of total
unrecognized share-based compensation cost to be recognized over a weighted average remaining estimated term 1.1 years.

Additionally, during 2022 our Directors each received annual grants of restricted stock equal to $60,000 based on the market value of our common stock at
the time of the annual stockholders meeting. This restricted stock vested on the date of the next Annual Meeting of Stockholders following the date of
grant, service period subject to each Director attending at least 75% of the Board and committee meetings. No dividends were paid on the shares until the
award was issued. During the year ended December 31, 2022, we granted 14,571 shares of stock pursuant to our Equity Incentive Plans with a weighted
average  grant  date  fair  value  per  share  of  $12.35.  There  were  no  shares  of  stock  granted  under  the  Equity  Incentive  Plans  during  the  year  ended
December 31, 2023.

F-22

The following table sets forth the activity of our restricted stock:

December 31, 2021

Granted
(1)
Vested

December 31, 2022
(1)

(2)

Vested
Forfeited

December 31, 2023

(2)

(table of contents)

Number of Shares

Weighted Average Grant
Date Fair Value

25,901  $
52,821 
(16,835)
61,887 
(18,984)
(28,332)
14,571  $

13.62 
7.62 
14.11 
8.36 
8.25 
6.39 
12.35 

_____________
(1) The vesting date fair value of restricted stock that vested during the years ended December 31, 2023 and 2022 was $0.2 million and $0.2 million, respectively.
(2) The aggregate intrinsic value of restricted stock outstanding at December 31, 2023 and 2022 was $0.1 million and $0.7 million, respectively.

The following table sets forth the number of shares of common stock reserved for future issuance. We may issue new shares or issue shares from treasury
shares upon the exercise of stock options or the vesting of restricted stock.

Stock options outstanding
Possible future issuances under share-based compensation plans

December 31, 2023

— 
107,884 
107,884 

As of December 31, 2023, we had 315,515 remaining shares of common stock, excluding treasury shares, authorized to be issued under our charter.

8. Income Taxes

We  are  domiciled  in  the  USVI  and  are  obligated  to  pay  taxes  to  the  USVI  on  our  income.  We  applied  for  tax  benefits  from  the  USVI  Economic
Development  Commission  (“EDC”)  and  received  our  certificate  of  benefits  (“the  EDC  Certificate”),  effective  as  of  February  1,  2013.  Pursuant  to  the
Certificate, so long as we comply its provisions, we will receive a 90% tax reduction on our USVI-sourced income until 2043. By letter dated April 13,
2023, the EDC approved an extension of the temporary full-time employment waiver (the "Waiver") of the Company's minimum employment requirements
to five full-time USVI employees for the period from January 1, 2023 to June 30, 2023. By letter dated February 19, 2024, the EDC approved an additional
extension for the period July 1, 2023 to December 31, 2024. At December 31, 2023, the Company met the minimum employment requirements required
under the provisions of the Waiver.

Beginning on January 1, 2017, AAMC US, Inc., a domestic U.S. corporation and wholly-owned subsidiary, began operations. This entity is based entirely
in the mainland U.S. and is subject to U.S. federal and state corporate income tax.

The 

following 

table 

sets 

forth 

the 

components 

of 

loss 

from 

operations 

before 

income 
in 
taxes 
Year ended December 31,

($ 

thousands):

2023

2022

AAMC

$

(31,973) $

(15,584)

F-23

The provision for income taxes from operations is summarized as follows ($ in thousands):

Current

Federal
State
International

Total current tax expense
Deferred
Federal
State

Total deferred tax expense

Total tax expense

The following table sets forth the components of our total deferred tax assets ($ in thousands):

Deferred tax assets:

Stock compensation
Accrued expenses
Net operating losses (1)
Lease liabilities
Other

Total gross deferred tax assets
Less: Valuation allowance
Total net deferred tax assets
Deferred tax liabilities:
Right-of-use assets
Investments
Unrealized gains

Total gross deferred tax liabilities

Deferred tax assets, net

(table of contents)

Year ended December 31,

2023

2022

437  $
— 
73 
510 

54 
9 
63 
573  $

195 
4 
55 
254 

94 
2 
96 
350 

December 31, 2023

December 31, 2022

6  $

53 
4,506 
10 
4 
4,579 
(4,313)
266 

9 
— 
320 
329 
(63) $

2 
84 
1,109 
54 
76 
1,325 
(1,266)
59 

53 
6 
— 
59 
— 

$

$

$

$

_____________
(1) Net operating loss (“NOL”) carry-forwards for tax years prior to 2018 expire in 2037. Beginning with 2018, NOLs are carried forward indefinitely.

