-----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, J8g8FsZCiI3sl7iqcULci7uTaVY4k1/+h+nidloYxjgk/ftthKWJlaYb8iO4ccoX BYmasiFN/CQwB8gDO9sgBw== 0000009015-04-000074.txt : 20041115 0000009015-04-000074.hdr.sgml : 20041115 20041115121103 ACCESSION NUMBER: 0000009015-04-000074 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BABSON CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000009015 IRS NUMBER: 041054788 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00060 FILM NUMBER: 041142998 BUSINESS ADDRESS: STREET 1: ONE MEMORIAL DRIVE CITY: CAMBRIDGE STATE: MA ZIP: 02142-1300 BUSINESS PHONE: 6177237540 MAIL ADDRESS: STREET 1: ONE MEMORIAL DRIVE STREET 2: 11TH FLOOR CITY: CAMBRIDGE STATE: MA ZIP: 02142-1300 FORMER COMPANY: FORMER CONFORMED NAME: BABSON DAVID L & CO INC DATE OF NAME CHANGE: 19920929 13F-HR/A 1 sep04.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: September 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 November 15, 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: 2310 Form 13F Information Table Value Total: 6782009 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 ABC BANCORP COM 000400101 303 15000 SH SOLE 0 0 15000 D ADE CORP/MASS COM 00089C107 7299 428500 SH SOLE 428500 0 0 D ADE CORP/MASS COM 00089C107 141 8300 SH SOLE 0 0 8300 D ABM INDUSTRIES INC COM 000957100 302 15000 SH SOLE 15000 0 0 D ABM INDUSTRIES INC COM 000957100 7726 383400 SH SOLE 0 0 383400 D AFLAC INC COM 001055102 24004 612180 SH SOLE 612180 0 0 D AFLAC INC COM 001055102 8478 216230 SH SOLE 0 0 216230 D AGCO COM 001084102 75 3300 SH SOLE 3300 0 0 D AGL RESOURCES INC COM 001204106 111 3600 SH SOLE 3600 0 0 D AES CORP COM 00130H105 369 36900 SH SOLE 36900 0 0 D AMB PROPERTY CORP COM 00163T109 141 3800 SH SOLE 3800 0 0 D AMR CORP COM 001765106 29 3900 SH SOLE 3900 0 0 D AT&T CORP COM 001957505 2202 153794 SH SOLE 153794 0 0 D AT&T CORP COM 001957505 11 756 SH SOLE 0 0 756 D A T & T WIRELESS SERVICES COM 00209A106 797 53936 SH SOLE 53936 0 0 D A T & T WIRELESS SERVICES COM 00209A106 18 1217 SH SOLE 0 0 1217 D AVX CORP COM 002444107 19 1600 SH SOLE 1600 0 0 D AZZ INCORPORATED COM 002474104 8015 584600 SH SOLE 584600 0 0 D AZZ INCORPORATED COM 002474104 75 5500 SH SOLE 0 0 5500 D AAIPHARMA INC COM 00252W104 9 5800 SH SOLE 5800 0 0 D ABBOTT LABS COM 002824100 12715 300162 SH SOLE 300162 0 0 D ABBOTT LABS COM 002824100 21599 509880 SH SOLE 0 0 509880 D ABERCROMBIE & FITCH CO CL A COM 002896207 22 700 SH SOLE 700 0 0 D ACETO CORP COM 004446100 43 3000 SH SOLE 3000 0 0 D ACETO CORP COM 004446100 651 45226 SH SOLE 0 0 45226 D ACTIVISION INC COM 004930202 11 800 SH SOLE 800 0 0 D ACTION PERFORMANCE COS INC COM 004933107 527 52000 SH SOLE 0 0 52000 D ACTEL CORP COM 004934105 22583 1485750 SH SOLE 1485750 0 0 D ACTEL CORP COM 004934105 96 6300 SH SOLE 0 0 6300 D ACTUANT CORP CL A COM 00508X203 15044 365050 SH SOLE 365050 0 0 D ACXIOM CORP COM 005125109 64 2700 SH SOLE 2700 0 0 D ADESA INC COM 00686U104 22 1348 SH SOLE 1348 0 0 D ADOBE SYSTEMS COM 00724F101 1381 27915 SH SOLE 27915 0 0 D ADTRAN INC COM 00738A106 7 300 SH SOLE 300 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 81 7500 SH SOLE 7500 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 1614 149600 SH SOLE 0 0 149600 D ADVO INC COM 007585102 29051 938953 SH SOLE 938953 0 0 