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, 2008
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 12, 2008
------------------------------------- ------------------ ------------
[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: 282
---
Form 13F Information Table Value Total: $1,903,709
==========
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
01 28 - 2490 Federal Insurance Company
02 28 - 2804 Pacific Indemnity Company
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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 WORLD ASSURANCE CO HL COM G0219G-20-3 370,996 9,345,000 X 9,345,000
AMDOCS LTD COM G02602-10-3 8,014 282,600 X 1 282,600
AMDOCS LTD COM G02602-10-3 4,045 142,620 X 2 142,620
ACCENTURE LTD COM G1150G-11-1 10,934 310,900 X 1 310,900
COVIDIEN LTD COM G2552X-10-8 3,641 82,288 X 82,288
COVIDIEN LTD COM G2552X-10-8 12,289 277,712 X 1 277,712
COVIDIEN LTD COM G2552X-10-8 1,549 35,000 X 2 35,000
SEAGATE TECHNOLOGY COM G7945J-10-4 8,481 405,000 X 1 405,000
SEAGATE TECHNOLOGY COM G7945J-10-4 6,282 300,000 X 2 300,000
TYCO ELECTRONICS LTD COM G9144P-10-5 2,145 62,500 X 1 62,500
TYCO ELECTRONICS LTD COM G9144P-10-5 1,201 35,000 X 2 35,000
XL CAPITAL LTD CLASS A COM G98255-10-5 1 33 X 33
XL CAPITAL LTD CLASS A COM G98255-10-5 3,841 129,967 X 1 129,967
XL CAPITAL LTD CLASS A COM G98255-10-5 1,477 50,000 X 2 50,000
FLEXTRONICS INTL LTD COM Y2573F-10-2 7,575 806,724 X 1 806,724
FLEXTRONICS INTL LTD COM Y2573F-10-2 5,571 593,276 X 2 593,276
AES CORPORATION COM 00130H-10-5 10,254 615,100 X 1 615,100
AT&T INC COM 00206R-10-2 3,830 100,000 X 100,000
AT&T INC COM 00206R-10-2 8,043 210,000 X 1 210,000
AT&T INC COM 00206R-10-2 14,554 380,000 X 2 380,000
ALCOA INC COM 013817-10-1 12,621 350,000 X 1 350,000
ALCOA INC COM 013817-10-1 3,606 100,000 X 2 100,000
ALPHATEC HOLDINGS COM 02081G-10-2 15,059 2,999,834 X 1 2,999,834
AMEREN CORPORATION COM 023608-10-2 8,218 186,600 X 1 186,600
AMEREN CORPORATION COM 023608-10-2 4,113 93,400 X 2 93,400
AMGEN INC COM 031162-10-0 2,089 50,000 X 50,000
AMGEN INC COM 031162-10-0 6,267 150,000 X 1 150,000
AMGEN INC COM 031162-10-0 4,178 100,000 X 2 100,000
ARCHER DANIELS COM 039483-10-2 6,174 150,007 X 1 150,007
ARCHER DANIELS COM 039483-10-2 8,232 199,993 X 2 199,993
ATMOS ENERGY CORP COM 049560-10-5 1,785 70,000 X 1 70,000
ATMOS ENERGY CORP COM 049560-10-5 14,025 550,000 X 2 550,000
AVERY DENNISON CORP COM 053611-10-9 7,023 142,591 X 142,591
AVERY DENNISON CORP COM 053611-10-9 9,091 184,600 X 1 184,600
AVERY DENNISON CORP COM 053611-10-9 631 12,819 X 2 12,819
AVON PRODUCTS COM 054303-10-2 11,862 300,000 X 1 300,000
AVON PRODUCTS COM 054303-10-2 5,140 130,000 X 2 130,000
BP PLC-SPONS ADR COM 055622-10-4 6,672 110,000 X 1 110,000
BP PLC-SPONS ADR COM 055622-10-4 5,458 90,000 X 2 90,000
BANK OF AMERICA COM 060505-10-4 758 20,000 X 20,000
BANK OF AMERICA COM 060505-10-4 12,510 330,000 X 1 330,000
BANK OF AMERICA COM 060505-10-4 1,895 50,000 X 2 50,000
