19.02.2020 EBFINANZ WORLD PORTFOLIO · amc composition report as of 19.02.2020 ebfinanz world...

19.02.2020

EBFINANZ WORLD PORTFOLIOEBFINANZ AG | CH0234032628AMC COMPOSITION REPORT

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 19.02.2020EBFINANZ 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 1'441.75

AuM CHF 10'573'783

INITIAL FIXING DATE 28.02.2014

FINAL FIXING DATE Open End

OUTSTANDING CERTIFICATES 7'334

UNITS 0.9969

MANAGEMENT FEE 1.60% (currently accrued CHF 15'876.76 )

COLLATERAL FEE 0.20% (currently accrued CHF 1'984.59 )

CERTIFICATE RETURN AND RISK FACTORS

AVERAGE YEARLY RETURN** 6.22%

VOLATILITY p.a.** 10.95%

MAX DRAWDOWN** -19.33%

** Since Inception

CERTIFICATE PERFORMANCE CHART

CERTIFICATE PERFORMANCE TABLE

DATA AS OF 19.02.2020 VALUATION 1 DAY 1 MONTH 1 YEAR MTD YTD ITD

EBFINANZ WORLD PORTFOLIO 1'441.75 0.61% 0.97% 16.32% 4.82% 2.95% 44.18%

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

Report generated on 20.02.2020 04:02


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% 4.82% - - - - - - - - - - 2.95%

AVERAGE YEARLY RETURN SINCE INCEPTION 6.22%



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

UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE

MICROSOFT CORP MSFT UQ EQUITY SHARE 177.33%

ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 62.21%

GIVAUDAN-REG GIVN SW EQUITY SHARE 60.67%

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 58.75%

CEMBRA MONEY BANK AG CMBN SW EQUITY SHARE 40.50%

NESTLE SA-REG NESN SW EQUITY SHARE 38.47%

COCA-COLA CO/THE KO UN EQUITY SHARE 38.10%

ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 37.71%

NOVARTIS AG-REG NOVN SW EQUITY SHARE 27.65%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 26.12%

*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 9.86%

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 4.20%

ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 2.97%

GIVAUDAN-REG GIVN SW EQUITY SHARE 1.65%

ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 1.56%

NESTLE SA-REG NESN SW EQUITY SHARE 1.43%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 1.24%

