================================================================================
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, 2012
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: Alleghany Corporation
Address: 7 Times Square Tower, 17th Floor
New York, NY 10036
Form 13F File Number: 28-1590
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: Roger B. Gorham
Title: Senior Vice President
Phone: 212-752-1356
Signature, Place, and Date of Signing:
/s/ Roger B. Gorham New York, NY August 13, 2012
--------------------- ---------------- -----------------
[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).)
================================================================================
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 59
Form 13F Information Table Value Total: $ 873,370 (thousands)
List of Other Included Managers:
No. Form 13F File Number Name
2 RSUI Indemnity Company
3 Alleghany Insurance Holdings LLC
4 Capitol Indemnity Corporation
5 Transatlantic Reinsurance Company
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 06/30/12
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------- --------- -------- ------------------- --------------------- -------- -------------------
INVESTMENT VOTING
MARKET DISCRETION AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
NAME OF ISSUER OF CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) MANAGER (A) (B) (C)
AT&T INC COM 00206R102 2,139 60,000 SH X 2 X
AGILENT TECHNOLOGIES INC COM 00846U101 1,177 30,000 SH X 2 X
AMERICAN EXPRESS CO COM 025816109 2,037 35,000 SH X 2 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 33,421 419,602 SH X 2 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,991 25,000 SH X 3 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 9,797 123,000 SH X 4 X
APACHE CORP COM 037411105 43,945 500,000 SH X 2 X
APACHE CORP COM 037411105 879 10,000 SH X 3 X
APACHE CORP COM 037411105 4,834 55,000 SH X 4 X
APACHE CORP COM 037411105 60,205 685,000 SH X 5 X
APPLE INC COM 037833100 8,760 15,000 SH X 2 X
APPLE INC COM 037833100 11,680 20,000 SH X 5 X
APPLIED MATLS INC COM 038222105 801 70,000 SH X 2 X
AUTODESK INC COM 052769106 875 25,000 SH X 2 X
AUTOMATIC DATA PROCESSING IN COM 053015103 1,113 20,000 SH X 2 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,666 20,000 SH X 2 X
BOEING CO COM 097023105 1,114 15,000 SH X 2 X
CHUBB CORP COM 171232101 2,184 30,000 SH X 2 X
COCA COLA CO COM 191216100 2,346 30,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 1,676 30,000 SH X 2 X
COSTCO WHSL CORP NEW COM 22160K105 1,900 20,000 SH X 2 X
DEERE & CO COM 244199105 2,426 30,000 SH X 2 X
DISNEY WALT CO COM DISNEY 254687106 2,183 45,000 SH X 2 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,770 35,000 SH X 2 X
EMERSON ELEC CO COM 291011104 1,630 35,000 SH X 2 X
EXXON MOBIL CORP COM 30231G102 2,567 30,000 SH X 2 X
FEDEX CORP COM 31428X106 24,277 265,000 SH X 2 X
FEDEX CORP COM 31428X106 1,099 12,000 SH X 3 X
FEDEX CORP COM 31428X106 5,314 58,000 SH X 4 X
FEDEX CORP COM 31428X106 2,748 30,000 SH X 5 X
GOOGLE INC COM 38259P508 1,160 2,000 SH X 2 X
HASBRO INC COM 418056107 427 12,600 SH X 2 X
HESS CORP COM 42809H107 26,070 600,000 SH X 1 X
HESS CORP COM 42809H107 67,782 1,560,000 SH X 2 X
HESS CORP COM 42809H107 2,086 48,000 SH X 3 X
HESS CORP COM 42809H107 17,032 392,000 SH X 4 X
HESS CORP COM 42809H107 71,693 1,650,000 SH X 5 X
HEWLETT PACKARD CO COM 428236103 603 30,000 SH X 2 X
HOME DEPOT INC COM 437076102 1,060 20,000 SH X 2 X
INTEL CORP COM 458140100 2,265 85,000 SH X 2 X
INTERNATIONAL BUSINESS MACHS COM 459200101 1,956 10,000 SH X 2 X
JPMORGAN CHASE & CO COM 46625H100 1,072 30,000 SH X 2 X
JOHNSON AND JOHNSON COM 478160104 2,027 30,000 SH X 2 X
KELLOGG CO COM 487836108 1,233 25,000 SH X 2 X
LAUDER ESTEE COS INC CL A 518439104 1,353 25,000 SH X 2 X
LILLY ELI & CO COM 532457108 2,146 50,000 SH X 2 X
LOEWS CORP COM 540424108 1,023 25,000 SH X 2 X
LOWES COS COM 548661107 34,412 1,210,000 SH X 2 X
LOWES COS COM 548661107 1,621 57,000 SH X 3 X
LOWES COS COM 548661107 9,471 333,000 SH X 4 X
MCDONALDS CORP COM 580135101 4,427 50,000 SH X 2 X
MCDONALDS CORP COM 580135101 4,427 50,000 SH X 5 X
MEDTRONIC INC COM 585055106 2,130 55,000 SH X 2 X
MICROSOFT CORP COM 594918104 2,600 85,000 SH X 2 X
NEWS CORP CL A 65248E104 1,560 70,000 SH X 2 X
NOBLE ENERGY INC COM 655044105 1,696 20,000 SH X 2 X
NORDSTROM INC COM 655664100 1,491 30,000 SH X 2 X
NOVARTIS AG SPONSORED ADR 66987V109 1,398 25,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 78,908 920,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 3,259 38,000 SH X 3 X
OCCIDENTAL PETE CORP DEL COM 674599105 20,757 242,000 SH X 4 X
OCCIDENTAL PETE CORP DEL COM 674599105 64,328 750,000 SH X 5 X
ORACLE CORP COM 68389X105 1,440 48,500 SH X 3 X
PACCAR INC COM 693718108 1,176 30,000 SH X 2 X
PHLLIPS 66 COM 718546104 499 15,000 SH X 2 X
PHILIP MORRIS INTL INC COM 718172109 1,309 15,000 SH X 2 X
PROCTER & GAMBLE CO COM 742718109 1,838 30,000 SH X 2 X
SCHLUMBERGER LTD COM 806857108 1,623 25,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 1,289 145,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 5,414 609,000 SH X 3 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 409 46,000 SH X 4 X
SIGMA ALDRICH CORP COM 826552101 1,479 20,000 SH X 2 X
SYSCO CORP COM 871829107 1,192 40,000 SH X 2 X
3M CO COM 88579Y101 1,971 22,000 SH X 2 X
US BANCORP DEL COM NEW 902973304 1,126 35,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 33,867 430,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 1,339 17,000 SH X 3 X
UNITED PARCEL SERVICE INC CL B 911312106 8,112 103,000 SH X 4 X
VISA INC COM CL A 92826C 24,726 200,000 SH X 1 X
VISA INC COM CL A 92826C 46,732 378,000 SH X 2 X
VISA INC COM CL A 92826C 1,978 16,000 SH X 3 X
VISA INC COM CL A 92826C 13,105 106,000 SH X 4 X
VISA INC COM CL A 92826C 46,361 375,000 SH X 5 X
WAL MART STORES INC COM 931142103 2,440 35,000 SH X 2 X
WASHINGTON POST CO CL B 939640108 748 2,000 SH X 2 X
WELLS FARGO & CO NEW COM 949746101 1,170 35,000 SH X 2 X
GRAND TOTAL 873,370 14,084,702