-----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, MsHXHmHU64W5InnHDQoEw79GHe+7M2CIMGJi/1S8gbF67J0R1F5hUlLr3A0n+jf6 L0VRraZNPqXBKV0eS5octw== 0000009015-07-000022.txt : 20070216 0000009015-07-000022.hdr.sgml : 20070216 20070216155204 ACCESSION NUMBER: 0000009015-07-000022 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070216 DATE AS OF CHANGE: 20070216 EFFECTIVENESS DATE: 20070216 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: 07631346 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 dddec.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F/A FORM 13F/A COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2006 Check here if Amendment [X ]; Amendment Number: This Amendment (Check only one.): [X]is a restatement [X]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Babson Capital Management LLC 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: Jan Jumet Managing Director and Chief Compliance Officer Title: Phone: (617) 761-6599 Signature, Place and Date of Signing: /s/Jan Jumet Boston, MA February 16, 2007 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: 784 Form 13F Information Table Value Total: 2528436 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 "Aflac, Inc." Common 001055102 955 20760 SH SOLE 20760 D Agco Corporation Common 001084102 710 22938 SH SOLE 22938 D A E S Corporation Common 00130H105 911 41320 SH SOLE 41320 D A M B Property Corporation REIT 00163T109 2162 36888 SH SOLE 36888 D A M R Corporation Common 001765106 388 12847 SH SOLE 12847 D A M R Corporation Common 001765106 531 17564 SH SOLE 17564 D "A T & T, Inc." Common 00206R102 18830 526703 SH SOLE 526703 D AZZ INCORPORATED Common 002474104 2560 50000 SH SOLE 50000 D "ABAXIS, INC." Common 002567105 4888 253900 SH SOLE 253900 D Abbott Laboratories Common 002824100 14873 305328 SH SOLE 305328 D Absolute Software Corporation Common 00386B109 3386 450300 SH SOLE 450300 D "ACE Aviation Holdings, Inc." Common 00440P201 1750 53891 SH SOLE 53891 D ACTUANT CORP. Class A 00508X203 3231 67800 SH SOLE 67800 D "Adobe Systems, Inc." Common 00724F101 1811 44040 SH SOLE 44040 D Advanced Energy Industries Common 007973100 306 16200 SH SOLE 16200 D "Aetna, Inc." Common 00817Y108 3596 83288 SH SOLE 83288 D Affiliated Computer Services Common 008190100 452 9250 SH SOLE 9250 D "Agilent Technologies, Inc." Common 00846U101 1296 37190 SH SOLE 37190 D "Airgas, Inc." Common 009363102 365 9008 SH SOLE 9008 D Alcatel-Lucent ADR 013904305 1088 76527 SH SOLE 76527 D "Allegheny Energy, Inc." Common 017361106 487 10610 SH SOLE 10610 D "Allegheny Technologies, Inc." Common 01741R102 532 5870 SH SOLE 5870 D "Allergan, Inc." Common 018490102 287 2400 SH SOLE 2400 D "Alliance Imaging, Inc." Common 018606202 90 13600 SH SOLE 13600 D Alliant Energy Corporation Common 018802108 237 6269 SH SOLE 6269 D Allied Capital Corporation Common 01903Q108 287 8792 SH SOLE 8792 D "Allied Waste Industries, Inc." Common 019589308 1094 89010 SH SOLE 89010 D Allstate Corporation Common 020002101 6917 106239 SH SOLE 106239 D Alltel Corporation Common 020039103 3194 52809 SH SOLE 52809 D Altera Corporation Common 021441100 646 32810 SH SOLE 32810 D "Altria Group, Inc." Common 02209S103 19562 227938 SH SOLE 227938 D "Ambac, Inc." Common 023139108 1758 19734 SH SOLE 19734 D Ameren Corporation Common 023608102 1469 27348 SH SOLE 27348 D American Electric Power Co. Common 025537101 2262 53127 SH SOLE 53127 D American Express Company Common 025816109 6159 101520 SH SOLE 101520 D American Financial Group Common 025932104 639 17783 SH SOLE 17783 D American Home Mortage Inv Trst REIT 02660R107 435 12400 SH SOLE 12400 D "Amer Restaurant Grp, Inc." Class A 029309804 464 44231 SH SOLE 44231 D American Standard Companies Common 029712106 464 10120 SH SOLE 10120 D American Tower Corporation Common 029912201 342 9183 SH SOLE 9183 D AmeriCredit Corporation Common 03060R101 704 27958 SH SOLE 27958 D AmerisourceBergen Corporation Common 03073E105 1565 34818 SH SOLE 34818 D Amerigroup Corp. Common 03073T102 915 25500 SH SOLE 25500 D "Ameriprise Financial, Inc." Common 03076C106 1683 30877 SH SOLE 30877 D "Amgen, Inc." Common 031162100 7200 105400 SH SOLE 105400 D Anadarko Petroleum Corp. Common 032511107 2750 63178 SH SOLE 63178 D "Analog Devices, Inc." Common 032654105 551 16750 SH SOLE 16750 D "Anheuser-Busch Companies, Inc." Common 035229103 4014 81578 SH SOLE 81578 D Ann Taylor Stores Corporation Common 036115103 360 10977 SH SOLE 10977 D Ansoft Corporation Common 036384105 373 13400 SH SOLE 13400 D Aon Corporation Common 037389103 741 20981 SH SOLE 20981 D Apache Corporation Common 037411105 665 10000 SH SOLE 10000 D APARTMENT INVT & MGMT CO. REIT 03748R101 807 14404 SH SOLE 14404 D "Apple Computer, Inc." Common 037833100 6069 71530 SH SOLE 71530 D Applera Corp./Applied Bio Grp Common 038020103 1868 50918 SH SOLE 50918 D "Applied Materials, Inc." Common 038222105 1462 79220 SH SOLE 79220 D Arbor Realty Trust REIT 038923108 298 9900 SH SOLE 9900 D Archer-Daniels-Midland Company Common 039483102 1162 36348 SH SOLE 36348 D Archstone-Smith Opr Trust REIT 039583109 11834 203298 SH SOLE 203298 D Ark Restaurants Corp. Common 040712101 1762 53700 SH SOLE 53700 D "Ashland, Inc." Common 044209104 841 12150 SH SOLE 12150 D "ASSURANT, INC." Common 04621X108 560 10142 SH SOLE 10142 D "Asyst Technologies, Inc." Common 04648X107 162 22200 SH SOLE 22200 D "Atlas Air Worldwide Hldg, Inc." Common 049164205 6551 147211 SH SOLE 147211 D Atmel Corporation Common 049513104 178 29343 SH SOLE 29343 D Atmos Energy Corporation Common 049560105 238 7448 SH SOLE 7448 D "Autodesk, Inc." Common 052769106 534 13190 SH SOLE 13190 D "Autoliv, Inc." Common 052800109 480 7952 SH SOLE 7952 D Automatic Data Processing Common 053015103 12144 246570 SH SOLE 246570 D "Autozone, Inc." Common 053332102 1362 11790 SH SOLE 11790 D "Avalon Bay Communities, Inc." REIT 053484101 9237 71023 SH SOLE 71023 D "Avaya, Inc." Common 053499109 1369 97891 SH SOLE 97891 D Avery Dennison Corporation Common 053611109 707 10410 SH SOLE 10410 D "Avon Products, Inc." Common 054303102 1198 36250 SH SOLE 36250 D "AXSYS TECHNOLOGIES, INC." Common 054615109 3210 182693 SH SOLE 182693 D B B & T Corporation Common 054937107 3237 73683 SH SOLE 73683 D B J Services Company Common 055482103 223 7620 SH SOLE 7620 D B P Amoco plc ADR 055622104 6703 99900 SH SOLE 99900 D "B R E Properties, Inc." ADR 05564E106 3027 46556 SH SOLE 46556 D "B M C Software, Inc." Common 055921100 1636 50820 SH SOLE 50820 D "Baker Hughes, Inc." Common 057224107 1274 17070 SH SOLE 17070 D "Bancorp Rhode Island, Inc." Common 059690107 2729 63100 SH SOLE 63100 D "BANCORPSOUTH, INC." Common 059692103 217 8079 SH SOLE 8079 D "Bancshares of Florida, Inc." Common 05976U102 