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

SecurityVTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF
InstitutionSepio Capital, LP
Latest Disclosed Ownership211,095 shares
Latest Disclosed Value $ 10,544,190
Sepio Capital, LP reports 23.51% increase in ownership of VTIP / Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF

On May 13, 2026 - Sepio Capital, LP filed a 13F-HR form disclosing ownership of 211,095 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF (US:VTIP) valued at $10,544,195 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 12, 2026 disclosing 170,915 shares of Vanguard Malvern Funds - Vanguard Short-Term Inflation-Protected Securities ETF. This represents a change in shares of 23.51% during the quarter. The current value of the position is $10,649,743 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)
2026-05-13 2026-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 211,095 40,180 23.51 10,544 24.74 0.5725
2026-02-12 2025-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 170,915 -363 -0.21 8,454 -2.51 0.4626
2025-11-13 2025-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 171,278 21,829 14.61 8,672 15.43 0.5130
2025-08-13 2025-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 149,449 35,232 30.85 7,513 31.81 0.5347
2025-05-15 2025-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 114,217 9,756 9.34 5,699 12.67 0.4512
2025-02-13 2024-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 104,461 -1,802 -1.70 5,058 -3.45 0.4048
2024-11-14 2024-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 106,263 98 0.09 5,240 1.65 0.4079
2024-08-15 2024-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 106,165 6,277 6.28 5,154 7.76 0.4725
2024-05-15 2024-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 99,888 933 0.94 4,784 1.79 0.4103
2024-02-09 2023-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 98,955 -1,682 -1.67 4,699 -1.24 0.3948
2023-11-08 2023-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 100,637 -20,120 -16.66 4,758 -16.91 0.4109
2023-08-08 2023-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 120,757 -16,192 -11.82 5,726 -12.55 0.4650
2023-05-10 2023-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 136,949 -62,887 -31.47 6,549 -29.85 0.6040
2023-02-03 2022-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 199,836 45,696 29.65 9,334 25.86 0.8065
2022-10-28 2022-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 154,140 24,868 19.24 7,416 14.46 0.7361
2022-07-26 2022-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 129,272 2,262 1.78 6,479 -0.38 0.6508
2022-05-09 2022-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 127,010 5,617 4.63 6,504 4.23 0.5705
2022-01-25 2021-12-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 121,393 29,708 32.40 6,240 29.43 0.4609
2021-11-03 2021-09-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 91,685 41,036 81.02 4,821 81.58 0.3974
2021-07-29 2021-06-30 13F/A-1 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 50,649 36,215 250.90 2,655 256.85 0.2187
2021-07-26 2021-06-30 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 50,649 36,215 2,655 0.2289
2021-05-10 2021-03-31 13F VANGUARD MALVERN FDS STRM INFPROIDX 922020805 14,434 14,434 744 0.0685
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.