# EDGAR Filing Document

**Accession Number:** 0001540305
**File Stem:** 0001145549-23-013816
**Filing Date:** 2023-2
**Character Count:** 5746
**Document Hash:** db4d963abd704241c74182b1897aae1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013816.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013816

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ETF Series Solutions
- **CENTRAL INDEX KEY:** 0001540305
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1112

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22668
- **FILM NUMBER:** 23687105

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### LHA Market State Tactical Q ETF (Series ID: S000075031)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000233733 | LHA Market State Tactical Q ETF | MSTQ            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** ETF Series Solutions

- **b. Investment Company Act file number:** 811-22668

- **c. CIK number of Registrant:** 0001540305

- **d. LEI of Registrant:** 5493008BB0X0GYS3UI50

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 615 E Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-516-1645

**Item A.2. Information about the Series.**

- **a. Name of Series:** LHA Market State Tactical Q ETF

- **b. EDGAR series identifier (if any):** S000075031

- **c. LEI of Series:** 549300G8X56L3LHV9T78

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3730026.00

**Total Liabilities:** $237559.85

**Net Assets:** $3492466.15

**Cash Not Reported:** $702875.25

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 2.600000000000 | **1-Year:** 133.120000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233733 | 1.82%                | 4.21%                | -9.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2982.79                | $98484.41                                  |
| Month 2  | $-85653.55               | $149345.10                                 |
| Month 3  | $-14727.93               | $-128135.65                                |

**Designated Index Information**

- **Index Name:** NASDAQ-100 Total Return Index

- **Index Identifier:** XNDX

### Schedule of Portfolio Investments

| Name                       | Title                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Invesco QQQ Trust Series 1 | Invesco QQQ Trust Series 1  | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |      4961 | NS      | $1321015.08   | 37.82%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL              | United States Treasury Bill | CUSIP: 912796ZN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1465000 | PA      | $1399185.08   | 40.06%            | 2023-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                        | NASDAQ 100 E-MINI Mar23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $-201209.60   | -5.76%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                        | CBOE VIX FUTURE   Jan23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $-10273.50    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                        | CBOE VIX FUTURE   Feb23     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-915.00      | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** ETF Series Solutions

**Signature:** /s/ Kristen Weitzel

**Name of Signer:** ETF Series Solutions

**Title:** Treasurer