Derivative Financial Instruments (Tables)

9 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of outstanding interest rate derivatives

As of June 30, 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	$	1,586	5.25	%	April 1, 2022
Interest rate swap	$	26,400	3.61	%	May 6, 2023

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:
June 30, 2016			September 30, 2015
Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Accounts payable and accrued liabilities	$	928	Accounts payable and accrued liabilities	$	58

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 June 30,						Nine Months Ended June 30,
	2016			2015			2016			2015
Amount of loss recognized on derivative in Other Comprehensive Income (loss)	$	(906	)	$	18		$	(935	)	$	(47	)
Amount of loss reclassified from Accumulated Other Comprehensive Income (loss) into Interest Expense	$	(50	)	$	(8	)	$	(65	)	$	(25	)