Cliff Asness’s Vanguard Mortgage-Backed Securities ETF VMBS Stock Holding History

Cliff Asness’s Portfolio VMBS Stock Details VMBS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q2	$553K	Sell	11,816 -520	-4%	-$24.3K	﹤0.01%	3343
2026 Q1	$579K	Sell	12,336 -999	-7%	-$47.2K	﹤0.01%	3049
2025 Q4	$628K	Hold	13,335	–	–	﹤0.01%	2798
2025 Q3	$626K	Buy	13,335 +7,655	+135%	+$355K	﹤0.01%	2692
2025 Q2	$263K	Sell	5,680 -1,695	-23%	-$77.6K	﹤0.01%	2933
2025 Q1	$342K	Buy	+7,375	New	+$337K	﹤0.01%	2631

Other funds holding VMBS

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $424B AUM 22.96% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Bank of New York Mellon New York $609B AUM 40.19% 1-Year Est. Return

Stifel Financial St. Louis, Missouri $120B AUM 27.84% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return

Mather Group Chicago, Illinois $11.5B AUM 18.82% 1-Year Est. Return

Raymond James Financial St Petersburg, Florida $369B AUM 28.27% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Cliff Asness's VMBS Position: Q2 2026 in Review

Cliff Asness reduced its Vanguard Mortgage-Backed Securities ETF (VMBS) stake by 4.2% in Q2 2026, selling an estimated $24.3K and leaving 11,816 shares worth $553K. The position accounts for ﹤0.01% of the portfolio, ranked #3343.

Cliff Asness first reported a position in VMBS in Q1 2025 and has held it in 6 quarters since. The position peaked at $628K in Q4 2025. 706 funds tracked by Wall St. Rank hold VMBS as of Q2 2026.

Cliff Asness held 11,816 shares of Vanguard Mortgage-Backed Securities ETF worth $553K as of Q2 2026.
Cliff Asness sold 520 Vanguard Mortgage-Backed Securities ETF shares in Q2 2026, an estimated $24.3K.
Vanguard Mortgage-Backed Securities ETF made up ﹤0.01% of Cliff Asness's portfolio in Q2 2026, its #3343 holding.
Cliff Asness first reported a position in Vanguard Mortgage-Backed Securities ETF in Q1 2025 and has held it in 6 quarters since.
Cliff Asness's Vanguard Mortgage-Backed Securities ETF position peaked at $628K in Q4 2025.
706 funds tracked by Wall St. Rank held Vanguard Mortgage-Backed Securities ETF as of Q2 2026.

Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.