LUSID supports the following types of portfolios:
All portfolios are in a scope and are identified by a client supplied code that is unique within that scope.
- Transaction Portfolio – Contain transactions which are used to construct the portfolio holdings on which valuations, analytics, profit & loss and risk can be calculated.
- Derived Transaction Portfolio – A portfolio can derive from another portfolio
- Reference Portfolio – Contain a list of instruments and associated weights as percentages, as opposed to transactions, and are designed to represent entities such as indices.
All portfolios are comprised of:
- Details - which represent the economically impacting settings e.g. the base currency
- Properties - Properties can be associated with a portfolio, and changed over time, for example, to allow a Portfolio Manager to be linked with a Portfolio.
- Contents such as transactions, holdings or the ruleset definition
Portfolios can be securitised to become instruments themselves and held by other portfolios. This allows LUSID® to perform "drill-through" into underlying fund holdings.