DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

3 Months Ended

Jun. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Amounts and Fair Values of Derivative Instruments on Consolidated Balance Sheet

The notional amounts and fair values of derivative instruments used to manage foreign cash flow exposures in the consolidated balance sheets at June 30, 2026 and March 31, 2026 were as follows (in thousands):


		Notional Amounts (a)								Prepaid Expenses and Other Current Assets								Accrued Other
		June 30, 2026				March 31, 2026				June 30, 2026				March 31, 2026				June 30, 2026				March 31, 2026
Derivatives designated as hedging instruments:
Forward contracts		$	11,387			$	11,023			$	18			$	22			$	306			$	258
		$	11,387			$	11,023			$	18			$	22			$	306			$	258

(a) Notional amounts represent the gross contract/notional amount of the derivatives outstanding.

Schedule of Effect of Foreign Exchange Forward Contracts on OCI and Results of Operations

The following table provides the effect foreign exchange forward contracts had on other comprehensive income (loss), and results of operations for the three months ended June 30, 2026 and 2025 (in thousands):


		Gain (Loss) Recognized in OCI on Derivative (a)								Gain (Loss) Reclassified from Accumulated OCI into Income (b)
		June 30, 2026				June 30, 2025				Location		June 30, 2026				June 30, 2025
Forward contracts		$	(153	)		$	330			Research and development		$	49			$	(2	)
										Sales and marketing			31				(168	)
		$	(153	)		$	330					$	80			$	(170	)

(a)

The amount represents the change in fair value of derivative contracts due to changes in spot rates.

(b)

The amount represents reclassification from other comprehensive income (loss) to earnings that occurs when the hedged item affects earnings.