AMC 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.
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 1'292.76
AuM CHF 9'328'534
INITIAL FIXING DATE 28.02.2014
FINAL FIXING DATE Open End
OUTSTANDING CERTIFICATES 7'216
UNITS 0.9964
MANAGEMENT FEE 1.60% (currently accrued CHF 8'646.58 )
COLLATERAL FEE 0.20% (currently accrued CHF 1'080.82 )
CERTIFICATE RETURN AND RISK FACTORS
AVERAGE YEARLY RETURN** 4.19%
VOLATILITY p.a.** 12.06%
MAX DRAWDOWN** -23.40%
** Since Inception
CERTIFICATE PERFORMANCE CHART
CERTIFICATE PERFORMANCE TABLE
DATA AS OF 27.04.2020 VALUATION 1 DAY 1 MONTH 1 YEAR MTD YTD ITD
EBFINANZ WORLD PORTFOLIO
1'292.76 1.30% 8.80% -1.82% 6.45% -7.69% 29.28%
MTD = Month-to-Date, YTD = Year-to-Date, ITD = Inception-to-Date
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% 6.45% - - - -7.69%
AVERAGE YEARLY RETURN SINCE INCEPTION 4.19%
TOP PERFORMING INDEX POSITIONS* (Max top 10 positions only)
UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE
MICROSOFT CORP MSFT UQ EQUITY SHARE 157.74%
GIVAUDAN-REG GIVN SW EQUITY SHARE 54.09%
VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 42.09%
ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 37.06%
NESTLE SA-REG NESN SW EQUITY SHARE 31.82%
VAT GROUP AG VACN SW EQUITY SHARE 30.44%
NOVARTIS AG-REG NOVN SW EQUITY SHARE 17.27%
BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 16.88%
ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 15.64%
LOGITECH INTERNATIONAL-REG LOGN SW EQUITY SHARE 11.86%
*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 9.15%
VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 3.06%
ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 1.73%
GIVAUDAN-REG GIVN SW EQUITY SHARE 1.60%
NESTLE SA-REG NESN SW EQUITY SHARE 1.28%
VAT GROUP AG VACN SW EQUITY SHARE 0.92%
ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 0.76%
NOVARTIS AG-REG NOVN SW EQUITY SHARE 0.67%
BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 0.63%
ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 0.36%
*Excluding CASH and FX components
WORST PERFORMING INDEX POSITIONS* (Max top 10 negative only)
UNDERLYING IDENTIFIER ASSET CLASS PERFORMANCE
ISHARES CHINA LARGE CAP FXC SW EQUITY FUND -1.71%
ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY FUND -1.94%
PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY FUND -4.50%
SAMSUNG ELECTR-GDR SMSN LI EQUITY SHARE -8.83%
GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY FUND -16.07%
SWISS RE AG SREN SW EQUITY SHARE -17.35%
LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -29.88%
VODAFONE GROUP PLC VOD LN EQUITY SHARE -30.86%
SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -31.66%
ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -33.51%
*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
ISHARES CHINA LARGE CAP FXC SW EQUITY FUND -0.08%
ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY FUND -0.10%
PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY FUND -0.13%
SAMSUNG ELECTR-GDR SMSN LI EQUITY SHARE -0.24%
SWISS RE AG SREN SW EQUITY SHARE -0.52%
VODAFONE GROUP PLC VOD LN EQUITY SHARE -0.57%
GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY FUND -0.57%
