Where to Find Corporate Default and Distress Event Data

A historical, point-in-time log of public-company default events, labeled from SEC filing text by Alphanume.

Default and distress events are some of the most powerful catalysts in equities, but they are scattered across SEC filings and rarely tagged in a way you can query. If you want a clean list of when public companies actually defaulted, you usually end up parsing filing text yourself or paying for expensive credit data built for the bond market rather than for equity traders.

Alphanume publishes a focused equity-oriented version as the Corporate Default Events dataset.

What the dataset is

Corporate Default Events is a historical, point-in-time log of public-company default events, labeled from SEC filing text where is_default = 1. The records are ordered by event date descending, so the most recent events come first. Because it is point-in-time, the log reflects what was disclosed when, which is what you need for honest event studies.

Fields

• event_date: the date of the default event
• ticker: the company symbol
• filing_url: a direct link to the source filing

What you can do with it

• Run distress and default event studies and measure post-event drift.
• Study credit-like equity behavior without needing CDS data.
• Build short-candidate universes around distress.
• Filter long portfolios away from names showing default signals.
• Use the events as machine-learning labels or regime triggers.

How to access it

The dataset is on the free tier as a rolling 30-day delayed window. One call returns recent events:

curl "https://api.alphanume.com/v1/corporate-default-events?api_key=alp_your_key"

Grab a free Alphanume API key, read the API documentation, or explore it on Alphanume to browse recent events.

An equity view of distress

Default and distress data is usually built for the credit market and priced accordingly, which leaves equity traders without a clean, queryable list of when public companies actually defaulted. The events themselves live in SEC filing text, where labeling them at scale requires parsing and classification rather than a simple lookup.

Alphanume maintains a focused, equity-oriented log labeled from filing text, ordered newest first, with a link to each source filing. That lets you study credit-like equity behavior without CDS data, build short-candidate universes around distress, and keep defaults out of long portfolios, all from a point-in-time record that reflects what was disclosed when.

Frequently asked questions

What does this dataset record?

Public-company default events, labeled from SEC filing text where is_default = 1. It is a historical, point-in-time log ordered by event date descending.

How is it different from credit data?

It is equity-oriented and built from SEC filings rather than the bond market, so you can study credit-like equity behavior without needing CDS data.

What fields are included?

Each row carries event_date, ticker, and filing_url, a direct link to the source filing.

How would I use it on the long side?

As an exclusion filter: maintain a rolling set of recent default tickers and screen them out of any new long positions.

Is it free?

Yes, on the free tier as a rolling 30-day delayed window. Pro raises the rate limit to 600 requests per minute.