The change in deferred tax assets is included in changes in other assets and liabilities in the Consolidated Statement of Cash Flows. The significant factors
contributing to the increase in our valuation allowance in 2023 are due to increases in the temporary differences attributable to net operating losses, accrued
compensation, and unrealized gains.

ASC  740  requires  that  the  tax  benefit  of  net  operating  losses,  temporary  differences  and  credit  carryforwards  be  recorded  as  an  asset  to  the  extent  that
management assesses that realization is "more likely than not." Realization of the future tax benefits is dependent on the Company's ability to generate
sufficient taxable income within the carryforward period. AAMC has historically been in a three-year cumulative loss position with the exception of 2020
due to the recognition of the Termination Fee payments as income that year. Removing this income from the analysis results in cumulative three-year book
losses as of December 31, 2023. The Company believes that it is more likely than not that the Company will not realize the benefit of its net deferred tax
assets. As such, the Company has recorded a full valuation allowance in 2022 against its net deferred tax assets. The  valuation  allowance  increased  by
approximately $3.0 million during the year ended December 31, 2023.

F-24

The following table sets forth the reconciliation of the statutory USVI income tax rate from operations to our effective income tax rate:

(table of contents)

U.S. Virgin Islands income tax rate
State and local income tax rates
EDC benefits in the USVI
Foreign tax rate differential
Permanent and other
Valuation allowance
Other adjustments

Effective income tax rate

Year ended December 31,

2023

2022

23.1 %
— 
(14.2)
(0.6)
(0.2)
(9.5)
(0.4)
(1.8)%

23.1 %
— 
(19.5)
(0.2)
(0.5)
(4.9)
(0.3)
(2.3)%

During the tax years ended December 31, 2023 and 2022, we recognized no interest or penalties associated with unrecognized tax benefits.

We recorded $0.4 million as of December 31, 2023, excluding interest and penalties, as a liability for unrecognized tax benefits in Accrued expenses and
other  liabilities  in  the  consolidated  balance  sheet.  Had  we  recognized  $0.4  million,  along  with  related  interest  and  penalties,  it  would  have  favorably
impacted  the  annual  effective  tax  rate.  We  do  not  anticipate  any  significant  increases  or  decreases  in  our  unrecognized  tax  benefits  within  the  next  12
months.

The following table presents a reconciliation of the beginning and ending amount of unrecognized tax benefits for the years ended December 31, 2023 and
2022 ($ in thousands):

Unrecognized tax benefits at the beginning of the year

Current period tax position increases
Prior period tax position increases
Decreases due to lapse in applicable statute of limitations

Unrecognized tax benefits at the end of the year

December 31, 2023

December 31, 2022

— 
— 
437 
— 
437 

— 
— 
— 
— 
— 

AAMC  believes  that  the  tax  positions  taken  in  the  AAMC  tax  returns  satisfy  the  more-likely-than-not  threshold  for  benefit  recognition.  Furthermore,  a
review of the AAMC entity trial balances suggests that AAMC has appropriately addressed the material book-tax differences. AAMC is confident that the
amounts claimed (or expected to be claimed) in the tax returns reflect the largest amount of such benefits that are greater than fifty percent likely of being
realized upon ultimate settlement. Accordingly, no ASC 740-10-25 liabilities except as noted above have been recorded by the Company as a result of ASC
740-10-25.

We remain subject to tax examination in the USVI for tax years 2020 to 2023 and in the United States for tax years 2020 to 2023.

F-25

(table of contents)

9. Earnings Per Share

The following table sets forth the components of basic and diluted loss per share ($ in thousands, except share and per share amounts):

Numerator
Net loss
Gain of preferred stock transaction

Numerator for earnings per share - net loss attributable to common stockholders

Denominator
Weighted average common stock outstanding - basic
Weighted average common stock outstanding - diluted

Loss per basic common share
Loss per diluted common shares

Year ended December 31,

2023

2022

$

$

$
$

(32,546) $
— 
(32,546) $

2,925,744 
2,925,744 

(11.12) $
(11.12) $

(15,934)
5,122 
(10,812)

3,259,755 
3,259,755 

(3.32)
(3.32)

On September 8, 2023, the Company’s Board of Directors approved a 70% stock dividend. Each stockholder of record on September 18, 2023 received a
dividend of seven tenths additional share of common stock for each then-held share, with any fractional shares rounded up, to be distributed after close of
trading on October 31, 2023. The Company’s common stock began trading on a stock-adjusted basis on November 1, 2023, which is the ex-dividend date
of the effective date of the dividend. The par value of the Company’s common stock was not affected by the split and remained at $0.01 per share. The
computations of basic and diluted EPS have been adjusted on a retrospective basis for all periods presented. The common stock and per-share data has been
retroactively adjusted as well, as the ex-dividend date occurred before the interim financial statements were issued.

