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Hess Corp. Inflection point: adding Hess to BofAML’s US 1 ‘best ideas’ list Reiterate Rating: BUY | PO: 80.00 USD | Price: 49.97 USD Equity | 11 April 2017 Unauthorized redistribution of this report is prohibited. This report is intended for jake.byrne@baml.com Short interest ratio: catalyst for recovery Over the past six months Hess has been one of the most volatile stocks in the sector, facing headwinds from a significant increase in short interest that has exaggerated volatility. From discussions with investors, the arguments against Hess seem to begin and end with a combination of declining production and an expanding balance sheet – all part of the deliberate portfolio choices that favored completing major projects at the expense of short cycle production. We expect this to end in 2Q17 with a rebound in oil and gas production starting in 2H17 and critically, an inflection in free cash flow that we expect will return Hess to free cash flow with the flexibility to re-up investment in the Bakken. We thus would view Hess as a dangerous ‘short’ for investors seeking to hedge other portfolio risks. Inflection point on multiple levels right around the corner We believe Hess’ investment case is approaching an inflection point on multiple levels. We expect oil and gas production to trough in 2Q17, with a rebound of 60,000 boepd or 22%, by 4Q17 marking the single biggest sequential change in production of any company in the sector. This is likely to kickstart an extended period of growth in 2018/19 but with the contribution from Guyana driving a step change in Hess’ growth trajectory through 2025. Near term, we think Hess is also poised for an inflection in free cash flow that is reasonably $1bn annualized, with $700mm irrespective of oil prices. Versus consensus operating cash flow of ~$1.9bn in 2017, this stands out as the biggest swing in free cash of any company in the sector. Adding Hess to US 1 ‘best ideas’ list After a year of waiting, we believe the inflection point in Hess’ investment case is just around the corner, with the broader sector pullback positioning the shares with amongst the highest upside in the sector as implied by our price objectives. At current levels, Hess ‘discounts’ strip oil prices. Under our base case, which assumes a rebound in oil prices towards $70 from 2020 fair value is reasonably ~$80 per share. If non-producing asset value from Guyana is included we estimate this would be closer to $90. BofAML’s US1 list is a collection of the firm’s best investment ideas managed with the goal of providing superior investment performance over the long term. For Hess, we believe the combination of catalysts, short interest and absolute value can drive a period of strong relative outperformance vs peers. For this reason, Hess replaces DVN as the energy stock on BofAML’s US 1 list. Estimates (Dec) (US$) 2015A 2016A 2017E 2018E 2019E EPS (3.92) (4.94) (3.75) (1.46) (0.76) GAAP EPS (10.77) (19.92) (3.75) (1.46) (0.76) EPS Change (YoY) NM -26.0% 24.1% 61.1% 47.9% Consensus EPS (Bloomberg) (3.03) (2.09) (0.45) DPS 1.00 1.00 1.00 1.00 1.00 Valuation (Dec) 2015A 2016A 2017E 2018E 2019E P/E NM NM NM NM NM GAAP P/E NM NM NM NM NM Dividend Yield 2.0% 2.0% 2.0% 2.0% 2.0% EV / EBITDA* 17.2x NM 9.9x 6.4x 5.4x Free Cash Flow Yield* -13.2% -8.7% -3.8% -0.3% 3.7% * For full definitions of iQmethod SM measures, see page 11. BofA Merrill Lynch does and seeks to do business with issuers covered in its research reports. As a result, investors should be aware that the firm may have a conflict of interest that could affect the objectivity of this report. Investors should consider this report as only a single factor in making their investment decision. Refer to important disclosures on page 12 to 14. Analyst Certification on page 10. Price Objective Basis/Risk on page 10. 