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DERIVATIVES AND HEDGING ACTIVITIES (Tables) | 12 Months Ended
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Sep. 30, 2025
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, 2025 (aggregated by effective date). Interest rate swap agreements:
Aggregate Notional Amount (in millions) |  | Effective Date |  | Maturity Date |  | Conversion of Related Variable Rate Debt subject to Term SOFR to Fixed Rate of:
$700 |  | 9/30/2025 |  | 9/30/2027 |  | 3.22% plus applicable margin percentage
$125 |  | 9/30/2027 |  | 9/30/2029 |  | 3.11% plus applicable margin percentage
$1,025 |  | 9/30/2027 |  | 9/30/2029 |  | 3.12% plus applicable margin percentage
$900 |  | 9/30/2027 |  | 9/30/2029 |  | 3.14% plus applicable margin percentage
Interest rate collar agreements:
Aggregate Notional Amount (in millions) |  | Effective Date |  | Maturity Date |  | Offsets Variable Rate Debt Attributable to Fluctuations Below and Above:
$1,100 |  | 3/31/2025 |  | 9/30/2026 |  | Three-month Term SOFR rate of 2.00% (floor) and 3.50% (cap)
$500 |  | 9/30/2025 |  | 9/30/2026 |  | Three-month Term SOFR rate of 2.00% (floor) and 3.50% (cap)
$1,338 |  | 9/30/2025 |  | 9/30/2027 |  | Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$700 |  | 9/30/2025 |  | 9/30/2027 |  | Three-month Term SOFR rate of 2.00% (floor) and 3.91% (cap)
$1,550 |  | 9/30/2026 |  | 9/30/2027 |  | Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$2,050 |  | 9/30/2027 |  | 9/30/2029 |  | Three-month Term SOFR rate of 2.21% (floor) and 4.25% (cap)
Schedule of Interest Rate Derivatives |
|  | September 30, 2025 |  | September 30, 2024
|  | Asset |  | Liability |  | Asset |  | Liability
Interest rate cap agreement |  | $ | — |  |  | $ | — |  |  | $ | 20 |  |  | $ | 1 |
Interest rate collar agreements |  | 7 |  |  | 3 |  |  | 3 |  |  | 8 |
Interest rate swap agreements |  | 8 |  |  | — |  |  | 34 |  |  | 1 |
Net derivatives as classified in the consolidated balance sheets (1) |  | $ | 15 |  |  | $ | 3 |  |  | $ | 57 |  |  | $ | 10 |
(1)Refer to Note 11, “Fair Value Measurements,” for the consolidated balance sheets classification of the Company’s interest rate swap, cap and collar agreements.

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- Definition Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4E -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4C -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4C Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4B -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4B + Details
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- Definition Tabular disclosure of the notional amounts of outstanding derivative positions. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A + Details
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