We excluded the items presented below from the calculation of diluted loss per share as they were antidilutive for the periods indicated, as the Company
had a net loss from operations for each period presented ($ in thousands):

Denominator
Restricted stock
Preferred stock, if converted

10. Segment Information

Year ended December 31,

2023

2022

35,595 
196,128 

28,840 
196,238 

ALG is our primary segment. The Company’s chief operating decision maker, its Chief Executive Officer, reviews the financial information presented on a
consolidated basis for purposes of allocating resources and evaluating its financial performance. Accordingly, the Company has determined that it operates
in a single reportable segment.

11. Subsequent Events

Effective  as  of  January  11,  2024  (the  “Effective  Date”),  AAMC  entered  into  a  settlement  agreement  (the  “Settlement  Agreement”)  with  Luxor  Capital
Group  LP,  Luxor  Capital  Partners  Offshore  Masters  Fund,  LP,  Luxor  Capital  Partners,  LP,  Luxor  Wavefront,  LP,  Luxor  Spectrum,  LLC,  and  Thebes
Offshore Master Fund, LP (collectively, “Luxor”) and Nathaniel Redleaf, a former AAMC director (together with AAMC and Luxor, the “Parties”).

F-26

(table of contents)

Under the terms of the Settlement Agreement:

•

•

Luxor  surrendered  all  144,212  shares  of  AAMC  Series  A  Convertible  Preferred  Stock  it  held  to  AAMC.  Luxor  and  AAMC  agreed  that  their
related Securities Purchase Agreement dated March 13, 2014, along with the Certificate of Designations dated March 17, 2014 attached thereto,
are void and all rights thereunder are extinguished.
The Company shall provide the following consideration to Luxor:

◦ A $1,000,000 cash payment within five days of the Effective Date, plus
◦

Three Promissory Notes in the following principal amounts and durations:

▪ A Note in the principal amount of $2,000,000 due and payable on the three-year anniversary of the Effective Date;
▪ A Note in the principal amount of $3,000,000 due and payable on the five-year anniversary of the Effective Date; and
▪ A Note in the principal amount of $6,000,000 due and payable on the eight-year anniversary of the Effective Date.

◦

Each  Note  bears  annual  interest  at  either  7.5%  on  a  cash  basis  or  10%  paid-in-kind  (“PIK”)  basis,  at  the  election  of  AAMC.  The
Company shall refrain from making common stock repurchases or issuing dividends at any time the PIK option is in effect and is subject
to certain additional covenants enumerated in the Notes.

▪

▪

The Company shall also pay Luxor 50% of any proceeds received in respect of its damage claims in the action brought by Erbey
Holding  Corporation  pending  in  USVI  Superior  Court  with  case  number  SX-2018-CV-146,  up  to  a  cumulative  payout  cap  to
Luxor of $50,000,000.
The  Parties  agreed  and  stipulated  to  dismissal  with  prejudice  of  the  following  actions:  (i)  Luxor  Capital  Group  LP,  et.  al  v.
Altisource Asset Management Corporation  filed  in  the  Supreme  Court  of  the  State  of  New  York  in  the  County  of  New  York,
with index number 650746/2020 (including Luxor’s withdrawal of its pending request for further appellate review by the New
York Court of Appeals), and (ii) Altisource Asset Management Corporation v. Nathaniel Redleaf et. al  pending  in  the  United
States  District  Court  for  the  District  of  the  Virgin  Islands,  with  case  number  1:23-cv-00002.  The  Parties  exchanged  mutual
releases  of  their  respective  claims  relating  to  the  aforesaid  actions,  SPA  and  Certificate,  as  applicable,  and  agreed  that  the
Settlement Agreement shall not be construed as an admission that any of the Parties violated the law, breached any contract or
committed any wrong whatsoever.

