choose a pin that coordinates and pin it across the loop of the lariat...

I often wear mine like this. After getting it pinned where I like it, they often get removed over my head so I can put them on quickly the next time without re-pinning. The ends never work their way out of the loop and this is particularly helpful if I am wearing them while active. They can also be pinned to the clothing.

my sister is also wearing a short strand in this photo with her lariat