Derivative Financial Instruments (Tables)

6 Months Ended

Mar. 31, 2023

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Net Fair Value of Designated Hedge Derivatives Subject to Master Netting Arrangements Reported on Condensed Consolidated Balance Sheets

The net fair value of designated hedge derivatives subject to master netting arrangements reported on the condensed consolidated balance sheets was as follows:

	Asset (Liability)
(In thousands)	Gross Recognized Amount			Gross Offset Amount		Net Amount Presented			Cash Collateral Receivable		Net Amount Reported			Balance Sheet Location
March 31, 2023
Interest rate swap	$	(728	)	$	—	$	(728	)	$	539	$	(189	)	Other long-term liabilities
September 30, 2022
—	$	—		$	—	$	—		$	—	$	—		—

Schedule of Pretax Amounts Recognized in AOCL on Interest Rate Swap

The pretax amounts recognized in AOCL on the interest rate swap were as follows:

	Three Months Ended March 31,					Six Months Ended March 31,
(In thousands)	2023			2022		2023			2022
Beginning unrealized net loss in AOCL	$	—		$	—	$	—		$	—
Net loss recognized in other comprehensive income (loss)		(304	)		—		(748	)		—
Net loss reclassified into interest expense		(11	)		—		20			—
Ending unrealized net loss in AOCL	$	(315	)	$	—	$	(728	)	$	—