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, 2007
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 May 14, 2007
------------------------------------- ------------- ------------
[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: 73
Form 13F Information Table Value Total: $1,153,604
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
2 RSUI Indemnity Company
3 Capitol Indemnity Corporation
4 Alleghany Insurance Holdings LLC
SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION
PREPARED FOR ALLEGHANY CORPORATION
AS OF 03/31/07
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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INVESTMENT VOTING
MARKET DISCRETION 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)
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PLATINUM UNDERWRITER HLDGS L COM G7127P100 12,832 400,000 SH X 4 X
AT&T INC COM 00206R102 1,972 50,000 SH X 4 X
AGILENT TECHNOLOGIES INC COM 00846U101 1,011 30,000 SH X 4 X
ALEXANDER & BALDWIN INC COM 014482103 1,009 20,000 SH X 4 X
AMERICAN EXPRESS CO COM 025816109 1,410 25,000 SH X 4 X
AMERICAN INTL GROUP INC COM 026874107 1,344 20,000 SH X 4 X
AMERIPRISE FINL INC COM 03076C106 286 5,000 SH X 4 X
ANADARKO PETE CORP COM 032511107 32,235 750,000 SH X 2 X
ANADARKO PETE CORP COM 032511107 10,745 250,000 SH X 3 X
APACHE CORP COM 037411105 34,466 487,500 SH X 2 X
APACHE CORP COM 037411105 11,489 162,500 SH X 3 X
APPLERA CORP COM AP BIO GRP 038080103 1,479 50,000 SH X 4 X
APPLIED MATLS INC COM 038222105 916 50,000 SH X 4 X
AUTODESK INC COM 052769106 1,128 30,000 SH X 4 X
BELO CORP COM SER A 080555105 934 50,000 SH X 4 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,456 400 SH X 4 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,117 1,131 SH X 3 X
BOEING CO COM 097023105 1,334 15,000 SH X 4 X
BURLINGTON NORTHN SANTA FE C COM 12189T104 437,700 5,000,000 SH X 1 X
CATERPILLAR INC DEL COM 149123101 1,676 25,000 SH X 4 X
CHEVRON CORP NEW COM 166764100 1,556 20,000 SH X 1 X
CHEVRON CORP NEW COM 166764100 30,693 415,000 SH X 2 X
CHEVRON CORP NEW COM 166764100 11,464 155,000 SH X 3 X
CHEVRON CORP NEW COM 166764100 8,136 110,000 SH X 4 X
CHUBB CORP COM 171232101 1,550 30,000 SH X 4 X
CIMAREX ENERGY CO COM 171798101 11,106 300,000 SH X 2 X
CIMAREX ENERGY CO COM 171798101 7,404 200,000 SH X 3 X
COCA COLA CO COM 191216100 1,200 25,000 SH X 4 X
CONOCOPHILLIPS COM 20825C104 1,387 20,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 21,872 320,000 SH X 2 X
CONOCOPHILLIPS COM 20825C104 12,303 180,000 SH X 3 X
CONOCOPHILLIPS COM 20825C104 34,859 510,000 SH X 4 X
COSTCO WHSL CORP NEW COM 22160K105 1,615 30,000 SH X 4 X
DTE ENERGY CO COM 233331107 5,748 120,000 SH X 2 X
DTE ENERGY CO COM 233331107 1,916 40,000 SH X 3 X
DARWIN PROFESSIONAL UNDERWRI COM 237502109 235,683 9,371,096 SH X 4 X
DEERE & CO COM 244199105 1,630 15,000 SH X 4 X
DEVON ENERGY CORP NEW COM 25179M103 38,936 562,500 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 12,979 187,500 SH X 3 X
DISNEY WALT CO COM DISNEY 254687106 1,549 45,000 SH X 4 X
