13F-HR 1 babson13fsept2011.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: 09/30/2011 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 November 03, 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: 814 Form 13F Information Table Value Total: $1,722,320 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 3863 53811 SH SOLE 53811 0 0 A E S CORPORATION COM 00130H105 375 38445 SH SOLE 38445 0 0 A G L RESOURCES, INC. COM 001204106 426 10446 SH SOLE 10446 0 0 A M R CORPORATION COM 001765106 49 16300 SH SOLE 16300 0 0 A V X CORPORATION COM 002444107 182 15300 SH SOLE 15300 0 0 ABBOTT LABORATORIES COM 002824100 8940 174811 SH SOLE 174811 0 0 ABERCROMBIE & FITCH CO. COM 002896207 366 5955 SH SOLE 5955 0 0 ABITIBIBOWATER, INC COM 003687209 1612 107447 SH SOLE 107447 0 0 ABRAXAS PETROLEUM CORP COM 003830106 27 10130 SH SOLE 10130 0 0 ACCENTURE PLC COM G1151C101 2977 56500 SH SOLE 56500 0 0 ACE LTD COM H0023R105 2444 40350 SH SOLE 40350 0 0 ACTIVISION BLIZZARD, INC. 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