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, 2007
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 9, 2007
------------------------------------- ------------------ -----------
[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: 276
---
Form 13F Information Table Value Total: $1,982,938
-----------
(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 THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
ALLIED WRLD ASSUR COM HLDG COM G0219G-20-3 399,499 9,345,000 X 9,345,000
ACCENTURE LTD COM G1150G-11-1 11,982 310,900 X 1 310,900
SEAGATE TECHNOLOGY COM G7945J-10-4 2,796 120,000 X 1 120,000
SEAGATE TECHNOLOGY COM G7945J-10-4 6,990 300,000 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 9,092 129,967 X 1 129,967
XL CAPITAL LTD CLASS A COM G98255-10-5 3,498 50,000 X 2 50,000
FLEXTRONICS INTL LTD COM Y2573F-10-2 5,544 506,724 X 1 506,724
FLEXTRONICS INTL LTD COM Y2573F-10-2 3,757 343,376 X 2 343,376
AES CORPORATION COM 00130H-10-5 13,237 615,100 X 1 615,100
AT&T INC COM 00206R-10-2 3,943 100,000 X 100,000
AT&T INC COM 00206R-10-2 8,280 210,000 X 1 210,000
AT&T INC COM 00206R-10-2 14,983 380,000 X 2 380,000
ALCAN ALUMINUM COM 013716-10-5 13,050 250,000 X 1 250,000
ALCOA INC COM 013817-10-1 11,865 350,000 X 1 350,000
ALCOA INC COM 013817-10-1 3,390 100,000 X 2 100,000
ALPHATEC HOLDINGS COM 02081G-10-2 12,599 2,999,834 X 1 2,999,834
AMEREN CORPORATION COM 023608-10-2 9,386 186,600 X 1 186,600
AMEREN CORPORATION COM 023608-10-2 4,698 93,400 X 2 93,400
AMGEN INC COM 031162-10-0 2,794 50,000 X 50,000
AMGEN INC COM 031162-10-0 5,588 100,000 X 2 100,000
ATMOS ENERGY CORP COM 049560-10-5 2,189 70,000 X 1 70,000
ATMOS ENERGY CORP COM 049560-10-5 17,204 550,000 X 2 550,000
AVERY DENNISON CORP COM 053611-10-9 2,268 35,300 X 35,300
AVERY DENNISON CORP COM 053611-10-9 9,292 144,600 X 1 144,600
AVIS BUDGET GROUP COM 053774-10-5 683 25,000 X 1 25,000
AVIS BUDGET GROUP COM 053774-10-5 820 30,000 X 2 30,000
AVON PRODUCTS COM 054303-10-2 11,178 300,000 X 1 300,000
AVON PRODUCTS COM 054303-10-2 4,844 130,000 X 2 130,000
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 3,589 106,100 X 1 106,100
BJ'S WHOLESALE CLUB INC COM 05548J-10-6 2,503 74,000 X 2 74,000
BP PLC-SPONS ADR COM 055622-10-4 7,122 110,000 X 1 110,000
BANK OF AMERICA COM 060505-10-4 1,020 20,000 X 20,000
BANK OF AMERICA COM 060505-10-4 7,653 150,000 X 1 150,000
BANK OF AMERICA COM 060505-10-4 2,551 50,000 X 2 50,000
BARR PHARMACEUTICALS INC COM 068306-10-9 9,270 200,000 X 1 200,000
BARR PHARMACEUTICALS INC COM 068306-10-9 4,635 100,000 X 2 100,000
BAXTER INTERNATIONAL INC COM 071813-10-9 11,587 220,000 X 1 220,000
BAXTER INTERNATIONAL INC COM 071813-10-9 2,634 50,000 X 2 50,000
BIOGEN IDEC INC COM 09062X-10-3 9,324 210,100 X 1 210,100
BOSTON SCIENTIFIC CORP COM 101137-10-7 8,142 560,000 X 1 560,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 2,036 140,000 X 2 140,000