CEMBRA MONEY BANK AG CMBN SW EQUITY SHARE 1.12%

COCA-COLA CO/THE KO UN EQUITY SHARE 1.10%

NOVARTIS AG-REG NOVN SW EQUITY SHARE 1.03%

*Excluding CASH and FX components

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

UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE

VODAFONE GROUP PLC VOD LN EQUITY SHARE -2.78%

ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -4.66%

LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -8.15%

SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -11.02%

BOSSARD HOLDING AG-BR BOSN SW EQUITY SHARE -18.39%

KOMAX HOLDING AG-REG KOMN SW EQUITY SHARE -21.36%

*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

VODAFONE GROUP PLC VOD LN EQUITY SHARE -0.07%

ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -0.13%

LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -0.19%

SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -0.24%

BOSSARD HOLDING AG-BR BOSN SW EQUITY SHARE -0.38%

KOMAX HOLDING AG-REG KOMN SW EQUITY SHARE -0.40%

*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 109.78 805'117

SHARE 887.34 6'507'774

FUND 444.60 3'260'682

FX FORWARD 2.46 18'071

TOTAL VALUE INDEX 1'444.18 10'591'644

ACCRUED MANAGEMENT FEE 2.16 15'877

ACCRUED COLLATERAL FEE 0.27 1'985

TOTAL VALUE CERTIFICATE 1'441.75 10'573'783

LARGEST 15 INDEX HOLDINGS

UNDERLYING IDENTIFIER ASSET CLASS TOTAL VALUE BASE CCY WEIGHT

VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 757'995.00 7.16%

MICROSOFT CORP MSFT UQ EQUITY SHARE 589'197.86 5.56%

ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY FUND 529'615.86 5.00%

ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 505'885.00 4.78%

ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 502'312.96 4.74%

ISHARES CHINA LARGE CAP FXC SW EQUITY FUND 466'019.00 4.40%

GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY FUND 456'535.53 4.31%

ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 437'532.90 4.13%

NESTLE SA-REG NESN SW EQUITY SHARE 394'056.00 3.72%

NOVARTIS AG-REG NOVN SW EQUITY SHARE 393'436.92 3.71%

PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY FUND 358'100.00 3.38%

BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 351'511.00 3.32%

PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY FUND 340'905.73 3.22%

SAMSUNG ELECTR-GDR SMSN LI EQUITY SHARE 313'133.28 2.96%

COCA-COLA CO/THE KO UN EQUITY SHARE 305'566.95 2.88%



AMC INDEX POSITIONS - CASH

N° NAME TOTAL VALUE CCY FX TOTAL VALUE BASE CCY

WEIGHT (%)

1 SWISS FRANC 575'699.00 CHF 1.0000 575'699 5.44%

2 EURO 214'725.00 EUR 1.0610 227'827 2.15%

3 BRITISH POUND 366.00 GBP 1.2779 467 0.00%

4 US DOLLAR 1'142.00 USD 0.9832 1'123 0.01%

TOTAL VALUE 805'117 7.60%



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 510'922.00 2'300.00 222.14 176.14 26.1% 26.9% USD 0.9831 502'313 4.74%

2 BOSSARD HOLDING AG-BR BOSN SW EQUITY 220'100.00 1'550.00 142.00 174.00 -18.4% -18.4% CHF 1.0000 220'100 2.08%

3 BUCHER INDUSTRIES AG-REG BUCN SW EQUITY 253'350.00 750.00 337.80 319.57 5.7% 5.7% CHF 1.0000 253'350 2.39%

4 CEMBRA MONEY BANK AG CMBN SW EQUITY 291'840.00 2'400.00 121.60 86.55 40.5% 40.5% CHF 1.0000 291'840 2.76%

5 COCA-COLA CO/THE KO UN EQUITY 310'804.00 5'200.00 59.77 43.28 38.1% 36.7% USD 0.9831 305'567 2.88%

6 GIVAUDAN-REG GIVN SW EQUITY 288'575.00 85.00 3'395.00 2'113.06 60.7% 60.7% CHF 1.0000 288'575 2.72%

7 KOMAX HOLDING AG-REG KOMN SW EQUITY 198'500.00 1'000.00 198.50 252.40 -21.4% -21.4% CHF 1.0000 198'500 1.87%

8 LAFARGEHOLCIM LTD LHN SW EQUITY 246'250.00 5'000.00 49.25 53.62 -8.2% -8.2% CHF 1.0000 246'250 2.32%

9 LOGITECH INTERNATIONAL-REG LOGN SW EQUITY 232'925.00 5'500.00 42.35 41.66 1.7% 1.7% CHF 1.0000 232'925 2.20%

10 MICROSOFT CORP MSFT UQ EQUITY 599'296.00 3'200.00 187.28 67.53 177.3% 174.6% USD 0.9831 589'198 5.56%

11 NESTLE SA-REG NESN SW EQUITY 394'056.00 3'600.00 109.46 79.05 38.5% 38.5% CHF 1.0000 394'056 3.72%

12 NOVARTIS AG-REG NOVN SW EQUITY 393'436.92 4'106.00 95.82 75.07 27.7% 27.7% CHF 1.0000 393'437 3.71%

13 ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY 437'532.90 1'246.00 351.15 255.00 37.7% 37.7% CHF 1.0000 437'533 4.13%

14 ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY 279'600.00 12'000.00 23.30 24.44 -4.7% -6.8% EUR 1.0610 296'661 2.80%

15 SAMSUNG ELECTR-GDR SMSN LI EQUITY 318'500.00 250.00 1'274.00 1'124.28 13.3% 14.7% USD 0.9831 313'133 2.96%

16 SWATCH GROUP AG/THE-BR UHR SW EQUITY 229'400.00 925.00 248.00 278.70 -11.0% -11.0% CHF 1.0000 229'400 2.17%

17 TENCENT HOLDINGS LTD 700 HK EQUITY 2'262'700.00 5'500.00 411.40 380.00 8.3% 8.9% HKD 0.1266 286'385 2.70%

18 VAT GROUP AG VACN SW EQUITY 263'840.00 1'700.00 155.20 127.03 22.2% 22.2% CHF 1.0000 263'840 2.49%

19 VODAFONE GROUP PLC VOD LN EQUITY 202'540.00 130'000.00 155.80 160.26 -2.8% 0.3% GBP 1.2779 258'826 2.44%

20 ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY 505'885.00 1'150.00 439.90 271.20 62.2% 62.2% CHF 1.0000 505'885 4.78%