F-27

Description of the Registrant’s Securities Registered Pursuant to
Section 12 of the Securities Exchange Act of 1934, as amended

Exhibit 4.1

The  common  stock,  par  value  $0.01  per  share  (“Common  Stock”),  of  Altisource  Asset  Management  Corporation,  a  US  Virgin  Islands  corporation  (the
“Company”), is registered under Section 12 of the Securities Exchange Act of 1934, as amended (the “Exchange Act”). The following description of the
Common Stock sets forth certain general terms and provisions of the Common Stock. These descriptions are in all respects subject to and qualified in their
entirety by, and should be read in conjunction with, the applicable provisions of the Amended and Restated Articles of Incorporation of the Company (the
“Charter”),  the  Third  Amended  and  Restated  Bylaws  of  the  Company  (the  “Bylaws”),  and  the  Certificate  of  Designations  of  the  Series  A  Convertible
Preferred Stock (the “Series A Designations Certificate”) (each of which is incorporated herein by reference) and the applicable provisions of the US Virgin
Islands Code (“USVIC”).

Dividends. Subject to the preferential rights any shares of preferred stock currently outstanding or subsequently classified, a holder of Common Stock is
entitled  to  receive  dividends,  if,  as  and  when  authorized  and  declared  by  the  Company’s  Board  of  Directors  (the  “Board”),  out  of  any  funds  available
therefor. The Company currently does not pay a regular distribution on the Common Stock, but the Company has from time-to-time declared dividends on
its preferred stock, excluding the Series A Preferred.

Liquidation Preference.  In  the  event  of  the  liquidation,  dissolution  or  winding  up  of  the  Company,  or  a  Change  of  Control  (as  defined  in  the  Series  A
Designations Certificate), subject to the preferential rights of the Series A Convertible Preferred Stock (the “Series A Preferred”) and pari passu with the
rights of the other classes of preferred shares currently outstanding, a holder of Common Stock is entitled to share ratably in the Company's assets that may
legally be distributed to the Company's stockholders.

Relationship to Preferred Stock and Other Shares of Common Stock. The rights of a holder of Common Stock will be subject to, and may be adversely
affected  by,  the  rights  of  holders  of  any  preferred  stock  that  may  be  issued  in  the  future.  The  Board  may  cause  preferred  stock  to  be  issued  to  the
Company’s officers, directors and employees pursuant to benefit plans.

A  holder  of  Common  Stock  has  no  preferences,  conversion  rights,  sinking  fund,  redemption  rights,  or  preemptive  rights  to  subscribe  for  any  other
securities of the Company. All shares of Common Stock have equal distribution, liquidation, voting and other rights.

Voting Rights. Except as may otherwise be required by law, a holder of Common Stock has one vote per share on all matters submitted to a vote of the
Company’s stockholders, including the election of directors.

Under the USVIC, a US Virgin Islands corporation generally cannot dissolve, amend its charter, sell all or substantially all of its assets, or engage in similar
transactions outside the ordinary course of business, unless approved by the affirmative vote of stockholders holding at least a majority of the outstanding
shares of the affected class of stock. Furthermore, under the USVIC, a US Virgin Islands corporation may not merge or consolidate with another company
without affirmative vote of stockholders holding at least two-thirds of the outstanding shares of stock.

Additionally, the Bylaws are subject to the alteration or repeal, and new bylaws may be made, by the affirmative vote of shareholders holding at least a
majority of the outstanding shares entitled to vote in the election of directors.

The Charter and the Bylaws do not allow for cumulative voting in the election of directors, and a majority of the votes cast in an election for a director is
required to elect a director.

Stockholder Liability. Under the USVIC applicable to US Virgin Islands corporations, holders of Common Stock will not be liable as stockholders for the
Company’s obligations solely as a result of their status as stockholders of the Company.

Transfer Agent. The registrar and transfer agent for shares of the Common Stock is American Stock & Transfer Company.

Subsidiaries of Altisource Asset Management Corporation

Exhibit 21

Name of Entity

Jurisdiction of Incorporation

AAMC US, Inc.

Altisource Consulting S.á r.l

Finsight Business Solutions Private Ltd.

NewSource Reinsurance Company Ltd.

