Derivative Financial Instruments (Tables)

6 Months Ended

Mar. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of outstanding interest rate derivatives

As of March 31, 2015, 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	$	1,718	5.25	%	April 1, 2022

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:
March 31, 2015			September 30, 2014
Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Accounts payable and accrued liabilities	$	56	Accounts payable and accrued liabilities	$	8

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 swap on the consolidated statements of comprehensive (loss) income for the dates indicated (dollars in thousands):

	Three Months Ended March 31,						Six Months Ended March 31,
	2015			2014			2015			2014
Amount of loss recognized on derivative in Other Comprehensive Income	$	(28	)	$	(25	)	$	(60	)	$	(7	)
Amount of loss reclassified from Accumulated Other Comprehensive Income into Interest Expense	$	(8	)	$	(8	)	$	(17	)	$	(17	)