BARR PHARMACEUTICALS INC COM 068306-10-9 11,445 236,900 X 1 236,900
BARR PHARMACEUTICALS INC COM 068306-10-9 4,831 100,000 X 2 100,000
BAXTER INTERNATIONAL INC COM 071813-10-9 12,720 220,000 X 1 220,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
BAXTER INTERNATIONAL INC COM 071813-10-9 2,891 50,000 X 2 50,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 11,068 860,000 X 1 860,000
BOSTON SCIENTIFIC CORP COM 101137-10-7 3,089 240,000 X 2 240,000
BRISTOL MYERS SQUIBB COM 110122-10-8 4,047 190,000 X 1 190,000
BRISTOL MYERS SQUIBB COM 110122-10-8 6,390 300,000 X 2 300,000
BROADRIDGE FINANCIAL SOLUTIO COM 11133T-10-3 10,560 600,000 X 1 600,000
BROADRIDGE FINANCIAL SOLUTIO COM 11133T-10-3 2,640 150,000 X 2 150,000
CBS CORP-CL B COM 124857-20-2 7,019 317,900 X 1 317,900
CBS CORP-CL B COM 124857-20-2 1,371 62,100 X 2 62,100
CVS CAREMARK CORP COM 126650-10-0 4,983 123,000 X 1 123,000
CVS CAREMARK CORP COM 126650-10-0 5,550 137,000 X 2 137,000
CELESTICA INC COM 15101Q-10-8 6,720 1,000,000 X 1 1,000,000
CELESTICA INC COM 15101Q-10-8 672 100,000 X 2 100,000
CIRCUIT CITY STORES COM 172737-10-8 437 109,915 X 109,915
CIRCUIT CITY STORES COM 172737-10-8 2,746 690,085 X 1 690,085
CISCO SYSTEMS INC COM 17275R-10-2 5,444 226,000 X 1 226,000
CISCO SYSTEMS INC COM 17275R-10-2 6,601 274,000 X 2 274,000
CITIGROUP INC COM 172967-10-1 129 6,000 X 6,000
CITIGROUP INC COM 172967-10-1 4,798 224,000 X 1 224,000
CITIGROUP INC COM 172967-10-1 4,070 190,000 X 2 190,000
COCA COLA ENTERPRISES COM 191219-10-4 9,531 393,847 X 1 393,847
COCA COLA ENTERPRISES COM 191219-10-4 7,409 306,153 X 2 306,153
COLGATE PALMOLIVE COM 194162-10-3 9,349 120,000 X 1 120,000
COMCAST CORP-CL A COM 20030N-10-1 7,736 400,000 X 1 400,000
COMCAST CORP-CL A COM 20030N-10-1 3,868 200,000 X 2 200,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 11,749 350,000 X 1 350,000
COMMUNITY HEALTH SYSTEMS INC COM 203668-10-8 6,714 200,000 X 2 200,000
CONOCOPHILLIPS COM 20825C-10-4 14,480 190,000 X 1 190,000
CONSOLIDATED EDISON INC COM 209115-10-4 1,985 50,000 X 50,000
CONSOLIDATED EDISON INC COM 209115-10-4 6,491 163,500 X 1 163,500
CONSOLIDATED EDISON INC COM 209115-10-4 3,970 100,000 X 2 100,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 8,305 470,000 X 1 470,000
CONSTELLATION BRANDS INC-A COM 21036P-10-8 2,737 154,900 X 2 154,900
CORNING INC COM 219350-10-5 7,212 300,000 X 1 300,000
CORNING INC COM 219350-10-5 4,808 200,000 X 2 200,000
COVENTRY HEALTH CARE INC COM 222862-10-4 325 8,059 X 8,059
COVENTRY HEALTH CARE INC COM 222862-10-4 8,010 198,509 X 1 198,509
COVENTRY HEALTH CARE INC COM 222862-10-4 3,366 83,432 X 2 83,432
DTE ENERGY COMPANY COM 233331-10-7 5,834 150,000 X 150,000
DTE ENERGY COMPANY COM 233331-10-7 3,889 100,000 X 1 100,000
DTE ENERGY COMPANY COM 233331-10-7 3,877 99,700 X 2 99,700
DEAN FOODS CO COM 242370-10-4 1,008 50,156 X 50,156
DEAN FOODS CO COM 242370-10-4 5,493 273,434 X 1 273,434
DEAN FOODS CO COM 242370-10-4 6,561 326,566 X 2 326,566
