TheISMF

WFLEURLONG

Delisting: U.S. credit card processing company Vantiv agreed to buy Worldpay, the U.K.'s largest payment processing company. Worldpay shares will be delisted from the London Stock Exchange while the new Vantiv shares will be listed on the New York Stock Exchange. Vantiv will also seek a secondary listing for its new shares on the London Stock Exchange. Cincinnati, Ohio will become the company's global and corporate headquarters and London, U.K. will become its international headquarters.

WFLEURLONG

Rebalanced on 2017-06-05 with plough back of dividends and special distributions to set cash position back to zero. Reallocation based on 3 financial years period forward and 36 month holding periods after identification.

WFLEURLONG

Delisting: Cancellation of publicly held gategroup shares and delisting from SIX Swiss Exchange as of April 27, 2017. By decision dated April 6, 2017, the Commercial Court of the Canton of Zurich cancelled all registered shares of gategroup Holding AG not directly or indirectly held by HNA Aviation (Hong Kong) Air Catering Holding Co., Ltd., Hong Kong ("Offeror") based on article 137 of the Financial Market Infrastructure Act. Holders of cancelled shares will be paid cash compensation in the amount of CHF 53 for each cancelled share, corresponding to the offer price paid by the Offeror in its public tender offer for all publicly held shares of gategroup Holding AG. By decision dated April 18, 2017, SIX Exchange Regulation definitively approved the delisting of the registered shares of gategroup Holding AG from SIX Swiss Exchange as of April 27, 2017. The last trading day of the registered shares of gategroup Holding AG will be April 26, 2017.

WFLEURLONG

Delisting: Johnson & Johnson and Actelion announced that they have entered into an agreement under which Johnson & Johnson will launch an all-cash tender offer to acquire all of the outstanding shares of Actelion for 280 USD per share. As part of the transaction, immediately prior to the completion of the acquisition, Actelion will spin out a newly created Swiss biopharmaceutical company (“R&D NewCo”). The shares of R&D NewCo will be distributed to Actelion’s shareholders as a stock dividend based on one share of R&D NewCo for each Actelion share upon closing of the tender (“the Offer”). Method: Fair value method. Effective date: 2017-03-31

WFLEURLONG

Rebalanced mid-month convention on 2017-04-19 with plough back of dividends and special distributions to set respective cash position back to zero.