-----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, Ffl03vXsvTnYnsSq82DgqZ9arzQ3ebPHTjcbA5kX5aBOtof0HCzcT4ZqMp4AM4ia smsgTJeygyMxZeWcK0+ZMA== 0000009015-06-000068.txt : 20060816 0000009015-06-000068.hdr.sgml : 20060816 20060816172736 ACCESSION NUMBER: 0000009015-06-000068 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060816 DATE AS OF CHANGE: 20060816 EFFECTIVENESS DATE: 20060816 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00060 FILM NUMBER: 061039030 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/A 1 ejune.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, 2006 Check here if Amendment [ X ]; Amendment Number: 1 This Amendment (Check only one.): [x]is a restatement [X ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Babson Capital Management Address: 470 Atlantic Avenue Boston, MA 02210 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 Boston, MA August 16, 2006 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: 626 Form 13F Information Table Value Total: 1760987 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 3M Company COM 88579Y1014814 59600 SH SOLE 59600 D A B X Air, Inc. COM 00080S101284 47000 SH SOLE 47000 D A G Edwards, Inc. COM 281760108266 4800 SH SOLE 4800 D A M R Corporation COM 001765106262 10300 SH SOLE 10300 D A M R Corporation COM 001765106446 17564 SH SOLE 17564 D A T & T, Inc. COM 00206R10215962 572306 SH SOLE 572306 D A V X Corporation COM 002444107270 17100 SH SOLE 17100 D ABAXIS, INC. COM 0025671054333 193700 SH SOLE 193700 D Abbott Laboratories COM 00282410013087 300100 SH SOLE 300100 D Ace Ltd COM G0070K1031771 35000 SH SOLE 35000 D Actuant Corp COM 00508X20369 3446550 SH SOLE 3446550 D Adaptec, Inc. COM 00651F10875 325500 SH SOLE 325500 D Advanced Micro Devices, Inc. COM 00790310770 1706958 SH SOLE 1706958 D Advanta Corp. COM 007942204234 6500 SH SOLE 6500 D Aetna, Inc. COM 00817Y1081254 31400 SH SOLE 31400 D Aflac, Inc. COM 001055102932 20100 SH SOLE 20100 D Agco Corporation COM 001084102547 20800 SH SOLE 20800 D Agilent Technologies, Inc. COM 00846U1012597 82300 SH SOLE 82300 D Airgas, Inc. COM 009363102332 8900 SH SOLE 8900 D Alcoa, Inc. COM 013817101757 23400 SH SOLE 23400 D Alexandria Real Estate Equitie COM 0152711091215 13700 SH SOLE 13700 D Allegheny Energy, Inc. COM 017361106493 13300 SH SOLE 13300 D Allegheny Technologies, Inc. COM 01741R102457 6600 SH SOLE 6600 D Alliant Energy Corporation COM 018802108230 6700 SH SOLE 6700 D Alliant Techsystems, Inc. COM 018804104260 3400 SH SOLE 3400 D Allied Capital Corporation COM 01903Q108115 4000 SH SOLE 4000 D Allied Waste Industries, Inc. COM 019589308399 35100 SH SOLE 35100 D Allstate Corporation COM 0200021018199 149800 SH SOLE 149800 D Alltel Corporation COM 020039103217 3400 SH SOLE 3400 D Altera Corporation COM 021441100486 27700 SH SOLE 27700 D Altria Group, Inc. COM 02209S10311176 152200 SH SOLE 152200 D Ambac, Inc. COM 0231391081930 23800 SH SOLE 23800 D AMERICAN CAPITAL STRATEGIES COM 024937104208 6200 SH SOLE 6200 D American Electric Power Co. COM 025537102983 87100 SH SOLE 87100 D American Express Company COM 0258161094236 79600 SH SOLE 79600 D