Derivative Instruments (Tables)

12 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Fair Values of the Interest Rate Swap

The fair values of the interest rate swaps and their respective locations in our consolidated balance sheets at June 30, 2020 and June 30, 2019 were as follows:

Description	Balance Sheet Location	June 30, 2020		June 30, 2019
Derivative interest rate swaps		(in thousands)
Short-term derivative liability	Accrued expenses and other current liabilities	$	1,631	$	37
Long-term derivative liability	Other liabilities	$	3,448	$	1,248

Summary of Effect of Derivative Interest Rate Swap in Our Consolidated Statement of Comprehensive Income (Loss)

The following table presents the effect of the derivative interest rate swaps in our consolidated statement of comprehensive income (loss) for the fiscal years ended June 30, 2020 and June 30, 2019.

	Gain (Loss) in AOCI June 30, 2019		Amount of Gain (Loss) Recognized in OCI on Derivative Instruments (Effective Portion)		Amount of (Gain) Loss Reclassified from AOCI into Net Loss (Effective Portion) (1)		Gain (Loss) in AOCI June 30, 2020
	(in thousands)
Derivative interest rate swaps	$	(1,285)	$	(4,158)	$	364	$	(5,079)

	Gain (Loss) in AOCI June 30, 2018		Amount of Gain (Loss) Recognized in OCI on Derivative Instruments (Effective Portion)		Amount of (Gain) Loss Reclassified from AOCI into Net Loss (Effective Portion) (1)		Gain (Loss) in AOCI June 30, 2019
	(in thousands)
Derivative interest rate swaps	$	2,590	$	(3,455)	$	(420)	$	(1,285)

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⁽¹⁾ Recorded as interest income (expense) within other expense, net in our consolidated statements of comprehensive income (loss).