v3.25.2
Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Jul. 31, 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 are reflected on our Unaudited Condensed Consolidated Statements of Financial Position as follows:
Asset (Liability)
Balance Sheet Location
July 31, 2025April 30, 2025
Current asset portionPrepaid expenses and other current assets$516 $197 
Non-current asset portionOther non-current assets100 — 
Current liability portionOther accrued liabilities— (118)
Non-current liability portionOther long-term liabilities(1,117)(3,438)
Total cash flow hedges$(501)$(3,358)
Schedule of Reclassification out of Accumulated Other Comprehensive Income
The effect of our interest rate swaps on our Unaudited Condensed Consolidated Statements of Comprehensive Income and Unaudited Condensed Consolidated Statements of Net Income (Loss) are as follows:

Three Months Ended
July 31,
20252024
Amount of pretax gains (losses) recognized in Other comprehensive income$3,434 $(6,360)
Amount of pretax gains reclassified from Accumulated other comprehensive loss into Interest expense$587 $1,715