# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000265
**Filing Date:** 2026-5
**Character Count:** 22684
**Document Hash:** a6c725b690e27032e28a756ce43ca7ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000265.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000836906-26-000265

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 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:** 261036997

**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

## Series and Classes Contracts Data

### Vanguard Total Inflation-Protected Securities ETF (Series ID: S000093521)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261811 | ETF Shares   | VTP             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL INFLATION-PROTECTED SECURITIES ETF

- **b. EDGAR series identifier (if any):** S000093521

- **c. LEI of Series:** 529900768499D67A7L33

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $110197620.29

**Total Liabilities:** $2358.89

**Net Assets:** $110195261.40

**Cash Not Reported:** $0.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261811 | 0.42%                | 1.29%                | -1.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16606.74               | $625891.87                                 |
| Month 2  | $12339.55                | $1096645.49                                |
| Month 3  | $2246.66                 | $-1859407.51                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    628000 | PA      | $573912.40    | 0.52%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2634000 | PA      | $3180110.83   | 2.89%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4281000 | PA      | $4486064.62   | 4.07%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1231000 | PA      | $1032256.67   | 0.94%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3288000 | PA      | $3549066.01   | 3.22%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    991000 | PA      | $656933.11    | 0.60%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3071000 | PA      | $3342427.25   | 3.03%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    727000 | PA      | $739454.32    | 0.67%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3671000 | PA      | $3788645.71   | 3.44%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2039000 | PA      | $2634067.18   | 2.39%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    913000 | PA      | $871743.22    | 0.79%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3568000 | PA      | $3736780.75   | 3.39%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    995000 | PA      | $712240.18    | 0.65%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    446000 | PA      | $656625.62    | 0.60%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    752000 | PA      | $1181896.09   | 1.07%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4052000 | PA      | $4220608.89   | 3.83%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3010000 | PA      | $3354880.90   | 3.04%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    690000 | PA      | $642597.11    | 0.58%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1604000 | PA      | $1586254.88   | 1.44%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3500000 | PA      | $3674550.69   | 3.33%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    685000 | PA      | $983483.05    | 0.89%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3244000 | PA      | $3502701.85   | 3.18%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1423000 | PA      | $1409384.53   | 1.28%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1271000 | PA      | $1464478.91   | 1.33%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    787000 | PA      | $1239269.87   | 1.12%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1744000 | PA      | $2230405.13   | 2.02%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    289000 | PA      | $584219.40    | 0.53%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2248000 | PA      | $2987723.89   | 2.71%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1297000 | PA      | $1210986.51   | 1.10%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |       467 | NS      | $46712.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3527000 | PA      | $3724786.93   | 3.38%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2884000 | PA      | $3269597.95   | 2.97%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4516000 | PA      | $4554781.23   | 4.13%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3579000 | PA      | $3765332.42   | 3.42%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    717000 | PA      | $1530464.27   | 1.39%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    910000 | PA      | $947522.88    | 0.86%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3229000 | PA      | $3550225.12   | 3.22%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3823000 | PA      | $4028089.03   | 3.66%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1273000 | PA      | $771051.95    | 0.70%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2311000 | PA      | $3023216.68   | 2.74%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2119000 | PA      | $2620823.69   | 2.38%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    670000 | PA      | $633780.89    | 0.58%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2400000 | PA      | $2903426.39   | 2.63%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2749000 | PA      | $3228519.61   | 2.93%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2915000 | PA      | $3337894.33   | 3.03%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3826000 | PA      | $3812405.27   | 3.46%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1109000 | PA      | $1228478.00   | 1.11%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1300000 | PA      | $1244554.12   | 1.13%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    630000 | PA      | $1332031.62   | 1.21%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer