ebfinanz world portfolio€¦ · amc composition report as of 21.07.2020 ebfinanz world portfolio...

AMC COMPOSITION REPORT | 21.07.2020

EBFINANZ WORLD PORTFOLIOEBFINANZ AG | CH0234032628

This Product is a derivative instrument. It does not qualify as unit of collective investment scheme pursuant to art.7 et seqq. of the Swiss federal Act on Collective Investment Schemes (CISA) and is therefore neither registered nor supervised by the Swiss Financial Market Supervisory Authority (FINMA). Investors do no benefit from the specific investor protection provided under the CISA.

AMC COMPOSITION REPORT AS OF 21.07.2020EBFINANZ WORLD PORTFOLIO

CERTIFICATE DATA

INDEX SPONSOR EBFINANZ AG

ISSUER LEONTEQ SECURITIES AG, SWITZERLAND

CALCULATION AGENT LEONTEQ SECURITIES AG, SWITZERLAND

ISIN CH0234032628

BASE CURRENCY CHF

ISSUE PRICE CHF 1'000.00

CERTIFICATE VALUATION CHF 1'427.80

AuM CHF 10'398'696

INITIAL FIXING DATE 28.02.2014

FINAL FIXING DATE Open End

OUTSTANDING CERTIFICATES 7'283

UNITS 0.9961

MANAGEMENT FEE 1.60% (currently accrued CHF 6'760.76 )

COLLATERAL FEE 0.20% (currently accrued CHF 845.09 )

CERTIFICATE RETURN AND RISK FACTORS

AVERAGE YEARLY RETURN** 5.64%

VOLATILITY p.a.** 12.08%

MAX DRAWDOWN** -23.40%

** Since Inception

CERTIFICATE PERFORMANCE CHART

CERTIFICATE PERFORMANCE TABLE

DATA AS OF 21.07.2020 VALUATION 1 DAY 1 MONTH 1 YEAR MTD YTD ITD

EBFINANZ WORLD PORTFOLIO 1'427.80 0.55% 4.63% 9.53% 5.32% 1.95% 42.78%

MTD = Month-to-Date, YTD = Year-to-Date, ITD = Inception-to-Date

Report generated on 22.07.2020 04:17


MONTHLY CERTIFICATE PERFORMANCE BREAKDOWN

YEAR JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC TOTAL TREND

2014 - - 1.17% 1.38% 3.39% -1.00% 0.13% 1.26% 0.16% 0.26% 2.69% -0.60% 9.10%

2015 -7.02% 8.00% -0.45% 0.46% -0.11% -4.75% 3.90% -6.63% -3.16% 9.10% 2.04% -3.08% -3.15%

2016 -5.60% -3.06% 2.18% 0.67% 4.03% -3.82% 5.25% 1.50% -0.52% -0.47% 2.60% 1.57% 3.83%

2017 0.03% 3.85% 1.65% 2.07% 0.24% -1.00% 2.62% -1.31% 2.72% 3.67% -0.10% 0.54% 15.87%

2018 1.11% -2.98% -0.94% 4.04% -1.15% -1.15% 2.83% -1.22% 0.77% -5.08% 0.93% -7.81% -10.69%

2019 7.14% 3.12% 1.15% 4.02% -4.53% 2.66% 0.80% -1.61% 1.96% 2.11% 3.38% 1.42% 23.36%

2020 -1.78% -3.60% -8.41% 6.72% 2.05% 2.50% 5.32% - - - - - 1.95%

AVERAGE YEARLY RETURN SINCE INCEPTION 5.64%



TOP PERFORMING INDEX POSITIONS* (Max top 10 positions only)

UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE

MICROSOFT CORP MSFT UQ EQUITY SHARE 209.12%

GIVAUDAN-REG GIVN SW EQUITY SHARE 77.37%

LOGITECH INTERNATIONAL-REG LOGN SW EQUITY SHARE 57.88%

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 51.46%

TENCENT HOLDINGS LTD 700 HK EQUITY SHARE 48.42%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 46.42%

VAT GROUP AG VACN SW EQUITY SHARE 43.34%

NESTLE SA-REG NESN SW EQUITY SHARE 37.08%

PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY FUND 34.61%

BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 34.21%

*Performance is calculated based on the holding period of the position within the Index

TOP 10 INDEX CONTRIBUTORS* (Max top 10 contributors only)

UNDERLYING IDENTIFIER ASSET CLASS CONTRIBUTION

MICROSOFT CORP MSFT UQ EQUITY SHARE 10.37%

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 3.58%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 2.47%

GIVAUDAN-REG GIVN SW EQUITY SHARE 2.37%

TENCENT HOLDINGS LTD 700 HK EQUITY SHARE 1.74%

LOGITECH INTERNATIONAL-REG LOGN SW EQUITY SHARE 1.65%

NESTLE SA-REG NESN SW EQUITY SHARE 1.39%

ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 1.38%

PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY FUND 1.35%

BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 1.31%

*Excluding CASH and FX components

WORST PERFORMING INDEX POSITIONS* (Max top 10 negative only)

UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE

DANONE BN FP EQUITY SHARE -0.98%

SWISS RE AG SREN SW EQUITY SHARE -8.62%

PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY FUND -8.88%

LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -16.60%

VODAFONE GROUP PLC VOD LN EQUITY SHARE -18.67%

SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -29.48%

ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -39.71%

LOGN 09/20 C 60 LOGN SW 09/18/20 C60 EQUITY OPTION -211.05%

*Performance is calculated based on the holding period of the position within the Index

TOP 10 INDEX DETRACTORS* (Max top 10 detractors only)

UNDERLYING IDENTIFIER ASSET CLASS DETRACTION

DANONE BN FP EQUITY SHARE -0.02%

PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY FUND -0.22%

SWISS RE AG SREN SW EQUITY SHARE -0.26%

VODAFONE GROUP PLC VOD LN EQUITY SHARE -0.36%

LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -0.36%

SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -0.52%

LOGN 09/20 C 60 LOGN SW 09/18/20 C60 EQUITY OPTION -0.69%

ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -0.73%

*Excluding CASH and FX components



INDEX BREAKDOWN BY COUNTRY INDEX BREAKDOWN BY CURRENCY INDEX BREAKDOWN BY ASSET CLASS

VALUATION BREAKDOWN IN BASE CCY

CATEGORIES PER CERTIFICATE TOTAL AUM

CASH 24.24 176'514

SHARE 948.53 6'908'157

FUND 462.42 3'367'811

OPTION -4.65 -33'867

FX FORWARD -1.69 -12'313

TOTAL VALUE INDEX 1'428.85 10'406'302

ACCRUED MANAGEMENT FEE 0.93 6'761

ACCRUED COLLATERAL FEE 0.12 845

TOTAL VALUE CERTIFICATE 1'427.80 10'398'696

LARGEST 15 INDEX HOLDINGS

UNDERLYING IDENTIFIER ASSET CLASS TOTAL VALUE BASE CCY WEIGHT

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 723'204.00 6.95%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 553'486.93 5.32%

MICROSOFT CORP MSFT UQ EQUITY SHARE 516'179.26 4.96%

ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY FUND 499'912.59 4.80%

ISHARES CHINA LARGE CAP FXC SW EQUITY FUND 457'943.09 4.40%

ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 424'948.30 4.08%

PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY FUND 407'140.00 3.91%

ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 404'570.00 3.89%

BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 397'896.00 3.82%

NESTLE SA-REG NESN SW EQUITY SHARE 390'096.00 3.75%

GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY FUND 379'753.04 3.65%

TENCENT HOLDINGS LTD 700 HK EQUITY SHARE 373'437.99 3.59%

NOVARTIS AG-REG NOVN SW EQUITY SHARE 333'078.72 3.20%

GIVAUDAN-REG GIVN SW EQUITY SHARE 318'580.00 3.06%

SWISS RE AG SREN SW EQUITY SHARE 309'040.00 2.97%



AMC INDEX POSITIONS - CASH

N° NAME TOTAL VALUE CCY FX TOTAL VALUE BASE CCY WEIGHT (%)

1 SWISS FRANC 152'767.00 CHF 1.0000 152'767 1.47%

2 EURO 21'482.00 EUR 1.0757 23'108 0.22%

3 BRITISH POUND 366.00 GBP 1.1880 434 0.00%

4 US DOLLAR 220.00 USD 0.9331 205 0.00%

TOTAL VALUE 176'514 1.70%



AMC INDEX POSITIONS - SHARE

N° NAME IDENTIFIER TOTAL VALUE TOTAL UNITS CURRENT PRICE AVERAGE ENTRY PRICE

AVERAGE PERFORMANCE

PERFORMANCE BASE CCY CCY FX TOTAL VALUE

BASE CCY WEIGHT (%)

1 ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY 593'170.00 2'300.00 257.90 176.14 46.4% 39.8% USD 0.9331 553'487 5.32%

2 ALPHABET INC-CL A GOOGL UQ EQUITY 311'184.00 200.00 1'555.92 1'321.92 17.7% 15.0% USD 0.9331 290'366 2.79%

3 CEMBRA MONEY BANK AG CMBN SW EQUITY 229'680.00 2'400.00 95.70 86.55 10.6% 10.6% CHF 1.0000 229'680 2.21%

4 COCA-COLA CO/THE KO UN EQUITY 245'440.00 5'200.00 47.20 43.28 9.1% 2.5% USD 0.9331 229'020 2.20%

5 DANONE BN FP EQUITY 206'856.00 3'400.00 60.84 61.44 -1.0% 0.3% EUR 1.0757 222'511 2.14%

6 GIVAUDAN-REG GIVN SW EQUITY 318'580.00 85.00 3'748.00 2'113.06 77.4% 77.4% CHF 1.0000 318'580 3.06%

7 LAFARGEHOLCIM LTD LHN SW EQUITY 223'600.00 5'000.00 44.72 53.62 -16.6% -16.6% CHF 1.0000 223'600 2.15%

8 LOGITECH INTERNATIONAL-REG LOGN SW EQUITY 297'450.00 4'500.00 66.10 41.87 57.9% 57.9% CHF 1.0000 297'450 2.86%

9 MICROSOFT CORP MSFT UQ EQUITY 553'187.50 2'650.00 208.75 67.53 209.1% 190.5% USD 0.9331 516'179 4.96%

10 NESTLE SA-REG NESN SW EQUITY 390'096.00 3'600.00 108.36 79.05 37.1% 37.1% CHF 1.0000 390'096 3.75%

11 NOVARTIS AG-REG NOVN SW EQUITY 333'078.72 4'106.00 81.12 75.07 8.1% 8.1% CHF 1.0000 333'079 3.20%

12 PARTNERS GROUP HOLDING AG PGHN SW EQUITY 232'856.00 260.00 895.60 788.48 13.6% 13.6% CHF 1.0000 232'856 2.24%

13 ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY 424'948.30 1'246.00 341.05 255.00 33.8% 33.8% CHF 1.0000 424'948 4.08%

14 ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY 176'808.00 12'000.00 14.73 24.44 -39.7% -40.2% EUR 1.0757 190'189 1.83%

15 SAMSUNG ELECTR-GDR SMSN LI EQUITY 290'500.00 250.00 1'162.00 1'124.28 3.4% -0.7% USD 0.9331 271'066 2.60%

16 SWATCH GROUP AG/THE-BR UHR SW EQUITY 181'808.75 925.00 196.55 278.70 -29.5% -29.5% CHF 1.0000 181'809 1.75%

17 SWISS RE AG SREN SW EQUITY 309'040.00 4'000.00 77.26 84.55 -8.6% -8.6% CHF 1.0000 309'040 2.97%

18 SWISSCOM AG-REG SCMN SW EQUITY 225'000.00 450.00 500.00 487.13 2.6% 2.6% CHF 1.0000 225'000 2.16%

19 TENCENT HOLDINGS LTD 700 HK EQUITY 3'102'000.00 5'500.00 564.00 380.00 48.4% 41.9% HKD 0.1204 373'438 3.59%

20 THE WALT DISNEY CO DIS UN EQUITY 249'102.00 2'100.00 118.62 110.06 7.8% 5.5% USD 0.9331 232'437 2.23%

21 VAT GROUP AG VACN SW EQUITY 257'460.00 1'400.00 183.90 128.29 43.3% 43.3% CHF 1.0000 257'460 2.47%

22 VODAFONE GROUP PLC VOD LN EQUITY 169'442.00 130'000.00 130.34 160.26 -18.7% -22.0% GBP 1.1880 201'297 1.93%

23 ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY 404'570.00 1'150.00 351.80 271.20 29.7% 29.7% CHF 1.0000 404'570 3.89%

