Derivative Financial Instruments (Tables)

9 Months Ended

Jun. 30, 2025

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 sheets as of June 30, 2025 and September 30, 2024:


Interest Rate Swaps	June 30, 2025		September 30, 2024
Other current assets	$	486	$	497
Other assets	615		726
Total fair value of assets designated as hedging instruments	$	1,101	$	1,223

Schedule of Effect of Cash Flow Hedges 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 and nine months ended June 30, 2025 and 2024:


	Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) on Derivative, net of taxes	Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) into Income
	Three Months Ended June 30, 2025
Avondale Swap and Lisle Swap	$(74)	$176

	Nine Months Ended June 30, 2025
Avondale Swap and Lisle Swap	$471	$563

	Three Months Ended June 30, 2024
Avondale Swap and Lisle Swap	$259	$264

	Nine Months Ended June 30, 2024
Avondale Swap and Lisle Swap	$263	$802