DELL INC COM 24702R-10-1 10,956 550,000 X 1 550,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
DELL INC COM 24702R-10-1 2,988 150,000 X 2 150,000
DELTA AIRLINES INC DEL COM 247361-70-2 2,295 266,830 X 266,830
DELTA AIRLINES INC DEL COM 247361-70-2 3,019 351,023 X 1 351,023
DOLLAR TREE INC COM 256746-10-8 11,689 423,650 X 423,650
DOLLAR TREE INC COM 256746-10-8 727 26,350 X 1 26,350
DOW CHEMICAL CO COM 260543-10-3 13,266 360,000 X 1 360,000
DUKE ENERGY CORP COM 26441C-10-5 3,620 202,800 X 202,800
DUKE ENERGY CORP COM 26441C-10-5 3,484 195,156 X 1 195,156
DUKE ENERGY CORP COM 26441C-10-5 4,313 241,644 X 2 241,644
EBAY INC COM 278642-10-3 5,968 200,000 X 200,000
EBAY INC COM 278642-10-3 5,968 200,000 X 2 200,000
EL PASO CORP COM 28336L-10-9 8,320 500,000 X 1 500,000
ENERGY EAST CORPORATION COM 29266M-10-9 2,330 96,600 X 96,600
ENERGY EAST CORPORATION COM 29266M-10-9 7,822 324,300 X 1 324,300
ENERGY EAST CORPORATION COM 29266M-10-9 3,992 165,500 X 2 165,500
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 5,266 268,000 X 1 268,000
ERICSSON (LM) TEL-SP ADR COM 294821-60-8 5,541 282,000 X 2 282,000
FAMILY DOLLAR STORES COM 307000-10-9 66 3,400 X 3,400
FAMILY DOLLAR STORES COM 307000-10-9 11,887 609,600 X 1 609,600
FAMILY DOLLAR STORES COM 307000-10-9 1,697 87,000 X 2 87,000
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 4,727 186,700 X 1 186,700
FEDERAL HOME LOAN MTG CORP COM 313400-30-1 2,869 113,300 X 2 113,300
FNMA COM 313586-10-9 5,264 200,000 X 1 200,000
FNMA COM 313586-10-9 1,316 50,000 X 2 50,000
FISERV INC COM 337738-10-8 6,403 133,150 X 1 133,150
FISERV INC COM 337738-10-8 2,736 56,900 X 2 56,900
FOREST LABORATORIES INC COM 345838-10-6 4,001 100,000 X 100,000
FOREST LABORATORIES INC COM 345838-10-6 8,002 200,000 X 1 200,000
FOREST LABORATORIES INC COM 345838-10-6 8,002 200,000 X 2 200,000
GENENTECH INC COM 368710-40-6 16,236 200,000 X 1 200,000
GENERAL ELECTRIC COM 369604-10-3 8,882 240,000 X 1 240,000
GENERAL ELECTRIC COM 369604-10-3 7,032 190,000 X 2 190,000
GENERAL MILLS INC COM 370334-10-4 2,994 50,000 X 1 50,000
GENERAL MILLS INC COM 370334-10-4 7,186 120,000 X 2 120,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 4,528 200,000 X 1 200,000
GENWORTH FINANCIAL INC-CL A COM 37247D-10-6 1,811 80,000 X 2 80,000
GLAXOSMITHKLINE PLC-ADR COM 37733W-10-5 7,680 181,000 X 1 181,000
GOOGLE INC-CL A COM 38259P-50-8 13,214 30,000 X 1 30,000
GREAT PLAINS ENERGY INC COM 391164-10-0 5,807 235,600 X 1 235,600
GREAT PLAINS ENERGY INC COM 391164-10-0 4,227 171,500 X 2 171,500
HARTFORD FINANCIAL SERVICES COM 416515-10-4 3,031 40,000 X 40,000
HARTFORD FINANCIAL SERVICES COM 416515-10-4 4,546 60,000 X 1 60,000
HEALTHCARE SERVICES GROUP COM 421906-10-8 262 12,693 X 1 12,693
HEALTH MGMT ASSOC COM 421933-10-2 3,174 600,000 X 1 600,000
HEALTH MGMT ASSOC COM 421933-10-2 3,703 700,000 X 2 700,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
HJ HEINZ CO COM 423074-10-3 9,394 200,000 X 1 200,000
IDEARC INC COM 451663-10-8 5 1,250 X 1,250
