Fairness opinionsManaged Care2012

Catalyst Health Solutions acquired by SXC Health Solutions: fairness opinion by Goldman Sachs and Barclays and J.P. Morgan

Announced April 18, 2012 · One-step merger · Cash and stock · 424B3 filed June 1, 2012
Managed Care PBM
Enterprise value
$4.7B
equity $4.1B
EV / LTM EBITDA
19.1x
EBITDA $244M · 4% margin
EV / LTM revenue
0.72x
revenue $6.5B
DCF discount rate
8.0%–9.5%
Perpetuity growth

Deal terms

ConsiderationCash and stock
Price per share$28.00
Premium27.5%
Premium basisclosing price of Catalyst common stock on April 17, 2012
StructureOne-step merger
Termination fee$135M (3.3% of equity)
Reverse termination fee$282M
Go-shopNone
Outside date

$28.00 in cash plus 0.6606 of a share of SXC common stock per share of Catalyst common stock; implied value of $81.02 per share based on SXC closing price of $80.265 on April 17, 2012. Catalyst stockholders would own approximately 35% of SXC.

Implied value per share by method vs. $28.00 offer

Selected companies — P / 2013E EPS (PBM peers) (Goldman Sachs) $57.54 – $79.92
Selected companies — 2013E P/E/G ratio (Goldman Sachs) $51.15 – $70.33
Discounted cash flow (Goldman Sachs) $50.97 – $90.22
Illustrative Present Value of Future Stock Price Analysis (Goldman Sachs) $86.92 – $136.70

Ranges as disclosed in the banker’s summary of analyses; the red line marks the per-share consideration.

Opinion of Goldman Sachs to the target board

Delivered April 17, 2012 · Fee $25.0M ($25.0M contingent on closing)

Discounted cash flow assumptions

Discount rate8.0%–9.5%
Basisweighted average cost of capital for both companies
Terminal valuePerpetuity growth
Perpetuity growth2.5%–3.5%
Exit multiple
Projection period2H2012E-2016E
Projections usedCatalyst management forecasts (including Catalyst management's forecasts for SXC)
Implied value per share$50.97–$90.22

Stand-alone Catalyst present value $50.97-$90.22; stand-alone SXC $65.57-$97.90. Using an 8.75% discount rate and 3.0% perpetuity growth on combined-company cash flows with synergies, illustrative present value of the per share merger consideration was $81.15.

Selected public companies (11)

Express Scripts Holding Company · CVS Caremark Corporation · Walgreen Company · Unitedhealth Group, Inc. · Humana Inc. · Cigna Corp. · Aetna Inc. · Coventry Health Care Inc. · WellPoint Inc. · SXC Health Solutions Corp. · Catalyst Health Solutions, Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
EV / 2012E EBITDA (PBM peers)12.4x16.2x20.0x
EV / 2012E EBITDA (drug retailers)6.5x7.1x7.6x
EV / 2012E EBITDA (managed care)6.5x6.7x7.6x
P / 2012E EPS (PBM peers)15.8x24.5x33.2x
P / 2013E EPS (PBM peers)12.6x19.6x26.6x 18.0x–25.0x $57.54–$79.92
2013E P/E/G ratio0.7x0.8x0.9x 0.8x–1.1x $51.15–$70.33

Selected precedent transactions (7)

DateTargetAcquirerMultiple
2011-07-21Medco Health Solutions, Inc.Express Scripts Inc.
2008-02-26National Medical Health Card Systems, Inc.SXC Health Solutions Corp.
2007-07-02Option Care Enterprises Inc.Walgreen Company
2006-11-01Caremark RX, Inc.CVS Caremark Corporation
2005-07-21Priority Healthcare CorporationExpress Scripts Inc.
2005-02-23Accredo Health Group, Inc.Medco Health Solutions, Inc.
2003-09-03AdvancePCSCaremark RX, Inc.
MultipleLowMedianHighRange appliedImplied per share
EV / LTM EBITDA11.9x16.7x
1-day premium0.1x0.3x0.4x