11731481 Timestamp: 11 April 2017 05:30AM EDT Doug Leggate Research Analyst MLPF&S +1 713 247 6013 doug.leggate@baml.com Kalei Akamine Research Analyst MLPF&S +1 713 247 7880 kalei.akamine@baml.com John H. Abbott Research Analyst MLPF&S +1 713 247 7144 john.h.abbott@baml.com Stock Data Price Price Objective Date Established Investment Opinion 52-Week Range Mrkt Val (mn) / Shares Out (mn) Average Daily Value (mn) BofAML Ticker / Exchange Bloomberg / Reuters 49.97 USD 80.00 USD 8-Dec-2016 B-1-7 45.12 USD - 65.56 USD 15,656 USD / 313.3 198.56 USD HES / NYS HES US / HES.N ROE (2017E) -8.6% Net Dbt to Eqty (Dec-2016A) 26.1% iQprofile SM Hess Corp. Company Sector iQmethod SM – Bus Performance* (US$ Millions) 2015A 2016A 2017E 2018E 2019E Return on Capital Employed -8.5% -21.0% -3.6% -0.9% 0.1% Return on Equity -5.4% -9.0% -8.6% -3.7% -2.1% Operating Margin -1,197.3% -247.2% -25.4% -5.0% 0.5% Free Cash Flow (2,061) (1,359) (592) (50) 574 iQmethod SM – Quality of Earnings* (US$ Millions) 2015A 2016A 2017E 2018E 2019E Cash Realization Ratio NM NM NM NM NM Asset Replacement Ratio 1.0x 0.6x 0.9x 0.9x 0.9x Tax Rate 18.8% 41.0% 16.2% 21.9% 8.4% Net Debt-to-Equity Ratio 19.2% 26.1% 34.9% 40.7% 40.5% Interest Cover -10.1x -31.1x -3.8x -1.0x 0.1x Income Statement Data (Dec) (US$ Millions) 2015A 2016A 2017E 2018E 2019E Sales 286 4,182 4,379 5,704 6,359 % Change -98.1% 1,363.2% 4.7% 30.3% 11.5% Gross Profit (2,606) 4,182 4,379 5,704 6,359 % Change NM NM 4.7% 30.3% 11.5% EBITDA 1,155 (5,482) 2,005 3,097 3,646 % Change -84.3% NM NM 54.5% 17.7% Net Interest & Other Income (340) (332) (289) (297) (304) Net Income (Adjusted) (1,113) (1,531) (1,174) (456) (246) % Change NM -37.6% 23.3% 61.1% 46.0% Free Cash Flow Data (Dec) (US$ Millions) 2015A 2016A 2017E 2018E 2019E Net Income from Cont Operations (GAAP) (3,056) (6,132) (1,126) (408) (246) Depreciation & Amortization 3,955 3,413 2,857 2,962 3,188 Change in Working Capital 80 (47) 0 0 0 Deferred Taxation Charge (1,319) 2,200 (228) (128) (13) Other Adjustments, Net 2,321 1,361 357 323 369 Capital Expenditure (4,042) (2,154) (2,453) (2,798) (2,725) Free Cash Flow -2,061 -1,359 -592 -50 574 % Change -98.0% 34.1% 56.4% 91.6% NM Oils Company Description Hess Corp (HES) is a mid-sized oil and gas company with 1.0bn boe of proved reserves at the end of 2015. E&P operations are focused in the US onshore, deepwater GOM, North Sea, West Africa oil, and Asian natural gas. Investment Rationale Our house view is that oil should rebound long term to $75 WTI / $80 Brent. Investment case anchored by exploration prospects led by Guyana. Added to this, it has a strong balance sheet, low risk production visibility in the Bakken and a stable international base. As such, we view HES' valuation as attractive and maintain our Buy rating. Stock Data Average Daily Volume 3,973,678 Quarterly Earnings Estimates 2016 2017 Q1 -1.72A -1.21E Q2 -1.11A -1.19E Q3 -1.12A -0.72E Q4 -1.01A -0.63E Balance Sheet Data (Dec) (US$ Millions) 2015A 2016A 2017E 2018E 2019E Cash & Equivalents 2,716 2,732 1,974 1,974 1,974 Trade Receivables 847 768 768 768 768 Other Current Assets 841 776 776 776 776 Property, Plant & Equipment 26,352 19,941 18,886 18,299 17,412 Other Non-Current Assets 3,439 4,404 4,404 4,404 4,404 Total Assets 34,195 28,621 26,807 26,220 25,334 Short-Term Debt 86 112 112 112 112 Other Current Liabilities 2,542 2,139 2,088 2,036 1,982 Long-Term Debt 6,544 6,694 6,694 7,105 6,844 Other Non-Current Liabilities 4,622 4,085 4,085 4,085 4,085 Total Liabilities 13,794 13,030 12,979 13,338 13,023 Total Equity 20,401 15,591 13,828 12,883 12,311 Total Equity & Liabilities 34,195 28,621 26,807 26,220 25,334 * For full definitions of iQmethod SM measures, see page 11. 