Vanguard Malvern Funds · net assets $31.2B · 2809 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
ABS-MBS: 42.5% · DBT: 40.7% · ABS-CBDO: 16.9% · STIV: 0.0% · DFE: 0.0%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $258M | $206M | $268M |
| Reinvestment | $117M | $113M | $119M |
| Redemptions | $128M | $117M | $87.9M |
| Net realized gain (non-derivative) | $-227K | $-5.12M | $-12.2M |
| Net unrealized appreciation (non-derivative) | $-14.8M | $-38.7M | $-47.4M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-73.3K | $-45.7 |
| 1 year | $-1.67M | $-732 |
| 5 years | $-4.05M | $-86.8 |
| 10 years | $-3.17M | $0 |
| 30 years | $-464K | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| United States Treasury Note/bond DBT | $254M | 0.82% |
| United States Treasury Note/bond DBT | $208M | 0.67% |
| United States Treasury Note/bond DBT | $197M | 0.63% |
| United States Treasury Note/bond DBT | $173M | 0.55% |
| Freddie Mac Pool ABS-MBS | $168M | 0.54% |
| United States Treasury Note/bond DBT | $166M | 0.53% |
| United States Treasury Note/bond DBT | $153M | 0.49% |
| United States Treasury Note/bond DBT | $152M | 0.49% |
| Ginnie Mae Ii Pool ABS-MBS | $152M | 0.49% |
| United States Treasury Note/bond DBT | $150M | 0.48% |
| Fannie Mae-aces ABS-MBS | $137M | 0.44% |
| United States Treasury Note/bond DBT | $132M | 0.42% |
| Fannie Mae Pool ABS-MBS | $120M | 0.39% |
| Fannie Mae Pool ABS-MBS | $116M | 0.37% |
| Temasek Financial I Ltd DBT | $109M | 0.35% |
| United States Treasury Note/bond DBT | $107M | 0.34% |
| Saudi Government International Bond DBT | $104M | 0.33% |
| Fannie Mae Pool ABS-MBS | $98.5M | 0.32% |
| United States Treasury Note/bond DBT | $96.2M | 0.31% |
| Fannie Mae Pool ABS-MBS | $95M | 0.30% |
| Obx 2026-inv2 Trust ABS-MBS | $94.3M | 0.30% |
| Fannie Mae Remics ABS-MBS | $93.7M | 0.30% |
| United States Treasury Note/bond DBT | $91.9M | 0.29% |
| Freddie Mac Pool ABS-MBS | $89.3M | 0.29% |
| Jpmorgan Chase & Co DBT | $85.3M | 0.27% |
| Sequoia Mortgage Trust 2026-7 ABS-MBS | $81.1M | 0.26% |
| Pmt Loan Trust 2024-inv2 ABS-MBS | $78.1M | 0.25% |
| Sequoia Mortgage Trust 2025-s2 ABS-MBS | $76.5M | 0.25% |
| Pnc Financial Services Group Inc/the DBT | $73.3M | 0.24% |
| State Board Of Administration Finance Corp DBT | $73.2M | 0.23% |
| Gcat 2025-inv1 Trust ABS-MBS | $72.7M | 0.23% |
| Ford Credit Floorplan Master Owner Trust A ABS-CBDO | $72.5M | 0.23% |
| United States Treasury Note/bond DBT | $71.3M | 0.23% |
| Freddie Mac Pool ABS-MBS | $70.5M | 0.23% |
| Hsbc Holdings PLC DBT | $69.9M | 0.22% |
| Fannie Mae Pool ABS-MBS | $69.4M | 0.22% |
| Fannie Mae Pool ABS-MBS | $68.8M | 0.22% |
| Fannie Mae Pool ABS-MBS | $68.2M | 0.22% |
| Freddie Mac Remics ABS-MBS | $67.3M | 0.22% |
| Toyota Auto Loan Extended Note Trust 2025-1 ABS-CBDO | $66.6M | 0.21% |
| Ginnie Mae Ii Pool ABS-MBS | $66.6M | 0.21% |
| Government National Mortgage Association ABS-MBS | $65.8M | 0.21% |
| United States Treasury Note/bond DBT | $65.6M | 0.21% |
| Pnc Financial Services Group Inc/the DBT | $65.2M | 0.21% |
| Ginnie Mae Ii Pool ABS-MBS | $63M | 0.20% |
| Freddie Mac Pool ABS-MBS | $62.7M | 0.20% |
| Verizon Master Trust Series 2025-2 ABS-CBDO | $62.7M | 0.20% |
| Fannie Mae Pool ABS-MBS | $62.1M | 0.20% |
| Eagle Funding Luxco Sarl DBT | $61.7M | 0.20% |
| Smurfit Westrock Financing Dac DBT | $61.2M | 0.20% |
| Ginnie Mae Ii Pool ABS-MBS | $60.8M | 0.20% |
| Fannie Mae Pool ABS-MBS | $60.7M | 0.19% |
| Mars Inc DBT | $59.8M | 0.19% |
| Hsbc Holdings PLC DBT | $59.4M | 0.19% |
| Freddie Mac Pool ABS-MBS | $59M | 0.19% |
| Cheniere Corpus Christi Holdings LLC DBT | $59M | 0.19% |
| Efmt 2026-ae3 ABS-MBS | $57.4M | 0.18% |
| Pmt Loan Trust 2025-inv1 ABS-MBS | $57.1M | 0.18% |
| Freddie Mac Pool ABS-MBS | $56M | 0.18% |
| Fannie Mae Pool ABS-MBS | $55.9M | 0.18% |
Showing top 60 of 2809 holdings.
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