Cliff Asness’s VMBS Holdings & Trades

First Buy
Q1 2025
Duration Held
3 Quarters
Largest Add
Q3 2025
+7,655 Shares
Current Position
13,335 Shares
$626,212 Value

Cliff Asness's VMBS Position Overview

Cliff Asness (via Aqr Capital Management LLC) currently holds 13,335 shares of Vanguard Mortgage-Backed Securities ETF (VMBS) worth $626,212, representing 0.00% of the portfolio. First purchased in 2025-Q1, this short-term holding has been held for 3 quarters.

Based on 13F filings, Cliff Asness has maintained this position in VMBS for several quarters, showing initial confidence in the investment. Largest addition occurred in Q3 2025, adding 7,655 shares. Largest reduction occurred in Q2 2025, reducing 1,695 shares.

Analysis based on 13F filings available since 2013 Q2

Cliff Asness's Vanguard Mortgage-Backed Securities ETF (VMBS) Holding Value Over Time

Track share changes against reported price movement

Quarterly Vanguard Mortgage-Backed Securities ETF (VMBS) Trades by Cliff Asness

Report Date Bought/Sold (Sh.) % Change Qtr. End Shares Reported Price
Q1 2025 +7,375 New Buy 7,375 $46.31
Q2 2025 -1,695 Reduce 22.98% 5,680 $46.34
Q3 2025 +7,655 Add 134.77% 13,335 $46.96

Cliff Asness's Vanguard Mortgage-Backed Securities ETF Investment FAQs

Cliff Asness first purchased Vanguard Mortgage-Backed Securities ETF (VMBS) in Q1 2025, acquiring 7,375 shares, as reported in their 13F filing for that period. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

Cliff Asness has held Vanguard Mortgage-Backed Securities ETF (VMBS) for 3 quarters since Q1 2025.

Cliff Asness's largest addition to Vanguard Mortgage-Backed Securities ETF (VMBS) was in Q3 2025, adding 13,335 shares worth $626,212.

According to the latest 13F filing for Q3 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 13,335 shares of Vanguard Mortgage-Backed Securities ETF (VMBS), valued at approximately $626,212.

As of the Q3 2025 filing, Vanguard Mortgage-Backed Securities ETF (VMBS) represents approximately 0.00% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings.

Cliff Asness's peak holding in Vanguard Mortgage-Backed Securities ETF (VMBS) was 13,335 shares, as reported at the end of Q3 2025.