Derivatives - Additional Information (Details) - USD ($) $ in Millions |
6 Months Ended | |
|---|---|---|
Jun. 30, 2025 |
Dec. 31, 2024 |
|
| Derivative [Line Items] | ||
| Derivative, description of terms | The Company is subject to interest rate risk related to the Senior Secured Credit Facility and entered into interest rate swaps to manage a portion of this exposure. The interest rate swaps are designated as cash flow hedges that qualify for hedge accounting under the hypothetical derivative method. As of June 30, 2025, the Company held interest rate swap contracts that, in the aggregate, effectively hedge $500 million of the variable rate debt associated with the Term Loan at the Term SOFR weighted average fixed rate of 2.81% through September 2025. Fair value adjustments are recorded as a component of Accumulated other comprehensive loss, net of tax (“AOCL”) in the Condensed Consolidated Balance Sheets. Balances in AOCL are reclassified to earnings when transactions related to the underlying risk are settled. | |
| Derivative gains recorded in AOCL expected to be reclassified to earnings within next twelve months | $ 0 | |
| Interest Rate Swaps | ||
| Derivative [Line Items] | ||
| Derivative, amount of hedged item | $ 500 | |
| Weighted average Term SOFR fixed rate | 2.81% | |
| Debt Instrument, Variable Interest Rate, Type [Extensible Enumeration] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member] | |
| Available-for-sale securities and interest rate swaps | ||
| Derivative [Line Items] | ||
| Accumulated other comprehensive loss, net of tax | $ 2 | $ 5 |