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, 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 August 9, 2006
------------------------ [City, State] [Date]
[Signature]
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: 63
Form 13F Information Table Value Total: $777,545
(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 6/30/06
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- -------- ------------------- --------------- -------- --------------
INVESTMENT VOTING
DISCRETION AUTHORITY
MARKET --------------- --------------
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 2,150 124,525 SH X 2 X
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,005 58,175 SH X 1 X
AT&T INC COM 00206R102 1,395 50,000 SH X 1 X
ALEXANDER & BALDWIN INC COM 014482103 885 20,000 SH X 1 X
AMERICAN EXPRESS CO COM 025816109 1,331 25,000 SH X 1 X
AMERICAN INTL GROUP INC COM 026874107 1,181 20,000 SH X 1 X
AMERIPRISE FINL INC COM 03076C106 223 5,000 SH X 1 X
ANADARKO PETE CORP COM 032511107 35,768 750,000 SH X 2 X
ANADARKO PETE CORP COM 032511107 11,922 250,000 SH X 1 X
APACHE CORP COM 037411105 33,272 487,500 SH X 2 X
APACHE CORP COM 037411105 11,091 162,500 SH X 1 X
APPLERA CORP COM AP BIO GRP 038020903 1,618 50,000 SH X 1 X
APPLIED MATLS INC COM 038222105 814 50,000 SH X 1 X
AUTODESK INC COM 052769106 1,034 30,000 SH X 1 X
BELO CORP COM SER A 080555105 780 50,000 SH X 1 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,659 1,531 SH X 1 X
BOEING CO COM 097023105 1,229 15,000 SH X 1 X
BURLINGTON NORTHN SANTA FE C COM 12189T104 475,500 6,000,000 SH X 1 X
CATERPILLAR INC DEL COM 149123101 2,234 30,000 SH X 1 X
CHEVRON CORP NEW COM 166764100 22,031 355,000 SH X 2 X
CHEVRON CORP NEW COM 166764100 15,205 245,000 SH X 1 X
CHUBB CORP COM 171232101 1,497 30,000 SH X 1 X
CIMAREX ENERGY CO COM 171798101 6,450 150,000 SH X 2 X
CIMAREX ENERGY CO COM 171798101 4,300 100,000 SH X 1 X
COCA COLA CO COM 191216100 1,076 25,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 34,731 530,000 SH X 1 X
COSTCO WHSL CORP NEW COM 22160K105 1,714 30,000 SH X 1 X
DEERE & CO COM 244199105 1,252 15,000 SH X 1 X
DEVON ENERGY CORP NEW COM 25179M103 33,981 562,500 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 11,327 187,500 SH X 1 X
DISNEY WALT CO COM DISNEY 254687106 1,350 45,000 SH X 1 X
DISCOVERY HOLDING CO CL A COM 25468Y107 161 11,000 SH X 1 X
DOMINION RES INC VA NEW COM 25746U109 3,590 48,000 SH X 2 X
DOMINION RES INC VA NEW COM 25746U109 1,795 24,000 SH X 1 X
DOW CHEM CO COM 260543103 781 20,000 SH X 1 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,248 30,000 SH X 1 X
EXXON MOBIL CORP COM 30231G102 1,841 30,000 SH X 1 X
FEDEX CORP COM 31428X106 1,753 15,000 SH X 1 X
FIFTH THIRD BANCOP COM 316773100 739 20,000 SH X 1 X
GENERAL ELECTRIC CO COM 369604103 989 30,000 SH X 1 X
INTEL CORP COM 458140100 1,330 70,000 SH X 1 X
INTERNATIONAL BUSINESS MACHS COM 459200101 922 12,000 SH X 1 X
INTUIT COM 461202103 605 10,000 SH X 1 X
LAUDER ESTEE COS INC CL A 518439104 967 25,000 SH X 1 X
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 475 27,500 SH X 1 X
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 461 5,500 SH X 1 X
LILLY ELI & CO COM 532457108 1,658 30,000 SH X 1 X
LINCOLN NATIONAL CORP IND COM 534187109 1,014 17,963 SH X 1 X
MAGNA INTL INC CL A 559222401 4,797 66,650 SH X 2 X
MAGNA INTL INC CL A 559222401 2,400 33,350 SH X 1 X
MANPOWER INC COM 56418H100 1,292 20,000 SH X 1 X
MCCLATCHY CO COM 579489105 802 20,000 SH X 1 X
MEDTRONIC INC COM 585055106 1,408 30,000 SH X 1 X
MICROSOFT CORP COM 594918104 1,631 70,000 SH X 1 X
MILLIPORE CORP COM 601073109 1,260 20,000 SH X 1 X
NEWS CORP LTD SP ADR PFD 652487802 1,343 70,000 SH X 1 X
NOBLE ENERGY INC COM 655044105 1,406 30,000 SH X 1 X
NORDSTROM INC COM 655664100 1,460 40,000 SH X 1 X
NOVARTIS AG SPONSORED ADR 66987V109 1,348 25,000 SH X 1 X
PROCTER & GAMBLE CO COM 742718109 1,668 30,000 SH X 1 X
SCHLUMBERGER LTD COM 806857108 2,604 40,000 SH X 1 X
SIGMA ALDRICH CORP COM 826552101 1,090 15,000 SH X 1 X
SONY CORP ADR NEW 835699307 1,101 25,000 SH X 1 X
STATE STR CORP COM 857477103 871 15,000 SH X 1 X
TEXAS INSTRS INC COM 882508104 606 20,000 SH X 1 X
3M CO COM 88579Y101 1,615 20,000 SH X 1 X
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 6/30/06
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- -------- ------------------- --------------- -------- --------------
INVESTMENT VOTING
DISCRETION AUTHORITY
MARKET --------------- --------------
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)
-------------- -------------- --------- -------- ---------- --- ---- ---- ---- ----- -------- ---- ---- ----
UNIVISION COMMUNICATIONS INC CL A 914906102 670 20,000 SH X 1 X
WACHOVIA CORP 2ND NEW COM 929903102 1,082 20,000 SH X 1 X
WAL MART STORES INC COM 931142103 1,927 40,000 SH X 1 X
WASHINGTON POST CO CL B 939640108 585 750 SH X 1 X
WEYERHAUSER CO COM 962166104 1,245 20,000 SH X 1 X
GRAND TOTAL 777,545 11,570,944