Other analyses

AnalysisSummaryImplied per share
Implied Premia and Multiples AnalysisImplied merger consideration value of $81.02 represented a 27.5% premium to the 4/17/2012 close, 28.9% to the 1-month average, 43.1% to the 1-year average and 21.8% to the 52-week high. Implied EV/2011A reported EBITDA 21.6x, adjusted 2011A EBITDA 19.9x, IBES 2012E EBITDA 17.9x; P/E of 30.0x IBES 2012E, 24.2x IBES 2013E, 30.0x management 2012E, 25.3x management 2013E; IBES 2013E P/E/G 1.2x.
Historic Implied Premia AnalysisImplied value of the merger consideration based on SXC share prices 1 month, 3 months, 1 year and 3 years prior implied premia of 24.0%, 21.9%, 17.5% and 64.6% (and 23.7%, 22.2%, 19.0%, 29.4% versus corresponding average prices).
Illustrative Present Value of Future Stock Price AnalysisApplying NTM P/E multiples of 23.5x and the 3-year average 20.5x to Catalyst estimated 2013-2016 EPS and discounting at 9.25% cost of equity gave stand-alone Catalyst present values of $62.69-$96.01 (SXC $86.66-$113.52). Combined-company analysis with P/E multiples of 23.5x, 28.3x and 33.2x implied present values of the per share merger consideration of $86.92-$136.70; 2013 cash EPS-based values were $85.42 (23.5x), $93.29 (28.3x) and $101.46 (33.2x), premiums of 34.4%, 46.8% and 59.7%.$86.92–$136.70
Synergy Financial AnalysisDiscounted projected synergies of $25 million in 2012, $100 million in 2013 and full run-rate pre-tax synergies of $100 million/$150 million thereafter at 8.75%, giving illustrative present values of approximately $750 million and $1,087 million. The aggregate premium paid to Catalyst holders of approximately $893 million represented 119% and 82% of those values.

Transaction fee based on value of total consideration paid plus net debt, approximately $25 million using SXC's April 17, 2012 closing price; Catalyst may pay an additional discretionary advisory fee of up to $2.5 million; all contingent and payable upon consummation.

Opinion of Barclays to the acquirer board

Delivered April 17, 2012 · Fee $1.0M, $1.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate7.5%–8.5%
Basisweighted average cost of capital of Catalyst and the comparable companies
Terminal valueExit multiple
Perpetuity growth
Exit multiple11.0x–13.0x LTM EBITDA for the period ending June 30, 2022
Projection periodJune 30, 2012 - June 30, 2022 (Catalyst management forecasts FY2012-2015 with extrapolations through FY2022)
Projections usedCatalyst management financial forecasts with extrapolations reviewed and approved by SXC management; synergies per SXC management
Implied value per share$71.00–$87.00

DCF without synergies $71.00-$87.00; DCF including synergies $96.00-$117.00. A parallel SXC DCF used an 8% discount rate (midpoint) and the same 11.0x-13.0x terminal multiples.

Selected public companies (4)

SXC Health Solutions Corp. · CVS Caremark Corp. · Express Scripts, Inc. (pro forma for the acquisition of Medco Health Solutions, Inc.) · Catalyst Health Solutions, Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
Cash P / 2012E EPS13.4x16.2x33.1x 20.0x–30.0x $54.00–$81.00
Cash P / 2013E EPS11.9x13.1x27.5x 18.0x–25.0x $60.25–$83.75

Selected precedent transactions (10)

DateTargetAcquirerMultiple
2011-07Medco Health Solutions, Inc.Express Scripts, Inc.
2011-03Walgreens Health Initiative, Inc.Catalyst
2009-04WellPoint NextRxExpress Scripts, Inc.
2007-07Option Care, Inc.Walgreen Co.
2007-03Caremark Rx, Inc.CVS Corporation
2006-12Caremark Rx, Inc.Express Scripts, Inc.
2005-07Priority Healthcare CorporationExpress Scripts, Inc.
2005-02Accredo Health, Inc.Medco Health Solutions, Inc.
2003-09AdvancePCSCaremark Rx, Inc.
2002-02National Prescription Administrators, Inc.Express Scripts, Inc.
MultipleLowMedianHighRange appliedImplied per share
EV / LTM EBITDA11.1x14.0x16.4x 12.0x–16.0x $49.75–$67.75

Other analyses

AnalysisSummaryImplied per share
Transaction Premium AnalysisPremiums paid in the selected precedent transactions relative to one-day prior prices ranged from 8% (low) to 43% (high) with a mean of 27%; Barclays applied a 25%-40% premium range to Catalyst's April 17, 2012 closing price.$79.50–$89.00
Relative Implied Value Analysis (implied exchange ratio)DCF-based relative value comparison produced implied exchange ratios of 0.8734x-1.0905x versus the 1.0094x exchange ratio of the merger consideration (as adjusted for the cash component). A contribution analysis based on 2012E/2013E EBITDA and cash net income produced implied exchange ratios of 0.9569x-1.1104x (Catalyst contribution 44%-47%).

SXC paid Barclays a $1,000,000 opinion fee upon delivery of the opinion. Barclays subsequently acted as joint book-running manager on SXC's equity offering (approx. $5.4 million of underwriting discounts) and anticipates arranging/providing debt financing for aggregate fees of approximately $6.5 million.

