FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables)

6 Months Ended

Sep. 27, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Swaps

The Company held the following interest rate swaps as of September 27, 2025:

Hedged Item	Original Notional Amount		Notional Amount as of September 27, 2025		Designation Date	Effective Date	Termination Date	Fixed Interest Rate	Estimated Asset Fair Value
	(Dollars in Thousands)
1-month USD Term SOFR	$	109,900	$	101,633	9/27/2024	9/30/2024	4/30/2029	3.3%	$	59
1-month USD Term SOFR	109,900		100,259		9/27/2024	9/30/2024	4/30/2029	3.3%	156
Total	$	219,800	$	201,892					$	215

Accounts Receivable, Allowance for Credit Loss

The following is a roll forward of the allowance for credit losses:

	Allowance for Credit Losses (Recoveries)
	(Dollars in Thousands)
Balance as of March 29, 2025	$	6,300
Credit loss	760
Recoveries	(813)
Balance as of September 27, 2025	$	6,247

Schedule of Effect of Derivative Instruments Designated as Cash Flow Hedges and Those Not Designated as Hedging Instruments

The following table presents the effect of the Company’s derivative instruments designated as cash flow hedges and those not designated as hedging instruments under ASC 815 in its condensed consolidated statements of income for the six months ended September 27, 2025:

Derivative Instruments	Amount of Gain (Loss) Recognized in AOCL		Amount of (Loss) Gain Reclassified from AOCL into Earnings		Classification in Earnings	Amount of Gain (Loss) Excluded from Effectiveness Testing		Classification in Earnings
	(Dollars in Thousands)
Designated foreign currency hedge contracts, net of tax	$	1,485	$	(153)	Net revenues, cost of goods sold and SG&A	$	1,246	Interest and other expense, net
Non-designated foreign currency hedge contracts	$	—	$	—		$	(5,872)	Interest and other expense, net
Designated interest rate swaps, net of tax	$	(1,670)	$	2	Interest and other expense, net	$	—

Schedule of Fair Value of Derivative Instruments as They Appear in Consolidated Balance Sheets

The following tables present the fair value of the Company’s derivative instruments as they appear in its condensed consolidated balance sheets as of September 27, 2025 and March 29, 2025:

	Classification	September 27, 2025		March 29, 2025
		(Dollars in Thousands)
Derivative Assets:
Designated foreign currency hedge contracts	Prepaid expenses and other current assets	$	1,025	$	193
Non-designated foreign currency hedge contracts	Prepaid expenses and other current assets	447		85
Designated interest rate swaps	Prepaid expenses and other current assets	637		1,305
Designated interest rate swaps	Other long-term assets	—		1,020
Total		$	2,109	$	2,603
Derivative Liabilities:
Designated foreign currency hedge contracts	Other current liabilities	$	(5,454)	$	471
Non-designated foreign currency hedge contracts	Other current liabilities	(28)		25
Designated interest rate swaps	Other long-term liabilities	422		—
Total		$	(5,060)	$	496

Schedule of Financial Assets and Financial Liabilities Measured at Fair Value on a Recurring Basis

Financial assets and financial liabilities measured at fair value on a recurring basis consist of the following as of September 27, 2025 and March 29, 2025.

	September 27, 2025
	Level 1		Level 2		Level 3		Total
	(Dollars in Thousands)
Assets
Money market funds	$	138,619	$	—	$	—	$	138,619
Designated foreign currency hedge contracts	—		1,025		—		1,025
Non-designated foreign currency hedge contracts	—		447		—		447
Designated interest rate swaps	—		637		—		637
Total	$	138,619	$	2,109	$	—	$	140,728
Liabilities
Designated foreign currency hedge contracts	$	—	$	(5,454)	$	—	$	(5,454)
Non-designated foreign currency hedge contracts	—		(28)		—		(28)
Designated interest rate swaps	—		422		—		422
Contingent consideration	—		—		2,089		2,089
Total	$	—	$	(5,060)	$	2,089	$	(2,971)

The level 3 fair value measurements of contingent consideration liabilities include the following significant unobservable inputs:

	Fair Value as of
	September 27, 2025		Valuation Technique	Unobservable Input	Range
	(Dollars in Thousands)
Revenue-based payments	$	1,547	Monte Carlo Simulation Model	Discount rate	6.0%
				Projected fiscal year of payments	2026 - 2028
Event-based payment	$	542	Monte Carlo Simulation Model	Discount rate	6.0%
				Projected fiscal year of payment	2026 - 2028

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation

A reconciliation of the change in the fair value of contingent consideration is included in the following table:

	Contingent Consideration
	(Dollars in Thousands)
Balance as of March 29, 2025	$	2,278
Payment of contingent consideration	(9)
Change in fair value	(180)
Balance as of September 27, 2025	$	2,089