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Derivative Financial Instruments (Tables)
12 Months Ended
Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value of Derivative Instruments
The following table presents the fair value of our Swap and Lisle Swap (Level 2), both of which are designated as a cash flow hedges, and the related classification on the consolidated balance sheets as of September 30, 2022 and 2021:

September 30,
Interest Rate Swaps20222021
Other current assets$632 $194 
Other assets2,067 85 
   Total fair value of assets designated as hedging instruments$2,699 $279 
Schedule of Effect of Cash Flow Hedges Accounting on Accumulated Other Comprehensive Income (Loss) The table below presents the effect of cash flow hedge accounting for our Swap and Lisle Swap on the consolidated statement of operations and Accumulated other comprehensive income (loss) for the years ended September 30, 2022 and 2021:
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) on DerivativeLocation of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into IncomeAmount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income
Year Ended September 30, 2022
Interest Rate Swaps$2,787 Interest expense$(192)
Year Ended September 30, 2021
Interest Rate Swaps$(365)Interest expense$(86)