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Derivative and Hedging Instruments (Tables)
 12 Months Ended
Sep. 30, 2024
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions The following table provides information on the attributes of each swap as of September 30, 2024:
Inception DateHedged RateNotional Value at Inception (in thousands)Maturity Date
September 2024SOFR$200,000 September 2027
September 2024Term SOFR$200,000 September 2027
Schedule of Interest Rate Derivatives The following table provides information regarding the fair value of the interest rate swap agreements and the impact on the consolidated balance sheets at ($ in thousands):
Balance Sheet LocationSeptember 30, 2024September 30, 2023
Prepaid expenses and other current assets$1,560 $— 
Other long-term liabilities(3,626)— 
Net asset (liability)$(2,066)$— 
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) Information about the effect of the interest swap agreements in the accompanying consolidated statements of operations and consolidated statements of comprehensive income (loss), is as follows ($ in thousands):
Year Ended September 30,Results Recognized in Accumulated Other Comprehensive (Loss) Income (effective Portion)Location of Results Reclassified from Accumulated Other Comprehensive Income (Loss) to EarningsResults Reclassified from Accumulated Other Comprehensive Income (Loss) to Earnings
2024$(2,066)Interest expense – other and Interest expense – floor plan$—