0000932471-16-014738.txt : 20161128 0000932471-16-014738.hdr.sgml : 20161128 20161128153332 ACCESSION NUMBER: 0000932471-16-014738 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161128 DATE AS OF CHANGE: 20161128 EFFECTIVENESS DATE: 20161128 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD MALVERN FUNDS CENTRAL INDEX KEY: 0000836906 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-05628 FILM NUMBER: 162019770 BUSINESS ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD ASSET ALLOCATION FUND INC DATE OF NAME CHANGE: 19920703 0000836906 S000002868 Vanguard Capital Value Fund C000007885 Investor Shares VCVLX 0000836906 S000002869 Vanguard U.S. Value Fund C000007886 Investor Shares VUVLX 0000836906 S000038501 Vanguard Short-Term Inflation-Protected Securities Index Fund C000118814 Admiral Shares VTAPX C000118815 ETF Shares VTIP C000118816 Institutional Shares VTSPX C000118817 Investor Shares VTIPX 0000836906 S000049658 Vanguard Institutional Intermediate-Term Bond Fund C000157008 Institutional Plus Shares VIITX 0000836906 S000049659 Vanguard Institutional Short-Term Bond Fund C000157009 Institutional Plus Shares VISTX 0000836906 S000053068 Vanguard Core Bond Fund C000166995 Admiral Shares VCOBX C000166996 Investor Shares VCORX 0000836906 S000053069 Vanguard Emerging Markets Bond Fund C000166997 Admiral Shares VEGBX C000166998 Investor Shares VEMBX NSAR-B 1 answer09-30-16.fil ANSWERS FILE PAGE 1 000 B000000 09/30/2016 000 C000000 0000836906 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 VANGUARD MALVERN FUNDS 001 B000000 811-5628 001 C000000 6106691000 002 A000000 100 Vanguard Boulevard 002 B000000 Malvern 002 C000000 PA 002 D010000 19355 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 7 007 C010100 1 007 C020100 VANGUARD U.S. VALUE FUND 007 C030100 N 007 C010200 2 007 C020200 VANGUARD CAPITAL VALUE FUND 007 C030200 N 007 C010300 3 007 C020300 VANGUARD ST INFLATION PROTECTED SEC. 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A020600 428 028 A030600 0 028 A040600 10143 028 B010600 151213 028 B020600 659 028 B030600 0 028 B040600 11149 028 C010600 38383 028 C020600 928 028 C030600 0 028 C040600 13466 028 D010600 46575 028 D020600 890 028 D030600 0 028 D040600 12326 028 E010600 56492 028 E020600 974 028 E030600 0 028 E040600 12772 028 F010600 23282 028 F020600 785 028 F030600 0 028 F040600 12844 028 G010600 395823 028 G020600 4664 028 G030600 0 028 G040600 72700 028 H000600 0 028 A010700 0 028 A020700 43 028 A030700 0 028 A040700 0 028 B010700 0 028 B020700 50 028 B030700 0 028 B040700 0 028 C010700 0 028 C020700 45 028 C030700 0 028 C040700 0 028 D010700 0 028 D020700 47 PAGE 12 028 D030700 0 028 D040700 0 028 E010700 0 028 E020700 18 028 E030700 0 028 E040700 0 028 F010700 0 028 F020700 41 028 F030700 0 028 F040700 0 028 G010700 0 028 G020700 244 028 G030700 0 028 G040700 0 028 H000700 0 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 031 A00AA00 0 031 B00AA00 0 032 00AA00 0 033 00AA00 0 034 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N 058 A000600 N 058 A000700 N 059 000100 Y 059 000200 Y 059 000300 Y 059 000400 Y 059 000500 Y 059 000600 Y 059 000700 Y 060 A000100 Y 060 B000100 Y 060 A000200 Y 060 B000200 Y 060 A000300 Y 060 B000300 Y 060 A000400 Y 060 B000400 Y 060 A000500 Y 060 B000500 Y PAGE 18 060 A000600 Y 060 B000600 Y 060 A000700 Y 060 B000700 Y 061 000100 3000 061 000200 3000 061 000300 0 061 000400 5000000 061 000500 10000000 061 000600 0 061 000700 3000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 062 A000200 N 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 062 A000300 Y 062 B000300 17.1 062 C000300 0.0 062 D000300 0.0 PAGE 19 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 82.7 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 062 A000400 Y 062 B000400 6.0 062 C000400 0.9 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 1.5 062 M000400 21.9 062 N000400 29.1 062 O000400 0.0 062 P000400 20.6 062 Q000400 18.9 062 R000400 7.4 062 A000500 Y 062 B000500 1.0 062 C000500 2.4 062 D000500 0.0 062 E000500 