v3.26.1
Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Jul. 31, 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 are reflected on our Unaudited Condensed Consolidated Statements of Financial Position as follows:
Asset (Liability)Balance Sheet LocationJuly 31, 2026April 30, 2026
Current asset portionPrepaid expenses and other current assets$222 $— 
Current liability portionOther accrued liabilities(272)(156)
Non-current liability portionOther long-term liabilities— (716)
Total cash flow hedges$(50)$(872)
Schedule of Reclassification out of Accumulated Other Comprehensive (Loss) Income
The effect of our interest rate swaps on our Unaudited Condensed Consolidated Statements of Comprehensive (Loss) Income and Unaudited Condensed Consolidated Statements of Net (Loss) Income are as follows:

Three Months Ended
July 31,
20262025
Amount of pretax gains recognized in Other comprehensive (loss) income$604 $3,434 
Amount of pretax (losses) gains reclassified from Accumulated other comprehensive loss into Interest expense$(218)$587