Hanlon Investment Management

Hanlon Investment Management as of March 31, 2012

Portfolio Holdings for Hanlon Investment Management

Hanlon Investment Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                {C}              {C}
                                                     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       633    40000 SH	SOLE		             40000	  0	   0
CAPE BANCORP INC 	       COM	        139209100     1174   147116 SH	SOLE		            147116	  0	   0
CHEVRON CORP NEW	       COM	        166764100      492     4587 SH	SOLE		              4587	  0	   0
SELECT SECTOR SPDR TR	       SBI CONS DISCR	81369Y407    15712   348370 SH	SOLE		            348370	  0	   0
SELECT SECTOR SPDR TR	       SBI CONS STPLS	81369Y308     4940   144940 SH	SOLE		            144940	  0	   0
CURRENCYSHS BRIT POUND STER    BRIT POUND STE	23129S106    18332   115598 SH	SOLE		            115598	  0	   0
CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN	23130A102     5467    42635 SH	SOLE		             42635	  0	   0
DREYFUS STRATEGIC MUNS INC     COM	        261932107      502    55000 SH	SOLE		             55000	  0	   0
ENVESTNET INC	               COM	        29404K106      125    10000 SH	SOLE		             10000	  0	   0
EXXON MOBIL CORP 	       COM	        30231G102      283     3264 SH	SOLE		              3264	  0	   0
GASTAR EXPL LTD 	       COM NEW	        367299203	72    24000 SH	SOLE		             24000	  0	   0
GENERAL ELECTRIC CO	       COM	        369604103      215    10699 SH	SOLE		             10699	  0	   0
RYDEX ETF TRUST	               GUG RUSS TOP 50	78355W205     4788    46436 SH	SOLE		             46436	  0	   0
ISHARES TR	               BARCLYS MBS BD	464288588    22771   210944 SH	SOLE		            210944	  0	   0
ISHARES TR	               BARCLYS TIPS BD	464287176     3854    32757 SH	SOLE		             32757	  0	   0
ISHARES TR	               DJ US FINL SEC	464287788     4805    82115 SH	SOLE		             82115	  0	   0
ISHARES TR	               DJ US TECH SEC	464287721     5058    65029 SH	SOLE		             65029	  0	   0
ISHARES TR	               HGH DIV EQT FD	46429B663     4751    83129 SH	SOLE		             83129	  0	   0
ISHARES TR	               HIGH YLD CORP	464288513    53512   589076 SH	SOLE		            589076	  0	   0
ISHARES INC	               MSCI HONG KONG	464286871     5842   334975 SH	SOLE		            334975	  0	   0
ISHARES TR	               RUSSELL1000GRW	464287614     5016    75911 SH	SOLE		             75911	  0	   0
ISHARES TR	               RUS200 GRW IDX	464289438     5041   143363 SH	SOLE		            143363	  0	   0
ISHARES TR	               S^P GBL INF      464287291     5126    72415 SH	SOLE		             72415	  0	   0
ISHARES TR	               S^P NTL AMTFREE  464288414     3701    33827 SH	SOLE		             33827	  0	   0
PENN NATL GAMING INC	       COM	        707569109     2190    50964 SH	SOLE		             50964	  0 	   0
PIMCO ETF TR	               0-5 HIGH YIELD	72201R783     4693    47002 SH	SOLE		             47002  	  0	   0
PIMCO ETF TR	               1-5 US TIP IDX	72201R205    20446   378240 SH	SOLE		            378240	  0	   0
PIMCO ETF TR	               ENHAN SHRT MAT	72201R833    25219   249620 SH	SOLE		            249620	  0	   0
PIMCO HIGH INCOME FD 	       COM SHS	        722014107      899    70000 SH	SOLE		             70000	  0	   0
PIONEER MUN HIGH INCOME ADV    COM	        723762100      736    50000 SH	SOLE		             50000	  0	   0
POWERSHARES ETF TR 	       II BUILD AMER ETF73937B407    11013   378985 SH	SOLE		            378985	  0	   0
POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT	73936T573    22146   790380 SH	SOLE		            790380	  0	   0
POWERSHARES ETF TRUST	       FINL PFD PTFL	73935X229     4748   265266 SH	SOLE		            265266	  0	   0
POWERSHARES GLOBAL ETF TRUST   INSUR NATL MUN	73936T474    22041   889463 SH	SOLE		            889463	  0	   0
PROSHARES TR 	               SHRT 20+YR TRE	74347X849    22418   674621 SH	SOLE		            674621	  0	   0
RAIT FINANCIAL TRUST	       COM NEW	        749227609       83    16666 SH	SOLE		             16666	  0	   0
MARKET VECTORS ETF TR	       RETAIL ETF ADDED	57060U225     4771   113900 SH	SOLE		            113900	  0	   0
SPDR SERIES TRUST	       BRCLYS YLD ETF	78464A417    53239  1352267 SH	SOLE		           1352267	  0	   0
SPDR GOLD TRUST	               GOLD SHS	        78463V107      374     2306 SH	SOLE		              2306	  0	   0
SPDR SERIES TRUST	       NUVN BRCLY MUNI	78464A458    11603   486707 SH	SOLE		            486707	  0	   0
SPDR SERIES TRUST	       S^P BK ETF       78464A797     6304   264298 SH	SOLE		            264298	  0	   0
SPDR SERIES TRUST	       S^P HOMEBUILD    78464A888     5843   273918 SH	SOLE		            273918	  0	   0
SPDR SERIES TRUST	       S^P RETAIL ETF   78464A714     4770    77790 SH	SOLE		             77790	  0	   0
SELECT SECTOR SPDR TR	       TECHNOLOGY	81369Y803     4952   164249 SH	SOLE		            164249	  0	   0
VANGUARD WORLD FDS	       CONSUM STP ETF	92204A207     4789    55501 SH	SOLE		             55501	  0	   0
VANGUARD INDEX FDS	       GROWTH ETF	922908736     5033    70917 SH	SOLE		             70917	  0	   0
VANGUARD WORLD FDS	       INF TECH ETF	92204A702     5102    68779 SH	SOLE		             68779	  0	   0
VANGUARD SCOTTSDALE FDS	       SHRT-TERM CORP	92206C409    22089   279331 SH	SOLE		            279331	  0	   0
WISDOMTREE TRUST	       CHINESE YUAN ETF	97717W182     5360   211523 SH	SOLE		            211523	  0	   0
WISDOMTREE TRUST	       JP TOTAL DIVID	97717W851     4828   130842 SH	SOLE		            130842	  0	   0