Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF
MX ˙ BMV ˙ US9220208055
SecurityMX:VTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF
InstitutionTwin Focus Capital Partners, Llc
Latest Disclosed Ownership340,621 shares
Latest Disclosed Value $ 17,014,021
Twin Focus Capital Partners, Llc reports 4.83% decrease in ownership of VTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF

On May 14, 2026 - Twin Focus Capital Partners, Llc filed a 13F-HR form disclosing ownership of 340,621 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF (MX:VTIP) valued at $17,014,021 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 17, 2026 disclosing 357,905 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF. This represents a change in shares of -4.83% during the quarter.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-14 2026-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 340,621 -17,284 -4.83 17,014 -3.88 1.9537
2026-02-17 2025-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 357,905 33,110 10.19 17,702 7.64 2.0402
2025-11-12 2025-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 324,795 7,655 2.41 16,444 3.15 2.0897
2025-08-12 2025-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 317,140 -70 -0.02 15,943 0.72 2.2323
2025-05-13 2025-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 317,210 -51,432 -13.95 15,829 -11.32 2.4585
2025-02-13 2024-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 368,642 -14,162 -3.70 17,850 -5.44 2.6380
2024-11-14 2024-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 382,804 570 0.15 18,876 1.74 2.9774
2024-08-14 2024-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 382,234 3,218 0.85 18,554 2.21 2.9635
2024-05-15 2024-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 379,016 9,747 2.64 18,151 3.51 3.4555
2024-03-05 2023-12-31 13F/A-1 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 369,269 9,531 2.65 17,537 3.10 3.5675
2024-02-13 2023-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 370,869 11,131 17,613 1.5915
2023-11-13 2023-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 359,738 -33,734 -8.57 17,008 -8.84 3.8210
2023-08-14 2023-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 393,472 -830 -0.21 18,658 -1.04 3.7714
2023-05-12 2023-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 394,302 14,116 3.71 18,856 6.18 3.7392
2023-02-14 2022-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 380,186 210,851 124.52 17,758 117.97 3.7083
2022-11-14 2022-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 169,335 33,082 24.28 8,147 19.30 1.9592
2022-08-15 2022-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 136,253 -19,230 -12.37 6,829 -14.23 1.5341
2022-05-13 2022-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 155,483 54,945 54.65 7,962 54.06 1.5474
2022-02-14 2021-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 100,538 39,163 63.81 5,168 60.15 1.0344
2021-11-15 2021-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 61,375 18,707 43.84 3,227 44.32 0.7534
2021-08-16 2021-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 42,668 13,164 44.62 2,236 47.01 0.5175
2021-05-12 2021-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 29,504 8,734 42.05 1,521 43.36 0.4350
2021-02-16 2020-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 20,770 8,190 65.10 1,061 65.26 0.3250
2020-11-13 2020-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 12,580 200 1.62 642 3.38 0.2339
2020-08-12 2020-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 12,380 380 3.17 621 6.15 0.2493
2020-05-15 2020-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 12,000 -1,129 -8.60 585 -9.58 0.2703
2020-02-13 2019-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 13,129 19 0.14 647 0.62 0.2081
2019-11-07 2019-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 13,110 -3,300 -20.11 643 -20.52 0.2531
2019-08-14 2019-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 16,410 16,410 809 0.3402
2019-05-14 2019-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 0 -4,410 -100.00 0 -100.00
2019-02-13 2018-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 4,410 0 0.00 211 -0.94 0.0943
2018-11-13 2018-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 4,410 0 0.00 213 -0.93 0.1098
2018-08-10 2018-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 4,410 0 0.00 215 -0.46 0.1099
2018-05-11 2018-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 4,410 -890 -16.79 216 -16.60 0.1074
2018-02-14 2017-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 5,300 0 0.00 259 -1.15 0.1313
2017-11-13 2017-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 5,300 0 0.00 262 0.38 0.1356
2017-08-08 2017-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 5,300 0 0.00 261 -0.38 0.1430
2017-05-12 2017-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 5,300 0 0.00 262 0.38 0.1576
2017-02-10 2016-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 5,300 5,300 261 0.1698
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.