Fair Value Measurement (Tables)

12 Months Ended

Dec. 31, 2019

Fair Value Disclosures [Abstract]

Schedule of Fair Value Measurements, Valuation Techniques

The table below sets forth the assumptions used within the Black-Scholes-Merton option pricing model to value the Company’s warrant liabilities:

Stock price	$	5.51
Exercise price	$	0.01
Time until expiration (years)	4.54
Expected volatility	53.0		%
Risk-free interest rate	1.67		%
Expected dividend yield	—		%

Schedule of Fair Value, Liabilities Measured on Recurring Basis

The table below sets forth the total fair value of the ABL Credit Facility, ABL Embedded Derivative, Term Loan Credit Facility, Term Loan Embedded Derivative, and Warrant as of December 31, 2019 (in thousands):

	December 31, 2019
	Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total Fair Value
ABL Credit Facility	$	129,027	$	—	$	129,027
ABL Embedded Derivative	—		497		497
Term Loan Credit Facility	91,980		—		91,980
Warrant	—		6,537		6,537
Term Loan Embedded Derivative	—		407		407
Total	$	221,007	$	7,441	$	228,448