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FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS (Tables) | 3 Months Ended
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Jun. 27, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Interest Rate Swaps | The Company held the following interest rate swaps as of June 27, 2026:
Hedged Item |  | Original Notional Amount |  | Notional Amount as of June 27, 2026 |  | Designation Date |  | Effective Date |  | Termination Date |  | Fixed Interest Rate |  | Estimated Asset Fair Value
|  | (Dollars in Thousands)
1-month USD Term SOFR |  | $ | 109,900 |  |  | $ | 99,666 |  |  | 9/27/2024 |  | 9/30/2024 |  | 4/30/2029 |  | 3.3% |  | $ | 1,293 |
1-month USD Term SOFR |  | 109,900 |  |  | 98,319 |  |  | 9/27/2024 |  | 9/30/2024 |  | 4/30/2029 |  | 3.3% |  | 1,332 |
Total |  | $ | 219,800 |  |  | $ | 197,985 |  |  |  |  |  |  |  |  |  |  | $ | 2,625 |
Accounts Receivable, Allowance for Credit Loss | The following is a roll forward of the allowance for credit losses:
| Allowance for Credit Losses (Write-offs/Recoveries)
| (Dollars in Thousands)
Balance as of March 28, 2026 | $ | 3,693 |
Credit loss | 38 |
Write-offs | (108) |
Recoveries | (5) |
Balance as of June 27, 2026 | $ | 3,618 |
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 three months ended June 27, 2026:
Derivative Instruments |  | Amount of Gain 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 |  | $ | 133 |  |  | $ | 116 |  |  | Net revenues, COGS and SG&A |  | $ | 315 |  |  | Interest and other expense, net
Non-designated foreign currency hedge contracts |  | $ | — |  |  | $ | — |  |  |  |  | $ | (21) |  |  | Interest and other expense, net
Designated interest rate swaps, net of tax |  | $ | 664 |  |  | $ | (11) |  |  | 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 June 27, 2026 and March 28, 2026:
| Classification |  | June 27, 2026 |  | March 28, 2026
|  |  | (Dollars in Thousands)
Derivative Assets: |  |  |  |  |
Designated foreign currency hedge contracts | Prepaid expenses and other current assets |  | $ | 1,248 |  |  | $ | 1,245 |
Non-designated foreign currency hedge contracts | Prepaid expenses and other current assets |  | 28 |  |  | 330 |
Designated interest rate swaps | Prepaid expenses and other current assets |  | 1,133 |  |  | 823 |
Designated interest rate swaps | Other long-term assets |  | 1,492 |  |  | 947 |
Total |  |  | $ | 3,901 |  |  | $ | 3,345 |
Derivative Liabilities: |  |  |  |  |
Designated foreign currency hedge contracts | Other current liabilities |  | $ | 97 |  |  | $ | 50 |
Non-designated foreign currency hedge contracts | Other current liabilities |  | 35 |  |  | 63 |
Total |  |  | $ | 132 |  |  | $ | 113 |
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 June 27, 2026 and March 28, 2026.
| June 27, 2026
| Level 1 |  | Level 2 |  | Level 3 |  | Total
| (Dollars in Thousands)
Assets |  |  |  |  |  |  |
Money market funds | $ | 36,670 |  |  | $ | — |  |  | $ | — |  |  | $ | 36,670 |
Designated foreign currency hedge contracts | — |  |  | 1,248 |  |  | — |  |  | 1,248 |
Non-designated foreign currency hedge contracts | — |  |  | 28 |  |  | — |  |  | 28 |
Designated interest rate swaps | — |  |  | 2,625 |  |  | — |  |  | 2,625 |
Total | $ | 36,670 |  |  | $ | 3,901 |  |  | $ | — |  |  | $ | 40,571 |
Liabilities |  |  |  |  |  |  |
Designated foreign currency hedge contracts | $ | — |  |  | $ | 97 |  |  | $ | — |  |  | $ | 97 |
Non-designated foreign currency hedge contracts | — |  |  | 35 |  |  | — |  |  | 35 |
Contingent consideration | — |  |  |  |  | 21,016 |  |  | 21,016 |
Total | $ | — |  |  | $ | 132 |  |  | $ | 21,016 |  |  | $ | 21,148 |
| March 28, 2026
| Level 1 |  | Level 2 |  | Level 3 |  | Total
| (Dollars in Thousands)
Assets |  |  |  |  |  |  |
Money market funds | $ | 90,716 |  |  | $ | — |  |  | $ | — |  |  | $ | 90,716 |
Designated foreign currency hedge contracts | — |  |  | 1,245 |  |  | — |  |  | 1,245 |
Non-designated foreign currency hedge contracts | — |  |  | 330 |  |  | — |  |  | 330 |
Designated interest rate swaps | — |  |  | 1,770 |  |  | — |  |  | 1,770 |
Total | $ | 90,716 |  |  | $ | 3,345 |  |  | $ | — |  |  | $ | 94,061 |
Liabilities |  |  |  |  |  |  |
Designated foreign currency hedge contracts | $ | — |  |  | $ | 50 |  |  | $ | — |  |  | $ | 50 |
Non-designated foreign currency hedge contracts | — |  |  | 63 |  |  | — |  |  | 63 |
Contingent consideration | — |  |  | — |  |  | 21,063 |  |  | 21,063 |
Total | $ | — |  |  | $ | 113 |  |  | $ | 21,063 |  |  | $ | 21,176 |
The level 3 fair value measurements of contingent consideration liabilities include the following significant unobservable inputs:
|  | Fair Value as of |  |  |  |  |  |
|  | June 27, 2026 |  | Valuation Technique |  | Unobservable Input |  | Range
|  | (Dollars in Thousands) |  |  |  |  |  |
Revenue-based payments |  | $ | 3,066 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 3.4%
|  |  | Projected fiscal year of payments |  | 2028 - 2030
Event-based payment |  | $ | 296 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 5.8%
|  |  | Projected fiscal year of payment |  | 2027 - 2028
| $ | 17,654 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 3.0%
|  | Projected fiscal year of payment |  | 2027
|  | Fair Value as of |  |  |  |  |  |
|  | March 28, 2026 |  | Valuation Technique |  | Unobservable Input |  | Range
|  | (Dollars in Thousands) |  |  |  |  |  |
Revenue-based payments |  | $ | 3,076 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 3.4%
|  |  | Projected fiscal year of payments |  | 2028 - 2030
Event-based payment |  | $ | 390 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 5.8%
|  |  | Projected fiscal year of payment |  | 2027 - 2028
| $ | 17,597 |  |  | Monte Carlo Simulation Model |  | Discount rate |  | 3.0%
|  | Projected fiscal year of payment |  | 2027
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 28, 2026 |  | $ | 21,063 |
Change in fair value |  | (47) |
Balance as of June 27, 2026 |  | $ | 21,016 |

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- Definition Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3). + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147482106/820-10-50-2 + Details
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