2744 134000 SH SOLE 134000 D Bank of America Corporation Common 060505104 47758 894505 SH SOLE 894505 D "Bank of New York Company, Inc." Common 064057102 2281 57950 SH SOLE 57950 D "C R Bard, Inc." Common 067383109 450 5420 SH SOLE 5420 D "Bausch & Lomb, Inc." Common 071707103 466 8951 SH SOLE 8951 D "Baxter International, Inc." Common 071813109 3594 77470 SH SOLE 77470 D Beacon Power Corporation Common 073677106 728 735525 SH SOLE 735525 D "Bear Stearns Companies, Inc." Common 073902108 4055 24910 SH SOLE 24910 D Becton Dickinson and Company Common 075887109 1562 22260 SH SOLE 22260 D Bellsouth Corporation Common 079860102 11517 244469 SH SOLE 244469 D "Bemis Company, Inc." Common 081437105 558 16424 SH SOLE 16424 D WR Berkley Corporation Common 084423102 454 13159 SH SOLE 13159 D "Best Buy Company, Inc." Common 086516101 1711 34780 SH SOLE 34780 D "Big Lots, Inc." Common 089302103 1239 54074 SH SOLE 54074 D "Bioenvision, Inc." Common 09059N100 155 33420 SH SOLE 33420 D "BIOGEN IDEC, INC." Common 09062X103 2115 42990 SH SOLE 42990 D "BIioMed Realty Trust, Inc." REIT 09063H107 5207 182070 SH SOLE 182070 D "Bitstream, Inc." Class A 091736108 591 67900 SH SOLE 67900 D Black & Decker Corporation Common 091797100 667 8346 SH SOLE 8346 D "Blockbuster, Inc." Common 093679108 55 10400 SH SOLE 10400 D Boeing Company Common 097023105 6528 73480 SH SOLE 73480 D Bolt Technologies Common 097698104 6905 309646 SH SOLE 309646 D "Boston Properties, Inc." REIT 101121101 14295 127770 SH SOLE 127770 D Boston Scientific Corporation Common 101137107 961 55910 SH SOLE 55910 D BRANDYWINE REALTY TRUST REIT 105368203 251 7551 SH SOLE 7551 D Bristol-Myers Squibb Company Common 110122108 2625 99735 SH SOLE 99735 D Brocade Communications Systems Common 111621108 655 79800 SH SOLE 79800 D Brookfield Properties Corp. REIT 112900105 3009 76500 SH SOLE 76500 D Brown-Forman Corporation Class B 115637209 219 3300 SH SOLE 3300 D BRUKER BIOSCIENCES CORP. Common 116794108 348 46400 SH SOLE 46400 D Burlington Northern Santa Fe Common 12189T104 1566 21210 SH SOLE 21210 D C B S Corp. Class B 124857202 2977 95472 SH SOLE 95472 D "C B Richard Ellis Group, Inc." REIT 12497T101 270 8130 SH SOLE 8130 D Cigna Corporation Common 125509109 3687 28020 SH SOLE 28020 D "C I T Group, Inc." Common 125581108 2738 49089 SH SOLE 49089 D Cleco Corporation Common 12561W105 328 13000 SH SOLE 13000 D C S X Corporation Common 126408103 1815 52714 SH SOLE 52714 D C T S CORP. Common 126501105 272 17300 SH SOLE 17300 D C V S Corporation Common 126650100 1057 34200 SH SOLE 34200 D "C A, INC." Common 12673P105 1114 49167 SH SOLE 49167 D Cablevision Systems Corp. Class A 12686C109 200 7040 SH SOLE 7040 D Callon Petroleum Company Common 13123X102 1126 74950 SH SOLE 74950 D C A M Commerce Solutions Inc. Common 131916108 1291 53184 SH SOLE 53184 D Camden Property Trust REIT 133131102 310 4198 SH SOLE 4198 D Campbell Soup Company Common 134429109 1667 42857 SH SOLE 42857 D Capital One Financial Corp. Common 14040H105 4504 58631 SH SOLE 58631 D Capital Trust Class A 14052H506 524 10500 SH SOLE 10500 D "CAPITALSOURCE, INC." REIT 14055X102 481 17627 SH SOLE 17627 D Cardiac Science Corp. Common 14141A108 1638 202942 SH SOLE 202942 D "Cardinal Health, Inc." Common 14149Y108 2330 36170 SH SOLE 36170 D "Caremark Rx, Inc." Common 141705103 2166 37923 SH SOLE 37923 D Carnival Corporation Common 143658300 687 14000 SH SOLE 14000 D CARPENTER TECHNOLOGY CORP. Common 144285103 242 2361 SH SOLE 2361 D CASCADE BANCORP Common 147154108 357 11500 SH SOLE 11500 D "Cash America Intl, Inc." Common 14754D100 375 8000 SH SOLE 8000 D "Castle Brands, Inc." Common 148435100 3182 510685 SH SOLE 510685 D "Caterpillar, Inc." Common 149123101 2539 41400 SH SOLE 41400 D CELANESE CORP. Common 150870103 617 23830 SH SOLE 23830 D Celgene Corporation Common 151020104 552 9600 SH SOLE 9600 D "Centerpoint Energy, Inc." Common 15189T107 802 48396 SH SOLE 48396 D Centex Corporation Common 152312104 546 9710 SH SOLE 9710 D "Centurytel, Inc." Common 156700106 1451 33237 SH SOLE 33237 D Chesapeake Energy Corporation Common 165167107 395 13600 SH SOLE 13600 D Chevron Texaco Capital Corp. Common 166764100 24021 326680 SH SOLE 326680 D CHICAGO MERCANTILE EXCHANGE Common 167760107 1269 2490 SH SOLE 2490 D Chubb Corporation Common 171232101 1809 34190 SH SOLE 34190 D Ciena Corporation Common 171779309 268 9655 SH SOLE 9655 D Cincinnati Financial Corp. Common 172062101 954 21057 SH SOLE 21057 D "Cisco Systems, Inc." Common 17275R102 13984 511660 SH SOLE 511660 D Cintas Corporation Common 172908105 266 6700 SH SOLE 6700 D "Citigroup, Inc." Common 172967101 43690 784375 SH SOLE 784375 D Citizens Communications Co. Common 17453B101 595 41392 SH SOLE 41392 D "Citrix Systems, Inc." Common 177376100 378 13970 SH SOLE 13970 D "CLAIRE'S STORES, INC." Common 179584107 1367 41260 SH SOLE 41260 D Clear Channel Communications Common 184502102 2350 66116 SH SOLE 66116 D Clorox Company Common 189054109 1289 20096 SH SOLE 20096 D "Coach, Inc." Common 189754104 388 9030 SH SOLE 9030 D Coca-Cola Company Common 191216100 9253 191780 SH SOLE 191780 D "Coca-Cola Enterprises, Inc." Common 191219104 951 46551 SH SOLE 46551 D Colgate-Palmolive Company Common 194162103 2809 43056 SH SOLE 43056 D Colonial Bancgroup Common 195493309 239 9284 SH SOLE 9284 D Comcast Corporation Common 20030N101 11264 266100 SH SOLE 266100 D "Comerica, Inc." Common 200340107 1265 21562 SH SOLE 21562 D "COMMUNICATIONS SYSTEMS, INC." Common 203900105 455 45500 SH SOLE 45500 D "Compass Bancshares, Inc." Common 20449H109 509 8532 SH SOLE 8532 D Computer Sciences Corporation Common 205363104 1351 25315 SH SOLE 25315 D Compuware Corporation Common 205638109 372 44661 SH SOLE 44661 D "ConAgra Foods, Inc." Common 205887102 2755 102051 SH SOLE 102051 D ConocoPhillips Common 20825C104 15839 220145 SH SOLE 220145 D "Consolidated Edison, Inc." Common 209115104 1677 34896 SH SOLE 34896 D Constellation Energy Group Common 210371100 1652 23988 SH SOLE 23988 D Contifinancial Corporation Liq Trust 21075M107 142 9555191 SH SOLE 9555191 D Convergys Corporation Common 212485106 1045 43949 SH SOLE 43949 D Copano Energy LLC Common 217202100 292 4900 SH SOLE 4900 D "Core Mark Holding, Inc." Common 218681104 4446 132900 SH SOLE 132900 D Core Molding Technologies Inc Common 218683100 135 14000 SH SOLE 14000 D "Corning, Inc." Common 219350105 1982 105940 SH SOLE 105940 D Corporate Office Properties REIT 22002T108 3392 67200 SH SOLE 67200 D "CORUS BANKSHARES, INC." Common 220873103 272 11800 SH SOLE 11800 D Costco Wholesale Corporation Common 22160K105 1167 22078 SH SOLE 22078 D Crane Company Common 224399105 263 7168 SH SOLE 7168 D "Crosstex Energy, Inc." Common 22765Y104 -86 -2700 SH SOLE -2700 D "Crosstex