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
                                                   ---------
                                                   1,290,086
                                                   =========