v3.26.1
Fair Value of Financial Instruments (Tables)
 3 Months Ended
Jul. 05, 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 July 5, 2026 and March 31, 2026, and the basis for that measurement:
 
Total Fair Value Measurement July 5, 2026Quoted Price in
Active Markets
for Identical
Assets
(Level 1)		Significant
Other
Observable
Inputs
(Level 2)		Significant
Unobservable
Inputs
(Level 3)
Lead forward contracts$(2,877)$— $(2,877)$— 
Foreign currency forward contracts386 — 386 — 
Interest Rate Swaps(12)— (12)— 
Net investment hedges(68,380)— (68,380)— 
Total derivatives$(70,883)$— $(70,883)$— 
 
Total Fair Value
Measurement
March 31, 2026
Quoted 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$(72,406)$— $(72,406)$— 
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 July 5, 2026 and March 31, 2026 were as follows:
July 5, 2026March 31, 2026
Carrying
Amount		Fair ValueCarrying
Amount		Fair Value
Financial liabilities:
 Senior Notes (1)
$600,000 $604,800 $600,000 $601,425 
Derivatives (2)
$70,883 $70,883 $72,406 $72,406 
(1)The fair value amount of the Senior Notes at July 5, 2026 and March 31, 2026 represent the trading value of the instruments.
(2)Represents lead, foreign currency forward contracts, interest rate swaps, and net investment hedges (see Note 6 for asset and liability positions of the lead, foreign currency forward contracts, interest rate swaps, and net investment hedges at July 5, 2026 and March 31, 2026).