Energy, Inc." Common 22765Y104 942 29715 SH SOLE 29715 D "Cummins, Inc." Common 231021106 1175 9944 SH SOLE 9944 D "Cytec Industries, Inc." Common 232820100 390 6903 SH SOLE 6903 D "DCT Industrial Trust, Inc." Common 233153105 1083 91800 SH SOLE 91800 D "D J O, Inc." Common 23325G104 231 5400 SH SOLE 5400 D "D P L, Inc." Common 233293109 262 9422 SH SOLE 9422 D D T E Energy Company Common 233331107 1301 26865 SH SOLE 26865 D "D X P ENTERPRISES, INC." Common 233377407 6486 185100 SH SOLE 185100 D Danaher Corporation Common 235851102 2240 30920 SH SOLE 30920 D "Darden Restaurants, Inc." Common 237194105 573 14270 SH SOLE 14270 D Darwin Professional Underwrite Common 237502109 12411 529241 SH SOLE 529241 D Dean Foods Company Common 242370104 817 19327 SH SOLE 19327 D Deere & Company Common 244199105 723 7600 SH SOLE 7600 D Del Monte Corporation Common 24522P103 656 59490 SH SOLE 59490 D "Dell, Inc." Common 24702R101 4767 190010 SH SOLE 190010 D Developers Diversified Realty REIT 251591103 12221 194136 SH SOLE 194136 D Devon Energy Corporation Common 25179M103 1321 19700 SH SOLE 19700 D DiamondRock Hospitality Co. Common 252784301 393 21800 SH SOLE 21800 D "Dillard's, Inc." Common 254067101 493 14100 SH SOLE 14100 D "DIODES, INC." Common 254543101 286 8050 SH SOLE 8050 D "Directed Electronics, Inc." Common 254575MM2 9906 865147 SH SOLE 865147 D "DIRECTV GROUP, INC." Common 25459L106 547 21920 SH SOLE 21920 D Walt Disney Company Common 254687106 11289 329427 SH SOLE 329427 D Distributed Energy Systems Cor Common 25475V104 50 14000 SH SOLE 14000 D "Dollar Tree Stores, Inc." Common 256747106 496 16476 SH SOLE 16476 D "Dominion Resources, Inc." Common 25746U109 1911 22790 SH SOLE 22790 D Doskocil Manufacturing Company Common 258487107 1334 625499 SH SOLE 625499 D "Douglas Emmett, Inc." REIT 25960P109 3693 138900 SH SOLE 138900 D Dover Corporation Common 260003108 958 19549 SH SOLE 19549 D Dow Chemical Company Common 260543103 17101 428160 SH SOLE 428160 D E I du Pont de Nemours & Co. Common 263534109 4390 90123 SH SOLE 90123 D Duke Realty Corporation REIT 264411505 452 11040 SH SOLE 11040 D Duke Energy Corporation Common 26441C105 5391 162333 SH SOLE 162333 D Dun & Bradsheet Corporation Common 26483E100 248 2990 SH SOLE 2990 D E C C Capital Corp. REIT 26826M108 2473 2077900 SH SOLE 2077900 D E M C Corporation Common 268648102 2598 196800 SH SOLE 196800 D E O G Resources Common 26875P101 550 8810 SH SOLE 8810 D E*Trade Financial Corp. Common 269246104 482 21480 SH SOLE 21480 D "EAGLE MATERIALS, INC." Common 26969P108 278 6420 SH SOLE 6420 D "EARTHLINK, INC." Common 270321102 93 13100 SH SOLE 13100 D Eastman Kodak Company Common 277461109 2038 78990 SH SOLE 78990 D Eaton Corporation Common 278058102 2301 30618 SH SOLE 30618 D "Ebay, Inc." Common 278642103 2928 97360 SH SOLE 97360 D "Ecolab, Inc." Common 278865100 522 11550 SH SOLE 11550 D Edison International Common 281020107 2897 63694 SH SOLE 63694 D "A G Edwards, Inc." Common 281760108 317 5009 SH SOLE 5009 D El Paso Corporation Common 28336L109 1375 89996 SH SOLE 89996 D "Electronic Arts, Inc." Common 285512109 512 10170 SH SOLE 10170 D Electronic Data Systems Corp. Common 285661104 1577 57232 SH SOLE 57232 D "Perry Ellis Intl, Inc." Common 288853104 271 6600 SH SOLE 6600 D Embarq Corporation Common 29078E105 1273 24220 SH SOLE 24220 D EMDEON CORP. Common 290849108 197 15900 SH SOLE 15900 D Emerson Electric Company Common 291011104 3220 73056 SH SOLE 73056 D "Endo Pharm Hldgs, Inc." Common 29264F205 231 8390 SH SOLE 8390 D Energy East Corporation Common 29266M109 237 9548 SH SOLE 9548 D "EnergySouth, Inc." Common 292970100 261 6500 SH SOLE 6500 D "Ennis, Inc." Common 293389102 323 13200 SH SOLE 13200 D "Entegris, Inc." Common 29362U104 2683 248000 SH SOLE 248000 D Entergy Corporation Common 29364G103 12392 134225 SH SOLE 134225 D "Enzon, Inc." Common 293904108 1460 171600 SH SOLE 171600 D "Equifax, Inc." Common 294429105 1073 26438 SH SOLE 26438 D Equity Office Properties Trust REIT 294741103 15698 325879 SH SOLE 325879 D Equity Residential REIT 29476L107 10509 207070 SH SOLE 207070 D Exar Corporation Common 300645108 650 50000 SH SOLE 50000 D Exelon Corporation Common 30161N101 1970 31838 SH SOLE 31838 D "Expedia, Inc." Common 30212P105 259 12340 SH SOLE 12340 D "Express Scripts, Inc." Common 302182100 823 11490 SH SOLE 11490 D "Extra Space Storage, Inc." REIT 30225T102 2847 155900 SH SOLE 155900 D Exxon Corporation Common 30231G102 78690 1026879 SH SOLE 1026879 D F M C Corporation Common 302491303 322 4200 SH SOLE 4200 D "F P L Group, Inc." Common 302571104 3056 56152 SH SOLE 56152 D Family Dollar Stores Common 307000109 1035 35280 SH SOLE 35280 D FHLMC Common 313400301 5161 76006 SH SOLE 76006 D FNMA Common 313586109 7686 129419 SH SOLE 129419 D "Federated Dept Stores, Inc." Common 31410H101 3182 83454 SH SOLE 83454 D Fidelity National Information Common 31620M106 537 13386 SH SOLE 13386 D Fieldstone Mtg Invest Corp. REIT 31659U300 10050 2294500 SH SOLE 2294500 D Fifth Third Bancorp Common 316773100 2859 69851 SH SOLE 69851 D "Finish Master, Inc." Common 31787P108 423 16602 SH SOLE 16602 D FIRST BANCORP PUERTO RICO Common 318672102 125 13100 SH SOLE 13100 D FIRST CASH FINANCIAL SERVICES Common 31942D107 466 18000 SH SOLE 18000 D First Data Corporation Common 319963104 948 37130 SH SOLE 37130 D FIRST HORIZON NATIONAL CORP. Common 320517105 577 13818 SH SOLE 13818 D First Marblehead Corporation Common 320771108 327 5990 SH SOLE 5990 D FIRST MERCURY FINANCIAL CORP. Common 320841109 325 13800 SH SOLE 13800 D First Potomac Realty Trust REIT 33610F109 3467 119100 SH SOLE 119100 D "Fiserv, Inc." Common 337738108 784 14950 SH SOLE 14950 D FirstEnergy Corporation Common 337932107 2874 47729 SH SOLE 47729 D "Force Protection, Inc." Common 345203202 958 55000 SH SOLE 55000 D Ford Motor Company Common 345370860 1734 230840 SH SOLE 230840 D "Forest Laboratories, Inc." Common 345838106 2247 44400 SH SOLE 44400 D "Forrester Resh, Inc." Common 346563109 3890 143500 SH SOLE 143500 D Franklin Resources Common 354613101 923 8380 SH SOLE 8380 D Friedman Billings Ramsey-A REIT 358434108 8000 1000000 SH SOLE 1000000 D Gale Force CLO Ltd CDO 363204207 833 10000 SH SOLE 10000 D "Gannett Company, Inc." Common 364730101 1928 31896 SH SOLE 31896 D "Gap, Inc." Common 364760108 1296 66480 SH SOLE 66480 D "Gardner Denver, Inc." Common 365558105 887 23770 SH SOLE 23770 D "Gartner Group, Inc." Common 366651107 8868 448100 SH SOLE 448100 D General Dynamics Corp. Common 369550108 4214 56681 SH SOLE 56681 D General Electric Company Common 369604103 37324 1003059 SH SOLE 1003059 D General Growth Properties REIT 370021107 12540 240100 SH SOLE 240100 D "General Mills, Inc." Common 370334104 3502 60803 SH