American Financial Group COM 025932104429 10000 SH SOLE 10000 D American Home Mortgage Investm COM 02660R107435 11800 SH SOLE 11800 D American Intl Group, Inc. COM 02687410714314 242400 SH SOLE 242400 D American Standard Companies COM 029712106606 14000 SH SOLE 14000 D AmeriCredit Corporation COM 03060R101517 18500 SH SOLE 18500 D Amerigroup Corp. COM 03073T102792 25500 SH SOLE 25500 D Ameriprise Financial, Inc. COM 03076C106122 2740 SH SOLE 2740 D AmerisourceBergen Corporation COM 03073E1052356 56200 SH SOLE 56200 D Amgen, Inc. COM 0311621007521 115300 SH SOLE 115300 D Amsouth Bancorporation COM 0321651021656 62600 SH SOLE 62600 D ANADARKO PETROLEUM CORP COM 0325111072189 45900 SH SOLE 45900 D Analog Devices, Inc. COM 032654105897 27900 SH SOLE 27900 D Anheuser-Busch Companies, Inc. COM 0352291033852 84500 SH SOLE 84500 D Ann Taylor Stores Corporation COM 036115103447 10300 SH SOLE 10300 D Ansoft Corporation COM 036384105225 11000 SH SOLE 11000 D Anthracite Optical, Inc. COM 0370231086080 500000 SH SOLE 500000 D Aon Corporation COM 0373891031260 36200 SH SOLE 36200 D APARTMENT INVT & MGMT CO. COM 03748R101582 13400 SH SOLE 13400 D Apple Computer, Inc. COM 0378331002302 40300 SH SOLE 40300 D Applera Corp./Applied Bio Grp COM 0380201032617 80900 SH SOLE 80900 D Applied Materials, Inc. COM 0382221052066 126900 SH SOLE 126900 D Arbor Realty Trust COM 038923108328 13100 SH SOLE 13100 D Archer-Daniels-Midland Company COM 0394831023406 82500 SH SOLE 82500 D Archstone-Smith Opr Trust COM 0395831094439 87257 SH SOLE 87257 D ARISTOTLE CORPORATION COM 040448201236 28389 SH SOLE 28389 D Arrow Electronics, Inc. COM 042735100319 9900 SH SOLE 9900 D ASPEN TECHNOLOGY, INC. COM 045327103656 50000 SH SOLE 50000 D ASSURANT, INC. COM 04621X108503 10400 SH SOLE 10400 D Atlas Air Worldwide Hldg, Inc. COM 0491642057118 145138 SH SOLE 145138 D Atmel Corporation COM 049513104225 40500 SH SOLE 40500 D Autodesk, Inc. COM 052769106624 18100 SH SOLE 18100 D Autoliv, Inc. COM 052800109351 6200 SH SOLE 6200 D Automatic Data Processing COM 05301510310174 224350 SH SOLE 224350 D Autozone, Inc. COM 053332102291 3300 SH SOLE 3300 D Avalon Bay Communities, Inc. COM 0534841013220 29112 SH SOLE 29112 D Avaya, Inc. COM 053499109548 48000 SH SOLE 48000 D Avery Dennison Corporation COM 053611109459 7900 SH SOLE 7900 D Avista Corp. COM 05379B107224 9800 SH SOLE 9800 D AXSYS TECHNOLOGIES, INC. COM 0546151091239 82193 SH SOLE 82193 D AZZ INCORPORATED COM 0024741044091 156100 SH SOLE 156100 D B B & T Corporation COM 0549371072543 61139 SH SOLE 61139 D B M C Software, Inc. COM 0559211002158 90300 SH SOLE 90300 D B P Amoco plc COM 0556221046961 100000 SH SOLE 100000 D B R E Properties, Inc. COM 05564E106341 6200 SH SOLE 6200 D Baker Hughes, Inc. COM 057224103094 37800 SH SOLE 37800 D Ball Corporation COM 058498106385 10400 SH SOLE 10400 D Bally Total Fitness Hld Corp. COM 05873K108157 23178 SH SOLE 23178 D BancorpSouth Inc COM 059692103575 21100 SH SOLE 21100 D Bank of America Corporation COM 06050510437702 783822 SH SOLE 783822 D Bank of New York Company, Inc. COM 064057102254 7900 SH SOLE 7900 D Barnes & Noble, Inc. COM 