13F-HR 1 capmgm13f0303.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: March 31, 2003 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: Maurice Lazenby, III Address: CSX Capital Management, Inc. 500 Water St. J-110 Jacksonville, FL 32202 Form 13F File Number: 28-3167 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: Maurice Lazenby, III Title: President Phone: (904) 359.1339 Signature, Place, and Date of Signing /s/ Maurice Lazenby, III Jacksonville, FL March 31, 2003 ------------------------ 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: 35 Form 13F Information Table Value Total: $95,736,136 List of Other Included Managers: None 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. 1ST Quarter - 3/31/03 Form 13F INFORMATION TABLE

Voting Authority Shares ----------------------- Shares or Share/ PUT/ Invest. Other Name of Issuer Title of Class CUSIP Value Prin Amt PRN CALL Discretion Mgrs. Sole Shared None -------------- -------------- ----- ----- --------- ------ ---- ---------- ----- ---- ------ ---- BELLSOUTH CORP COM Common 079860-10 2,~~825~~366,~~004~~364 109,200 Sole 109,200 BRISTOL MYERS SQUIBB CO COM Common 110122-10 2,~~812~~567,~~725~~295 121,500 Sole 121,500 CATERPILLER INC COM Common 149123-10 3,~~657~~936,~~600~~000 80,000 Sole 80,000 CHEVRON TEXACO CORP Common 166764-10 2,~~592~~521,~~720~~350 39,000 Sole 39,000 CHUBB CORP Common 171232-10 2,~~871~~880,~~000~~800 5565,000 Sole 5565,000 CONOCO PHILLIPS Common ~~20825C104~~20825C-10 3,~~055~~384,~~248~~196 63,138 Sole 63,138 DEERE & CO Common 244199-10 ~~544~~2,~~675~~178,930 55,500 Sole 55,500 EATON CORP Common 278058-10 2,~~538~~273,~~575~~375 32,500 Sole 32,500 ELECTRA DATA SYS CORP COM Common 285661-10 23,~~488~~344,~~050~~000 ~~135~~190,000 Sole ~~135~~190,000 FORTUNE BRANDS INC Common 349631-10 23,~~558~~000,~~050~~900 5570,000 Sole 5570,000 GATX CORP Common 361448-10 1,~~711~~086,~~500~~000 75,000 Sole 75,000 GENUINE PT CO Common 372460-10 23,~~556~~295,~~400~~080 83108,000 Sole 83108,000 HEWLETT-PACKARD CO Common 428236-10 3,~~732~~343,~~400~~250 215,000 Sole 215,000 INTL BUSINESS MACH CORP COM Common 459200-10 32,~~565~~548,~~000~~975 4632,~~000~~500 Sole 4632,~~000~~500 INTL PAPER CO COM Common 460146-10 2,~~797~~704,~~600~~000 80,000 Sole 80,000 MORGAN J P CHASE & CO Common 46625H-10 32,~~000~~963,~~000~~750 125,000 Sole 125,000 KERR MCGEE CORP COM Common ~~492386107~~492386-10 2,~~414~~213,~~350~~245 54,500 Sole 54,500 KIMBERLY-CLARK CORP Common 494368-10 3,~~085~~568,~~550~~610 6578,~~000~~500 Sole 6578,~~000~~500 LINCOLN NATIONAL Common ~~534187109~~534187-10 2,~~542~~254,~~190~~000 80,500 Sole 80,500 MBNA CORP COM Common 55262L-10 1,655,500 110,000 Sole 110,000 MARSH & MC LENNAN CO'S INC Common 571748-10 3,~~719~~431,~~905~~715 80,500 Sole 80,500 MAY DEPARTMENT STORES Common 577778-10 2,148,120 108,000 Sole 108,000 MAYTAG CORP COM Common 578592-10 32,~~705~~473,~~000~~900 130,000 Sole 30130,000 MERCK & COMPANY Common 589331-10 3,~~962~~834,~~700~~600 70,000 Sole 70,000 NATL CY CORP Common 635405-10 3,~~415~~481,~~000~~250 125,000 Sole 125,000 PITNEY BOWES INC COM Common 724479-10 3,~~592~~511,~~600~~200 110,000 Sole 110,000 PPG IND INC COM Common 693506-10 2,~~708~~434,~~100~~320 54,000 Sole 54,000 T. ROWE PRICE Common 74144T108 1,~~950~~939,~~520~~009 71,500 Sole 71,500 ROWAN CO INC COM Common 779382-10 3,~~632~~145,~~000~~600 160,000 Sole 160,000 SBC COMMUNICATIONS INC. Common 78387G-10 2,~~960~~190,~~412~~552 109,200 Sole 109,200 ~~SCHERING-PLOUGH CORP COM Common 806605-10 2,442,000 110,000 Sole 110,000~~ SOUTHTRUST CORP COM Common 844730-10 31,~~727~~531,~~500~~800 ~~150~~60,000 Sole ~~150~~60,000 UTD TECHNOLOGIES CORP COM Common 913017-10 32,~~097~~889,000 50,000 Sole 50,000 V F CORP COM Common 918204-10 3,~~605~~763,000 100,000 Sole 100,000 VERIZON COMMUNICATIONS COM Common 92343V-10 1,~~937~~767,500 50,000 Sole 50,000 WEYERHAEUSER CO Common 962166-10 3,~~198~~108,~~650~~950 65,000 Sole 65,000 GRAND TOTAL 9995,~~002~~736,~~524~~136 3,~~005~~128,038 3,~~005~~128,038

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