BOWATER INC COM 102183-10-0 5,531 232,200 X 1 232,200
BOWATER INC COM 102183-10-0 3,521 147,800 X 2 147,800
BRISTOL MYERS SQUIBB COM 110122-10-8 5,274 190,000 X 1 190,000
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
BRISTOL MYERS SQUIBB COM 110122-10-8 8,328 300,000 X 2 300,000
CBS CORP-CL B COM 124857-20-2 9,725 317,900 X 1 317,900
CBS CORP-CL B COM 124857-20-2 1,900 62,100 X 2 62,100
CSX CORP COM 126408-10-3 8,811 220,000 X 1 220,000
CSX CORP COM 126408-10-3 3,204 80,000 X 2 80,000
CVS CORP COM 126650-10-0 4,199 123,000 X 1 123,000
CVS CORP COM 126650-10-0 4,677 137,000 X 2 137,000
CELESTICA INC COM 15101Q-10-8 6,130 1,000,000 X 1 1,000,000
CELESTICA INC COM 15101Q-10-8 613 100,000 X 2 100,000
CISCO SYSTEMS INC COM 17275R-10-2 3,217 126,000 X 1 126,000
CISCO SYSTEMS INC COM 17275R-10-2 6,995 274,000 X 2 274,000
CITIGROUP INC COM 172967-10-1 308 6,000 X 6,000
CITIGROUP INC COM 172967-10-1 11,500 224,000 X 1 224,000
CITIGROUP INC COM 172967-10-1 4,621 90,000 X 2 90,000
COCA COLA ENTERPRISES COM 191219-10-4 7,975 393,847 X 1 393,847
COCA COLA ENTERPRISES COM 191219-10-4 6,200 306,153 X 2 306,153
COLGATE PALMOLIVE COM 194162-10-3 8,015 120,000 X 1 120,000
COMERICA INC COM 200340-10-7 4,730 80,000 X 1 80,000
COMERICA INC COM 200340-10-7 1,182 20,000 X 2 20,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 8,812 250,000 X 1 250,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 7,050 200,000 X 2 200,000
CONOCOPHILLIPS COM 20825C-10-4 12,987 190,000 X 1 190,000
CONSOLIDATED EDISON INC COM 209115-10-4 2,553 50,000 X 50,000
CONSOLIDATED EDISON INC COM 209115-10-4 8,348 163,500 X 1 163,500
CONSOLIDATED EDISON INC COM 209115-10-4 5,106 100,000 X 2 100,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 9,955 470,000 X 1 470,000
CORNING INC COM 219350-10-5 6,822 300,000 X 1 300,000
CORNING INC COM 219350-10-5 4,548 200,000 X 2 200,000
COVENTRY HEALTH CARE INC COM 222862-10-4 452 8,059 X 8,059
COVENTRY HEALTH CARE INC COM 222862-10-4 11,126 198,509 X 1 198,509
COVENTRY HEALTH CARE INC COM 222862-10-4 4,676 83,432 X 2 83,432
DTE ENERGY COMPANY COM 233331-10-7 7,185 150,000 X 150,000
DTE ENERGY COMPANY COM 233331-10-7 4,790 100,000 X 1 100,000
DTE ENERGY COMPANY COM 233331-10-7 4,776 99,700 X 2 99,700
DEAN FOODS CO COM 242370-10-4 11,685 250,000 X 1 250,000
DEAN FOODS CO COM 242370-10-4 1,402 30,000 X 2 30,000
DELL INC COM 24702R-10-1 12,766 550,000 X 1 550,000
DOLLAR GENERAL CORP COM 256669-10-2 3,173 150,000 X 1 150,000
DOLLAR GENERAL CORP COM 256669-10-2 5,288 250,000 X 2 250,000
DOLLAR TREE STORES INC COM 256747-10-6 9,178 240,000 X 1 240,000
DOLLAR TREE STORES INC COM 256747-10-6 4,206 110,000 X 2 110,000
DOW CHEMICAL CO COM 260543-10-3 16,510 360,000 X 1 360,000
DUKE ENERGY CORP COM 26441C-10-5 4,115 202,800 X 202,800
DUKE ENERGY CORP COM 26441C-10-5 3,960 195,156 X 1 195,156
DUKE ENERGY CORP COM 26441C-10-5 4,903 241,644 X 2 241,644
