Eagle Point 13F Filed May 7, 2026

Eagle Point Defensive Income Management LLC submitted a Form 13F filing on May 7, 2026 disclosing its reportable holdings as of the quarter ended March 31, 2026 (Investing.com, May 7, 2026). The filing falls within the SEC’s standard 45-day window for 13F submissions and reiterates the manager’s obligation under Section 13(f) for institutions with investment discretion over at least $100 million in reportable securities. For institutional investors and market participants, these filings remain a high-frequency source of granular snapshot data on positions in U.S.-listed equities and other Section 13(f) securities even though they are backward-looking by design. The May 7 filing from Eagle Point will be used by analysts to infer directional tilts in the manager’s defensive income strategy for Q1 2026 and to detect any material reallocation relative to prior quarter snapshots. This report reviews the filing context, the verifiable data points disclosed by the filing cadence and regulatory rules, and what the 13F mechanism implies for sector-level positioning and risk management.

Context

Eagle Point’s 13F submission on May 7, 2026 covers holdings as of March 31, 2026 — the standard quarterly snapshot date for all Form 13F filers (SEC 13F rules). Form 13F requires institutional investment managers exercising investment discretion over $100,000,000 or more in Section 13(f) securities to report their holdings within 45 days of the quarter end; May 7 sits well within that statutory deadline for the March quarter. The practical consequence is that the data represent end-of-quarter positions and may not reflect intra-quarter trades executed in April and early May, which market participants should adjust for when constructing contemporaneous exposure estimates.

The filing by a specialist manager such as Eagle Point Defensive Income Management LLC is notable because defensive-income strategies have been prominent in investor flows since late 2022 — investors have rotated into income-centric mandates as central banks signalled rate normalization. 13F disclosures do not capture non-Section 13(f) instruments such as most private credit, bilateral loans, or many derivatives; therefore, the filing is a partial but public signal of listed equity and convertible/security-like exposure. Institutional readers should interpret the 13F as one input in a multi-source assessment that includes fund-level disclosures, NAV updates, and, where available, direct manager commentary.

Finally, the timing and format of the 13F create a predictable information cadence: filings for Q1 2026 are publicly available through EDGAR and market aggregators, which enables cross-sectional and time-series comparisons across managers. This creates an analytical opportunity to compare Eagle Point’s public equity tilt versus peers and benchmarks, while acknowledging that private holdings and off-balance-sheet exposures remain invisible in 13F data. For those monitoring defensive income managers, the filing provides a baseline for assessing whether the manager increased exposure to dividend-paying names, rotated into high-quality defensives, or reallocated toward liquid credit proxies traded on U.S. exchanges.

Data Deep Dive

Key verifiable data points associated with the May 7 filing include the filing date (May 7, 2026), the reporting period end (March 31, 2026), the SEC reporting threshold ($100,000,000 in reportable Section 13(f) securities), and the statutory filing window (45 days post-quarter-end). These points are intrinsic to the regulatory framework and are referenced in the SEC’s 13F instructions; the Investing.com notice of the filing confirms the date of submission (Investing.com, May 7, 2026). Analysts should anchor any numeric interpretation of turnover, concentration, or sector weight changes to the March 31 valuation date and remember that market moves after that date are not reflected.

Given the backward-looking nature of 13F disclosures, quantitative exercises performed on the filing should account for mark-to-market adjustments. For example, gross position values reported as of March 31 will differ from present-day market values if the referenced securities experienced material price moves in April and early May. A robust comparison therefore requires normalizing by index returns over the same interval — comparing reported position values to S&P 500 (SPX) moves or relevant sector indices between March 31 and the present to distinguish trading activity from price fluctuation.

Data aggregators and modelers commonly triangulate 13F disclosures with observable fund flows and NAV changes. For Eagle Point’s filing, the most conservative analytic posture is to treat 13F entries as minimum exposure statements: the manager is at least long (or short, if reported) the quantities shown on the report date. Where a manager’s public fund materials indicate additional equity exposure through ETFs or index wrappers, those will typically also appear in 13F if they are Section 13(f) securities. For further context on how to read and use these reports in model construction, see our primer on 13F filings.

Sector Implications

Even absent specific position-level disclosure in this note, filings by defensive-income managers like Eagle Point often signal broader sector preferences that are meaningful to equity analysts and fixed-income relative value desks. In a rising-rate environment, defensive-income strategies historically favor higher-quality, cash-flow-stable sectors — utilities, consumer staples, and select healthcare names — versus high-beta cyclical names. If the May 7 13F shows an elevated share of large-cap dividend payers, that would be consistent with managers prioritizing yield and balance-sheet resilience over cyclical growth exposure.

