UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2006
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: The Chubb Corporation
Address: 15 Mountain View Road
P. O. Box 1615
Warren, NJ 07061-1615
Form 13F File Number: 28-327
The institutional investment 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: Henry B. Schram
Title: Senior Vice President and Chief Accounting Officer
Phone: 908-903-2301
Signature, Place, and Date of Signing:
/s/ Henry B. Schram Warren, New Jersey August 10, 2006
------------------------------------- ------------------ ---------------
[Signature] [City, State] [Date]
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).)
List of Other Managers Reporting for this Manager: None
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 266
Form 13F Information Table Value Total: $1,290,086
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
--- -------------------- ----
01 28 - 2490 Federal Insurance Company
02 28 - 2804 Pacific Indemnity Company
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 1 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
ACCENTURE LTD COM G1150G-11-1 8,804 310,900 X 1 310,900
SEAGATE TECHNOLOGY COM G7945J-10-4 2,037 90,000 X 1 90,000
SEAGATE TECHNOLOGY COM G7945J-10-4 6,792 300,000 X 2 300,000
XL CAPITAL LTD CLASS A COM G98255-10-5 2 33 X 33
XL CAPITAL LTD CLASS A COM G98255-10-5 7,967 129,967 X 1 129,967
XL CAPITAL LTD CLASS A COM G98255-10-5 1,839 30,000 X 2 30,000
FLEXTRONICS INTL LTD COM Y2573F-10-2 5,381 506,724 X 1 506,724
FLEXTRONICS INTL LTD COM Y2573F-10-2 3,647 343,376 X 2 343,376
AGCO CORP COM 001084-10-2 5,790 220,000 X 1 220,000
AGCO CORP COM 001084-10-2 2,632 100,000 X 2 100,000
AES CORPORATION COM 00130H-10-5 11,348 615,100 X 1 615,100
ATI TECHNOLOGIES INC COM 001941-10-3 5,110 350,000 X 1 350,000
ATI TECHNOLOGIES INC COM 001941-10-3 2,920 200,000 X 2 200,000
AT&T INC COM 00206R-10-2 2,789 100,000 X 100,000
AT&T INC COM 00206R-10-2 5,857 210,000 X 1 210,000
AT&T INC COM 00206R-10-2 10,598 380,000 X 2 380,000
ALCOA INC COM 013817-10-1 9,708 300,000 X 1 300,000
ALPHATEC HOLDINGS INC COM 02081G-10-2 18,899 2,999,834 X 1 2,999,834
AMEREN CORPORATION COM 023608-10-2 9,423 186,600 X 1 186,600
AMEREN CORPORATION COM 023608-10-2 4,717 93,400 X 2 93,400
AMGEN INC COM 031162-10-0 3,261 50,000 X 50,000
AMGEN INC COM 031162-10-0 6,523 100,000 X 2 100,000
ATMOS ENERGY CORP COM 049560-10-5 1,954 70,000 X 1 70,000
ATMOS ENERGY CORP COM 049560-10-5 15,351 550,000 X 2 550,000
AVERY DENNISON CORP COM 053611-10-9 2,050 35,300 X 35,300
AVERY DENNISON CORP COM 053611-10-9 8,395 144,600 X 1 144,600
AVON PRODUCTS COM 054303-10-2 9,300 300,000 X 1 300,000
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 3,008 106,100 X 1 106,100
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 2,098 74,000 X 2 74,000
BP PLC-SPONS ADR COM 055622-10-4 7,657 110,000 X 1 110,000
BANK OF AMERICA COM 060505-10-4 962 20,000 X 20,000
BANK OF AMERICA COM 060505-10-4 7,215 150,000 X 1 150,000