AAMC Real Estate Strategies Offshore Fund 1 (Cayman), LP (f/k/a AAMC EBO Offshore Fund 1 (Cayman),
LP)
Alternative Lending Group LLC
Grapetree Lending LLC
Shoys Lending LLC
Premieria LLC
St. Croix Servicing LLC
Alternative Residential Credit LLC

Delaware

Luxembourg

India

Bermuda

Cayman Islands
Delaware
U.S. Virgin Islands
U.S. Virgin Islands
U.S. Virgin Islands
U.S. Virgin Islands
Delaware

Consent of Independent Registered Public Accounting Firm

We consent to the incorporation by reference in the following Registration Statements:

1. Registration Statement (Form S-8 No. 333-185947) of Altisource Asset Management Corporation,
2. Registration Statement (Form S-8 No. 333-194112) of Altisource Asset Management Corporation,
3. Registration Statement (Form S-8 No. 333-236151) of Altisource Asset Management Corporation, and
4. Registration Statement (Form S-8 No. 333-251561) of Altisource Asset Management Corporation;

of our report dated March 29, 2024, with respect to the consolidated financial statements of Altisource Asset Management Corporation included in this
Annual Report (Form 10-K) of Altisource Asset Management Corporation for the year ended December 31, 2023.

Exhibit 23

/s/ Ernst & Young LLP

Atlanta, Georgia
March 29, 2024

Exhibit 31.1

Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

I, William C. Erbey, certify that:

1. I have reviewed this Annual Report on Form 10-K of Altisource Asset Management Corporation;

2.  Based  on  my  knowledge,  this  report  does  not  contain  any  untrue  statement  of  a  material  fact  or  omit  to  state  a  material  fact  necessary  to  make  the
statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.  Based  on  my  knowledge,  the  financial  statements,  and  other  financial  information  included  in  this  report,  fairly  present  in  all  material  respects  the
financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4.  The  registrant’s  other  certifying  officers  and  I  are  responsible  for  establishing  and  maintaining  disclosure  controls  and  procedures  (as  defined  in
Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a–15(f) and 15d–15(f)) for
the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to
ensure  that  material  information  relating  to  the  registrant,  including  its  consolidated  subsidiaries,  is  made  known  to  us  by  others  within  those
entities, particularly during the period in which this report is being prepared;

(b)  Designed  such  internal  control  over  financial  reporting,  or  caused  such  internal  control  over  financial  reporting  to  be  designed  under  our
supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external
purposes in accordance with generally accepted accounting principles;

(c)  Evaluated  the  effectiveness  of  the  registrant’s  disclosure  controls  and  procedures  and  presented  in  this  report  our  conclusions  about  the
effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent
fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially
affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the
Registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably
likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b)  Any  fraud,  whether  or  not  material,  that  involves  management  or  other  employees  who  have  a  significant  role  in  the  registrant’s  internal
control over financial reporting.

Date: March 29, 2024

By:

/s/ William C. Erbey
William C. Erbey
Chief Executive Officer

Exhibit 31.2

Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

I, Richard G. Rodick, certify that:

1. I have reviewed this Annual Report on Form 10-K of Altisource Asset Management Corporation;

2.  Based  on  my  knowledge,  this  report  does  not  contain  any  untrue  statement  of  a  material  fact  or  omit  to  state  a  material  fact  necessary  to  make  the
statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.  Based  on  my  knowledge,  the  financial  statements,  and  other  financial  information  included  in  this  report,  fairly  present  in  all  material  respects  the
financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4.  The  registrant’s  other  certifying  officers  and  I  are  responsible  for  establishing  and  maintaining  disclosure  controls  and  procedures  (as  defined  in
Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a–15(f) and 15d–15(f)) for
the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to
ensure  that  material  information  relating  to  the  registrant,  including  its  consolidated  subsidiaries,  is  made  known  to  us  by  others  within  those
entities, particularly during the period in which this report is being prepared;

(b)  Designed  such  internal  control  over  financial  reporting,  or  caused  such  internal  control  over  financial  reporting  to  be  designed  under  our
supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external
purposes in accordance with generally accepted accounting principles;

(c)  Evaluated  the  effectiveness  of  the  registrant’s  disclosure  controls  and  procedures  and  presented  in  this  report  our  conclusions  about  the
effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent
fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially
affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the
Registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably
likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b)  Any  fraud,  whether  or  not  material,  that  involves  management  or  other  employees  who  have  a  significant  role  in  the  registrant’s  internal
control over financial reporting.