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
EL PASO CORP COM 28336L-10-9 7,235 500,000 X 1 500,000
EMBARQ CORP COM 29078E-10-5 338 6,000 X 6,000
EMBARQ CORP COM 29078E-10-5 845 15,000 X 1 15,000
ENERGY EAST CORPORATION COM 29266M-10-9 2,353 96,600 X 96,600
ENERGY EAST CORPORATION COM 29266M-10-9 7,900 324,300 X 1 324,300
ENERGY EAST CORPORATION COM 29266M-10-9 4,032 165,500 X 2 165,500
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 5,118 138,000 X 1 138,000
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 8,605 232,000 X 2 232,000
FAMILY DOLLAR STORES COM 307000-10-9 8,886 300,000 X 1 300,000
FAMILY DOLLAR STORES COM 307000-10-9 2,370 80,000 X 2 80,000
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 10,113 170,000 X 1 170,000
FNMA COM 313586-10-9 10,916 200,000 X 1 200,000
FNMA COM 313586-10-9 2,729 50,000 X 2 50,000
FISERVE INC COM 337738-10-8 5,306 100,000 X 1 100,000
FISERVE INC COM 337738-10-8 2,918 55,000 X 2 55,000
GENERAL ELECTRIC COM 369604-10-3 8,486 240,000 X 1 240,000
GENERAL ELECTRIC COM 369604-10-3 6,718 190,000 X 2 190,000
GENERAL MILLS INC COM 370334-10-4 2,911 50,000 X 1 50,000
GENERAL MILLS INC COM 370334-10-4 6,986 120,000 X 2 120,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 6,988 200,000 X 1 200,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 2,795 80,000 X 2 80,000
GLAXOSMITHKLINE PLC-ADR COM 37733W-10-5 10,002 181,000 X 1 181,000
GREAT PLAINS ENERGY INC COM 391164-10-0 7,645 235,600 X 1 235,600
GREAT PLAINS ENERGY INC COM 391164-10-0 5,565 171,500 X 2 171,500
HARTFORD FINANCIAL SERVICES COM 416515-10-4 3,823 40,000 X 40,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 5,735 60,000 X 1 60,000
HEALTHCARE SERVICES GROUP COM 421906-10-8 242 8,461 X 1 8,461
HJ HEINZ CO COM 423074-10-3 9,424 200,000 X 1 200,000
HONEYWELL INTERNATIONAL INC COM 438516-10-6 3,817 82,878 X 1 82,878
HONEYWELL INTERNATIONAL INC COM 438516-10-6 2,303 50,000 X 2 50,000
IDEARC INC COM 451663-10-8 44 1,250 X 1,250
IDEARC INC COM 451663-10-8 328 9,352 X 1 9,352
IDEARC INC COM 451663-10-8 448 12,750 X 2 12,750
INTEL CORP COM 458140-10-0 4,783 250,000 X 250,000
INTEL CORP COM 458140-10-0 2,870 150,000 X 1 150,000
INTEL CORP COM 458140-10-0 1,913 100,000 X 2 100,000
INTERNATIONAL BUSINESS MACHI COM 459200-10-1 13,196 140,000 X 1 140,000
INTERNATIONAL PAPER CO COM 460146-10-3 11,648 320,000 X 1 320,000
INTERNATIONAL PAPER CO COM 460146-10-3 1,489 40,900 X 2 40,900
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 2,462 200,000 X 200,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 8,276 672,300 X 1 672,300
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 1,022 83,000 X 2 83,000
JP MORGAN CHASE & CO COM 46625H-10-0 2,245 46,400 X 46,400
JP MORGAN CHASE & CO COM 46625H-10-0 9,366 193,600 X 1 193,600
JP MORGAN CHASE & CO COM 46625H-10-0 1,935 40,000 X 2 40,000
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