IDEARC INC COM 451663-10-8 34 9,352 X 1 9,352
IDEARC INC COM 451663-10-8 46 12,750 X 2 12,750
INTEL CORP COM 458140-10-0 5,295 250,000 X 250,000
INTEL CORP COM 458140-10-0 7,413 350,000 X 1 350,000
INTEL CORP COM 458140-10-0 2,118 100,000 X 2 100,000
INTERNATIONAL BUSINESS MACHI COM 459200-10-1 16,120 140,000 X 1 140,000
INTERNATIONAL PAPER CO COM 460146-10-3 8,704 320,000 X 1 320,000
INTERNATIONAL PAPER CO COM 460146-10-3 1,112 40,900 X 2 40,900
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 1,682 200,000 X 200,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 8,553 1,017,000 X 1 1,017,000
INTERPUBLIC GROUP OF COS INC COM 460690-10-0 698 83,000 X 2 83,000
JP MORGAN CHASE & CO COM 46625H-10-0 1,993 46,400 X 46,400
JP MORGAN CHASE & CO COM 46625H-10-0 11,751 273,600 X 1 273,600
JP MORGAN CHASE & CO COM 46625H-10-0 1,718 40,000 X 2 40,000
JABIL CIRCUIT INC COM 466313-10-3 6,779 716,600 X 1 716,600
KRAFT FOODS INC-A COM 50075N-10-4 12,404 400,000 X 1 400,000
KRAFT FOODS INC-A COM 50075N-10-4 4,651 150,000 X 2 150,000
LEXMARK INTL GROUP INC COM 529771-10-7 1,606 52,294 X 1 52,294
LIFE POINT HOSPITALS COM 53219L-10-9 6,933 252,400 X 1 252,400
LIFE POINT HOSPITALS COM 53219L-10-9 4,055 147,600 X 2 147,600
LIZ CLAIBORNE INC COM 539320-10-1 6,534 360,000 X 1 360,000
LIZ CLAIBORNE INC COM 539320-10-1 1,089 60,000 X 2 60,000
MANULIFE FINANCIAL SERVICE COM 56501R-10-6 4,358 114,734 X 114,734
MCDONALDS CORP COM 580135-10-1 9,866 176,900 X 1 176,900
MCDONALDS CORP COM 580135-10-1 6,865 123,100 X 2 123,100
MEDTRONIC INC COM 585055-10-6 8,465 175,000 X 175,000
MEDTRONIC INC COM 585055-10-6 8,465 175,000 X 2 175,000
MERRILL LYNCH & CO COM 590188-10-8 3,667 90,000 X 1 90,000
MERRILL LYNCH & CO COM 590188-10-8 4,481 110,000 X 2 110,000
MICROSOFT CORP COM 594918-10-4 1,135 40,000 X 40,000
MICROSOFT CORP COM 594918-10-4 9,649 340,000 X 1 340,000
MICROSOFT CORP COM 594918-10-4 6,244 220,000 X 2 220,000
MORGAN STANLEY DEAN WITTER COM 617446-44-8 9,597 210,000 X 1 210,000
MOTOROLA INC COM 620076-10-9 5,394 580,000 X 1 580,000
MOTOROLA INC COM 620076-10-9 1,116 120,000 X 2 120,000
NATIONAL CITY CORP COM 635405-10-3 1,181 118,700 X 1 118,700
NATIONAL CITY CORP COM 635405-10-3 846 85,000 X 2 85,000
NEWELL RUBBERMAID INC COM 651229-10-6 10,301 450,400 X 1 450,400
NEWELL RUBBERMAID INC COM 651229-10-6 2,735 119,600 X 2 119,600
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 2 2,000 X 2,000
NEWTEK BUSINESS SERVICES INC COM 652526-10-4 64 64,500 X 1 64,500
NISOURCE INC COM 65473P-10-5 5,777 335,100 X 1 335,100
NISOURCE INC COM 65473P-10-5 3,705 214,900 X 2 214,900
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 7,062 130,000 X 1 130,000
NORFOLK SOUTHERN CORPORATION COM 655844-10-8 4,889 90,000 X 2 90,000
NORTHROP GRUMMAN CORP COM 666807-10-2 11,672 150,000 X 1 150,000
NORTHWEST AIRLINES CORP COM 667280-40-8 291 32,337 X 1 32,337
NSTAR COM 67019E-10-7 931 30,600 X 30,600
NSTAR COM 67019E-10-7 6,068 199,400 X 1 199,400
