UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 November 9, 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: 268
---
Form 13F Information Table Value Total: $1,747,956
----------
(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 PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 1 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
ACCENTURE LTD COM G1150G-11-1 9,859 310,900 X 1 310,900
SEAGATE TECHNOLOGY COM G7945J-10-4 2,078 90,000 X 1 90,000
SEAGATE TECHNOLOGY COM G7945J-10-4 6,927 300,000 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 8,929 129,967 X 1 129,967
XL CAPITAL LTD CLASS A COM G98255-10-5 2,061 30,000 X 2 30,000
FLEXTRONICS INTL LTD COM Y2573F-10-2 6,405 506,724 X 1 506,724
FLEXTRONICS INTL LTD COM Y2573F-10-2 4,340 343,376 X 2 343,376
AES CORPORATION COM 00130H-10-5 12,542 615,100 X 1 615,100
AT&T INC COM 00206R-10-2 3,256 100,000 X 100,000
AT&T INC COM 00206R-10-2 6,838 210,000 X 1 210,000
AT&T INC COM 00206R-10-2 12,373 380,000 X 2 380,000
ALCOA INC COM 013817-10-1 8,412 300,000 X 1 300,000
ALPHATEC HOLDINGS COM 02081G-10-2 17,149 2,999,834 X 1 2,999,83
AMEREN CORPORATION COM 023608-10-2 9,851 186,600 X 1 186,600
AMEREN CORPORATION COM 023608-10-2 4,931 93,400 X 2 93,400
ALLIED WRLD ASSUR COM HLDG COM G0219G-20-3 377,538 9,345,000 X 9,345,000
AMGEN INC COM 031162-10-0 3,577 50,000 X 50,000
AMGEN INC COM 031162-10-0 7,153 100,000 X 2 100,000
ATMOS ENERGY CORP COM 049560-10-5 1,998 70,000 X 1 70,000
ATMOS ENERGY CORP COM 049560-10-5 15,703 550,000 X 2 550,000
AVERY DENNISON CORP COM 053611-10-9 2,124 35,300 X 35,300
AVERY DENNISON CORP COM 053611-10-9 8,700 144,600 X 1 144,600
AVIS BUDGET GROUP COM 053774-10-5 457 25,000 X 1 25,000
AVIS BUDGET GROUP COM 053774-10-5 549 30,000 X 2 30,000
AVON PRODUCTS COM 054303-10-2 9,198 300,000 X 1 300,000
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 3,096 106,100 X 1 106,100
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 2,159 74,000 X 2 74,000
BP PLC-SPONS ADR COM 055622-10-4 7,214 110,000 X 1 110,000
BANK OF AMERICA COM 060505-10-4 1,071 20,000 X 20,000
BANK OF AMERICA COM 060505-10-4 8,035 150,000 X 1 150,000
BANK OF AMERICA COM 060505-10-4 2,679 50,000 X 2 50,000
BARR PHARMACEUTICALS INC COM 068306-10-9 5,194 100,000 X 1 100,000
BARR PHARMACEUTICALS INC COM 068306-10-9 5,194 100,000 X 2 100,000
BAXTER INTERNATIONAL INC COM 071813-10-9 10,001 220,000 X 1 220,000
BAXTER INTERNATIONAL INC COM 071813-10-9 2,273 50,000 X 2 50,000
BIOGEN IDEC INC COM 09062X-10-3 9,387 210,100 X 1 210,100
BOSTON SCIENTIFIC CORP COM 101137-10-7 5,620 380,000 X 1 380,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 592 40,000 X 2 40,000
BOWATER INC COM 102183-10-0 4,776 232,200 X 1 232,200
BOWATER INC COM 102183-10-0 3,040 147,800 X 2 147,800
BRINKER INTL COM 109641-10-0 6,306 157,300 X 1 157,300
BRISTOL MYERS SQUIBB COM 110122-10-8 4,735 190,000 X 1 190,000
