0001752724-21-119811.txt : 20210601 0001752724-21-119811.hdr.sgml : 20210601 20210601131405 ACCESSION NUMBER: 0001752724-21-119811 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210601 PERIOD START: 20210930 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: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05628 FILM NUMBER: 21984192 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 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 NPORT-P 1 primary_doc.xml NPORT-P false 0000836906 XXXXXXXX S000038501 C000118815 C000118817 C000118816 C000118814 VANGUARD MALVERN FUNDS 811-05628 0000836906 549300EW16IGZDA38J20 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND S000038501 TX6CG4TTV0FTLWSYWI43 2021-09-30 2021-03-31 N 44222665954.88 52027138.71 44170638816.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N United States Treasury Inflation Indexed Bonds N/A 912828ZJ2 1691352000.00000000 PA USD 1854414877.61000000 4.198297618759 Long SN UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828N71 1868290000.00000000 PA USD 2287819861.31000000 5.179503676257 Long SN UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828B25 2325883000.00000000 PA USD 2827521840.73000000 6.401360533855 Long SN UST US N 2 2024-01-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828Q60 2178658500.00000000 PA USD 2409444863.97000000 5.454856276807 Long SN UST US N 2 2021-04-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912810FR4 1103457000.00000000 PA USD 1793535573.13000000 4.060470079670 Long SN UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828UH1 2460216000.00000000 PA USD 2923118222.93000000 6.617785708500 Long SN UST US N 2 2023-01-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 9128286N5 1453674000.00000000 PA USD 1634444918.26000000 3.700297215673 Long SN UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828QV5 1600348000.00000000 PA USD 1886689346.98000000 4.271365317653 Long SN UST US N 2 2021-07-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828H45 2244915000.00000000 PA USD 2693122381.87000000 6.097087237244 Long SN UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 9128284H0 2196572000.00000000 PA USD 2459219786.71000000 5.567544080457 Long SN UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828WU0 2211422000.00000000 PA USD 2634545150.40000000 5.964471470210 Long SN UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 2327050.41400000 NS USD 232705041.40000000 0.526831958144 Long STIV CORP US N 1 N N N United States Treasury Inflation Indexed Bonds N/A 91282CAQ4 1993772000.00000000 PA USD 2190579821.24000000 4.959357346758 Long SN UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912810FS2 825232000.00000000 PA USD 1285246072.03000000 2.909729418627 Long SN UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828YL8 1948226000.00000000 PA USD 2148953193.74000000 4.865116854396 Long SN UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828XL9 2159582000.00000000 PA USD 2624436875.92000000 5.941586869147 Long SN UST US N 2 2025-07-15 Fixed 0.37500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828VM9 2450061000.00000000 PA USD 2946277379.71000000 6.670216819756 Long SN UST US N 2 2023-07-15 Fixed 0.37500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828SA9 2020985000.00000000 PA USD 2386070966.20000000 5.401939003260 Long SN UST US N 2 2022-01-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828TE0 2054946000.00000000 PA USD 2429551867.33000000 5.500377473464 Long SN UST US N 2 2022-07-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds N/A 912828X39 2238070000.00000000 PA USD 2473082801.64000000 5.598929216153 Long SN UST US N 2 2022-04-15 Fixed 0.12500000 N N N N N N 2021-05-28 VANGUARD MALVERN FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer