0001534805-12-000002.txt : 20120214 0001534805-12-000002.hdr.sgml : 20120214 20120214061238 ACCESSION NUMBER: 0001534805-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DP Fund Management Ltd CENTRAL INDEX KEY: 0001534805 IRS NUMBER: 000000000 STATE OF INCORPORATION: Y7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14751 FILM NUMBER: 12602256 BUSINESS ADDRESS: STREET 1: DOREY COURT, ADMIRAL PARK STREET 2: ELIZABETH AVENUE CITY: ST. PETER PORT STATE: Y7 ZIP: GY1 3BD BUSINESS PHONE: 44 1481 705909 MAIL ADDRESS: STREET 1: DOREY COURT, ADMIRAL PARK STREET 2: ELIZABETH AVENUE CITY: ST. PETER PORT STATE: Y7 ZIP: GY1 3BD 13F-HR 1 sec13f.txt SEC13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 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: DP Fund Management Address: Dorey Court, Admiral Park, Elizabeth Avenue St. Peter Port, Guernsey GY1 3BD Form 13F File Number: 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: Roger Harlow Title: Authorised Person Phone: 0044-207-631-7560 Signature, Place, and Date of Signing: Roger Harlow London, UK February 10, 2012 Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 222 Form 13F Information Table Value Total: $166,112 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment 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 CLASCUSIP (x$1000)PRN AMOUNT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ABM INDUSTRIES INC COM 000957100 238 11521 SH SOLE 11521 AEROPOSTALE INC COM 007865108 471 30890 SH SOLE 30890 AES CORP COM 00130H105 503 42463 SH SOLE 42463 AGCO CORP COM 001084102 509 11856 SH SOLE 11856 AGL RESOURCES COM 001204106 540 12770 SH SOLE 12770 AGNICO-EAGLE MINES LTD COM 008474108 1432 39418 SH SOLE 39418 ALBANY INTL CORP-CL A COM 012348108 224 9669 SH SOLE 9669 ALCOA INC COM 013817101 867 100210 SH SOLE 100210 ALIGN TECHNOLOGY COM 016255101 607 25597 SH SOLE 25597 ALLIANCEBERNSTEIN HOLDING LP COM 01881G106 257 19673 SH SOLE 19673 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 1155 60972 SH SOLE 60972 ALPHA NATURAL RESOURCES INC COM 02076X102 204 9995 SH SOLE 9995 AMAZON.COM COM 023135106 4785 27645 SH SOLE 27645 AMERICA MOVIL SA DE CV (MEXICO) COM 02364W105 955 42265 SH SOLE 42265 AMERICAN EQUITY INVESTMENT LIFE HOCOM 025676206 344 33063 SH SOLE 33063 AMERICAN INTERNATIONAL GROUP COM 026874784 264 11396 SH SOLE 11396 AMETEK INC COM 031100100 581 13799 SH SOLE 13799 APACHE CORP COM 037411105 883 9750 SH SOLE 9750 APPLIED MATERIALS COM 038222105 3614 337436 SH SOLE 337436 ARCH COAL INC COM 039380100 754 51976 SH SOLE 51976 ARIBA COM 04033V203 213 7603 SH SOLE 7603 ATMEL CORP COM 049513104 1134 139992 SH SOLE 139992 AUTODESK COM 052769106 2534 83546 SH SOLE 83546 AUTOZONE INC COM 053332102 680 2094 SH SOLE 2094 AVAGO TECHNOLOGIES LTD COM 999900624 356 12335 SH SOLE 12335 AVIS BUDGET GROUP INC COM 053774105 408 38064 SH SOLE 38064 BALCHEM CORPORATION COM 057665200 268 6615 SH SOLE 6615 BIOGEN IDEC INC COM 09062X103 554 5038 SH SOLE 5038 BJ'S RESTAURANTS INC COM 09180C106 357 7883 SH SOLE 7883 BMC SOFTWARE COM 055921100 2022 61694 SH SOLE 61694 BOSTON SCIENTIFIC CORP COM 101137107 1206 225817 SH SOLE 225817 BROADCOM CORP COM 111320107 405 13782 SH SOLE 13782 BROADSOFT INC COM 11133B409 539 17842 SH SOLE 17842 BUNGE LIMITED COM G16962105 1101 19245 SH SOLE 19245 CA INC COM 12673P105 3887 192292 SH SOLE 192292 CADENCE DESIGN SYS INC COM 127387108 825 79309 SH SOLE 79309 CALIFORNIA WATER SERVICE GROUP COM 130788102 241 13222 SH SOLE 13222 CAPELLA EDUCATION CORP COM 139594105 327 9082 SH SOLE 9082 CAPITAL ONE FINANCIAL CORP COM 14040H105 308 7288 SH SOLE 7288 CATERPILLAR INC COM 149123101 1630 17991 SH SOLE 17991 CF INDUSTRIES COM 125269100 310 2135 SH SOLE 2135 CHARLES RIVER LABORATORIES COM 159864107 543 19873 SH SOLE 19873 CHARLES SCHWAB CORP COM 808513105 266 23599 SH SOLE 23599 CHART INDUSTRIES INC COM 16115Q308 946 17502 SH SOLE 17502 CHESAPEAKE ENERGY CORP COM 165167107 1556 69813 SH SOLE 69813 CHICAGO BRIDGE & IRON CO COM 167250109 247 6531 SH SOLE 6531 CHILDREN'S PLACE RETAIL STORES COM 168905107 569 10715 SH SOLE 10715 CINEMARK HLDGS COM 17243V102 233 12594 SH SOLE 12594 CISCO SYSTEMS COM 17275R102 3070 169774 SH SOLE 169774 CITRIX SYSTEMS INC COM 177376100 1087 17900 SH SOLE 17900 COINSTAR INC COM 19259P300 425 9321 SH SOLE 9321 COLGATE-PALMOLIVE COM 194162103 239 2591 SH SOLE 2591 COMMUNITY HEALTH SYSTEMS INC COM 203668108 1045 59862 SH SOLE 59862 CONCHO RESOURCES INC COM 20605P101 267 2852 SH SOLE 2852 CONSOL ENERGY INC COM 20854P109 844 22999 SH SOLE 22999 CORPORATE EXECUTIVE BOARD CO COM 21988R102 338 8868 SH SOLE 8868 COSAN LIMITED COM G25343107 277 25256 SH SOLE 25256 COVANTA HOLDING CORP COM 22282E102 735 53655 SH SOLE 53655 COVENTRY HEALTH CARE COM 222862104 568 18716 SH SOLE 18716 CREE INC COM 225447101 2913 132150 SH SOLE 132150 CROCS. INC. COM 227046109 633 42887 SH SOLE 42887 CTRIP.COM INTERNATIONAL LTD COM 22943F100 779 33301 SH SOLE 33301 CYPRESS SEMICONDUCTOR CORP COM 232806109 3243 192000 SH SOLE 192000 DECKERS OUTDOOR CORP COM 243537107 1000 13236 SH SOLE 13236 DELL COMPUTERS COM 24702R101 1053 71949 SH SOLE 71949 DELTA AIR LINES COM 247361702 721 89129 SH SOLE 89129 DENBURY RESOURCES INC COM 247916208 1525 100976 SH SOLE 100976 DEVON ENERGY CORPORATION COM 25179M103 270 4359 SH SOLE 4359 DICKS SPORTING GOODS COM 253393102 1002 27171 SH SOLE 27171 DIGITAL RIVER INC COM 25388B104 535 35607 SH SOLE 35607 DILLARDS COM 254067101 586 13057 SH SOLE 13057 DIRECTTV GROUO COM 25490A101 1316 30785 SH SOLE 30785 DISCOVERY COMMUNICATIONS INC COM 25470F104 1779 43426 SH