TOTAL VALUE 6'908'157 66.38%



AMC INDEX POSITIONS - FUND

N° NAME IDENTIFIER TOTAL VALUE TOTAL UNITS CURRENT PRICE AVERAGE ENTRY PRICE

AVERAGE PERFORMANCE


BASE CCY WEIGHT (%)

1 BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY 397'896.00 100.00 3'978.96 2'964.75 34.2% 34.2% CHF 1.0000 397'896 3.82%

2 EIC RENEWABLE EN FD CHF IH EICRFIH SW EQUITY 241'733.88 18.00 13'429.66 11'690.54 14.9% 14.9% CHF 1.0000 241'734 2.32%

3 GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY 406'980.00 19'000.00 21.42 21.34 0.4% -5.7% USD 0.9331 379'753 3.65%

4 ISHARES CHINA LARGE CAP FXC SW EQUITY 490'776.00 3'900.00 125.84 113.15 11.2% 4.1% USD 0.9331 457'943 4.40%

5 ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY 499'912.59 10'086.00 49.57 46.29 7.1% 7.1% CHF 1.0000 499'913 4.80%

6 PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY 407'140.00 2'000.00 203.57 151.23 34.6% 34.6% CHF 1.0000 407'140 3.91%

7 PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY 241'920.00 27'000.00 8.96 9.83 -8.9% -9.9% EUR 1.0757 260'229 2.50%

8 VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY 723'204.00 300.00 2'410.68 1'591.63 51.5% 51.5% CHF 1.0000 723'204 6.95%

TOTAL VALUE 3'367'811 32.36%



AMC INDEX POSITIONS - OPTION

N° NAME IDENTIFIER MATURITY TOTAL VALUE TOTAL UNITS MULTIPLIER CURRENT PRICE AVERAGE ENTRY PRICE

AVERAGE PERFORMANCE


BASE CCY WEIGHT (%)

1 LOGN 09/20 C 60 LOGN SW 09/18/20 C60 EQUITY

18.09.2020 -33'867.37 -45.00 100.00 7.53 2.42 -211.1% -211.1% CHF 1.0000 -33'867 -0.33%

TOTAL VALUE -33'867 -0.33%



AMC INDEX POSITIONS - FX FORWARD

N° NAME IDENTIFIER MATURITY TOTAL VALUE NOMINAL CURRENT PRICECURRENT

FORWARD POINTS

AVERAGE PERFORMANCE


BASE CCY WEIGHT (%)

1 NDF EUR/CHF 200831 NDF EUR/CHF 200831

27.08.2020 -12'313.06 -800'000.00 0.02 1.06 -1.5% -1.5% CHF 1.0000 -12'313 -0.12%

TOTAL VALUE -12'313 -0.12%


AMC COMPOSITION REPORT | 21 JULY 2020EBFINANZ WORLD PORTFOLIO

| EBFINANZ AG | CH0234032628

DEFINITIONSThe definitions of the following terms are descriptive only. The Termsheet and the Rulebook are the only legally binding documents. For detailed information please refer to the relevant Termsheet and Rulebook.

ASSETS UNDER MANAGEMENTThe assets under management equal the Certificate Valuation multiplied by the number of the Outstanding Certificates.

CCYCCY is the abbriviation for Currency.

CERTICATE VALUATIONThe Certificate Valuation equals the index valuation adjusted by the Units and the relevant FX rate, where necessary, minus accrued fees.