BANK OF AMERICA COM 060505-10-4 2,405 50,000 X 2 50,000
BARR PHARMACEUTICALS INC COM 068306-10-9 4,769 100,000 X 1 100,000
BARR PHARMACEUTICALS INC COM 068306-10-9 4,769 100,000 X 2 100,000
BAXTER INTERNATIONAL INC COM 071813-10-9 8,087 220,000 X 1 220,000
BAXTER INTERNATIONAL INC COM 071813-10-9 1,838 50,000 X 2 50,000
BIOGEN IDEC INC COM 09062X-10-3 9,732 210,100 X 1 210,100
BOSTON SCIENTIFIC CORP COM 101137-10-7 6,399 380,000 X 1 380,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 674 40,000 X 2 40,000
BOWATER INC COM 102183-10-0 5,283 232,200 X 1 232,200
BOWATER INC COM 102183-10-0 3,362 147,800 X 2 147,800
BRINKER INTL COM 109641-10-0 5,808 160,000 X 1 160,000
BRISTOL MYERS SQUIBB COM 110122-10-8 4,913 190,000 X 1 190,000
BRISTOL MYERS SQUIBB COM 110122-10-8 7,758 300,000 X 2 300,000
CBS CORP-CL B COM 124857-20-2 8,599 317,900 X 1 317,900
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 2 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
CBS CORP-CL B COM 124857-20-2 1,680 62,100 X 2 62,100
CSX CORP COM 126408-10-3 7,748 110,000 X 1 110,000
CSX CORP COM 126408-10-3 2,818 40,000 X 2 40,000
CVS CORP COM 126650-10-0 3,776 123,000 X 1 123,000
CVS CORP COM 126650-10-0 4,206 137,000 X 2 137,000
CELESTICA INC COM 15101Q-10-8 6,681 700,300 X 1 700,300
CELESTICA INC COM 15101Q-10-8 954 100,000 X 2 100,000
CENDANT CORP COM 151313-10-3 4,072 250,000 X 1 250,000
CENDANT CORP COM 151313-10-3 4,887 300,000 X 2 300,000
CERES GROUP INC COM 156772-10-5 79 12,627 X 12,627
CISCO SYSTEMS INC COM 17275R-10-2 2,461 126,000 X 1 126,000
CISCO SYSTEMS INC COM 17275R-10-2 5,351 274,000 X 2 274,000
CITIGROUP INC COM 172967-10-1 290 6,000 X 6,000
CITIGROUP INC COM 172967-10-1 7,431 154,000 X 1 154,000
CITIGROUP INC COM 172967-10-1 1,930 40,000 X 2 40,000
COCA COLA ENTERPRISES COM 191219-10-4 7,881 386,900 X 1 386,900
COCA COLA ENTERPRISES COM 191219-10-4 3,730 183,100 X 2 183,100
COLGATE PALMOLIVE COM 194162-10-3 7,188 120,000 X 1 120,000
COMERICA INC COM 200340-10-7 4,159 80,000 X 1 80,000
COMERICA INC COM 200340-10-7 1,040 20,000 X 2 20,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 9,187 250,000 X 1 250,000
CONSOLIDATED EDISON INC COM 209115-10-4 2,222 50,000 X 50,000
CONSOLIDATED EDISON INC COM 209115-10-4 7,266 163,500 X 1 163,500
CONSOLIDATED EDISON INC COM 209115-10-4 4,444 100,000 X 2 100,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 6,500 260,000 X 1 260,000
COVENTRY HEALTH CARE INC COM 222862-10-4 443 8,059 X 8,059
COVENTRY HEALTH CARE INC COM 222862-10-4 3,591 65,358 X 1 65,358
COVENTRY HEALTH CARE INC COM 222862-10-4 738 13,432 X 2 13,432
DTE ENERGY COMPANY COM 233331-10-7 6,111 150,000 X 150,000
DTE ENERGY COMPANY COM 233331-10-7 4,074 100,000 X 1 100,000
DTE ENERGY COMPANY COM 233331-10-7 4,062 99,700 X 2 99,700
DEAN FOODS CO COM 242370-10-4 9,298 250,000 X 1 250,000
DEAN FOODS CO COM 242370-10-4 1,116 30,000 X 2 30,000
DELL INC COM 24702R-10-1 5,626 230,000 X 1 230,000
