13F-HR 1 babsonsept13f2008.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: 09/30/2008 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: Daniel Whitcomb Title: Managing Director Phone: (617) 761-3728 Signature, Place, and Date of Signing: /s/ James Masur, Boston, MA November 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 Capital Management LLC (Babson Capital) is an indirect wholly-owned subsidiary of Massachusetts Mutual Life Insurance Company (MassMutual). Wherever Babson Capital has indicated that it exercises investment discretion with respect to the positions reported on this Form 13F, such positions shall be deemed reported on behalf of MassMutual to the extent that MassMutual is deemed to share investment discretion over the positions as a result of MassMutual's indirect ownership interest in Babson Capital. -------------------------------------------------------------------------- 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: 766 Form 13F Information Table Value Total: $2,104,149 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 -------------------------------- -------- --------- ---------- ------- --- ---- -------- ----- ---- ------ ---- 3 M COMPANY COM 88579Y101 1590 23280 SH SOLE 23280 0 0 A E S CORPORATION COM 00130H105 603 51600 SH SOLE 51600 0 0 A K STEEL HOLDING CORPORATION COM 001547108 1088 41970 SH SOLE 41970 0 0 A M B PROPERTY CORPORATION REIT 00163T109 505 11163 SH SOLE 11163 0 0 A M R CORPORATION COM 001765106 172 17564 SH SOLE 17564 0 0 A T & T, INC. COM 00206R102 16392 587109 SH SOLE 587109 0 0 ABBOTT LABORATORIES COM 002824100 4520 78520 SH SOLE 78520 0 0 ABERCROMBIE & FITCH CO. COM 002896207 278 7030 SH SOLE 7030 0 0 ABRAXAS PERTROLEUM CORP COM 003830106 835 187400 SH SOLE 187400 0 0 ACCENTURE LTD COM G1150G111 836 21990 SH SOLE 21990 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 554 35900 SH SOLE 35900 0 0 ACTUANT CORPORATION COM 00508X203 1714 67900 SH SOLE 67900 0 0 ADOBE SYSTEMS, INC. COM 00724F101 4331 109700 SH SOLE 109700 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 390 9840 SH SOLE 9840 0 0 ADVANCED MICRO DEVICES, INC. CONV 007903AL1 5 10102 PRN SOLE 10102 0 0 AETNA, INC. COM 00817Y108 2124 58815 SH SOLE 58815 0 0 AFFILIATED COMPUTER SVCS, INC. COM 008190100 1643 32432 SH SOLE 32432 0 0 AFLAC, INC. COM 001055102 13650 232340 SH SOLE 232340 0 0 AGCO CORPORATION COM 001084102 1228 28807 SH SOLE 28807 0 0 AGILENT TECHNOLOGIES, INC. COM 00846U101 891 30020 SH SOLE 30020 0 0 AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1302 19030 SH SOLE 19030 0 0 AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 74 100000 SH SOLE 100000 0 0 AIRGAS, INC. COM 009363102 301 6050 SH SOLE 6050 0 0 AKAMAI TECHNOLOGIES COM 00971T101 210 12000 SH SOLE 12000 0 0 ALLERGAN, INC. 