All Asset All Authority → Alternative Strategies: 25.18%All Asset All Authority → EM and Global Bond Strategies: 23.16%All Asset All Authority → Credit Strategies: 20.67%All Asset All Authority → US Core and Long Maturity Bond Strategies: 14.68%Alternative Strategies: → StocksPLUS? Short Strategy Fund 12.45%All Asset All Authority → Global Equity Strategies: 9.42%US Core and Long Maturity Bond Strategies: → Total Return Fund 6.31%Credit Strategies: → High Yield Fund 6.19%EM and Global Bond Strategies: → Emerging Markets Currency 6.10%EM and Global Bond Strategies: → Emerging Local Bond Fund 5.46%Credit Strategies: → Income Fund 5.31%Alternative Strategies: → Unconstrained Bond Fund 5.12%Global Equity Strategies: → EM Fundamental IndexPLUS? AR Strategy Fund 4.55%EM and Global Bond Strategies: → Diversified Income Fund 4.36%All Asset All Authority → Inflation Related Strategies: 4.17%Alternative Strategies: → Fundamental Advantage Absolute Return Strategy Fund 3.94%EM and Global Bond Strategies: → Emerging Markets Bond Fund 3.65%Global Equity Strategies: → International Fundamental IndexPLUS? AR Strategy Fund 3.43%Inflation Related Strategies: → CommoditiesPLUS? Strategy Fund 3.19%Credit Strategies: → High Yield Spectrum Fund 3.12%US Core and Long Maturity Bond Strategies: → Investment Grade Corporate Bond Fund 3.07%Credit Strategies: → Floating Income Fund 3.05%Credit Strategies: → Senior Floating Rate Fund 2.51%Alternative Strategies: → Worldwide Fundamental Advantage AR Strategy Fund 2.50%US Core and Long Maturity Bond Strategies: → Long Duration Total Return Fund 2.25%US Core and Long Maturity Bond Strategies: → Long-Term US Government Fund 1.86%All Asset All Authority → Short-Term Strategies: 1.70%EM and Global Bond Strategies: → Global Advantage Strategy Bond Fund 1.54%Short-Term Strategies: → Net Cash Equivalents 1.42%US Core and Long Maturity Bond Strategies: → Long Term Credit Fund 1.19%Global Equity Strategies: → EqS Pathfinder Fund 1.15%EM and Global Bond Strategies: → Foreign Bond Fund (Unhedged) 1.08%All Asset All Authority → US Equity Strategies: 1.02%EM and Global Bond Strategies: → Emerging Markets Corporate Bond Fund 0.97%Alternative Strategies: → Credit Absolute Return Fund 0.88%US Equity Strategies: → Small Company Fundamental IndexPLUS? AR Strategy Fund 0.62%Credit Strategies: → Convertible Fund 0.48%Inflation Related Strategies: → CommodityRealReturn Strategy Fund? 0.39%Inflation Related Strategies: → RealEstateRealReturn Strategy Fund 0.30%Alternative Strategies: → EqS Long/Short Fund 0.30%Short-Term Strategies: → Low Duration Fund 0.27%US Equity Strategies: → Small Cap StocksPLUS? AR Strategy Fund 0.21%Inflation Related Strategies: → Real Return Asset Fund 0.21%US Equity Strategies: → Fundamental IndexPLUS? AR Fund 0.12%Global Equity Strategies: → International StocksPLUS? AR Strategy Fund (U.S. Dollar Hedged) 0.09%Global Equity Strategies: → EqS Emerging Markets Fund 0.07%Global Equity Strategies: → International StocksPLUS? AR Strategy Fund (Unhedged) 0.07%Global Equity Strategies: → EqS Dividend Fund 0.05%Inflation Related Strategies: → Global Advantage? Inflation-Linked Bond Exchange-Traded Fund 0.05%US Equity Strategies: → StocksPLUS? Absolute Return Fund 0.04%Inflation Related Strategies: → Real Return Fund 0.03%US Equity Strategies: → StocksPLUS? Fund 0.03%Short-Term Strategies: → Short Term Fund 0.01%All Asset All Authority 100.00%All Asset All AuthorityShort-Term Strategies: 1.70%Short-Term Strategies:Low Duration Fund 0.27%Low Duration FundShort Term Fund 0.01%Short Term FundNet Cash Equivalents 1.42%Net Cash EquivalentsUS Core and Long Maturity Bond Strategies: 14.68%US Core and Long Maturity Bond Strategies:Investment Grade Corporate Bond Fund 3.07%Investment Grade Corporate Bond FundLong Duration Total Return Fund 2.25%Long Duration Total Return Fund Long Term Credit Fund 1.19%Long Term Credit FundLong-Term US Government Fund 1.86%Long-Term US Government FundTotal