0001172661-11-000446.txt : 20110721 0001172661-11-000446.hdr.sgml : 20110721 20110721162723 ACCESSION NUMBER: 0001172661-11-000446 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110721 DATE AS OF CHANGE: 20110721 EFFECTIVENESS DATE: 20110721 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DAL Investment CO CENTRAL INDEX KEY: 0001427261 IRS NUMBER: 943271777 STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12906 FILM NUMBER: 11980136 BUSINESS ADDRESS: STREET 1: 235 MONTGOMERY STREET STREET 2: SUITE 1049 CITY: SAN FRANCISCO STATE: CA ZIP: 94104-3008 BUSINESS PHONE: 415-986-7979 MAIL ADDRESS: STREET 1: 235 MONTGOMERY STREET STREET 2: SUITE 1049 CITY: SAN FRANCISCO STATE: CA ZIP: 94104-3008 13F-HR 1 dali2q11.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: DAL Investment Company Address: 235 Montgomery Street, Suite 1049 San Francisco, CA 94104-3008 13F File Number: 028-12906 The institutional 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: Sean McKeon Title: Portfolio Manager/Principal Phone: (415) 986-7979 Signature, Place, and Date of Signing: /s/ Sean McKeon San Francisco, CA July 21, 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: 53 Form 13F Information Table Value Total: $534,268 (thousands) 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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 759 8000 SH SOLE 8000 0 0 ABBOTT LABS COM 002824100 368 7000 SH SOLE 7000 0 0 AVON PRODS INC COM 054303102 252 9000 SH SOLE 9000 0 0 CATERPILLAR INC DEL COM 149123101 1490 14000 SH SOLE 14000 0 0 CHEVRON CORP NEW COM 166764100 2057 20000 SH SOLE 20000 0 0 CHUBB CORP COM 171232101 250 4000 SH SOLE 4000 0 0 CITIGROUP INC COM NEW 172967424 416 10000 SH SOLE 10000 0 0 CLAYMORE EXCHANGE TRD FD TR GUGG INSDR SENT 18383M209 10709 296650 SH SOLE 296650 0 0 COLGATE PALMOLIVE CO COM 194162103 612 7000 SH SOLE 7000 0 0 COSTCO WHSL CORP NEW COM 22160K105 975 12000 SH SOLE 12000 0 0 FIRST SOLAR INC COM 336433107 661 5000 SH SOLE 5000 0 0 GENERAL ELECTRIC CO COM 369604103 1980 105000 SH SOLE 105000 0 0 HOME DEPOT INC COM 437076102 1087 30000 SH SOLE 30000 0 0 ISHARES INC MSCI EMU INDEX 464286608 7399 190554 SH SOLE 190554 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 744 22000 SH CALL SOLE 22000 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 11776 347987 SH SOLE 347987 0 0 ISHARES TR RUSSELL MCP VL 464287473 7545 158000 SH SOLE 158000 0 0 ISHARES TR RUSSELL MCP GR 464287481 1125 18200 SH SOLE 18200 0 0 ISHARES TR S&P MIDCAP 400 464287507 36312 371669 SH SOLE 371669 0 0 ISHARES TR S&P MIDCAP 400 464287507 4299 44000 SH CALL SOLE 44000 0 0 ISHARES TR S&P MC 400 GRW 464287606 13309 119955 SH SOLE 119955 0 0 ISHARES TR RUSL 2000 GROW 464287648 16780 176910 SH SOLE 176910 0 0 ISHARES TR S&P EURO PLUS 464287861 35049 832923 SH SOLE 832923 0 0 ISHARES TR S&P SMLCP GROW 464287887 1841 22900 SH SOLE 22900 0 0 JOHNSON & JOHNSON COM 478160104 476 7156 SH SOLE 7156 0 0 PEPSICO INC COM 713448108 704 10000 SH SOLE 10000 0 0 POLYPORE INTL INC COM 73179V103 611 9000 SH SOLE 9000 0 0 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 48936 966736 SH SOLE 966736 0 0 RYDEX ETF TRUST S&PMC400 PURGR 78355W601 37871 426903 SH SOLE 426903 0 0 SCHLUMBERGER LTD COM 806857108 397 4600 SH SOLE 4600 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 15471 205325 SH SOLE 205325 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3963 32000 SH SOLE 32000 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3963 32000 SH CALL SOLE 32000 0 0 SPDR INDEX SHS FDS S&P INTL ETF 78463X772 20975 355324 SH SOLE 355324 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7258 55000 SH CALL SOLE 55000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 17420 132000 SH PUT SOLE 132000 0 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 76817 432891 SH SOLE 432891 0 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 7808 44000 SH CALL SOLE 44000 0 0 SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 991 8200 SH SOLE 8200 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 8535 138172 SH SOLE 138172 0 0 SPDR SERIES TRUST DJ REIT ETF 78464A607 1152 17300 SH SOLE 17300 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 16149 220893 SH SOLE 220893 0 0 TARGET CORP COM 87612E106 751 16000 SH SOLE 16000 0 0 TOTAL S A SPONSORED ADR 89151E109 347 6000 SH SOLE 6000 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 580 7152 SH SOLE 7152 0 0 VANGUARD INDEX FDS SML CP GRW ETF 922908595 18717 217888 SH SOLE 217888 0 0 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 1900 32500 SH SOLE 32500 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 437 5600 SH SOLE 5600 0 0 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 60679 1133543 SH SOLE 1133543 0 0 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 2944 55000 SH CALL SOLE 55000 0 0 VANGUARD WORLD FDS ENERGY ETF 92204A306 2685 24288 SH SOLE 24288 0 0 WELLS FARGO & CO NEW COM 949746101 281 10000 SH SOLE 10000 0 0 WISDOMTREE TRUST DIV EX-FINL FD 97717W406 17655 343350 SH SOLE 343350 0 0