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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, 2011
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 November 7, 2011
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[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).)
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 58
Form 13F Information Table Value Total: $ 1,370,251
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
2 RSUI Indemnity Company
3 Alleghany Insurance Holdings LLC
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 09/30/11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
INVESTMENT VOTING
NAME OF ISSUER TITLE OF CLASS CUSIP MARKET SHRS OR SH/ PUT/ DISCRETION MANAGER AUTHORITY
VALUE PRIN AMT PRN CALL SOLE SHRD OTHER SOLE SHRD NONE
(X 1000) (A) (B) (C) (A) (B) (C)
COOPER INDUSTRIES PLC SHS G24140108 922 20,000 SH X 2 X
EVEREST RE GROUP LTD COM G3223R108 93,271 1,175,000 SH X 3 X
PARTNERRE LTD COM G6852T105 88,859 1,700,000 SH X 3 X
AT&T INC COM 00206R102 1,711 60,000 SH X 2 X
AGILENT TECHNOLOGIES INC COM 00846U101 937 30,000 SH X 2 X
AMERICAN EXPRESS CO COM 025816109 1,571 35,000 SH X 2 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 13,775 260,000 SH X 1 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 39,205 740,000 SH X 2 X
ANNALY CAP MGMT INC COM 035710409 49,890 3,000,000 SH X 3 X
APPLIED MATLS INC COM 038222105 725 70,000 SH X 2 X
AUTODESK INC COM 052769106 695 25,000 SH X 2 X
AUTOMATIC DATA PROCESSING IN COM 053015103 943 20,000 SH X 2 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,421 20,000 SH X 2 X
BOEING CO COM 097023105 908 15,000 SH X 2 X
CHUBB CORP COM 171232101 1,800 30,000 SH X 2 X
COCA COLA CO COM 191216100 2,027 30,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 8,232 130,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 25,328 400,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 75,984 1,200,000 SH X 3 X
COSTCO WHSL CORP NEW COM 22160K105 2,053 25,000 SH X 2 X
DEERE & CO COM 244199105 1,937 30,000 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 44,352 800,000 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 5,544 100,000 SH X 3 X
DISNEY WALT CO COM DISNEY 254687106 1,357 45,000 SH X 2 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,399 35,000 SH X 2 X
EMERSON ELEC CO COM 291011104 1,446 35,000 SH X 2 X
EXXON MOBIL CORP COM 30231G102 526,568 7,250,000 SH X 1 X
EXXON MOBIL CORP COM 30231G102 56,651 780,000 SH X 2 X
FEDEX CORP COM 31428X106 5,956 88,000 SH X 1 X
FEDEX CORP COM 31428X106 23,823 352,000 SH X 2 X
FEDEX CORP COM 31428X106 3,384 50,000 SH X 3 X
GOOGLE INC COM 38259P508 772 1,500 SH X 2 X
HESS CORP COM 42809H107 18,361 350,000 SH X 1 X
HESS CORP COM 42809H107 64,264 1,225,000 SH X 2 X
HESS CORP COM 42809H107 5,245 100,000 SH X 3 X
HEWLETT PACKARD CO COM 428236103 673 30,000 SH X 2 X
HOME DEPOT INC COM 437076102 657 20,000 SH X 2 X
INTEL CORP COM 458140100 1,813 85,000 SH X 2 X
INTERNATIONAL BUSINESS MACHS COM 459200101 1,749 10,000 SH X 2 X
JPMORGAN CHASE & CO COM 46625H100 904 30,000 SH X 2 X
JOHNSON AND JOHNSON COM 478160104 1,592 25,000 SH X 2 X
KELLOGG CO COM 487836108 1,330 25,000 SH X 2 X
LAUDER ESTEE COS INC CL A 518439104 1,757 20,000 SH X 2 X
LILLY ELI & CO COM 532457108 1,848 50,000 SH X 2 X
LOEWS CORP COM 540424108 864 25,000 SH X 2 X
MEDTRONIC INC COM 585055106 1,828 55,000 SH X 2 X
MICROSOFT CORP COM 594918104 2,116 85,000 SH X 2 X
NEWS CORP CL A 65248E104 1,084 70,000 SH X 2 X
NOBLE ENERGY INC COM 655044105 1,416 20,000 SH X 2 X
NORDSTROM INC COM 655664100 1,371 30,000 SH X 2 X
NOVARTIS AG SPONSORED ADR 66987V109 1,394 25,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 16,088 225,000 SH X 1 X
OCCIDENTAL PETE CORP DEL COM 674599105 51,838 725,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 19,663 275,000 SH X 3 X
PACCAR INC COM 693718108 1,015 30,000 SH X 2 X
PENTAIR INC COM 709631105 960 30,000 SH X 2 X
PHILIP MORRIS INTL INC COM 718172109 936 15,000 SH X 2 X
PROCTER & GAMBLE CO COM 742718109 1,895 30,000 SH X 2 X
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,675 130,000 SH X 1 X
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 13,789 670,000 SH X 2 X
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SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 09/30/11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
INVESTMENT VOTING
NAME OF ISSUER TITLE OF CLASS CUSIP MARKET SHRS OR SH/ PUT/ DISCRETION MANAGER AUTHORITY
VALUE PRIN AMT PRN CALL SOLE SHRD OTHER SOLE SHRD NONE
(X 1000) (A) (B) (C) (A) (B) (C)
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 8,232 400,000 SH X 3 X
SCHLUMBERGER LTD COM 806857108 1,493 25,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 396 55,000 SH X 1 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 1,044 145,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 4,320 600,000 SH X 3 X
SIGMA ALDRICH CORP COM 826552101 1,236 20,000 SH X 2 X
SYSCO CORP COM 871829107 1,036 40,000 SH X 2 X
3M CO COM 88579Y101 1,579 22,000 SH X 2 X
US BANCORP DEL COM NEW 902973304 824 35,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 7,578 120,000 SH X 1 X
UNITED PARCEL SERVICE INC CL B 911312106 27,155 430,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 9,473 150,000 SH X 3 X
WAL MART STORES INC COM 931142103 1,816 35,000 SH X 2 X
WASHINGTON POST CO CL B 939640108 654 2,000 SH X 2 X
WELLS FARGO & CO NEW COM 949746101 844 35,000 SH X 2 X
GRAND TOTAL 1,370,251 25,075,500
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