Derivatives and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2025

Derivatives and Hedging Activities [Abstract]

Schedule of Effects of Interest Rate Swaps on the Consolidated Balance Sheets

		Fair Value as of
	Balance Sheet	March 31,		December 31,
	Location	2025		2024
Derivatives Designated as Hedging Instruments		(in thousands)
Interest rate swap agreements in a fair value asset position	Other assets	$	16,841	$	50,589
Interest rate swap agreement in a fair value liability position	Other long-term liabilities	$	7,007	$	—

Schedule of Effect of Derivatives on the Consolidated Statements of Operations and Consolidated Statements of Shareholders’ Deficit

	For the three months
	ended March 31,
	2025		2024
Cash Flow Hedge - Interest Rate Swap Agreement	(in thousands)
Change in fair value recorded in Accumulated other comprehensive
loss, net	$	(40,755)	$	4,289
Gain reclassified from Accumulated other comprehensive			$
loss, net into earnings	$	(684)	$	—
Derivatives Not Designated as Hedges - Interest Rate Swap Agreements
Amount reclassified from Accumulated other comprehensive
loss, net into Non-cash interest expense	$	6,579	$	6,579