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, 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 May 14, 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: 3
Form 13F Information Table Entry Total: 57
Form 13F Information Table Value Total: $ 595,040 (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
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 03/31/12
INVESTMENT VOTING
SHRS DISCRETION AUTHORITY
MARKET OR --------------- --------------
NAME OF TITLE OF VALUE PRIN SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
ISSUER CLASS CUSIP (X 1000) AMT PRN CALL (A) (B) (C) MANAGER (A) (B) (C)
------- ---------- --------- -------- --------- --- ---- ---- ---- ----- ------- ---- ---- ----
AT&T INC COM 00206R102 1,874 60,000 SH X 2 X
AGILENT
TECHNOLOGIES
INC COM 00846U101 1,335 30,000 SH X 2 X
AMERICAN
EXPRESS CO COM 025816109 2,025 35,000 SH X 2 X
ANHEUSER
BUSCH INBEV SPONSORED
SA/NV ADR 03524A108 53,812 740,000 SH X 2 X
ANHEUSER
BUSCH INBEV SPONSORED
SA/NV ADR 03524A108 3,200 44,000 SH X 3 X
ANHEUSER
BUSCH INBEV SPONSORED
SA/NV ADR 03524A108 15,708 216,000 SH X 4 X
APPLIED MATLS
INC COM 038222105 871 70,000 SH X 2 X
AUTODESK INC COM 052769106 1,058 25,000 SH X 2 X
AUTOMATIC
DATA
PROCESSING IN COM 053015103 1,104 20,000 SH X 2 X
BERKSHIRE
HATHAWAY
INC DEL CL B 084670207 1,623 20,000 SH X 2 X
BOEING CO COM 097023105 1,116 15,000 SH X 2 X
CHUBB CORP COM 171232101 2,073 30,000 SH X 2 X
COCA COLA CO COM 191216100 2,220 30,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 2,280 30,000 SH X 2 X
COSTCO WHSL
CORP NEW COM 22160K105 1,816 20,000 SH X 2 X
DEERE & CO COM 244199105 2,427 30,000 SH X 2 X
DISNEY WALT CO COM
DISNEY 254687106 1,970 45,000 SH X 2 X
DU PONT EI DE
NEMOURS & CO COM 263534109 1,852 35,000 SH X 2 X
EMERSON ELEC
CO COM 291011104 1,826 35,000 SH X 2 X
EXXON MOBIL
CORP COM 30231G102 2,602 30,000 SH X 2 X
FEDEX CORP COM 31428X106 32,370 352,000 SH X 2 X
FEDEX CORP COM 31428X106 1,379 15,000 SH X 3 X
FEDEX CORP COM 31428X106 6,713 73,000 SH X 4 X
GOOGLE INC COM 38259P508 1,282 2,000 SH X 2 X
HESS CORP COM 42809H107 91,962 1,560,000 SH X 2 X
HESS CORP COM 42809H107 2,830 48,000 SH X 3 X
HESS CORP COM 42809H107 23,109 392,000 SH X 4 X
HEWLETT
PACKARD CO COM 428236103 715 30,000 SH X 2 X
HOME DEPOT INC COM 437076102 1,006 20,000 SH X 2 X
INTEL CORP COM 458140100 2,390 85,000 SH X 2 X
INTERNATIONAL
BUSINESS
MACHS COM 459200101 2,087 10,000 SH X 2 X
JPMORGAN
CHASE & CO COM 46625H100 1,379 30,000 SH X 2 X
JOHNSON AND
JOHNSON COM 478160104 1,979 30,000 SH X 2 X
KELLOGG CO COM 487836108 1,341 25,000 SH X 2 X
