Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2021

Fair Value Disclosures [Abstract]

Schedule of Derivative Instruments

The following tables show the liabilities measured at fair value for the above derivatives as of September 30, 2021, and December 31, 2020.

	Fair Value Measurements as of September 30, 2021
Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Derivative liability - other current liabilities	$	—	$	—	$	—
Derivative liability - other non-current liabilities	9,956		—		671
Total	$	9,956	$	—	$	671

	Fair Value Measurements as of December 31, 2020
Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Derivative liability - other current liabilities	$	—	$	—	$	2,453
Derivative liability - other non-current liabilities	—		—		664
Total	$	—	$	—	$	3,117

The following table presents the change in the above derivatives during the nine months ended September 30, 2021.

	Nine Months Ended September 30, 2021
Beginning balance	$	3,117
Issuances	15,121
Change in fair value (1)	(4,606)
Settlements	(3,005)
Ending balance	$	10,627

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(1) Changes in the fair value are recognized in the “Other expense (income), net” line in the Condensed Consolidated Statements of Operations and Comprehensive Income (Loss).

Schedule of Interest Rate Derivatives

The following table presents the effect of the interest rate swaps on the Condensed Consolidated Statements of Operations and Comprehensive Income (Loss).

	Three Months Ended September 30,				Nine Months Ended September 30,
	2021		2020		2021		2020
Interest expense (1)	$	29	$	4,100	$	29	$	8,906
Derivative payments on interest rate swap (2)	—		—		1,717		—
Loss on interest rate swap (2)	—		—		2,033		—

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(1) Represents settlements on the interest rate swaps while the hedges are effective.

(2) Represents settlements and changes in fair value on the 2019 Swap.

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis

The following tables present the liabilities measured at fair value on a recurring basis for the interest rate swaps as of September 30, 2021, and December 31, 2020.

	Fair Value Measurements as of September 30, 2021
Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Derivative liability - other current liabilities	$	—	$	174	$	—
Derivative liability - other non-current liabilities	—		23		—
Total	$	—	$	197	$	—

	Fair Value Measurements as of December 31, 2020
Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Derivative liability - other current liabilities	$	—	$	11,022	$	—
Derivative liability - other non-current liabilities	—		4,357		—
Total	$	—	$	15,379	$	—