v3.25.2
Derivative Instruments and Activities (Tables)
 12 Months Ended
Apr. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location The fair value of our interest rate swaps designated as cash flow hedges as of April 30 are reflected in our Consolidated Statements of Financial Position as follows:
Asset (Liability)
Balance Sheet Location
20252024
Current asset portion
Prepaid expenses and other current assets$197 $154 
Non-current asset portionOther non-current assets— 9,686 
Current liability portion
Other accrued liabilities(118)— 
Non-current liability portion
Other long-term liabilities(3,438)— 
Total cash flow hedges
$(3,358)$9,840 
Schedule of Reclassification out of Accumulated Other Comprehensive Income
The effect of our interest rate swaps on the Consolidated Statements of Comprehensive Income (Loss) and the Consolidated Statements of Income (Loss) for the years ended April 30 are as follows:

202520242023
Amount of pretax (losses) gains recognized in Other comprehensive income (loss)
$(8,186)$15,164 $6,036 
Amount of pretax gains reclassified from Accumulated other comprehensive loss into Interest expense
$4,755 $12,420 $5,039