<SEQUENCE>1
<FILENAME>HANLON_2013q1.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, 2013
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 May 13, 2013
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: 30
Form 13F Information Table Value Total: $270,652
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 MANGEMENT INC COM 35710409 477 30000 SH SOLE 30000 0 0
CAPE BANCORP INC COM 139209100 1242 135626 SH SOLE 135626 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 298 5628 SH SOLE 5628 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 293 7378 SH SOLE 7378 0 0
CHEVRON CORP NEW COM 166764100 547 4600 SH SOLE 4600 0 0
DREYFUS STRATEGIC MUNS INC COM 261932107 506 55000 SH SOLE 55000 0 0
ENVESTNET INC COM 29404K106 175 10000 SH SOLE 10000 0 0
EXXON MOBIL CORP COM 30231G102 426 4733 SH SOLE 4733 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 291 15957 SH SOLE 15957 0 0
GASTAR EXPL LTD COM NEW 367299203 42 24000 SH SOLE 24000 0 0
GENERAL ELECTRIC CO COM 369604103 248 10737 SH SOLE 10737 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 299 6496 SH SOLE 6496 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 288 6902 SH SOLE 6902 0 0
ISHARES TR HIGH YLD CORP 464288513 84734 898081 SH SOLE 898081 0 0
ISHARES TR MSCI ACWI INDX 464288257 208 4102 SH SOLE 4102 0 0
ISHARES TR CORE S&P500 ETF 464287200 263 1673 SH SOLE 1673 0 0
MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 20462 756722 SH SOLE 756722 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 289 7389 SH SOLE 7389 0 0
PENN NATL GAMING INC COM 707569109 4894 89905 SH SOLE 89905 0 0
PFIZER INC COM 717081103 208 7201 SH SOLE 7201 0 0
PIMCO HIGH INCOME FD COM SHS 722014107 865 70000 SH SOLE 70000 0 0
PIONEER MUN HIGH INCOME ADV COM 723762100 776 50000 SH SOLE 50000 0 0
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 25445 1314887 SH SOLE 1314887 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 133 16666 SH SOLE 16666 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 21341 503450 SH SOLE 503450 0 0
SPDR SERIES TRUST BRCLY EM LOCL 78464A391 20286 627456 SH SOLE 627456 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 84676 2059740 SH SOLE 2059740 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 355 2300 SH SOLE 2300 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 288 9524 SH SOLE 9524 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 297 7590 SH SOLE 7590 0 0