JABIL CIRCUIT INC COM 466313-10-3 9,420 440,000 X 1 440,000
KEYSPAN CORP COM 49337W-10-0 2,420 58,800 X 58,800
KEYSPAN CORP COM 49337W-10-0 7,325 178,000 X 1 178,000
KEYSPAN CORP COM 49337W-10-0 5,761 140,000 X 2 140,000
LEXMARK INTL GROUP INC COM 529771-10-7 6,331 108,300 X 1 108,300
LIFE POINT HOSPITALS COM 53219L-10-9 8,026 210,000 X 1 210,000
LIFE POINT HOSPITALS COM 53219L-10-9 5,641 147,600 X 2 147,600
LIZ CLAIBORNE INC COM 539320-10-1 4,285 100,000 X 1 100,000
LIZ CLAIBORNE INC COM 539320-10-1 2,571 60,000 X 2 60,000
LORAL SPACE & COMMUNICATIONS COM 543881-10-6 216 4,250 X 1 4,250
LUBRIZOL CORP COM 549271-10-4 8,760 170,000 X 1 170,000
MANOR CARE INC COM 564055-10-1 6,523 120,000 X 1 120,000
MANOR CARE INC COM 564055-10-1 3,262 60,000 X 2 60,000
MANULIFE FINANCIAL SERVICE COM 56501R-10-6 3,952 114,734 X 114,734
MCAFEE INC COM 579064-10-6 7,997 275,000 X 1 275,000
MCAFEE INC COM 579064-10-6 2,478 85,200 X 2 85,200
MCDONALDS CORP COM 580135-10-1 7,969 176,900 X 1 176,900
MCDONALDS CORP COM 580135-10-1 5,546 123,100 X 2 123,100
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 5,802 80,000 X 1 80,000
MEDCO HEALTH SOLUTIONS INC COM 58405U-10-2 2,901 40,000 X 2 40,000
MERRILL LYNCH & CO COM 590188-10-8 7,350 90,000 X 1 90,000
MERRILL LYNCH & CO COM 590188-10-8 817 10,000 X 2 10,000
MICROSOFT CORP COM 594918-10-4 1,115 40,000 X 40,000
MICROSOFT CORP COM 594918-10-4 3,902 140,000 X 1 140,000
MICROSOFT CORP COM 594918-10-4 3,344 120,000 X 2 120,000
MORGAN STANLEY DEAN WITTER COM 617446-44-8 8,664 110,000 X 1 110,000
THE MOSAIC CO COM 61945A-10-7 5,708 214,100 X 214,100
THE MOSAIC CO COM 61945A-10-7 9,664 362,500 X 1 362,500
THE MOSAIC CO COM 61945A-10-7 1,157 43,400 X 2 43,400
MOTOROLA INC COM 620076-10-9 10,249 580,000 X 1 580,000
MOTOROLA INC COM 620076-10-9 2,120 120,000 X 2 120,000
NATIONAL CITY CORP COM 635405-10-3 4,421 118,700 X 1 118,700
NATIONAL CITY CORP COM 635405-10-3 3,166 85,000 X 2 85,000
NEWELL RUBBERMAID INC COM 651229-10-6 8,096 260,400 X 1 260,400
NEWELL RUBBERMAID INC COM 651229-10-6 3,718 119,600 X 2 119,600
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 4 2,000 X 2,000
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 131 64,500 X 1 64,500
NISOURCE INC COM 65473P-10-5 8,190 335,100 X 1 335,100
NISOURCE INC COM 65473P-10-5 5,252 214,900 X 2 214,900
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 6,578 130,000 X 1 130,000
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 4,554 90,000 X 2 90,000
NORTHROP GRUMMAN CORP COM 666807-10-2 11,133 150,000 X 1 150,000
NSTAR COM 67019E-10-7 1,075 30,600 X 30,600
NSTAR COM 67019E-10-7 7,003 199,400 X 1 199,400
NSTAR COM 67019E-10-7 5,970 170,000 X 2 170,000
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
OGE ENERGY CORP COM 670837-10-3 101 2,600 X 2,600
OGE ENERGY CORP COM 670837-10-3 1,009 26,000 X 1 26,000
OFFICE DEPOT INC COM 676220-10-6 10,550 300,224 X 1 300,224
