13F-HR 1 babsondec13fdec2010.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: 12/31/2010 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/ Ruth Howe, Springfield, MA February 10, 2011 -------------------------------------------------------------------------- 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: 737 Form 13F Information Table Value Total: $1,836,549 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 2217 25696 SH SOLE 25696 0 0 A E S CORPORATION COM 00130H105 590 48327 SH SOLE 48327 0 0 A T & T, INC. COM 00206R102 16481 560984 SH SOLE 560984 0 0 ABBOTT LABORATORIES COM 002824100 5721 119439 SH SOLE 119439 0 0 ABERCROMBIE & FITCH CO. COM 002896207 325 5649 SH SOLE 5649 0 0 ABITIBIBOWATER, INC COM 003687209 1065 45005 SH SOLE 45005 0 0 ABRAXAS PETROLEUM CORP COM 003830106 47 10130 SH SOLE 10130 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 535 43000 SH SOLE 43000 0 0 ADELPHIA RECOVERY TRUST COM 00685R409 0 8174644 SH SOLE 8174644 0 0 ADOBE SYSTEMS, INC. COM 00724F101 817 26523 SH SOLE 26523 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 366 5540 SH SOLE 5540 0 0 ADVANCED MICRO DEVICES, INC. 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