v3.26.1
Derivative Instruments and Activities (Tables)
 12 Months Ended
Apr. 30, 2026
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 Location20262025
Current asset portionPrepaid expenses and other current assets$— $197 
Current liability portionOther accrued liabilities(156)(118)
Non-current liability portionOther long-term liabilities(716)(3,438)
Total cash flow hedges$(872)$(3,358)
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) are as follows:

For the Years Ended April 30,
202620252024
Amount of pretax gains (losses) recognized in Other comprehensive income$3,453 $(8,186)$15,164 
Amount of pretax gains reclassified from Accumulated other comprehensive loss into Interest expense$829 $4,755 $12,420