SOLE 43426 DONNELLEY (R.R) & SONS COM 257867101 439 30424 SH SOLE 30424 DRESSER-RAND GROUP INC COM 261608103 453 9085 SH SOLE 9085 DRYSHIPS INC COM Y2109Q101 474 236853 SH SOLE 236853 EASTMAN CHEMICAL CO COM 277432100 596 15250 SH SOLE 15250 EBAY INC COM 278642103 628 20708 SH SOLE 20708 ECHOSTAR HOLDING CORP-A W/I COM 278768106 207 9900 SH SOLE 9900 EMC CORP COM 268648102 4760 220966 SH SOLE 220966 EMERSON ELECTRIC CO COM 291011104 260 5578 SH SOLE 5578 EOG RESOURCES COM 26875P101 350 3548 SH SOLE 3548 EQUITABLE RESOURCES COM 26884L109 203 3706 SH SOLE 3706 EXPEDITORS INTERNATIONAL COM 302130109 2939 71744 SH SOLE 71744 EXPRESS INC COM 30219E103 375 18784 SH SOLE 18784 EZCORP INC COM 302301106 460 17441 SH SOLE 17441 F5 NETWORKS INC COM 315616102 942 8880 SH SOLE 8880 FINISH LINE INC COM 317923100 336 17429 SH SOLE 17429 FLEXTRONICS INT'L COM 999900002 221 39053 SH SOLE 39053 FLUOR CORP (NEW) COM 343412102 763 15183 SH SOLE 15183 FOCUS MEDIA HOLDING LTD COM 34415V109 380 19481 SH SOLE 19481 FOOT LOCKER COM 344849104 441 18513 SH SOLE 18513 FORD MOTOR CAR COM 345370860 809 75159 SH SOLE 75159 FOREST LABS INC COM 345838106 640 21150 SH SOLE 21150 FOREST OIL CORP COM 346091705 378 27907 SH SOLE 27907 FRANKLIN ELECTRIC CO INC COM 353514102 257 5900 SH SOLE 5900 FRANKLIN RESOURCES INC COM 354613101 258 2685 SH SOLE 2685 FRONTIER COMMUNICATIONS CORP COM 35906A108 358 69585 SH SOLE 69585 GENERAL MOTORS CORP COM 37045V100 476 23494 SH SOLE 23494 GLATFELTER COM 377316104 249 17611 SH SOLE 17611 HANESBRANDS INC COM 410345102 262 12002 SH SOLE 12002 HASBRO INC COM 418056107 1962 61514 SH SOLE 61514 HAYNES INTERNATIONAL INC COM 420877201 316 5779 SH SOLE 5779 HEALTHCARE SERVICES GROUP COM 421906108 256 14469 SH SOLE 14469 HELIX ENERGY SOLUTIONS CORP COM 42330P107 507 32067 SH SOLE 32067 HENRY SCHEIN INC COM 806407102 358 5560 SH SOLE 5560 HESS CORP COM 42809H107 1044 18388 SH SOLE 18388 HOME INNS & HOTELS MANAGEMENT COM 43713W107 211 8191 SH SOLE 8191 HONEYWELL INTERNATIONAL INC COM 438516106 329 6050 SH SOLE 6050 HORNBECK OFFSHORE SERVICES (NEW) COM 440543106 309 9947 SH SOLE 9947 HSN INC COM 404303109 206 5689 SH SOLE 5689 INFORMATICA CORP COM 45666Q102 2979 80663 SH SOLE 80663 INGERSOL-RAND CO COM 00B633030 257 8421 SH SOLE 8421 INTEGRATED DEVICE TECHNOLOGY I COM 458118106 244 44630 SH SOLE 44630 IPG PHOTONICS COM 44980X109 247 7279 SH SOLE 7279 ITT EDUCATIONAL SERVICES INC COM 45068B109 229 4031 SH SOLE 4031 JDA SOFTWARE GROUP COM 46612K108 346 10695 SH SOLE 10695 JOY GLOBAL INC COM 481165108 724 9652 SH SOLE 9652 KOHL'S CORP COM 500255104 296 5989 SH SOLE 5989 LAM RESEARCH CORP COM 512807108 1192 32210 SH SOLE 32210 LEGG MASON INC COM 524901105 275 11436 SH SOLE 11436 LIFEPOINT HOSPITALS INC COM 53219L109 712 19160 SH SOLE 19160 LOEWS CORP COM 