SOLE 60803 D General Motors Corporation Common 370442105 3420 111330 SH SOLE 111330 D "Genlyte Group, Inc." Common 372302109 998 12780 SH SOLE 12780 D "GenTek, Inc." Common 37245X203 1835 53042 SH SOLE 53042 D "Geo Specialty Chemicals, Inc." Common 37246R106 0 104500 SH SOLE 104500 D "GENWORTH FINANCIAL, INC." Class A 37247D106 2074 60619 SH SOLE 60619 D Genzyme Corporation Common 372917104 363 5900 SH SOLE 5900 D Georgia Gulf Corporation Common 373200203 114 5900 SH SOLE 5900 D "Gilead Sciences, Inc." Common 375558103 1338 20600 SH SOLE 20600 D Global Industries Ltd Common 379336100 669 51300 SH SOLE 51300 D "Goldman Sachs Group, Inc." Common 38141G104 9050 45399 SH SOLE 45399 D Goodyear Tire & Rubber Company Common 382550101 580 27620 SH SOLE 27620 D "GOOGLE, INC." Class A 38259P508 6852 14880 SH SOLE 14880 D "Grainger W W, Inc." Common 384802104 435 6226 SH SOLE 6226 D "Great Plains Energy, Inc." Common 391164100 703 22106 SH SOLE 22106 D H M S Holdings Corp. Common 40425J101 5134 338900 SH SOLE 338900 D H R P T PROPERTIES TRUST REIT 40426W101 216 17470 SH SOLE 17470 D HALLIBURTON COMPANY Common 406216101 3440 110790 SH SOLE 110790 D "Harley-Davidson, Inc." Common 412822108 1672 23720 SH SOLE 23720 D "Harleysville Group, Inc." Common 412824104 317 9100 SH SOLE 9100 D Hartford Financial Svcs Group Common 416515104 4342 46528 SH SOLE 46528 D "Hasbro, Inc." Common 418056107 1586 58210 SH SOLE 58210 D "Health Care REIT, Inc." REIT 42217K106 2981 69298 SH SOLE 69298 D "Hearst-Argyle Television, Inc." Common 422317107 277 10870 SH SOLE 10870 D Heelys Inc Common 42279M107 478 14900 SH SOLE 14900 D Heinz H J Company Common 423074103 1664 36960 SH SOLE 36960 D "Hercules, Inc." Common 427056106 1075 55663 SH SOLE 55663 D Hewlett-Packard Company Common 428236103 14113 342635 SH SOLE 342635 D HIGHLAND HOSPITALITY CORP. REIT 430141101 187 13100 SH SOLE 13100 D Hillenbrand Industries Common 431573104 402 7070 SH SOLE 7070 D Hilton Hotels Corporation Common 432848109 626 17940 SH SOLE 17940 D Hittite Microwave Corp. Common 43365Y104 4527 140067 SH SOLE 140067 D HOLLY CORPORATION Common 435758305 634 12340 SH SOLE 12340 D "Home Depot, Inc." Common 437076102 5203 129560 SH SOLE 129560 D "Honeywell International, Inc." Common 438516106 13950 308363 SH SOLE 308363 D Hospitality Properties Trust REIT 44106M102 371 7812 SH SOLE 7812 D "Host Hotels & Resorts, Inc." Common 44107P104 7912 322293 SH SOLE 322293 D "Humana, Inc." Common 444859102 727 13140 SH SOLE 13140 D "Huntington Bancshares, Inc." Common 446150104 692 29153 SH SOLE 29153 D IAC/InterActiveCorp Common 44919P300 282 7580 SH SOLE 7580 D I P G Photonics Corp. Common 44980X109 240 10000 SH SOLE 10000 D "I M S Health, Inc." Common 449934108 1956 71168 SH SOLE 71168 D "I T C\DeltaCom, Inc." Common 45031T872 82 32249 SH SOLE 32249 D "Istar Financial, Inc." REIT 45031U101 501 10479 SH SOLE 10479 D "ITT EDUCATIONAL SERVICES, INC." Common 45068B109 210 3170 SH SOLE 3170 D I T T Corporation Common 450911102 1011 17796 SH SOLE 17796 D "Illinois Tool Works, Inc." Common 452308109 527 11418 SH SOLE 11418 D "Immucor, Inc." Common 452526106 623 21300 SH SOLE 21300 D "IMPAC MORTGAGE HOLDINGS, INC." REIT 45254P102 118 13400 SH SOLE 13400 D Incyte Corp. Common 45337C102 93 15900 SH SOLE 15900 D Indymac Mortgage Holdings Common 456607100 330 7310 SH SOLE 7310 D "Ingram Micro, Inc." Common 457153104 203 9967 SH SOLE 9967 D "Integrated Device Tech, Inc." Common 458118106 421 27211 SH SOLE 27211 D Intel Corporation Common 458140100 8579 423670 SH SOLE 423670 D I B M Corporation Common 459200101 13998 144085 SH SOLE 144085 D Intl Flavors & Fragrances Common 459506101 1078 21930 SH SOLE 21930 D "Intuit, Inc." Common 461202103 922 30210 SH SOLE 30210 D IShares Trust ETF Equity 464287598 5210 63100 SH SOLE 63100 D IShares Trust ETF Equity 464287622 40038 521400 SH SOLE 521400 D J P Morgan Chase & Co. Common 46625H100 22550 466868 SH SOLE 466868 D "Jackson Products, Inc." Common 468694104 0 12735 SH SOLE 12735 D "James River Group, Inc." Common 470359100 4271 132146 SH SOLE 132146 D JetBlue Airways Cor Com 477143101 -137 -9650 SH SOLE -9650 D JetBlue Airways Corporation Common 477143101 24839 1749195 SH SOLE 1749195 D Johnson & Johnson Common 478160104 16625 251819 SH SOLE 251819 D "Johnson Controls, Inc." Common 478366107 1730 20139 SH SOLE 20139 D "Jones Apparel Group, Inc." Common 480074103 1554 46473 SH SOLE 46473 D "Jones Lang Lasalle, Inc." REIT 48020Q107 394 4280 SH SOLE 4280 D Jones Soda Co. Common 48023P106 8943 727100 SH SOLE 727100 D "Juniper Networks, Inc." Common 48203R104 555 29320 SH SOLE 29320 D "K & F Industries, Inc." Common 482241106 3213 141500 SH SOLE 141500 D K L A -Tencor Corporation Common 482480100 753 15140 SH SOLE 15140 D Kaman Corporation Common 483548103 2646 118200 SH SOLE 118200 D KEMET Corporation Common 488360108 134 18300 SH SOLE 18300 D Keycorp Common 493267108 2776 72990 SH SOLE 72990 D KeySpan Gas East Corporation Common 49337W100 830 20155 SH SOLE 20155 D "Keystone North America" Cl B Rest 2/07 493525208 649 127009 SH SOLE 127009 D Kilroy Realty Corporation REIT 49427F108 1212 15537 SH SOLE 15537 D Kimberly-Clark Corporation Common 494368103 3316 48799 SH SOLE 48799 D Kimco Realty Corporation REIT 49446R109 7256 161424 SH SOLE 161424 D "Kinder Morgan, Inc." Common 49455P101 1274 12050 SH SOLE 12050 D "King Pharmaceuticals, Inc." Common 495582108 709 44560 SH SOLE 44560 D Kohl's Corporation Common 500255104 2868 41910 SH SOLE 41910 D "Kraft Foods, Inc." Common 50075N104 10894 305160 SH SOLE 305160 D Kroger Company Common 501044101 2250 97524 SH SOLE 97524 D L S I Logic Corporation Common 502161102 1399 155389 SH SOLE 155389 D "L-3 Communications Hldgs, Inc." Common 502424104 1238 15134 SH SOLE 15134 D Laboratory Corp. of America Common 50540R409 1264 17200 SH SOLE 17200 D "Ladish Company, Inc." Common 505754200 267 7200 SH SOLE 7200 D "Lake Shore Bancorp, Inc." Common 510700107 416 33100 SH SOLE 33100 D "Lakeland Industries, Inc." Common 511795106 2125 155921 SH SOLE 155921 D Lam Research Corporation Common 512807108 205 4040 SH SOLE 4040 D "Estee Lauder Companies, Inc." Class A 518439104 344 8420 SH SOLE 8420 D "Leggett & Platt, Inc." Common 524660107 519 21700 SH SOLE 21700 D "Legg Mason, Inc." Common 524901105 352 3700 SH SOLE 3700 D "Lehman Brothers Holdings, Inc." Common 524908100 5799 74226 SH SOLE 74226 D "Level 3 Com Inc." Common 52729N100 79 14120 SH SOLE 14120 D "Lexmark International, Inc." Class A 529771107 2223 30374 SH SOLE 30374 D "LIBERTY GLOBAL, INC." Series C 530555309 854 30489 SH SOLE 30489 D Liberty Media Holding Corp. Capital A 53071M302 855 8727 SH SOLE 8727 D Liberty Property LP REIT 531172104 367 7468 SH SOLE 7468 D Eli Lilly and Company Common 