Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Tables)

v3.22.2.2
Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2022
Fair Value Disclosures [Abstract]  
Schedule of Fair Value Derivative Liabilities Measured on Recurring Basis
The following table summarizes the outstanding derivative instruments and the fair value hierarchy for the Company’s derivative assets and liabilities that are required to be measured at fair value on a recurring basis:
(in thousands) Level 1 Level 2 Level 3 Total Fair Value
September 30, 2022
Assets
Natural gas swap $ —  $ 274  $ —  $ 274 
Interest rate swap —  1,588  —  1,588 
Liabilities
Natural gas swap $ —  $ 34  $ —  $ 34 
Interest rate swap —  569  —  569 
Warrant liabilities —  —  53,148  53,148 
(in thousands) Level 1 Level 2 Level 3 Total Fair Value
December 31, 2021
Assets
Interest rate swap $ —  $ 439  $ —  $ 439 
Liabilities
Natural gas swap $ —  $ 178  $ —  $ 178 
Interest rate swap —  727  —  727 
Warrant liabilities —  —  67,290  67,290