Unplanned hospital readmissions raise health care costs and cause significant distress to patients. Hence, predicting which patients are at risk to be readmitted is of great interest. In this paper, we mine large amounts of administrative information from claim data, including patients demographics, dispensed drugs, medical or surgical procedures performed, and medical diagnosis, in order to predict readmission using supervised learning methods. Our objective is to gain knowledge about the predictive power of the available information. Our preliminary results on data from the provincial hospital system in Quebec illustrate the potential for this approach to reveal important information on factors that trigger hospital readmission. Our findings suggest that a substantial portion of readmissions is inherently hard to predict. Consequently, the use of the raw readmission rate as an indicator of the quality of provided care might not be appropriate.