Phil Mickelson, with distractions off golf course, tries to take pressure off at Pinehurst

Phil Mickelson hits his tee shot on the 18th hole during a practice round for the U.S. Open golf tournament in Pinehurst, N.C., Tuesday, June 10, 2014. The tournament starts Thursday. (AP Photo/Chuck Burton) (The Associated Press)

This combo made from file photos shows, from left, financier Carl Icahn, pro golfer Phil Mickelson, and developer and high-profile sports better Billy Walters. A federal official briefed on the investigation told The Associated Press that the FBI and Securities and Exchange Commission are looking at stock trades that Mickelson and Walters made involving Clorox when Icahn was attempting to take over the company. There have been no charges filed against the three men and the investigation could lead to nothing. (AP Photo/Henny Ray Abrams/Wilfredo Lee/Las Vegas Review-Journal, Jessica Ebelhar) (The Associated Press)

PINEHURST, N.C. – Phil Mickelson believes Pinehurst No. 2 is such a complete test for the U.S. Open that he'll have to be focused on every shot.

That could be quite a challenge for the five-time major champion.

On the golf course, Mickelson is trying to ignore the high expectations for him to finally win the U.S. Open and join five other greats who have won the career Grand Slam. There's also the emotional connection he has to Pinehurst No. 2 from his first runner-up finish in 1999, just one day before his daughter was born.

Off the golf course, he was linked two weeks ago to an insider trading investigation involving investor Carl Icahn and Las Vegas gambler Billy Walters.

Mickelson says he usually does his best when everyone least expects it.