DEVON ENERGY CORPORATION COM 25179M-10-3 6,041 100,000 X 100,000
DEVON ENERGY CORPORATION COM 25179M-10-3 1,208 20,000 X 1 20,000
DIRECTV GROUP INC/THE COM 25459L-10-6 3,630 220,000 X 1 220,000
DIRECTV GROUP INC/THE COM 25459L-10-6 4,125 250,000 X 2 250,000
DOLLAR GENERAL CORP COM 256669-10-2 4,194 300,000 X 1 300,000
DOLLAR GENERAL CORP COM 256669-10-2 3,495 250,000 X 2 250,000
DOLLAR TREE STORES INC COM 256747-10-6 6,360 240,000 X 1 240,000
DOLLAR TREE STORES INC COM 256747-10-6 2,915 110,000 X 2 110,000
DUKE ENERGY CORP COM 26441C-10-5 5,956 202,800 X 202,800
DUKE ENERGY CORP COM 26441C-10-5 5,732 195,156 X 1 195,156
DUKE ENERGY CORP COM 26441C-10-5 7,097 241,644 X 2 241,644
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 3 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
EL PASO CORP COM 28336L-10-9 7,500 500,000 X 1 500,000
EMBARQ CORP COM 29078E-10-5 246 6,000 X 6,000
EMBARQ CORP COM 29078E-10-5 615 15,000 X 1 15,000
ENERGY EAST CORPORATION COM 29266M-10-9 2,311 96,600 X 96,600
ENERGY EAST CORPORATION COM 29266M-10-9 7,760 324,300 X 1 324,300
ENERGY EAST CORPORATION COM 29266M-10-9 3,960 165,500 X 2 165,500
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 2,247 68,000 X 1 68,000
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 7,665 232,000 X 2 232,000
FAMILY DOLLAR STORES COM 307000-10-9 7,329 300,000 X 1 300,000
FAMILY DOLLAR STORES COM 307000-10-9 1,954 80,000 X 2 80,000
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 9,692 170,000 X 1 170,000
FNMA COM 313586-10-9 9,620 200,000 X 1 200,000
FISERVE INC COM 337738-10-8 4,536 100,000 X 1 100,000
FISERVE INC COM 337738-10-8 2,495 55,000 X 2 55,000
GENERAL ELECTRIC COM 369604-10-3 6,262 190,000 X 1 190,000
GENERAL ELECTRIC COM 369604-10-3 2,307 70,000 X 2 70,000
GENERAL MILLS INC COM 370334-10-4 2,583 50,000 X 1 50,000
GENERAL MILLS INC COM 370334-10-4 6,199 120,000 X 2 120,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 6,968 200,000 X 1 200,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 2,787 80,000 X 2 80,000
GLAXOSMITHKLINE PLC-ADR COM 37733W-10-5 10,100 181,000 X 1 181,000
GLOBIX CORP COM 37957F-20-0 612 123,252 X 1 123,252
GREAT PLAINS ENERGY INC COM 391164-10-0 6,564 235,600 X 1 235,600
GREAT PLAINS ENERGY INC COM 391164-10-0 4,778 171,500 X 2 171,500
HCA INC COM 404119-10-9 8,630 200,000 X 1 200,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 3,384 40,000 X 40,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 5,076 60,000 X 1 60,000
HJ HEINZ CO COM 423074-10-3 8,244 200,000 X 1 200,000
HONEYWELL INTERNATIONAL INC COM 438516-10-6 3,340 82,878 X 1 82,878
HONEYWELL INTERNATIONAL INC COM 438516-10-6 2,015 50,000 X 2 50,000
INTEL CORP COM 458140-10-0 4,750 250,000 X 250,000
INTEL CORP COM 458140-10-0 2,850 150,000 X 1 150,000
INTEL CORP COM 458140-10-0 1,900 100,000 X 2 100,000
INTERNATIONAL BUSINESS MACHI COM 459200-10-1 7,682 100,000 X 1 100,000