Comparative analysis against benchmarks is essential. A manager increasing weights to defensive sectors by, say, 3–5 percentage points relative to the S&P 500 sector weights (a typical reallocation magnitude in prior quarters among similar managers) would indicate an active risk posture favoring downside protection. Conversely, a reweighting toward financials or industrials could indicate conviction in mid-cycle stabilization. Investors should compare Eagle Point’s reported sector weights (derived from the 13F line items) versus benchmark sector compositions to quantify active bets and to identify potential crowding in liquid defensive names.

Moreover, the intersection between equities and credit is relevant for income-focused managers. Market participants often use listed convertible securities, preferred shares, and certain ETFs as liquid proxies for credit exposure when direct private credit instruments are unavailable. Where Eagle Point reports holdings in such instruments, it would suggest a tactical allocation to traded credit proxies rather than exclusively to traditional equities. For additional coverage on credit-linked strategies, refer to our credit markets library.

Risk Assessment

Interpreting a 13F requires careful attention to several risk vectors. First, the partial nature of 13F reporting means that large exposures in non-reportable instruments (private loans, bespoke derivatives, or off-exchange structured products) are invisible; relying solely on 13F data can understate total portfolio risk. Second, the end-of-quarter snapshot can mask high intra-quarter turnover — a manager that traded heavily in April will not have those trades reflected in a May 7 filing that reports March 31 positions.

Liquidity risk is another critical consideration. If Eagle Point’s 13F shows concentrated positions in mid-cap names or thinly traded convertible securities, liquidation scenarios could be more costly under stress. Analysts should cross-reference 13F concentrations with average daily trading volume and market-cap buckets to assess the feasibility of shock-driven rebalances. Additionally, concentration in the same handful of defensive names across multiple managers can create crowding risk; correlated rebalancing during a market dislocation can drive outsized price moves in otherwise liquid securities.

Operational risk stemming from reporting lags can also create misinterpretation. For example, observing a large position in a firm that subsequently announced a secondary offering in April would require an analyst to treat the 13F number as stale for present-day exposure modelling. Practitioners therefore augment 13F reads with contemporaneous disclosures, such as fund NAV releases and managers’ quarterly letters, to form a more comprehensive risk picture.

Fazen Markets Perspective

From Fazen Markets’ vantage point, the May 7 13F filing by Eagle Point Defensive Income Management LLC should be read as a piece of mosaic intelligence rather than a definitive inventory of the manager’s risk posture. The real informational value lies in changes quarter-over-quarter: increases in reported holdings of listed credit proxies or preferred shares could indicate migration from private to public liquidity, while reductions might signal a move back into private credit or structured products. The contrarian signal to watch is not the absolute presence of defensive names but a material shift in their relative weight versus the prior quarter.

A less obvious implication is the potential for 13F-driven liquidity dynamics. Large, simultaneous repositioning among defensive-income managers can create temporary imbalances in the market for high-dividend large-caps and listed preferreds. Tactical desks should model the market impact of hypothetical coordinated de-risking events by referencing reported position sizes alongside average daily volumes, even when holdings represent a minority of the manager’s total economic exposure.

Finally, Fazen Markets highlights the value of integrating 13F analysis with alternative datasets — options flow, ETF creation/redemption activity, and syndicated loan market indicators — to triangulate the manager’s actual exposure across liquid and illiquid instruments. This multi-dimensional approach detects when a stable 13F footprint masks active risk transfer occurring off-exchange or within private-credit allocations.

Outlook

Going forward, analysts should use the May 7 filing as a baseline for Q2 monitoring rather than a final read on Eagle Point’s positioning. If market volatility remains elevated or if credit spreads widen through the remainder of 2026, defensive-income managers may further increase the use of liquid equity proxies, which would be visible in subsequent 13F filings. Conversely, a continued tightening of spreads and renewed risk appetite could prompt reallocation away from listed defensive names into higher-yielding private instruments that will not appear in future 13Fs.

Q: How should investors interpret 13F holdings that are concentrated in ETFs or preferreds? A: Concentration in ETFs and preferred securities suggests a preference for liquid income exposure or for efficient allocation to baskets; however, it also creates tracking risk relative to direct credit or private exposures. Investors should quantify the notional exposure implied by ETF positions and compare it to any disclosed fund-level leverage to assess net economic risk.

Q: Do 13Fs help predict future flows for defensive-income strategies? A: 13Fs are better at signalling past positioning than predicting forward flows; however, consistent quarter-on-quarter increases in public equity and listed credit proxy holdings across a cohort of defensive managers can presage further inflows into similar liquid instruments, especially if yield dispersion remains wide. Historical episodes in 2018–2020 show that such patterns can coincide with heightened demand for dividend-paying securities.

Bottom Line

Eagle Point’s May 7, 2026 Form 13F is a timely regulatory disclosure that provides a March 31 snapshot of the manager’s reportable holdings; it should be integrated with fund-level disclosures and market data for a complete exposure assessment. Use the filing as a directional input and prioritize trend analysis and cross-asset triangulation to infer the manager’s contemporary positioning.

Disclaimer: This article is for informational purposes only and does not constitute investment advice.