OMNICARE INC COM 681904-10-8 5,369 135,000 X 1 135,000
OMNICARE INC COM 681904-10-8 5,568 140,000 X 2 140,000
ORACLE CORP COM 68389X-10-5 907 50,000 X 50,000
ORACLE CORP COM 68389X-10-5 2,901 160,000 X 1 160,000
ORACLE CORP COM 68389X-10-5 1,450 80,000 X 2 80,000
OWENS ILLINOIS COM 690768-40-3 8,875 344,400 X 1 344,400
OWENS ILLINOIS COM 690768-40-3 10,195 395,600 X 2 395,600
PEPCO HOLDINGS INC COM 713291-10-2 2,902 100,000 X 100,000
PEPCO HOLDINGS INC COM 713291-10-2 9,507 327,600 X 1 327,600
PEPCO HOLDINGS INC COM 713291-10-2 8,433 290,600 X 2 290,600
PFIZER INC COM 717081-10-3 9,927 393,000 X 1 393,000
PFIZER INC COM 717081-10-3 2,021 80,000 X 2 80,000
PINNACLE WEST CAPITAL COM 723484-10-1 2,413 50,000 X 50,000
PINNACLE WEST CAPITAL COM 723484-10-1 12,545 260,000 X 1 260,000
PINNACLE WEST CAPITAL COM 723484-10-1 3,378 70,000 X 2 70,000
PLANTRONICS INC COM 727493-10-8 9,460 400,500 X 1 400,500
PLANTRONICS INC COM 727493-10-8 4,523 191,500 X 2 191,500
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,719 190,000 X 1 190,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 5,719 190,000 X 2 190,000
PROGRESS ENERGY INC COM 743263-10-5 1,009 20,000 X 20,000
PROGRESS ENERGY INC COM 743263-10-5 8,181 162,200 X 1 162,200
PROGRESS ENERGY INC COM 743263-10-5 6,577 130,400 X 2 130,400
PUGET ENERGY INC COM 745310-10-2 6,792 264,500 X 1 264,500
PUGET ENERGY INC COM 745310-10-2 4,954 192,900 X 2 192,900
QUEST DIAGNOSTICS INC COM 74834L-10-0 14,961 300,000 X 1 300,000
RADIOSHACK CORP COM 750438-10-3 13,010 481,300 X 1 481,300
RADIOSHACK CORP COM 750438-10-3 7,263 268,700 X 2 268,700
ROWAN COMPANIES INC COM 779382-10-0 8,117 250,000 X 1 250,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,630 100,000 X 1 100,000
SANMINA CORP COM 800907-10-7 8,138 2,248,000 X 1 2,248,000
SANMINA CORP COM 800907-10-7 724 200,000 X 2 200,000
SANOFI-AVENTIS-ADR COM 80105N-10-5 13,053 300,000 X 1 300,000
SCANA CORP COM 80589M-10-2 414 9,600 X 9,600
SCANA CORP COM 80589M-10-2 5,025 116,400 X 1 116,400
SCANA CORP COM 80589M-10-2 2,068 47,900 X 2 47,900
SMITHFIELD FOODS INC COM 832248-10-8 10,854 362,400 X 1 362,400
SMITHFIELD FOODS INC COM 832248-10-8 2,624 87,600 X 2 87,600
SOUTHERN CO COM 842587-10-7 2,529 69,000 X 69,000
SOUTHERN CO COM 842587-10-7 8,026 219,000 X 1 219,000
SOUTHERN CO COM 842587-10-7 4,105 112,000 X 2 112,000
SPECTRA ENERGY CORP COM 847560-10-9 2,664 101,400 X 101,400
SPECTRA ENERGY CORP COM 847560-10-9 2,563 97,578 X 1 97,578
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
SPECTRA ENERGY CORP COM 847560-10-9 3,174 120,822 X 2 120,822
SPRINT CORP COM 852061-10-0 2,275 120,000 X 120,000
SPRINT CORP COM 852061-10-0 8,532 450,000 X 1 450,000
SPRINT CORP COM 852061-10-0 1,138 60,000 X 2 60,000
STAGE STORES COM 85254C-30-5 411 17,642 X 17,642
STAR GAS PARTNERS LP COM 85512C-10-5 375 95,939 X 1 95,939
SYMANTEC CORP COM 871503-10-8 5,190 300,000 X 1 300,000
