v3.26.1
Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Estimated Fair Value Positions of Derivative Contracts
The following tables reflect the location and estimated fair value positions of derivative contracts at:
(in thousands)
June 30, 2026
Balance sheet locationOutstanding notional amountFair Value - AssetsFair Value - (Liabilities)
Derivatives Not Designated as Hedging Instruments
Interest rate swap contractsDerivative assets, current / Derivative assets / (Other current liabilities)$1,271,137 $79,164 $(74)
Total$1,271,137 $79,164 $(74)
(in thousands)
December 31, 2025
Balance sheet locationOutstanding notional amountFair Value - AssetsFair Value - (Liabilities)
Derivatives Not Designated as Hedging Instruments
Interest rate swap contractsDerivative assets, current / Derivative assets / (Other current liabilities) / (Other noncurrent liabilities)$999,302 $74,627 $(2,817)
Total$999,302 $74,627 $(2,817)
Schedule of Changes in Fair Value of Derivative Contracts
The following tables provide information on the change in fair value of derivative contracts as recorded in the Consolidated Statements of Comprehensive Income (Loss) and Consolidated Statements of Operations:
Three months ended
June 30, 2026
Six months ended
June 30, 2026
(in thousands)
Derivatives Previously Designated as Hedging InstrumentsDerivatives Not Designated as Hedging InstrumentsDerivatives Previously Designated as Hedging InstrumentsDerivatives Not Designated as Hedging Instruments
Consolidated Other Comprehensive Income (Loss)
Gain (loss) in other comprehensive income (loss) reclassified to earnings from termination of interest rate swaps, net$— $— $42 $— 
Amortization of derivatives(1,079)— (2,198)— 
Less: Taxes on total net gain (loss) recognized in other comprehensive income (loss)284 — 567 — 
Consolidated Statements of Operations
Interest expense, net
Change in fair value of interest rate swaps, net— 6,542 $— $7,187 
Gain (loss) on interest rate swaps, net(1)
— — — (42)
Three months ended
June 30, 2025
Six months ended
June 30, 2025
(in thousands)
Derivatives Previously Designated as Hedging InstrumentsDerivatives Not Designated as Hedging InstrumentsDerivatives Previously Designated as Hedging InstrumentsDerivatives Not Designated as Hedging Instruments
Consolidated Other Comprehensive Income (Loss)
Gain (loss) recognized in other comprehensive income (loss)$(659)$— $(659)$— 
Amortization of derivatives(1,480)— (3,173)— 
Less: Taxes on total net gain (loss) recognized in other comprehensive income (loss)563 — 1,009 — 
Consolidated Statements of Operations
Interest expense, net
Change in fair value of interest rate swaps, net— (12,381)— (34,122)
Gain (loss) on interest rate swaps, net(1)
— 659 $— $659 
(1)The gain (loss) on interest rate swaps, net, represents gains and losses reclassified into earnings as a result of the discontinuance of cash flow hedges when the Company determines that it is probable that the original forecasted transactions will not occur by the end of the originally specified time period.