13F-HR 1 babson13fsept2010.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: 09/30/2010 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: Ruth Howe Title: Managing Director Phone: (413)226-1243 Signature, Place, and Date of Signing: /s/ John Robbins, Boston, MA November 18, 2010 -------------------------------------------------------------------------- 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: 729 Form 13F Information Table Value Total: $1,384,675 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 4561 52606 SH SOLE 52606 0 0 A E S CORPORATION COM 00130H105 682 60127 SH SOLE 60127 0 0 A T & T, INC. COM 00206R102 16155 564884 SH SOLE 564884 0 0 A V X CORPORATION COM 002444107 241 17480 SH SOLE 17480 0 0 ABBOTT LABORATORIES COM 002824100 6469 123819 SH SOLE 123819 0 0 ABERCROMBIE & FITCH CO. COM 002896207 232 5849 SH SOLE 5849 0 0 ABRAXAS PETROLEUM CORP COM 003830106 29 10130 SH SOLE 10130 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 482 44600 SH SOLE 44600 0 0 ADELPHIA RECOVERY TRUST COM 00685R409 119 8174644 SH SOLE 8174644 0 0 ADOBE SYSTEMS, INC. COM 00724F101 1089 41623 SH SOLE 41623 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 420 7160 SH SOLE 7160 0 0 ADVANCED MICRO DEVICES, INC. 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COM 12673P105 669 31642 SH SOLE 31642 0 0 C B RICHARD ELLIS GROUP, INC. REIT 12497T101 262 14374 SH SOLE 14374 0 0 C B S CORP. COM 124857202 1219 76798 SH SOLE 76798 0 0 C F INDUSTRIES HOLDINGS, INC. COM 125269100 316 3312 SH SOLE 3312 0 0 C H ROBINSON WORLDWIDE, INC. COM 12541W209 675 9638 SH SOLE 9638 0 0 C I T GROUP, INC. COM 125581801 2433 59591 SH SOLE 59591 0 0 C M S ENERGY CORPORATION COM 125896100 500 27715 SH SOLE 27715 0 0 C R BARD, INC. COM 067383109 606 7434 SH SOLE 7434 0 0 C S X CORPORATION COM 126408103 2492 45039 SH SOLE 45039 0 0 CABLEVISION SYSTEMS CORP. COM 12686C109 363 13890 SH SOLE 13890 0 0 CABOT OIL & GAS CORPORATION COM 127097103 249 8283 SH SOLE 8283 0 0 CALIFORNIA COASTAL COMM, INC. COM 129915203 365 435399 SH SOLE 435399 0 0 CALPINE CORPORATION COM 131347304 323 25983 SH SOLE 25983 0 0 CAMERON INTERNATIONAL CORP. COM 13342B105 364 8513 SH SOLE 8513 0 0 CAMPBELL SOUP COMPANY COM 134429109 1097 30681 SH SOLE 30681 0 0 CAPITAL ONE FINANCIAL CORP. 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