067774109347 9500 SH SOLE 9500 D BARR PHARMACEUTICALS, INC. COM 068306109292 6125 SH SOLE 6125 D Bausch & Lomb, Inc. COM 071707103392 8000 SH SOLE 8000 D Baxter International, Inc. COM 0718131092503 68100 SH SOLE 68100 D Beacon Power Corporation COM 073677106949 735525 SH SOLE 735525 D Bear Stearns Companies, Inc. COM 0739021084132 29500 SH SOLE 29500 D Becton Dickinson and Company COM 0758871091516 24800 SH SOLE 24800 D Bellsouth Corporation COM 0798601028547 236100 SH SOLE 236100 D BEMA GOLD COM 08135F107803 160000 SH SOLE 160000 D Bemis Company, Inc. COM 081437105472 15400 SH SOLE 15400 D Best Buy Company, Inc. COM 0865161012717 49550 SH SOLE 49550 D BEVERLY HILLS BANCORP, INC. COM 087866109178 18500 SH SOLE 18500 D Big Lots, Inc. COM 0893021031582 92600 SH SOLE 92600 D BIioMed Realty Trust, Inc. Common Stock REIT09063H1071237 41300 SH SOLE 41300 D Bioenvision, Inc. COM 09059N101178 33420 SH SOLE 33420 D BIOGEN IDEC, INC. COM 09062X1031839 39700 SH SOLE 39700 D Black & Decker Corporation COM 091797100684 8100 SH SOLE 8100 D Boeing Company COM 0970231059788 119500 SH SOLE 119500 D Bolt Technologies COM 0976981048166 676546 SH SOLE 676546 D Boston Properties, Inc. COM 1011211012376 26288 SH SOLE 26288 Bristol-Myers Squibb Company COM 110122108411 15900 SH SOLE 15900 Broadcom Corporation Common Stock Clas111320107691 23000 SH SOLE 23000 Brocade Communications Systems COM 111621108562 91500 SH SOLE 91500 Brown-Forman Corporation Common Stock Clas115637209516 7200 SH SOLE 7200 BRUKER BIOSCIENCES CORP. COM 116794108133 24900 SH SOLE 24900 Bucyrus International, Inc. COM 118759109215 4250 SH SOLE 4250 Burlington Northern Santa Fe COM 12189T1042449 30900 SH SOLE 30900 C A M Commerce Solutions Inc. COM 1319161082165 98603 SH SOLE 98603 C A, INC. 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COM 144285103347 3000 SH SOLE 3000 CASCADE BANCORP COM 147154108228 8000 SH SOLE 8000 Cash America Intl, Inc. COM 14754D100256 8000 SH SOLE 8000 Castle Brands, Inc. COM 1484351003958 510685 SH SOLE 510685 Caterpillar, Inc. COM 149123101544 7300 SH SOLE 7300 Cavco Industries, Inc. COM 149568107258 5800 SH SOLE 5800 Celadon Group, Inc. COM 1508381003903 177075 SH SOLE 177075 Centerpoint Energy, Inc. COM 15189T107430 34400 SH SOLE 34400 Centurytel, Inc. COM 1567001061159 31200 SH SOLE 31200 Ceridian Corporation COM 156779100247 10100 SH SOLE 10100 Chesapeake Energy Corporation COM 1651671071410 46600 SH SOLE 46600 Chevron Corporation COM 16676410023060 371579 SH SOLE 371579 CHICAGO MERCANTILE EXCHANGE COM 167760107295 600 SH SOLE 600 Chubb Corporation COM 1712321013463 69400 SH SOLE 69400 Ciena Corporation COM 171779101284 59100 SH SOLE 59100 Cigna Corporation COM 1255091092729 27700 SH SOLE 27700 Cincinnati Financial Corp. COM 1720621011665 35420 SH SOLE 35420 Circuit City Stores COM 172737108471 17300 SH SOLE 17300 Cisco Systems, Inc. COM 17275R10213157 673700 SH SOLE 673700 Citigroup, Inc. COM 17296710138187 791600 SH SOLE 791600 Citizens Communications Co. COM 17453B101394 30200 SH SOLE 30200 Citrix Systems, Inc. COM 1773761001064 26500 SH SOLE 26500 Clear Channel Communications COM 1845021022009 