BRISTOL MYERS SQUIBB COM 110122-10-8 7,476 300,000 X 2 300,000
CBS CORP-CL B COM 124857-20-2 8,955 317,900 X 1 317,900
NAME OF REPORTING MANAGER PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 2 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
CBS CORP-CL B COM 124857-20-2 1,749 62,100 X 2 62,100
CSX CORP COM 126408-10-3 7,223 220,000 X 1 220,000
CSX CORP COM 126408-10-3 2,626 80,000 X 2 80,000
CVS CORP COM 126650-10-0 3,951 123,000 X 1 123,000
CVS CORP COM 126650-10-0 4,400 137,000 X 2 137,000
CELESTICA INC COM 15101Q-10-8 8,592 800,000 X 1 800,000
CELESTICA INC COM 15101Q-10-8 1,074 100,000 X 2 100,000
CISCO SYSTEMS INC COM 17275R-10-2 2,895 126,000 X 1 126,000
CISCO SYSTEMS INC COM 17275R-10-2 6,297 274,000 X 2 274,000
CITIGROUP INC COM 172967-10-1 298 6,000 X 6,000
CITIGROUP INC COM 172967-10-1 11,126 224,000 X 1 224,000
CITIGROUP INC COM 172967-10-1 1,987 40,000 X 2 40,000
COCA COLA ENTERPRISES COM 191219-10-4 8,059 386,900 X 1 386,900
COCA COLA ENTERPRISES COM 191219-10-4 3,814 183,100 X 2 183,100
COLGATE PALMOLIVE COM 194162-10-3 7,452 120,000 X 1 120,000
COMERICA INC COM 200340-10-7 4,554 30,000 x 1 30,000
COMERICA INC COM 200340-10-7 1,138 20,000 X 2 20,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 9,337 250,000 X 1 250,000
CONSOLIDATED EDISON INC COM 209115-10-4 2,310 50,000 X 50,000
CONSOLIDATED EDISON INC COM 209115-10-4 7,554 163,500 X 1 163,500
CONSOLIDATED EDISON INC COM 209115-10-4 4,620 100,000 X 2 100,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 11,800 410,000 X 1 410,000
COVENTRY HEALTH CARE INC COM 222862-10-4 415 8,059 X 8,059
COVENTRY HEALTH CARE INC COM 222862-10-4 3,367 65,358 X 1 65,358
COVENTRY HEALTH CARE INC COM 222862-10-4 692 13,432 X 2 13,432
DTE ENERGY COMPANY COM 233331-10-7 6,227 150,000 X 150,000
DTE ENERGY COMPANY COM 233331-10-7 4,151 100,000 X 1 100,000
DTE ENERGY COMPANY COM 233331-10-7 4,139 99,700 X 99,700
DEAN FOODS CO COM 242370-10-4 10,505 250,000 X 1 250,000
DEAN FOODS CO COM 242370-10-4 1,261 30,000 X 2 30,000
DELL INC COM 24702R-10-1 10,278 450,000 X 1 450,000
DEVON ENERGY CORPORATION COM 25179M-10-3 6,315 100,000 X 100,000
DEVON ENERGY CORPORATION COM 25179M-10-3 1,263 20,000 X 1 20,000
DIRECTV GROUP INC/THE COM 25459L-10-6 4,330 220,000 X 1 220,000
DOLLAR GENERAL CORP COM 256669-10-2 6,134 450,000 X 1 450,000
DOLLAR GENERAL CORP COM 256669-10-2 3,408 250,000 X 2 250,000
DOLLAR TREE STORES INC COM 256747-10-6 7,430 240,000 X 1 240,000
DOLLAR TREE STORES INC COM 256747-10-6 3,406 110,000 X 2 110,000
DUKE ENERGY CORP COM 26441C-10-5 6,124 202,800 X 202,800
DUKE ENERGY CORP COM 26441C-10-5 5,894 195,156 X 1 195,156
DUKE ENERGY CORP COM 26441C-10-5 7,298 241,644 X 2 241,644
EL PASO CORP COM 28336L-10-9 6,820 500,000 X 1 500,000
EMBARQ CORP COM 29078E-10-5 290 6,000 X 6,000
EMBARQ CORP COM 29078E-10-5 725 15,000 X 1 15,000
ENERGY EAST CORPORATION COM 29266M-10-9 2,291 96,600 X 96,600
