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, 2002 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: 375 Park Avenue New York, NY 10152 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 13, 2002 ----------------------------------------------------------------------------- [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: 0 Form 13F Information Table Entry Total: 45 Form 13F Information Table Value Total: $ 457,955 (thousands) List of Other Included Managers: None SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION PREPARED FOR ALLEGHANY CORPORATION AS OF 09/30/2002 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP MARKET SHRS OR SH/ PUT/ DISCRETION MANAGER AUTHORITY VALUE PRIN AMT PRN CALL SOLE SHRD OTHER SOLE SHRD NONE (X 1000) (A) (B) (C) (A) (B) (C) AMB PROPERTY CORP COM 00163T109 592 20,500 SH X X ALLIANT ENERGY CORP COM 018802108 2,673 138,850 SH X X AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 110 5,000 SH X X AMEREN CORP COM 023608102 4,165 100,000 SH X X AON CORP COM 037389103 102 4,981 SH X X APARTMENT INVT & MGMT CO CL A 03748R101 777 20,000 SH X X ARCH COAL INC COM 039380100 14,895 900,000 SH X X ARCHSTONE-SMITH TR COM 039583109 1,148 48,093 SH X X ASSOCIATED BANC CORP COM 045487105 1,214 38,264 SH X X AVALONBAY CMNTYS INC COM 053484101 1,115 26,664 SH X X BRE PROPERTIES INC CL A 05564E106 958 31,150 SH X X BALDWIN & LYONS INC CL B 057755209 530 24,260 SH X X BANK ONE CORP COM 06423A103 702 18,775 SH X X BARRICK GOLD CORP COM 067901108 824 53,000 SH X X BERKSHIRE HATHAWAY INC DEL CL B 084670207 2,788 1,131 SH X X BOSTON PROPERTIES INC COM 101121101 1,352 36,350 SH X X BURLINGTON NORTHN SANTA FE COM 12189T104 382,720 16,000,000 SH X X CHARTER ONE FINL INC COM 160903100 892 30,007 SH X X CINERGY CORP COM 172474108 3,143 100,000 SH X X COMMERCE GROUP INC MASS COM 200641108 647 20,000 SH X X DQE INC COM 23329J104 1,500 100,000 SH X X FEDERAL REALTY INVT TR SH BEN INT 313747206 935 34,640 SH X X FIFTH THIRD BANCORP COM 316773100 512 8,362 SH X X FIRST FED CAP CORP COM 319960100 3,145 161,884 SH X X FIRST INDUSTRIAL REALTY TRUS COM 32054K103 824 26,600 SH X X GENERAL GROWTH PPTYS INC COM 370021107 760 14,750 SH X X GREAT PLAINS ENERGY INC COM 391164100 1,915 100,000 SH X X HARLEYSVILLE GROUP INC COM 412824104 2,163 82,400 SH X X HERCULES INC COM 427056106 921 100,000 SH X X LONGVIEW FIBRE CO COM 543213102 4,858 700,000 SH X X MACERICH CO COM 554382101 970 31,310 SH X X MACK CALI RLTY CORP COM 554489104 1,150 35,800 SH X X MARSHALL & ILSLEY CORP COM 571834100 558 20,000 SH X X MERCHANTS GROUP INC COM 588539106 513 22,300 SH X X MERCURY GENL CORP NEW COM 589400100 886 20,700 SH X X PHILIP MORRIS COS INC COM 718154107 970 25,000 SH X X PROGRESSIVE CORP OHIO COM 743315103 1,975 39,000 SH X X RLI CORP COM 749607107 770 14,343 SH X X SAFECO CORP COM 786429100 3,178 100,000 SH X X TECO ENERGY INC COM 872375100 1,588 100,000 SH X X TAUBMAN CTRS INC COM 876664103 636 44,700 SH X X UNITED FIRE & CAS CORP COM 910331107 2,572 75,684 SH X X WELLS FARGO & CO COM 949746101 1,064 22,094 SH X X WESTAR ENERGY INC COM 95709T100 1,006 100,000 SH X X XL CAPL LTD CL A G98255105 1,239 16,854 SH X X GRAND TOTAL 457,955 19,613,446 1