LAFARGEHOLCIM LTD LHN SW EQUITY SHARE -0.60%
SWATCH GROUP AG/THE-BR UHR SW EQUITY SHARE -0.60%
ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY SHARE -0.74%
*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 143.82 1'037'790
SHARE 759.21 5'478'426
FUND 390.59 2'818'530
FX FORWARD 0.49 3'515
TOTAL VALUE INDEX 1'294.10 9'338'261
ACCRUED MANAGEMENT FEE 1.20 8'647
ACCRUED COLLATERAL FEE 0.15 1'081
TOTAL VALUE CERTIFICATE 1'292.76 9'328'534
LARGEST 15 INDEX HOLDINGS
UNDERLYING IDENTIFIER ASSET CLASS TOTAL VALUE BASE CCY WEIGHT
VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY FUND 678'441.00 7.27%
MICROSOFT CORP MSFT UQ EQUITY SHARE 541'894.23 5.80%
ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY FUND 457'803.54 4.90%
ALIBABA GROUP HOLDING-SP ADR BABA UN EQUITY SHARE 455'814.43 4.88%
ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY SHARE 435'477.00 4.66%
ISHARES CHINA LARGE CAP FXC SW EQUITY FUND 422'024.85 4.52%
NESTLE SA-REG NESN SW EQUITY SHARE 375'120.00 4.02%
NOVARTIS AG-REG NOVN SW EQUITY SHARE 361'451.18 3.87%
BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY FUND 346'507.00 3.71%
ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY SHARE 342'470.00 3.67%
GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY FUND 331'085.16 3.55%
PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY FUND 315'620.00 3.38%
TENCENT HOLDINGS LTD 700 HK EQUITY SHARE 285'149.38 3.05%
VAT GROUP AG VACN SW EQUITY SHARE 281'690.00 3.02%
SWISS RE AG SREN SW EQUITY SHARE 279'520.00 2.99%
AMC INDEX POSITIONS - CASH
N° NAME TOTAL VALUE CCY FX TOTAL VALUE
BASE CCY
WEIGHT (%)
1 SWISS FRANC 811'296.00 CHF 1.0000 811'296 8.69%
2 EURO 214'611.00 EUR 1.0533 226'055 2.42%
3 BRITISH POUND 366.00 GBP 1.2033 440 0.00%
TOTAL VALUE 1'037'790 11.11%
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 468'487.00 2'300.00 203.69 176.14 15.6% 15.1% USD 0.9729 455'814 4.88%
2 ALPHABET INC-CL A GOOGL UQ EQUITY 152'503.20 120.00 1'270.86 1'237.00 2.7% 4.1% USD 0.9729 148'378 1.59%
3 CEMBRA MONEY BANK AG CMBN SW EQUITY 209'520.00 2'400.00 87.30 86.55 0.9% 0.9% CHF 1.0000 209'520 2.24%
4 COCA-COLA CO/THE KO UN EQUITY 243'256.00 5'200.00 46.78 43.28 8.1% 5.9% USD 0.9729 236'676 2.53%
5 GIVAUDAN-REG GIVN SW EQUITY 276'760.00 85.00 3'256.00 2'113.06 54.1% 54.1% CHF 1.0000 276'760 2.96%
6 LAFARGEHOLCIM LTD LHN SW EQUITY 188'000.00 5'000.00 37.60 53.62 -29.9% -29.9% CHF 1.0000 188'000 2.01%
7 LOGITECH INTERNATIONAL-REG LOGN SW EQUITY 256'300.00 5'500.00 46.60 41.66 11.9% 11.9% CHF 1.0000 256'300 2.74%
8 MICROSOFT CORP MSFT UQ EQUITY 556'960.00 3'200.00 174.05 67.53 157.7% 152.5% USD 0.9729 541'894 5.80%
9 NESTLE SA-REG NESN SW EQUITY 375'120.00 3'600.00 104.20 79.05 31.8% 31.8% CHF 1.0000 375'120 4.02%
10 NOVARTIS AG-REG NOVN SW EQUITY 361'451.18 4'106.00 88.03 75.07 17.3% 17.3% CHF 1.0000 361'451 3.87%
11 ROCHE HOLDING AG-GENUSSSCHEIN ROG SW EQUITY 435'477.00 1'246.00 349.50 255.00 37.1% 37.1% CHF 1.0000 435'477 4.66%
12 ROYAL DUTCH SHELL PLC-A SHS RDSA NA EQUITY 195'000.00 12'000.00 16.25 24.44 -33.5% -35.5% EUR 1.0533 205'397 2.20%
13 SAMSUNG ELECTR-GDR SMSN LI EQUITY 256'250.00 250.00 1'025.00 1'124.28 -8.8% -8.7% USD 0.9729 249'318 2.67%
