After creating protection group ,includes SQL 2012 DBs, DPM showed me “Replica is Consistent” for all databases.
My first question was “Does DPM 2012 fully support SQL Server 2012?”. I checked release notes and noticed:
Do the following to protect the Microsoft SQL Server 2012 database:
Connect to the SQL Server 2012 instance through the Management Studio, and then select and expand Security. Select and expand Logins, right-click NT AUTHORITY\SYSTEM, and then click Properties. Click Serverroles, click sysadmin, and then click OK.
1) Open SQL Management Studio and grant NT AUTHORITY\SYSTEM with sysadmin rights.
2. On DPM Server delete existing protection group and create new one. Next, re-run creating replica on necessary DBs. It works! 🙂
UseIT | Roman Levchenko 
if it was so simple