NAME OF REPORTING MANAGER PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 3 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
ENERGY EAST CORPORATION COM 29266M-10-9 7,692 324,300 X 1 324,300
ENERGY EAST CORPORATION COM 29266M-10-9 3,926 165,500 X 2 165,500
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 4,757 138,000 X 1 138,000
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 7,997 232,000 X 2 232,000
FAMILY DOLLAR STORES COM 307000-10-9 8,772 300,000 X 1 300,000
FAMILY DOLLAR STORES COM 307000-10-9 2,339 80,000 X 2 80,000
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 11,276 170,000 X 1 170,000
FNMA COM 313586-10-9 11,182 200,000 X 1 200,000
FISERVE INC COM 337738-10-8 4,709 100,000 X 1 100,000
FISERVE INC COM 337738-10-8 2,590 55,000 X 2 55,000
GENERAL ELECTRIC COM 369604-10-3 6,707 190,000 X 1 190,000
GENERAL ELECTRIC COM 369604-10-3 2,471 70,000 X 2 70,000
GENERAL MILLS INC COM 370334-10-4 2,830 50,000 X 1 50,000
GENERAL MILLS INC COM 370334-10-4 6,792 120,000 X 2 120,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 7,002 200,000 X 1 200,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 2,801 80,000 X 2 80,000
GLAXOSMITHKLINE PLC-ADR COM 37733W-10-5 9,635 181,000 X 1 181,000
GLOBIX CORP COM 37957F-20-0 563 120,997 X 1 120,997
GREAT PLAINS ENERGY INC COM 391164-10-0 7,308 235,600 X 1 235,600
GREAT PLAINS ENERGY INC COM 391164-10-0 5,320 171,500 X 2 171,500
HCA INC COM 404119-10-9 9,978 200,000 X 1 200,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 3,470 40,000 X 40,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 5,205 60,000 X 1 60,000
HEALTHCARE SERVICES GROUP COM 421906-10-8 213 8,461 X 1 8,461
HJ HEINZ CO COM 423074-10-3 8,386 200,000 X 1 200,000
HONEYWELL INTERNATIONAL INC COM 438516-10-6 3,390 82,878 X 1 82,878
HONEYWELL INTERNATIONAL INC COM 438516-10-6 2,045 50,000 X 2 50,000
INTEL CORP COM 458140-10-0 5,143 250,000 X 250,000
INTEL CORP COM 458140-10-0 3,085 150,000 X 1 150,000
INTEL CORP COM 458140-10-0 2,057 100,000 X 2 100,000
INTERNATIONAL BUSINESS MACHI COM 459200-10-1 8,194 100,000 X 1 100,000
INTERNATIONAL PAPER CO COM 460146-10-3 7,965 230,000 X 1 230,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 1,980 200,000 X 200,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 6,656 672,300 X 1 672,300
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 822 83,000 X 2 83,000
JP MORGAN CHASE & CO COM 46625H-10-0 2,179 46,400 X 46,400
JP MORGAN CHASE & CO COM 46625H-10-0 9,091 193,600 X 1 193,600
JP MORGAN CHASE & CO COM 46625H-10-0 1,878 40,000 X 2 40,000
JABIL CIRCUIT INC COM 466313-10-3 12,571 440,000 X 1 440,000
KEYSPAN CORP COM 49337W-10-0 2,419 58,800 X 58,800
KEYSPAN CORP COM 49337W-10-0 7,323 178,000 X 1 178,000
KEYSPAN CORP COM 49337W-10-0 5,760 140,000 X 2 140,000
KINETIC CONCEPTS INC COM 49460W-20-8 4,156 132,100 X 1 132,100
KINETIC CONCEPTS INC COM 49460W-20-8 3,083 98,000 X 2 98,000