2 Hess Corp. | 11 April 2017 Adding Hess to BofAML US1 list Inflection point Over the past six months Hess has proven to be one of the most volatile stocks in the sector, facing extraordinary headwinds from a significant increase in short interest that has exaggerated volatility of what is already one of the more highly levered oil stocks in the sector. From discussions with investors, the arguments against Hess begin and end with a combination of declining production and expanding balance sheet – all part of the deliberate portfolio choices that favored completing major projects at the expense of short cycle production. This cycle ends in 2Q17 with an expected rebound in oil and gas production starting in 2H17 and critically, an inflection in free cash flow that by our estimates should return Hess to free cash flow with the flexibility to re-up investment in the Bakken. We thus view Hess as a dangerous short for investors seeking to hedge other portfolio positions. Exhibit 1: Short interest ratio (days to cover) US oils 14.0 12.0 10.0 8.0 6.0 4.0 2.0 Exhibit 2: Hess short interest ratio (mm shares) 35 30 25 20 15 10 5 0.0 DVN APC PE COP NFX XOM XEC EOG MRO OXY PXD WRD RRC COG CVX CHK SWN MRD SM CXO LPI PDCE NBL RSPP OAS APA CLR CRC HES EPE 0 Jan-10 Jan-11 Jan-12 Jan-13 Jan-14 Jan-15 Jan-16 Jan-17 Source: Bloomberg; BofA Merrill Lynch Global Research estimates Source: Bloomberg; BofA Merrill Lynch Global Research estimates In our view, any meaningful reduction in short interest could drive an outsize response to the improving operating outlook that we expect to start in 2H17 and can be summarized as follows: • By our estimates, oil and gas production troughs in 2Q17 as Bakken production stabilizes before recovering through year-end. With start-up of the first of two major projects (NMB 1 ) and incremental production in the US GoM, we anticipate growth in oil and gas production of ~60,000boepd or 22% between 2Q17 & 4Q17. • Planned increase in Bakken rig count points to an exit rate of ~105–110 kboepd up from 90-95 kboepd in 1Q17 for an intra-year growth rate of ~16% underpinned by a step up to 6 rigs from 2 at the start of the year. We expect Bakken growth to continue in 2018 and 2019 at ~16% yoy with upside from larger completions. Management guidance suggests exit rate production in 2017 of ~335,000 boepd; startup of the second of Hess’ major projects (Stampede) adds 15,000 boepd from 1H18 (est); along with a resumption of growth by resurgent operator Aker BP at Valhall (Hess 64%) we expect top line growth of 15% in 2018 with a FY contribution and continued Bakken ramp contributing to ~10% growth in 2019 including first oil from Guyana. 1 North Malay Basin, adding 20,000 boepd starting in Sep 2017 Hess Corp. | 11 April 2017 3 In other words, 2Q17 marks the low point in oil and gas production, with momentum accelerating in 2H17 to kick start a multi-year period of growth. Chart 1: Hess production outlook: inflection point from 2Q17 600 500 400 300 200 100 - 1Q16A 2016E 4Q17E 3Q18E 2Q19E 1Q20E 2020E 4Q21E 3Q22E Guyana Utica NMB Valhall Stampede JDA EG Other GoM Other / base Bakken Source: BofA Merrill Lynch Global Research estimates Critically, Hess has multiple levers to pull that reverse production declines as cash becomes available from completion of NMB and Stampede. Planned spending to complete NMB and Stampede is ~$700mm in 2017; with completion we expect this to drop closer to $200mm in 2018 so that before any contribution from operating cash flow from these projects we expect Hess ‘apples to apples’ capex