0001752724-22-053945.txt : 20220301 0001752724-22-053945.hdr.sgml : 20220301 20220301150938 ACCESSION NUMBER: 0001752724-22-053945 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220301 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD MALVERN FUNDS CENTRAL INDEX KEY: 0000836906 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05628 FILM NUMBER: 22697308 BUSINESS ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD ASSET ALLOCATION FUND INC DATE OF NAME CHANGE: 19920703 0000836906 S000038501 Vanguard Short-Term Inflation-Protected Securities Index Fund C000118814 Admiral Shares VTAPX C000118815 ETF Shares VTIP C000118816 Institutional Shares VTSPX C000118817 Investor Shares VTIPX NPORT-P 1 primary_doc.xml NPORT-P false 0000836906 XXXXXXXX S000038501 C000118815 C000118817 C000118816 C000118814 VANGUARD MALVERN FUNDS 811-05628 0000836906 549300EW16IGZDA38J20 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND S000038501 TX6CG4TTV0FTLWSYWI43 2022-09-30 2021-12-31 N 59458835946.93 1506173.00 59457329773.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 183028197.92000000 USD N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828ZJ2 2253077775.60000000 PA USD 2410793219.89000000 4.054661097389 Long SN UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 91282CDC2 2423300274.04000000 PA USD 2636475091.19000000 4.434230567054 Long SN UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828N71 2654185479.92000000 PA USD 2915042013.91000000 4.902746263570 Long SN UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828B25 3436446164.64000000 PA USD 3658741275.92000000 6.153558005096 Long SN UST US N 2 2024-01-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912810FR4 1993759135.98000000 PA USD 2270081790.92000000 3.818001581220 Long SN UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828S50 2605822863.65000000 PA USD 2830168056.11000000 4.759998585323 Long SN UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828UH1 3722462782.75000000 PA USD 3842861374.50000000 6.463225626026 Long SN UST US N 2 2023-01-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 9128286N5 1916989049.69000000 PA USD 2043690140.54000000 3.437238349435 Long SN UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828H45 2840656584.11000000 PA USD 3043053365.73000000 5.118045794017 Long SN UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 91282CCA7 2136297780.75000000 PA USD 2305532727.38000000 3.877625746306 Long SN UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 9128284H0 3177305751.47000000 PA USD 3320780805.44000000 5.585149582173 Long SN UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828WU0 3116245000.54000000 PA USD 3322209474.36000000 5.587552429602 Long SN UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 436357760.96000000 NS USD 436314125.18000000 0.733827312526 Long STIV CORP US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 91282CAQ4 2725631977.48000000 PA USD 2939423735.71000000 4.943753355366 Long SN UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912810FS2 1351614349.52000000 PA USD 1563437728.44000000 2.629512180221 Long SN UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828YL8 2732018027.12000000 PA USD 2917710014.00000000 4.907233515352 Long SN UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828XL9 3110837330.46000000 PA USD 3379632963.00000000 5.684131756084 Long SN UST US N 2 2025-07-15 Fixed 0.37500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828VM9 3578146434.40000000 PA USD 3760967532.69000000 6.325490140559 Long SN UST US N 2 2023-07-15 Fixed 0.37500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828SA9 3235332569.40000000 PA USD 3240387776.54000000 5.449938281555 Long SN UST US N 2 2022-01-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828TE0 3040440275.67000000 PA USD 3114551007.39000000 5.238296134778 Long SN UST US N 2 2022-07-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 TSY INFL IX N/B 912828X39 3156925988.00000000 PA USD 3202306799.08000000 5.385890707261 Long SN UST US N 2 2022-04-15 Fixed 0.12500000 N N N N N N 2022-02-25 VANGUARD MALVERN FUNDS Christine M. Buchanan Christine M. Buchanan Chief Financial Officer XXXX NPORT-EX 2 vg_stinflatprotectsecindx.htm
Vanguard® Short-Term Inflation-Protected Securities Index Fund
Schedule of Investments (unaudited)
As of December 31, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
U.S. Government and Agency Obligations (99.7%)
U.S. Government Securities (99.7%)
  United States Treasury Inflation Indexed Bonds 0.125% 1/15/22 3,243,415 3,248,483
  United States Treasury Inflation Indexed Bonds 0.125% 4/15/22 3,164,844 3,210,339
  United States Treasury Inflation Indexed Bonds 0.125% 7/15/22 3,047,977 3,122,271
  United States Treasury Inflation Indexed Bonds 0.125% 1/15/23 3,731,779 3,852,479
  United States Treasury Inflation Indexed Bonds 0.625% 4/15/23 3,185,317 3,329,154
  United States Treasury Inflation Indexed Bonds 0.375% 7/15/23 3,587,111 3,770,390
  United States Treasury Inflation Indexed Bonds 0.625% 1/15/24 3,444,975 3,667,821
  United States Treasury Inflation Indexed Bonds 0.500% 4/15/24 1,921,825 2,048,846
  United States Treasury Inflation Indexed Bonds 0.125% 7/15/24 3,124,085 3,330,567
  United States Treasury Inflation Indexed Bonds 0.125% 10/15/24 2,738,898 2,925,058
  United States Treasury Inflation Indexed Bonds 0.250% 1/15/25 2,847,839 3,050,747
  United States Treasury Inflation Indexed Bonds 2.375% 1/15/25 1,998,697 2,275,704
  United States Treasury Inflation Indexed Bonds 0.125% 4/15/25 2,275,718 2,435,018
  United States Treasury Inflation Indexed Bonds 0.375% 7/15/25 3,146,921 3,418,835
  United States Treasury Inflation Indexed Bonds 0.125% 10/15/25 2,732,435 2,946,761
  United States Treasury Inflation Indexed Bonds 0.625% 1/15/26 2,660,804 2,922,311
  United States Treasury Inflation Indexed Bonds 2.000% 1/15/26 1,354,849 1,567,179
  United States Treasury Inflation Indexed Bonds 0.125% 4/15/26 2,141,560 2,311,212
  United States Treasury Inflation Indexed Bonds 0.125% 7/15/26 2,612,250 2,837,149
  United States Treasury Inflation Indexed Bonds 0.125% 10/15/26 2,942,119 3,200,933
Total U.S. Government and Agency Obligations (Cost $58,051,777) 59,471,257
          Shares  
Temporary Cash Investments (1.1%)
Money Market Fund (1.1%)
1 Vanguard Market Liquidity Fund (Cost $651,932) 0.090%   6,519,983 651,933
Total Investments (100.8%) (Cost $58,703,709) 60,123,190
Other Assets and Liabilities—Net (-0.8%) (490,064)
Net Assets (100%) 59,633,126
Cost is in $000.      
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose
values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund’s investments as of December 31, 2021, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 59,471,257 — 59,471,257
Temporary Cash Investments 651,933 — — 651,933
Total 651,933 59,471,257 — 60,123,190