UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 May 11, 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: 250
---
Form 13F Information Table Value Total: $1,188,542
----------
(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 MARCH 31, 2006
PAGE 1 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
SEAGATE TECHNOLOGY COM G7945J-10-4 4,476 170,000 X 1 170,000
SEAGATE TECHNOLOGY COM G7945J-10-4 7,899 300,000 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 7,052 110,000 X 1 110,000
XL CAPITAL LTD CLASS A COM G98255-10-5 1,923 30,000 X 2 30,000
FLEXTRONICS INTL LTD COM Y2573F-10-2 5,245 506,724 X 1 506,724
FLEXTRONICS INTL LTD COM Y2573F-10-2 3,554 343,376 X 2 343,376
AGCO CORP COM 001084-10-2 4,563 220,000 X 1 220,000
AGCO CORP COM 001084-10-2 2,074 100,000 X 2 100,000
AES CORPORATION COM 00130H-10-5 8,579 502,900 X 1 502,900
ATI TECHNOLOGIES INC COM 001941-10-3 4,295 250,000 X 1 250,000
ATI TECHNOLOGIES INC COM 001941-10-3 2,577 150,000 X 2 150,000
AT&T INC COM 00206R-10-2 2,704 100,000 X 100,000
AT&T INC COM 00206R-10-2 5,678 210,000 X 1 210,000
AT&T INC COM 00206R-10-2 10,275 380,000 X 2 380,000
ALCOA INC COM 013817-10-1 9,168 300,000 X 1 300,000
AMEREN CORPORATION COM 023608-10-2 9,296 186,600 X 1 186,600
AMEREN CORPORATION COM 023608-10-2 4,653 93,400 X 2 93,400
AMGEN INC COM 031162-10-0 7,275 100,000 X 2 100,000
ATMOS ENERGY CORP COM 049560-10-5 1,843 70,000 X 1 70,000
ATMOS ENERGY CORP COM 049560-10-5 14,482 550,000 X 2 550,000
AVERY DENNISON CORP COM 053611-10-9 8,187 140,000 X 1 140,000
AVON PRODUCTS COM 054303-10-2 9,351 300,000 X 1 300,000
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 3,343 106,100 X 1 106,100
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 2,332 74,000 X 2 74,000
BP PLC-SPONS ADR COM 055622-10-4 7,583 110,000 X 1 110,000
BANK OF AMERICA COM 060505-10-4 911 20,000 X 20,000
BANK OF AMERICA COM 060505-10-4 6,831 150,000 X 1 150,000
BANK OF AMERICA COM 060505-10-4 2,277 50,000 X 2 50,000
BAXTER INTERNATIONAL INC COM 071813-10-9 7,374 190,000 X 1 190,000
BAXTER INTERNATIONAL INC COM 071813-10-9 1,941 50,000 X 2 50,000
BIOMET INC COM 090613-10-0 7,729 217,600 X 1 217,600
BIOGEN IDEC INC COM 09062X-10-3 9,896 210,100 X 1 210,100
BOSTON SCIENTIFIC CORP COM 101137-10-7 8,759 380,000 X 1 380,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 922 40,000 X 2 40,000
BOWATER INC COM 102183-10-0 5,176 175,000 X 1 175,000
BOWATER INC COM 102183-10-0 740 25,000 X 2 25,000
BRINKER INTL COM 109641-10-0 6,760 160,000 X 1 160,000
BRISTOL MYERS SQUIBB COM 110122-10-8 4,676 190,000 X 1 190,000
BRISTOL MYERS SQUIBB COM 110122-10-8 7,383 300,000 X 2 300,000
CBS CORP-CL B COM 124857-20-2 7,623 317,900 X 1 317,900
CSX CORP COM 126408-10-3 6,578 110,000 X 1 110,000
CSX CORP COM 126408-10-3 2,392 40,000 X 2 40,000
CVS CORP COM 126650-10-0 3,674 123,000 X 1 123,000
CVS CORP COM 126650-10-0 4,092 137,000 X 2 137,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2006
PAGE 2 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
CATERPILLAR INC -UK COM 149123-10-1 1,017 17,600 X 1 17,600
CELESTICA INC COM 15101Q-10-8 4,236 370,000 X 1 370,000
CELESTICA INC COM 15101Q-10-8 1,145 100,000 X 2 100,000