DOMINION RES INC VA NEW COM 25746U109 11,984 135,000 SH X 2 X
DOMINION RES INC VA NEW COM 25746U109 5,770 65,000 SH X 3 X
DOW CHEM CO COM 260543103 917 20,000 SH X 4 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,483 30,000 SH X 4 X
EXXON MOBIL CORP COM 30231G102 2,264 30,000 SH X 4 X
FEDEX CORP COM 31428X106 1,611 15,000 SH X 4 X
FIFTH THIRD BANCOP COM 316773100 774 20,000 SH X 4 X
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 14,893 225,000 SH X 2 X
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,964 75,000 SH X 3 X
GENERAL ELECTRIC CO COM 369604103 1,591 45,000 SH X 4 X
GREAT PLAINS ENERGY INC COM 391164100 3,245 100,000 SH X 2 X
GREAT PLAINS ENERGY INC COM 391164100 1,947 60,000 SH X 3 X
HSBC HLDGS PLC SPON ADR NEW 404280406 17,562 200,000 SH X 2 X
HSBC HLDGS PLC SPON ADR NEW 404280406 8,781 100,000 SH X 3 X
HOME DEPOT INC COM 437076102 735 20,000 SH X 4 X
IDEARC INC COM 451663108 527 15,000 SH X 2 X
IDEARC INC COM 451663108 351 10,000 SH X 3 X
INTEL CORP COM 458140100 1,339 70,000 SH X 4 X
INTERNATIONAL BUSINESS MACHS COM 459200101 1,131 12,000 SH X 4 X
INTUIT COM 461202103 547 20,000 SH X 4 X
JOHNSON AND JOHNSON COM 478160104 1,205 20,000 SH X 4 X
KELLOGG COM 487836108 1,029 20,000 SH X 4 X
LAUDER ESTEE COS INC CL A 518439104 1,221 25,000 SH X 4 X
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 608 5,500 SH X 4 X
LILLY ELI & CO COM 532457108 1,611 30,000 SH X 4 X
LINCOLN NATIONAL CORP IND COM 534187109 1,218 17,963 SH X 4 X
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MAGNA INTL INC CL A 559222401 5,006 66,650 SH X 2 X
MAGNA INTL INC CL A 559222401 2,505 33,350 SH X 3 X
MANPOWER INC COM 56418H100 1,475 20,000 SH X 4 X
MCCLATCHY CO COM 579489105 948 30,000 SH X 4 X
MEDTRONIC INC COM 585055106 1,472 30,000 SH X 4 X
MICROSOFT CORP COM 594918104 1,951 70,000 SH X 4 X
MILLIPORE CORP COM 601073109 1,449 20,000 SH X 4 X
NEWS CORP CL A 65248E104 1,618 70,000 SH X 4 X
NOBLE ENERGY INC COM 655044105 1,790 30,000 SH X 4 X
NORDSTROM INC COM 655664100 1,588 30,000 SH X 4 X
NOVARTIS AG SPONSORED ADR 66987V109 1,366 25,000 SH X 4 X
PFIZER INC COM 717081103 3,284 130,000 SH X 2 X
PFIZER INC COM 717081103 1,768 70,000 SH X 3 X
PROCTER & GAMBLE CO COM 742718109 1,895 30,000 SH X 4 X
SCHLUMBERGER LTD COM 806857108 2,419 35,000 SH X 4 X
SIGMA ALDRICH CORP COM 826552101 1,246 30,000 SH X 4 X
SONY CORP ADR NEW 835699307 1,262 25,000 SH X 4 X
STATE STR CORP COM 857477103 971 15,000 SH X 4 X
SYSCO CORP COM 871829107 677 20,000 SH X 4 X
TEXAS INSTRS INC COM 882508104 602 20,000 SH X 4 X
3M CO COM 88579Y101 1,681 22,000 SH X 4 X
VERIZON COMMUNICATIONS COM 92343V104 11,376 300,000 SH X 2 X
VERIZON COMMUNICATIONS COM 92343V104 7,584 200,000 SH X 3 X
WACHOVIA CORP 2ND NEW COM 929903102 1,101 20,000 SH X 4 X
WAL MART STORES INC COM 931142103 1,878 40,000 SH X 4 X
WASHINGTON POST CO CL B 939640108 764 1,000 SH X 4 X
WEYERHAUSER CO COM 962166104 1,495 20,000 SH X 4 X
GRAND TOTAL 1,153,604 22,866,090
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