13F-HR 1 bjuney.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, 2005 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 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: Robert J. Guerin Senior Compliance Officer Title: Phone: (617) 761-3779 Signature, Place and Date of Signing: /s/ Robert J. Guerin Cambridge, MA July 27, 2005 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: 2271 Form 13F Information Table Value Total: 8333443 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 ABC BANCORP COM 000400101 542 30000 SH SOLE 0 0 30000 D ADE CORP/MASS COM 00089C107 4224 150600 SH SOLE 150600 0 0 D ABM INDUSTRIES INC COM 000957100 386 19820 SH SOLE 19820 0 0 D ABM INDUSTRIES INC COM 000957100 8523 437100 SH SOLE 0 0 437100 D AFLAC INC COM 001055102 49288 1138815 SH SOLE 1138815 0 0 D AFLAC INC COM 001055102 13942 322130 SH SOLE 0 0 322130 D AGL RESOURCES INC COM 001204106 209 5400 SH SOLE 5400 0 0 D AES CORP COM 00130H105 88 5400 SH SOLE 5400 0 0 D AK STEEL HOLDING CORP COM 001547108 35 5400 SH SOLE 5400 0 0 D AMB PROPERTY CORP COM 00163T109 165 3800 SH SOLE 3800 0 0 D AT&T CORP COM 001957505 4892 256914 SH SOLE 256914 0 0 D AT&T CORP COM 001957505 14 756 SH SOLE 0 0 756 D ATS MEDICAL INC COM 002083103 0 100 SH SOLE 100 0 0 D AZZ INCORPORATED COM 002474104 11056 639100 SH SOLE 639100 0 0 D AZZ INCORPORATED COM 002474104 242 14000 SH SOLE 0 0 14000 D ABBOTT LABS COM 002824100 10140 206893 SH SOLE 206893 0 0 D ABBOTT LABS COM 002824100 22776 464721 SH SOLE 0 0 464721 D ABERCROMBIE & FITCH CO CL A COM 002896207 158 2300 SH SOLE 2300 0 0 D ACETO CORP COM 004446100 507 67839 SH SOLE 0 0 67839 D ACTIVISION INC COM 004930202 19 1166 SH SOLE 1166 0 0 D ACTION PERFORMANCE COS INC COM 004933107 459 52000 SH SOLE 0 0 52000 D ACTEL CORP COM 004934105 1769 127266 SH SOLE 127266 0 0 D ACTUANT CORP CL A COM 00508X203 19358 403790 SH SOLE 403790 0 0 D ADESA INC COM 00686U104 50 2300 SH SOLE 2300 0 0 D ADOBE SYSTEMS COM 00724F101 3919 136930 SH SOLE 136930 0 0 D ADVANCE AUTO PARTS COM 00751Y106 32 500 SH SOLE 500 0 0 D ADVO INC COM 007585102 41216 1294078 SH SOLE 1294078 0 0 D ADVO INC COM 007585102 1744 54763 SH SOLE 0 0 54763 D ADVISORY BOARD CO COM 00762W107 34047 698550 SH SOLE 698550 0 0 D AEROFLEX INC COM 007768104 4355 518400 SH SOLE 518400 0 0 D AEROFLEX INC COM 007768104 724 86200 SH SOLE 0 0 86200 D ADVANCED MICRO DEV COM 007903107 33 1900 SH SOLE 1900 0 0 D AETNA INC COM 00817Y108 2062 24900 SH SOLE 24900 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 731 14300 SH SOLE 14300 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 200 3700 SH SOLE 3700 0 0 D AFTERMARKET TECHNOLOGY CORP. 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D CALLON PETE CO DEL COM 13123X102 1108 74950 SH SOLE 74950 D CHEMED CORP NEW COM 16359R103 14308 350000 SH SOLE 350000 D CIENA CORP NOTE 171779AA9 1386 1570000 PR SOLE X D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 4553 6000000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3652 3980000 PR SOLE X D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 2959 3000000 PR SOLE X D FEI CO NOTE 30241LAB5 2388 2415000 PR SOLE X D GENERAL MTRS CORP DEB SR CONV B 370442733 3480 187500 PR SOLE X D GENTEK INC COM NEW 37245X203 559 56142 SH SOLE 56142 D HAYES LEMMERZ INTL INC COM NEW 420781304 653 91744 SH SOLE 91744 D ITC DELTACOM INC COM NEW 45031T401 21 25133 SH SOLE 25133 D JETBLUE AWYS CORP COM 477143101 23836 1166130 SH SOLE 1166130 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1427 1500000 PR SOLE X D LIBERTY MEDIA CORP NEW COM SER A 530718105 175 17207 SH SOLE 17207 D MCI INC COM 552691107 1339 52073 SH SOLE 52073 D MANITOWOC INC COM 563571108 4453 108557 SH SOLE 108557 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 66 6033 SH SOLE 6033 D METALS USA INC COM NEW 591324207 761 40000 SH SOLE 40000 D NTL INC DEL COM 62940M104 884 12920 SH SOLE 12920 D NEWTEK BUSINESS SVCS INC COM 652526104 595 261450 SH SOLE 261450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 5455 5435000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 83 8377 SH SOLE 8377 D OWENS ILL INC PFD CONV $.01 690768502 3467 85560 PR SOLE X D PW EAGLE INC COM 69366Y108 3484 595508 SH SOLE 595508 D PEPSIAMERICAS COM 71343P200 15763 614321 SH SOLE 614321 D SCI SYSTEMS INC NOTE 783890AF3 7360 7830000 PR SOLE X D SANMINA CORP SDCV 800907AD9 643 1179841 PR SOLE X D SEARS HLDGS CORP COM 812350106 43 287 SH SOLE 287 D SUN HEALTHCARE GROUP INC COM NEW 866933401 80 12517 SH SOLE 12517 D SUPERIOR ESSEX INC COM 86815V105 1753 99003 SH SOLE 99003 D SUPREME INDUSTRIES INC CL A 868607102 2049 279864 SH SOLE 279864 D TELEWEST GLOBAL INC COM 87956T107 11038 484530 SH SOLE 484530 D TRANSMONTAIGNE INC COM 893934109 13611 1296272 SH SOLE 1296272 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4974 5130000 PR SOLE X D WHEELING PITTSBURGH CORP COM NEW 963142302 415 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 106 7372 SH SOLE 7372 D XTO ENERGY INC COM 98385X106 771 22684 SH SOLE 22684 S REPORT SUMMARY 2,271 DATA RECORDS 8,333,443 July 27, 2005 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 ("Babson") Form 13F for the quarter ending June 30, 2005 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) 761-3779. Sincerely, Robert J. Guerin Senior Compliance Officer