13F-HR 1 v237270_13f-hr.txt 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, 2011 --------------------------------- Check here if Amendment |_|; Amendment Number: This Amendment (Check only one.): |_| is a restatement. |_| adds new holding entries. Institutional Investment Manager Filing this Report: Name: Foxhall Capital Management, Inc. ---------------------------------------------------------------------- Address: 35 Old Tavern Rd, 2nd Floor ---------------------------------------------------------------------- Orange, CT 06477 ---------------------------------------------------------------------- Form 13F File Number: 28-07146 -------------------- 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: Michael Zielinski ---------------------------------------------------------------------- Title: Chief Compliance Officer ---------------------------------------------------------------------- Phone: (203) 891-8377 ---------------------------------------------------------------------- Signature, Place, and Date of Signing: /s/ Michael Zielinski Orange, CT 10-14-2011 ---------------------------------- ------------------------------- ---------- [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 is 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: 38 ------------------- Form 13F Information Table Value Total: $52,991 ------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE Foxhall Capital Management, Inc. FORM 13F 30-September-2011

~~Voting Authority --------------------~~ Title of Value Shares/ Sh/ Put/ ~~Invstmt~~Investment Other Name of Issuer class CUSIP (x$1000) Prn Amt Prn Call ~~Dscretn~~Discretion Managers Sole Shared None ------------------------------ -------- --------- -------- ---------- --- ---- ---------- -------- ------- ------ ---- ~~ALPS ETF TR THOM REUTR JEF ETF 00162Q304 15,637.00 311,300.00 SH Sole 123519 0 187781~~ AMERIGROUP CORP CS 03073T102 ~~857~~403.00 1210,~~155~~340.00 SH Sole ~~4750~~3807 0 ~~7405~~6533 ANALOG DEVICES INC CS 032654105 ~~792~~567.00 2018,~~234~~154.00 SH Sole ~~8275~~6748 0 ~~11959~~11406 ASTRAZENECA PLC ADR 046353108 ~~792~~624.00 1514,~~813~~076.00 SH Sole ~~6470~~5205 0 ~~9343~~8871 ATMEL CORP CS 049513104 ~~766~~397.00 5449,~~438~~214.00 SH Sole ~~22213~~18270 0 ~~32225~~30944 AUTOLIV INC CS 052800109 ~~884~~479.00 119,~~273~~869.00 SH Sole ~~4480~~3646 0 ~~6793~~6223 BRIDGEPOINT ED INC CS 10807M105 ~~813~~520.00 3229,~~500~~837.00 SH Sole ~~13248~~11304 0 ~~19252~~18533 BUCKEYE TECHNOLOGIES INC CS 118255108 ~~888~~706.00 3229,~~912~~287.00 SH Sole ~~13460~~10778 0 ~~19452~~18509 CASH AMER INTL INC CS 14754D100 ~~947~~741.00 1614,~~359~~475.00 SH Sole ~~6698~~5322 0 ~~9661~~9153 CLIFFS NATURAL RESOURCES