CENDANT CORP COM 151313-10-3 4,338 250,000 X 1 250,000
CENDANT CORP COM 151313-10-3 5,205 300,000 X 2 300,000
CINERGY CORP COM 172474-10-8 5,903 130,000 X 130,000
CINERGY CORP COM 172474-10-8 5,681 125,100 X 1 125,100
CINERGY CORP COM 172474-10-8 7,034 154,900 X 2 154,900
CISCO SYSTEMS INC COM 17275R-10-2 2,730 126,000 X 1 126,000
CISCO SYSTEMS INC COM 17275R-10-2 5,938 274,000 X 2 274,000
CITIGROUP INC COM 172967-10-1 283 6,000 X 6,000
CITIGROUP INC COM 172967-10-1 7,273 154,000 X 1 154,000
CITIGROUP INC COM 172967-10-1 1,889 40,000 X 2 40,000
COCA COLA ENTERPRISES COM 191219-10-4 6,446 316,900 X 1 316,900
COCA COLA ENTERPRISES COM 191219-10-4 3,724 183,100 X 2 183,100
COLGATE PALMOLIVE COM 194162-10-3 6,852 120,000 X 1 120,000
COMERICA INC COM 200340-10-7 4,638 80,000 X 1 80,000
COMERICA INC COM 200340-10-7 1,159 20,000 X 2 20,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 9,037 250,000 X 1 250,000
CONSOLIDATED EDISON INC COM 209115-10-4 2,175 50,000 X 50,000
CONSOLIDATED EDISON INC COM 209115-10-4 7,112 163,500 X 1 163,500
CONSOLIDATED EDISON INC COM 209115-10-4 4,350 100,000 X 2 100,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 6,513 260,000 X 1 260,000
COVENTRY HEALTH CARE INC COM 222862-10-4 435 8,059 X 8,059
COVENTRY HEALTH CARE INC COM 222862-10-4 3,528 65,358 X 1 65,358
COVENTRY HEALTH CARE INC COM 222862-10-4 725 13,432 X 2 13,432
DTE ENERGY COMPANY COM 233331-10-7 6,014 150,000 X 150,000
DTE ENERGY COMPANY COM 233331-10-7 4,009 100,000 X 1 100,000
DTE ENERGY COMPANY COM 233331-10-7 3,997 99,700 X 2 99,700
DEAN FOODS CO COM 242370-10-4 6,213 160,000 X 1 160,000
DEAN FOODS CO COM 242370-10-4 1,165 30,000 X 2 30,000
DELL INC COM 24702R-10-1 6,845 230,000 X 1 230,000
DEVON ENERGY CORPORATION COM 25179M-10-3 6,117 100,000 X 100,000
DEVON ENERGY CORPORATION COM 25179M-10-3 1,223 20,000 X 1 20,000
DIRECTV GROUP INC/THE COM 25459L-10-6 3,608 220,000 X 1 220,000
DIRECTV GROUP INC/THE COM 25459L-10-6 4,100 250,000 X 2 250,000
DOLLAR GENERAL CORP COM 256669-10-2 5,301 300,000 X 1 300,000
DOLLAR GENERAL CORP COM 256669-10-2 4,418 250,000 X 2 250,000
DOLLAR TREE STORES INC COM 256747-10-6 6,641 240,000 X 1 240,000
DOLLAR TREE STORES INC COM 256747-10-6 3,044 110,000 X 2 110,000
EL PASO CORP COM 28336L-10-9 6,025 500,000 X 1 500,000
ENERGY EAST CORPORATION COM 29266M-10-9 2,347 96,600 X 96,600
ENERGY EAST CORPORATION COM 29266M-10-9 7,880 324,300 X 1 324,300
ENERGY EAST CORPORATION COM 29266M-10-9 4,022 165,500 X 2 165,500
FAMILY DOLLAR STORES COM 307000-10-9 7,980 300,000 X 1 300,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2006
PAGE 3 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
FAMILY DOLLAR STORES COM 307000-10-9 2,128 80,000 X 2 80,000
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 8,845 145,000 X 1 145,000
FNMA COM 313586-10-9 10,280 200,000 X 1 200,000
FISERVE INC COM 337738-10-8 4,255 100,000 X 1 100,000
FISERVE INC COM 337738-10-8 2,340 55,000 X 2 55,000
GENERAL ELECTRIC COM 369604-10-3 6,608 190,000 X 1 190,000
GENERAL ELECTRIC COM 369604-10-3 2,435 70,000 X 2 70,000
GENERAL MILLS INC COM 370334-10-4 2,534 50,000 X 1 50,000