532457108 3312 63566 SH SOLE 63566 D Lincoln Electric Holdings Common 533900106 301 4990 SH SOLE 4990 D Lincoln National Corporation Common 534187109 3724 56090 SH SOLE 56090 D "Liz Claiborne, Inc." Common 539320101 814 18728 SH SOLE 18728 D Lockheed Martin Corporation Common 539830109 3931 42700 SH SOLE 42700 D Lodgenet Entertainment Corp. Common 540211109 4005 160000 SH SOLE 160000 D Loews Corporation Common 540424108 2773 66879 SH SOLE 66879 D Loews Corporation Common 540424207 685 10585 SH SOLE 10585 D Loral Space & Communications Common 543881106 159 3900 SH SOLE 3900 D Loral Space & Communications Common 543881106 4841 118890 SH SOLE 118890 D "Lowe's Companies, Inc." Common 548661107 2504 80400 SH SOLE 80400 D Lubrizol Corporation Common 549271104 216 4304 SH SOLE 4304 D Lyondell Chemical Company Common 552078107 712 27844 SH SOLE 27844 D M & T Bank Corporation Common 55261F104 1140 9328 SH SOLE 9328 D "M B I A, Inc." Common 55262C100 1884 25787 SH SOLE 25787 D "M D U Resources Group, Inc." Common 552690109 345 13451 SH SOLE 13451 D "M F R I, Inc." Common 552721102 9442 479300 SH SOLE 479300 D M G I C Investment Corporation Common 552848103 758 12119 SH SOLE 12119 D M S C Software Corp. Common 553531104 2589 170000 SH SOLE 170000 D "M V C Capital, Inc." Common 553829102 4235 317000 SH SOLE 317000 D "M W I Veterinary Supply, Inc." Common 55402X105 9638 298400 SH SOLE 298400 D Mac-Gray Corporation Common 554153106 3978 333700 SH SOLE 333700 D "Maguire Properties, Inc." REIT 559775101 1228 30700 SH SOLE 30700 D "Magyar Bancorp, Inc." Common 55977T109 945 68700 SH SOLE 68700 D "Manitowoc Company, Inc." Common 563571108 204 3430 SH SOLE 3430 D "Manor Care, Inc." Common 564055101 295 6280 SH SOLE 6280 D "Manpower, Inc." Common 56418H100 579 7729 SH SOLE 7729 D Marathon Oil Corporation Common 565849106 6393 69114 SH SOLE 69114 D MARINE PRODUCTS CORP. Common 568427108 3076 262000 SH SOLE 262000 D Markel Corporation Common 570535104 4465 9300 SH SOLE 9300 D "Marsh & McLennan Co, Inc." Common 571748102 2190 71444 SH SOLE 71444 D Marshall & Ilsley Corp. Common 571834100 1632 33918 SH SOLE 33918 D "Marriott International, Inc." Class A 571903202 239 5010 SH SOLE 5010 D Masco Corporation Common 574599106 1211 40552 SH SOLE 40552 D "Mattel, Inc." Common 577081102 2383 105154 SH SOLE 105154 D Maxim Integrated Products Common 57772K101 289 9450 SH SOLE 9450 D "McClatchy Newspapers, Inc." Common 579489105 231 5343 SH SOLE 5343 D "McCormick & Company, Inc." Common 579780206 524 13581 SH SOLE 13581 D McDonald's Corporation Common 580135101 8330 187898 SH SOLE 187898 D "McGraw-Hill Companies, Inc." Common 580645109 2491 36620 SH SOLE 36620 D McKesson Corporation Common 58155Q103 2576 50807 SH SOLE 50807 D "Medco Health Solutions, Inc." Common 58405U102 939 17580 SH SOLE 17580 D "Medtronic, Inc." Common 585055106 3681 68790 SH SOLE 68790 D Melco PBL Entertainment ADR 585464100 255 12000 SH SOLE 12000 D Mellon Financial Corporation Common 58551A108 1377 32678 SH SOLE 32678 D "Merck & Co., Inc." Common 589331107 14161 324788 SH SOLE 324788 D Meredith Corporation Common 589433101 275 4880 SH SOLE 4880 D "Merit Med Sys, Inc." Common 589889104 9024 569700 SH SOLE 569700 D "Merrill Lynch & Co, Inc." Com 590188108 9918 106528 SH SOLE 106528 D "METAL MANAGEMENT, INC." Common 591097209 466 12300 SH SOLE 12300 D "Metlife, Inc." Common 59156R108 5913 100206 SH SOLE 100206 D Microsoft Corporation Common 594918104 20438 684460 SH SOLE 684460 D "Micron Technolgy, Inc." Common 595112103 366 26250 SH SOLE 26250 D "MICRONETICS, INC." Common 595125105 304 39700 SH SOLE 39700 D "Microtek Medical Hldgs, Inc." Common 59515B109 136 29600 SH SOLE 29600 D Midcap SPDR Trust Series 1 ETF Equity 595635103 35687 244200 SH SOLE 244200 D "Molex, Inc." Common 608554101 339 10710 SH SOLE 10710 D Molson Coors Brewing Co. Common 60871R209 1432 18728 SH SOLE 18728 D Monaco Coach Corp. Common 60886R103 3625 256000 SH SOLE 256000 D Monsanto Company Common 61166W101 1497 28490 SH SOLE 28490 D Moody's Corporation Common 615369105 1064 15410 SH SOLE 15410 D Morgan Stanley Common 617446448 12855 157866 SH SOLE 157866 D "Motorola, Inc." Common 620076109 3538 172097 SH SOLE 172097 D Mylan Laboratories Common 628530107 421 21090 SH SOLE 21090 D N C R Corporation Common 62886E108 956 22362 SH SOLE 22362 D "N R G Energy, Inc." Common 629377508 1717 30650 SH SOLE 30650 D "N T L, Inc." Common 62941W101 687 27230 SH SOLE 27230 D "N T L, Inc." Common 62941W101 3052 120928 SH SOLE 120928 D "Nymex Holdings, Inc." Common 62948N104 558 4500 SH SOLE 4500 D National City Corporation Common 635405103 3908 106898 SH SOLE 106898 D "National Oilwell Varco, Inc." Common 637071101 929 15180 SH SOLE 15180 D National Semiconductor Com 637640103 634 27930 SH SOLE 27930 D "Nationwide Financial Svcs, Inc" Common 638612101 278 5138 SH SOLE 5138 D "Nationwide Health PPTYS, Inc." REIT 638620104 4467 147800 SH SOLE 147800 D "Network Appliance, Inc." Common 64120L104 1280 32590 SH SOLE 32590 D "Network Computing Devices, Inc" Common 64120N100 0 62636 SH SOLE 62636 D NEW CENTURY FINANCIAL CORP. REIT 6435EV108 6623 209661 SH SOLE 209661 D New York Community Bancorp Common 649445103 182 11290 SH SOLE 11290 D Newcastle Investment Corp. REIT 65105M108 200 6400 SH SOLE 6400 D "Newell Rubbermaid, Inc." Common 651229106 800 27619 SH SOLE 27619 D Newmont Mining Common 651639106 1517 33600 SH SOLE 33600 D News Corporation Ltd Common 65248E104 3406 158573 SH SOLE 158573 D "Newtek Business Services, Inc." Restricted 652526104 60 30000 SH SOLE 30000 D "Nicor, Inc." Common 654086107 879 18791 SH SOLE 18791 D "Nike, Inc." Common 654106103 920 9290 SH SOLE 9290 D "Nisource, Inc." Common 65473P105 761 31586 SH SOLE 31586 D "Nordstrom, Inc." Common 655664100 535 10840 SH SOLE 10840 D Norfolk Southern Railway Corp. Common 655844108 2433 48380 SH SOLE 48380 D Northrop-Grumman Corporation Common 666807102 3140 46379 SH SOLE 46379 D NorthStar Realty Finance Corp. REIT 66704R100 3552 214350 SH SOLE 214350 D Nu Horizons Electronics Corp. Common 669908105 4198 408000 SH SOLE 408000 D "NOVASTAR FINANCIAL, INC." REIT 669947400 19036 714300 SH SOLE 714300 D "Novatel, Inc." Common 669954109 606 15200 SH SOLE 15200 D "Novellus Systems, Inc." Common 670008101 2019 58656 SH SOLE 58656 D N S T A R Common 67019E107 11187 325586 SH SOLE 325586 D Nucor Corporation Common 670346105 3649 66757 SH SOLE 66757 D Nutraceutical Intl Corp. Common 67060Y101 230 15000 SH SOLE 15000 D NVIDIA Corporation Common 67066G104 1218 32910 SH SOLE 32910 D O G E Energy Corporation Common 670837103 337 8424 SH SOLE 8424 D OYO GOESPACE CORP Common 671074102 12460 214500 SH SOLE 214500 D Occidental Petroleum Corp. Common 674599105 5817 119134 SH SOLE 119134 D "Office Depot, Inc." Common 676220106 1843 48280 SH SOLE 48280 D "OFFICEMAX, INC." Common 67622P101 642 12935 SH SOLE 12935 D Old Republic Intl Corporation Common 680223104 339 14569 SH SOLE 14569 D "Omnicom Group, Inc." Common 681919106 2120 20280 SH SOLE 20280 D "OmniVision Technologies, Inc." Common 682128103 187 13700 SH SOLE 13700 D ON Semiconductor Corporation Common 682189105 148 19500 SH SOLE 19500 D "Oneok, Inc." Common 682680103 545 12647 SH SOLE 12647 D "Opteum, Inc." REIT Class A 68384A100 5928 780000 SH SOLE 780000 D Oracle Systems Corporation Common 68389X105 6516 380160 SH SOLE 380160 D Orbital Sciences Corp. Common 685564106 1405 76200 SH SOLE 76200 D Oshkosh Truck Corporation Common 688239201 331 6840 SH SOLE 6840 D Overseas Shipholding Group Common 690368105 351 6233 SH SOLE 6233 D P G & E Corporation Common 69331C108 3166 66896 SH SOLE 66896 D "P M I Group, Inc." Common 69344M101 416 8814 SH SOLE 8814 D P N C Finl Services Group Common 693475105 2891 39046 SH SOLE 39046 D "P P G Industries, Inc." Common 693506107 1311 20420 SH SOLE 20420 D P P L Corporation Common 69351T106 1684 46984 SH SOLE 46984 D "Paccar, Inc." Common 693718108 308 4740 SH SOLE 4740 D Pactiv Corporation Common 695257105 1453 40720 SH SOLE 40720 D Pall Corporation Common 696429307 734 21240 SH SOLE 21240 D Parker-Hannifin Corporation Common 701094104 1854 24112 SH SOLE 24112 D "Paychex, Inc." Common 704326107 1165 29470 SH SOLE 29470 D "Penney (JC) Company, Inc." Common 708160106 1866 24120 SH SOLE 24120 D Pennsylvania REIT REIT 709102107 2867 72800 SH SOLE 72800 D "Pepco Holdings, Inc." Common 713291102 324 12458 SH SOLE 12458 D "Pepsi Bottling Group, Inc." Common 713409100 498 16124 SH SOLE 16124 D "PepsiAmericas, Inc." Common 71343P200 73 3494 SH SOLE 3494 D "PepsiAmericas, Inc." Common 71343P200 12888 614321 SH SOLE 614321 D "Pepsico, Inc." Common 713448108 12936 206810 SH SOLE 206810 D "Perficient, Inc." Common 71375U101 581 35400 SH SOLE 35400 D "Perkinelmer, Inc." Common 714046109 424 19056 SH SOLE 19056 D "Pfizer, Inc." Common 717081103 28745 1109848 SH SOLE 1109848 D Phelps Dodge Corporation Common 717265102 3982 33260 SH SOLE 33260 D Philadelphia Consolidated Common 717528103 311 6970 SH SOLE 6970 D Pinnacle West Capital Common 723484101 1156 22836 SH SOLE 22836 D "Pitney Bowes, Inc." Common 724479100 1097 23749 SH SOLE 23749 D "Plum Creek Timber Co., Inc." REIT 729251108 607 15237 SH SOLE 15237 D POOL CORPORATION Common 73278L105 313 8000 SH SOLE 8000 D "Popular, Inc." Common 733174106 304 16957 SH SOLE 16957 D "POWELL INDUSTRIES, INC." Common 739128106 7851 248700 SH SOLE 248700 D "Praxair, Inc." Common 74005P104 734 12370 SH SOLE 12370 D Precision Castparts Corp. Common 740189105 405 5180 SH SOLE 5180 D Preferred Bank Los Angeles Common 740367107 204 3400 SH SOLE 3400 D Prime Succession Acq Co. Common 741572101 0 228575 SH SOLE 228575 D Principal Financial Group Common 74251V102 2158 36760 SH SOLE 36760 D Procter & Gamble Company Common 742718109 30847 479953 SH SOLE 479953 D "Progress Energy, Inc." Common 743263105 1754 35733 SH SOLE 35733 D Progressive Corporation Common 743315103 2040 84237 SH SOLE 84237 D "Prosperity Bancshares, Inc." Common 743606105 214 6200 SH SOLE 6200 D "Prudential Financial, Inc." Common 744320102 6446 75075 SH SOLE 75075 D Psychemedics Corp. Common 744375205 793 41200 SH SOLE 41200 D Public Svc Enterprise Group Common 744573106 2372 35741 SH SOLE 35741 D "Public Storage, Inc." REIT 74460D109 7536 77290 SH SOLE 77290 D "Puget Energy, Inc." Common 745310102 224 8834 SH SOLE 8834 D "Pyramid Breweries, Inc." Common 747135101 108 35200 SH SOLE 35200 D "Qualcom, Inc." Common 747525103 4002 105900 SH SOLE 105900 D "Quality Distribution, Inc." Common 74756M102 3404 255579 SH SOLE 255579 D "Quest Diagnostic, Inc." Common 74834L100 908 17140 SH SOLE 17140 D Qwest Communications Intl Common 749121109 2345 280165 SH SOLE 280165 D "R H Donnelley, Inc." Common 74955W307 171 2720 SH SOLE 2720 D "R P C, INC." Common 749660106 2870 170050 SH SOLE 170050 D RADYNE CORP Common 750611402 1017 94700 SH SOLE 94700 D Ramco-Gershenson Properties REIT 751452202 1651 43300 SH SOLE 43300 D "Rayonier, Inc." REIT 754907103 292 7110 SH SOLE 7110 D Raytheon Company Common 755111507 4007 75888 SH SOLE 75888 D "R B C Bearings, Inc." Common 75524B104 5115 178479 SH SOLE 178479 D Realogy Corp. REIT 75605E100 509 16795 SH SOLE 16795 D "Realnetworks, Inc." Common 75605L104 246 22500 SH SOLE 22500 D Regency Centers Corporation REIT 758849103 8538 109229 SH SOLE 109229 D REGIONS FINANCIAL CORP. Common 7591EP100 4123 110233 SH SOLE 110233 D "Rent-A-Center, Inc." Common 76009N100 266 9000 SH SOLE 9000 D "REYNOLDS AMERICAN, INC." Common 761713106 1698 25932 SH SOLE 25932 D Rite Aid Corporation Common 767754104 221 40575 SH SOLE 40575 D Rock-Tenn Company Class A 772739207 2733 100800 SH SOLE 100800 D "Rockwell Automation, Inc." Common 773903109 584 9560 SH SOLE 9560 D "Rockwell Collins, Inc." Common 774341101 873 13800 SH SOLE 13800 D "Rogers Communications, Inc." Class B 775109200 366 6146 SH SOLE 6146 D Rohm and Haas Company Common 775371107 1177 23022 SH SOLE 23022 D "Russell-Stanley Holding, Inc." Common 782676100 0 220000 SH SOLE 220000 D "Ryder System, Inc." Common 783549108 1597 31274 SH SOLE 31274 D S L Green Realty Corp. REIT 78440X101 11673 87911 SH SOLE 87911 D S L M Corporation Common 78442P106 1714 35150 SH SOLE 35150 D S P X Corporation Common 784635104 414 6767 SH SOLE 6767 D Sabre Holdings Corporation Common 785905100 1265 39674 SH SOLE 39674 D Safeco Corporation Common 786429100 1963 31375 SH SOLE 31375 D "Safeguard Scientifics, Inc." Common 786449108 91 37400 SH SOLE 37400 D "Saftey Insurance Group, Inc." Common 78648T100 350 6900 SH SOLE 6900 D "Safeway, Inc." Common 786514208 2268 65638 SH SOLE 65638 D "Saint Paul Travelers Cos, Inc." Common 792860108 7120 132609 SH SOLE 132609 D Sally Beauty Co. Common 79546E104 507 65000 SH SOLE 65000 D Samsonite Corporation Common 79604V105 19932 19734453 SH SOLE 19734453 D Sandisk Corp. Common 80004C101 366 8500 SH SOLE 8500 D Sara Lee Corporation Common 803111103 2171 127509 SH SOLE 127509 D "Savient Pharmaceuticals, Inc." Common 80517Q100 240 21400 SH SOLE 21400 D Scana Corporation Common 80589M102 244 6001 SH SOLE 6001 D Schering-Plough Corporation Common 806605101 1678 71001 SH SOLE 71001 D Schlumberger Limited Common 806857108 5021 79500 SH SOLE 79500 D Schwab Charles Corporation Common 808513105 874 45170 SH SOLE 45170 D Scripps E W Company Common 811054204 335 6710 SH SOLE 6710 D "Seacor Smit, Inc." Common 811904101 677 6826 SH SOLE 6826 D Sealed Air Corporation Common 81211K100 702 10816 SH SOLE 10816 D SEARS HOLDINGS CORP. Common 812350106 3255 19382 SH SOLE 19382 D