-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, UqFtPAAL9xFbR85CcaMU1TC1a8J7PAblhojD53+9ybs4Dyg99yEBzQTOfnK+cEWs WlmLZmpZ0V3jz00/MXJisw== 0000009015-07-000025.txt : 20070515 0000009015-07-000025.hdr.sgml : 20070515 20070515155006 ACCESSION NUMBER: 0000009015-07-000025 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070515 DATE AS OF CHANGE: 20070515 EFFECTIVENESS DATE: 20070515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BABSON CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000009015 IRS NUMBER: 041054788 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00060 FILM NUMBER: 07852960 BUSINESS ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 6177613831 MAIL ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: BABSON DAVID L & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 amarsec.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/2007 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: Babson Capital Management LLC Address: 470 Atlantic Avenue Boston, MA 02210 Form 13F File Number: 28-00060 The institutional manger 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: Jan Jumet Title: Managing Director and Chief Compliance Officer Phone: (617) 761-6599 Signature, Place, and Date of Signing: /s/ Jan Jumet, Boston, MA May 15, 2007 -------------------------------------------------------------------------- Dear Sir or Madam, Pursuant to Section 13(f) of the Securities Exchange Act of 1934, I am filing electronically on behalf of Babson Capital Management LLC (Babson) for this quarter. Babson has indicated that it exercises 'sole' investment discretion with respect to the securities positions reported in its Form 13F. Nevertheless, such positions shall also be deemed reported on behalf of Massachusetts Mutual Life Insurance Company (MassMutual) to the extent that MassMutual may be deemed to 'share' investment discretion over the positions as a result of Babson being a wholly-owned indirect subsidiary of MassMutual. -------------------------------------------------------------------------- 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 other 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 reported by other reporting manager(s)) FORM 13F COVER PAGE Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 730 Form 13F Information Table Value Total: $3,002,773 List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVEST. OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRET. MGRS SOLE SHARED NONE ================================================================================================================================== A B X Air, Inc. COM 00080S101 686 100000 SH SOLE 100000 0 0 Aflac, Inc. COM 001055102 1326 28160 SH SOLE 28160 0 0 Agco Corporation COM 001084102 2267 61338 SH SOLE 61338 0 0 A E S Corporation COM 00130H105 1261 58620 SH SOLE 58620 0 0 A M B Property Corporation COM 00163T109 5915 100588 SH SOLE 100588 0 0 A M R Corporation COM 001765106 1823 59911 SH SOLE 59911 0 0 A T & T, Inc. COM 00206R102 32460 823207 SH SOLE 823207 0 0 AZZ INCORPORATED COM 002474104 1050 25000 SH SOLE 25000 0 0 ABAXIS, INC. COM 002567105 7476 306800 SH SOLE 306800 0 0 Abbott Laboratories COM 002824100 13076 234328 SH SOLE 234328 0 0 ACCREDITED HOME LENDERS COM 00437P107 371 40000 SH SOLE 40000 0 0 ACE Aviation Holdings, Inc. COM 00440P201 1423 53891 SH SOLE 53891 0 0 ACTUANT CORP. COM 00508X203 3442 67800 SH SOLE 67800 0 0 Adobe Systems, Inc. COM 00724F101 865 20740 SH SOLE 20740 0 0 Aetna, Inc. COM 00817Y108 4952 113088 SH SOLE 113088 0 0 MM Japan COM 00819MMM1 0 52413453 SH SOLE 52413453 0 0 Agere Systems, Inc. CONV 00845VAA8 5119 5000000 SH SOLE 5000000 0 0 Agilent Technologies, Inc. COM 00846U101 889 26390 SH SOLE 26390 0 0 Air Products & Chemicals, Inc. COM 009158106 981 13270 SH SOLE 13270 0 0 Albemarle Corporation COM 012653101 1246 30156 SH SOLE 30156 0 0 Alcoa, Inc. COM 013817101 375 11020 SH SOLE 11020 0 0 Allegiant Travel Co. COM 01748X102 2610 82870 SH SOLE 82870 0 0 Alliant Energy Corporation COM 018802108 733 16369 SH SOLE 16369 0 0 Allied Capital Corporation COM 01903Q108 240 8292 SH