  We study the spectrum of generalized Wishart matrices, defined as
$\mathbf{F}=( X Y^\top + Y X^\top)/2T$, where $X$ and $Y$ are $N \times T$
matrices with zero mean, unit variance IID entries and such that
$\mathbb{E}[X_{it} Y_{jt}]=c \delta_{i,j}$. The limit $c=1$ corresponds to the
Marcenko-Pastur problem. For a general $c$, we show that the Stietjes transform
of $\mathbf{F}$ is the solution of a cubic equation. In the limit $c=0$, $T \gg
N$ the density of eigenvalues converges to the Wigner semi-circle.
