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, 2006
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: Peter R. Sismondo
Title: Vice President
Phone: 212-752-1356
Signature, Place, and Date of Signing:
/s/ Peter R. Sismondo New York, NY November 7, 2006
------------------------------------- ------------- ----------------
[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: 1
Form 13F Information Table Entry Total: 65
Form 13F Information Table Value Total: $ 799,487
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
2 RSUI Indemnity Company
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 9/30/06
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------------------------------------------------------------------------------------------------------
INVESTMENT
MARKET DISCRETION VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
NAME OF ISSUER TITLE OF CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) MANAGER (A) (B) (C)
----------------------------------------------------------------------------------------------------------------------------
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,165 124,525 SH X 2 X
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,012 58,175 SH X 1 X
AT&T INC COM 00206R102 1,628 50,000 SH X 1 X
ALEXANDER & BALDWIN INC COM 014482103 887 20,000 SH X 1 X
AMERICAN EXPRESS CO COM 025816109 1,402 25,000 SH X 1 X
AMERICAN INTL GROUP INC COM 026874107 1,325 20,000 SH X 1 X
AMERIPRISE FINL INC COM 03076C106 235 5,000 SH X 1 X
ANADARKO PETE CORP COM 032511107 32,873 750,000 SH X 2 X
ANADARKO PETE CORP COM 032511107 10,958 250,000 SH X 1 X
APACHE CORP COM 037411105 30,810 487,500 SH X 2 X
APACHE CORP COM 037411105 10,270 162,500 SH X 1 X
APPLERA CORP COM AP BIO GRP 038020903 1,656 50,000 SH X 1 X
APPLIED MATLS INC COM 038222105 887 50,000 SH X 1 X
AUTODESK INC COM 052769106 1,043 30,000 SH X 1 X
BELO CORP COM SER A 080555105 791 50,000 SH X 1 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,859 1,531 SH X 1 X
BOEING CO COM 097023105 1,183 15,000 SH X 1 X
BURLINGTON NORTHN SANTA FE C COM 12189T104 440,640 6,000,000 SH X 1 X
CATERPILLAR INC DEL COM 149123101 1,974 30,000 SH X 1 X
CHEVRON CORP NEW COM 166764100 26,917 415,000 SH X 2 X
CHEVRON CORP NEW COM 166764100 18,485 285,000 SH X 1 X
CHUBB CORP COM 171232101 1,559 30,000 SH X 1 X
CIMAREX ENERGY CO COM 171798101 10,557 300,000 SH X 2 X
CIMAREX ENERGY CO COM 171798101 7,038 200,000 SH X 1 X
COCA COLA CO COM 191216100 1,117 25,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 19,050 320,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 42,266 710,000 SH X 1 X
COSTCO WHSL CORP NEW COM 22160K105 1,490 30,000 SH X 1 X
DTE ENERGY CO COM 233331107 4,981 120,000 SH X 2 X
DTE ENERGY CO COM 233331107 1,660 40,000 SH X 1 X
DEERE & CO COM 244199105 1,259 15,000 SH X 1 X
DELL INC COM 24702R101 4,568 200,000 SH X 2 X
DELL INC COM 24702R101 2,284 100,000 SH X 1 X
DEVON ENERGY CORP NEW COM 25179M103 35,522 562,500 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 11,841 187,500 SH X 1 X
DISNEY WALT CO COM DISNEY 254687106 1,391 45,000 SH X 1 X
DISCOVERY HOLDING CO CL A COM 25468Y107 159 11,000 SH X 1 X
DOMINION RES INC VA NEW COM 25746U109 3,672 48,000 SH X 2 X
DOMINION RES INC VA NEW COM 25746U109 1,836 24,000 SH X 1 X
DOW CHEM CO COM 260543103 780 20,000 SH X 1 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,285 30,000 SH X 1 X
EXXON MOBIL CORP COM 30231G102 2,013 30,000 SH X 1 X
FEDEX CORP COM 31428X106 1,630 15,000 SH X 1 X
FIFTH THIRD BANCOP COM 316773100 762 20,000 SH X 1 X
GENERAL ELECTRIC CO COM 369604103 1,412 40,000 SH X 1 X
GREAT PLAINS ENERGY INC COM 391164100 3,102 100,000 SH X 2 X
GREAT PLAINS ENERGY INC COM 391164100 1,861 60,000 SH X 1 X
HOME DEPOT INC COM 437076102 363 10,000 SH X 1 X
INTEL CORP COM 458140100 1,440 70,000 SH X 1 X
INTERNATIONAL BUSINESS MACHS COM 459200101 983 12,000 SH X 1 X
INTUIT COM 461202103 642 20,000 SH X 1 X
LAUDER ESTEE COS INC CL A 518439104 1,008 25,000 SH X 1 X
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 460 5,500 SH X 1 X
LILLY ELI & CO COM 532457108 1,710 30,000 SH X 1 X
LINCOLN NATIONAL CORP IND COM 534187109 1,115 17,963 SH X 1 X
MAGNA INTL INC CL A 559222401 4,867 66,650 SH X 2 X
MAGNA INTL INC CL A 559222401 2,436 33,350 SH X 1 X
MANPOWER INC COM 56418H100 1,225 20,000 SH X 1 X
MCCLATCHY CO COM 579489105 1,266 30,000 SH X 1 X
MEDTRONIC INC COM 585055106 1,393 30,000 SH X 1 X
MICROSOFT CORP COM 594918104 1,915 70,000 SH X 1 X
MILLIPORE CORP COM 601073109 1,226 20,000 SH X 1 X
NEWS CORP LTD SP ADR PFD 652487802 1,376 70,000 SH X 1 X
NOBLE ENERGY INC COM 655044105 1,368 30,000 SH X 1 X
NORDSTROM INC COM 655664100 1,692 40,000 SH X 1 X
NOVARTIS AG SPONSORED ADR 66987V109 1,461 25,000 SH X 1 X
1
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 9/30/06
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------------------------------------------------------------------------------------------------------
INVESTMENT
MARKET DISCRETION VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
NAME OF ISSUER TITLE OF CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) MANAGER (A) (B) (C)
----------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO COM 742718109 1,859 30,000 SH X 1 X
SCHLUMBERGER LTD COM 806857108 2,481 40,000 SH X 1 X
SIGMA ALDRICH CORP COM 826552101 1,135 15,000 SH X 1 X
SONY CORP ADR NEW 835699307 1,009 25,000 SH X 1 X
STATE STR CORP COM 857477103 936 15,000 SH X 1 X
TEXAS INSTRS INC COM 882508104 665 20,000 SH X 1 X
3M CO COM 88579Y101 1,488 20,000 SH X 1 X
WACHOVIA CORP 2ND NEW COM 929903102 1,116 20,000 SH X 1 X
WAL MART STORES INC COM 931142103 1,973 40,000 SH X 1 X
WASHINGTON POST CO CL B 939640108 553 750 SH X 1 X
WEYERHAUSER CO COM 962166104 1,231 20,000 SH X 1 X
------- ----------
GRAND TOTAL 799,487 13,033,444
======= ==========
2