64900 SH SOLE 64900 Coca-Cola Company COM 1912161009413 218800 SH SOLE 218800 Coca-Cola Enterprises, Inc. COM 191219104919 45100 SH SOLE 45100 Colgate-Palmolive Company COM 1941621032989 49900 SH SOLE 49900 Colonial Bancgroup COM 195493309208 8100 SH SOLE 8100 Colonial Properties Trust Common Stock REIT1958721061205 24400 SH SOLE 24400 Comcast Corporation COM 20030N1017101 216900 SH SOLE 216900 Comerica, Inc. COM 200340107967 18600 SH SOLE 18600 Commerce Bancorporation COM 2005191067450 208870 SH SOLE 208870 Compass Bancshares, Inc. COM 20449H109817 14700 SH SOLE 14700 Computer Sciences Corporation COM 2053631041807 37300 SH SOLE 37300 Compuware Corporation COM 205638109285 42500 SH SOLE 42500 ConAgra Foods, Inc. COM 2058871021660 75100 SH SOLE 75100 ConocoPhillips COM 20825C1041388 21174 SH SOLE 21174 Consolidated Edison, Inc. COM 2091151041462 32900 SH SOLE 32900 Constellation Energy Group COM 210371100512 9400 SH SOLE 9400 Convergys Corporation COM 212485106289 14800 SH SOLE 14800 Cooper Industries Ltd Common Stock ClasG24182100641 6900 SH SOLE 6900 Corning, Inc. COM 2193501052881 119100 SH SOLE 119100 Corporate Office Properties COM 22002T108576 13700 SH SOLE 13700 CORUS BANKSHARES, INC. COM 220873103778 29700 SH SOLE 29700 Countrywide Financial Corp COM 222372105430 142594 SH SOLE 142594 Coventry Health Care, Inc. COM 222862104479 8725 SH SOLE 8725 Crane Company COM 224399105645 15500 SH SOLE 15500 Crosstex Energy, Inc. COM 22765Y1043089 32484 SH SOLE 32484 Crosstex Energy, Inc. COM 22765Y104565 5943 SH SOLE 5943 Cummins, Inc. COM 2310211061638 13400 SH SOLE 13400 Cytec Industries, Inc. COM 232820100762 14200 SH SOLE 14200 D J O, Inc. COM 23325G10298 8100 SH SOLE 8100 D T E Energy Company COM 2333311071006 24700 SH SOLE 24700 Danaher Corporation COM 2358511021203 18700 SH SOLE 18700 Darden Restaurants, Inc. COM 237194105544 13800 SH SOLE 13800 Darwin Professional Underwrite COM 2375021097267 411470 SH SOLE 411470 Dean Foods Company COM 242370104785 21100 SH SOLE 21100 Deerfield Triarc Cap Com REIT2445723013894 300000 SH SOLE 300000 Del Monte Corporation COM 24522P103557 49600 SH SOLE 49600 Dell, Inc. COM 24702R101579 23700 SH SOLE 23700 Devon Energy Corporation COM 25179M1033564 59000 SH SOLE 59000 DiamondRock Hospitality Co. COM 252784301278 18800 SH SOLE 18800 DIODES, INC. COM 254543101541 13050 SH SOLE 13050 DIRECTV GROUP, INC. COM 25459L106182 11000 SH SOLE 11000 Distributed Energy Systems Cor COM 25475V10472 14000 SH SOLE 14000 DITECH NETWORKS, INC. COM 25500T108106 12100 SH SOLE 12100 Dollar Tree Stores, Inc. COM 25674710543 20500 SH SOLE 20500 Dominion Resources, Inc. COM 25746U1092221 29700 SH SOLE 29700 Dover Corporation COM 2600031081661 33600 SH SOLE 33600 Dow Chemical Company COM 26054310311096 284300 SH SOLE 284300 Drew Industries, Inc. COM 26168L205279 8600 SH SOLE 8600 Duke Energy Corporation COM 26441C1055000 170236 SH SOLE 170236 Duke Realty Corporation COM 264411505390 11100 SH SOLE 11100 Dyncorp International, Inc. Common Stock Clas26817C10142 4000 SH SOLE 4000 Dynegy, Inc. COM 26816Q101126 23000 SH SOLE 23000 E C C Capital Corp. Common Stock REIT26826M108976 