13F-HR 1 march.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: 03/31/2008 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: 470 Atlantic Avenue Boston, MA 02210 Form 13F File Number: 28-00060 The institutional manager 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 Title: Managing Director and Chief Compliance Officer Phone: (617) 761-6599 Signature, Place, and Date of Signing: /s/ Jan Jumet, Boston, MA May 14, 2008 -------------------------------------------------------------------------- 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) for this quarter. 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. -------------------------------------------------------------------------- Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s)) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s)) FORM 13F COVER PAGE Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 768 Form 13F Information Table Value Total: $3,927,971 List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
VOTING AUTHORITY TITLE OF VALUE SHARES/ SH/ PUT/ INVEST. OTHER NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRET. MGRS SOLE SHARED NONE -------------------------------- -------- --------- ---------- ------- --- ---- -------- ----- ---- ------ ---- 3M Company COM 88579Y101 4585 57940 SH SOLE 57940 0 0 A D C Telecommunications, Inc. COM 000886309 179 14790 SH SOLE 14790 0 0 A E S Corporation COM 00130H105 4260 255500 SH SOLE 255500 0 0 A G L Resources, Inc. COM 001204106 216 6276 SH SOLE 6276 0 0 A K Steel Holding Corporation COM 001547108 455 8370 SH SOLE 8370 0 0 A T & T, Inc. COM 00206R102 33909 885377 SH SOLE 885377 0 0 ABX Holdings, Inc. COM 00080S101 294 100000 SH SOLE 100000 0 0 ACCENTURE LTD COM G1150G111 1287 36590 SH SOLE 36590 0 0 ACTUANT CORP. COM 00508X203 3066 101500 SH SOLE 101500 0 0 AMBASSADORS GROUP, INC. COM 023177108 3230 171000 SH SOLE 171000 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 1702 49822 SH SOLE 49822 0 0 ANTHRACITE CAPITAL, INC. 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