Derivative Financial Instruments (Tables)

3 Months Ended

Dec. 31, 2022

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Value of Derivative Instruments

The following table presents the fair value of our Avondale Swap and Lisle Swap (Level 2) which are designated as cash flow hedges and the related classification on the condensed consolidated balance sheet as of December 31, 2022 and September 30, 2022:


Interest Rate Swaps	December 31, 2022		September 30, 2022
Other current assets	$	813	$	632
Other assets	1,718		2,067
Total fair value of assets designated as hedging instruments	$	2,531	$	2,699

Schedule of Effect of Cash Flow Hedge Accounting on Accumulated Other Comprehensive Income (Loss)

The table below presents the effect of cash flow hedge accounting for our Avondale Swap and Lisle Swap on the condensed consolidated statement of operations and “Accumulated other comprehensive income” for the three months ended December 31, 2022 and 2021:


	Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) on Derivative, net of taxes		Location of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income	Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income



	Three Months Ended December 31, 2022
Avondale Swap and Lisle Swap	$	41	Interest expense	$	(128)

	Three Months Ended December 31, 2021
Avondale Swap	$	118	Interest expense	$	(55)