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What actually happened with the merger? Did the WellPoint investors get the money and the Anthem stock or did something else happen? I have WLP in one of tracking portfolios and I don't see ATH listed anymore.

Old WellPoint investors got their Anthem stock and cash, and at the same time, Anthem changed its name to WellPoint and adopted the WLP ticker symbol. So the names "Anthem" and "ATH" are gone, even though the company lives on and is now called "WellPoint" and "WLP".
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