800000 SH SOLE 800000 E G L, Inc. COM 26848410452 9000 SH SOLE 9000 E I du Pont de Nemours & Co. COM 2635341093815 91700 SH SOLE 91700 E M C Corporation COM 2686481022079 189500 SH SOLE 189500 E*Trade Financial Corp. COM 269246104714 31300 SH SOLE 31300 EAGLE MATERIALS, INC. COM 26969P108233 4900 SH SOLE 4900 Eaton Corporation COM 2780581022307 30600 SH SOLE 30600 Ebay, Inc. COM 278642103343 11700 SH SOLE 11700 Edison International COM 2810201071658 42500 SH SOLE 42500 El Paso Corporation COM 28336L1092685 179000 SH SOLE 179000 Electronic Data Systems Corp. COM 285661104768 31900 SH SOLE 31900 Eli Lilly and Company COM 532457108232 4200 SH SOLE 4200 Embarq Corporation COM 29078E105743 18116 SH SOLE 18116 EMC Insurance Group, Inc. COM 268664109293 10200 SH SOLE 10200 Emerson Electric Company COM 2910111042875 34300 SH SOLE 34300 Entegris, Inc. COM 29362U1044009 420700 SH SOLE 420700 Entergy Corporation COM 29364G1039339 132000 SH SOLE 132000 Enzon, Inc. COM 293904108989 131200 SH SOLE 131200 Equifax, Inc. COM 2944291051624 47300 SH SOLE 47300 Equity Office Properties Trust COM 2947411032216 60700 SH SOLE 60700 Equity Residential COM 29476L1072583 57748 SH SOLE 57748 Essex Property Trust, Inc. 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Common Stock REIT31659U3006795 741800 SH SOLE 741800 FIRST BANCORP PUERTO RICO COM 318672102119 12800 SH SOLE 12800 FIRST CASH FINANCIAL SERVICES COM 31942D107701 35500 SH SOLE 35500 First Data Corporation COM 3199631042883 64000 SH SOLE 64000 First Industrial Realty Trust COM 32054K1031161 30600 SH SOLE 30600 First Potomac Realty Trust Common Stock REIT33610F109626 21000 SH SOLE 21000 FirstEnergy Corporation COM 3379321072488 45900 SH SOLE 45900 Fiserv, Inc. COM 3377381081229 27100 SH SOLE 27100 Fisher Scientific Intl, Inc. COM 338032204970 13280 SH SOLE 13280 FNMA COM 3135861091467 30500 SH SOLE 30500 Ford Motor Company COM 345370860563 81200 SH SOLE 81200 Forrester Resh, Inc. COM 3465631093461 123700 SH SOLE 123700 Fortune Brands, Inc. COM 349631101568 8000 SH SOLE 8000 Freeport-McMoran Copper & Gold COM 35671D857266 4800 SH SOLE 4800 Freescale Semiconductor, Inc. Common Stock Clas35687M2062909 98936 SH SOLE 98936 FREIGHTCAR AMERICA, INC. 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COM 37246R106523 104500 SH SOLE 104500 Georgia Gulf Corporation COM 37320020320 800 SH SOLE 800 Global Payments, Inc. COM 37940X102214 4400 SH SOLE 4400 Goldman Sachs Group, Inc. COM 38141G1049056 60200 SH SOLE 60200 Goodyear Tire & Rubber Company COM 382550101268 24100 SH SOLE 24100 GOOGLE, INC. Common Stock Clas38259P5083187 7600 SH SOLE 7600 Grainger W W, Inc. COM 384802104451 6000 SH SOLE 6000 Great Plains Energy, Inc. COM 391164100209 7517 SH SOLE 7517 H C A Incorporated COM 4041191091614 37400 SH SOLE 37400 H M S Holdings Corp COM 40425J1013375 314800 SH SOLE 314800 H R P T PROPERTIES TRUST COM 40426W101203 17600 SH SOLE 17600 Harley-Davidson, Inc. COM 4128221081262 23000 SH SOLE 23000 Harrah's Entertainment, Inc. COM 413619107890 12500 SH SOLE 12500 Hartford Financial Svcs Group COM 4165151043951 46700 SH SOLE 46700 Hasbro, Inc. COM 418056107596 