DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
 12 Months Ended
Sep. 30, 2016
Interest Rate Derivatives  
Schedule of fair value of derivative financial instruments and classification on consolidated balance sheets
Derivatives as of:
September 30, 2016
 
September 30, 2015
Balance Sheet Location
 
Fair Value
 
Balance Sheet Location
 
Fair Value
Other Assets
 
$
—

 
Other assets
 
$
—

Accounts payable and accrued liabilities
 
$
1,602

 
Accounts payable and accrued liabilities
 
$
58
Schedule of effect of derivative financial instrument on consolidated statements of comprehensive income
The following table presents the effect of the Trust's derivative financial instrument on the consolidated statements of comprehensive income (loss) for the years ended September 30, 2016, 2015 and 2014 (dollars in thousands):
 
 
Year Ended September 30,
 
 
2016
 
2015
 
2014
Amount of loss recognized on derivative in Other Comprehensive Income
 
$
(1,695
)
 
$
(83
)
 
$
(37
)
Amount of loss reclassified from Accumulated Other Comprehensive (loss) income into Interest Expense
 
$
(150
)
 
$
(33
)
 
$
(36
)
Designated as a hedge  
Interest Rate Derivatives  
Schedule of interest rate derivative
As of September 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
 
$
1,559

 
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