Semiconductor Comp Grp ETF Eq 816636203 -14912 -442500 SH SOLE -442500 D Sempra Energy Common 816851109 2585 46191 SH SOLE 46191 D Service Corp Intl Common 817565104 190 18568 SH SOLE 18568 D Sherwin-Williams Company Common 824348106 1297 20401 SH SOLE 20401 D Sigma-Aldrich Corporation Common 826552101 839 10791 SH SOLE 10791 D "Simon Property Group, Inc." REIT 828806109 16334 161258 SH SOLE 161258 D Snap-On Common 833034101 534 11209 SH SOLE 11209 D Sonoco Products Company Common 835495102 627 16467 SH SOLE 16467 D Southern Company Common 842587107 3762 102051 SH SOLE 102051 D SOUTHERN COPPER CORP. Common 84265V105 10509 195000 SH SOLE 195000 D Southern Union Company Common 844030106 134 4790 SH SOLE 4790 D Southwest Airlines Company Common 844741108 362 23630 SH SOLE 23630 D Sprint Nextel Corporation Common 852061100 3355 177619 SH SOLE 177619 D Standard Parking Corporation Common 853790103 7297 189978 SH SOLE 189978 D STANLEY WORKS Common 854616109 288 5718 SH SOLE 5718 D "Staples, Inc." Common 855030102 1086 40670 SH SOLE 40670 D Starbucks Corporation Common 855244109 1256 35470 SH SOLE 35470 D Starwood Hotels & Resorts Common 85590A401 1334 21351 SH SOLE 21351 D State Street Corporation Common 857477103 766 11360 SH SOLE 11360 D "Steel Dynamics, Inc." Common 858119100 961 29618 SH SOLE 29618 D "Steelcase, Inc." Common 858155203 738 40648 SH SOLE 40648 D Strategic Hotels & Resorts REIT 86272T106 906 41570 SH SOLE 41570 D STREETTRACKS GOLD TRUST ETF GLD Boullion 863307104 6006 95000 SH SOLE 95000 D Stryker Corporation Common 863667101 404 7330 SH SOLE 7330 D "Sun Microsystems, Inc." Common 866810104 2610 481532 SH SOLE 481532 D "Sunoco, Inc." Common 86764P109 958 15360 SH SOLE 15360 D "Sunstone Hotels Investors, Inc" REIT 867892101 3336 124800 SH SOLE 124800 D "Suntrust Banks, Inc." Common 867914103 4139 49011 SH SOLE 49011 D "Supervalu, Inc." Common 868536103 786 21990 SH SOLE 21990 D "Supreme Industries, Inc." Class A 868607102 1786 279861 SH SOLE 279861 D "Sycamore Networks, Inc." Common 871206108 132 35000 SH SOLE 35000 D Symantec Corporation Common 871503108 2304 110480 SH SOLE 110480 D "Symbol Technologies, Inc." Common 871508107 256 17140 SH SOLE 17140 D Synovus Financial Group Common 87161C105 851 27610 SH SOLE 27610 D Synergy Financial Corp. Common 87162V102 2805 170200 SH SOLE 170200 D Sysco Corporation Common 871829107 702 19100 SH SOLE 19100 D "T J X Companies, Inc." Common 872540109 1813 63660 SH SOLE 63660 D T L C Vision Corp. Common 872549100 77 14800 SH SOLE 14800 D "T T M Technologies, Inc." Common 87305R109 118 10400 SH SOLE 10400 D T X U Corporation Common 873168108 3599 66390 SH SOLE 66390 D Tanger Factory Outlet Ctrs REIT 875465106 3783 96800 SH SOLE 96800 D Target Corporation Common 87612E106 4368 76560 SH SOLE 76560 D Tech Data Corporation Common 878237106 566 14938 SH SOLE 14938 D "Tektronix, Inc." Common 879131100 451 15446 SH SOLE 15446 D "Teleflex, Inc." Common 879369106 271 4201 SH SOLE 4201 D "Telephone and Data Sys, Inc." Common 879433100 283 5203 SH SOLE 5203 D "Tellabs, Inc." Common 879664100 455 44390 SH SOLE 44390 D "Temple-Inland, Inc." Common 879868107 1352 29381 SH SOLE 29381 D "Tenneco, Inc." Common 880349105 4450 180000 SH SOLE 180000 D Terex Corporation Common 880779103 457 7074 SH SOLE 7074 D Tesoro Petroleum Corporation Common 881609101 413 6284 SH SOLE 6284 D "Texas Instruments, Inc." Common 882508104 2637 91570 SH SOLE 91570 D "Thermo Fisher Scientific, Inc." Common 883556102 2705 59725 SH SOLE 59725 D "THORNBURG MORTGAGE, INC." REIT 885218107 316 12560 SH SOLE 12560 D 3COM Corporation Common 885535104 710 172700 SH SOLE 172700 D 3M Company Common 88579Y101 3852 49430 SH SOLE 49430 D "TIBCO Software, Inc." Common 88632Q103 460 48700 SH SOLE 48700 D "Time Warner, Inc." Common 887317105 10331 474351 SH SOLE 474351 D "Titan International, Inc." Common 88830M102 1491 74000 SH SOLE 74000 D Torchmark Corporation Common 891027104 862 13519 SH SOLE 13519 D Trans World Entertainment Corp Common 89336Q100 67 10200 SH SOLE 10200 D "Transatlantic Holdings, Inc." Common 893521104 210 3376 SH SOLE 3376 D Tribune Company Common 896047107 683 22189 SH SOLE 22189 D "TriQuint Semiconductor, Inc." Common 89674K103 56 12400 SH SOLE 12400 D "Twin Disc, Inc." Common 901476101 359 10100 SH SOLE 10100 D U A L Corporation Common 902549807 319 7247 SH SOLE 7247 D U A L Corporation Common 902549807 235 5350 SH SOLE 5350 D "U S T, Inc." Common 902911106 10635 182731 SH SOLE 182731 D U S Bancorp Common 902973304 8509 235118 SH SOLE 235118 D Usana Health Sciences Common 90328M107 362 7000 SH SOLE 7000 D Union Pacific Corporation Common 907818108 2217 24092 SH SOLE 24092 D United Dominion Realty Trust REIT 910197102 5010 157610 SH SOLE 157610 D "United Parcel Service, Inc." Common 911312106 5069 67600 SH SOLE 67600 D United States Steel Corp. Common 912909108 2316 31662 SH SOLE 31662 D United Technologies Corp. Common 913017109 5485 87731 SH SOLE 87731 D "UnitedHealth Group, Inc." Common 91324P102 4629 86160 SH SOLE 86160 D "Unitrin, Inc." Common 913275103 528 10543 SH SOLE 10543 D UnumProvident Corporation Common 91529Y106 798 38390 SH SOLE 38390 D V F Corporation Common 918204108 1092 13309 SH SOLE 13309 D "Vaalco Energy, Inc." Common 91851C201 105 15600 SH SOLE 15600 D Valeant Pharmaceuticals Intl Common 91911X104 2322 134700 SH SOLE 134700 D Valero Energy Corporation Common 91913Y100 4313 84311 SH SOLE 84311 D "Valley National Gases, Inc." Common 919792101 254 9600 SH SOLE 9600 D Valley National Bancorp Common 919794107 24 889 SH SOLE 889 D "Valmont Industries, Inc." Common 920253101 261 4700 SH SOLE 4700 D The Valspar Corporation Common 920355104 299 10828 SH SOLE 10828 D "Ventas, Inc." REIT 92276F100 6473 152961 SH SOLE 152961 D "VeriSign, Inc." Common 92343E102 342 14200 SH SOLE 14200 D "Verizon Communications, Inc." Common 92343V104 15686 421221 SH SOLE 421221 D "Viacom, Inc." Class B 92553P201 2056 50100 SH SOLE 50100 D Vignette Corporation Common 926734401 854 50000 SH SOLE 50000 D Visteon Corporation Common 92839U107 90 10600 SH SOLE 10600 D Vornado Realty Trust REIT 929042109 17269 142129 SH SOLE 142129 D Vulcan Materials Company Common 929160109 451 5020 SH SOLE 5020 D Wachovia Corporation Common 929903102 14102 247617 SH SOLE 247617 D "Wal-Mart Stores, Inc." Common 931142103 8087 175120 SH SOLE 175120 D Walgreen Company Common 931422109 2262 49300 SH SOLE 49300 D WARNER MUSIC GROUP CORP. Common 934550104 556 24230 SH SOLE 24230 D "Washington Mutual, Inc." Common 939322103 4088 89868 SH SOLE 89868 D "Waste Management, Inc." Common 94106L109 16790 456621 SH SOLE 456621 D Waters Corporation Common 941848103 667 13620 SH SOLE 13620 D "Watson Pharmaceuticals, Inc." Common 942683103 389 14936 SH SOLE 