14 SWATCH GROUP AG/THE-BR UHR SW EQUITY 176'166.25 925.00 190.45 278.70 -31.7% -31.7% CHF 1.0000 176'166 1.89%
15 SWISS RE AG SREN SW EQUITY 279'520.00 4'000.00 69.88 84.55 -17.4% -17.4% CHF 1.0000 279'520 2.99%
16 TENCENT HOLDINGS LTD 700 HK EQUITY 2'271'500.00 5'500.00 413.00 380.00 8.7% 8.4% HKD 0.1255 285'149 3.05%
17 VAT GROUP AG VACN SW EQUITY 281'690.00 1'700.00 165.70 127.03 30.4% 30.4% CHF 1.0000 281'690 3.02%
18 VODAFONE GROUP PLC VOD LN EQUITY 144'040.00 130'000.00 110.80 160.26 -30.9% -32.8% GBP 1.2033 173'323 1.86%
19 ZURICH INSURANCE GROUP AG-REG ZURN SW EQUITY 342'470.00 1'150.00 297.80 271.20 9.8% 9.8% CHF 1.0000 342'470 3.67%
TOTAL VALUE 5'478'426 58.67%
AMC INDEX POSITIONS - FUND
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 BB ADAMANT GLOBAL BIOTECH D KL ADGLBII SW EQUITY 346'507.00 100.00 3'465.07 2'964.75 16.9% 16.9% CHF 1.0000 346'507 3.71%
2 GOLDMAN SACHS-INDIA EQ-IUSDA GSINDAI LX EQUITY 340'290.00 19'000.00 17.91 21.34 -16.1% -17.8% USD 0.9729 331'085 3.55%
3 ISHARES CHINA LARGE CAP FXC SW EQUITY 433'758.00 3'900.00 111.22 113.15 -1.7% -4.0% USD 0.9729 422'025 4.52%
4 ISHARES MSCI JAPAN CHF-H IJPC SW EQUITY 457'803.54 10'086.00 45.39 46.29 -1.9% -1.9% CHF 1.0000 457'804 4.90%
5 PICTET- ROBOTICS-HI CHF PIROHIC LX EQUITY 315'620.00 2'000.00 157.81 151.23 4.4% 4.4% CHF 1.0000 315'620 3.38%
6 PRINCESS PRIV EQTY HOLD LTD PEY LN EQUITY 253'530.00 27'000.00 9.39 9.83 -4.5% -7.5% EUR 1.0533 267'048 2.86%
7 VARIOPARTNER-MIV GB MED-I1 VARMVI1 LX EQUITY 678'441.00 300.00 2'261.47 1'591.63 42.1% 42.1% CHF 1.0000 678'441 7.27%
TOTAL VALUE 2'818'530 30.18%
AMC INDEX POSITIONS - FX FORWARD
N° NAME IDENTIFIER MATURITY TOTAL VALUE NOMINAL CURRENT PRICE CURRENT
FORWARD POINTS
AVERAGE PERFORMANCE
PERFORMANCE BASE CCY
CCY FX TOTAL VALUE BASE CCY
WEIGHT (%)
1 NDF EUR/CHF 200831 NDF EUR/CHF 200831 27.08.2020 3'515.34 -800'000.00 0.00 1.06 0.6% 0.6% CHF 1.0000 3'515 0.04%
TOTAL VALUE 3'515 0.04%
The 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 MANAGEMENT
The assets under management equal the Certificate Valuation multiplied by the number of the Outstanding Certificates.
CCY
CCY is the abbriviation for Currency.
CERTICATE VALUATION
The Certificate Valuation equals the index valuation adjusted by the Units and the relevant FX rate, where necessary, minus accrued fees.
INDEX VALUATION
The 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 CERTIFICATES
The Outstanding Certificates equal the number of certificates which are currently outstanding. Any new subscription or redemption increases, respectively decreases the number of Outstanding Certificates.
UNITS
Units 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.
This 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 theEEA, Hong Kong, Singapore, theUSA, US persons, and theUnited 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 total loss 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 financial products, 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 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 its composition are managed by the 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 constituent data and information.
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