to move lower in 2018 driving an inflection in free cash flow. Exhibit 3: Free cash flow turns positive in 2018 6,000 4,000 2,000 - (2,000) (4,000) Exhibit 4: with an accelerating decline in net debt 6,000 5,000 4,000 3,000 2,000 1,000 4.0x 3.5x 3.0x 2.5x 2.0x 1.5x 1.0x 0.5x (6,000) 2015A 2016A 2017E 2018E 2019E 2020E 2021E - 2015A 2016A 2017E 2018E 2019E 2020E 2021E 0.0x CFO Capex Free Cash Flow Source: BofA Merrill Lynch Global Research estimates Net Debt Source: BofA Merrill Lynch Global Research estimates Net Debt / DACF Our assumptions include a likely project sanction of the first phase ‘early production system’ at the Liza discovery in 2Q17. However, based on discovered oil to date that we believe now easily exceeds 2bn barrels, we believe Hess is on the cusp of a multi-year period of growth that is material for a company of its size. Critically, we believe most commentators have not yet included the cash flow contribution from Guyana in Hess’ estimates given visibility that barely looks past 2018. However, with first oil now likely 4 Hess Corp. | 11 April 2017 in 2H19, we view final investment decision (FID) – and an exploration program that yields one well result every 6-8 weeks as a catalyst to rerate Hess over time. Liza area moving towards 2bn boe Operator Exxon recently confirmed the latest exploration test in Guyana 'Snoek' as the latest discovery in the Liza development area, with ~82ft of net pay and in line with pre drill expectations we are led to believe is in the 200-300mm boe range. Recall from our discussions with management, Snoek was characterized as a smaller but distinct target, updip of Liza, but lower risk. The well was drilled in 26 days to a depth of ~17,000ft in 5,128ft of water 5 miles south west of Liza #1, as shown in the graphic below; the Stena Carron drill ship has now relocated to the next well test, the 'Liza #4' appraisal, where we anticipate results by end April but with the possibility of a drill stem test in a success case that may push the well result into mid-May. Exhibit 5: Liza targeting Exhibit 6: Exxon operated blocks in Guyana Source: Exxonmobil Source: Exxonmobil Critically, 'Snoek' reinforces management's prior characterization of the Stabroek block as moving towards a 'DHI play' meaning the risk profile of incremental exploration improves - a critical factor for the next well in queue, the Payara #2 appraisal that will also target a deeper test (Pacuma) scaled with a pre drill target of ~1bn boe. The next prospect, Liza lookalike named ‘Turbot will likely be spud around mid-year. From our discussions with Hess and the operator we summarize our understanding as follows: • Operator XOM had previously framed the discovered potential in the Liza / Payara at 1.5bn – 2.0bn boe, subject to completion of two planned additional appraisal wells. Quoting EVP Mark Albers and CEO Darren Woods ‘The success at Payara combined with the additional oil pay discovered with Liza-3 brings the total discovered resource on the block to somewhere between 1.4 billion oil equivalent barrels and 2 billion oil equivalent barrels.’ ’ to clarify, what we have found – not potential upside, but what we have found is 1.4 billion to 2 billion BOE. The upside is multi-billion barrel unrisked potential’. Hess Corp. | 11 April 2017 5 • Snoek and with Liza deep previously likely moves recoverable resource closer to the upper end of this range 2bn boe before Liza #4 and Pacuma, providing line of sight for at least a 4 FPSO development starting in 2019. • After Liza 4, the Stena Carron drillship will move back to Payara to drill an appraisal well which will also test a deeper prospect ‘Pacuma tail’. Where predrill prospect size is scaled at about 