That's one of the things about buying a fenix; they're great lights, but they don't have a pocket clip unless you buy one of their AAA models. There aren't any aftermarket pocket clips that I know of that will fit a P3D. Others might know of one. One choice that I do know of is to buy the clip itself. You can find a pretty good selection from knife maker supply stores. Once you have your clip you'll have to drill and tap your holes.
Another choice would be to make your own. I made one for my L2D-CE (link's in my signature) and while it may not look great, I like to think that the fact I can put it anywhere on my light and have a secure clip with out drilling holes in my light more then makes up for its visual appearance.