D ADVO INC COM 007585102 2256 72903 SH SOLE 0 0 58363 D ADVISORY BOARD CO COM 00762W107 7998 238050 SH SOLE 238050 0 0 D AEROFLEX INC COM 007768104 4646 439500 SH SOLE 439500 0 0 D AEROFLEX INC COM 007768104 1036 97980 SH SOLE 0 0 78600 D ADVANCED MICRO DEV COM 007903107 3 200 SH SOLE 200 0 0 D AETNA INC COM 00817Y108 2049 20500 SH SOLE 20500 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 880 15800 SH SOLE 15800 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 15 500 SH SOLE 500 0 0 D AFTERMARKET TECHNOLOGY CORP. 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Y2573F102 56 4200 SH SOLE 4200 0 0 D OMI CORP - NEW COM Y6476W104 8371 522540 SH SOLE 522540 0 0 D TEEKAY SHIPPING CORP COM Y8564W103 8461 196355 SH SOLE 196355 0 0 D AMR CORP COM 001765106 129 17564 SH SOLE 17564 D ACADIA RLTY TR COM SH BEN INT 004239109 158 10700 SH SOLE 10700 D ARCHSTONE SMITH TR COM 039583109 813 25700 SH SOLE 25700 D ARDEN RLTY INC COM 039793104 915 28100 SH SOLE 28100 D AVALONBAY CMNTYS INC COM 053484101 650 10800 SH SOLE 10800 D BEA SYS INC NOTE 073325AD4 2989 3000000 PR SOLE X D BIOMED REALTY TRUST INC COM 09063H107 707 40200 SH SOLE 40200 D BOSTON PROPERTIES INC COM 101121101 847 15300 SH SOLE 15300 D CAMDEN PPTY TR SH BEN INT 133131102 568 12300 SH SOLE 12300 D CARDIAC SCIENCE COM NEW 141410209 3379 1759704 SH SOLE 1759704 D CATELLUS DEV CORP NEW COM 149113102 441 16623 SH SOLE 16623 D CEDAR SHOPPING CRTS INC COM NEW 150602209 525 37600 SH SOLE 37600 D CENTERPOINT PPTYS TR SH BEN INT 151895109 414 9500 SH SOLE 9500 D CHEMED CORP NEW COM 16359R103 10033 180000 SH SOLE 180000 D CIENA CORP NOTE 171779AA9 1445 1695000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3704 4185000 PR SOLE X D CONSOLIDATED EDISON INC COM 209115104 9379 223100 SH SOLE 223100 D CONVERA CORP CL A 211919105 78 21050 SH SOLE 21050 D CORRECTIONAL SVCS CORP COM 219921103 138 53672 SH SOLE 53672 D CORPORATE OFFICE PPTYS TR COM 22002T108 315 12300 SH SOLE 12300 D CRT PROPERTIES INC COM 22876P109 275 12800 SH SOLE 12800 D CYMER INC COM 232572107 6674 232872 SH SOLE 232872 D DT INDUSTRIES INC COM 23333J108 5 1788760 SH SOLE 1788760 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 779 19900 SH SOLE 19900 D DISTRIBUTED ENERGY SYS CORP COM 25475V104 25 14000 SH SOLE 14000 D DUKE ENERGY CORP NOTE 264399EJ1 11502 10800000 PR SOLE X D EQUITY OFFICE PROPERTIES TRU COM 294741103 526 19300 SH SOLE 19300 D EQUITY RESIDENTIAL SH BEN INT 29476L107 1039 33500 SH SOLE 33500 D ESSEX PPTY TR INC COM 297178105 489 6800 SH SOLE 6800 D EXTRA SPACE STORAGE INC COM 30225T102 34 2700 SH SOLE 2700 D FEI CO NOTE 30241LAB5 2495 2470000 PR SOLE X D FPL GROUP INC COM 302571104 11307 165500 SH SOLE 165500 D GENERAL GROWTH PPTYS INC COM 370021107 1445 46600 SH SOLE 46600 D GENERAL MTRS CORP DEB SR CONV B 370442733 4483 187500 PR SOLE X D GENESIS HEALTHCARE CORP COM 37184D101 5102 167768 SH SOLE 167768 D GRAMERCY CAP CORP COM 384871109 597 38300 SH SOLE 38300 D HAYES LEMMERZ INTL INC COM NEW 420781304 932 91744 SH SOLE 91744 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 89 9500 SH SOLE 9500 D HOST MARIOTT CORP NEW COM 44107P104 904 64400 SH SOLE 64400 D JETBLUE AWYS CORP COM 477143101 24395 1166130 SH SOLE 1166130 D KILROY RLTY CORP COM 49427F108 898 23600 SH SOLE 23600 D KIMKO REALTY CORP COM 49446R109 