Where does this code leak?

Instruments is telling me that this code leaks. Where? Do I have to release conn?

- (void)loadFeatureXML:(id<BPLFeatureLoaderDelegate>)delegate {

    _delegate = delegate;

    NSURLConnection *co开发者_JAVA百科nn;
    NSURLRequest *request = [NSURLRequest requestWithURL:[NSURL URLWithString:@"http://www.myxmlfeed"]];
    if ([NSURLConnection canHandleRequest:request]) {   
        conn = [NSURLConnection connectionWithRequest:request delegate:self];
        if (conn) {
        self.featureXMLData = [NSMutableData data];
        }
    } 
}

My best guess is that you're leaking the delegate; why not:

self._delegate = delegate;

Like you have below for self.featureXMLData?