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Hedging Activities (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions
Open foreign exchange forward contracts as of December 31, 2025 were entered into as hedges of Japanese yen and Mexican peso against the U.S. dollar and had the following notional U.S. dollar values:
CurrencyDecember 31,
2025
Mexican Peso$12,500 
Japanese Yen15,300 
  Total$27,800 
Schedule of Balance Sheet Classification and Fair Values of Derivative Instruments The balance sheet classification and fair values of the Company’s derivative instruments are as follows:
Derivative instrumentsConsolidated Balance Sheet LocationDecember 31,
20252024
Net investment hedgesOther non-current assets$10,053 $— 
Net investment hedgesOther non-current liabilities1,541 — 
Interest rate swapsPrepaid expenses and other current assets16 — 
Interest rate swapsOther non-current assets— 1,621 
Foreign currency forward contractsOther accrued liabilities5 67 
The following table presents the net unrealized gain deferred to AOCI:
December 31,
Derivative instruments:Consolidated Balance Sheet Location20252024
Net investment hedgesAOCI$6,554 $— 
Interest rate swapsAOCI13 1,248 
The following table presents the net gain (loss) recognized in the Company’s Consolidated Statements of Operations for the years ended December 31, 2025, 2024 and 2023:
For the Years Ended December 31,
Derivative instrumentsCondensed Consolidated Statements of Operations202520242023
Net investment hedgesInterest expense$2,951 $— $— 
Interest rate swapsInterest expense1,887 4,770 3,555 
Foreign exchange forward contractsOther (expense) income, net1,880 (2,026)2,134 
Total$6,718 $2,744 $5,689