Views:

A portfolio group is a container for a set of portfolios that are related in some way. See how to create a portfolio group.

These can be any combination of transaction, derived transaction, or reference portfolios. A portfolio group can itself contain portfolio groups, nested up to five levels deep.

Consider the following example of a top-level Global portfolio group with two nested sub-groups, each of which contains a set of transaction portfolios:
 


You can perform the following operations on the Global portfolio group:

  • Call the GetPortfolioGroupExpansion API to examine the hierarchy of nested sub-groups and portfolios. 
  • Call the GetTransactionsForPortfolioGroup API to list input transactions—or the BuildTransactionsForPortfolioGroup to list output transactions—for all transaction portfolios in the group (reference portfolios are ignored). The portfolio in which each transaction is booked is identified by the Transaction/default/PortfolioScope and Transaction/default/PortfolioId system properties.
  • Call the GetHoldingsForPortfolioGroup API to generate a holdings report for all transaction portfolios in the group (reference portfolios are ignored). The portfolio to which each holding belongs is identified by the Holding/default/SourcePortfolioScope and Holding/default/SourcePortfolioId system properties.

    Note this API effectively returns a separate holdings report for each portfolio; no aggregation is performed. So in the example above, LUSID reports one holding of 10 Microsoft shares in the Canada portfolio and one holding of 20 Microsoft shares in the USA portfolio; it does not report a total of 30 Microsoft shares for the portfolio group, even though the underlying instrument is the same.
  • Call the GetValuation API to value the portfolio group. Note you must set the portfolioEntityType field in the valuation request to GroupPortfolio. When you perfom a valuation you can group and aggregate metrics to produce totals for the portfolio group, for example to report a total of 30 Microsoft units held, or a total PV for the portfolio group.
  • Call the GetA2BDataForPortfolioGroup to create an A2B report for the portfolio group.

For more information on all available APIs, examine the Portfolio Groups collection.

Keywords: portfolio group