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DERIVATIVES AND HEDGING ACTIVITIES (Tables)
 12 Months Ended
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 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:
$1,1003/31/20259/30/2026
Three-month Term SOFR rate of 2.00% (floor) and 3.50% (cap)
$5009/30/20259/30/2026
Three-month Term SOFR rate of 2.00% (floor) and 3.50% (cap)
$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)
$1,5509/30/20269/30/2027
Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
$2,0509/30/20279/30/2029
Three-month Term SOFR rate of 2.21% (floor) and 4.25% (cap)
Schedule of Interest Rate Derivatives
September 30, 2025September 30, 2024
AssetLiabilityAssetLiability
Interest rate cap agreement$— $— $20 $1 
Interest rate collar agreements7 3 3 8 
Interest rate swap agreements8 — 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.