Derivative and Hedging Instruments (Tables)

12 Months Ended

Sep. 30, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions

of September 30, 2025:

Inception Date	Hedged Rate	Notional Value at Inception (in thousands)		Maturity Date
September 2024	SOFR	$	200,000	September 2027
September 2024	Term 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 Location	September 30, 2025		September 30, 2024
Prepaid expenses and other current assets	$	532	$	1,560
Other long-term liabilities	(1,448)		(3,626)
Net asset (liability)	$	(916)	$	(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 loss, is as follows ($ in thousands):

Year Ended September 30,	Gain or (Loss) Recognized in Accumulated Other Comprehensive Loss (effective Portion)		Location of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss to Earnings	Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss to Earnings
2025	$	4,926	Interest expense – other and Interest expense – floor plan	$	3,776
2024	(2,066)		Interest expense – other and Interest expense – floor plan	—

	Location and Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss to Earnings
Year Ended September 30,	Interest expense – other		Interest expense – floor plan
2025	$	1,806	$	1,970
2024	—		—