Return Fund 6.31%Total Return FundEM and Global Bond Strategies: 23.16%EM and Global Bond Strategies:Diversified Income Fund 4.36%Diversified Income FundEmerging Local Bond Fund 5.46%Emerging Local Bond FundEmerging Markets Bond Fund 3.65%Emerging Markets Bond FundEmerging Markets Corporate Bond Fund 0.97%Emerging Markets Corporate Bond FundEmerging Markets Currency 6.10%Emerging Markets CurrencyForeign Bond Fund (Unhedged) 1.08%Foreign Bond Fund (Unhedged)Global Advantage Strategy Bond Fund 1.54%Global Advantage Strategy Bond FundCredit Strategies: 20.67%Credit Strategies:Convertible Fund 0.48%Convertible FundFloating Income Fund 3.05%Floating Income FundHigh Yield Fund 6.19%High Yield FundHigh Yield Spectrum Fund 3.12%High Yield Spectrum FundIncome Fund 5.31%Income FundSenior Floating Rate Fund 2.51%Senior Floating Rate FundInflation Related Strategies: 4.17%Inflation Related Strategies:CommoditiesPLUS? Strategy Fund 3.19%CommoditiesPLUS? Strategy FundCommodityRealReturn Strategy Fund? 0.39%CommodityRealReturn Strategy Fund?Global Advantage? Inflation-Linked Bond Exchange-Traded Fund 0.05%Global Advantage? Inflation-Linked Bond Exchange-Traded FundReal Return Asset Fund 0.21%Real Return Asset FundReal Return Fund 0.03%Real Return FundRealEstateRealReturn Strategy Fund 0.30%RealEstateRealReturn Strategy FundUS Equity Strategies: 1.02%US Equity Strategies:Fundamental IndexPLUS? AR Fund 0.12%Fundamental IndexPLUS? AR FundSmall Cap StocksPLUS? AR Strategy Fund 0.21%Small Cap StocksPLUS? AR Strategy FundSmall Company Fundamental IndexPLUS? AR Strategy Fund 0.62%Small Company Fundamental IndexPLUS? AR Strategy FundStocksPLUS? Fund 0.03%StocksPLUS? FundStocksPLUS? Absolute Return Fund 0.04%StocksPLUS? Absolute Return FundGlobal Equity Strategies: 9.42%Global Equity Strategies:EM Fundamental IndexPLUS? AR Strategy Fund 4.55%EM Fundamental IndexPLUS? AR Strategy FundEqS Dividend Fund 0.05%EqS Dividend FundEqS Emerging Markets Fund 0.07%EqS Emerging Markets FundEqS Pathfinder Fund 1.15%EqS Pathfinder FundInternational Fundamental IndexPLUS? AR Strategy Fund 3.43%International Fundamental IndexPLUS? AR Strategy FundInternational StocksPLUS? AR Strategy Fund (U.S. Dollar Hedged) 0.09%International StocksPLUS? AR Strategy Fund (U.S. Dollar Hedged)International StocksPLUS? AR Strategy Fund (Unhedged) 0.07%International StocksPLUS? AR Strategy Fund (Unhedged)Alternative Strategies: 25.18%Alternative Strategies:Credit Absolute Return Fund 0.88%Credit Absolute Return FundEqS Long/Short Fund 0.30%EqS Long/Short FundFundamental Advantage Absolute Return Strategy Fund 3.94%Fundamental Advantage Absolute Return Strategy FundStocksPLUS? Short Strategy Fund 12.45%StocksPLUS? Short Strategy FundUnconstrained Bond Fund 5.12%Unconstrained Bond FundWorldwide Fundamental Advantage AR Strategy Fund 2.50%Worldwide Fundamental Advantage AR Strategy Fund

  1. #sankey of PIMCO All Asset All Authority holdings
  2. #data source //investments.pimco.com/ShareholderCommunications/External%20Documents/PIMCO%20Bond%20Stats.xls
  5. require(rCharts)
  7. #originally read the data from clipboard of Excel copy
  8. #for those interested here is how to do it
  9. #read.delim(file = "clipboard")
  11. holdings = read.delim("//timelyportfolio.github.io/rCharts_d3_sankey/holdings.txt", skip = 3, header = FALSE, stringsAsFactors = FALSE)
  12. colnames(holdings) <- c("source","target","value")
  14. #get rid of holdings with 0 weight or since copy/paste from Excel -
  15. holdings <- holdings[-which(holdings$value == "-"),]
  16. holdings$value <- as.numeric(holdings$value)
  18. #now we finally have the data in the form we need
  19. sankeyPlot <- rCharts$new()
  20. sankeyPlot$setLib('//timelyportfolio.github.io/rCharts_d3_sankey')
  22. sankeyPlot$set(
  23.   data = holdings,
  24.   nodeWidth = 15,
  25.   nodePadding = 10,
  26.   layout = 32,
  27.   width = 750,
  28.   height = 500,
  29.   labelFormat = ".1%"
  30. )
  32. sankeyPlot