Derivative Financial Instruments (Tables)

3 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of outstanding interest rate derivatives

As of December 31, 2016, the Trust had the following outstanding interest rate derivatives that were designated as cash flow hedges of interest rate risk (dollars in thousands):

Interest Rate Derivative	Notional Amount		Rate		Maturity
Interest rate swap	$	1,531	5.25	%	April 1, 2022
Interest rate swap	$	26,400	3.61	%	May 6, 2023
Interest rate swap	$	27,000	4.05	%	September 19, 2026

Schedule of fair value of derivative financial instruments and classification on consolidated balance sheets

The table below presents the fair value of the Trust’s derivative financial instrument as well as its classification on the consolidated balance sheets as of the dates indicated (amounts in thousands):

Derivatives as of:
December 31, 2016			September 30, 2016
Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Other Assets	$	1,666	Accounts payable and accrued liabilities	$	1,602

Schedule of effect of derivative financial instrument on consolidated statements of comprehensive (loss) income

The following table presents the effect of the Trust’s interest rate swaps on the consolidated statements of comprehensive loss for the dates indicated (dollars in thousands):

	Three Months Ended December 31,
	2016			2015
Amount of gain recognized on derivative in Other Comprehensive Income (loss)	$	3,123		$	12
Amount of gain (loss) reclassified from Accumulated Other Comprehensive Income (loss) into Interest Expense	$	(145	)	$	(8	)