540424108 2352 62473 SH SOLE 62473 MANHATTAN ASSOCIATES INC COM 562750109 251 6195 SH SOLE 6195 MARKWEST ENERGY PARTNERS LP COM 570759100 236 4290 SH SOLE 4290 MARRIOTT INTERNATIONAL COM 571903202 462 15826 SH SOLE 15826 MCDONALDS CORP COM 580135101 1908 19018 SH SOLE 19018 MERCADOLIBRE INC COM 58733R102 2266 28486 SH SOLE 28486 METHANEX CORP (US) COM 59151K108 310 13606 SH SOLE 13606 MICROSTATEGY COM 594972408 822 7587 SH SOLE 7587 MOBILE TELESYSTEMS OJSC COM 607409109 313 21354 SH SOLE 21354 MOLEX INC COM 608554101 988 41411 SH SOLE 41411 MOLINA HEALTHCARE INC COM 60855R100 250 11205 SH SOLE 11205 MOLYCORP INC COM 608753109 1361 56752 SH SOLE 56752 MURPHY OIL CORP COM 626717102 390 7002 SH SOLE 7002 NATIONAL-OILWELL VARCO INC COM 637071101 1135 16690 SH SOLE 16690 NEOGEN CORP COM 640491106 243 7940 SH SOLE 7940 NETGEAR INC COM 64111Q104 428 12756 SH SOLE 12756 NETWORK APPLIANCE INC COM 64110D104 1256 34632 SH SOLE 34632 NEW ORIENTALE EDUCATIO COM 647581107 294 12221 SH SOLE 12221 NEW YORK COMMUNITY B COM 649445103 341 27528 SH SOLE 27528 NEWFIELD EXPLORATOIN CO COM 651290108 972 25763 SH SOLE 25763 NEWMONT MINING CORP COM 651639106 2145 35736 SH SOLE 35736 NII HOLDINGS INC-CL B COM 62913F201 248 11629 SH SOLE 11629 NOBLE CORP COM 003334731 1208 39972 SH SOLE 39972 NORDSON CORP COM COM 655663102 208 5046 SH SOLE 5046 NORTHEAST UTILITIES COM 664397106 496 13745 SH SOLE 13745 NRG ENERGY INC COM 629377508 803 44290 SH SOLE 44290 NUCOR CORP COM 670346105 625 15798 SH SOLE 15798 NUVASIVE INC COM 670704105 245 19485 SH SOLE 19485 OMNICOM GROUP COM 681919106 406 9110 SH SOLE 9110 OPEN SOLUTIONS INC COM 68372A104 215 5506 SH SOLE 5506 OPEN TEXT CORP COM 683715106 456 8925 SH SOLE 8925 ORACLE CORP COM 68389X105 322 12537 SH SOLE 12537 OWENS & MINOR INC COM 690732102 211 7585 SH SOLE 7585 PAN AMERICAN SILVER CORP COM 697900108 324 14838 SH SOLE 14838 PDL BIOPHARMA COM 69329Y104 495 79889 SH SOLE 79889 PEABODY ENERGY CORP COM 704549104 1067 32218 SH SOLE 32218 PERRIGO CO COM 714290103 854 8773 SH SOLE 8773 PITNEY BOWES INC COM 724479100 556 29963 SH SOLE 29963 POLYCOM INC COM 73172K104 235 14408 SH SOLE 14408 PPG INDUSTRIES INC COM 693506107 472 5656 SH SOLE 5656 REGAL ENTERTAINMENT GROUP COM 758766109 353 29589 SH SOLE 29589 RESOLUTE ENERGY CORP COM 76116A108 667 61751 SH SOLE 61751 ROCKWELL AUTOMATION INC COM 773903109 523 7122 SH SOLE 7122 ROCKWOOD HOLDINGS INC COM 774415103 248 6298 SH SOLE 6298 ROVI CORP COM 779376102 514 20912 SH SOLE 20912 ROYAL CARIBBEAN CRUISES LIMITED COM 000886286 441 17822 SH SOLE 17822 ROYAL GOLD INC COM 780287108 703 10432 SH SOLE 10432 RUE21 INC COM 781295100 287 13281 SH SOLE 13281 SCHLUMBERGER COM 806857108 910 13318 SH SOLE 13318 SEAGATE TECHNOLOGY COM 00B58JVZ5 372 22707 SH SOLE 22707 SERVICE CORP INTERNATIONAL