0.0 062 F000500 0.3 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 8.4 062 M000500 8.4 062 N000500 14.9 062 O000500 0.0 062 P000500 24.2 062 Q000500 37.2 062 R000500 6.9 062 A000600 Y PAGE 20 062 B000600 4.8 062 C000600 0.1 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.1 062 M000600 21.6 062 N000600 32.3 062 O000600 0.0 062 P000600 25.9 062 Q000600 16.2 062 R000600 6.4 062 A000700 Y 062 B000700 0.0 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 1.8 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 1.8 062 Q000700 92.0 062 R000700 3.2 063 A000100 0 063 B000100 0.0 063 A000200 0 063 B000200 0.0 063 A000300 0 063 B000300 2.7 063 A000400 0 063 B000400 4.1 063 A000500 0 063 B000500 2.2 063 A000600 0 063 B000600 7.6 063 A000700 0 063 B000700 9.7 064 A000300 N 064 B000300 N PAGE 21 064 A000400 Y 064 B000400 N 064 A000500 Y 064 B000500 N 064 A000600 Y 064 B000600 N 064 A000700 N 064 B000700 N 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 Y 066 F000100 N 066 G000100 N 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 Y 066 E000200 N 066 F000200 N 066 G000200 N 066 A000300 N 066 A000400 N 066 A000500 N 066 A000600 N 066 A000700 N 067 000100 N 067 000200 N 067 000300 N 067 000400 N 067 000500 N 067 000600 N 067 000700 N 068 A000100 N 068 B000100 N 068 A000200 N 068 B000200 N 068 A000300 N 068 B000300 N 068 A000400 N 068 B000400 N 068 A000500 N 068 B000500 N 068 A000600 N 068 B000600 N 068 A000700 N 068 B000700 Y 069 000100 N 069 000200 N 069 000300 Y PAGE 22 069 000400 N 069 000500 N 069 000600 N 069 000700 N 070 A010100 Y 070 A020100 N 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 Y 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 Y 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 N 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 Y 070 Q020100 N 070 R010100 Y 070 R020100 N 070 A010200 Y 070 A020200 Y 070 B010200 Y 070 B020200 N 070 C010200 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y PAGE 23 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 Y 070 I020200 N 070 J010200 Y 070 J020200 Y 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 Y 070 M010200 Y 070 M020200 Y 070 N010200 Y 070 N020200 Y 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 Y 070 D020300 N 070 E010300 Y 070 E020300 Y 070 F010300 Y 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 Y 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 N 070 M010300 Y 070 M020300 N PAGE 24 070 N010300 N 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 Y 070 Q020300 N 070 R010300 Y 070 R020300 N 070 A010400 Y 070 A020400 N 070 B010400 N 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 N 070 D020400 N 070 E010400 Y 070 E020400 Y 070 F010400 N 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 N 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 Y 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 N 070 M010400 Y 070 M020400 N 070 N010400 N 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 070 A010500 Y 070 A020500 N 070 B010500 N 070 B020500 N 070 C010500 Y PAGE 25 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 Y 070 E020500 Y 070 F010500 N 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 Y 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 Y 070 Q010500 Y 070 Q020500 N 070 R010500 Y 070 R020500 N 070 A010600 Y 070 A020600 N 070 B010600 N 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 Y 070 E020600 Y 070 F010600 N 070 F020600 N 070 G010600 Y 070 G020600 Y 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 Y PAGE 26 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 N 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 070 A010700 Y 070 A020700 N 070 B010700 N 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 Y 070 E020700 Y 070 F010700 N 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 N 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 Y 070 J020700 Y 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 Y 070 N010700 N 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 N 070 Q010700 Y 070 Q020700 