Date: March 29, 2024

By:

/s/

Richard G. Rodick
Richard G. Rodick
Chief Financial Officer

Certification of the Chief Executive Officer Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

The undersigned, the Chief Executive Officer of Altisource Asset Management Corporation (the “Company”), hereby certifies on the date hereof, pursuant
to 18 U.S.C. §1350(a), as adopted pursuant to Section 906 of The Sarbanes-Oxley Act of 2002, that the Annual Report on Form 10-K for the year ended
December 31, 2023 (“Form 10-K”), filed concurrently herewith by the Company, fully complies with the requirements of Section 13(a) or Section 15(d) of
the Securities Exchange Act of 1934, as amended, and that the information contained in the Form 10-K fairly presents, in all material respects, the financial
condition and results of operations of the Company.

A signed original of this written statement required by Section 906 has been provided to the Company and will be retained by the Company and furnished
to the Securities and Exchange Commission or its staff upon request.

Exhibit 32.1

Date: March 29, 2024

By:

/s/ William C. Erbey
William C. Erbey
Chief Executive Officer

Exhibit 32.2

Certification of the Chief Financial Officer Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

The undersigned, the Chief Financial Officer of Altisource Asset Management Corporation (the “Company”), hereby certifies on the date hereof, pursuant
to 18 U.S.C. §1350(a), as adopted pursuant to Section 906 of The Sarbanes-Oxley Act of 2002, that the Annual Report on Form 10-K for the year ended
December 31, 2023 (“Form 10-K”), filed concurrently herewith by the Company, fully complies with the requirements of Section 13(a) or Section 15(d) of
the Securities Exchange Act of 1934, as amended, and that the information contained in the Form 10-K fairly presents, in all material respects, the financial
condition and results of operations of the Company.

A signed original of this written statement required by Section 906 has been provided to the Company and will be retained by the Company and furnished
to the Securities and Exchange Commission or its staff upon request.

Date: March 29, 2024

By:

/s/

Richard G. Rodick
Richard G. Rodick
Chief Financial Officer

    Exhibit 97.1

                     Altisource Asset Management Corporation
Policy on Recovery of Erroneously
Awarded Compensation

Purpose and Scope

This  statement  constitutes  AAMC’s  Policy  on  Recovery  of  Erroneously  Awarded  Compensation  (the  “Recovery  Policy”).
Pursuant to this Recovery Policy, AAMC will reasonably promptly recover the amount of any erroneously awarded incentive-
based  compensation  in  the  event  that  the  Company  is  required  to  prepare  an  accounting  restatement  due  to  the  material
noncompliance with any financial reporting requirement under the securities laws, including any required accounting restatement
to correct an error in previously issued financial statements that is material to the previously issued financial statements, or that
would result in a material misstatement if the error were corrected in the current period or left uncorrected in the current period.

Recovery Policy

a. This Recovery Policy applies to all incentive-based compensation received by a person:

i.

After beginning service as an executive officer;

ii. Who  served  as  an  executive  officer  at  any  time  during  the  performance  period  for  that  incentive-based

compensation;

iii. While  AAMC  has  a  class  of  securities  listed  on  a  national  securities  exchange  or  a  national  securities

association; and

iv.

During the three completed fiscal years immediately preceding the date that AAMC is required to prepare
an accounting restatement. In addition to the last three completed fiscal years, this Recovery Policy also
applies to any transition period (that results from a change in the issuer’s fiscal year) within or immediately
following those three completed fiscal years.  The Company’s obligation to recover erroneously awarded
compensation is not dependent on if or when the restated financial statements are actually filed.

1

b. For purposes of determining the relevant recovery period, the date on which an accounting restatement is required

to be prepared is the earlier to occur of:

i.

The date the Company’s board of directors, a committee of the board of directors, or the officer or officers
of  the  Company  authorized  to  take  such  action  if  board  action  is  not  required,  concludes,  or  reasonably
should have concluded, that the Company is required to prepare an accounting restatement; or

1
 However, a transition period between the last day of the issuer’s previous fiscal year end and the first day of its new fiscal year that comprises a period of
nine to 12 months would be deemed a completed fiscal year.

1

    Exhibit 97.1

ii.

The date a court, regulator, or other legally authorized body directs the Company to prepare an accounting
restatement.

c. The  amount  of  incentive-based  compensation  that  is  subject  to  this  Recovery  Policy  (“erroneously  awarded
compensation”)  is  the  amount  of  incentive-based  compensation  received  that  exceeds  the  amount  of  incentive-
based  compensation  that  otherwise  would  have  been  received  had  it  been  determined  based  on  the  restated
amounts,  and  must  be  computed  without  regard  to  any  taxes  paid.  For  incentive-based  compensation  based  on
stock price or total shareholder return, where the amount of erroneously awarded compensation is not subject to
mathematical recalculation directly from the information in an accounting restatement:

i.

ii.

