DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Sep. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of interest rate derivative

As of September 30, 2018, the Company 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 cap on LIBOR	$	9,200	3.86	%	January 1, 2021
Interest rate cap on LIBOR	$	29,000	3.00	%	July 10, 2019
Interest Rate Swap	$	1,446	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

Derivatives as of:
September 30, 2018			September 30, 2017
Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Other Assets	$	3,793	Other assets	$	1,460
Accounts payable and accrued liabilities	$	—	Accounts payable and accrued liabilities	$	14

Schedule of effect of derivative financial instrument on consolidated statements of comprehensive income

The following table presents the effect of the Company's derivative financial instrument on the consolidated statements of comprehensive income (loss) for the years ended September 30, 2018, 2017 and 2016 (dollars in thousands):

	Year Ended September 30,
	2018		2017		2016
Amount of gain (loss) recognized on derivative in Other Comprehensive Income	$	2,396	$	2,660	$	(1,695)
Less: amount of gain (loss) reclassified from Accumulated Other Comprehensive (loss) income into Interest Expense	$	71	$	(387)	$	(33)