NSTAR COM 67019E-10-7 5,173 170,000 X 2 170,000
OGE ENERGY CORP COM 670837-10-3 81 2,600 X 2,600
OGE ENERGY CORP COM 670837-10-3 810 26,000 X 1 26,000
OFFICE DEPOT INC COM 676220-10-6 1,658 150,000 X 150,000
OFFICE DEPOT INC COM 676220-10-6 5,527 500,224 X 1 500,224
OFFICE DEPOT INC COM 676220-10-6 1,655 149,776 X 2 149,776
OMNICARE INC COM 681904-10-8 6,538 360,000 X 1 360,000
OMNICARE INC COM 681904-10-8 4,358 240,000 X 2 240,000
ORACLE CORP COM 68389X-10-5 978 50,000 X 50,000
ORACLE CORP COM 68389X-10-5 3,130 160,000 X 1 160,000
ORACLE CORP COM 68389X-10-5 1,565 80,000 X 2 80,000
OWENS ILLINOIS COM 690768-40-3 8,713 154,400 X 1 154,400
OWENS ILLINOIS COM 690768-40-3 8,216 145,600 X 2 145,600
PEPCO HOLDINGS INC COM 713291-10-2 2,472 100,000 X 100,000
PEPCO HOLDINGS INC COM 713291-10-2 8,098 327,600 X 1 327,600
PEPCO HOLDINGS INC COM 713291-10-2 7,184 290,600 X 2 290,600
PFIZER INC COM 717081-10-3 10,318 493,000 X 1 493,000
PFIZER INC COM 717081-10-3 5,379 257,000 X 2 257,000
PINNACLE WEST CAPITAL COM 723484-10-1 1,754 50,000 X 50,000
PINNACLE WEST CAPITAL COM 723484-10-1 9,121 260,000 X 1 260,000
PINNACLE WEST CAPITAL COM 723484-10-1 2,456 70,000 X 2 70,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 6,641 190,000 X 1 190,000
PRIDE INTERNATIONAL INC COM 74153Q-10-2 6,641 190,000 X 2 190,000
PROGRESS ENERGY INC COM 743263-10-5 834 20,000 X 20,000
PROGRESS ENERGY INC COM 743263-10-5 6,764 162,200 X 1 162,200
PROGRESS ENERGY INC COM 743263-10-5 5,438 130,400 X 2 130,400
PUGET ENERGY INC COM 745310-10-2 6,843 264,500 X 1 264,500
PUGET ENERGY INC COM 745310-10-2 4,990 192,900 X 2 192,900
QUADRAMED CORP COM 74730W-10-1 132 69,335 X 1 69,335
QUEST DIAGNOSTICS INC COM 74834L-10-0 16,750 370,000 X 1 370,000
RADIOSHACK CORP COM 750438-10-3 4,875 300,000 X 300,000
RADIOSHACK CORP COM 750438-10-3 2,134 131,300 X 1 131,300
RADIOSHACK CORP COM 750438-10-3 4,366 268,700 X 2 268,700
ROWAN COMPANIES INC COM 779382-10-0 10,295 250,000 X 1 250,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,898 100,000 X 100,000
ROYAL DUTCH SHELL PLC COM 780259-20-6 6,898 100,000 X 1 100,000
ST JUDE MEDICAL COM 790849-10-3 2,160 50,000 X 50,000
ST JUDE MEDICAL COM 790849-10-3 15,117 350,000 X 1 350,000
SANMINA CORP COM 800907-10-7 4,536 2,800,000 X 1 2,800,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
SANMINA CORP COM 800907-10-7 324 200,000 X 2 200,000
SANOFI-AVENTIS-ADR COM 80105N-10-5 11,262 300,000 X 1 300,000
SCANA CORP COM 80589M-10-2 351 9,600 X 9,600
SCANA CORP COM 80589M-10-2 4,258 116,400 X 1 116,400
SCANA CORP COM 80589M-10-2 1,752 47,900 X 2 47,900
SMITHFIELD FOODS INC COM 832248-10-8 9,335 362,400 X 1 362,400
SMITHFIELD FOODS INC COM 832248-10-8 2,256 87,600 X 2 87,600
SOUTHERN CO COM 842587-10-7 2,457 69,000 X 69,000
SOUTHERN CO COM 842587-10-7 7,799 219,000 X 1 219,000
SOUTHERN CO COM 842587-10-7 3,988 112,000 X 2 112,000
SPECTRA ENERGY CORP COM 847560-10-9 2,307 101,400 X 101,400