LEXMARK INTL GROUP INC COM 529771-10-7 11,532 200,000 X 1 200,000
NAME OF REPORTING MANAGER PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 4 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
LIFE POINT HOSPITALS COM 53219L-10-9 7,417 210,000 X 1 210,000
LIFE POINT HOSPITALS COM 53219L-10-9 2,119 60,000 X 2 60,000
LIZ CLAIBORNE INC COM 539320-10-1 3,951 100,000 X 1 100,000
LIZ CLAIBORNE INC COM 539320-10-1 2,371 60,000 X 2 60,000
LORAL SPACE & COMMUNICATIONS COM 543881-10-6 334 12,711 X 1 12,711
LUBRIZOL CORP COM 549271-10-4 7,774 170,000 X 1 170,000
MANOR CARE INC COM 564055-10-1 6,274 120,000 X 1 120,000
MANOR CARE INC COM 564055-10-1 3,137 60,000 X 2 60,000
MANULIFE FINANCIAL SERVICE COM 56501R-10-6 3,701 114,734 X 114,734
MARATHON OIL CORP COM 565849-10-6 9,228 120,000 X 1 120,000
MCAFEE INC COM 579064-10-6 6,726 275,000 X 1 275,000
MCAFEE INC COM 579064-10-6 2,084 85,200 X 2 85,200
MCDONALDS CORP COM 580135-10-1 6,920 176,900 X 1 176,900
MCDONALDS CORP COM 580135-10-1 4,816 123,100 X 2 123,100
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 4,809 80,000 X 1 80,000
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 2,404 40,000 X 2 40,000
MERRILL LYNCH & CO COM 590188-10-8 7,040 90,000 X 1 90,000
MERRILL LYNCH & CO COM 590188-10-8 782 10,000 X 2 10,000
MICROSOFT CORP COM 594918-10-4 1,094 40,000 X 40,000
MICROSOFT CORP COM 594918-10-4 3,829 140,000 X 1 140,000
MICROSOFT CORP COM 594918-10-4 3,282 120,000 X 2 120,000
MORGAN STANLEY DEAN WITTER COM 617446-44-8 8,020 110,000 X 1 110,000
THE MOSAIC CO COM 61945A-10-7 3,618 214,100 X 214,100
THE MOSAIC CO COM 61945A-10-7 6,126 362,500 X 1 362,500
THE MOSAIC CO COM 61945A-10-7 733 43,400 X 2 43,400
MOTOROLA INC COM 620076-10-9 8,250 330,000 X 1 330,000
NBTY INC COM 628782-10-4 8,781 300,000 X 1 300,000
NBTY INC COM 628782-10-4 4,391 150,000 X 2 150,000
NATIONAL CITY CORP COM 635405-10-3 4,344 118,700 X 1 118,700
NATIONAL CITY CORP COM 635405-10-3 3,111 85,000 X 2 85,000
NEWELL RUBBERMAID INC COM 651229-10-6 7,374 260,400 X 1 260,400
NEWELL RUBBERMAID INC COM 651229-10-6 3,387 119,600 X 2 119,600
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 4 2,000 X 2,000
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 113 64,500 X 1 64,500
NISOURCE INC COM 65473P-10-5 7,285 335,100 X 1 335,100
NISOURCE INC COM 65473P-10-5 4,672 214,900 X 2 214,900
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 5,727 130,000 X 1 130,000
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 3,965 90,000 X 2 90,000
NORTHROP GRUMMAN CORP COM 666807-10-2 10,210 150,000 X 1 150,000
NSTAR COM 67019E-10-7 1,021 30,600 X 30,600
NSTAR COM 67019E-10-7 6,652 199,400 X 1 199,400
NSTAR COM 67019E-10-7 5,671 170,000 X 2 170,000
OGE ENERGY CORP COM 670837-10-3 1,264 35,000 X 35,000
OGE ENERGY CORP COM 670837-10-3 7,067 195,700 X 1 195,700
OGE ENERGY CORP COM 670837-10-3 8,814 244,100 X 2 244,100