1bn boe. The next prospect (Turbot) will then be spud south east of Payara. Note is that if Payara 2 is successful, this would likely add another ‘boat’ with capacity of 150,000 boepd. The graphics below characterize Hess view of Payara and Snoek. We assume the 1bn boe Pacuma prospect is the light green area below Payara. Exhibit 7: Initial characterization of Payara Exhibit 8: Updated characterization suggests a similar footprint to Liza Source: Hess Source: Hess Again quoting ExxonMobil management: ‘Just as we progressed rapidly at Liza, we'll move quickly to develop Payara if the delineation well is successful.’ Recall that Hess management has suggested Payara will ‘definitely be commercial’. However at this early stage we assume no value for Payara in our assessed value of Hess’ not least as any attempt at precision is obviously premature. But with discussions with management suggesting scenarios through appraisal where Payara is a lookalike to Liza, we believe a ‘plus three year’ development scheme is a reasonable basis to frame option value in a success case. Under our $70 Brent base case, the theoretical NPV would be around $10/sh. This is on top of the approximate $12-14/ share value we estimate is reasonable for Hess from the existing Liza discovery. Note we continue to assume about 400,000 bpd gross development scenario–reviewed again below to reflect the latest project proposal submitted to the Guyana Government which now targets first production in 2H19. Note we assume negligible value for natural gas revenue in this latest iteration, thus the range of $12-$14 for Liza mentioned above and $22-$24 for Liza / Payara. The table below assumes gas valued at $1 / mmcfe. 6 Hess Corp. | 11 April 2017 Table 1: Notional multi-phase development at Guyana: about $22/sh to Hess Gross Barrels (mmboe) Full Project NPV $MM Hess 30% Interest NPV NPV net to Hess (mmboe) $mm $mm $/sh Liza Early Production System 425 4,258 1,277 $3.9 Phase 1 600 4,932 1,480 $4.6 Phase 2 600 3,821 1,146 $3.5 Liza Total 1,625 13,010 3,903 $12.0 Payara (spec) Early Production System 425 3,392 1,018 $3.1 Phase 1 600 3,668 1,100 $3.4 Phase 2 600 2,682 805 $2.5 Payara spec Total 1,625 9,742 2,923 $9.0 Guyana Total 3,250 22,753 6,826 $21.1 Source: BofA Merrill Lynch Global Research estimates; Hess shares fully dluted 324.2mm shares after prefernce convert Note that at current strip oil prices of ~$55 Brent, this is closer to $14.4/sh of which Payara is ~$6/sh or $2.0bn. On a ‘risked’ basis, we believe this is a reasonable development scenario representative of any incremental discovery that resembles Liza recalling that the partners have identified over 20 additional drilling prospects. On the assumption of a ‘plus three year’ development scenario after Liza, the potential impact on incremental production and cash flow is significant for Hess while the cumulative impact also becomes significant for XOM. The charts below show our latest assessment of how a compound timeline for a Liza / Payara development could look, if Payara as a project does indeed prove to be a look alike to Liza. Exhibit 9: Hess theoretical production profile for Liza / Payara Exhibit 10: Hess net production profile (by phase) Source: BofA Merrill Lynch Global Research estimates Source: BofA Merrill Lynch Global Research estimates Critically, Guyana is now being described as a ‘DHI play’ meaning seismic and core have been sufficiently calibrated as to provide direct hydrocarbon indicators and hence derisking future exploration tests. This appears confirmed again by the latest ‘Snoek’ success. XOM’s development plan calls for an FPSO (floating production and storage offloading vessel) with production capacity of about 