N 070 R010700 Y PAGE 27 070 R020700 N 071 A000100 1050186 071 B000100 993559 071 C000100 1310270 071 D000100 76 071 A000200 1317966 071 B000200 1527 071 C000200 985468 071 D000200 134 071 A000300 7861740 071 B000300 4318089 071 C000300 14036157 071 D000300 28 071 A000400 21913592 071 B000400 20661166 071 C000400 8244667 071 D000400 251 071 A000500 11829001 071 B000500 12580123 071 C000500 9921796 071 D000500 119 071 A000600 1733777 071 B000600 1142067 071 C000600 499437 071 D000600 229 071 A000700 24322 071 B000700 15031 071 C000700 9801 071 D000700 153 072 A000100 12 072 B000100 29 072 C000100 36211 072 D000100 0 072 E000100 1369 072 F000100 722 072 G000100 946 072 H000100 0 072 I000100 1068 072 J000100 21 072 K000100 0 072 L000100 24 072 M000100 1 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 34 072 S000100 0 072 T000100 247 072 U000100 0 072 V000100 0 PAGE 28 072 W000100 0 072 X000100 3063 072 Y000100 0 072 Z000100 34546 072AA000100 118533 072BB000100 95443 072CC010100 81526 072CC020100 0 072DD010100 26754 072DD020100 0 072EE000100 48800 072 A000200 12 072 B000200 7 072 C000200 16139 072 D000200 0 072 E000200 1278 072 F000200 247 072 G000200 669 072 H000200 0 072 I000200 1245 072 J000200 73 072 K000200 0 072 L000200 18 072 M000200 2 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 35 072 S000200 0 072 T000200 219 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 2508 072 Y000200 16 072 Z000200 14932 072AA000200 134771 072BB000200 299619 072CC010200 254302 072CC020200 0 072DD010200 12846 072DD020200 0 072EE000200 93310 072 A000300 12 072 B000300 83024 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 391 072 G000300 7537 PAGE 29 072 H000300 0 072 I000300 3025 072 J000300 81 072 K000300 0 072 L000300 160 072 M000300 7 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 76 072 S000300 0 072 T000300 1567 072 U000300 0 072 V000300 0 072 W000300 0 072 X000300 12844 072 Y000300 0 072 Z000300 70180 072AA000300 4499 072BB000300 16663 072CC010300 307524 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 0 072 A000400 12 072 B000400 175884 072 C000400 0 072 D000400 0 072 E000400 0 072 F000400 231 072 G000400 1182 072 H000400 0 072 I000400 0 072 J000400 122 072 K000400 0 072 L000400 0 072 M000400 4 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 48 072 S000400 0 072 T000400 152 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 1739 072 Y000400 0 PAGE 30 072 Z000400 174145 072AA000400 161190 072BB000400 61765 072CC010400 43828 072CC020400 0 072DD010400 174092 072DD020400 0 072EE000400 18223 072 A000500 12 072 B000500 143010 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 275 072 G000500 1467 072 H000500 0 072 I000500 0 072 J000500 128 072 K000500 0 072 L000500 0 072 M000500 5 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 36 072 S000500 0 072 T000500 180 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 2091 072 Y000500 0 072 Z000500 140919 072AA000500 70253 072BB000500 67942 072CC010500 31501 072CC020500 0 072DD010500 139853 072DD020500 0 072EE000500 2233 072 A000600 12 072 B000600 5925 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 31 072 G000600 92 072 H000600 0 072 I000600 212 072 J000600 11 PAGE 31 072 K000600 0 072 L000600 7 072 M000600 0 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 41 072 S000600 0 072 T000600 31 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 425 072 Y000600 0 072 Z000600 5500 072AA000600 8052 072BB000600 4129 072CC010600 7963 072CC020600 0 072DD010600 546 072DD020600 4920 072EE000600 0 072 A000700 12 072 B000700 326 072 C000700 0 072 D000700 0 072 E000700 0 072 F000700 0 072 G000700 6 072 H000700 0 072 I000700 0 072 J000700 5 072 K000700 0 072 L000700 0 072 M000700 0 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 25 072 S000700 0 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 36 072 Y000700 0 072 Z000700 290 072AA000700 548 072BB000700 96 PAGE 32 072CC010700 606 072CC020700 0 072DD010700 269 072DD020700 0 072EE000700 0 073 A010100 0.3580 073 A020100 0.0000 073 B000100 0.6530 073 