32900 SH SOLE 32900 Health Care Property Investors COM 421915109318 11900 SH SOLE 11900 Heinz H J Company COM 4230741033331 80800 SH SOLE 80800 Hercules, Inc. COM 4270561062651 173700 SH SOLE 173700 Hess Corporation COM 42809H107597 11300 SH SOLE 11300 Hewitt Associates LLC Common Stock Clas42822Q100207 9200 SH SOLE 9200 Hewlett-Packard Company COM 42823610313683 431900 SH SOLE 431900 Highland Hospitality Corp Common Stock REIT430141101179 12700 SH SOLE 12700 Hilton Hotels Corporation COM 432848109732 25900 SH SOLE 25900 Hittite Microwave Corp COM 43365Y1046898 190767 SH SOLE 190767 HOLLY CORPORATION COM 435758305429 8900 SH SOLE 8900 Home Depot, Inc. COM 4370761021364 38100 SH SOLE 38100 Honeywell International, Inc. COM 4385161069749 241900 SH SOLE 241900 Hospira, Inc. COM 441060100673 15680 SH SOLE 15680 Hospitality Properties Trust COM 44106M102281 6400 SH SOLE 6400 Host Hotels & Resorts, Inc. COM 44107P1042033 92967 SH SOLE 92967 Humana, Inc. COM 444859102703 13100 SH SOLE 13100 Huntington Bancshares, Inc. COM 446150104474 20100 SH SOLE 20100 I B M Corporation COM 45920010114565 189600 SH SOLE 189600 I H O P Corp. COM 449623107375 7800 SH SOLE 7800 I M S Health, Inc. COM 4499341081101 41000 SH SOLE 41000 I T C\DeltaCom, Inc. COM 45031T87248 35040 SH SOLE 35040 I T T Industries, Inc. COM 450911102881 17800 SH SOLE 17800 II - VI, Inc. COM 9021041086515 356000 SH SOLE 356000 Illinois Tool Works, Inc. COM 4523081091565 32948 SH SOLE 32948 IMMUCOR INC COM 452526106392 20400 SH SOLE 20400 Indymac Mortgage Holdings COM 456607100679 14800 SH SOLE 14800 Innkeepers USA Trust COM 4576J0104907 52500 SH SOLE 52500 Intel Corporation COM 4581401002924 154300 SH SOLE 154300 International Game Technology COM 4599021021199 31600 SH SOLE 31600 Intersil Corporation COM 46069S109205 8800 SH SOLE 8800 Intervideo Inc. COM 46114Y101252 25800 SH SOLE 25800 Intuit, Inc. COM 4612021032295 38000 SH SOLE 38000 IShares MSCI ETF Equity Austra464286103415 20000 SH SOLE 20000 IShares MSCI ETF Equity Japan 464286848404 29600 SH SOLE 29600 IShares Trust ETF Equity 46428762234084 493400 SH SOLE 493400 Istar Financial, Inc. COM 45031U101680 18000 SH SOLE 18000 J L G Industries COM 466210101263 11700 SH SOLE 11700 J P Morgan Chase & Co. COM 46625H10014640 348564 SH SOLE 348564 Jackson Products, Inc. COM 4686941041 12735 SH SOLE 12735 Janus Capital Group, Inc. COM 47102X105344 19200 SH SOLE 19200 JetBlue Airways Corporation COM 47714310121235 1749195 SH SOLE 1749195 Johnson & Johnson COM 47816010410792 180100 SH SOLE 180100 Johnson Controls, Inc. COM 4783661071743 21200 SH SOLE 21200 Jones Apparel Group, Inc. COM 4800741032877 90500 SH SOLE 90500 JONES LANG LASALLE INC COM 48020Q107455 5200 SH SOLE 5200 Jones Soda Co. 