150,000 boepd for every 450mm barrels of recoverable reserves, with plateau production extending up to 10 years. We suggest management’s commentary supports gross production capacity from current discovered resource of at least 600,000 boepd. Hess Corp. | 11 April 2017 7 Impact on cash flow While the impact on production is significant, we suggest the impact on cash flow is transformational for Hess. Referencing the charts below: • Under our base case that assumes $70 oil from 2020, we estimate operating cash flow net to Hess would reach over $2.5bn; • Net free cash flow peaks at over $2bn with a net cash outflow at any point in the development of ~$300mm. Chart 2: Hess operating cash flow contribution: Guyana ($70 base case) 3,500 3,000 2,500 2,000 1,500 1,000 500 Chart 3: Hess free cash flow contribution: Guyana ($70 base case) 3,000 2,500 2,000 1,500 1,000 500 - - 2017 2022 2027 2032 Liza Early PS Liza Phase1 Liza Phase 2 Payara Early PS Payara Phase1 Payara Phase 2 (500) 2017 2022 2027 2032 Liza Early PS Liza Phase1 Liza Phase 2 Payara Early PS Payara Phase1 Payara Phase 2 Source: BofA Merrill Lynch Global Research Source: BofA Merrill Lynch Global Research While first oil in 2019 is only the early stage of development, it is enough in our view to provide visibility on multiple compression perceived absent from Hess’ investment case given its focus on short cycle development. However, after the low point in production in 2Q17 we suggest Hess has both – short cycle, comprising not only the Bakken but tie back opportunities across established infrastructure in Norway and the US GoM – and long cycle in the shape of a transformational opportunity in Guyana, that becomes tangible with a likely FID in 2Q17. Impact on valuation In our view, an imminent inflexion point in free cash flow comes with a step change in value recognition for Hess. Momentum from a >20% jump in production in the six months of the second half of 2017 carries growth through 2018, with Guyana accelerating for a decade from 2019. At our base case we suggest this leaves Hess ‘discounting’ current strip oil prices at current levels of ~$50 / share. The table below sets our PO at our target mid cycle multiple of 5.5x EV/DACF; note this does not include any value for non-producing Guyana resource value that we estimate at ~$6/share. Table 2: At strip oil prices, Hess looks fairly valued based on a target multiple of 5.5x EV/DACF 2015 2016 2017e 2018e 2019e 2020e 2021e Shares Outstanding 284 310 313 313 323 324 324 Market Cap 13,119 13,334 13,415 13,415 13,415 13,415 13,415 Non-producing Guyana NAV - - - - Net Debt 3,914 4,074 5,136 6,224 6,985 7,798 7,866 Preference shares 557 557 557 EV 17,033 17,965 19,108 20,196 20,400 21,213 21,281 DACF 2,321 1,127 1,847 2,378 2,625 3,030 3,795 Forward EV / DACF 15.1x 9.7x 8.0x 7.7x 6.7x 5.5x Source: BofA Merrill Lynch Global Research 8 Hess Corp. | 11 April 2017 Under our base case, which assumes a rebound in oil prices towards $70 from 2020, we see fair value as reasonably around $80 per share. If non-producing asset value is included (around $3bn or ~$9/sh), we estimate this would be closer to $90. Table 3: At our base case, we see fair value closer to $80 based on a target multiple of 5.5x EV/DACF 2015 2016 2017e 2018e 2019e 2020e 2021e Shares Outstanding 284 310 313 313 323 324 324 Market Cap 22,341 22,684 22,814 22,814 22,814 22,814 22,814 Non-producing Guyana NAV - - - - Net Debt 3,914 4,074 4,832 5,243 4,983 4,441 3,020 Pref 557 557 557 EV 26,255 27,315 28,203 28,614 27,797 27,255 25,834
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Estimate Change - Epstein Files Document HOUSE_OVERSIGHT_014873

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