INTERNATIONAL PAPER CO COM 460146-10-3 7,429 230,000 X 1 230,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 1,670 200,000 X 200,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 5,614 672,300 X 1 672,300
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 693 83,000 X 2 83,000
JP MORGAN CHASE & CO COM 46625H-10-0 1,949 46,400 X 46,400
JP MORGAN CHASE & CO COM 46625H-10-0 8,131 193,600 X 1 193,600
JP MORGAN CHASE & CO COM 46625H-10-0 1,680 40,000 X 2 40,000
JABIL CIRCUIT INC COM 466313-10-3 11,264 440,000 X 1 440,000
KEYSPAN CORP COM 49337W-10-0 2,376 58,800 X 58,800
KEYSPAN CORP COM 49337W-10-0 7,191 178,000 X 1 178,000
KEYSPAN CORP COM 49337W-10-0 5,656 140,000 X 2 140,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 4 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
KINETIC CONCEPTS INC COM 49460W-20-8 5,832 132,100 X 1 132,100
KINETIC CONCEPTS INC COM 49460W-20-8 4,327 98,000 X 2 98,000
LEXMARK INTL GROUP INC COM 529771-10-7 11,166 200,000 X 1 200,000
LIFE POINT HOSPITALS COM 53219L-10-9 6,747 210,000 X 1 210,000
LIFE POINT HOSPITALS COM 53219L-10-9 1,928 60,000 X 2 60,000
LIZ CLAIBORNE INC COM 539320-10-1 3,706 100,000 X 1 100,000
LIZ CLAIBORNE INC COM 539320-10-1 2,224 60,000 X 2 60,000
LORAL SPACE & COMMUNICATIONS COM 543881-10-6 359 12,672 X 1 12,672
LUBRIZOL CORP COM 549271-10-4 6,774 170,000 X 1 170,000
MANOR CARE INC COM 564055-10-1 5,631 120,000 X 1 120,000
MANOR CARE INC COM 564055-10-1 2,815 60,000 X 2 60,000
MANULIFE FINANCIAL SERVICE COM 56501R-10-6 3,645 114,734 X 114,734
MARATHON OIL CORP COM 565849-10-6 12,911 155,000 X 1 155,000
MCAFEE INC COM 579064-10-6 6,674 275,000 X 1 275,000
MCDONALDS CORP COM 580135-10-1 5,944 176,900 X 1 176,900
MCDONALDS CORP COM 580135-10-1 4,136 123,100 X 2 123,100
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 4,583 80,000 X 1 80,000
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 2,291 40,000 X 2 40,000
MERRILL LYNCH & CO COM 590188-10-8 6,260 90,000 X 1 90,000
MERRILL LYNCH & CO COM 590188-10-8 696 10,000 X 2 10,000
MICROSOFT CORP COM 594918-10-4 932 40,000 X 40,000
MICROSOFT CORP COM 594918-10-4 3,262 140,000 X 1 140,000
MICROSOFT CORP COM 594918-10-4 2,796 120,000 X 2 120,000
MORGAN STANLEY DEAN WITTER COM 617446-44-8 6,953 110,000 X 1 110,000
THE MOSAIC CO COM 61945A-10-7 3,351 214,100 X 214,100
THE MOSAIC CO COM 61945A-10-7 5,673 362,500 X 1 362,500
THE MOSAIC CO COM 61945A-10-7 679 43,400 X 2 43,400
MOTOROLA INC COM 620076-10-9 6,649 330,000 X 1 330,000
NBTY INC COM 628782-10-4 7,173 300,000 X 1 300,000
NBTY INC COM 628782-10-4 3,586 150,000 X 2 150,000
NATIONAL CITY CORP COM 635405-10-3 4,296 118,700 X 1 118,700
NATIONAL CITY CORP COM 635405-10-3 3,076 85,000 X 2 85,000
NEWELL RUBBERMAID INC COM 651229-10-6 6,727 260,400 X 1 260,400
NEWELL RUBBERMAID INC COM 651229-10-6 3,089 119,600 X 2 119,600
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 3 2,000 X 2,000
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 108 64,500 X 1 64,500
NISOURCE INC COM 65473P-10-5 7,319 335,100 X 1 335,100