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COM 029309804 0 44231 SH SOLE 44231 0 0 AMEREN CORPORATION COM 023608102 781 20003 SH SOLE 20003 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1905 110000 SH SOLE 110000 0 0 AMERICAN CAPITAL LTD COM 02503Y103 656 25722 SH SOLE 25722 0 0 AMERICAN CARESOURCE HOLDINGS I COM 02505A103 261 30000 SH SOLE 30000 0 0 AMERICAN ELECTRIC POWER CO. COM 025537101 1723 46463 SH SOLE 46463 0 0 AMERICAN FINANCIAL GROUP COM 025932104 270 9136 SH SOLE 9136 0 0 AMERICAN INTL GROUP, INC. COM 026874107 847 254561 SH SOLE 254561 0 0 AMERICAN SUPERCONDUCTOR CP COM 030111108 212 9000 SH SOLE 9000 0 0 AMERICAN TOWER CORPORATION COM 029912201 441 12283 SH SOLE 12283 0 0 AMERICREDIT CORPORATION CONV 03060RAP6 609 1000000 PRN SOLE 1000000 0 0 AMERIPRISE FINANCIAL, INC. COM 03076C106 1093 28586 SH SOLE 28586 0 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 790 20965 SH SOLE 20965 0 0 AMGEN, INC. COM 031162100 15852 267455 SH SOLE 267455 0 0 AMGEN, INC. CONV 031162AE0 12249 18022857 PRN SOLE 18022857 0 0 AMPHENOL CORPORATION COM 032095101 852 21240 SH SOLE 21240 0 0 ANADARKO PETROLEUM CORP. COM 032511107 2691 55474 SH SOLE 55474 0 0 ANALOG DEVICES, INC. COM 032654105 641 24330 SH SOLE 24330 0 0 ANHEUSER-BUSCH COMPANIES, INC. COM 035229103 5671 87400 SH SOLE 87400 0 0 ANN TAYLOR STORES CORPORATION COM 036115103 434 21023 SH SOLE 21023 0 0 ANNALY CAPITAL MGMT, INC. REIT 035710409 2287 170070 SH SOLE 170070 0 0 ANSYS, INC. COM 03662Q105 409 10800 SH SOLE 10800 0 0 ANTHRACITE CAPITAL, INC. REIT 037023108 151 28300 SH SOLE 28300 0 0 ANWORTH MORTGAGE ASSET CORP REIT 037347101 124 21000 SH SOLE 21000 0 0 AON CORPORATION COM 037389103 1640 36464 SH SOLE 36464 0 0 APACHE CORPORATION COM 037411105 10634 101976 SH SOLE 101976 0 0 APEX SILVER MINES LIMITED COM G04074103 30 18000 SH SOLE 18000 0 0 APOLLO GROUP, INC. COM 037604105 1234 20810 SH SOLE 20810 0 0 APPLE, INC. COM 037833100 8923 78500 SH SOLE 78500 0 0 APPLIED BIOSYSTEMS INC COM 038149100 1749 51050 SH SOLE 51050 0 0 APPLIED MATERIALS, INC. COM 038222105 4361 288260 SH SOLE 288260 0 0 APPROACH RESOURCES, INC. COM 03834A103 463 31990 SH SOLE 31990 0 0 ARCH CAPITAL GROUP LTD COM G0450A105 514 7042 SH SOLE 7042 0 0 ARCHSTONE-SMITH OPR TRUST CONV 039584AC1 28650 30000000 PRN SOLE 30000000 0 0 ARK RESTAURANTS CORP. COM 040712101 786 49000 SH SOLE 49000 0 0 ARMSTRONG WORLD IND., INC. COM 04247X102 776 26866 SH SOLE 26866 0 0 ARROW ELECTRONICS, INC. COM 042735100 227 8666 SH SOLE 8666 0 0 ASHFORD HOSPITALITY TRUST REIT 044103109 49 12100 SH SOLE 12100 0 0 ASHLAND, INC. COM 044209104 3036 103837 SH SOLE 103837 0 0 ASPEN TECHNOLOGY, INC. COM 045327103 4658 366830 SH SOLE 366830 0 0 ASSOCIATED BANC-CORPORATION COM 045487105 272 13622 SH SOLE 13622 0 0 ASSURANT, INC. COM 04621X108 1057 19181 SH SOLE 19181 0 0 ATLAS AIR WORLDWIDE HLDG, INC. COM 049164205 3323 82439 SH SOLE 82439 0 0 AUDIOVOX CORP. 