NAME OF REPORTING MANAGER PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 5 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
OMNICARE INC COM 681904-10-8 5,817 135,000 X 1 135,000
OMNICARE INC COM 681904-10-8 2,801 65,000 X 2 65,000
ORACLE CORP COM 68389X-10-5 887 50,000 X 50,000
ORACLE CORP COM 68389X-10-5 2,838 160,000 X 1 160,000
ORACLE CORP COM 68389X-10-5 1,419 80,000 X 2 80,000
OWENS ILLINOIS COM 690768-40-3 5,295 343,400 X 1 343,400
OWENS ILLINOIS COM 690768-40-3 4,728 306,600 X 2 306,600
PACTIV CORPORATION COM 695257-10-5 9,379 330,000 X 1 330,000
PEPCO HOLDINGS INC COM 713291-10-2 2,417 100,000 X 100,000
PEPCO HOLDINGS INC COM 713291-10-2 7,918 327,600 X 1 327,600
PEPCO HOLDINGS INC COM 713291-10-2 7,024 290,600 X 2 290,600
PFIZER INC COM 717081-10-3 11,145 393,000 X 1 393,000
PFIZER INC COM 717081-10-3 2,269 80,000 X 2 80,000
PINNACLE WEST CAPITAL COM 723484-10-1 2,253 50,000 X 50,000
PINNACLE WEST CAPITAL COM 723484-10-1 11,713 260,000 X 1 260,000
PINNACLE WEST CAPITAL COM 723484-10-1 3,154 70,000 X 2 70,000
PLANTRONICS INC COM 727493-10-8 5,618 320,500 X 1 320,500
PLANTRONICS INC COM 727493-10-8 2,095 119,500 X 2 119,500
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,210 190,000 X 1 190,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,210 190,000 X 2 190,000
PROGRESS ENERGY INC COM 743263-10-5 908 20,000 X 20,000
PROGRESS ENERGY INC COM 743263-10-5 7,361 162,200 X 1 162,200
PROGRESS ENERGY INC COM 743263-10-5 5,918 130,400 X 2 130,400
PUGET ENERGY INC COM 745310-10-2 6,012 264,500 X 1 264,500
PUGET ENERGY INC COM 745310-10-2 4,385 192,900 X 2 192,900
RADIOSHACK CORP COM 750438-10-3 9,289 481,300 X 1 481,300
RADIOSHACK CORP COM 750438-10-3 1,326 68,700 X 2 68,700
REALOGY CORP COM 75605E-10-0 1,417 62,500 X 1 62,500
REALOGY CORP COM 75605E-10-0 1,701 75,000 X 2 75,000
ROWAN COMPANIES INC COM 779382-10-0 7,907 250,000 X 1 250,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,610 100,000 X 1 100,000
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 829 17,678 X 17,678
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 5,180 110,481 X 1 110,481
ST PAUL TRAVELERS COMPANIES COM 792860-10-8 5,244 111,841 X 2 111,841
SANMINA CORP COM 800907-10-7 7,655 2,046,900 X 1 2,046,900
SANMINA CORP COM 800907-10-7 748 200,000 X 2 200,000
SANOFI-AVENTIS-ADR COM 80105N-10-5 9,779 219,900 X 1 219,900
SCANA CORP COM 80589M-10-2 386 9,600 X 9,600
SCANA CORP COM 80589M-10-2 4,687 116,400 X 1 116,400
SCANA CORP COM 80589M-10-2 1,929 47,900 X 2 47,900
SOUTHERN CO COM 842587-10-7 2,378 69,000 X 69,000
SOUTHERN CO COM 842587-10-7 7,547 219,000 X 1 219,000
SOUTHERN CO COM 842587-10-7 3,860 112,000 X 2 112,000
SPRINT CORP COM 852061-10-0 2,058 120,000 X 120,000
SPRINT CORP COM 852061-10-0 7,717 450,000 X 1 450,000
NAME OF REPORTING MANAGER PERIOD ENDING
THE CHUBB CORPORATION SEPTEMBER 30, 2006
PAGE 6 FORM 13F FILE NUMBER: 28 - 327
INVESTMENT DISCRETION VOTING AUTHORITY
