13F-HR 1 juneee.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: June 30, 2004 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: One Memorial Drive Cambridge, MA 02142-1300 13F File Number 0028-00060 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: Sandra L. Doyle Compliance Officer Title: Phone: (617) 761-3815 Signature, Place and Date of Signing: /s/Sandra L. Doyle Cambridge, MA August 11, 2004 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: 0 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Mangers: 0 Form 13F Information Entry Total: 2304 Form 13F Information Table Value Total: 7716478 List of Other Included Mangers: VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AAR CORP COM 000361105 0 1 SH SOLE 1 0 0 D ADE CORP/MASS COM 00089C107 9031 417900 SH SOLE 417900 0 0 D ADE CORP/MASS COM 00089C107 175 8100 SH SOLE 0 0 8100 D ABM INDUSTRIES INC COM 000957100 292 15000 SH SOLE 15000 0 0 D ABM INDUSTRIES INC COM 000957100 7465 383400 SH SOLE 0 0 383400 D AFLAC INC COM 001055102 29935 733510 SH SOLE 733510 0 0 D AFLAC INC COM 001055102 7587 185920 SH SOLE 0 0 185920 D AGL RESOURCES INC COM 001204106 105 3600 SH SOLE 3600 0 0 D AES CORP COM 00130H105 49 4900 SH SOLE 4900 0 0 D AMB PROPERTY CORP COM 00163T109 83 2400 SH SOLE 2400 0 0 D AMR CORP COM 001765106 144 11900 SH SOLE 11900 0 0 D AT&T CORP COM 001957505 1697 115994 SH SOLE 115994 0 0 D AT&T CORP COM 001957505 11 756 SH SOLE 0 0 756 D A T & T WIRELESS SERVICES COM 00209A106 2 136 SH SOLE 136 0 0 D A T & T WIRELESS SERVICES COM 00209A106 17 1217 SH SOLE 0 0 1217 D AVX CORP COM 002444107 292 20200 SH SOLE 20200 0 0 D AZZ INCORPORATED COM 002474104 10772 708700 SH SOLE 708700 0 0 D AZZ INCORPORATED COM 002474104 84 5500 SH SOLE 0 0 5500 D AAIPHARMA INC COM 00252W104 120 22200 SH SOLE 22200 0 0 D ABBOTT LABS COM 002824100 8445 207196 SH SOLE 207196 0 0 D ABBOTT LABS COM 002824100 21079 517138 SH SOLE 0 0 517138 D ABERCROMBIE & FITCH CO CL A COM 002896207 47 1200 SH SOLE 1200 0 0 D ACETO CORP COM 004446100 53 3000 SH SOLE 3000 0 0 D ACETO CORP COM 004446100 796 45226 SH SOLE 0 0 45226 D ACTIVISION INC COM 004930202 240 15100 SH SOLE 15100 0 0 D ACTION PERFORMANCE COS INC COM 004933107 784 52000 SH SOLE 0 0 52000 D ACTEL CORP COM 004934105 24631 1331400 SH SOLE 1331400 0 0 D ACTEL CORP COM 004934105 159 8600 SH SOLE 0 0 8600 D ACTUANT CORP CL A COM 00508X203 18362 470950 SH SOLE 470950 0 0 D ACUITY BRANDS INC COM 00508Y102 305 11300 SH SOLE 11300 0 0 D ACXIOM CORP COM 005125109 67 2700 SH SOLE 2700 0 0 D ADOBE SYSTEMS COM 00724F101 2399 51600 SH SOLE 51600 0 0 D ADTRAN INC COM 00738A106 70 2100 SH SOLE 2100 0 0 D ADVANCE AUTO PARTS COM 00751Y106 22 500 SH SOLE 500 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 97 7500 SH SOLE 7500 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 1931 149600 SH SOLE 0 0 149600 D ADVANCED FIBRE COMMUNICATION COM 00754A105 42 2100 SH SOLE 2100 0 0 D ADVO INC COM 007585102 37632 1143128 SH SOLE 1143128 0 0 D ADVO INC COM 007585102 1708 51898 SH SOLE 0 0 49913 D ADVISORY BOARD CO COM 00762W107 4098 115100 SH SOLE 115100 0 0 D AEROFLEX INC COM 007768104 5473 381900 SH SOLE 381900 0 0 D AEROFLEX INC COM 007768104 1010 70450 SH SOLE 0 0 67800 D ADVANCED MICRO DEV COM 007903107 660 41500 SH SOLE 41500 0 0 D AETNA INC COM 00817Y108 2550 30000 SH SOLE 30000 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 439 8300 SH SOLE 8300 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 16 500 SH SOLE 500 0 0 D AFTERMARKET TECHNOLOGY CORP. 