v3.26.3
DERIVATIVES AND HEDGING ACTIVITIES (Tables)
 12 Months Ended
Sep. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions
The tables below summarize the key terms of the swaps and collars as of September 30, 2026 (aggregated by effective date).
Interest rate swap agreements:
Aggregate Notional Amount (in millions)Effective DateMaturity DateConversion of Related Variable Rate Debt subject to Term SOFR to Fixed Rate of:
$7009/30/20259/30/2027
3.22% plus applicable margin percentage
$1259/30/20279/30/2029
3.11% plus applicable margin percentage
$1,0259/30/20279/30/2029
3.12% plus applicable margin percentage
$9009/30/20279/30/2029
3.14% plus applicable margin percentage
Interest rate collar agreements:
Aggregate Notional Amount (in millions)Effective DateMaturity DateOffsets Variable Rate Debt Attributable to Fluctuations Below and Above:
$1,3389/30/20259/30/2027
Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$7009/30/20259/30/2027
Three-month Term SOFR rate of 2.00% (floor) and 3.91% (cap)
$8006/30/20269/30/2030
Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$1,5509/30/20269/30/2027
Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$2,0509/30/20279/30/2029
Three-month Term SOFR rate of 2.21% (floor) and 4.25% (cap)
Schedule of Interest Rate Derivatives
September 30, 2026September 30, 2025
AssetLiabilityAssetLiability
Interest rate collar agreements63 — 7 3 
Interest rate swap agreements73 — 8 — 
Net derivatives as classified in the consolidated balance sheets (1)
$136 $— $15 $3 
(1)Refer to Note 11, “Fair Value Measurements,” for the consolidated balance sheets classification of the Company’s interest rate swap and collar agreements. The increase in the fair value of the interest rate swap and collar agreements is primarily attributable to increases in forward Term SOFR rates compared to September 30, 2025.