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#sankey of PIMCO All Asset All Authority holdings | ||
#data source http://investments.pimco.com/ShareholderCommunications/External%20Documents/PIMCO%20Bond%20Stats.xls | ||
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require(rCharts) | ||
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#originally read the data from clipboard of Excel copy | ||
#for those interested here is how to do it | ||
#read.delim(file = "clipboard") | ||
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holdings = read.delim("holdings.txt", skip = 3, header = FALSE, stringsAsFactors = FALSE) | ||
colnames(holdings) <- c("source","target","value") | ||
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#get rid of holdings with 0 weight or since copy/paste from Excel - | ||
holdings <- holdings[-which(holdings$value == "-"),] | ||
holdings$value <- as.numeric(holdings$value) | ||
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#now we finally have the data in the form we need | ||
sankeyPlot <- rCharts$new() | ||
sankeyPlot$setLib('.') | ||
sankeyPlot$setTemplate(script = "layouts/chart.html") | ||
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sankeyPlot$set( | ||
data = holdings, | ||
nodeWidth = 15, | ||
nodePadding = 10, | ||
layout = 32, | ||
width = 750, | ||
height = 500, | ||
labelFormat = ".1%" | ||
) | ||
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sankeyPlot |
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data as of 3/31/2013 | ||
original source http://investments.pimco.com/ShareholderCommunications/External%20Documents/PIMCO%20Bond%20Stats.xls | ||
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All Asset All Authority Short-Term Strategies: 0.017024315 | ||
Short-Term Strategies: Low Duration Fund 0.002667364 | ||
Short-Term Strategies: Short Term Fund 0.000123689 | ||
Short-Term Strategies: Net Cash Equivalents 0.014233262 | ||
All Asset All Authority US Core and Long Maturity Bond Strategies: 0.14678805 | ||
US Core and Long Maturity Bond Strategies: GNMA Fund - | ||
US Core and Long Maturity Bond Strategies: Investment Grade Corporate Bond Fund 0.030653125 | ||
US Core and Long Maturity Bond Strategies: Long Duration Total Return Fund 0.022530084 | ||
US Core and Long Maturity Bond Strategies: Long Term Credit Fund 0.011865129 | ||
US Core and Long Maturity Bond Strategies: Long-Term US Government Fund 0.018619715 | ||
US Core and Long Maturity Bond Strategies: Mortgage-Backed Securities Fund - | ||
US Core and Long Maturity Bond Strategies: Total Return Fund 0.063119997 | ||
All Asset All Authority EM and Global Bond Strategies: 0.2315939 | ||
EM and Global Bond Strategies: Diversified Income Fund 0.043637491 | ||
EM and Global Bond Strategies: Emerging Local Bond Fund 0.054611227 | ||
EM and Global Bond Strategies: Emerging Markets Bond Fund 0.036499185 | ||
EM and Global Bond Strategies: Emerging Markets Corporate Bond Fund 0.009715273 | ||
EM and Global Bond Strategies: Emerging Markets Currency 0.060991852 | ||
EM and Global Bond Strategies: Foreign Bond Fund (Unhedged) 0.010786367 | ||
EM and Global Bond Strategies: Global Advantage Strategy Bond Fund 0.015352505 | ||
EM and Global Bond Strategies: Global Bond Fund (Unhedged) - | ||
All Asset All Authority Credit Strategies: 0.206718951 | ||
Credit Strategies: Convertible Fund 0.004837853 | ||
Credit Strategies: Floating Income Fund 0.030493942 | ||
Credit Strategies: High Yield Fund 0.061942223 | ||
Credit Strategies: High Yield Spectrum Fund 0.031239747 | ||
Credit Strategies: Income Fund 0.053139586 | ||
Credit Strategies: Senior Floating Rate Fund 0.0250656 | ||
All Asset All Authority Inflation Related Strategies: 0.041657142 | ||
Inflation Related Strategies: CommoditiesPLUS� Strategy Fund 0.031861061 | ||
Inflation Related Strategies: CommodityRealReturn Strategy Fund� 0.003851854 | ||
Inflation Related Strategies: Global Advantage� Inflation-Linked Bond Exchange-Traded Fund 0.000508793 | ||
Inflation Related Strategies: Real Return Asset Fund 0.002100268 | ||
Inflation Related Strategies: Real Return Fund 0.000333722 | ||
Inflation Related Strategies: RealEstateRealReturn Strategy Fund 0.003001445 | ||
All Asset All Authority US Equity Strategies: 0.010193669 | ||
US Equity Strategies: Fundamental IndexPLUS� - | ||
US Equity Strategies: Fundamental IndexPLUS� AR Fund 0.001181132 | ||
US Equity Strategies: Small Cap StocksPLUS� AR Strategy Fund 0.002120058 | ||
US Equity Strategies: Small Company Fundamental IndexPLUS� AR Strategy Fund 0.006217948 | ||
US Equity Strategies: StocksPLUS� Fund 0.000261064 | ||
US Equity Strategies: StocksPLUS� Absolute Return Fund 0.000413467 | ||
All Asset All Authority Global Equity Strategies: 0.094209758 | ||
Global Equity Strategies: EM Fundamental IndexPLUS� AR Strategy Fund 0.045524887 | ||
Global Equity Strategies: EqS Dividend Fund 0.000529895 | ||
Global Equity Strategies: EqS Emerging Markets Fund 0.000728631 | ||
Global Equity Strategies: EqS Pathfinder Fund 0.01146288 | ||
Global Equity Strategies: International Fundamental IndexPLUS� AR Strategy Fund 0.034337688 | ||
Global Equity Strategies: International StocksPLUS� AR Strategy Fund (U.S. Dollar Hedged) 0.000941727 | ||
Global Equity Strategies: International StocksPLUS� AR Strategy Fund (Unhedged) 0.000684049 | ||
All Asset All Authority Alternative Strategies: 0.251814214 | ||
Alternative Strategies: Credit Absolute Return Fund 0.008769096 | ||
Alternative Strategies: EqS Long/Short Fund 0.00295214 | ||
Alternative Strategies: Fundamental Advantage Absolute Return Strategy Fund 0.03942724 | ||
Alternative Strategies: StocksPLUS� Short Strategy Fund 0.124449409 | ||
Alternative Strategies: Unconstrained Bond Fund 0.05124258 | ||
Alternative Strategies: Worldwide Fundamental Advantage AR Strategy Fund 0.024973748 |
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