v3.26.1
Fair Value of Financial Instruments (Tables)
 12 Months Ended
Mar. 31, 2026
Fair Value Disclosures [Abstract]  
Financial Assets And (Liabilities), Measured At Fair Value On A Recurring Basis
The following tables represent the financial assets and (liabilities) measured at fair value on a recurring basis as of March 31, 2026 and March 31, 2025 and the basis for that measurement:
Total Fair Value Measurement March 31, 2026Quoted Price in
Active Markets
for Identical
Assets
(Level 1)		Significant
Other
Observable
Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)
Lead forward contracts$(3,521)$— $(3,521)$— 
Foreign currency forward contracts1,173 — 1,173 — 
Interest rate swaps(68)— (68)— 
Net investment hedges(69,990)— (69,990)— 
Total derivatives$(72,406)$— $(72,406)$— 
 
Total Fair Value Measurement March 31, 2025Quoted Price in
Active Markets
for Identical
Assets
(Level 1)		Significant
Other
Observable
Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)
Lead forward contracts$(225)$— $(225)$— 
Foreign currency forward contracts1,629 — 1,629 — 
Interest Rate Swaps5 5 
Net investment hedges(33,002)— (33,002)— 
Total derivatives$(31,593)$— $(31,593)$— 
Carrying Amounts And Estimated Fair Values Of Company's Financial Instruments
The carrying amounts and estimated fair values of the Company’s derivatives and Senior Notes at March 31, 2026 and 2025 were as follows:

 March 31, 2026March 31, 2025
 Carrying
Amount		Fair ValueCarrying
Amount		Fair Value
Financial liabilities:
Senior Notes (1)
$600,000 $601,425 $600,000 $591,420 
Derivatives (2)
72,406 72,406 31,593 31,593 
(1)The fair value amount of the Senior Notes at March 31, 2026 and March 31, 2025 represent the trading value of the instruments.
(2)Represents lead, foreign currency forward contracts, interest rate swaps, and net investment hedges (see Note 14 for asset and liability positions of the lead, foreign currency forward contracts, interest rate swaps, and net investment hedges at March 31, 2026 and March 31, 2025).