FAIR MARKET ---------------------------------------- (SHARES)
VALUE SHARED -----------------------
NAME OF ISSUER CLASS CUSIP (000) SHARES SOLE SHARED OTHERS MANAGER SOLE SHARED NONE
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
SPRINT CORP COM 852061-10-0 1,029 60,000 X 2 60,000
STAGE STORES COM 85254C-30-5 345 11,762 X 11,762
STAR GAS PARTNERS LP COM 85512C-10-5 253 101,737 X 1 101,737
SYMANTEC CORP COM 871503-10-8 6,384 300,000 X 1 300,000
SYMANTEC CORP COM 871503-10-8 6,384 300,000 X 2 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 10,227 300,000 X 1 300,000
THERMO ELECTRON CORP COM 883556-10-2 10,489 266,700 X 1 266,700
TIME WARNER INC COM 887317-10-5 912 50,000 X 50,000
TIME WARNER INC COM 887317-10-5 5,469 300,000 X 1 300,000
TIME WARNER INC COM 887317-10-5 6,381 350,000 X 2 350,000
TRIAD HOSPITALS INC COM 89579K-10-9 11,228 255,000 X 1 255,000
TYCO INTERNATIONAL COM 902124-10-6 6,997 250,000 X 1 250,000
TYCO INTERNATIONAL COM 902124-10-6 3,919 140,000 X 2 140,000
TYSON FOODS INC-CL A COM 902494-10-3 8,854 557,600 X 1 557,600
TYSON FOODS INC-CL A COM 902494-10-3 1,467 92,400 X 2 92,400
US BANCORP COM 902973-30-4 1,993 60,000 X 1 60,000
US BANCORP COM 902973-30-4 2,658 80,000 X 2 80,000
UNION PACIFIC CORP COM 907818-10-8 10,560 120,000 X 1 120,000
UNUMPROVIDENT CORP COM 91529Y-10-6 10,664 550,000 X 1 550,000
VERISIGN COM 92343E-10-2 9,090 450,000 X 1 450,000
VERIZON COMMUNICATIONS COM 92343V-10-4 928 25,000 X 25,000
VERIZON COMMUNICATIONS COM 92343V-10-4 6,945 187,043 X 1 187,043
VERIZON COMMUNICATIONS COM 92343V-10-4 9,468 255,000 X 2 255,000
VIACOM INC CL B COM 92553P-20-1 3,532 95,000 X 1 95,000
WACHOVIA CORP COM 929903-10-2 7,254 130,000 X 1 130,000
WACHOVIA CORP COM 929903-10-2 3,906 70,000 X 2 70,000
WAL-MART COM 931142-10-3 10,857 220,134 X 1 220,134
WASHINGTON MUTUAL INC COM 939322-10-3 7,390 170,000 X 1 170,000
WASTE MANAGEMENT INC COM 94106L-10-9 5,502 150,000 X 1 150,000
WASTE MANAGEMENT INC COM 94106L-10-9 2,568 70,000 X 2 70,000
WATSON PHARMACEUTICALS I COM 942683-10-3 3,926 150,000 X 1 150,000
WATSON PHARMACEUTICALS I COM 942683-10-3 1,309 50,000 X 2 50,000
WESTERN DIGITAL CORP COM 958102-10-5 7,180 396,700 X 1 396,700
WESTERN DIGITAL CORP COM 958102-10-5 1,870 103,300 X 2 103,300
WILLIAMS COMPANIES COM 969457-10-0 8,355 350,000 X 1 350,000
WYETH US COM 983024-10-0 1,017 20,000 X 20,000
WYETH US COM 983024-10-0 4,321 85,000 X 1 85,000
WYETH US COM 983024-10-0 3,305 65,000 X 2 65,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 1,398 50,000 X 1 50,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 1,678 60,000 X 2 60,000
XCEL ENERGY INC COM 98389B-10-0 8,776 425,000 X 425,000
XCEL ENERGY INC COM 98389B-10-0 6,560 317,700 X 1 317,700
ZIMMER HOLDINGS INC COM 98956P-10-2 273 4,050 X 1 4,050
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1,747,956
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