Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	PIEDMONT NATURAL GAS ORD	270,978	$16.29M	5.4%	$33.74	—	COM	720186105
LMT	LOCKHEED MARTIN ORD	60,000	$14.89M	4.9%	$74.52	+144.7%	COM	539830109
IBM	INTERNATIONAL BUSINESS MACHINES ORD	83,000	$12.6M	4.1%	$118.94	-20.0%	COM	459200101
—	RAYTHEON ORD	91,000	$12.37M	4.1%	$66.00	—	COM	755111507
MSFT	MICROSOFT ORD	200,000	$10.23M	3.4%	$27.09	+69.8%	COM	594918104
XOM	EXXON MOBIL ORD	105,000	$9.843M	3.2%	$53.69	+7.8%	COM	30231G102
DUK	DUKE ENERGY ORD	114,166	$9.794M	3.2%	$41.83	+28.7%	COM	26441C204
BMY	BRISTOL MYERS SQUIBB ORD	131,549	$9.675M	3.2%	$28.67	+76.2%	COM	110122108
CVX	CHEVRON ORD	89,240	$9.355M	3.1%	$71.30	-6.4%	COM	166764100
BP	BP ADR EACH REPSTNG SIX ORD	262,240	$9.312M	3.1%	$30.18	—	COM	055622104
—	UNITED TECHNOLOGIES ORD	89,150	$9.142M	3.0%	$92.85	—	COM	913017109
NOC	NORTHROP GRUMMAN ORD	40,712	$9.049M	3.0%	$65.23	+176.2%	COM	666807102
MRK	MERCK & CO ORD	110,000	$6.337M	2.1%	$30.02	+31.5%	COM	58933Y105
SLB	SCHLUMBERGER ORD	78,000	$6.168M	2.0%	$53.12	+9.6%	COM	806857108
—	CANADIAN PACIFIC RAILWAY ORD	47,600	$6.096M	2.0%	$121.39	—	COM	13645T100
JNJ	JOHNSON & JOHNSON ORD	50,000	$6.065M	2.0%	$59.66	+45.9%	COM	478160104
NEM	NEWMONT MINING ORD	150,000	$5.868M	1.9%	$22.86	+13.8%	COM	651639106
PFE	PFIZER ORD	166,050	$5.847M	1.9%	$16.44	+28.0%	COM	717081103
—	SPECTRA ENERGY ORD	155,000	$5.678M	1.9%	$34.46	—	COM	847560109
COP	CONOCOPHILLIPS ORD	125,000	$5.45M	1.8%	$40.83	-19.7%	COM	20825C104
RIG	TRANSOCEAN ORD	399,662	$4.752M	1.6%	$33.57	-69.5%	COM	H8817H100
—	ANADARKO PETROLEUM ORD	80,000	$4.26M	1.4%	$46.58	—	COM	032511107
CSCO	CISCO SYSTEMS ORD	147,448	$4.23M	1.4%	$15.24	+36.9%	COM	17275R102
CVS	CVS HEALTH ORD	42,500	$4.069M	1.3%	$50.54	+47.4%	COM	126650100
BHP	BHP BILLITON ADR REP 2 ORD	140,000	$3.998M	1.3%	$25.90	—	COM	088606108
—	ORBITAL ATK ORD	46,000	$3.916M	1.3%	$76.63	—	COM	68557N103
—	C R BARD ORD	16,000	$3.763M	1.2%	$202.69	—	COM	067383109
GRMN	GARMIN ORD	86,500	$3.669M	1.2%	$36.06	-11.3%	COM	H2906T109
WDC	WESTERN DIGITAL ORD	75,000	$3.545M	1.2%	$39.29	-27.2%	COM	958102105
—	SCANA ORD	46,000	$3.48M	1.1%	$49.11	—	COM	80589M102
—	HARRIS ORD	40,000	$3.338M	1.1%	$49.25	—	COM	413875105
—	ROYAL DUTCH SHELL ADR RPSTG 2 A ORD	60,000	$3.313M	1.1%	$62.90	—	COM	780259206
WMB	WILLIAMS ORD	150,300	$3.251M	1.1%	$17.99	-33.5%	COM	969457100
