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, 2005
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, Controller, Treasurer and Assistant Secretary
Phone: 212-752-1356
Signature, Place, and Date of Signing:
/s/ Peter R. Sismondo New York, NY November 10, 2005
--------------------------------------------------------------------------------
[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: 72
Form 13F Information Table Value Total: $772,443
(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 09/30/05
INVESTMENT VOTING
NAME OF ISSUER TITLE OF CUSIP MARKET SHRS OR SH/ PUT/ DISCRETION MANAGER AUTHORITY
CLASS VALUE PRIN AMT PRN CALL SOLE SHRD OTHER SOLE SHRD NONE
(X 1000) (A) (B) (C) (A) (B) (C)
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,722 100,000 SH X 2 X
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,361 50,000 SH X 1 X
MONTPELIER RE HOLDINGS LTD SHS G62185106 2,485 100,000 SH X 1 X
ALEXANDER & BALDWIN INC COM 014482103 1,065 20,000 SH X 1 X
AMERICAN EXPRESS CO COM 025816109 1,436 25,000 SH X 1 X
AMERICAN INTL GROUP INC COM 026874107 1,239 20,000 SH X 1 X
ANADARKO PETE CORP COM 032511107 35,906 375,000 SH X 2 X
ANADARKO PETE CORP COM 032511107 11,969 125,000 SH X 1 X
APACHE CORP COM 037411105 36,670 487,500 SH X 2 X
APACHE CORP COM 037411105 12,223 162,500 SH X 1 X
APPLERA CORP COM AP BIO GRP 038020903 1,162 50,000 SH X 1 X
APPLIED MATLS INC COM 038222105 848 50,000 SH X 1 X
AUTODESK INC COM 052769106 1,393 30,000 SH X 1 X
BANK OF AMERICA CORPORATION COM 060505104 12,630 300,000 SH X 2 X
BANK OF AMERICA CORPORATION COM 060505104 8,420 200,000 SH X 1 X
BELO CORP COM SER A 080555105 800 35,000 SH X 1 X
BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,181 1,531 SH X 1 X
BOEING CO COM 097023105 1,019 15,000 SH X 1 X
BURLINGTON NORTHN SANTA FE C COM 12189T104 418,600 7 ,000,000 SH X 1 X
BURLINGTON RES INC COM 122014103 1,626 20,000 SH X 1 X
CATERPILLAR INC DEL COM 149123101 1,763 30,000 SH X 1 X
CHEVRON CORP NEW COM 166764100 6,473 100,000 SH X 1 X
CHUBB CORP COM 171232101 1,343 15,000 SH X 1 X
CITIGROUP COM 172967101 3,186 70,000 SH X 2 X
CITIGROUP COM 172967101 1,366 30,000 SH X 1 X
COCA COLA CO COM 191216100 1,080 25,000 SH X 1 X
CONOCOPHILLIPS COM 20825C104 9,088 130,000 SH X 1 X
COSTCO WHSL CORP NEW COM 22160K105 1,293 30,000 SH X 1 X
COUNTRYWIDE FINANCIAL CORP COM 222372104 3,298 100,000 SH X 2 X
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,649 50,000 SH X 1 X
DEERE & CO COM 244199105 918 15,000 SH X 1 X
DEVON ENERGY CORP NEW COM 25179M103 38,610 562,500 SH X 2 X
DEVON ENERGY CORP NEW COM 25179M103 12,870 187,500 SH X 1 X
DISNEY WALT CO COM DISNEY 254687106 1,086 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 4,135 48,000 SH X 2 X
