13F-HR 1 capmgm13f0603.txt CSX CAPITAL MANAGEMENT, INC. FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 June 30, 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: 37 Form 13F Information Table Value Total: $104,603,387 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. 2nd Quarter - 6/30/03 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 -------------- -------------- ----- ------ --------- ------ ---- ----------- ----- ---- ------ ---- AVERY DENNISON CORP COM Common 53611109 1,757,000 35,000 Sole 35,000 BELLSOUTH CORP COM Common ~~079860-10~~79860102 2,~~366~~663,~~364~~000 ~~109~~100,~~200~~000 Sole ~~109~~100,~~200~~000 BRISTOL MYERS SQUIBB CO COM Common ~~110122-10~~110122108 23,~~567~~054,~~295~~375 ~~121~~112,500 Sole ~~121~~112,500 CATERPILLER INC COM Common ~~149123-10~~149123101 34,~~936~~146,~~000~~670 8074,~~000~~500 Sole 8074,~~000~~500 CHEVRON TEXACO CORP Common ~~166764-10~~166764100 23,~~521~~610,~~350~~000 3950,000 Sole 3950,000 CHUBB CORP Common ~~171232-10~~171232101 23,~~880~~600,~~800~~000 6560,000 Sole 6560,000 CONAGRA FOOD INC Common 205887102 944,000 40,000 Sole 40,000 CONOCO PHILLIPS Common ~~20825C-10~~20825C104 3,~~384~~221,~~196~~637 6358,~~138~~789 Sole 6358,~~138~~789 DEERE & CO Common ~~244199-10~~244199105 2,~~178~~285,~~930~~000 5550,~~500~~000 Sole 5550,~~500~~000 EATON CORP Common ~~278058-10~~278058102 21,~~273~~572,~~375~~200 3220,~~500~~000 Sole 3220,~~500~~000 ELECTRA DATA SYS CORP COM Common ~~285661-10~~285661104 3,~~344~~753,750 175,000 ~~190~~Sole 175,000 EXXON MOBIL CORP COM Common 30231G102 1,795,500 50,000 Sole ~~190~~50,000 FORTUNE BRANDS INC Common ~~349631-10~~349631101 3,~~000~~393,~~900~~000 7065,000 Sole 7065,000 GATX CORP Common ~~361448-10~~361448103 1,~~086~~144,~~000~~500 7570,000 Sole 7570,000 GENUINE PT CO Common ~~372460-10~~372460105 3,~~295~~201,~~080~~000 ~~108~~100,000 Sole ~~108~~100,000 HEWLETT-PACKARD CO Common ~~428236-10~~428236103 34,~~343~~260,~~250~~000 ~~215~~200,000 Sole ~~215~~200,000 INTL BUSINESS MACH CORP COM Common ~~459200-10~~459200101 2,~~548~~062,~~975~~500 3225,~~500~~000 Sole 3225,~~500~~000 INTL PAPER CO COM Common ~~460146-10~~460146103 2,~~704~~661,~~000~~885 8074,~~000~~500 Sole 8074,~~000~~500 MORGAN J P CHASE & CO Common ~~46625H-10~~46625H100 2,~~963~~392,~~750~~600 ~~125~~70,000 Sole ~~125~~70,000 KERR MCGEE CORP COM Common ~~492386-10~~492386107 23,~~213~~360,~~245~~000 5475,~~500~~000 Sole 5475,~~500~~000 KIMBERLY-CLARK CORP Common ~~494368-10~~494368103 3,~~568~~780,~~610~~150 7872,500 Sole 7872,500 LINCOLN NATIONAL Common ~~534187-10~~534187109 2,~~254~~672,~~000~~250 8075,~~500 Sole 80,500 MBNA CORP COM Common 55262L-10 1,655,500 110,~~000 Sole ~~110~~75,000 MARSH & MC LENNAN CO'S INC Common ~~571748-10~~571748102 3,~~431~~830,~~715~~250 8075,~~500~~000 Sole 8075,~~500~~000 MAY DEPARTMENT STORES Common ~~577778-10~~577778103 2,~~148~~226,~~120~~000 ~~108~~100,000 Sole ~~108~~100,000 MAYTAG CORP COM Common ~~578592-10~~578592107 2,~~473~~930,~~900~~400 ~~130~~120,000 Sole ~~130~~120,000 MBNA CORP COM Common 55262L100 2,084,000 100,000 Sole 100,000 MERCK & COMPANY Common ~~589331-10~~58933107 3,~~834~~935,~~600~~750 7065,000 Sole 7065,000 NATL CY CORP Common ~~635405-10~~635405103 3,~~481~~810,~~250~~715 ~~125~~116,~~000~~500 Sole ~~125~~116,~~000~~500 PITNEY BOWES INC COM Common ~~724479-10~~724479100 3,~~511~~937,~~200~~025 ~~110~~102,~~000~~500 Sole ~~110~~102,~~000~~500 PPG IND INC COM Common ~~693506-10~~693506107 2,~~434~~537,~~320~~000 5450,000 Sole 5450,000 ~~T. ROWE PRICE Common 74144T108 1,939,009 71,500 Sole 71,500~~ ROWAN CO INC COM Common ~~779382-10~~779382100 32,~~145~~240,~~600~~000 ~~160~~100,000 Sole ~~160~~100,000 SBC COMMUNICATIONS INC. Common ~~78387G-10~~78387G103 2,~~190~~555,~~552~~000 ~~109~~100,~~200~~000 Sole ~~109~~100,~~200~~000 SOUTHTRUST CORP COM Common ~~844730-10~~844730101 1,~~531~~632,~~800~~000 60,000 Sole 60,000 UTD TECHNOLOGIES CORP COM Common ~~913017-10~~913017109 23,~~889~~293,~~000~~595 5046,~~000~~500 Sole 5046,~~000~~500 V F CORP COM Common ~~918204-10~~918204108 3,~~763~~159,~~000~~210 ~~100~~93,000 Sole ~~100~~93,000 VERIZON COMMUNICATIONS COM Common ~~92343V-10~~92343V104 1,~~767~~834,~~500~~425 5046,~~000~~500 Sole 5046,~~000~~500 WEYERHAEUSER CO Common ~~962166-10~~962166104 3,~~108~~267,~~950~~000 6560,~~000~~500 Sole 6560,~~000~~500 GRAND TOTAL 95104,~~736~~603,~~136~~387 32,~~128~~888,~~038~~289 32,~~128~~888,~~038~~289

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