NISOURCE INC COM 65473P-10-5 4,693 214,900 X 2 214,900
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 6,919 130,000 X 1 130,000
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 4,790 90,000 X 2 90,000
NORTHROP GRUMMAN CORP COM 666807-10-2 9,609 150,000 X 1 150,000
NSTAR COM 67019E-10-7 875 30,600 X 30,600
NSTAR COM 67019E-10-7 5,703 199,400 X 1 199,400
NSTAR COM 67019E-10-7 4,862 170,000 X 2 170,000
OGE ENERGY CORP COM 670837-10-3 1,226 35,000 X 35,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 5 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
OGE ENERGY CORP COM 670837-10-3 6,855 195,700 X 1 195,700
OGE ENERGY CORP COM 670837-10-3 8,551 244,100 X 2 244,100
OMNICARE INC COM 681904-10-8 6,402 135,000 X 1 135,000
OMNICARE INC COM 681904-10-8 3,082 65,000 X 2 65,000
ORACLE CORP COM 68389X-10-5 725 50,000 X 50,000
ORACLE CORP COM 68389X-10-5 2,318 160,000 X 1 160,000
ORACLE CORP COM 68389X-10-5 1,159 80,000 X 2 80,000
OWENS ILLINOIS COM 690768-40-3 4,917 293,400 X 1 293,400
OWENS ILLINOIS COM 690768-40-3 5,139 306,600 X 2 306,600
PACTIV CORPORATION COM 695257-10-5 8,168 330,000 X 1 330,000
PEPCO HOLDINGS INC COM 713291-10-2 2,358 100,000 X 100,000
PEPCO HOLDINGS INC COM 713291-10-2 7,725 327,600 X 1 327,600
PEPCO HOLDINGS INC COM 713291-10-2 6,852 290,600 X 2 290,600
PFIZER INC COM 717081-10-3 5,281 225,000 X 1 225,000
PFIZER INC COM 717081-10-3 1,878 80,000 X 2 80,000
PINNACLE WEST CAPITAL COM 723484-10-1 1,996 50,000 X 50,000
PINNACLE WEST CAPITAL COM 723484-10-1 10,377 260,000 X 1 260,000
PINNACLE WEST CAPITAL COM 723484-10-1 2,794 70,000 X 2 70,000
PLANTRONICS INC COM 727493-10-8 7,118 320,500 X 1 320,500
PLANTRONICS INC COM 727493-10-8 2,654 119,500 X 2 119,500
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,934 190,000 X 1 190,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 3,748 120,000 X 2 120,000
PROGRESS ENERGY INC COM 743263-10-5 857 20,000 X 20,000
PROGRESS ENERGY INC COM 743263-10-5 6,954 162,200 X 1 162,200
PROGRESS ENERGY INC COM 743263-10-5 5,590 130,400 X 2 130,400
PUGET ENERGY INC COM 745310-10-2 5,681 264,500 X 1 264,500
PUGET ENERGY INC COM 745310-10-2 4,144 192,900 X 2 192,900
RADIOSHACK CORP COM 750438-10-3 6,738 481,300 X 1 481,300
RADIOSHACK CORP COM 750438-10-3 962 68,700 X 2 68,700
ROWAN COMPANIES INC COM 779382-10-0 8,897 250,000 X 1 250,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,698 100,000 X 1 100,000
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 788 17,678 X 17,678
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 4,925 110,481 X 1 110,481
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 4,986 111,841 X 2 111,841
SANMINA CORP COM 800907-10-7 5,980 1,300,000 X 1 1,300,000
SANMINA CORP COM 800907-10-7 920 200,000 X 2 200,000
SANOFI-AVENTIS-ADR COM 80105N-10-5 10,709 219,900 X 1 219,900
SCANA CORP COM 80589M-10-2 370 9,600 X 9,600
SCANA CORP COM 80589M-10-2 4,491 116,400 X 1 116,400
SCANA CORP COM 80589M-10-2 1,848 47,900 X 2 47,900