1154 22500 SH SOLE 22500 D KINDER MORGAN INC KANS COM 49455P101 1115 17754 SH SOLE 17754 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1448 1500000 PR SOLE X D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 232 8400 SH SOLE 8400 D LIBERTY MEDIA CORP NEW COM SER A 530718105 150 17207 SH SOLE 17207 D LIBERTY MEDIA INTL INC COM SER A 530719103 29 860 SH SOLE 860 D MCI INC COM 552691107 3462 206687 SH SOLE 206687 D MACERICH CO COM 554382101 373 7000 SH SOLE 7000 D MACK CALI RLTY CORP COM 554489104 319 7200 SH SOLE 7200 D MANITOWOC INC COM 563571108 3849 108557 SH SOLE 108557 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 122 6033 SH SOLE 6033 D MASSMUTUAL PARTICIPATION INV SH BEN INT 576299101 311 26126 SH SOLE 26126 D MERISTAR HOSPITALITY CORP COM 58984Y103 38 6900 SH SOLE 6900 D METALS USA INC COM NEW 591324207 710 40000 SH SOLE 40000 D MID-AMER APT CMNTYS INC COM 59522J103 292 7500 SH SOLE 7500 D MILLS CORP COM 601148109 903 17400 SH SOLE 17400 D NTL INC DEL COM 62940M104 1144 18438 SH SOLE 18438 D NEIGHBORCARE INC COM 64015Y104 9662 381145 SH SOLE 381145 D NEWCASTLE INVT CORP COM 65105M108 654 21300 SH SOLE 21300 D NEWTEK CAP INC COM 652526104 887 227450 SH SOLE 227450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 7477 7505000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 96 8377 SH SOLE 8377 D OWENS ILL INC PFD CONV $.01 690768502 2967 85560 PR SOLE X D PEPSIAMERICAS COM 71343P200 11734 614321 SH SOLE 614321 D POST PPTYS INC COM 737464107 284 9500 SH SOLE 9500 D PROLOGIS TR SH BEN INT 743410102 1297 36800 SH SOLE 36800 D PUBLIC STORAGE INC COM 74460D109 768 15500 SH SOLE 15500 D REGENCY CTRS CORP COM 758849103 586 12600 SH SOLE 12600 D RENT-WAY INC COM 76009U104 3000 438007 SH SOLE 438007 D ROUSE CO COM 779273101 401 6000 SH SOLE 6000 D SCI SYSTEMS INC NOTE 783890AF3 7964 8480000 PR SOLE X D SL GREEN RLTY CORP COM 78440X101 567 10950 SH SOLE 10950 D SANMINA CORP SDCV 800907AD9 5168 9890000 PR SOLE X D SIMON PPTY GROUP INC NEW COM 828806109 1550 28900 SH SOLE 28900 D STRATEGIC HOTEL CAP INC COM 86272T106 504 37300 SH SOLE 37300 D SUPREME INDUSTRIES INC CL A 868607102 1690 279864 SH SOLE 279864 D T S R INC COM 872885108 942 154000 SH SOLE 154000 D TANGER FACTORY OUTLET CTRS I COM 875465106 488 10900 SH SOLE 10900 D TELEWEST GLOBAL INC COM 87956T107 6942 597437 SH SOLE 597437 D TRANSMONTAIGNE INC COM 893934109 9068 1558118 SH SOLE 1558118 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4945 5130000 PR SOLE X D TRIZEK PROPERTIES INC COM 89687P107 271 17000 SH SOLE 17000 D UNITED DOMINION REALTY TR IN COM 910197102 420 21200 SH SOLE 21200 D US AIRWAYS GROUP INC CL A 911905503 3 4040 SH SOLE 4040 D UNITEDGLOBALCOM CL A 913247508 837 111982 SH SOLE 111982 D VENTAS INDS N V COM 92276F100 518 20000 SH SOLE 20000 D VORANDO RLTY TR SH BEN INT 929042109 1426 22750 SH SOLE 22750 D WHEELING PITTSBURGH CORP COM NEW 963142302 845 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 110 7372 SH SOLE 7372 D WINDROSE MEDICAL PPTYS TR COM 973491103 229 17600 SH SOLE 17600 D WYETH COM 983024100 14852 397100 SH SOLE 397100 S REPORT SUMMARY 2310 DATA RECORDS 6782009 November 15, 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 September 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 -----END PRIVACY-ENHANCED MESSAGE-----