Vanguard Malvern Funds · net assets $7.29B · 3586 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 63.5% · ABS-MBS: 31.3% · ABS-CBDO: 4.9% · STIV: 0.3% · DFE: 0.1%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $212M | $405M | $290M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $7.75M | $0 | $0 |
| Net realized gain (non-derivative) | $-4M | $-6.96M | $-4.54M |
| Net unrealized appreciation (non-derivative) | $3.63M | $7.87M | $-9.52M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-10.7K | $-756 |
| 1 year | $-275K | $-16.4K |
| 5 years | $-878K | $-33.8K |
| 10 years | $-1.14M | $-20.8K |
| 30 years | $-419K | $-6.34K |
| Holding | Value | % of net assets |
|---|---|---|
| Fannie Mae Or Freddie Mac ABS-MBS | $170M | 2.33% |
| United States Treasury Note/bond DBT | $74.1M | 1.02% |
| Nvidia Corp DBT | $70.5M | 0.97% |
| Nvidia Corp DBT | $54.9M | 0.75% |
| Fannie Mae Or Freddie Mac ABS-MBS | $49.4M | 0.68% |
| United States Treasury Note/bond DBT | $47.1M | 0.65% |
| Kreditanstalt Fuer Wiederaufbau DBT | $44.1M | 0.60% |
| Fannie Mae Remics ABS-MBS | $43.1M | 0.59% |
| Obx 2026-inv2 Trust ABS-MBS | $41.8M | 0.57% |
| Ginnie Mae Ii Pool ABS-MBS | $41.2M | 0.56% |
| United States Treasury Note/bond DBT | $40.1M | 0.55% |
| Finland Government International Bond DBT | $39.6M | 0.54% |
| United States Treasury Note/bond DBT | $39.3M | 0.54% |
| Fannie Mae Or Freddie Mac ABS-MBS | $39.2M | 0.54% |
| United States Treasury Note/bond DBT | $38.6M | 0.53% |
| United States Treasury Note/bond DBT | $37.9M | 0.52% |
| United States Treasury Note/bond DBT | $37.1M | 0.51% |
| United States Treasury Note/bond DBT | $35.9M | 0.49% |
| United States Treasury Note/bond DBT | $35.7M | 0.49% |
| Province Of Quebec Canada DBT | $35M | 0.48% |
| Obx 2026-inv4 Trust ABS-MBS | $34.3M | 0.47% |
| United States Treasury Note/bond DBT | $31.6M | 0.43% |
| Mexico Government International Bond DBT | $30.1M | 0.41% |
| United States Treasury Note/bond DBT | $29.9M | 0.41% |
| Canada Government International Bond DBT | $27.9M | 0.38% |
| United States Treasury Note/bond DBT | $26.3M | 0.36% |
| United States Treasury Note/bond DBT | $25.8M | 0.35% |
| Italy Buoni Poliennali Del Tesoro DBT | $24.8M | 0.34% |
| United States Treasury Note/bond DBT | $24.6M | 0.34% |
| Cassa Depositi E Prestiti Spa DBT | $24M | 0.33% |
| Efmt 2026-ae4 ABS-MBS | $23.2M | 0.32% |
| Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV | $22.2M | 0.30% |
| Fannie Mae Pool ABS-MBS | $21.8M | 0.30% |
| Sequoia Mortgage Trust 2025-s2 ABS-MBS | $21.6M | 0.30% |
| United States Treasury Note/bond DBT | $21.3M | 0.29% |
| Foundry Jv Holdco LLC DBT | $21.1M | 0.29% |
| Space Exploration Technologies Corp DBT | $20.9M | 0.29% |
| Pmt Loan Trust 2026-j3 ABS-MBS | $20.8M | 0.29% |
| Cassa Depositi E Prestiti Spa DBT | $20M | 0.27% |
| United States Treasury Note/bond DBT | $19.8M | 0.27% |
| Obx 2026-inv1 Trust ABS-MBS | $19.7M | 0.27% |
| Corp Andina De Fomento DBT | $19.4M | 0.27% |
| Pmt Loan Trust 2026-inv2 ABS-MBS | $18.6M | 0.26% |
| Sequoia Mortgage Trust 2026-7 ABS-MBS | $18.3M | 0.25% |
| Freddie Mac Pool ABS-MBS | $17.8M | 0.24% |
| Eskom Holdings DBT | $17.8M | 0.24% |
| Efmt 2026-ae3 ABS-MBS | $17.8M | 0.24% |
| Fannie Mae Pool ABS-MBS | $17.7M | 0.24% |
| United States Treasury Note/bond DBT | $17.2M | 0.24% |
| Rate Mortgage Trust 2026-j2 ABS-MBS | $17M | 0.23% |
| Indonesia Government International Bond DBT | $16.2M | 0.22% |
| Fannie Mae Remics ABS-MBS | $16.2M | 0.22% |
| Pmt Loan Trust 2026-cnf1 ABS-MBS | $15.8M | 0.22% |
| Caisse D'amortissement De La Dette Sociale DBT | $15.7M | 0.22% |
| Pmt Loan Trust 2026-cnf5 ABS-MBS | $15.5M | 0.21% |
| Cyprus Government International Bond DBT | $15.2M | 0.21% |
| Oman Government International Bond DBT | $15M | 0.21% |
| Morgan Stanley Residential Mortgage Loan Trust 2026-inv1 ABS-MBS | $14.8M | 0.20% |
| Comunidad Autonoma De Canarias DBT | $14.7M | 0.20% |
| Junta De Castilla Y Leon DBT | $14.6M | 0.20% |
Showing top 60 of 3586 holdings.
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