COM 817565104 229 21470 SH SOLE 21470 SIGMA-ALDRICH COM 826552101 1399 22400 SH SOLE 22400 SINA.COM COM G81477104 1314 25273 SH SOLE 25273 SMITHFIELD FOODS INC COM 832248108 597 24600 SH SOLE 24600 SOLARWINDS INC COM 83416B109 566 20237 SH SOLE 20237 SOUTHWESTERN ENERGY CO COM 845467109 2699 84505 SH SOLE 84505 ST JUDE MEDICAL INC COM 790849103 512 14935 SH SOLE 14935 STANLEY WORKS COM 854502101 282 4167 SH SOLE 4167 STAPLES INC COM 855030102 264 18997 SH SOLE 18997 STONE ENERGY CORP COM 861642106 586 22219 SH SOLE 22219 SUPERIOR ENERGY SERVICES COM 868157108 312 10961 SH SOLE 10961 SYKES ENTERPRISES INC COM 871237103 236 15059 SH SOLE 15059 SYNAPTICS INC COM 87157D109 365 12117 SH SOLE 12117 SYNOPSYS COM 871607107 600 22052 SH SOLE 22052 TAKE 2 INTERACTIVE SOFTWARE IN COM 874054109 266 19645 SH SOLE 19645 TARGET CORP COM 87612E106 224 4383 SH SOLE 4383 TECH DATA CORP COM 878237106 1100 22260 SH SOLE 22260 TELEFLEX INC COM 879369106 340 5553 SH SOLE 5553 TEMPUR-PEDIC INTERNATIONAL INC COM 88023U101 571 10867 SH SOLE 10867 TIBCO SOFTWARE INC COM 88632Q103 249 10414 SH SOLE 10414 TRACTOR SUPPLY CO COM 892356106 1576 22466 SH SOLE 22466 TRANSOCEAN INC COM 004826551 1381 35971 SH SOLE 35971 TRAVELZOO INC COM 89421Q106 330 13422 SH SOLE 13422 TRW INC COM 87264S106 341 10446 SH SOLE 10446 ULTA SALON COSMETICS & FRAGRANCE COM 90384S303 1580 24338 SH SOLE 24338 UNITED STATIONERS INC COM 913004107 322 9904 SH SOLE 9904 UNITED TECHNOLOGIES INC COM 913017109 1639 22419 SH SOLE 22419 UNUM COM 91529Y106 426 20203 SH SOLE 20203 URS CORP COM 903236107 335 9531 SH SOLE 9531 US AIRWAYS GROUP INC COM 90341W108 534 105244 SH SOLE 105244 VAIL RESORTS INC COM 91879Q109 262 6182 SH SOLE 6182 VECTOR GROUP LTD COM 92240M108 281 15845 SH SOLE 15845 VEECO INSTRUMENTS INC COM 922417100 878 42198 SH SOLE 42198 VERA BRADLEY INC COM 92335C106 640 19855 SH SOLE 19855 VERIFONE HOLDINGS INC COM 92342Y109 434 12229 SH SOLE 12229 VIRGIN MEDIA INC COM 92769L101 1167 54607 SH SOLE 54607 VIROPHARMA INC COM 928241108 580 21174 SH SOLE 21174 VISTAPRINT LTD COM 000927226 695 22719 SH SOLE 22719 WALTER INDUSTRIES INC COM 93317Q105 483 7970 SH SOLE 7970 WARNACO GROUP INC/THE COM 934390402 285 5697 SH SOLE 5697 WATERS CORP COM 941848103 486 6566 SH SOLE 6566 WATSON PHARMACEUTICALS COM 942683103 885 14660 SH SOLE 14660 WATTS INDUSTRIES INC COM 942749102 229 6706 SH SOLE 6706 WEIGHT WATCHERS INT'L COM 948626106 592 10763 SH SOLE 10763 WELLCARE HEALTH PLANS INC COM 94946T106 208 3970 SH SOLE 3970 WEST PHARMACEUTICAL SERVICES COM 955306105 215 5672 SH SOLE 5672 WESTERN DIGITAL CORP COM 958102105 833 26930 SH SOLE 26930 WHITING PETROLEUM CORP COM 966387102 946 20256 SH SOLE 20256 WILEY (JOHN) & SONS COM 968223206 248 5582 SH SOLE 5582 XILINX COM 983919101 388 12094 SH SOLE 12094