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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: June 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 August 11, 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: 63
Form 13F Information Table Value Total: $ 1,610,610
(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 06/30/11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
INVESTMENT VOTING
MARKET DISCRETION MANAGER AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
NAME OF ISSUER CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) (A) (B) (C)
COOPER INDUSTRIES PLC SHS G24140108 746 12,500 SH X 2 X
EVEREST RE GROUP LTD COM G3223R108 96,056 1,175,000 SH X 3 X
PARTNERRE LTD COM G6852T105 48,195 700,000 SH X 3 X
AT&T INC COM 00206R102 1,884 60,000 SH X 2 X
AGILENT TECHNOLOGIES INC COM 00846U101 1,533 30,000 SH X 2 X
AMERICAN EXPRESS CO COM 025816109 1,810 35,000 SH X 2 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 11,602 200,000 SH X 1 X
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 29,005 500,000 SH X 2 X
ANNALY CAP MGMT INC COM 035710409 54,120 3,000,000 SH X 3 X
APPLIED MATLS INC COM 038222105 911 70,000 SH X 2 X
AUTODESK INC COM 052769106 965 25,000 SH X 2 X
AUTOMATIC DATA PROCESSING IN COM 053015103 1,054 20,000 SH X 2 X
BARRICK GOLD CORP COM 067901108 10,417 230,000 SH X 1 X
BARRICK GOLD CORP COM 067901108 50,272 1,110,000 SH X 2 X
BARRICK GOLD CORP COM 067901108 11,775 260,000 SH X 3 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,548 20,000 SH X 2 X
BOEING CO COM 097023105 1,109 15,000 SH X 2 X
CHUBB CORP COM 171232101 1,878 30,000 SH X 2 X
COCA COLA CO COM 191216100 2,019 30,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 9,775 130,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 30,076 400,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 90,228 1,200,000 SH X 3 X
COSTCO WHSL CORP NEW COM 22160K105 2,031 25,000 SH X 2 X
DEERE & CO COM 244199105 2,474 30,000 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 63,048 800,000 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 7,881 100,000 SH X 3 X
DISNEY WALT CO COM DISNEY 254687106 1,757 45,000 SH X 2 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,892 35,000 SH X 2 X
EMERSON ELEC CO COM 291011104 1,969 35,000 SH X 2 X
EXXON MOBIL CORP COM 30231G102 590,005 7,250,000 SH X 1 X
EXXON MOBIL CORP COM 30231G102 63,476 780,000 SH X 2 X
FEDEX CORP COM 31428X106 6,070 64,000 SH X 1 X
FEDEX CORP COM 31428X106 23,807 251,000 SH X 2 X
FEDEX CORP COM 31428X106 4,743 50,000 SH X 3 X
GENERAL ELECTRIC CO COM 369604103 943 50,000 SH X 2 X
GOOGLE INC COM 38259P508 760 1,500 SH X 2 X
HESS CORP COM 42809H107 17,195 230,000 SH X 1 X
HESS CORP COM 42809H107 50,089 670,000 SH X 2 X
HESS CORP COM 42809H107 3,738 50,000 SH X 3 X
HEWLETT PACKARD CO COM 428236103 1,092 30,000 SH X 2 X
HOME DEPOT INC COM 437076102 724 20,000 SH X 2 X
INTEL CORP COM 458140100 1,884 85,000 SH X 2 X
INTERNATIONAL BUSINESS MACHS COM 459200101 2,059 12,000 SH X 2 X
JPMORGAN CHASE & CO COM 46625H100 1,228 30,000 SH X 2 X
JOHNSON AND JOHNSON COM 478160104 1,663 25,000 SH X 2 X
KELLOGG CO COM 487836108 1,383 25,000 SH X 2 X
LAUDER ESTEE COS INC CL A 518439104 2,104 20,000 SH X 2 X
LILLY ELI & CO COM 532457108 1,877 50,000 SH X 2 X
LOEWS CORP COM 540424108 1,052 25,000 SH X 2 X
MEDTRONIC INC COM 585055106 1,734 45,000 SH X 2 X
MICROSOFT CORP COM 594918104 2,210 85,000 SH X 2 X
NEWMONT MINING CORP COM 651639106 7,988 148,000 SH X 1 X
NEWMONT MINING CORP COM 651639106 45,982 852,000 SH X 2 X
NEWMONT MINING CORP COM 651639106 10,794 200,000 SH X 3 X
NEWS CORP CL A 65248E104 1,239 70,000 SH X 2 X
NOBLE ENERGY INC COM 655044105 1,793 20,000 SH X 2 X
NORDSTROM INC COM 655664100 1,408 30,000 SH X 2 X
NOVARTIS AG SPONSORED ADR 66987V109 1,528 25,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 19,247 185,000 SH X 1 X
OCCIDENTAL PETE CORP DEL COM 674599105 56,182 540,000 SH X 2 X
OCCIDENTAL PETE CORP DEL COM 674599105 28,611 275,000 SH X 3 X
PACCAR INC COM 693718108 1,022 20,000 SH X 2 X
PENTAIR INC COM 709631105 807 20,000 SH X 2 X
PHILIP MORRIS INTL INC COM 718172109 1,002 15,000 SH X 2 X
POTASH CORP SASK INC COM 73755L107 11,398 200,000 SH X 3 X
1
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 06/30/11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
INVESTMENT VOTING
MARKET DISCRETION MANAGER AUTHORITY
TITLE OF VALUE SHRS OR SH/ PUT/ SOLE SHRD OTHER SOLE SHRD NONE
NAME OF ISSUER CLASS CUSIP (X 1000) PRIN AMT PRN CALL (A) (B) (C) (A) (B) (C)
PROCTER & GAMBLE CO COM 742718109 1,907 30,000 SH X 2 X
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 9,960 400,000 SH X 3 X
SPDR GOLD TRUST GOLD SHS 78463V107 7,008 48,000 SH X 1 X
SPDR GOLD TRUST GOLD SHS 78463V107 22,192 152,000 SH X 2 X
SCHLUMBERGER LTD COM 806857108 2,160 25,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 545 55,000 SH X 1 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 1,435 145,000 SH X 2 X
SEABRIGHT INSURANCE HLDGS IN COM 811656107 5,940 600,000 SH X 3 X
SIGMA ALDRICH CORP COM 826552101 1,467 20,000 SH X 2 X
SYSCO CORP COM 871829107 1,247 40,000 SH X 2 X
3M CO COM 88579Y101 2,087 22,000 SH X 2 X
US BANCORP DEL COM NEW 902973304 638 25,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 7,511 103,000 SH X 1 X
UNITED PARCEL SERVICE INC CL B 911312106 25,307 347,000 SH X 2 X
UNITED PARCEL SERVICE INC CL B 911312106 10,940 150,000 SH X 3 X
WAL MART STORES INC COM 931142103 1,860 35,000 SH X 2 X
WASHINGTON POST CO CL B 939640108 838 2,000 SH X 2 X
WELLS FARGO & CO NEW COM 949746101 701 25,000 SH X 2 X
GRAND TOTAL 1,610,610 24,995,000