Vanguard Malvern Funds · net assets $22.6B · 3537 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 61.3% · ABS-MBS: 33.1% · ABS-CBDO: 5.6% · DFE: 0.1% · STIV: 0.1%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $704M | $840M | $864M |
| Reinvestment | $64.2M | $64.6M | $67.9M |
| Redemptions | $256M | $385M | $286M |
| Net realized gain (non-derivative) | $-7.16M | $-28M | $-15.6M |
| Net unrealized appreciation (non-derivative) | $11.7M | $28.4M | $-32.8M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-36.4K | $-2.23K |
| 1 year | $-876K | $-52.4K |
| 5 years | $-2.6M | $-113K |
| 10 years | $-3.45M | $-59.9K |
| 30 years | $-1.3M | $-12.1K |
| Holding | Value | % of net assets |
|---|---|---|
| Fannie Mae Or Freddie Mac ABS-MBS | $524M | 2.32% |
| Nvidia Corp DBT | $217M | 0.96% |
| Nvidia Corp DBT | $169M | 0.75% |
| United States Treasury Note/bond DBT | $141M | 0.62% |
| Kreditanstalt Fuer Wiederaufbau DBT | $139M | 0.62% |
| Obx 2026-inv2 Trust ABS-MBS | $137M | 0.61% |
| Fannie Mae Remics ABS-MBS | $136M | 0.60% |
| Fannie Mae Or Freddie Mac ABS-MBS | $132M | 0.58% |
| Finland Government International Bond DBT | $125M | 0.55% |
| Fannie Mae Or Freddie Mac ABS-MBS | $121M | 0.53% |
| Ginnie Mae Ii Pool ABS-MBS | $113M | 0.50% |
| United States Treasury Note/bond DBT | $111M | 0.49% |
| Province Of Quebec Canada DBT | $110M | 0.49% |
| Obx 2026-inv4 Trust ABS-MBS | $109M | 0.48% |
| United States Treasury Note/bond DBT | $99.4M | 0.44% |
| United States Treasury Note/bond DBT | $89.3M | 0.39% |
| United States Treasury Note/bond DBT | $88.3M | 0.39% |
| Canada Government International Bond DBT | $88.1M | 0.39% |
| United States Treasury Note/bond DBT | $86.9M | 0.38% |
| Cassa Depositi E Prestiti Spa DBT | $86.3M | 0.38% |
| United States Treasury Note/bond DBT | $83M | 0.37% |
| Fannie Mae Pool ABS-MBS | $81.2M | 0.36% |
| United States Treasury Note/bond DBT | $79.3M | 0.35% |
| Italy Buoni Poliennali Del Tesoro DBT | $77M | 0.34% |
| Mexico Government International Bond DBT | $76.8M | 0.34% |
| United States Treasury Note/bond DBT | $76.6M | 0.34% |
| Corp Andina De Fomento DBT | $74.5M | 0.33% |
| United States Treasury Note/bond DBT | $73.1M | 0.32% |
| Efmt 2026-ae4 ABS-MBS | $72.8M | 0.32% |
| United States Treasury Note/bond DBT | $72.4M | 0.32% |
| United States Treasury Note/bond DBT | $72.1M | 0.32% |
| United States Treasury Note/bond DBT | $69.9M | 0.31% |
| United States Treasury Note/bond DBT | $69.2M | 0.31% |
| United States Treasury Note/bond DBT | $69.1M | 0.31% |
| United States Treasury Note/bond DBT | $68.1M | 0.30% |
| Pmt Loan Trust 2026-j3 ABS-MBS | $66.1M | 0.29% |
| Space Exploration Technologies Corp DBT | $64.7M | 0.29% |
| Sequoia Mortgage Trust 2025-s2 ABS-MBS | $63.9M | 0.28% |
| Cassa Depositi E Prestiti Spa DBT | $62.5M | 0.28% |
| Cyprus Government International Bond DBT | $60.2M | 0.27% |
| United States Treasury Note/bond DBT | $60.1M | 0.27% |
| Citigroup Inc DBT | $58.7M | 0.26% |
| Sequoia Mortgage Trust 2026-7 ABS-MBS | $57.7M | 0.25% |
| United States Treasury Note/bond DBT | $56.6M | 0.25% |
| United States Treasury Note/bond DBT | $56.6M | 0.25% |
| Foundry Jv Holdco LLC DBT | $54.2M | 0.24% |
| Efmt 2026-ae3 ABS-MBS | $53.5M | 0.24% |
| Rate Mortgage Trust 2026-j2 ABS-MBS | $52.9M | 0.23% |
| United States Treasury Note/bond DBT | $52.7M | 0.23% |
| United States Treasury Note/bond DBT | $52.1M | 0.23% |
| Morgan Stanley Private Bank Na DBT | $51.1M | 0.23% |
| Fannie Mae Remics ABS-MBS | $51M | 0.23% |
| Chile Government International Bond DBT | $50.2M | 0.22% |
| United States Treasury Note/bond DBT | $50M | 0.22% |
| Cassa Depositi E Prestiti Spa DBT | $49M | 0.22% |
| Pmt Loan Trust 2026-cnf5 ABS-MBS | $49M | 0.22% |
| Adif Alta Velocidad DBT | $48.6M | 0.21% |
| Indonesia Government International Bond DBT | $48.4M | 0.21% |
| Lowe's Cos Inc DBT | $46.6M | 0.21% |
| United States Treasury Note/bond DBT | $46M | 0.20% |
Showing top 60 of 3537 holdings.
Loading...