INC CS 18683K101 ~~887~~429.00 98,~~598~~378.00 SH Sole ~~3788~~3152 0 ~~5810~~5226 CNOOC LTD ADR 126132109 ~~787~~481.00 32,~~337~~998.00 SH Sole ~~1363~~1110 0 ~~1974~~1888 DEVRY INC DEL CS 251893103 ~~878~~495.00 1413,~~848~~393.00 SH Sole ~~6046~~4953 0 ~~8802~~8440 DOMTAR CORP CS 257559203 ~~762~~495.00 87,~~040~~265.00 SH Sole ~~3288~~2724 0 ~~4752~~4541 EMPRESA NACIONAL DE ELCTRCID ADR 29244T101 ~~856~~562.00 1412,~~988~~969.00 SH Sole ~~5938~~4777 0 ~~9050~~8192 ENTEGRIS INC CS 29362U104 ~~921~~520.00 9081,~~981~~475.00 SH Sole ~~37227~~30082 0 ~~53754~~51393 EXPRESS INC CS 30219E103 ~~862~~711.00 3935,~~529~~038.00 SH Sole ~~16182~~12868 0 ~~23347~~22170 EXXON MOBIL CORP CS 30231G102 ~~837~~640.00 108,~~285~~812.00 SH Sole ~~4070~~3243 0 ~~6215~~5569 EZCORP INC CS 302301106 ~~918~~654.00 2522,~~809~~909.00 SH Sole ~~10548~~8389 0 ~~15261~~14520 ~~FRONTIER OIL CORP CS 35914P105 903.00 27,954.00 SH Sole 11423 0 16531~~ GREENHAVEN CONT CMDTY INDEX UN ETF 395258106 2110,~~835~~147.00 ~~651~~334,~~784~~430.00 SH Sole ~~294445~~3409 0 ~~357339~~331021 GROUPE CGI INC CS 39945C109 ~~863~~587.00 3531,~~022~~190.00 SH Sole ~~14305~~11452 0 ~~20717~~19738 ISHARES ~~INC MSCI PAC J IDX ETF 464286665 38,419.00 806,955.00 SH Sole 362394 0 444561 ISHARES~~ TR LEHMAN 3-7 YR ETF 464288661 194,~~896~~173.00 ~~169~~34,~~904~~354.00 SH Sole ~~78885~~36 0 ~~91019~~34318 ISHARES TR LEHMAN INTER G ETF 464288612 104,~~907~~146.00 9937,~~938~~294.00 SH Sole ~~2522~~40 0 ~~97416~~37254 ISHARES TR ~~LEHMAN~~RUSSELL SH3000 ~~TREA~~ ETF ~~464288679~~464287689 ~~239.00 2~~4,~~168~~812.00 ~~SH Sole 0 0 2168 ISHARES TR MSCI EAFE IDX ETF 464287465 15~~72,~~706~~117.00 ~~261,160.00~~ SH Sole ~~96672~~1857 0 ~~164488~~70260 ISHARES TR ~~MSCI EMERG MKT ETF 464287234 21,800.00 457,989.00 SH Sole 169077 0 288912 ISHARES TR~~ RUSSELL ~~3000~~MIDCAP ETF ~~464287689~~464287499 414,~~010~~722.00 ~~517~~53,~~211~~511.00 SH Sole ~~189648~~1377 0 ~~327563~~52134 J2 GLOBAL COMMUNICATIONS INC CS 46626E205 ~~802~~687.00 2825,~~418~~523.00 SH Sole ~~11626~~9507 0 ~~16792~~16016 KKR & CO L P DEL CS 48248M102 ~~769~~439.00 4742,~~132~~215.00 SH Sole ~~19254~~15708 0 ~~27878~~26507 LINEAR TECHNOLOGY CORP CS 535678106 ~~795~~596.00 2421,~~085~~571.00 SH Sole ~~9852~~8006 0 ~~14233~~13565 ~~MARKET VECTORS ETF TR RVE HARD ETF 57060U795 60,612.00 1,501,787.00 SH Sole 710374 0 791413~~ NEUSTAR INC CS 64126X201 ~~800~~681.00 3027,~~551~~078.00 SH Sole ~~12501~~9925 0 ~~18050~~17153 PIER 1 IMPORTS INC CS 720279108 ~~837~~617.00 7263,~~320~~125.00 SH Sole ~~28594~~23646 0 ~~43726~~39479 PIMCO ETF TR ENHAN SHRT MAT ETF 72201R833 240.00 2,379.00 SH Sole 0 0 2379 POWERSHARES DB CMDTY IDX TRA U ETF 73935S105 14,285.00 493,278.00 