SOLE 8292 0 0 Allied Waste Industries, Inc. COM 019589308 1127 89410 SH SOLE 89410 0 0 Allstate Corporation COM 020002101 4825 80339 SH SOLE 80339 0 0 Alltel Corporation COM 020039103 5464 88109 SH SOLE 88109 0 0 Altera Corporation COM 021441100 502 25110 SH SOLE 25110 0 0 Altria Group, Inc. COM 02209S103 17074 194438 SH SOLE 194438 0 0 Ambac, Inc. COM 023139108 1412 16334 SH SOLE 16334 0 0 Ameren Corporation COM 023608102 1008 20048 SH SOLE 20048 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 358 8082 SH SOLE 8082 0 0 American Electric Power Co. COM 025537101 1827 37427 SH SOLE 37427 0 0 American Eagle Outfitters COM 02553E106 671 22365 SH SOLE 22365 0 0 American Express Company COM 025816109 4113 72920 SH SOLE 72920 0 0 American Financial Group COM 025932104 2399 70483 SH SOLE 70483 0 0 American Home Mortgage Inv Tr COM 02660R107 435 16100 SH SOLE 16100 0 0 American Intl Group, Inc. COM 026874107 21027 312816 SH SOLE 312816 0 0 American National Insurance COM 028591105 355 2778 SH SOLE 2778 0 0 Amer Restaurant Grp, Inc. COM 029309804 464 44231 SH SOLE 44231 0 0 American Standard Companies COM 029712106 595 11220 SH SOLE 11220 0 0 American Tower Corporation COM 029912201 404 10383 SH SOLE 10383 0 0 AmeriCredit Corporation COM 03060R101 2413 105558 SH SOLE 105558 0 0 AmerisourceBergen Corporation COM 03073E105 4210 79818 SH SOLE 79818 0 0 Amerigroup Corp. COM 03073T102 289 9500 SH SOLE 9500 0 0 Ameriprise Financial, Inc. COM 03076C106 1404 24577 SH SOLE 24577 0 0 Ametek, Inc. COM 031100100 286 8250 SH SOLE 8250 0 0 Amgen, Inc. COM 031162100 1900 34000 SH SOLE 34000 0 0 Amgen, Inc. CONV 031162AE0 15764 20880000 SH SOLE 20880000 0 0 Anadarko Petroleum Corp. COM 032511107 2535 58978 SH SOLE 58978 0 0 Analog Devices, Inc. COM 032654105 522 15150 SH SOLE 15150 0 0 Anheuser-Busch Companies, Inc. COM 035229103 4252 84278 SH SOLE 84278 0 0 Annaly Capital Mgmt, Inc. COM 035710409 1744 112660 SH SOLE 112660 0 0 Ann Taylor Stores Corporation COM 036115103 202 5177 SH SOLE 5177 0 0 ANTHRACITE CAPITAL, INC. 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COM 13342B105 276 4400 SH SOLE 4400 0 0 Campbell Soup Company COM 134429109 5887 151157 SH SOLE 151157 0 0 Capital One Financial Corp. COM 14040H105 3956 52430 SH SOLE 52430 0 0 CAPITALSOURCE, INC. COM 14055X102 619 24627 SH SOLE 24627 0 0 Capstead Mortgage Corp. COM 14067E506 166 16600 SH SOLE 16600 0 0 Cardiac Science Corp. COM 14141A108 1857 202942 SH SOLE 202942 0 0 Carriage Services, Inc. COM 143905107 4247 525000 SH SOLE 525000 0 0 CARPENTER TECHNOLOGY CORP. COM 144285103 816 6761 SH SOLE 6761 0 0 Castle Brands, Inc. COM 148435100 3539 510685 SH SOLE 510685 0 0 Caterpillar, Inc. COM 149123101 1072 16000 SH SOLE 16000 0 0 CELANESE CORP. COM 150870103 1429 46330 SH SOLE 46330 0 0 Centerpoint Energy, Inc. COM 15189T107 599 33496 SH SOLE 33496 0 0 Centerpoint Energy, Inc. CONV 15189TAM9 2389 1500000 SH SOLE 1500000 0 0 Centex Corporation COM 152312104 225 5370 SH SOLE 5370 0 0 Centurytel, Inc. COM 156700106 3753 83037 SH SOLE 83037 0 0 Charter Oak Capital Mgt, Inc. COM 161289MN0 0 20000 SH SOLE 20000 0 0 Chemtura Corporation COM 163893100 165 15100 SH SOLE 15100 0 0 Chesapeake Energy Corporation COM 165167107 368 11900 SH SOLE 11900 0 0 Chevron Texaco Capital Corp. COM 166764100 21615 292280 SH SOLE 292280 0 0 CHICAGO MERCANTILE EXCHANGE COM 167760107 686 1290 SH SOLE 1290 0 0 Ciena Corporation CONV 171779AA9 1541 1570000 SH SOLE 1570000 0 0 Cincinnati Financial Corp. COM 172062101 681 16057 SH SOLE 16057 0 0 Cisco Systems, Inc. COM 17275R102 21400 838260 SH SOLE 838260 0 0 Citadel Broadcasting Corp. CONV 17285TAB2 7626 9000000 SH SOLE 9000000 0 0 Citigroup, Inc. COM 172967101 39669 772675 SH SOLE 772675 0 0 Citizens Communications Co. COM 17453B101 567 37892 SH SOLE 37892 0 0 Citrix Systems, Inc. COM 177376100 275 8570 SH SOLE 8570 0 0 CLAIRE'S STORES, INC. COM 179584107 2949 91800 SH SOLE 91800 0 0 Clear Channel Communications COM 184502102 2661 75916 SH SOLE 75916 0 0 Clorox Company COM 189054109 2154 33796 SH SOLE 33796 0 0 Coach, Inc. 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