LAUDER ESTEE
COS INC CL A 518439104 1,549 25,000 SH X 2 X
LILLY ELI & CO COM 532457108 2,013 50,000 SH X 2 X
LOEWS CORP COM 540424108 997 25,000 SH X 2 X
LOWES COS 548661107 37,970 1,210,000 SH X 2 X
LOWES COS 548661107 1,789 57,000 SH X 3 X
LOWES COS 548661107 10,450 333,000 SH X 4 X
MASTERCARD INC CL A 57636Q104 8,411 20,000 SH X 2 X
MASTERCARD INC CL A 57636Q104 315 750 SH X 3 X
MASTERCARD INC CL A 57636Q104 1,787 4,250 SH X 4 X
MEDTRONIC INC COM 585055106 2,155 55,000 SH X 2 X
MICROSOFT CORP COM 594918104 2,742 85,000 SH X 2 X
NEWS CORP CL A 65248E104 1,380 70,000 SH X 2 X
NOBLE ENERGY
INC COM 655044105 1,956 20,000 SH X 2 X
NORDSTROM INC COM 655664100 1,672 30,000 SH X 2 X
INVESTMENT VOTING
SHRS DISCRETION AUTHORITY
MARKET OR --------------- --------------
NAME OF TITLE OF VALUE PRIN SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
ISSUER CLASS CUSIP (X 1000) AMT PRN CALL (A) (B) (C) MANAGER (A) (B) (C)
------- ---------- --------- -------- --------- --- ---- ---- ---- ----- ------- ---- ---- ----
NOVARTIS AG SPONSORED
ADR 66987V109 1,385 25,000 SH X 2 X
OCCIDENTAL
PETE CORP DEL COM 674599105 87,612 920,000 SH X 2 X
OCCIDENTAL
PETE CORP DEL COM 674599105 3,619 38,000 SH X 3 X
OCCIDENTAL
PETE CORP DEL COM 674599105 23,046 242,000 SH X 4 X
ORACLE CORP COM 68389X105 1,414 48,500 SH X 3 X
PACCAR INC COM 693718108 1,405 30,000 SH X 2 X
PENTAIR INC COM 709631105 1,190 25,000 SH X 2 X
PHILIP MORRIS
INTL INC COM 718172109 1,329 15,000 SH X 2 X
PROCTER &
GAMBLE CO COM 742718109 2,016 30,000 SH X 2 X
SCHLUMBERGER
LTD COM 806857108 1,748 25,000 SH X 2 X
SEABRIGHT
INSURANCE
HLDGS IN COM 811656107 1318 145,000 SH X 2 X
SEABRIGHT
INSURANCE
HLDGS IN COM 811656107 5,536 609,000 SH X 3 X
SEABRIGHT
INSURANCE
HLDGS IN COM 811656107 418 46,000 SH X 4 X
SIGMA ALDRICH
CORP COM 826552101 1,461 20,000 SH X 2 X
SYSCO CORP COM 871829107 1,194 40,000 SH X 2 X
3M CO COM 88579Y101 1,963 22,000 SH X 2 X
US BANCORP DEL COM NEW 902973304 1,109 35,000 SH X 2 X
UNITED PARCEL
SERVICE INC CL B 911312106 34,710 430,000 SH X 2 X
UNITED PARCEL
SERVICE INC CL B 911312106 1,372 17,000 SH X 3 X
UNITED PARCEL
SERVICE INC CL B 911312106 8,314 103,000 SH X 4 X
VISA INC COM CL A 92826C 44,604 378,000 SH X 2 X
VISA INC COM CL A 92826C 1,888 16,000 SH X 3 X
VISA INC COM CL A 92826C 12,508 106,000 SH X 4 X
WAL MART
STORES INC COM 931142103 2,142 35,000 SH X 2 X
WASHINGTON
POST CO CL B 939640108 747 2,000 SH X 2 X
WELLS FARGO &
CO NEW COM 949746101 1,195 35,000 SH X 2 X
COOPER
INDUSTRIES
PLC SHS G24140108 1,279 20,000 X 2 X
GRAND TOTAL 595,040 9,674,500