GENERAL MILLS INC COM 370334-10-4 6,082 120,000 X 2 120,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 6,686 200,000 X 1 200,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 2,674 80,000 X 2 80,000
GLAXOSMITHKLINE PLC-ADR COM 37733W-10-5 7,323 140,000 X 1 140,000
GLOBIX CORP COM 37957F-20-0 351 127,502 X 1 127,502
GREAT PLAINS ENERGY INC COM 391164-10-0 6,632 235,600 X 1 235,600
GREAT PLAINS ENERGY INC COM 391164-10-0 4,828 171,500 X 2 171,500
HCA INC COM 404119-10-9 7,097 155,000 X 1 155,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 3,222 40,000 X 40,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 4,833 60,000 X 1 60,000
HJ HEINZ CO COM 423074-10-3 7,584 200,000 X 1 200,000
HONEYWELL INTERNATIONAL INC COM 438516-10-6 3,545 82,878 X 1 82,878
HONEYWELL INTERNATIONAL INC COM 438516-10-6 2,139 50,000 X 2 50,000
INCO LTD COM 453258-40-2 2,495 50,000 X 1 50,000
INCO LTD COM 453258-40-2 6,985 140,000 X 2 140,000
INTEL CORP COM 458140-10-0 1,168 60,000 X 1 60,000
INTEL CORP COM 458140-10-0 1,946 100,000 X 2 100,000
INTERNATIONAL BUSINESS MACHI COM 459200-10-1 8,247 100,000 X 1 100,000
INTERNATIONAL PAPER CO COM 460146-10-3 7,951 230,000 X 1 230,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 5,420 567,000 X 1 567,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 793 83,000 X 2 83,000
JP MORGAN CHASE & CO COM 46625H-10-0 1,932 46,400 X 46,400
JP MORGAN CHASE & CO COM 46625H-10-0 8,062 193,600 X 1 193,600
JP MORGAN CHASE & CO COM 46625H-10-0 1,666 40,000 X 2 40,000
JONES APPAREL GROUP INC COM 480074-10-3 6,374 180,200 X 1 180,200
KEYSPAN CORP COM 49337W-10-0 2,403 58,800 X 58,800
KEYSPAN CORP COM 49337W-10-0 7,275 178,000 X 1 178,000
KEYSPAN CORP COM 49337W-10-0 5,722 140,000 X 2 140,000
KINETIC CONCEPTS INC COM 49460W-20-8 5,438 132,100 X 1 132,100
KINETIC CONCEPTS INC COM 49460W-20-8 4,035 98,000 X 2 98,000
LEXMARK INTL GROUP INC COM 529771-10-7 9,076 200,000 X 1 200,000
LIFE POINT HOSPITALS COM 53219L-10-9 4,976 160,000 X 1 160,000
LIFE POINT HOSPITALS COM 53219L-10-9 1,866 60,000 X 2 60,000
LIZ CLAIBORNE INC COM 539320-10-1 4,098 100,000 X 1 100,000
LIZ CLAIBORNE INC COM 539320-10-1 2,459 60,000 X 2 60,000
LUBRIZOL CORP COM 549271-10-4 7,284 170,000 X 1 170,000
MANOR CARE INC COM 564055-10-1 5,322 120,000 X 1 120,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2006
PAGE 4 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
MANOR CARE INC COM 564055-10-1 2,661 60,000 X 2 60,000
MANULIFE FINANCIAL SERVICE COM 56501R-10-6 3,601 57,367 X 57,367
MARATHON OIL CORP COM 565849-10-6 11,806 155,000 X 1 155,000
MCAFEE INC COM 579064-10-6 6,691 275,000 X 1 275,000
MCDONALDS CORP COM 580135-10-1 2,642 76,900 X 1 76,900
MCDONALDS CORP COM 580135-10-1 4,230 123,100 X 2 123,100
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 4,578 80,000 X 1 80,000
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 2,289 40,000 X 2 40,000
MERRILL LYNCH & CO COM 590188-10-8 7,088 90,000 X 1 90,000
MERRILL LYNCH & CO COM 590188-10-8 788 10,000 X 2 10,000
MICROSOFT CORP COM 594918-10-4 1,088 40,000 X 40,000
MICROSOFT CORP COM 594918-10-4 3,809 140,000 X 1 140,000
MICROSOFT CORP COM 594918-10-4 3,265 120,000 X 2 120,000
MORGAN STANLEY DEAN WITTER COM 617446-44-8 6,910 110,000 X 1 110,000