SOUTHERN CO COM 842587-10-7 2,211 69,000 X 69,000
SOUTHERN CO COM 842587-10-7 7,019 219,000 X 1 219,000
SOUTHERN CO COM 842587-10-7 3,590 112,000 X 2 112,000
SPRINT CORP COM 852061-10-0 2,399 120,000 X 120,000
SPRINT CORP COM 852061-10-0 5,997 300,000 X 1 300,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING JUNE 30, 2006
PAGE 6 FORM 13F FILE NUMBER: 28 - 327
VOTING AUTHORITY
INVESTMENT DISCRETION (SHARES)
FAIR MARKET ---------------------------------------- -----------------------
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
SPRINT CORP COM 852061-10-0 1,199 60,000 X 2 60,000
STAGE STORES COM 85254C-30-5 388 11,762 X 11,762
STAR GAS PARTNERS LP COM 85512C-10-5 273 101,737 X 1 101,737
SYMANTEC CORP COM 871503-10-8 4,662 300,000 X 1 300,000
SYMANTEC CORP COM 871503-10-8 4,662 300,000 X 2 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 9,477 300,000 X 1 300,000
THERMO ELECTRON CORP COM 883556-10-2 9,665 266,700 X 1 266,700
TIME WARNER INC COM 887317-10-5 865 50,000 X 50,000
TIME WARNER INC COM 887317-10-5 5,190 300,000 X 1 300,000
TIME WARNER INC COM 887317-10-5 3,633 210,000 X 2 210,000
TRIAD HOSPITALS INC COM 89579K-10-9 10,093 255,000 X 1 255,000
TYCO INTERNATIONAL COM 902124-10-6 6,875 250,000 X 1 250,000
TYCO INTERNATIONAL COM 902124-10-6 3,850 140,000 X 2 140,000
TYSON FOODS INC-CL A COM 902494-10-3 8,286 557,600 X 1 557,600
TYSON FOODS INC-CL A COM 902494-10-3 1,373 92,400 X 2 92,400
US BANCORP COM 902973-30-4 1,853 60,000 X 1 60,000
US BANCORP COM 902973-30-4 2,470 80,000 X 2 80,000
UNION PACIFIC CORP COM 907818-10-8 11,155 120,000 X 1 120,000
UNUMPROVIDENT CORP COM 91529Y-10-6 7,252 400,000 X 1 400,000
VERISIGN COM 92343E-10-2 7,159 309,000 X 1 309,000
VERIZON COMMUNICATIONS COM 92343V-10-4 837 25,000 X 25,000
VERIZON COMMUNICATIONS COM 92343V-10-4 6,264 187,043 X 1 187,043
VERIZON COMMUNICATIONS COM 92343V-10-4 8,540 255,000 X 2 255,000
VIACOM INC CL B COM 92553P-20-1 3,405 95,000 X 1 95,000
WACHOVIA CORP COM 929903-10-2 7,031 130,000 X 1 130,000
WAL-MART COM 931142-10-3 10,604 220,134 X 1 220,134
WASHINGTON MUTUAL INC COM 939322-10-3 7,749 170,000 X 1 170,000
WASTE MANAGEMENT INC COM 94106L-10-9 5,382 150,000 X 1 150,000
WASTE MANAGEMENT INC COM 94106L-10-9 2,512 70,000 X 2 70,000
WATSON PHARMACEUTICALS I COM 942683-10-3 3,492 150,000 X 1 150,000
WATSON PHARMACEUTICALS I COM 942683-10-3 1,164 50,000 X 2 50,000
WESTERN DIGITAL CORP COM 958102-10-5 7,859 396,700 X 1 396,700
WESTERN DIGITAL CORP COM 958102-10-5 2,046 103,300 X 2 103,300
WILLIAMS COMPANIES COM 969457-10-0 8,176 350,000 X 1 350,000
WYETH US COM 983024-10-0 888 20,000 X 20,000
WYETH US COM 983024-10-0 3,775 85,000 X 1 85,000
WYETH US COM 983024-10-0 2,887 65,000 X 2 65,000
XCEL ENERGY INC COM 98389B-10-0 8,152 425,000 X 425,000
XCEL ENERGY INC COM 98389B-10-0 6,093 317,700 X 1 317,700
ZIMMER HOLDINGS INC COM 98956P-10-2 230 4,050 X 1 4,050
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1,290,086
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