BAX	BAXTER INTERNATIONAL ORD	70,000	$3.165M	1.0%	$32.47	+15.4%	COM	071813109
TXN	TEXAS INSTRUMENTS ORD	50,000	$3.133M	1.0%	$25.31	+80.4%	COM	882508104
—	NUANCE COMMUNICATIONS ORD	194,800	$3.045M	1.0%	$15.16	—	COM	67020Y100
GPN	GLOBAL PAYMENTS ORD	40,000	$2.855M	0.9%	$43.12	+62.8%	COM	37940X102
GD	GENERAL DYNAMICS ORD	20,000	$2.785M	0.9%	$60.68	+86.3%	COM	369550108
D	DOMINION RESOURCES ORD	34,528	$2.691M	0.9%	$34.53	+38.3%	COM	25746U109
PSX	PHILLIPS 66 ORD	32,500	$2.579M	0.8%	$40.44	+40.2%	COM	718546104
FLO	FLOWERS FOODS ORD	136,743	$2.564M	0.8%	$13.91	-8.5%	COM	343498101
SCSC	SCANSOURCE ORD	65,400	$2.427M	0.8%	$30.32	+29.5%	COM	806037107
—	BARRICK GOLD ORD	100,000	$2.124M	0.7%	$13.64	—	COM	067901108
CPB	CAMPBELL SOUP ORD	31,000	$2.062M	0.7%	$29.70	+55.3%	COM	134429109
INTC	INTEL ORD	59,044	$1.937M	0.6%	$17.10	+46.9%	COM	458140100
GWRE	GUIDEWIRE SOFTWARE ORD	31,142	$1.923M	0.6%	$39.96	+44.2%	COM	40171V100
—	EMC ORD	70,600	$1.918M	0.6%	$22.53	—	COM	268648102
ABBV	ABBVIE ORD	30,000	$1.857M	0.6%	$38.04	+7.7%	COM	00287Y109
VRTX	VERTEX PHARMACEUTICALS ORD	20,000	$1.72M	0.6%	$90.45	-4.5%	COM	92532F100
MU	MICRON TECHNOLOGY ORD	120,000	$1.651M	0.5%	$20.97	-47.1%	COM	595112103
TMO	THERMO FISHER SCIENTIFIC ORD	10,900	$1.611M	0.5%	$79.76	+80.0%	COM	883556102
ABT	ABBOTT LABORATORIES ORD	40,000	$1.572M	0.5%	$33.00	+1.1%	COM	002824100
—	APACHE ORD	28,000	$1.559M	0.5%	$48.82	—	COM	037411105
—	RITE AID ORD	200,000	$1.498M	0.5%	$5.80	—	COM	767754104
TRMB	TRIMBLE NAVIGATION ORD	60,000	$1.462M	0.5%	$26.95	-7.1%	COM	896239100
WFC	WELLS FARGO ORD	30,000	$1.42M	0.5%	$38.97	-4.5%	COM	949746101
FLR	FLUOR ORD	28,700	$1.414M	0.5%	$53.56	-10.9%	COM	343412102
CVE	CENOVUS ENERGY ORD	100,000	$1.376M	0.5%	$22.39	-45.5%	COM	15135U109
IRBTQ	IROBOT ORD	37,000	$1.298M	0.4%	$33.96	+8.0%	COM	462726100
—	ENCANA ORD	164,900	$1.276M	0.4%	$17.29	—	COM	292505104
GLD	SPDR GOLD SHARES ETF	10,000	$1.265M	0.4%	$117.60	—	COM	78463V107
—	WPX ENERGY ORD	128,500	$1.196M	0.4%	$15.81	—	COM	98212B103
—	TORTOISE ENERGY INDEPENDENCE CF	76,135	$1.136M	0.4%	$11.59	—	COM	89148K101
FCX	FREEPORT MCMORAN ORD	100,000	$1.114M	0.4%	$26.07	-61.5%	COM	35671D857
—	MONSANTO ORD	10,234	$1.058M	0.3%	$81.27	—	COM	61166W101
—	SOUTH STATE ORD	15,000	$1.021M	0.3%	$68.18	—	COM	840441109