C000100 0.0000 073 A010200 0.1440 073 A020200 0.0000 073 B000200 1.0460 073 C000200 0.0000 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 073 A010400 0.4730 073 A020400 0.0000 073 B000400 0.0530 073 C000400 0.0000 073 A010500 0.1870 073 A020500 0.0000 073 B000500 0.0030 073 C000500 0.0000 073 A010600 0.0960 073 A020600 0.2030 073 B000600 0.0000 073 C000600 0.0000 073 A010700 0.2660 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000100 0 074 B000100 0 074 C000100 400 074 D000100 0 074 E000100 0 074 F000100 1367449 074 G000100 0 074 H000100 0 074 I000100 23148 074 J000100 3295 074 K000100 0 074 L000100 2787 074 M000100 0 074 N000100 1397079 074 O000100 655 074 P000100 1278 074 Q000100 0 074 R010100 0 PAGE 33 074 R020100 0 074 R030100 0 074 R040100 21489 074 S000100 0 074 T000100 1373657 074 U010100 79612 074 U020100 0 074 V010100 17.25 074 V020100 0.00 074 W000100 0.0000 074 X000100 33513 074 Y000100 400 074 A000200 0 074 B000200 13100 074 C000200 0 074 D000200 0 074 E000200 6600 074 F000200 919059 074 G000200 0 074 H000200 0 074 I000200 1814 074 J000200 6897 074 K000200 0 074 L000200 2026 074 M000200 0 074 N000200 949496 074 O000200 11642 074 P000200 2188 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 2509 074 S000200 0 074 T000200 933157 074 U010200 81152 074 U020200 0 074 V010200 11.50 074 V020200 0.00 074 W000200 0.0000 074 X000200 33153 074 Y000200 0 074 A000300 0 074 B000300 0 074 C000300 2817017 074 D000300 13589460 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 8572 PAGE 34 074 J000300 0 074 K000300 0 074 L000300 95544 074 M000300 0 074 N000300 16510593 074 O000300 54904 074 P000300 3472 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 12941 074 S000300 0 074 T000300 16439276 074 U010300 0 074 U020300 0 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 83149 074 Y000300 0 074 A000400 861 074 B000400 0 074 C000400 821995 074 D000400 8891130 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 728282 074 J000400 722259 074 K000400 0 074 L000400 38138 074 M000400 0 074 N000400 11202665 074 O000400 1376228 074 P000400 909 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 4714 074 S000400 0 074 T000400 9820814 074 U010400 412759 074 U020400 0 074 V010400 23.79 074 V020400 0.00 074 W000400 0.0000 074 X000400 107 074 Y000400 7445 PAGE 35 074 A000500 660 074 B000500 0 074 C000500 1267140 074 D000500 8806145 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 714312 074 J000500 121256 074 K000500 0 074 L000500 38641 074 M000500 0 074 N000500 10948154 074 O000500 544849 074 P000500 1177 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 4686 074 S000500 0 074 T000500 10397442 074 U010500 751512 074 U020500 0 074 V010500 13.84 074 V020500 0.00 074 W000500 0.0000 074 X000500 105 074 Y000500 4913 074 A000600 59 074 B000600 0 074 C000600 31586 074 D000600 617765 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 40869 074 J000600 55151 074 K000600 0 074 L000600 4875 074 M000600 0 074 N000600 750305 074 O000600 105790 074 P000600 75 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 8 074 R040600 1538 PAGE 36 074 S000600 0 074 T000600 642894 074 U010600 6316 074 U020600 28159 074 V010600 10.26 074 V020600 20.53 074 W000600 0.0000 074 X000600 9824 074 Y000600 1502 074 A000700 15 074 B000700 0 074 C000700 204 074 D000700 10644 074 E000700 0 074 F000700 0 074 G000700 0 074 H000700 0 074 I000700 362 074 J000700 926 074 K000700 0 074 L000700 209 074 M000700 9 074 N000700 12369 074 O000700 924 074 P000700 3 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 95 074 S000700 0 074 T000700 11347 074 U010700 1025 074 U020700 0 074 V010700 11.07 074 V020700 0.00 074 W000700 0.0000 074 X000700 1 074 Y000700 4 075 A000100 0 075 B000100 1317112 075 A000200 0 075 B000200 989099 075 A000300 0 075 B000300 14391393 075 A000400 0 075 B000400 8662765 075 A000500 0 075 B000500 10323250 075 A000600 0 075 B000600 452151 PAGE 37 075 A000700 0 075 B000700 9416 076 000100 0.00 076 000200 0.00 076 000300 0.00 076 000400 0.00 076 000500 0.00 076 000600 0.00 076 000700 0.00 