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SCOTTISH RE GROUP LTD COM G7885T104 4686 201550 SH SOLE 201550 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 671 28865 SH SOLE 0 0 27800 D TRANSOCEAN INC COM G90078109 1492 51550 SH SOLE 51550 0 0 D TRANSOCEAN INC COM G90078109 14 483 SH SOLE 0 0 483 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1630 48000 SH SOLE 0 0 48000 D WEATHERFORD INTL LTD COM G95089101 37 825 SH SOLE 825 0 0 D WHITE MOUNTAINS INSURANCE GRP COM G9618E107 510 1000 SH SOLE 1000 0 0 D XL CAP LTD CL A COM G98255105 2302 30500 SH SOLE 30500 0 0 D ALCON INC COM H01301102 8 100 SH SOLE 100 0 0 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 376 20000 SH SOLE 0 0 20000 D TARO PHARMACEUTICAL INDS LTD COM M8737E108 12181 280025 SH SOLE 280025 0 0 D CARLISLE HOLDINGS LTD COM P21277101 1114 169000 SH SOLE 0 0 169000 D STEINER LEISURE LTD COM P8744Y102 4017 182600 SH SOLE 182600 0 0 D STELMAR SHIPPING LTD COM V8726M103 1691 51000 SH SOLE 0 0 51000 D TEEKAY SHIPPING CORP COM Y8564W103 7630 204125 SH SOLE 204125 0 0 D AMR CORP COM 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209115104 4616 116100 SH SOLE 116100 D CONVERA CORP CL A 211919105 49 21050 SH SOLE 21050 D CORRECTIONAL SVCS CORP COM 219921103 179 53672 SH SOLE 53672 D CORPORATE OFFICE PPTYS TR COM 22002T108 422 17000 SH SOLE 17000 D CYMER INC COM 232572107 8719 232872 SH SOLE 232872 D DT INDUSTRIES INC COM 23333J108 30 1788760 SH SOLE 1788760 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 523 14800 SH SOLE 14800 D DIGITAL THEATER SYS INC COM 25389G102 838 32042 SH SOLE 32042 D DISTRIBUTED ENERGY SYS CORP COM 25475V104 38 14000 SH SOLE 14000 D DUKE ENERGY CORP NOTE 264399EJ1 11083 11000000 PR SOLE X D EQUITY OFFICE PROPERTIES TRU COM 294741103 539 19800 SH SOLE 19800 D EQUITY RESIDENTIAL SH BEN INT 29476L107 1076 36200 SH SOLE 36200 D ESSEX PPTY TR INC COM 297178105 554 8100 SH SOLE 8100 D FEI CO NOTE 30241LAB5 2516 2470000 PR SOLE X D FPL GROUP INC COM 302571104 6427 100500 SH SOLE 100500 D FIRST POTOMAC RLTY TR COM 33610F109 132 6900 SH SOLE 6900 D GABLES RESIDENTIAL TR SH BEN INT 362418105 10 300 SH SOLE 300 D GENERAL GROWTH PPTYS INC COM 370021107 1168 39500 SH SOLE 39500 D GENERAL MTRS CORP DEB SR CONV B 370442733 9266 375000 PR SOLE X D GENESIS HEALTHCARE CORP COM 37184D101 4872 167768 SH SOLE 167768 D GLOBAL POWER EQUIPMENT INC COM 37941P108 149 18622 SH SOLE 18622 D GUITAR CTR MGMT INC COM 402040109 646 14527 SH SOLE 14527 D HAYES LEMMERZ INTL INC COM NEW 420781304 1385 91744 SH SOLE 91744 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 147 14900 SH SOLE 14900 D HOST MARIOTT CORP NEW COM 44107P104 1135 91800 SH SOLE 91800 D INTERIM SVCS INC NOTE 45868PAA8 8080 8050000 PR SOLE X D JETBLUE AWYS CORP COM 477143101 34261 1166130 SH SOLE 1166130 D KILROY RLTY CORP COM 49427F108 788 23100 SH SOLE 23100 D KIMKO REALTY CORP COM 49446R109 887 19500 SH SOLE 19500 D KINDER MORGAN INC KANS COM 49455P101 1053 17754 SH SOLE 17754 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1391 1500000 PR SOLE X D KOGER EQUITY INC COM 500228101 257 11100 SH SOLE 11100 D LTC PPTYS INC COM 502175102 20 1200 SH SOLE 1200 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 564 23100 SH SOLE 23100 D LIBERTY MEDIA CORP NEW COM SER