0001511739-11-000001.txt : 20110428 0001511739-11-000001.hdr.sgml : 20110428 20110428161144 ACCESSION NUMBER: 0001511739-11-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110428 DATE AS OF CHANGE: 20110428 EFFECTIVENESS DATE: 20110428 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Hanlon Investment Management, Inc. CENTRAL INDEX KEY: 0001511739 IRS NUMBER: 223723068 STATE OF INCORPORATION: NJ FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14155 FILM NUMBER: 11788581 BUSINESS ADDRESS: STREET 1: 3393 BARGAINTOWN ROAD STREET 2: SUITE 200 CITY: EGG HARBOR TOWNSHIP STATE: NJ ZIP: 08234 BUSINESS PHONE: 609-601-1200 MAIL ADDRESS: STREET 1: 3393 BARGAINTOWN ROAD STREET 2: SUITE 200 CITY: EGG HARBOR TOWNSHIP STATE: NJ ZIP: 08234 13F-HR 1 hanlon13f_2011q1.txt 1 HANLON_2011q1.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Hanlon Investment Management, Inc. Address: 3393 Bargaintown Road, Suite 200 Egg Harbor Township, NJ 08234 13F File Number: 028-14155 The instutitional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Thomas J. Ericson Title: CCO and General Counsel Phone: 609-601-1200 Signature, Place, and Date of Signing: /s/ Thomas J. Ericson Egg Harbor Township, NJ April 28, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 44 Form 13F Information Table Value Total: $358,412 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ANNALY CAP MGMT INC COM 035710409 349 20000 SH SOLE 20000 0 0 CAPE BANCORP INC COM 139209100 1510 153407 SH SOLE 153407 0 0 CHEVRON CORP NEW COM 166764100 490 4557 SH SOLE 4557 0 0 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 8197 78958 SH SOLE 78958 0 0 CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X105 8102 78975 SH SOLE 78975 0 0 CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V109 7632 70753 SH SOLE 70753 0 0 DREYFUS STRATEGIC MUNS INC COM 261932107 442 55000 SH SOLE 55000 0 0 EXXON MOBIL CORP COM 30231G102 275 3264 SH SOLE 3264 0 0 GENERAL ELECTRIC CO COM 369604103 220 10962 SH SOLE 10962 0 0 ISHARES INC MSCI S KOREA 464286772 6401 99472 SH SOLE 99472 0 0 ISHARES TR BARCLYS TIPS BD 464287176 31387 287531 SH SOLE 287531 0 0 ISHARES TR BARCLY USAGG B 464287226 6288 59813 SH SOLE 59813 0 0 ISHARES TR S&P 500 GRW 464287309 6413 93337 SH SOLE 93337 0 0 ISHARES TR RUSSELL 2000 464287655 337 4000 SH SOLE 4000 0 0 ISHARES TR HIGH YLD CORP 464288513 28621 311233 SH SOLE 311233 0 0 ISHARES TR BARCLYS MBS BD 464288588 18716 177537 SH SOLE 177537 0 0 ISHARES TR BARCLYS INTER CR 464288638 12438 118108 SH SOLE 118108 0 0 ISHARES TR US PFD STK IDX 464288687 6410 161669 SH SOLE 161669 0 0 PENN NATL GAMING INC COM 707569109 947 25556 SH SOLE 25556 0 0 PIMCO ETF TR 1-5 US TIP IDX 72201R205 21078 394569 SH SOLE 394569 0 0 PIMCO ETF TR 15+ YR US TIPS 72201R304 6270 115210 SH SOLE 115210 0 0 PIMCO ETF TR ENHAN SHRT MAT 72201R833 12294 121807 SH SOLE 121807 0 0 PIMCO HIGH INCOME FD COM SHS 722014107 2186 156000 SH SOLE 156000 0 0 PIONEER MUN HIGH INCOME ADV COM 723762100 633 50000 SH SOLE 50000 0 0 POWERSHARES ETF TR II BUILD AMER ETF73937B407 6229 247269 SH SOLE 247269 0 0 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 6307 347690 SH SOLE 347690 0 0 POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 6341 240000 SH SOLE 240000 0 0 POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 6493 119173 SH SOLE 119173 0 0 POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 1494 22584 SH SOLE 22584 0 0 POWERSHS DB MULTI SECT COMM BD GOLD FUND 73936B606 2880 57070 SH SOLE 57070 0 0 PROSHARES TR PSHS ULTRUSS2000 74347R842 394 8000 SH SOLE 8000 0 0 PROSHARES TR II ULTRA GOLD 74347W601 3485 48992 SH SOLE 48992 0 0 PROSHARES TR II ULTRA SILVER 74347W841 3210 14262 SH SOLE 14262 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 25294 570710 SH SOLE 570710 0 0 RAIT FINANCIAL TRUST COM 749227104 123 50000 SH SOLE 50000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 322 2300 SH SOLE 2300 0 0 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 32773 809410 SH SOLE 809410 0 0 SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 24989 1048636 SH SOLE 1048636 0 0 SPDR SERIES TRUST OILGAS EQUIP 78464A748 6619 150529 SH SOLE 150529 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 12407 154781 SH SOLE 154781 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 12837 262240 SH SOLE 262240 0 0 VANGUARD SCOTTSDALE FDS SHRT-TERM CORP 92206C409 4615 59604 SH SOLE 59604 0 0 WISDOMTREE TRUST DRYFS CURR ETF 97717W133 5914 258459 SH SOLE 258459 0 0 WISDOMTREE TRUST BRAZILIAN RL ETF 97717W240 8054 291912 SH SOLE 291912 0 0