TOTAL VALUE 6'507'774 61.44%



AMC INDEX POSITIONS - FUND

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

AVERAGE PERFORMANCE



WEIGHT (%)

1 BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY 351'511.00 100.00 3'515.11 2'964.75 18.6% 18.6% CHF 1.0000 351'511 3.32%

2 GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY 464'360.00 19'000.00 24.44 21.34 14.5% 13.4% USD 0.9831 456'536 4.31%

3 ISHARES CHINA LARGE CAP FXC SW EQUITY 474'006.00 3'900.00 121.54 113.15 7.4% 6.0% USD 0.9831 466'019 4.40%

4 ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY 529'615.86 10'086.00 52.51 46.29 13.4% 13.4% CHF 1.0000 529'616 5.00%

5 PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY 358'100.00 2'000.00 179.05 151.23 18.4% 18.4% CHF 1.0000 358'100 3.38%

6 PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY 321'300.00 27'000.00 11.90 9.83 21.0% 18.1% EUR 1.0610 340'906 3.22%

7 VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY 757'995.00 300.00 2'526.65 1'591.63 58.8% 58.8% CHF 1.0000 757'995 7.16%

TOTAL VALUE 3'260'682 30.79%



AMC INDEX POSITIONS - FX FORWARD

N° NAME IDENTIFIER MATURITY TOTAL VALUE NOMINAL CURRENT PRICE CURRENT FORWARD

POINTS

AVERAGE PERFORMANCE



WEIGHT (%)

1 NDF EUR/CHF 200228 NDF EUR/CHF 200228 26.02.2020 18'070.96 -800'000.00 -0.02 1.09 2.3% 2.3% CHF 1.0000 18'071 0.17%

TOTAL VALUE 18'071 0.17%


AMC COMPOSITION REPORT | 19 FEBRUARY 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 | 19 FEBRUARY 2020EBFINANZ WORLD PORTFOLIO

| EBFINANZ AG | CH0234032628

LEGAL DISCLAIMERThis publication serves only for information purposes and is not research; it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitation for an offer. No responsibility is taken for the correctness of this information. Investors bear the full credit risk of the issuer. Before investing in derivative instruments, investors are highly recommended to ask their financial advisor for advice specifically focused on the investor’s financial situation; the information contained in his document does not substitute such advice, as not all products are suitable for certain groups of investors.This publication does not constitute a simplified prospectus pursuant to art. 5 CISA, or a listing prospectus pursuant to art. 652a or 1156 of the Swiss Code of Obligations. The relevant product documentation can be obtained directly at Leonteq Securities AG via t elephone +41 (0)58 800 1111, fax +41 (0)58 800 1010, or via email [email protected].

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 financial products' value is subject to market fluctuation, which can lead to a partial or totalloss of the invested capital. The purchase of the financial products triggers costs and fees. Leonteq Securities AG and/or another related company may operate as market maker for the financialproducts, may trade as principal, and may conclude hedging transactions. Such activity may influence the market price, the price movement, or the liquidity of the financial products.

The index represents only a hypothetical portfolio. There is no obligation on the index calculation agent, the issuer of the Tracker Certificate or any other party to purchase and/or hold any constituent ofthe 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 its composition are managed bythe index sponsor subject to the index guidelines. The Tracker Certificate 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"),including without 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(such as an investment adviser or an investment manager) to any constituent which is a fund. No Relevant Person has participated in the preparation of the Tracker Certificate offering documentation,or in the design, maintenance, arrangement and offer of the Tracker Certificate. No Relevant Person gives any express or implied warranties, including, but not limited to, any warranties of merchantability or fitness for 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 constituentdata and information.

Any - including only partial - reproduction of any article or picture is solely permitted based on an authorization from Leonteq S ecurities AG. No responsibility is assumed in case of unsolicited delivery.© Leonteq Securities AG 2020. All rights reserved.

19.02.2020 EBFINANZ WORLD PORTFOLIO · amc composition report as of 19.02.2020 ebfinanz world...

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