DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Sep. 30, 2012

DERIVATIVE FINANCIAL INSTRUMENTS

Schedule of outstanding interest rate derivative that designated as a cash flow hedge of interest rate risk

 As of September 30, 2012, the Trust had the following outstanding interest rate derivative that was designated as a cash flow hedge of interest rate risk (dollars in thousands):

Interest Rate Derivative	Notional		Rate			Maturity
Interest Rate Swap	$	1,954		5.25	%		April 1, 2022

Schedule of fair value of derivative financial instrument as well as its classification on the 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:
September 30, 2012			September 30, 2011
Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Other Assets	$	10		$	—
Accounts payable and accrued liabilities	$	104	Accounts payable and accrued liabilities	$	—

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

 The following table presents the effect of the Trust's derivative financial instrument on the consolidated statements of comprehensive income (loss) for the year ended September 30, 2012 (dollars in thousands):

	Year ended September 30, 2012
Amount of loss recognized on derivative in Other Comprehensive Income	$	123
Amount of loss reclassified from Accumulated Other Comprehensive Income into Interest Expense	$	19