SH Sole 214486 0 278792 POWERSHARES ETF TRUST II INTL ETF 73936Q835 3,657.00 128,459.00 SH Sole 128459 0 0 POWERSHARES GLOBAL ETF TRUST S ETF 73936T573 1,608.00 59,354.00 SH Sole 59354 0 0 POWERSHS DB MULTI SECT COMM DB ETF 73936B200 7,534.00 137,099.00 SH Sole 66514 0 70585 RIO TINTO PLC ADR 767204100 ~~863~~467.00 1110,~~927~~597.00 SH Sole ~~4874~~3900 0 ~~7053~~6697 SAUER-DANFOSS INC CS 804137107 ~~794~~411.00 1514,~~754~~212.00 SH Sole ~~6427~~5284 0 ~~9327~~8928 ~~SELECT SECTOR~~ SPDR TR SBI INT- ETF 81369Y506 12,761.00 169,354.00 SH Sole 83450 0 85904 SPDR BARCLAYS CAPITAL 1-3 MONT ETF 78464A680 240.00 5,223.00 SH Sole 0 0 5223 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 15,396.00 182,031.00 SH Sole 91567 0 90464 SPDR INDEX SHS FDS LATIN AMER ETF 78463X707 15,979.00 184,645.00 SH Sole 93035 0 91610 SPDR INDEX SHS FDS S&P BRIC 40 ETF 78463X798 15,823.00 568,563.00 SH Sole 287641 0 280922 SPDR LEHMAN HIGH YIELD BOND ET ETF 78464A417 ~~1,585~~467.00 3912,~~406~~906.00 SH Sole ~~39406~~ 0 0 ~~SPDR~~12906 ~~SERIES TRUST BRCLY INTL C ETF 78464A151 3,719.00 106,310.00 SH Sole 106310 0 0~~ SPDR SERIES TRUST ~~LEHMN~~BARCLY ~~INTL~~CNV E ETF ~~78464A516~~78464A359 ~~8,985~~436.00 ~~145~~12,~~455~~239.00 SH Sole ~~145455~~ 0 0 ~~SPDR~~12239 ~~SERIES TRUST S&P METALS M ETF 78464A755 9,384.00 135,268.00 SH Sole 66503 0 68765 SPDR TR UNIT SER 1 ETF 78462F103 13,636.00 103,323.00 SH Sole 38131 0 65192~~ TELECOMUNICACOES DE SAO PAUL ADR 87929A102 ~~820~~660.00 2724,~~612~~949.00 SH Sole ~~11265~~9347 0 ~~16347~~15602 VANGUARD BD INDEX FD INC TOTAL ETF 921937835 104,~~875.00 133,992.00 SH Sole 3381 0 130611 VANGUARD INDEX TR MID CAP VIPE ETF 922908629 13,613.00~~ 169~~,278~~.00 ~~SH Sole 62168 0 107110 VANGUARD INDEX TR SMLL CP VIPE ETF 922908751 13~~49,~~680~~788.00 ~~175,267.00~~ SH Sole ~~64639~~53 0 ~~110628~~49735 VANGUARD ~~INTL EQUITY INDEX F E ETF 922042858 69,452.00 1,428,457.00 SH Sole 657711 0 770746 VANGUARD INTL EQUITY INDEX F P ETF 922042866 23,163.00 409,670.00 SH Sole 205126 0 204544 VANGUARD~~ SCOTTSDALE FDS INT-TE ETF 92206C870 74,~~214~~033.00 8949,~~946~~814.00 SH Sole ~~89946~~54 0 049760 ~~VANGUARD TAX-MANAGED FD EUROPE ETF 921943858 31,709.00 832,698.00 SH Sole 305773 0 526925~~ VEECO INSTRS INC DEL CS 922417100 ~~704~~320.00 1413,~~549~~123.00 SH Sole ~~5942~~4880 0 ~~8607~~8243 WESTERN UN CO CS 959802109 ~~801~~543.00 3935,~~983~~504.00 SH Sole ~~16359~~12979 0 ~~23624~~22525 WESTLAKE CHEM CORP CS 960413102 ~~772~~454.00 1413,~~876~~253.00 SH Sole ~~6084~~4904 0 ~~8792~~8349 REPORT SUMMARY: 6238 DATA RECORDS ~~565~~52,~~569~~991.00 0.00 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED.

Filing Compare · Foxhall Capital Management, Inc.