Super Investors VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND

VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND

Vanguard Malvern Funds · net assets $71B · 26 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.

Asset mix

SN: 99.4% · STIV: 0.6%

Financial position

Total assets: $71B
Total liabilities: $1.08M
Net assets: $71B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $0
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $0
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $85.7M

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$2.97B	$2.59B	$1.64B
Reinvestment	$20M	$1.1	$0
Redemptions	$950M	$742M	$802M
Net realized gain (non-derivative)	$3.14M	$2.44M	$-27.9M
Net unrealized appreciation (non-derivative)	$237M	$-716M	$-904M

The three months of the reporting period, as filed; month 3 ends June 30, 2026.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$0	$0
1 year	$0	$0
5 years	$0	$0
10 years	$0	$0
30 years	$0	$0

Filing details

Registrant: Vanguard Malvern Funds
Registrant CIK: 836906
Registrant LEI: 549300EW16IGZDA38J20
Series: VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND
Series ID: S000038501
Series LEI: TX6CG4TTV0FTLWSYWI43
SEC file number: 811-05628
Address: 100 Vanguard Boulevard, Malvern, US-PA, 19355, US
Phone: 610-669-1000
Form: NPORT-P
Filed: August 28, 2026
Report period ends: September 30, 2026
Report month ends: June 30, 2026
Accession number: 000083690626000471

Holding	Value	% of net assets
United States Treasury Inflation Indexed Bonds SN	$3.83B	5.39%
United States Treasury Inflation Indexed Bonds SN	$3.78B	5.33%
United States Treasury Inflation Indexed Bonds SN	$3.76B	5.30%
United States Treasury Inflation Indexed Bonds SN	$3.65B	5.14%
United States Treasury Inflation Indexed Bonds SN	$3.53B	4.97%
United States Treasury Inflation Indexed Bonds SN	$3.43B	4.83%
United States Treasury Inflation Indexed Bonds SN	$3.43B	4.83%
United States Treasury Inflation Indexed Bonds SN	$3.37B	4.74%
United States Treasury Inflation Indexed Bonds SN	$3.34B	4.70%
United States Treasury Inflation Indexed Bonds SN	$3.26B	4.59%
United States Treasury Inflation Indexed Bonds SN	$3.14B	4.42%
United States Treasury Inflation Indexed Bonds SN	$3.05B	4.29%
United States Treasury Inflation Indexed Bonds SN	$3.02B	4.26%
United States Treasury Inflation Indexed Bonds SN	$2.98B	4.20%
United States Treasury Inflation Indexed Bonds SN	$2.92B	4.11%
United States Treasury Inflation Indexed Bonds SN	$2.78B	3.91%
United States Treasury Inflation Indexed Bonds SN	$2.74B	3.86%
United States Treasury Inflation Indexed Bonds SN	$2.63B	3.70%
United States Treasury Inflation Indexed Bonds SN	$2.62B	3.69%
United States Treasury Inflation Indexed Bonds SN	$2.27B	3.19%
United States Treasury Inflation Indexed Bonds SN	$1.58B	2.23%
United States Treasury Inflation Indexed Bonds SN	$1.4B	1.96%
United States Treasury Inflation Indexed Bonds SN	$1.35B	1.90%
United States Treasury Inflation Indexed Bonds SN	$1.27B	1.78%
United States Treasury Inflation Indexed Bonds SN	$1.2B	1.69%
Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV	$420M	0.59%

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