================================================================================
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, 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 November 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: 60
Form 13F Information Table Value Total: $1,399,662
-----------
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
2 28-10508 RSUI Indemnity Company
3 28-06459 Alleghany Insurance Holdings LLC
4 28-12262 Capitol Indemnity Corporation
5 28-15020 Transatlantic Reinsurance Company
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 09/30/12
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ------------------ --------------------- -------- ----------------
INVESTMENT
DISCRETION VOTING AUTHORITY
MARKET SHRD- SHRD- ----------------
VALUE SHRS OR SH/ PUT/ SOLE DEFINED OTHER OTHER SOLE SHRD NONE
NAME OF ISSUER TITLE OF CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) MANAGERS (A) (B) (C)
---------------------------- -------------- --------- ---------- --------- --- ---- ----- -------- ------ -------- ----- ----- ----
AT&T INC COM 00206R102 2,262 60,000 SH X 2, 3 X
AGILENT TECHNOLOGIES INC COM 00846U101 1,153 30,000 SH X 2, 3 X
AMERICAN EXPRESS CO COM 025816109 1,990 35,000 SH X 2, 3 X
ANNALY CAP MGMT INC COM 035710409 101,040 6,000,000 SH X X
APACHE CORP COM 037411105 43,235 500,000 SH X 2, 3 X
APACHE CORP COM 037411105 865 10,000 SH X 3 X
APACHE CORP COM 037411105 4,756 55,000 SH X 3, 4 X
APACHE CORP COM 037411105 59,232 685,000 SH X 5 X
APPLE INC COM 037833100 15,343 23,000 SH X 2, 3 X
APPLE INC COM 037833100 167 250 SH X 3 X
APPLE INC COM 037833100 1,167 1,750 SH X 3, 4 X
APPLE INC COM 037833100 26,690 40,000 SH X 5 X
APPLIED MATLS INC COM 038222105 782 70,000 SH X 2, 3 X
AUTODESK INC COM 052769106 834 25,000 SH X 2, 3 X
AUTOMATIC DATA PROCESSING IN COM 053015103 1,173 20,000 SH X 2, 3 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,764 20,000 SH X 2, 3 X
BOEING CO COM 097023105 1,044 15,000 SH X 2, 3 X
CEDAR FAIR L P DEPOSITRY UNIT 150185106 18,409 550,000 SH X 2, 3 X
CHUBB CORP COM 171232101 2,288 30,000 SH X 2, 3 X
COCA COLA CO COM 191216100 2,276 60,000 SH X 2, 3 X
CONOCOPHILLIPS COM 20825C104 10,864 190,000 SH X 2, 3 X
CONOCOPHILLIPS COM 20825C104 1,715 30,000 SH X 2, 3 X
CONOCOPHILLIPS COM 20825C104 572 10,000 SH X 3 X
CONOCOPHILLIPS COM 20825C104 2,859 50,000 SH X 3, 4 X
CONOCOPHILLIPS COM 20825C104 54,321 950,000 SH X 5 X
COSTCO WHSL CORP NEW COM 22160K105 2,003 20,000 SH X 2, 3 X
CUMMINS INC COM 231021106 1,383 15,000 SH X 2, 3 X
DEERE & CO COM 244199105 2,474 30,000 SH X 2, 3 X
DISNEY WALT CO COM DISNEY 254687106 2,353 45,000 SH X 2, 3 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,759 35,000 SH X 2, 3 X
EMERSON ELEC CO COM 291011104 1,689 35,000 SH X 2, 3 X
EXXON MOBIL CORP COM 30231G102 2,744 30,000 SH X 2, 3 X
FEDEX CORP COM 31428X106 21,155 250,000 SH X 2, 3 X
FEDEX CORP COM 31428X106 1,269 15,000 SH X 2, 3 X
FEDEX CORP COM 31428X106 1,015 12,000 SH X 3 X
FEDEX CORP COM 31428X106 4,908 58,000 SH X 3, 4 X
FEDEX CORP COM 31428X106 2,539 30,000 SH X 5 X
GOOGLE INC COM 38259P508 1,509 2,000 SH X 2, 3 X
HESS CORP COM 42809H107 32,232 600,000 SH X X
HESS CORP COM 42809H107 83,803 1,560,000 SH X 2, 3 X
HESS CORP COM 42809H107 2,579 48,000 SH X 3 X
HESS CORP COM 42809H107 21,058 392,000 SH X 3, 4 X
HESS CORP COM 42809H107 88,638 1,650,000 SH X 5 X
HEWLETT PACKARD CO COM 428236103 512 30,000 SH X 2, 3 X
HOME DEPOT INC COM 437076102 1,207 20,000 SH X 2, 3 X
INTEL CORP COM 458140100 6,978 308,000 SH X 2, 3 X
INTEL CORP COM 458140100 1,926 85,000 SH X 2, 3 X
INTEL CORP COM 458140100 362 16,000 SH X 3 X
INTEL CORP COM 458140100 1,722 76,000 SH X 3, 4 X
INTEL CORP COM 458140100 13,608 600,000 SH X 5 X
INTERNATIONAL BUSINESS MACHS COM 459200101 2,075 10,000 SH X 2, 3 X
JPMORGAN CHASE & CO COM 46625H100 14,168 350,000 SH X 2, 3 X
JPMORGAN CHASE & CO COM 46625H100 1,214 30,000 SH X 2, 3 X
JPMORGAN CHASE & CO COM 46625H100 2,024 50,000 SH X 3, 4 X
JPMORGAN CHASE & CO COM 46625H100 40,480 1,000,000 SH X 5 X
JOHNSON AND JOHNSON COM 478160104 12,679 184,000 SH X 2, 3 X
JOHNSON AND JOHNSON COM 478160104 2,067 30,000 SH X 2, 3 X
JOHNSON AND JOHNSON COM 478160104 551 8,000 SH X 3 X
JOHNSON AND JOHNSON COM 478160104 2,619 38,000 SH X 3, 4 X
JOHNSON AND JOHNSON COM 478160104 25,497 370,000 SH X 5 X
KELLOGG CO COM 487836108 1,292 25,000 SH X 2, 3 X
LAUDER ESTEE COS INC CL A 518439104 1,539 25,000 SH X 2, 3 X
LILLY ELI & CO COM 532457108 2,371 50,000 SH X 2, 3 X
LOEWS CORP COM 540424108 1,032 25,000 SH X 2, 3 X
LOWES COS COM 548661107 36,590 1,210,000 SH X 2, 3 X
LOWES COS COM 548661107 1,724 57,000 SH X 3 X
LOWES COS COM 548661107 10,070 333,000 SH X 3, 4 X
MCDONALDS CORP COM 580135101 19,635 214,000 SH X 2, 3 X
MCDONALDS CORP COM 580135101 734 8,000 SH X 3 X
MCDONALDS CORP COM 580135101 3,487 38,000 SH X 3, 4 X
MCDONALDS CORP COM 580135101 26,608 290,000 SH X 5 X
MEDTRONIC INC COM 585055106 2,372 55,000 SH X 2, 3 X
MICROSOFT CORP COM 594918104 2,530 85,000 SH X 2, 3 X
NOBLE ENERGY INC COM 655044105 1,854 20,000 SH X 2, 3 X
NORDSTROM INC COM 655664100 1,655 30,000 SH X 2, 3 X
NOVARTIS AG SPONSORED ADR 66987V109 1,532 25,000 SH X 2, 3 X
OCCIDENTAL PETE CORP DEL COM 674599105 79,175 920,000 SH X 2, 3 X
OCCIDENTAL PETE CORP DEL COM 674599105 3,270 38,000 SH X 3 X
OCCIDENTAL PETE CORP DEL COM 674599105 20,827 242,000 SH X 3, 4 X
OCCIDENTAL PETE CORP DEL COM 674599105 64,545 750,000 SH X 5 X
ORACLE CORP COM 68389X105 1,526 48,500 SH X 2, 3 X
PACCAR INC COM 693718108 1,201 30,000 SH X 2, 3 X
PHILIP MORRIS INTL INC COM 718172109 1,349 15,000 SH X 2, 3 X
PHILLIPS 66 COM 718546104 696 15,000 SH X 2, 3 X
PROCTER & GAMBLE CO COM 742718109 2,081 30,000 SH X 2, 3 X
SCHLUMBERGER LTD COM 806857108 1,808 25,000 SH X 2, 3 X
SIGMA ALDRICH CORP COM 826552101 1,439 20,000 SH X 2, 3 X
SPDR GOLD TRUST GOLD SHS 78463V107 51,567 300,000 SH X 3 X
SPDR GOLD TRUST GOLD SHS 78463V107 17,202 100,000 SH X 5 X
SYSCO CORP COM 871829107 1,251 40,000 SH X 2, 3 X
3M CO COM 88579Y101 2,033 22,000 SH X 2, 3 X
TRONOX LTD SHS CL A Q9235V101 38,732 1,710,000 SH X 2, 3 X
TRONOX LTD SHS CL A Q9235V101 1,246 55,000 SH X 3 X
TRONOX LTD SHS CL A Q9235V101 10,985 485,000 SH X 3, 4 X
TRONOX LTD SHS CL A Q9235V101 22,650 1,000,000 SH X 5 X
US BANCORP DEL COM NEW 902973304 1,201 35,000 SH X 2, 3 X
UNITED PARCEL SERVICE INC CL B 911312106 30,775 430,000 SH X 2, 3 X
UNITED PARCEL SERVICE INC CL B 911312106 1,217 17,000 SH X 3 X
UNITED PARCEL SERVICE INC CL B 911312106 7,372 103,000 SH X 3, 4 X
UNITED PARCEL SERVICE INC CL B 911312106 10,020 140,000 SH X 5 X
VISA INC COM CL A 92826C839 26,856 200,000 SH X X
VISA INC COM CL A 92826C839 50,758 378,000 SH X 2, 3 X
VISA INC COM CL A 92826C839 2,148 16,000 SH X 3 X
VISA INC COM CL A 92826C839 14,234 106,000 SH X 3, 4 X
VISA INC COM CL A 92826C839 50,355 375,000 SH X 5 X
WAL MART STORES INC COM 931142103 2,583 35,000 SH X 2, 3 X
WASHINGTON POST CO CL B 939640108 726 2,000 SH X 2, 3 X
WELLS FARGO & CO NEW COM 949746101 1,209 35,000 SH X 2, 3 X
GRAND TOTAL 1,399,662 27,699,500