13F-HR 1 dec200813f.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: 12/31/2008 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: James Masur Title: Chief Compliance Officer Phone: (617) 761-3834 Signature, Place, and Date of Signing: /s/ James Masur, Boston, MA February 13, 2009 -------------------------------------------------------------------------- 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: 838 Form 13F Information Table Value Total: $1,669,281 List of Other Included Managers: Form 13F File Number Name 28-00548 Massachusetts Mutual Life Insurance Company Central Index Key (CIK) Number : 0000225602 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 3550 61680 SH SOLE 61680 0 0 A E S CORPORATION COM 00130H105 506 61300 SH SOLE 61300 0 0 A K STEEL HOLDING CORPORATION COM 001547108 186 19970 SH SOLE 19970 0 0 A M R CORPORATION COM 001765106 187 17564 SH SOLE 17564 0 0 A T & T, INC. COM 00206R102 19586 687227 SH SOLE 687227 0 0 ABBOTT LABORATORIES COM 002824100 7948 148920 SH SOLE 148920 0 0 ABRAXAS PETROLEUM CORP COM 003830106 133 187400 SH SOLE 187400 0 0 ACCENTURE LTD COM G1150G111 721 21990 SH SOLE 21990 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 229 26500 SH SOLE 26500 0 0 ADOBE SYSTEMS, INC. COM 00724F101 1121 52700 SH SOLE 52700 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 277 8240 SH SOLE 8240 0 0 ADVANCED MICRO DEVICES, INC. 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