Wiki gives no further clue but it does tell me (if accurate) that his brother Robin who plays in the Eredivisie has no middle name at all. "Sorry son, we used them all up on Davy".
Edit - was writing this at the same time as the above post ^^
Thanks Swansman
I'm not sure the snip even includes the full thing. I can remember seeing from one of these things before that he has three middle names - Wenceslaus Petrus (presumably after the wine?) Henri. Which only leaves me to conclude he's either VERY posh or his parents spent a lot of time in the local...