INDEX VALUATIONThe index valuation equals the sum of the value of all components in the index in the currency of the respective component divided by the number of Outstanding Certificates and adjusted by the Units and the relevant FX rate, where necessary. The adjustment by Units is necessary to restrain from valuation fluctuations due to paid fees. Therefore, the index valuation does not include any fees.

OUTSTANDING CERTIFICATESThe Outstanding Certificates equal the number of certificates which are currently outstanding. Any new subscription or redemption increases, respectively decreases the number of Outstanding Certificates.

UNITSUnits affect the exposure of the index in the certificate. Payment of any fees (other than transaction fees) will reduce the corresponding number of Units of the index.


AMC COMPOSITION REPORT | 21 JULY 2020EBFINANZ WORLD PORTFOLIO

| EBFINANZ AG | CH0234032628

LEGAL DISCLAIMERThis publication is an advertisement in relation to a Tracker Certificate (the "Product") and serves for information purposes only.It does not constitute research or a recommendation for thepurchase of financial instruments.This document does not, and is not intended to, constitute or contain an offer or invitation to sell, and it is not soliciting offers to buy, financial instruments. It isneither a prospectus within the meaning of article 40 et seqq. of the Financial Services Act (FinSA) or articles 652a and 1156 of the Swiss Code of Obligations (as such articles were in effectimmediately prior to the entry into effect of the FinSA) nor a basic information document/key information document according to article 60 of the FinSA or any equivalent document under theFinSA or a simplified prospectus in the meaning of the Swiss Federal Act on Collective Investment Schemes (as such articles were in effect immediately prior to the entry into effect of theFinSA).This document has not been approved by a review body pursuant to articles 51 et seqq.FinSA and it is not a private placement documentation.

The prospectus, the basic information document / key information document / and other product documentation prepared in relation to the Product may be obtained, free of charge, at LeonteqSecurities AG via telephone +41 (0)58 800 1111, fax +41 (0)58 800 1010, or via email [email protected].

The information contained in this document is not complete. No responsibility is taken for the correctness of this information. Investors bear the full credit risk of the issuer and/or guarantor.Before investing in derivative instruments, investors should ask their financial advisor for advice specifically focused on the investor ’s financial situation; the information contained in his documentdoes not substitute such advice, as not all Products are suitable for certain groups of investors.

Selling restrictions apply for the EEA, Hong Kong, Singapore, the USA, US persons, and the United Kingdom (the issuance is subject to Swiss law).

The Underlying’s performance in the past does not constitute a guarantee for its future performance. The Products' value is subject to market fluctuation, which can lead to a partial or total loss ofthe invested capital. The purchase of the Products triggers costs and fees. Leonteq Securities AG and/or another related company may operate as market maker for the Products, may trade asprincipal, and may conclude hedging transactions. Such activity may influence the market price, the price movement, or the liquidity of the Products.

The underlying index represents only a hypothetical portfolio. There is no obligation on the index calculation agent, the issuer of the Product or any other party to purchase and/or hold anyconstituent of the index as shown in this report and there is no actual portfolio of assets to which any person is entitled or in which any person has any ownership interest. The index and itscomposition are managed by the index sponsor subject to the index guidelines.

The Product is not sponsored, endorsed, sold or promoted by, and does not create any obligation of any person connected with any constituent (each such person, a "Relevant Person"), includingwithout limitation the issuer of any constituent which is a security, the sponsor, administrator or calculation agent of any constituent which is itself an index, and the provider of any service (suchas an investment adviser or an investment manager) to any constituent which is a fund. No Relevant Person has participated in the preparation of the Product`s offering documentation, or in thedesign, maintenance, arrangement and offer of the Product. No Relevant Person gives any express or implied warranties, including, but not limited to, any warranties of merchantability or fitnessfor a particular purpose or use, and no Relevant Person shall be liable for any direct, indirect, special or consequential damages in connection with any use of the constituent data and information.

Any - including only partial - reproduction of any article or picture is solely permitted based on an authorization from Leonteq Securities AG. No responsibility is assumed in case of unsoliciteddelivery.

© Leonteq Securities AG 2020. All rights reserved.

ebfinanz world portfolio€¦ · amc composition report as of 21.07.2020 ebfinanz world portfolio...

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