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COM 50075N104346 11200 SH SOLE 11200 Kroger Company COM 501044101275 30700 SH SOLE 30700 L S I Logic Corporation COM 5021611021094 14500 SH SOLE 14500 L-3 Communications Hldgs, Inc. COM 5024241041301 20900 SH SOLE 20900 Laboratory Corp. of America COM 50540R409382 10200 SH SOLE 10200 Ladish Company, Inc. COM 505754200414 10700 SH SOLE 10700 Leggett & Platt, Inc. COM 524660107642 25700 SH SOLE 25700 Lehman Brothers Holdings, Inc. COM 5249081007616 116900 SH SOLE 116900 Leucadia National Corporation COM 527288104242 8300 SH SOLE 8300 Lexmark International, Inc. Common Stock Clas5297711072127 38100 SH SOLE 38100 LIBERTY GLOBAL, INC. Common Stock Clas530555101872 40569 SH SOLE 40569 LIBERTY GLOBAL, INC. Common Stock Seri530555309627 30489 SH SOLE 30489 Liberty Media Holding Corp Capital A Common 53071M302499 5960 SH SOLE 5960 Limited Brands, Inc. COM 5327161071039 40600 SH SOLE 40600 Lincoln National Corporation COM 5341871093954 70055 SH SOLE 70055 Liz Claiborne, Inc. 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COM 8581191001111 16900 SH SOLE 16900 Strategic Hotels & Resorts COM 86272T1061267 61100 SH SOLE 61100 Sun Microsystems, Inc. COM 8668101041584 381600 SH SOLE 381600 Sunstone Hotels Investors Common REIT8678921011194 41100 SH SOLE 41100 Suntrust Banks, Inc. COM 8679141033210 42099 SH SOLE 42099 Superior Essex, Inc. COM 86815V105299 10000 SH SOLE 10000 Supervalu, Inc. COM 8685361031000 32583 SH SOLE 32583 Supreme Industries, Inc. Common Stock Clas8686071022009 279864 SH SOLE 279864 T J X Companies, Inc. COM 8725401091289 56400 SH SOLE 56400 T T M Technologies, Inc. COM 87305R109178 12300 SH SOLE 12300 T X U Corporation COM 8731681082266 37900 SH SOLE 37900 Taubman Centers, Inc. COM 876664103650 15900 SH SOLE 15900 Teco Energy, Inc. COM 872375100214 14300 SH SOLE 14300 Tektronix, Inc. COM 879131100218 7400 SH SOLE 7400 Teleflex, Inc. COM 879369106216 4000 SH SOLE 4000 Tellabs, Inc. COM 8796641001000 75100 SH SOLE 75100 Temple-Inland, Inc. 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COM G900781092699 33600 SH SOLE 33600 Tribune Company COM 896047107772 23800 SH SOLE 23800 Tricon Global Restaurants, Inc COM 9884981011171 23300 SH SOLE 23300 Twin Disc, Inc. COM 901476101208 6800 SH SOLE 6800 Tyco International Ltd COM 9021241064033 146651 SH SOLE 146651 U A L Corporation COM 902549807226 7300 SH SOLE 7300 U R S Corporation COM 903236107269 6400 SH SOLE 6400 U S G Corporation COM 903293405248 3400 SH SOLE 3400 U S T, Inc. COM 902911106547 12100 SH SOLE 12100 Union Pacific Corporation COM 9078181082649 28500 SH SOLE 28500 United Online Inc. COM 911268100133 11100 SH SOLE 11100 United Parcel Service, Inc. COM 9113121064388 53300 SH SOLE 53300 United States Steel Corp. COM 9129091081024 14600 SH SOLE 14600 United Technologies Corp. COM 9130171095340 84200 SH SOLE 84200 UnitedHealth Group, Inc. COM 91324P102618 13790 SH SOLE 13790 Universal Forest Products COM 913543104301 4800 SH SOLE 4800 Univision Communications, Inc. COM 914906102526 15700 SH SOLE 15700 UnumProvident Corporation COM 91529Y106625 34500 SH SOLE 34500 US BANCORP COM 90297330411651 377300 SH SOLE 377300 Usana Health Sciences COM 90328M107212 5600 SH SOLE 5600 U-Store-It Trust COM 91274F104598 31700 SH SOLE 31700 V F Corporation COM 918204108808 11900 SH SOLE 11900 Valero Energy Corporation COM 91913Y1005400 81184 SH SOLE 81184 Valmont Industries, Inc. COM 920253101251 5400 SH SOLE 5400 Ventas, Inc. Common Stock - RE92276F100644 18998 SH SOLE 18998 VeriSign, Inc. COM 92343E102255 11000 SH SOLE 11000 Verizon Communications, Inc. COM 92343V10413548 404550 SH SOLE 404550 Viacom Inc Common Stock Clas92553P2011398 39000 SH SOLE 39000 Virginia Commerce Bancorp COM 92778Q109240 10050 SH SOLE 10050 Vishay Intertechnology, Inc. COM 928298108286 18200 SH SOLE 18200 Vornado Realty Trust COM 9290421092943 30166 SH SOLE 30166 Vulcan Materials Company COM 929160109554 7100 SH SOLE 7100 W J Communications, Inc. 