077 A000000 Y 077 B000000 Y 077 C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 N 077 Q020000 N 077 Q030000 Y 078 000000 N 080 A00AA00 ICI MUTUAL INSURANCE COMPANY 080 B00AA00 N/A 080 C00AA00 400000 081 A00AA00 Y 081 B00AA00 207 082 A00AA00 N 082 B00AA00 0 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 PAGE 38 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE MATT KUTTLER TITLE MANAGER EX-99.77Q1 OTHR EXHB 2 q773malvern093016.txt SUPPLEMENTAL FILE EXHIBIT 77Q3 TO FORM N-SAR Registrant Name: Vanguard Malvern Funds File Number: 811-5628 Registrant CIK Number: 0000836906 Items 72, 73 and 74 Because the electronic format for filing Form N-SAR does not provide adequate space for responding to Items 72 through 74 completely, the Registrant has set forth in their entirety the complete responses to the indicated Items or Sub-Items below, in accordance with verbal instructions provided to the Registrant by the staff of the Commission on September 20, 2002, and September 23, 2002.
Series 4 SEC Identifier S000038501 Class 1 SEC Identifier C000118817 Class 2 SEC Identifier C000118814 Class 3 SEC Identifier C000118816 Class 4 SEC Identifier C000118815 Item 72DD 1. Total Income dividends for which record date passed during the period $0 2. Dividends for a second class of open-end company shares $0 3. Dividends for a third class of open-end company shares $0 4. Dividends for a fourth class of open-end company shares $0 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $0.0 2. Dividends from a second class of open-end company shares $0.0 3. Dividends from a third class of open-end company shares $0.0 4. Dividends from a fourth class of open-end company shares $0.0 Item 74 U) 1. Number of shares outstanding 204,971 2. Number of shares outstanding for a second class of shares of open-end company shares 135,582 3. Number of shares outstanding for a third class of shares of open-end company shares 220,863 4. Number of shares outstanding for a fourth class of shares of open-end company shares 49,967 V) 1. Net asset value per share (to the nearest cent) $24.83 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $24.88 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $24.90 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $49.59
EX-99.77B ACCT LTTR 3 b77Malvern093016.txt PWC LETTERS Report of Independent Registered Public Accounting Firm To the Board of Trustees of Vanguard Malvern Funds and the Shareholders of Vanguard Institutional Intermediate-Term Bond Fund Vanguard Institutional Short-Term Bond Fund Vanguard Short-Term Inflation-Protected Securities Index Fund Vanguard Core Bond Fund and Vanguard Emerging Markets Bond Fund In planning and performing our audits of the financial statements of Vanguard Institutional Intermediate-Term Bond Fund, Vanguard Institutional Short-Term Bond Fund and Vanguard Short-Term Inflation-Protected Securities Index Fund (constituting separate portfolios of Vanguard Malvern Funds, hereafter referred to as the ?Funds?) as of and for the year or period ended September 30, 2016, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Funds? internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on the effectiveness of the Funds? internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds? internal control over financial reporting. The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company?s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and trustees of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company?s assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the Funds? annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Funds? internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Funds? internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of September 30, 2016. This report is intended solely for the information and use of management and the Board of Trustees of Vanguard Malvern Funds and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/PricewaterhouseCoopers LLP Philadelphia, Pennsylvania November 15, 2016 2