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 =========