For the cake: Preheat the oven to 350 degrees F. Spray a 9-by-9-inch baking dish with nonstick cooking spray.
Place the cake mix, buttermilk, oil and egg in a large bowl and, using an electric hand mixer, blend together until smooth. Pour the mixture into the prepared baking dish.
For the filling: Beat the cream cheese until smooth. Beat in the sugar, yogurt, butter and vanilla. Spread over the cake mixture. Bake 40 to 45 minutes. You want the center to be a little gooey, so do not over bake.