The amount must be based on a reasonable estimate of the effect of the accounting restatement on the stock
price or total shareholder return upon which the incentive-based compensation was received; and

The Company shall maintain documentation of the determination of that reasonable estimate and provide
such documentation to the Exchange.

d. The Company shall recover erroneously awarded compensation in compliance with this Recovery Policy except to
the  extent  that  the  conditions  of  paragraphs  (A),  (B),  or  (C)  below  are  met,  and  the  Company’s  committee  of
independent directors responsible for executive compensation decisions, or in the absence of such a committee, a
majority  of  the  independent  directors  serving  on  the  board,  has  made  a  determination  that  recovery  would  be
impracticable.

i.

ii.

The direct expense paid to a third party to assist in enforcing the policy would exceed the amount to be
recovered. Before concluding that it would be impracticable to recover any amount of erroneously awarded
compensation based on expense of enforcement, the Company shall make a reasonable attempt to recover
such erroneously awarded compensation, document such reasonable attempt(s) to recover, and provide that
documentation to the Exchange.

Recovery  would  violate  home  country  law  where  that  law  was  adopted  prior  to  November  28,  2022.
Before  concluding  that  it  would  be  impracticable  to  recover  any  amount  of  erroneously  awarded
compensation based on violation of home country law, the issuer must obtain an opinion of home country
counsel, acceptable to the Exchange, that recovery would result in such a violation, and must provide such
opinion to the Exchange.

iii.

Recovery would likely cause an otherwise tax-qualified retirement plan, under which benefits are broadly
available  to  employees  of  the  registrant,  to  fail  to  meet  the  requirements  of  26  U.S.C.  401(a)(13)  or  26
U.S.C. 411(a) and regulations thereunder.

2

    Exhibit 97.1

e. The Company is prohibited from indemnifying, and shall not indemnify, any executive officer or former executive

officer against the loss of erroneously awarded compensation.

1. The Company must file all disclosures with respect to such Recovery Policy in accordance with the requirements of the
Federal  securities  laws,  including  the  disclosure  required  by  the  applicable  U.S.  Securities  and  Exchange  Commission
(“Commission”) filings.

(e) Definitions. Unless the context otherwise requires, the following definitions apply for purposes of this Recovery Policy:

Executive  Officer.  An  executive  officer  is  the  Company’s  president,  principal  financial  officer,  principal  accounting
officer (or if there is no such accounting officer, the controller), any vice-president of the issuer in charge of a principal
business unit, division, or function (such as sales, administration, or finance), any other officer who performs a policy-
making function, or any other person who performs similar policymaking functions for the issuer. Executive officers of
the  Company’s  parent(s)  or  subsidiaries  are  deemed  executive  officers  of  the  Company  if  they  perform  such  policy
making functions for the issuer. In addition, when the issuer is a limited partnership, officers or employees of the general
partner(s) who perform policy-making functions for the limited partnership are deemed officers of the limited partnership.
If the Company in the future owns a trust, then the officers, or employees of the trustee(s) who perform policy-making
functions for the trust are deemed officers of the trust. Policy-making function is not intended to include policymaking
functions that are not significant. Identification of an executive officer for purposes of this Recovery Policy would include
at a minimum executive officers identified pursuant to 17 CFR 229.401(b).

Financial reporting measures. Financial reporting measures are measures that are determined and presented in accordance
with the accounting principles used in preparing the Company’s financial statements, and any measures that are derived
wholly or in part from such measures. Stock price and total shareholder return are also financial reporting measures. A
financial  reporting  measure  need  not  be  presented  within  the  financial  statements  or  included  in  a  filing  with  the
Commission.

Incentive-based compensation. Incentive-based compensation is any compensation that is granted, earned, or vested based
wholly or in part upon the attainment of a financial reporting measure.

Received.  Incentive-based  compensation  is  deemed  received  in  the  Company’s  fiscal  period  during  which  the  financial
reporting measure specified in the incentive-based compensation award is attained, even if the payment or grant of the
incentive-based compensation occurs after the end of that period.

Adopted by Resolution of Board of Directors

Dated: October 11, 2023

3