A 530718105 155 17207 SH SOLE 17207 D LIBERTY MEDIA INTL INC COM SER A 530719103 32 860 SH SOLE 860 D MACERICH CO COM 554382101 603 12600 SH SOLE 12600 D MACK CALI RLTY CORP COM 554489104 281 6800 SH SOLE 6800 D MANITOWOC INC COM 563571108 4948 146160 SH SOLE 146160 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 146 6033 SH SOLE 6033 D MASSMUTUAL PARTICIPATION INV SH BEN INT 576299101 283 25468 SH SOLE 25468 D MERISTAR HOSPITALITY CORP COM 58984Y103 560 81900 SH SOLE 81900 D METALS USA INC COM NEW 591324207 715 40000 SH SOLE 40000 D MILLS CORP COM 601148109 682 14600 SH SOLE 14600 D NTL INC DEL COM 62940M104 1900 32971 SH SOLE 32971 D NATIONWIDE HEALTH PPTYS INC COM 638620104 342 18100 SH SOLE 18100 D NEIGHBORCARE INC COM 64015Y104 11941 381145 SH SOLE 381145 D NEWCASTLE INVT CORP COM 65105M108 869 29000 SH SOLE 29000 D NEWTEK CAP INC COM 652526104 853 227450 SH SOLE 227450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 7299 7505000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 116 8377 SH SOLE 8377 D PENNSYLVANIA REAL ESTATE INVT SH BEN INT 709102107 267 7800 SH SOLE 7800 D PEPSIAMERICAS COM 71343P200 13048 614321 SH SOLE 614321 D POST PPTYS INC COM 737464107 364 12500 SH SOLE 12500 D PROLOGIS TR SH BEN INT 743410102 1106 33600 SH SOLE 33600 D PUBLIC STORAGE INC COM 74460D109 814 17700 SH SOLE 17700 D REDENVELOPE INC COM 75733R601 25 2940 SH SOLE 2940 D RENT-WAY INC COM 76009U104 3942 438007 SH SOLE 438007 D RESTORATION HARDWARE INC DEL COM 760981100 243 33252 SH SOLE 33252 D ROUSE CO COM 779273101 285 6000 SH SOLE 6000 D SCI SYSTEMS INC NOTE 783890AF3 7924 8480000 PR SOLE X D SL GREEN RLTY CORP COM 78440X101 433 9250 SH SOLE 9250 D SANMINA CORP SDCV 800907AD9 5130 9890000 PR SOLE X D SIMON PPTY GROUP INC NEW COM 828806109 1687 32800 SH SOLE 32800 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 144 3200 SH SOLE 3200 D SUPREME INDUSTRIES INC CL A 868607102 1802 279864 SH SOLE 279864 D T S R INC COM 872885108 1001 154000 SH SOLE 154000 D TANGER FACTORY OUTLET CTRS I COM 875465106 551 14100 SH SOLE 14100 D TRANSMONTAIGNE INC COM 893934109 8383 1558118 SH SOLE 1558118 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4931 5130000 PR SOLE X D TRIZEK PROPERTIES INC COM 89687P107 267 16400 SH SOLE 16400 D UNITED DOMINION REALTY TR IN COM 910197102 447 22600 SH SOLE 22600 D UNITEDGLOBALCOM CL A 913247508 813 111982 SH SOLE 111982 D VENTAS INDS N V COM 92276F100 369 15800 SH SOLE 15800 D VORANDO RLTY TR SH BEN INT 929042109 1202 21050 SH SOLE 21050 D WHEELING PITTSBURGH CORP COM NEW 963142302 563 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 111 7372 SH SOLE 7372 D WINDROSE MEDICAL PPTYS TR COM 973491103 222 20200 SH SOLE 20200 D WYETH COM 983024100 9839 272100 SH SOLE 272100 S REPORT SUMMARY 2304 DATA RECORDS 7716478 August 11, 2004 Document Control-Filing Desk Securities & Exchange Commission 450 Fifth Street, N.W. Washington D.C. 20549-0104 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 Inc. ("Babson") Form 13F for the quarter ending June 30, 2004. 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 MassMutual to the extent that MassMutual may be deemed to "share" investment discretion over the positions as a result of its ownership interest in Babson. If you should have any questions or comments regarding this matter please call me at (617) 761-3815. Sincerely, Sandra L. Doyle Compliance Officer