Derivatives and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2026

Derivatives and Hedging Activities [Abstract]

Schedule of Effects of Interest Rate Swaps on the Consolidated Balance Sheets



				Fair Value as of
		Balance Sheet		March 31,			December 31,
		Location		2026			2025

Derivatives Designated as Hedging Instruments				(in thousands)
Interest rate swap agreements in a fair value asset position		Other assets		$	11,362		$	6,445
Interest rate swap agreement in a fair value liability position		Other long-term liabilities		$	5,392		$	12,265

Schedule of Effect of Derivatives on the Consolidated Statements of Operations and Consolidated Statements of Shareholders’ Deficit



				For the three months
				ended March 31,
				2026			2025

Cash Flow Hedge - Interest Rate Swap Agreement				(in thousands)
Change in fair value recorded in Accumulated other comprehensive
loss, net				$	11,790		$	(40,755)
Gain reclassified from Accumulated other comprehensive
loss, net into earnings				$	(684)		$	(684)

Derivatives Not Designated as Hedges - Interest Rate Swap Agreements
Amount reclassified from Accumulated other comprehensive
loss, net into Non-cash interest expense				$	—		$	6,579