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Convertible Bond 00845VAA82966 3000000 PAR SOLE 3000000 American Intl Group Inc Conv Bond 026874AP243718 63130000 PAR SOLE 63130000 Amgen, Inc. Convertible Bond 031162AE015347 20880000 PAR SOLE 20880000 B E A Systems, Inc. Convertible Note 073325AD41483 1500000 PAR SOLE 1500000 Centerpoint Energy, Inc. Note Series B 15189TAM91708 1500000 PAR SOLE 1500000 Ciena Corporation Conv Senior Note 171779AA91501 1570000 PAR SOLE 1570000 Citadel Broadcasting Convertible Bond 17285TAB27380 9000000 PAR SOLE 9000000 Cymer, Inc. Note 232572AE71049 1000000 PAR SOLE 1000000 EchoStar Communications Conv Sub Note 278762AG42450 2500000 PAR SOLE 2500000 Electronics for Imaging Conv Bond 286082AA0975 1000000 PAR SOLE 1,000,000.00 F E I Company Conv Sub Note 30241LAB52397 2415000 PAR SOLE 2,415,000.00 Graftech International Cov Bond 384313AB88610 12000000 PAR SOLE 12,000,000.00 Huntsman Corporation 5% Pfd Stk Series447011206777 20000 PAR SOLE 20,000.00 ICOS Corporation Convertible Bond 449295AB07864 9620000 PAR SOLE 9,620,000.00 Inco Limited Note 453258AM713125 7500000 PAR SOLE 7,500,000.00 Intel Corporation Note 458140AD21683 2000000 PAR SOLE 2,000,000.00 International Paper Conv Bond 460146BM41887 3333000 PAR SOLE 3,333,000.00 International Rectifier Con Bond 460254AE5983 1000000 PAR SOLE 1,000,000.00 JetBlue Airways Corp Cov Bond 477143AB723461 26250000 PAR SOLE 26,250,000.00 Mediacom Communications Conv Note 58446KAA32000 2000000 PAR SOLE 2,000,000.00 Nextel Communications Inc. Conv Note 65332VAY94701 4865000 PAR SOLE 4,865,000.00 Nortel Networks Corp Covertible Bond 656568AB84206 4463000 PAR SOLE 4,463,000.00 Owens - Illinois, Inc. Conv Red Preferre6907685022974 85560 PAR SOLE 85,560.00 Q L T, INC. Convertible Bond 746927AB812130 13440 PAR SOLE 13,440,000.00 S C I Systems, Inc. Conv Unsecured No783890AF37579 7830 PAR SOLE 7,830,000.00 S P X Corporation Note 784635AD619875 30000000 PAR SOLE 30,000,000.00 Solectron Corporation Conv Note 834182AK32516 4463000 PAR SOLE 4,463,000.00 Trinity Industries Convertible Bond 896522AF6519 500000 PAR SOLE 500,000.00 TriQuint Semiconductor Conv Bond 89674KAB95019 5130000 PAR SOLE 5,130,000.00 Veritas Software Corp Conv Note 923436AD19994 10070000 PAR SOLE 10,070,000.00 Wilson Greatbatch Technologies Note 972232AB8870 1000000 PAR SOLE 1,000,000.00 S REPORT SUMMARY 626 DATA RECORDS 1760987 August 16, 2006 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, 2006. 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 Compny (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. 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 -----END PRIVACY-ENHANCED MESSAGE-----