Float risk, cash runway, warrant schedules, and convertible note terms—extracted from SEC filings and delivered via API. Built for quant desks, credit teams, and systematic strategies.
Use Cases
Feed dilution risk scores, float ratios, and runway estimates directly into your models. Structured data ready for backtesting and live trading systems.
Assess borrower dilution risk before extending credit. Monitor covenant-relevant metrics: cash runway, equity line capacity, and convertible debt exposure.
Screen for toxic financing: death spiral converts, floorless SEPAs, and imminent dilution triggers. Identify asymmetric opportunities before the market prices them in.
Flag positions with elevated dilution exposure. Automate capital structure monitoring across your book with structured alerts on material filing events.
Planned API Schema
Every ticker will return a consistent schema. Integrate directly into your models without parsing PDFs or scraping HTML.
| Field | Type | Example |
|---|---|---|
| risk_score_overall | enum | SEVERE | HIGH | MEDIUM | LOW |
| risk_score_offering | enum | SEVERE | HIGH | MEDIUM | LOW |
| risk_score_cash_need | enum | SEVERE | HIGH | MEDIUM | LOW |
| risk_score_float | enum | SEVERE | HIGH | MEDIUM | LOW |
| float_shares | integer | 826199 |
| shares_outstanding | integer | 1270000 |
| runway_months | float | null | 2.3 |
| is_cash_flow_positive | boolean | false |
| warrants | array | [{shares, strike, expiry}] |
| convertible_notes | array | [{principal, conversion_terms}] |
| equity_lines | array | [{facility_size, pricing_terms}] |
| shelf_registration | object | {capacity, remaining} |
Platform Features
JSON endpoints for all dilution metrics. Request by ticker, screen by risk level, or bulk export your watchlist.
CSV/JSON exports of warrant schedules, convertible terms, and equity line details. Ready for your spreadsheets or data pipelines.
Monitor your entire coverage universe. Set thresholds for risk score changes and new filing alerts.
Email notifications when covered companies file 8-Ks, S-3s, or other material documents affecting dilution.
Sort and filter your watchlist by overall risk, cash runway, offering ability, or float risk.
We parse 10-Ks, 10-Qs, 8-Ks, S-1s, S-3s, prospectuses, and proxy statements. Data updated within 24 hours of filing.
Data Pipeline
Monitor filings in real-time via EDGAR full-text feed
Parse dilution-relevant sections from 10-Ks, 8-Ks, S-3s, prospectuses
Normalize warrant terms, convertible conditions, and risk factors
Serve via REST API with <24hr latency from filing
SEC EDGAR sourced
Filing-to-API latency
Full EDGAR coverage
Full API access, unlimited watchlist, real-time filing alerts, and structured data exports. Everything you need for programmatic integration.
Need higher rate limits, custom data fields, historical backfills, or dedicated support? We work with hedge funds, prop desks, and data vendors on custom solutions.