13F-HR 1 dwight03312012-13f.txt DWIGHT03312012-13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 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: Dwight Asset Management Company LLC Address: 100 Bank Street, #800 Burlington, VT 05401 Form 13F File Number: 28-11912 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 SILVA Title: COMPLIANCE PROJECT MANAGER/ANALYST Phone: 802-383-4040 Signature, Place, and Date of Signing: /s/ ROGER SILVA BURLINGTON, VT April 23, 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 another 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 by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 3 Form 13F Information Table Value Total: $ 13790(thousands) 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. No. Form 13F File Number Name 1 028-11931 Old Mutual (US) Holdings Inc.

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 SHARES OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF TITLE OF CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ISSUER CLASS ($000) ISHARES TR MSCI EAFE IDX * 464287465 ~~1367~~1515 27595 SH DEFINED 1 27595 ISHARES TR S&P 500 INDEX * 464287200 ~~8277~~9279 65710 SH DEFINED 1 65710 ISHARES TR RUSSELL 2000 * 464287655 ~~2668~~2996 36180 SH DEFINED 1 36180

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