Opinion of J.P. Morgan to the acquirer board

Delivered April 17, 2012 · Fee $13.0M ($11.0M contingent on closing), $2.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate7.5%–8.5%
Basisweighted average cost of capital of Catalyst (and of SXC for the SXC analysis)
Terminal valuePerpetuity growth
Perpetuity growth2.8%–3.3%
Exit multiple
Projection periodJune 30, 2012 - December 31, 2022 (Catalyst management forecasts FY2012-2015 with extrapolations)
Projections usedCatalyst management projections provided by SXC, with extrapolations reviewed and approved by SXC management; synergies per SXC management
Implied value per share$69.50–$93.25

Catalyst stand-alone $69.50-$93.25; Catalyst with synergies $96.00-$128.00 (implied synergy value $26.56-$34.68 per share). SXC stand-alone implied equity value per share $73.25-$95.25. Assumed Catalyst net debt and minority interest of $202 million and SXC net cash of $146 million as of June 30, 2012.

Selected public companies (2)

CVS Caremark Corp. · Express Scripts, Inc. (pro forma for the acquisition of Medco Health Solutions, Inc.)

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
FV / 2012E EBITDA7.7x10.2x12.6x 13.0x–19.0x $57.75–$86.25
FV / 2013E EBITDA7.3x8.2x9.1x 10.0x–15.0x $47.25–$73.00
P / 2012E EPS13.4x14.8x16.1x 30.0x–38.0x $59.75–$75.75
P / 2013E EPS11.8x12.1x12.4x 22.0x–30.0x $53.00–$72.50

Selected precedent transactions (10)

DateTargetAcquirerMultiple
2011-07Medco Health Solutions, Inc.Express Scripts, Inc.
2011-03Walgreens Health Initiative, Inc.Catalyst
2009-04WellPoint NextRxExpress Scripts, Inc.
2007-07Option Care, Inc.Walgreen Co.
2007-03Caremark Rx, Inc.CVS Corporation
2006-12Caremark Rx, Inc.Express Scripts, Inc.
2005-07Priority Healthcare CorporationExpress Scripts, Inc.
2005-02Accredo Health, Inc.Medco Health Solutions, Inc.
2003-09AdvancePCSCaremark Rx, Inc.
2002-02National Prescription Administrators, Inc.Express Scripts, Inc.
MultipleLowMedianHighRange appliedImplied per share
FV / LTM EBITDA11.2x14.2x16.4x 12.0x–16.0x $50.25–$68.25

Other analyses

AnalysisSummaryImplied per share
Implied Exchange Ratio AnalysisBased on the public trading multiples implied per share values, implied exchange ratios ranged from 0.2593 to 1.0837 depending on the metric; based on DCF values, 0.4357-0.8908 without synergies and 0.7139-1.3652 with synergies.

Aggregate fee of $13,000,000; $2,000,000 earned upon delivery of the opinion and $11,000,000 payable upon completion of the merger. J.P. Morgan also acted as joint book-running manager on SXC's equity offering (approx. $5.4 million of underwriting discounts) and anticipates arranging/providing debt financing for aggregate fees of approximately $17.4 million.

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Management projections

Projection yearYear 1Year 2Year 3CAGR
Revenue$7.9B$9.6B$11B19.5%
Revenue growth21.8%20.3%18.7%
EBITDA$294M$361M$436M21.8%
EBITDA growth20.5%22.9%20.7%
EBITDA margin4%4%4%
Implied EV / EBITDA15.9x12.9x10.7x

Year-1 growth is against LTM at announcement ($6.5B revenue, $244M EBITDA); later years are year over year.

SXC management prepared stand-alone unaudited prospective financial information for fiscal 2012-2014 (also providing 2015 and 2016 figures to its board and advisors): revenue of $6,930 million in 2012E rising to $8,719 million in 2014E, EBITDA of $254 million in 2012E rising to $369 million in 2014E, GAAP diluted EPS of $2.05 to $3.21 and adjusted EPS of $2.43 to $3.47. Catalyst management prepared forecasts for Catalyst for fiscal 2012-2015 (provided to SXC and its advisors) and extrapolated SXC's forecasts for 2015-2016. Barclays and J.P. Morgan extended both sets of forecasts through fiscal 2022 using extrapolations reviewed and approved by SXC management, and used SXC management estimates of synergies ($25 million in 2012, $100 million in 2013, full run-rate pre-tax of $100-$150 million thereafter per Catalyst management).

Process notes

Three fairness opinions were delivered, all dated April 17, 2012: Goldman Sachs to the Catalyst board (fairness of the merger consideration to Catalyst holders other than SXC and affiliates), and both Barclays and J.P. Morgan to the SXC board (fairness of the consideration to be paid by SXC). Barclays was paid only a $1,000,000 opinion fee, with additional compensation tied to equity underwriting and merger debt financing. Catalyst entered the merger agreement without a pre-market check and the agreement contained no go-shop. SXC was required to pay a $281,500,000 reverse termination fee (approximately 6.8% of aggregate equity value) in the event of a financing failure, plus expense reimbursement of up to $41,400,000 payable by either party. SXC later renamed itself Catamaran; merger entities included Catamaran I Corp. and Catamaran II LLC.

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