DOMINION RES INC VA NEW COM 25746U109 2,067 24,000 SH X 1 X
DOW CHEM CO COM 260543103 833 20,000 SH X 1 X
DU PONT EI DE NEMOURS & CO COM 263534109 1,175 30,000 SH X 1 X
EXXON MOBIL CORP COM 30231G102 1,906 30,000 SH X 1 X
FEDEX CORP COM 31428X106 1,307 15,000 SH X 1 X
GENERAL MTRS CORP COM 370442105 2,372 77,500 SH X 2 X
GENERAL MTRS CORP COM 370442105 2,372 77,500 SH X 1 X
GUIDANT CORP COM 401698105 689 10,000 SH X 1 X
HARLEY DAVIDSON INC COM 412822108 5,450 112,500 SH X 2 X
HARLEY DAVIDSON INC COM 412822108 1,817 37,500 SH X 1 X
INTEL CORP COM 458140100 1,233 50,000 SH X 1 X
INTERNATIONAL BUSINESS MACHS COM 459200101 963 12,000 SH X 1 X
INTUIT COM 461202103 448 10,000 SH X 1 X
JEFFERSON PILOT CORP COM 475070108 1,023 20,000 SH X 1 X
JOHNSON & JOHNSON COM 478160104 3,164 50,000 SH X 2 X
JOHNSON & JOHNSON COM 478160104 3,164 50,000 SH X 1 X
KERR MCGEE CORP COM 492386107 9,711 100,000 SH X 2 X
KERR MCGEE CORP COM 492386107 4,856 50,000 SH X 1 X
LAUDER ESTEE COS INC CL A 518439104 871 25,000 SH X 1 X
LIBERTY MEDIA CORP NEW COM SER A 530718105 886 110,000 SH X 1 X
LILLY ELI & CO COM 532457108 1,070 20,000 SH X 1 X
LYONDELL CHEMICAL CO COM 552078107 3,434 120,000 SH X 2 X
LYONDELL CHEMICAL CO COM 552078107 2,290 80,000 SH X 1 X
MAGNA INTL INC CL A 559222401 4,989 66,650 SH X 2 X
MAGNA INTL INC CL A 559222401 2,497 33,350 SH X 1 X
MANPOWER INC COM 56418H100 888 20,000 SH X 1 X
MEDTRONIC INC COM 585055106 1,609 30,000 SH X 1 X
MERCK & CO INC COM 589331107 20,408 750,000 SH X 1 X
MERCK & CO INC COM 589331107 6,803 250,000 SH X 2 X
MICROSOFT CORP COM 594918104 1,801 70,000 SH X 1 X
MILLIPORE CORP COM 601073109 1,887 30,000 SH X 1 X
NEWS CORP LTD SP ADR PFD 652487802 1,091 70,000 SH X 1 X
NOBLE ENERGY INC COM 655044105 1,407 30,000 SH X 1 X
NORDSTROM INC COM 655664100 1,373 40,000 SH X 1 X
NOVARTIS AG SPONSORED ADR 66987V109 1,275 25,000 SH X 1 X
OLD REP INTL CORP COM 680223104 4,001 150,000 SH X 1 X
PROCTER & GAMBLE CO COM 742718109 1,784 30,000 SH X 1 X
ROHM & HAAS CO COM 775371107 1,028 25,000 SH X 1 X
RYDER SYS INC COM 783549108 684 20,000 SH X 1 X
SBC COMMUNICATIONS INC COM 78387G103 1,199 50,000 SH X 1 X
SCHLUMBERGER LTD COM 806857108 1,688 20,000 SH X 1 X
SIGMA ALDRICH CORP COM 826552101 961 15,000 SH X 1 X
SONY CORP ADR NEW 835699307 830 25,000 SH X 1 X
STATE STR CORP COM 857477103 734 15,000 SH X 1 X
TEXAS INSTRS INC COM 882508104 678 20,000 SH X 1 X
3M CO COM 88579Y101 1,467 20,000 SH X 1 X
UNIVISION COMMUNICATIONS INC CL A 914906102 531 20,000 SH X 1 X
WACHOVIA CORP 2ND NEW COM 929903102 952 20,000 SH X 1 X
WAL MART STORES INC COM 931142103 1,753 40,000 SH X 1 X
WEYERHAUSER CO COM 962166104 1,375 20,000 SH X 1 X
WHIRLPOOL CORP COM 963320106 5,304 70,000 SH X 2 X
WHIRLPOOL CORP COM 963320106 2,273 30,000 SH X 1 X
GRAND TOTAL 772,443 13,751,531