Vanguard Malvern Funds · net assets $6.74B · 1013 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 49.9% · ABS-CBDO: 39.7% · ABS-MBS: 10.0% · STIV: 0.4% · DFE: 0.0%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $89.3M | $31.7M | $73.5M |
| Reinvestment | $25M | $23.5M | $25.5M |
| Redemptions | $728K | $16.2M | $153M |
| Net realized gain (non-derivative) | $3.29M | $840K | $-3.48M |
| Net unrealized appreciation (non-derivative) | $-3.78M | $-7.9M | $-11.5M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-24.6K | $-8.98 |
| 1 year | $-474K | $-152 |
| 5 years | $-378K | $-18.6 |
| 10 years | $-13.6K | $0 |
| 30 years | $-7.26K | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| United States Treasury Bill DBT | $123M | 1.82% |
| United States Treasury Note/bond DBT | $94.3M | 1.40% |
| United States Treasury Note/bond DBT | $79.9M | 1.19% |
| United States Treasury Note/bond DBT | $76.9M | 1.14% |
| United States Treasury Note/bond DBT | $67.8M | 1.01% |
| United States Treasury Note/bond DBT | $64M | 0.95% |
| United States Treasury Note/bond DBT | $63.5M | 0.94% |
| United States Treasury Note/bond DBT | $62.1M | 0.92% |
| United States Treasury Note/bond DBT | $55.4M | 0.82% |
| United States Treasury Note/bond DBT | $51.6M | 0.77% |
| Ford Credit Auto Owner Trust/ford Credit ABS-CBDO | $49.4M | 0.73% |
| United States Treasury Note/bond DBT | $45.7M | 0.68% |
| United States Treasury Note/bond DBT | $45.4M | 0.67% |
| United States Treasury Note/bond DBT | $41.2M | 0.61% |
| Fannie Mae Pool ABS-MBS | $40.8M | 0.60% |
| Mars Inc DBT | $38.4M | 0.57% |
| Ford Credit Floorplan Master Owner Trust A ABS-CBDO | $37.3M | 0.55% |
| Volkswagen Auto Loan Enhanced Trust 2024-1 ABS-CBDO | $36.8M | 0.55% |
| Fannie Mae Pool ABS-MBS | $36.1M | 0.54% |
| Nvidia Corp DBT | $35.7M | 0.53% |
| Ford Credit Auto Owner Trust 2024-rev1 ABS-CBDO | $35.4M | 0.53% |
| Kuwait International Government Bond DBT | $34.5M | 0.51% |
| Ford Credit Auto Owner Trust 2026-rev1 ABS-CBDO | $34.2M | 0.51% |
| United States Treasury Note/bond DBT | $34.1M | 0.51% |
| Toyota Auto Loan Extended Note Trust 2025-1 ABS-CBDO | $33.9M | 0.50% |
| United States Treasury Note/bond DBT | $33.7M | 0.50% |
| American Express Co DBT | $33.6M | 0.50% |
| Ubs Ag/stamford Ct DBT | $32.9M | 0.49% |
| Synchrony Card Funding LLC ABS-CBDO | $32.4M | 0.48% |
| Verizon Master Trust Series 2025-2 ABS-CBDO | $31.9M | 0.47% |
| Toyota Auto Loan Extended Note Trust 2026-1 ABS-CBDO | $31.4M | 0.47% |
| First National Master Note Trust ABS-CBDO | $31.1M | 0.46% |
| Nvidia Corp DBT | $30.5M | 0.45% |
| United States Treasury Note/bond DBT | $30.3M | 0.45% |
| Korea National Oil Corp DBT | $29.9M | 0.44% |
| Us Bancorp DBT | $29.7M | 0.44% |
| United States Treasury Note/bond DBT | $29.7M | 0.44% |
| Morgan Stanley DBT | $29.6M | 0.44% |
| Ksa Sukuk Ltd DBT | $29.5M | 0.44% |
| Gmf Floorplan Owner Revolving Trust ABS-CBDO | $28.4M | 0.42% |
| United States Treasury Note/bond DBT | $26.8M | 0.40% |
| Onemain Financial Issuance Trust 2025-1 ABS-CBDO | $26.8M | 0.40% |
| Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV | $25.2M | 0.37% |
| Bank Of Montreal DBT | $25.2M | 0.37% |
| Royal Bank Of Canada DBT | $25.1M | 0.37% |
| Citigroup Inc DBT | $25M | 0.37% |
| Verizon Master Trust ABS-CBDO | $24.5M | 0.36% |
| Synchrony Card Issuance Trust ABS-CBDO | $23.7M | 0.35% |
| Ubs Group Ag DBT | $23.4M | 0.35% |
| Drive Auto Receivables Trust 2025-2 ABS-CBDO | $23M | 0.34% |
| Pnc Financial Services Group Inc/the DBT | $22.9M | 0.34% |
| Fannie Mae Pool ABS-MBS | $22.8M | 0.34% |
| Synchrony Card Funding LLC ABS-CBDO | $22.3M | 0.33% |
| Volkswagen Credit Auto Master Trust ABS-CBDO | $21.8M | 0.32% |
| Jpmorgan Chase & Co DBT | $21.8M | 0.32% |
| Jpmorgan Chase & Co DBT | $21.6M | 0.32% |
| Abbott Laboratories DBT | $21.1M | 0.31% |
| Banque Federative Du Credit Mutuel Sa DBT | $21M | 0.31% |
| Pfs Financing Corp ABS-CBDO | $20.8M | 0.31% |
| Jpmorgan Chase & Co DBT | $20.4M | 0.30% |
Showing top 60 of 1013 holdings.
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