AMD	ADVANCED MICRO DEVICES ORD	198,600	$1.019M	0.3%	$2.27	+70.9%	COM	007903107
—	LEUCADIA NATIONAL ORD	56,191	$974K	0.3%	$26.21	—	COM	527288104
—	MCDERMOTT INTERNATIONAL ORD	182,400	$901K	0.3%	$7.98	—	COM	580037109
LNC	LINCOLN NATIONAL ORD	22,734	$881K	0.3%	$22.50	+30.1%	COM	534187109
GLW	CORNING ORD	40,000	$819K	0.3%	$15.47	+0.3%	COM	219350105
BWXT	BWX TECHNOLOGIES ORD	20,000	$715K	0.2%	$22.66	+35.0%	COM	05605H100
AIR	AAR ORD	30,000	$700K	0.2%	$20.85	+9.9%	COM	000361105
NEM	NEWMONT MINI 31.0 CALL 16SEP16	80,000	$684K	0.2%	$22.86	+13.8%	Call	651639106
ENS	ENERSYS ORD	10,968	$652K	0.2%	$52.11	+3.3%	COM	29275Y102
KHC	KRAFT HEINZ ORD	5,000	$442K	0.1%	$47.82	+12.1%	COM	500754106
T	AT&T ORD	10,000	$432K	0.1%	$11.40	+32.6%	COM	00206R102
—	HORNBECK OFFSHORE SERVICES INC	750,000	$430K	0.1%	$0.74	—	BOND	440543AN6
MO	ALTRIA GROUP ORD	6,000	$414K	0.1%	$16.28	+104.0%	COM	02209S103
—	E I DU PONT DE NEMOURS ORD	6,000	$389K	0.1%	$49.82	—	COM	263534109
—	L-3 COMMUNICATIONS HOLDINGS ORD	2,616	$384K	0.1%	$85.70	—	COM	502424104
—	BABCOCK AND WILCOX ENTERPRISES ORD	25,000	$367K	0.1%	$16.80	—	COM	05614L100
—	NABORS INDUSTRIES ORD	36,000	$362K	0.1%	$15.31	—	COM	G6359F103
—	HORNBECK OFFSHORE SERVICES ORD	40,000	$334K	0.1%	$34.34	—	COM	440543106
PM	PHILIP MORRIS INTERNATIONAL ORD	3,000	$305K	0.1%	$49.85	+23.2%	COM	718172109
AMD	ADVANCED MIC 3.5 CALL 15JUL16	198,600	$278K	0.1%	$2.27	+70.9%	Call	007903107
MDLZ	MONDELEZ INTERNATIONAL CL A ORD	5,076	$231K	0.1%	$23.16	+50.4%	COM	609207105
BMY	BRISTOL-MYER 72.5 CALL 16SEP16	50,000	$180K	0.1%	$28.67	+76.2%	Call	110122108
TXN	TEXAS INSTRU 62.5 CALL 21OCT16	50,000	$110K	0.0%	$25.31	+80.4%	Call	882508104
—	SHIRE ADS REP 3 ORD	554	$102K	0.0%	$184.12	—	COM	82481R106
BP	BP PLC 35.0 CALL 19AUG16	70,000	$101K	0.0%	$30.18	—	Call	055622104
RIG	TRANSOCEAN L 12.0 CALL 19AUG16	100,000	$94,000	0.0%	$33.57	-69.5%	Call	H8817H100
GLD	SPDR GOLD SH 122.0 CALL 16SEP16	10,000	$64,000	0.0%	$117.60	—	Call	78463V107
FCX	FREEPORT-MCM 13.0 CALL 16SEP16	100,000	$58,000	0.0%	$26.07	-61.5%	Call	35671D857
CPB	CAMPBELL SOU 67.5 CALL 19AUG16	31,000	$41,000	0.0%	$29.70	+55.3%	Call	134429109
CC	CHEMOURS ORD	1,200	$10,000	0.0%	$7.40	-12.4%	COM	163851108
BHP	BHP BILLITON 35.0 CALL 15JUL16	50,000	$9,000	0.0%	$25.90	—	Call	088606108
—	EMC CORP/MA 28.0 CALL 15JUL16	70,600	$8,000	0.0%	$22.53	—	Call	268648102