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From Unreal Wiki, The Unreal Engine Documentation Site

UPrimitive is the native-only parent class for all 3-dimensional shapes used in the UnrealEngine.

[edit] Known Subclasses

Primitive
  +- ConvexVolume → used for the shapes of AntiportalActors
  +- FluidSurfacePrimitive → used by FluidSurfaceInfo
  +- Mesh
  |    +- LodMesh
  |         +- SkeletalMesh
  |         +- VertMesh
  +- MeshInstance
  |    +- LodMeshInstance
  |         +- SkeletalMeshInstance
  |         +- VertMeshInstance
  +- Model → used for the shapes of Brushes and Volumes
  +- ProjectorPrimitive
  +- StaticMesh
  +- TerrainPrimitive → used by TerrainInfo

[edit] Discussion