SPECTRA ENERGY CORP COM 847560-10-9 2,220 97,578 X 1 97,578
SPECTRA ENERGY CORP COM 847560-10-9 2,749 120,822 X 2 120,822
SPRINT CORP COM 852061-10-0 803 120,000 X 120,000
SPRINT CORP COM 852061-10-0 3,011 450,000 X 1 450,000
SPRINT CORP COM 852061-10-0 401 60,000 X 2 60,000
STAGE STORES COM 85254C-30-5 286 17,642 X 17,642
STAR GAS PARTNERS LP COM 85512C-10-5 247 82,417 X 1 82,417
SYMANTEC CORP COM 871503-10-8 7,479 450,000 X 1 450,000
SYMANTEC CORP COM 871503-10-8 4,986 300,000 X 2 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 13,857 300,000 X 1 300,000
TEVA PHARMACEUTICAL-SP ADR COM 881624-20-9 4,619 100,000 X 2 100,000
TIME WARNER INC COM 887317-10-5 701 50,000 X 50,000
TIME WARNER INC COM 887317-10-5 4,206 300,000 X 1 300,000
TIME WARNER INC COM 887317-10-5 7,711 550,000 X 2 550,000
TOTAL SA-SPON ADR COM 89151E-10-9 14,802 200,000 X 1 200,000
TRAVELERS COS INC COM 89417E-10-9 846 17,678 X 17,678
TRAVELERS COS INC COM 89417E-10-9 5,287 110,481 X 1 110,481
TRAVELERS COS INC COM 89417E-10-9 5,352 111,841 X 2 111,841
TYSON FOODS INC-CL A COM 902494-10-3 1,825 114,450 X 114,450
TYSON FOODS INC-CL A COM 902494-10-3 9,372 587,600 X 1 587,600
TYSON FOODS INC-CL A COM 902494-10-3 4,752 297,950 X 2 297,950
UNITEDHEALTH GROUP COM 91324P-10-2 12,026 350,000 X 1 350,000
UNUM GROUP COM 91529Y-10-6 12,106 550,000 X 1 550,000
VECTREN CORPORATION COM 92240G-10-1 8,049 300,000 X 1 300,000
VECTREN CORPORATION COM 92240G-10-1 6,708 250,000 X 2 250,000
VERIZON COMMUNICATIONS COM 92343V-10-4 911 25,000 X 25,000
VERIZON COMMUNICATIONS COM 92343V-10-4 6,818 187,043 X 1 187,043
VERIZON COMMUNICATIONS COM 92343V-10-4 9,295 255,000 X 2 255,000
VIACOM INC CL B COM 92553P-20-1 3,962 100,000 X 100,000
VIACOM INC CL B COM 92553P-20-1 13,867 350,000 X 1 350,000
WACHOVIA CORP COM 929903-10-2 3,510 130,000 X 1 130,000
WACHOVIA CORP COM 929903-10-2 1,890 70,000 X 2 70,000
WAL-MART COM 931142-10-3 15,804 300,000 X 1 300,000
WASTE MANAGEMENT INC COM 94106L-10-9 5,034 150,000 X 1 150,000
NAME OF REPORTING MANAGER THE CHUBB CORPORATION PERIOD ENDING MARCH 31, 2008
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
-------------- ----- ----------- ----------- --------- ---- ------ ------ ------- --------- ------ ----
WASTE MANAGEMENT INC COM 94106L-10-9 2,349 70,000 X 2 70,000
WESTERN DIGITAL CORP COM 958102-10-5 10,727 396,700 X 1 396,700
WESTERN DIGITAL CORP COM 958102-10-5 89 3,300 X 2 3,300
WILLIAMS COMPANIES COM 969457-10-0 11,543 350,000 X 1 350,000
WYETH US COM 983024-10-0 835 20,000 X 20,000
WYETH US COM 983024-10-0 3,550 85,000 X 1 85,000
WYETH US COM 983024-10-0 2,714 65,000 X 2 65,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 1,034 50,000 X 1 50,000
WYNDHAM WORLDWIDE CORP COM 98310W-10-8 1,241 60,000 X 2 60,000
XCEL ENERGY INC COM 98389B-10-0 8,479 425,000 X 425,000
XCEL ENERGY INC COM 98389B-10-0 6,338 317,700 X 1 317,700
ZIMMER HOLDINGS INC COM 98956P-10-2 315 4,050 X 1 4,050
-----------
1,903,709
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