THE MOSAIC CO COM 61945A-10-7 2,153 150,000 X 150,000
THE MOSAIC CO COM 61945A-10-7 3,480 242,500 X 1 242,500
THE MOSAIC CO COM 61945A-10-7 623 43,400 X 2 43,400
MOTOROLA INC COM 620076-10-9 7,560 330,000 X 1 330,000
NBTY INC COM 628782-10-4 6,756 300,000 X 1 300,000
NBTY INC COM 628782-10-4 3,378 150,000 X 2 150,000
NATIONAL CITY CORP COM 635405-10-3 4,143 118,700 X 1 118,700
NATIONAL CITY CORP COM 635405-10-3 2,967 85,000 X 2 85,000
NEWELL RUBBERMAID INC COM 651229-10-6 6,559 260,400 X 1 260,400
NEWELL RUBBERMAID INC COM 651229-10-6 3,013 119,600 X 2 119,600
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 4 2,000 X 2,000
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 140 64,500 X 1 64,500
NISOURCE INC COM 65473P-10-5 6,776 335,100 X 1 335,100
NISOURCE INC COM 65473P-10-5 4,345 214,900 X 2 214,900
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 7,029 130,000 X 1 130,000
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 4,866 90,000 X 2 90,000
NORTHROP GRUMMAN CORP COM 666807-10-2 10,243 150,000 X 1 150,000
NSTAR COM 67019E-10-7 875 30,600 X 30,600
NSTAR COM 67019E-10-7 5,705 199,400 X 1 199,400
NSTAR COM 67019E-10-7 4,864 170,000 X 2 170,000
OGE ENERGY CORP COM 670837-10-3 1,015 35,000 X 35,000
OGE ENERGY CORP COM 670837-10-3 5,675 195,700 X 1 195,700
OGE ENERGY CORP COM 670837-10-3 7,079 244,100 X 2 244,100
OMNICARE INC COM 681904-10-8 7,424 135,000 X 1 135,000
OMNICARE INC COM 681904-10-8 3,574 65,000 X 2 65,000
ORACLE CORP COM 68389X-10-5 685 50,000 X 50,000
ORACLE CORP COM 68389X-10-5 2,190 160,000 X 1 160,000
ORACLE CORP COM 68389X-10-5 1,095 80,000 X 2 80,000
OWENS ILLINOIS COM 690768-40-3 4,704 270,800 X 1 270,800
OWENS ILLINOIS COM 690768-40-3 3,981 229,200 X 2 229,200
PACTIV CORPORATION COM 695257-10-5 8,098 330,000 X 1 330,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2006
PAGE 5 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
PEPCO HOLDINGS INC COM 713291-10-2 2,279 100,000 X 100,000
PEPCO HOLDINGS INC COM 713291-10-2 7,466 327,600 X 1 327,600
PEPCO HOLDINGS INC COM 713291-10-2 6,623 290,600 X 2 290,600
PFIZER INC COM 717081-10-3 5,607 225,000 X 1 225,000
PFIZER INC COM 717081-10-3 1,994 80,000 X 2 80,000
PINNACLE WEST CAPITAL COM 723484-10-1 1,955 50,000 X 50,000
PINNACLE WEST CAPITAL COM 723484-10-1 10,166 260,000 X 1 260,000
PINNACLE WEST CAPITAL COM 723484-10-1 2,737 70,000 X 2 70,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,924 190,000 X 1 190,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 3,742 120,000 X 2 120,000
PROGRESS ENERGY INC COM 743263-10-5 880 20,000 X 20,000
PROGRESS ENERGY INC COM 743263-10-5 7,134 162,200 X 1 162,200
PROGRESS ENERGY INC COM 743263-10-5 5,735 130,400 X 2 130,400
PUGET ENERGY INC COM 745310-10-2 5,602 264,500 X 1 264,500
PUGET ENERGY INC COM 745310-10-2 4,086 192,900 X 2 192,900
RADIOSHACK CORP COM 750438-10-3 5,923 308,000 X 1 308,000
RADIOSHACK CORP COM 750438-10-3 1,321 68,700 X 2 68,700
ROWAN COMPANIES INC COM 779382-10-0 10,990 250,000 X 1 250,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,226 100,000 X 1 100,000
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 739 17,678 X 17,678
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 4,617 110,481 X 1 110,481