14936 D "Wayside Technology Group, Inc." Common 946760105 221 14600 SH SOLE 14600 D Weingarten Realty Investors REIT 948741103 8709 188876 SH SOLE 188876 D Wellcare Health Plans Inc Common 94946T106 384 5570 SH SOLE 5570 D "WELLPOINT, INC." Common 94973V107 5455 69322 SH SOLE 69322 D Wells Fargo & Company Common 949746101 25582 719400 SH SOLE 719400 D WEST PHARMACEUTICAL SERVICES Common 955306105 220 4300 SH SOLE 4300 D Western Union Co Common 959802109 924 41200 SH SOLE 41200 D Weyerhaeuser Company Common 962166104 13529 191500 SH SOLE 191500 D Wheeling-Pittsburgh Steel Corp Common 963142302 505 26980 SH SOLE 26980 D Whirlpool Corporation Common 963320106 725 8736 SH SOLE 8736 D WHITNEY HOLDING CORP. Common 966612103 200 6134 SH SOLE 6134 D "Williams Companies, Inc." Common 969457100 3823 146350 SH SOLE 146350 D Windstream Corporation Common 97381W104 1318 92675 SH SOLE 92675 D Winthrop Realty Trust REIT 976391102 69 10100 SH SOLE 10100 D Wisconsin Energy Corp. Common 976657106 506 10652 SH SOLE 10652 D WOLVERINE WORLD WIDE Common 978097103 202 7100 SH SOLE 7100 D Wyeth Common 983024100 13591 266916 SH SOLE 266916 D Wyndham Worldwide Corp. Common 98310W108 1288 40240 SH SOLE 40240 D "X T O Energy, Inc." Common 98385X106 383 8150 SH SOLE 8150 D "XCEL Energy, Inc." Common 98389B100 2239 97112 SH SOLE 97112 D "Xilinx, Inc." Common 983919101 573 24050 SH SOLE 24050 D Xerox Corporation Common 984121103 3337 196888 SH SOLE 196888 D "Yahoo!, Inc." Common 984332106 1936 75800 SH SOLE 75800 D "Tricon Global Restaurants, Inc" Common 988498101 2076 35310 SH SOLE 35310 D "Zimmer Holdings, Inc." Common 98956P102 1570 20030 SH SOLE 20030 D Zions Bancorporation Common 989701107 687 8336 SH SOLE 8336 D Zoll Medical Corp. Common 989922109 553 9500 SH SOLE 9500 D Camtek Ltd Common CAMTIL011 63 14900 SH SOLE 14900 D Ace Ltd Common G0070K103 1411 23300 SH SOLE 23300 D Cooper Industries Ltd Class A G24182100 922 10200 SH SOLE 10200 D Endurance Specialty Holdings Common G30397106 1280 35000 PAR SOLE 35000 D Ingersoll-Rand Company Common G4776G101 916 23400 PAR SOLE 23400 D "Transocean, Inc." Common G90078109 1165 14400 PAR SOLE 14400 D Weatherford International Ltd Common G95089101 297 7100 PAR SOLE 7100 D SPI Lasers PLC Common SPILPLC12 455 125000 PAR SOLE 125000 D "Amazon.com, Inc." Common 023135106 564 14290 PAR SOLE 14290 D "Dynegy, Inc." Common 26816Q101 157 21728 PAR SOLE 21728 D ProLogis Trust REIT 743410102 11304 186012 PAR SOLE 186012 D "II - VI, Inc." Common 902104108 14977 536028 PAR SOLE 536028 D Tyco International Ltd Common 902124106 4452 146451 PAR SOLE 146451 D "A B X Air, Inc." Common 00080S101 223 32200 PAR SOLE 32200 D Albemarle Corporation Common 012653101 799 11128 PAR SOLE 11128 D "Alcoa, Inc." Common 013817101 1234 41120 PAR SOLE 41120 D "American Intl" Com 026874107 18497 258116 PAR SOLE 258116 D "ASPEN TECHNOLOGY, INC." Common 045327103 699 63400 PAR SOLE 63400 D "CAL-MAINE FOODS, INC." Common 128030202 117 13600 PAR SOLE 13600 D Commerce Bancorporation Common 200519106 7367 208870 PAR SOLE 208870 D "GenTek, Inc." Common 37245X104 0 138450 PAR SOLE 138450 D "Hanover Insurance Group, Inc." Common 410867105 219 4480 PAR SOLE 4480 D "ONE LIBERTY PROPERTIES, INC." REIT 682406103 297 11800 PAR SOLE 11800 D Tultex Corporation War- exp 4/15/2007 899900112 0 556159 PAR SOLE 556159 D Wsfs Finl Corp. Common 929328102 248 3700 PAR SOLE 3700 D "Agere Systems, Inc." Conv Bond 00845VAA8 5088 5000000 PAR SOLE 5000000 D "American Intl Group" Conv Bond 026874AP2 59067 83930000 PAR SOLE 83930000 D "Amgen, Inc." Conv Bond 031162AE0 30609 40880000 PAR SOLE 40880000 D "Centerpoint Energy" Note Series B 15189TAM9 2179 1500000 PAR SOLE 1500000 D Ciena Corporation Conv Sen Note 171779AA9 1519 1570000 PAR SOLE 1570000 D Citadel Broadcasting Corp. Conv Bond 17285TAB2 7301 9000000 PAR SOLE 9000000 D "Cymer, Inc." Note 232572AE7 1048 1000000 PAR SOLE 1000000 D Cypress Semiconductor Corp. Conv Bond 232806AH2 1246 1000000 PAR SOLE 1000000 D EchoStar Com Corp. Conv Sub Note 278762AG4 2547 2500000 PAR SOLE 2500000 D Electronics for Imaging Conv Bond 286082AA0 1105 1000000 PAR SOLE 1000000 D F E I Company Conv Sub Note 30241LAB5 2397 2415000 PAR SOLE 2415000 D "Gencorp, Inc." Conv Sub Note 368682AL4 931 1000000 PAR SOLE 1000000 D Graftech International Conv Bond 384313AB8 9345 12000000 PAR SOLE 12000000 D Huntsman Corporation 5% Pfd Stk Series 447011206 833 20000 PAR SOLE 20000 D ICOS Corporation Conv Bond 449295AB0 7722 7870000 PAR SOLE 7870000 D Inco Limited Note 453258AM7 14888 7500000 PAR SOLE 7500000 D International Paper Co. Conv Bond 460146BM4 1666 3333000 PAR SOLE 3333000 D International Rectifier Conv Bond 460254AE5 993 1000000 PAR SOLE 1000000 D JetBlue Airways Corp Conv Bond 477143AB7 25200 26250000 PAR SOLE 26250000 D "Level 3 Com" Conv Un Sen Note 52729NBK5 1243 1000000 PAR SOLE 1000000 D "Merrill Lynch & Company" Conv Note 590188W46 2653 2000000 PAR SOLE 2000000 D "Nextel Com, Inc." Conv Note 65332VAY9 4225 4295000 PAR SOLE 4295000 D Nortel Networks Corporation Conv Bond 656568AB8 7220 7463000 PAR SOLE 7463000 D Northwest Airlines Corp. Conv Bond 667280AC5 729 800000 PAR SOLE 800000 D Northwest Airlines Corp. Note 667280AE1 459 500000 PAR SOLE 500000 D "Omnicom Group, Inc." Conv Bond 681919AK2 21372 20800000 PAR SOLE 20800000 D "Owens-Illinois." Conv Red Pfd Stk 690768502 3163 85560 PAR SOLE 85560 D Peninsula Gaming LLC Conv Red Pfd Stock 707133203 317 52815 PAR SOLE 52815 D Prime Succession Acq Co. Conv Bond 741572AA9 0 211072 PAR SOLE 211072 D "Prudential Fin" Conv Unsec Sen NT 744320AC6 1016 1000000 PAR SOLE 1000000 D "Q L T, INC." Conv Bond 746927AB8 10711 11440000 PAR SOLE 11440000 D "Quanta Services, Inc." Note 74762EAC6 1840 1000000 PAR SOLE 1000000 D "S C I Systems, Inc." Conv Unsec Note 783890AF3 6564 6605000 PAR SOLE 6605000 D S P X Corporation Note 784635AD6 0 30000000 PAR SOLE 30000000 D Solectron Corporation Conv Note 834182AK3 2516 4463000 PAR SOLE 4463000 D "TriQuint Semiconductor" Conv Bond 89674KAB9 2546 2565000 PAR SOLE 2565000 D "Wesco Intl" Conv Sen Unsec Bond 95082PAF2 483 500000 PAR SOLE 500000 D X L Capital Ltd Conv Pfd Stock (6.5%) G98255402 1418 60000 PAR SOLE 60000 D Trinity Industries Conv Bond 896522AF6 505 500000 PAR SOLE 500000 S REPORT SUMMARY 784 DATA RECORDS 2528436 February 16, 2007 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)an amended Form 13F for the quarter ending December 31, 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 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. If you should have any questions or comments regarding this matter please call me at (617) 761-6599. Sincerely, Jan Jumet Managing Director and Chief Compliance Officer -----END PRIVACY-ENHANCED MESSAGE-----