ITS Asset Management, L.P.

Quarterly 13F snapshot: US-listed longs only, no performance figures — 13F data cannot support them.

Reported portfolio value by quarter (4 quarters reported)

$68.8M $20.8M

Q4 15 Q1 16 Q2 16 Q3 16

$68.8M in Q4 2015 → $54.8M now. Hover for any quarter.

Holdings

As reported for the quarter ended September 30, 2016. Activity is the change in share count since the prior quarter's filing.

Holding	% of portfolio	Activity	Shares	Value
IT Ishares Tr	41.5%	Trimmed 29%	202,329	$22.7M
IT Ishares Tr	29.2%	Added 147%	129,042	$16M
IT Ishares Tr	13.9%	Trimmed 49%	112,961	$7.64M
FC Fidelity Comwlth Tr	5.6%	New	14,784	$3.09M
IT Ishares Tr	5.6%	Trimmed 24%	22,419	$3.08M
F Fidelity	4.1%	Trimmed 38%	114,110	$2.26M

What changed each quarter, from the filings' own share counts. Largest moves first; most recent 3 quarters.

quarter ended September 30, 2016 · filed November 02, 2016

Company	Action	Shares changed	Value of change	% of portfolio
IT Ishares Tr	Added	+76,877	+$9.54M	29.2%
IT Ishares Tr	Trimmed	−83,277	−$9.36M	41.5%
IT Ishares Tr	Trimmed	−107,043	−$7.24M	13.9%
IT Ishares Tr	Exited	−35,552	−$4.02M	—
FC Fidelity Comwlth Tr	New	+14,784	+$3.09M	5.6%
F Fidelity	Trimmed	−70,049	−$1.39M	4.1%
IT Ishares Tr	Trimmed	−7,003	−$963K	5.6%

quarter ended June 30, 2016 · filed August 15, 2016

Company	Action	Shares changed	Value of change	% of portfolio
IT Ishares Tr	New	+285,606	+$32.2M	49.9%
IT Ishares Tr	New	+52,165	+$6.06M	9.4%
F Fidelity	New	+184,159	+$3.57M	5.5%
IT Ishares Tr	Added	+23,950	+$3.33M	6.3%
IT Ishares Tr	Trimmed	−22,032	−$2.49M	6.2%
IT Ishares Tr	Added	+12,740	+$846K	22.6%

quarter ended March 31, 2016 · filed May 12, 2016

Company	Action	Shares changed	Value of change	% of portfolio
IT Ishares Tr	Exited	−206,228	−$28.7M	—
IT Ishares Tr	Exited	−528,310	−$26.4M	—
IT Ishares Tr	Added	+71,282	+$4.74M	66.1%
IT Ishares Tr	Added	+11,728	+$1.29M	30.5%
IT Ishares Tr	New	+5,472	+$715K	3.4%

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