Custom category link in wp_list_categories()

Okay, I’ve found the answer. This is not possible. So I had to build the permalink manually this way:

<ul class="list-items categories"> 
 <?php $category_ids = get_all_category_ids(); 
 $args = array( 'orderby' => 'slug', 'parent' => 0 ); 
 $categories = get_categories( $args ); 
 foreach ( $categories as $category ) { 
 echo '<li><a href="' . $category->slug . '" rel="bookmark">' . $category->name . '</a>  
 </li>'; } ?> 
</ul>