SYMANTEC CORP COM 871503-10-8 5,190 300,000 X 2 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 11,229 300,000 X 1 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 3,743 100,000 X 2 100,000
THERMO FISHER SCIENTIFIC INC COM 883556-10-2 12,468 266,700 X 1 266,700
TIME WARNER INC COM 887317-10-5 986 50,000 X 50,000
TIME WARNER INC COM 887317-10-5 5,916 300,000 X 1 300,000
TIME WARNER INC COM 887317-10-5 6,902 350,000 X 2 350,000
TOTAL SA-SPON ADR COM 89151E-10-9 13,956 200,000 X 1 200,000
TRAVELERS COS INC COM 89417E-10-9 915 17,678 X 17,678
TRAVELERS COS INC COM 89417E-10-9 5,720 110,481 X 1 110,481
TRAVELERS COS INC COM 89417E-10-9 5,790 111,841 X 2 111,841
TRIAD HOSPITALS INC COM 89579K-10-9 15,675 300,000 X 1 300,000
TYCO INTERNATIONAL COM 902124-10-6 7,887 250,000 X 1 250,000
TYCO INTERNATIONAL COM 902124-10-6 4,417 140,000 X 2 140,000
TYSON FOODS INC-CL A COM 902494-10-3 10,823 557,600 X 1 557,600
TYSON FOODS INC-CL A COM 902494-10-3 4,705 242,400 X 2 242,400
US BANCORP COM 902973-30-4 2,098 60,000 X 1 60,000
US BANCORP COM 902973-30-4 2,798 80,000 X 2 80,000
USI HOLDINGS CORP COM 90333H-10-1 472 28,038 X 1 28,038
UNION PACIFIC CORP COM 907818-10-8 12,186 120,000 X 1 120,000
UNUM GROUP COM 91529Y-10-6 12,667 550,000 X 1 550,000
VECTREN CORPORATION COM 92240G-10-1 8,580 300,000 X 1 300,000
VECTREN CORPORATION COM 92240G-10-1 7,150 250,000 X 2 250,000
VERISIGN COM 92343E-10-2 11,304 450,000 X 1 450,000
VERIZON COMMUNICATIONS COM 92343V-10-4 948 25,000 X 25,000
VERIZON COMMUNICATIONS COM 92343V-10-4 7,093 187,043 X 1 187,043
VERIZON COMMUNICATIONS COM 92343V-10-4 9,670 255,000 X 2 255,000
VIACOM INC CL B COM 92553P-20-1 12,333 300,000 X 1 300,000
WACHOVIA CORP COM 929903-10-2 7,157 130,000 X 1 130,000
WACHOVIA CORP COM 929903-10-2 3,854 70,000 X 2 70,000
WAL-MART COM 931142-10-3 10,335 220,134 X 1 220,134
WASTE MANAGEMENT INC COM 94106L-10-9 5,162 150,000 X 1 150,000
WASTE MANAGEMENT INC COM 94106L-10-9 2,409 70,000 X 2 70,000
WESTERN DIGITAL CORP COM 958102-10-5 6,669 396,700 X 1 396,700
WESTERN DIGITAL CORP COM 958102-10-5 1,736 103,300 X 2 103,300
WILLIAMS COMPANIES COM 969457-10-0 9,961 350,000 X 1 350,000
WYETH US COM 983024-10-0 1,001 20,000 X 20,000
WYETH US COM 983024-10-0 4,253 85,000 X 1 85,000
NAME OF THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2007
REPORTING MANAGER
PAGE 7 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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
WYETH US COM 983024-10-0 3,252 65,000 X 2 65,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 1,707 50,000 X 1 50,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 2,049 60,000 X 2 60,000
XCEL ENERGY INC COM 98389B-10-0 10,493 425,000 X 425,000
XCEL ENERGY INC COM 98389B-10-0 7,844 317,700 X 1 317,700
ZIMMER HOLDINGS INC COM 98956P-10-2 346 4,050 X 1 4,050
---------
1,982,938
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