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COM 09247X101 215 1103 SH SOLE 1103 0 0 BLOCK H & R, INC. COM 093671105 396 17600 SH SOLE 17600 0 0 BLOUNT INTERNATIONAL, INC. COM 095180105 216 19400 SH SOLE 19400 0 0 BOEING COMPANY COM 097023105 2822 49230 SH SOLE 49230 0 0 BORG-WARNER, INC. COM 099724106 212 6456 SH SOLE 6456 0 0 BOSTON PROPERTIES, INC. REIT 101121101 1249 13346 SH SOLE 13346 0 0 BOSTON SCIENTIFIC CORPORATION COM 101137107 2128 173513 SH SOLE 173513 0 0 BRISTOL-MYERS SQUIBB COMPANY COM 110122108 6598 316491 SH SOLE 316491 0 0 BROADCOM CORPORATION COM 111320107 985 52850 SH SOLE 52850 0 0 BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 1188 77196 SH SOLE 77196 0 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621306 839 144134 SH SOLE 144134 0 0 BUCYRUS INTERNATIONAL, INC. COM 118759109 429 9600 SH SOLE 9600 0 0 BUNGE LIMITED COM G16962105 912 14450 SH SOLE 14450 0 0 BURLINGTON NORTHERN SANTA FE COM 12189T104 5987 64770 SH SOLE 64770 0 0 C A, INC. COM 12673P105 643 32225 SH SOLE 32225 0 0 C B S CORP. 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COM 14141A108 2102 202942 SH SOLE 202942 0 0 CARDINAL HEALTH, INC. COM 14149Y108 931 18900 SH SOLE 18900 0 0 CARNIVAL CORPORATION COM 143658300 939 26547 SH SOLE 26547 0 0 CARRIAGE SERVICES, INC. COM 143905107 2167 619200 SH SOLE 619200 0 0 CASTLE BRANDS, INC. COM 148435100 112 510685 SH SOLE 510685 0 0 CATERPILLAR, INC. COM 149123101 3980 66810 SH SOLE 66810 0 0 CELANESE CORP. COM 150870103 245 8787 SH SOLE 8787 0 0 CENTERPOINT ENERGY, INC. COM 15189T107 1759 120646 SH SOLE 120646 0 0 CENTEX CORPORATION COM 152312104 662 40903 SH SOLE 40903 0 0 CENTURYTEL, INC. COM 156700106 2106 57480 SH SOLE 57480 0 0 CEPHALON, INC. COM 156708109 269 3480 SH SOLE 3480 0 0 CERADYNE, INC. COM 156710105 5316 145000 SH SOLE 145000 0 0 CHASE PACKAGING CORP. COM 161635107 2 19082 SH SOLE 19082 0 0 CHESAPEAKE CORPORATION COM 165159104 16 23900 SH SOLE 23900 0 0 CHESAPEAKE ENERGY CORPORATION COM 165167107 1185 33037 SH SOLE 33037 0 0 CHEVRON TEXACO CAPITAL CORP. COM 166764100 21292 258145 SH SOLE 258145 0 0 CHUBB CORPORATION COM 171232101 4585 83529 SH SOLE 83529 0 0 CHUNGHWA TELECOM CO. LTD ADR 17133Q304 923 39015 SH SOLE 39015 0 0 CHURCH & DWIGHT CO., INC. COM 171340102 409 6580 SH SOLE 6580 0 0 CIGNA CORPORATION COM 125509109 1615 47526 SH SOLE 47526 0 0 CIMAREX ENERGY COMPANY COM 171798101 498 10172 SH SOLE 10172 0 0 CINCINNATI FINANCIAL CORP. COM 172062101 1905 66980 SH SOLE 66980 0 0 CINTAS CORPORATION COM 172908105 360 12534 SH SOLE 12534 0 0 CISCO SYSTEMS, INC. COM 17275R102 6806 301710 SH SOLE 301710 0 0 CITADEL BROADCASTING CORP. CONV 17285TAC0 5801 7498000 PRN SOLE 7498000 0 0 CITIGROUP, INC. COM 172967101 7723 376507 SH SOLE 376507 0 0 CKX INC COM 12562M106 1848 300000 SH SOLE 300000 0 0 CLEAN ENERGY FUELS CORP. COM 184499101 4528 320000 SH SOLE 320000 0 0 CLEVELAND CLIFFS, INC. COM 185896107 574 10840 SH SOLE 10840 0 0 CLOROX COMPANY COM 189054109 940 14973 SH SOLE 14973 0 0 COACH, INC. 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