Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF
US ˙ NasdaqGM ˙ US9220208055

SecurityVTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF
InstitutionD.a. Davidson & Co.
Latest Disclosed Ownership58,653 shares
Latest Disclosed Value $ 2,929,724
D.a. Davidson & Co. reports 14.23% increase in ownership of VTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF

On May 5, 2026 - D.a. Davidson & Co. filed a 13F-HR form disclosing ownership of 58,653 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF (US:VTIP) valued at $2,929,717 USD as of March 31, 2026. The entity filed a previous 13F-HR on January 29, 2026 disclosing 51,348 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF. This represents a change in shares of 14.23% during the quarter. The current value of the position is $2,959,044 USD.

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)
2026-05-05 2026-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 58,653 7,305 14.23 2,930 15.36 0.0178
2026-01-29 2025-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 51,348 4,140 8.77 2,540 6.23 0.0156
2025-10-22 2025-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 47,208 -494 -1.04 2,390 -0.29 0.0153
2025-07-30 2025-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 47,702 1,790 3.90 2,398 4.63 0.0169
2025-04-28 2025-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 45,912 -638 -1.37 2,291 1.69 0.0184
2025-01-31 2024-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 46,550 -1,324 -2.77 2,254 -4.53 0.0183
2024-11-13 2024-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 47,874 -12,689 -20.95 2,361 -19.70 0.0195
2024-08-01 2024-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 60,563 -6,957 -10.30 2,940 -9.09 0.0261
2024-05-13 2024-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 67,520 -10,166 -13.09 3,234 -12.36 0.0291
2024-02-09 2023-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 77,686 -11,188 -12.59 3,689 -12.19 0.0362
2023-11-08 2023-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 88,874 -78,093 -46.77 4,202 -46.94 0.0456
2023-08-11 2023-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 166,967 -875 -0.52 7,918 -1.35 0.0836
2023-04-25 2023-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 167,842 2,008 1.21 8,026 3.60 0.0903
2023-02-03 2022-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 165,834 44,511 36.69 7,746 32.71 0.0914
2022-11-07 2022-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 121,323 2,982 2.52 5,837 -1.58 0.0765
2022-07-28 2022-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 118,341 4,601 4.05 5,931 1.82 0.0745
2022-05-12 2022-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 113,740 13,817 13.83 5,825 13.42 0.0635
2022-01-31 2021-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 99,923 10,777 12.09 5,136 9.58 0.0547
2021-11-15 2021-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 89,146 1,787 2.05 4,687 2.36 0.0544
2021-08-10 2021-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 87,359 1,985 2.33 4,579 4.07 0.0537
2021-05-07 2021-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 85,374 8,633 11.25 4,400 12.22 0.0563
2021-02-10 2020-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 76,741 12,670 19.77 3,921 19.94 0.0599
2020-11-02 2020-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 64,071 4,396 7.37 3,269 9.19 0.0569
2020-08-10 2020-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 59,675 -7,164 -10.72 2,994 -8.05 0.0559
2020-05-05 2020-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 66,839 -1,007 -1.48 3,256 -2.60 0.0636
2020-02-14 2019-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 67,846 -6,249 -8.43 3,343 -8.01 0.0540
2019-11-05 2019-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 74,095 2,939 4.13 3,634 3.56 0.0651
2019-08-13 2019-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 71,156 3,627 5.37 3,509 8.20 0.0654
2019-05-13 2019-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 67,529 2,930 4.54 3,243 4.75 0.0557
2019-01-29 2018-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 64,599 -5,064 -7.27 3,096 -8.13 0.0604
2018-11-13 2018-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 69,663 6,033 9.48 3,370 8.43 0.0600
2018-08-02 2018-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 63,630 10,950 20.79 3,108 20.61 0.0609
2018-05-04 2018-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 52,680 -673 -1.26 2,577 -1.07 0.0533
2018-02-08 2017-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 53,353 78 0.15 2,605 -1.10 0.0546
2017-11-08 2017-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 53,275 -7,184 -11.88 2,634 -11.49 0.0517
2017-08-11 2017-06-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 60,459 -82 -0.14 2,976 -0.60 0.0672
2017-05-12 2017-03-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 60,541 3,543 6.22 2,994 6.85 0.0726
2017-02-15 2016-12-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 56,998 -1,688 -2.88 2,802 -3.81 0.0635
2016-11-18 2016-09-30 13F/A-1 VANGUARD SH TERM INFL-PROT SECS ETF 922020805 58,686 57,767 6,285.85 2,913 6,373.33 0.0725
2016-11-14 2016-09-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 58,686 2,913
2016-08-13 2016-06-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 919 -29,403 -96.97 45 -96.98 0.0013
2016-05-13 2016-03-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 30,322 -318 -1.04 1,489 0.54 0.0464
2016-02-12 2015-12-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 30,640 -10,151 -24.89 1,481 -24.94 0.0482
2015-11-13 2015-09-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 40,791 32 0.08 1,973 -0.55 0.0691
2015-08-14 2015-06-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 40,759 -2,851 -6.54 1,984 -6.11 0.0652
2015-05-06 2015-03-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 43,610 -4,175 -8.74 2,113 -8.33 0.0694
2015-02-12 2014-12-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 47,785 -9,448 -16.51 2,305 -18.41 0.0754
2014-11-12 2014-09-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 57,233 -262 -0.46 2,825 -1.94 0.0957
2014-07-29 2014-06-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 57,495 157 0.27 2,881 1.87 0.0976
2014-05-05 2014-03-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 57,338 1,040 1.85 2,828 1.84 0.1011
2014-02-13 2013-12-31 13F/A-1 VANGUARD SH TERM INFL-PROT SECS ETF 922020805 56,298 1,175 2.13 2,777 1.95 0.1037
2014-02-12 2013-12-31 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 56,298 2,777
2013-11-14 2013-09-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 55,123 3,854 7.52 2,724 8.18 0.1225
2013-08-16 2013-06-30 13F VANGUARD SH TERM INFL-PROT SECS ETF 922020805 51,269 51,269 2,518 0.1216
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.