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DERIVATIVES AND HEDGING ACTIVITIES (Tables)
 6 Months Ended
Mar. 29, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions
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:
$5003/31/20233/31/2025
6.25% (3.00% plus the 3.25% margin percentage)
$1,5003/31/20233/31/2025
6.35% (3.10% plus the 3.25% margin percentage)
$7003/31/20239/30/2025
4.55% (1.30% plus the 3.25% margin percentage)
Interest rate cap agreement:
Aggregate Notional Amount (in millions)Effective DateMaturity DateOffsets Variable Rate Debt Attributable to Fluctuations Above:
$7003/31/20239/30/2025
Three-month Term SOFR rate of 1.25%
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)
$1,5509/30/20269/30/2027
Three-month Term SOFR rate of 2.50% (floor) and 4.50% (cap)
Schedule of Interest Rate Derivatives
March 29, 2025September 30, 2024
AssetLiabilityAssetLiability
Interest rate cap agreement$14 $— $20 $1 
Interest rate collar agreements9 — 3 8 
Interest rate swap agreements23 1 34 1 
Net derivatives as classified in the condensed consolidated balance sheets (1)
$46 $1 $57 $10 
(1)Refer to Note 10, “Fair Value Measurements,” for the condensed consolidated balance sheets classification of the Company's interest rate swap, cap and collar agreements.