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 4,674 111,841 X 2 111,841
SANMINA CORP COM 800907-10-7 5,330 1,300,000 X 1 1,300,000
SANMINA CORP COM 800907-10-7 820 200,000 X 2 200,000
SANOFI-AVENTIS-ADR COM 80105N-10-5 10,434 219,900 X 1 219,900
SCANA CORP COM 80589M-10-2 377 9,600 X 9,600
SCANA CORP COM 80589M-10-2 4,567 116,400 X 1 116,400
SCANA CORP COM 80589M-10-2 1,880 47,900 X 2 47,900
SOUTHERN CO COM 842587-10-7 2,261 69,000 X 69,000
SOUTHERN CO COM 842587-10-7 7,176 219,000 X 1 219,000
SOUTHERN CO COM 842587-10-7 3,670 112,000 X 2 112,000
SPRINT CORP COM 852061-10-0 3,101 120,000 X 120,000
SPRINT CORP COM 852061-10-0 7,752 300,000 X 1 300,000
STAGE STORES COM 85254C-30-5 350 11,762 X 11,762
SYMANTEC CORP COM 871503-10-8 5,049 300,000 X 1 300,000
SYMANTEC CORP COM 871503-10-8 3,366 200,000 X 2 200,000
THERMO ELECTRON CORP COM 883556-10-2 9,892 266,700 X 1 266,700
TIME WARNER INC COM 887317-10-5 840 50,000 X 50,000
TIME WARNER INC COM 887317-10-5 5,037 300,000 X 1 300,000
TIME WARNER INC COM 887317-10-5 3,526 210,000 X 2 210,000
TRIAD HOSPITALS INC COM 89579K-10-9 9,637 230,000 X 1 230,000
TYCO INTERNATIONAL COM 902124-10-6 6,720 250,000 X 1 250,000
TYCO INTERNATIONAL COM 902124-10-6 2,419 90,000 X 2 90,000
TYSON FOODS INC-CL A COM 902494-10-3 6,013 437,600 X 1 437,600
TYSON FOODS INC-CL A COM 902494-10-3 1,270 92,400 X 2 92,400
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2006
PAGE 6 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
(SHARES)
FAIR MARKET
VALUE SHARED
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----- ----------- ------ ---- ------ ------ ------- ---- ------ ----
US BANCORP COM 902973-30-4 1,830 60,000 X 1 60,000
US BANCORP COM 902973-30-4 2,440 80,000 X 2 80,000
UNION PACIFIC CORP COM 907818-10-8 11,202 120,000 X 1 120,000
UNUMPROVIDENT CORP COM 91529Y-10-6 8,192 400,000 X 1 400,000
VERISIGN COM 92343E-10-2 7,413 309,000 X 1 309,000
VERIZON COMMUNICATIONS COM 92343V-10-4 852 25,000 X 25,000
VERIZON COMMUNICATIONS COM 92343V-10-4 6,371 187,043 X 1 187,043
VERIZON COMMUNICATIONS COM 92343V-10-4 8,685 255,000 X 2 255,000
VIACOM INC CL B COM 92553P-20-1 3,686 95,000 X 1 95,000
WACHOVIA CORP COM 929903-10-2 7,286 130,000 X 1 130,000
WAL-MART COM 931142-10-3 10,399 220,134 X 1 220,134
WASHINGTON MUTUAL INC COM 939322-10-3 7,245 170,000 X 1 170,000
WASTE MANAGEMENT INC COM 94106L-10-9 5,295 150,000 X 1 150,000
WASTE MANAGEMENT INC COM 94106L-10-9 2,471 70,000 X 2 70,000
WATSON PHARMACEUTICALS COM 942683-10-3 4,311 150,000 X 1 150,000
WATSON PHARMACEUTICALS COM 942683-10-3 1,437 50,000 X 2 50,000
WESTERN DIGITAL CORP COM 958102-10-5 7,708 396,700 X 1 396,700
WESTERN DIGITAL CORP COM 958102-10-5 2,007 103,300 X 2 103,300
WILLIAMS COMPANIES COM 969457-10-0 7,486 350,000 X 1 350,000
WYETH US COM 983024-10-0 970 20,000 X 20,000
WYETH US COM 983024-10-0 4,124 85,000 X 1 85,000
WYETH US COM 983024-10-0 3,154 65,000 X 2 65,000
XCEL ENERGY INC COM 98389B-10-0 7,714 425,000 X 425,000
XCEL ENERGY INC COM 98389B-10-0 5,766 317,700 X 1 317,700
ZIMMER HOLDINGS INC COM 98956P-10-2 274 4,050 X 1 4,050
---------
1,188,542
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