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, 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 May 8, 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: 51 Form 13F Information Table Value Total: $573,600 (thousands) List of Other Included Managers: None SECURITIES AND EXCHANGE COMMISSIONS FORM 13F INFORMATION PREPARED FOR ALLEGHANY CORPORATION AS OF 03/31/2002 ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 & 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------------------------------------------------------------------------------------------------------ INVESTMENT VOTING NAME OF ISSUER AND 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) ACE LTD G0070K103 2,439 58,500 SH X X ALLIANT ENERGY CORP 018802100 4,196 138,850 SH X X AMLI RESIDENTIAL PPTYS TR 001735109 1,690 67,000 SH X X ALLMERICA FINL CORP 019754100 898 20,000 SH X X AMEREN CORP 023608102 4,275 100,000 SH X X AMERUS GROUP CO 03072M108 2,717 70,670 SH X X AON CORP 037389103 420 12,000 SH X X APARTMENT INVT & MGMT CO 03748R101 967 20,000 SH X X ARCH COAL INC 039380100 19,242 900,000 SH X X ARCHSTONE-SMITH TR 039583109 2,933 109,473 SH X X ASSOCIATED BANC CORP 045487105 1,323 34,786 SH X X AVALONBAY CMNTYS INC 053484101 1,791 35,964 SH X X BALDWIN & LYONS INC CLASS B 057755209 607 24,260 SH X X BANK ONE CORP 06423A103 784 18,775 SH X X BARRICK GOLD CORP 067901108 925 53,000 SH X X BERKSHIRE HATHAWAY INC DEL CLASS B 084670207 2,679 1,131 SH X X BOSTON PROPERTIES INC 101121101 907 23,000 SH X X BURLINGTON NORTHN SANTA FE 12189T104 482,880 16,000,000 SH X X CHARTER ONE FINL INC 160903100 892 28,578 SH X X CHUBB CORP 171232101 585 8,000 SH X X CINERGY CORP 172474108 3,575 100,000 SH X X CITIGROUP INC 172967101 512 10,333 SH X X CITIZENS COMMUNICATIONS CO 17453B101 602 55,980 SH X X COMMERCE GROUP INC MASS 200641108 774 20,000 SH X X DEUTSCHE BANK AG NAMEN D18190898 644 10,000 SH X X EQUITY OFFICE PROPERTIES TRU 294741103 1,994 66,492 SH X X EQUITY RESIDENTIAL PPTYS TR 29476L107 2,130 74,110 SH X X FIFTH THIRD BANCORP 316773100 564 8,362 SH X X FIRST FED CAP CORP 319960100 3,052 161,884 SH X X GREAT PLAINS ENERGY INC 391164100 2,495 100,000 SH X X HARLEYSVILLE GROUP INC 412824104 2,177 82,400 SH X X HERCULES INC 427056106 1,300 100,000 SH X X INTEL CORP 458140100 1,232 40,500 SH X X INTERNATIONAL BUSINESS MACHS 459200101 1,352 13,000 SH X X IPC HLDGS LTD G4933P101 1,111 34,150 SH X X KOHLS CORP 500255104 655 9,200 SH X X MARSHALL & ILSLEY CORP 571834100 622 10,000 SH X X MELLON FINL CORP 58551A108 772 20,000 SH X X MERCHANTS GROUP INC 588539106 537 22,300 SH X X MERCURY GENL CORP NEW 589400100 963 20,700 SH X X METLIFE INC 59156R108 576 18,300 SH X X OHIO CAS CORP 677240103 1,663 87,800 SH X X PHILIP MORRIS COS INC 718154107 1,317 25,000 SH X X PROGRESSIVE CORP OHIO 743315103 2,166 13,000 SH X X PROTECTIVE LIFE CORP 743674103 935 30,000 SH X X RLI CORP 749607107 742 14,343 SH X X ROUSE CO PFD CONV SER B 779273309 130 2,900 SH X X SCHWAB CHARLES CORP NEW 808513105 700 53,500 SH X X UNITED FIRE & CAS CORP 910331107 2,494 75,684 SH X X XL CAPL LTD G98255105 1,573 16,854 SH X X WELLS FARGO & CO NEW 949746101 1,091 22,094 SH X X GRAND TOTAL 573,600 19,042,873